Shared Component Definitions

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Document built: Tue 2004/12/21 default value


Copyright (c) 1999 - 2004 by INTERNATIONAL SWAPS AND DERIVATIVES ASSOCIATION, INC.
Financial Products Markup Language is subject to the FpML public license
A copy of this license is available at http://www.fpml.org/documents/license




Contents

Global Elements
americanExercise
bermudaExercise
europeanExercise
exercise
product

Global Complex Types
Address
AdjustableDate
AdjustableDate2
AdjustableDates
AdjustableOrRelativeDate
AdjustableOrRelativeDates
AmericanExercise
AmountRelativeTo
AmountSchedule
AutomaticExercise
BermudaExercise
BusinessCenter
BusinessCenters
BusinessCentersReference
BusinessCenterTime
BusinessDateRange
BusinessDayAdjustments
BusinessDayAdjustmentsReference
CalculationAgent
CalculationPeriodFrequency
ClearanceSystem
ContractualDefinitions
ContractualSupplement
Country
Currency
DateRange
DateReference
DateRelativeTo
Documentation
Empty
EntityId
EntityName
EuropeanExercise
ExchangeId
Exercise
ExerciseFee
ExerciseFeeSchedule
ExerciseNotice
ExerciseProcedure
FxRate
FxSpotRateSource
GoverningLaw
InformationProvider
InformationSource
InstrumentId
IntermediaryInformation
Interval
IntradocumentReference
LegalEntity
LegalEntityReference
ManualExercise
MasterAgreement
MasterAgreementType
MasterConfirmation
MasterConfirmationType
Money
MultipleExercise
NotionalReference
Offset
PartialExercise
PartyReference
Payment
PaymentType
Product
ProductId
ProductReference
ProductType
QuotedCurrencyPair
RateObservation
RateSourcePage
ReferenceBank
ReferenceBankId
RelativeDateOffset
RelativeDates
Rounding
Routing
RoutingExplicitDetails
RoutingId
RoutingIds
RoutingIdsAndExplicitDetails
Schedule
SettlementInformation
SettlementInstruction
SettlementMethod
SettlementPriceSource
SharedAmericanExercise
SplitSettlement
Step
StreetAddress
Strike
StrikeSchedule
TradeReference

Global Simple Types

Schema Listing

Global Elements

americanExercise

Description:

The parameters for defining the exercise period for an American style option together with any rules governing the notional amount of the underlying which can be exercised on any given exercise date and any associated exercise fees.

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Element americanExercise is defined by the complex type AmericanExercise

Used by:

Schema Fragment:

<xsd:element name="americanExercise" type="AmericanExercise" substitutionGroup="exercise">
  <xsd:annotation>
    <xsd:documentation xml:lang="en">
      The parameters for defining the exercise period for an American
      style option together with any rules governing the notional
      amount of the underlying which can be exercised on any given
      exercise date and any associated exercise fees.
    </xsd:documentation>
  </xsd:annotation>
</xsd:element>

bermudaExercise

Description:

The parameters for defining the exercise period for a Bermudan style option together with any rules governing the notional amount of the underlying which can be exercised on any given exercise date and any associated exercise fees.

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Element bermudaExercise is defined by the complex type BermudaExercise

Used by:

Schema Fragment:

<xsd:element name="bermudaExercise" type="BermudaExercise" substitutionGroup="exercise">
  <xsd:annotation>
    <xsd:documentation xml:lang="en">
      The parameters for defining the exercise period for a Bermudan
      style option together with any rules governing the notional
      amount of the underlying which can be exercised on any given
      exercise date and any associated exercise fees.
    </xsd:documentation>
  </xsd:annotation>
</xsd:element>

europeanExercise

Description:

The parameters for defining the exercise period for a European style option together with any rules governing the notional amount of the underlying which can be exercised on any given exercise date and any associated exercise fees.

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Element europeanExercise is defined by the complex type EuropeanExercise

Used by:

Schema Fragment:

<xsd:element name="europeanExercise" type="EuropeanExercise" substitutionGroup="exercise">
  <xsd:annotation>
    <xsd:documentation xml:lang="en">
      The parameters for defining the exercise period for a European
      style option together with any rules governing the notional
      amount of the underlying which can be exercised on any given
      exercise date and any associated exercise fees.
    </xsd:documentation>
  </xsd:annotation>
</xsd:element>

exercise

Description:

An placeholder for the actual option exercise definitions.

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Element exercise is defined by the complex type Exercise

Used by:

Substituted by:

Schema Fragment:

<xsd:element name="exercise" type="Exercise" abstract="true">
  <xsd:annotation>
    <xsd:documentation xml:lang="en">
      An placeholder for the actual option exercise definitions.
    </xsd:documentation>
  </xsd:annotation>
</xsd:element>

product

Description:

An abstract element used as a place holder for the substituting product elements.

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Element product is defined by the complex type Product

Used by:

Substituted by:

Schema Fragment:

<xsd:element name="product" type="Product" abstract="true">
  <xsd:annotation>
    <xsd:documentation xml:lang="en">
      An abstract element used as a place holder for the substituting
      product elements.
    </xsd:documentation>
  </xsd:annotation>
</xsd:element>

Global Complex Types

Address

Description:

A type that represents a physical postal address.

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streetAddress (zero or one occurrence; of the type StreetAddress)

city (zero or one occurrence; of the type xsd:string)

state (zero or one occurrence; of the type xsd:string)

country (zero or one occurrence; of the type Country)

postalCode (zero or one occurrence; of the type xsd:string)

Used by:

Schema Fragment:

<xsd:complexType name="Address">
  <xsd:annotation>
    <xsd:documentation xml:lang="en">
      A type that represents a physical postal address.
    </xsd:documentation>
  </xsd:annotation>
  <xsd:sequence>
    <xsd:element name="streetAddress" type="StreetAddress" minOccurs="0">
      <xsd:annotation>
        <xsd:documentation xml:lang="en">
          The set of street and building number information that
          identifies a postal address within a city.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:element>
    <xsd:element name="city" type="xsd:string" minOccurs="0">
      <xsd:annotation>
        <xsd:documentation xml:lang="en">
          The city component of a postal address.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:element>
    <xsd:element name="state" type="xsd:string" minOccurs="0">
      <xsd:annotation>
        <xsd:documentation xml:lang="en">
          A country subdivision used in postal addresses in some
          countries. For example, US states, Canadian provinces, Swiss
          cantons.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:element>
    <xsd:element name="country" type="Country" minOccurs="0">
      <xsd:annotation>
        <xsd:documentation xml:lang="en">
          The ISO 3166 standard code for the country within which the
          postal address is located.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:element>
    <xsd:element name="postalCode" type="xsd:string" minOccurs="0">
      <xsd:annotation>
        <xsd:documentation xml:lang="en">
          The code, required for computerised mail sorting systems,
          that is allocated to a physical address by a national postal
          authority.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:element>
  </xsd:sequence>
</xsd:complexType>

AdjustableDate

Description:

A type for defining a date that shall be subject to adjustment if it would otherwise fall on a day that is not a business day in the specified business centers, together with the convention for adjusting the date.

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unadjustedDate (exactly one occurrence; with locally defined content) ...

dateAdjustments (exactly one occurrence; of the type BusinessDayAdjustments)

Attribute: id (xsd:ID)

Used by:

Schema Fragment:

<xsd:complexType name="AdjustableDate">
  <xsd:annotation>
    <xsd:documentation xml:lang="en">
      A type for defining a date that shall be subject to adjustment if
      it would otherwise fall on a day that is not a business day in
      the specified business centers, together with the convention for
      adjusting the date.
    </xsd:documentation>
  </xsd:annotation>
  <xsd:sequence>
    <xsd:element name="unadjustedDate">
      <xsd:annotation>
        <xsd:documentation xml:lang="en">
          A date subject to adjustment.
        </xsd:documentation>
      </xsd:annotation>
      <xsd:complexType>
        <xsd:simpleContent>
          <xsd:extension base="xsd:date">
            <xsd:attribute name="id" type="xsd:ID"/>
          </xsd:extension>
        </xsd:simpleContent>
      </xsd:complexType>
    </xsd:element>
    <xsd:element name="dateAdjustments" type="BusinessDayAdjustments">
      <xsd:annotation>
        <xsd:documentation xml:lang="en">
          The business day convention and financial business centers
          used for adjusting the date if it would otherwise fall on a
          day that is not a business dat in the specified business
          centers.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:element>
  </xsd:sequence>
  <xsd:attribute name="id" type="xsd:ID"/>
</xsd:complexType>

AdjustableDate2

Description:

A type that is different from AdjustableDate in two regards. First, date adjustments can be specified with either a dateAdjustments element or a reference to an existing dateAdjustments element. Second, it does not require the specification of date adjustments.

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unadjustedDate (exactly one occurrence; with locally defined content) ...


There can be zero or one occurance of the following structure; Choice of either

Or


Attribute: id (xsd:ID)

Used by:

Schema Fragment:

<xsd:complexType name="AdjustableDate2">
  <xsd:annotation>
    <xsd:documentation xml:lang="en">
      A type that is different from AdjustableDate in two regards.
      First, date adjustments can be specified with either a
      dateAdjustments element or a reference to an existing
      dateAdjustments element. Second, it does not require the
      specification of date adjustments.
    </xsd:documentation>
  </xsd:annotation>
  <xsd:sequence>
    <xsd:element name="unadjustedDate">
      <xsd:annotation>
        <xsd:documentation xml:lang="en">
          A date subject to adjustment.
        </xsd:documentation>
      </xsd:annotation>
      <xsd:complexType>
        <xsd:simpleContent>
          <xsd:extension base="xsd:date">
            <xsd:attribute name="id" type="xsd:ID"/>
          </xsd:extension>
        </xsd:simpleContent>
      </xsd:complexType>
    </xsd:element>
    <xsd:choice minOccurs="0">
      <xsd:element name="dateAdjustments" type="BusinessDayAdjustments">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">
            The business day convention and financial business centers
            used for adjusting the date if it would otherwise fall on a
            day that is not a business dat in the specified business
            centers.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:element>
      <xsd:element name="dateAdjustmentsReference" type="BusinessDayAdjustmentsReference"/>
    </xsd:choice>
  </xsd:sequence>
  <xsd:attribute name="id" type="xsd:ID"/>
</xsd:complexType>

AdjustableDates

Description:

A type for defining a series of dates that shall be subject to adjustment if they would otherwise fall on a day that is not a business day in the specified business centers, together with the convention for adjusting the dates.

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unadjustedDate (one or more occurrences; with locally defined content) ...

dateAdjustments (exactly one occurrence; of the type BusinessDayAdjustments)

Used by:

Schema Fragment:

<xsd:complexType name="AdjustableDates">
  <xsd:annotation>
    <xsd:documentation xml:lang="en">
      A type for defining a series of dates that shall be subject to
      adjustment if they would otherwise fall on a day that is not a
      business day in the specified business centers, together with the
      convention for adjusting the dates.
    </xsd:documentation>
  </xsd:annotation>
  <xsd:sequence>
    <xsd:element name="unadjustedDate" maxOccurs="unbounded">
      <xsd:annotation>
        <xsd:documentation xml:lang="en">
          A date subject to adjustment.
        </xsd:documentation>
      </xsd:annotation>
      <xsd:complexType>
        <xsd:simpleContent>
          <xsd:extension base="xsd:date">
            <xsd:attribute name="id" type="xsd:ID"/>
          </xsd:extension>
        </xsd:simpleContent>
      </xsd:complexType>
    </xsd:element>
    <xsd:element name="dateAdjustments" type="BusinessDayAdjustments">
      <xsd:annotation>
        <xsd:documentation xml:lang="en">
          The business day convention and financial business centers
          used for adjusting the date if it would otherwise fall on a
          day that is not a business dat in the specified business
          centers.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:element>
  </xsd:sequence>
</xsd:complexType>

AdjustableOrRelativeDate

Description:

A type giving the choice between defining a date as an explicit date together with applicable adjustments or as relative to some other (anchor) date.

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There can be one occurance of the following structure; Choice of either

Or


Attribute: id (xsd:ID)

Used by:

Schema Fragment:

<xsd:complexType name="AdjustableOrRelativeDate">
  <xsd:annotation>
    <xsd:documentation xml:lang="en">
      A type giving the choice between defining a date as an explicit
      date together with applicable adjustments or as relative to some
      other (anchor) date.
    </xsd:documentation>
  </xsd:annotation>
  <xsd:choice>
    <xsd:element name="adjustableDate" type="AdjustableDate">
      <xsd:annotation>
        <xsd:documentation xml:lang="en">
          A date that shall be subject to adjustment if it would
          otherwise fall on a day that is not a business day in the
          specified business centers, together with the convention for
          adjusting the date.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:element>
    <xsd:element name="relativeDate" type="RelativeDateOffset">
      <xsd:annotation>
        <xsd:documentation xml:lang="en">
          A date specified as some offset to another date (the anchor
          date).
        </xsd:documentation>
      </xsd:annotation>
    </xsd:element>
  </xsd:choice>
  <xsd:attribute name="id" type="xsd:ID"/>
</xsd:complexType>

AdjustableOrRelativeDates

Description:

A type giving the choice between defining a series of dates as an explicit list of dates together with applicable adjustments or as relative to some other series of (anchor) dates.

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There can be one occurance of the following structure; Choice of either

Or


Attribute: id (xsd:ID)

Used by:

Schema Fragment:

<xsd:complexType name="AdjustableOrRelativeDates">
  <xsd:annotation>
    <xsd:documentation xml:lang="en">
      A type giving the choice between defining a series of dates as an
      explicit list of dates together with applicable adjustments or as
      relative to some other series of (anchor) dates.
    </xsd:documentation>
  </xsd:annotation>
  <xsd:choice>
    <xsd:element name="adjustableDates" type="AdjustableDates">
      <xsd:annotation>
        <xsd:documentation xml:lang="en">
          A series of dates that shall be subject to adjustment if they
          would otherwise fall on a day that is not a business day in
          the specified business centers, together with the convention
          for adjusting the date.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:element>
    <xsd:element name="relativeDates" type="RelativeDates">
      <xsd:annotation>
        <xsd:documentation xml:lang="en">
          A series of dates specified as some offset to another series
          of dates (the anchor dates).
        </xsd:documentation>
      </xsd:annotation>
    </xsd:element>
  </xsd:choice>
  <xsd:attribute name="id" type="xsd:ID"/>
</xsd:complexType>

AmericanExercise

Description:

A type defining the exercise period for an American style option together with any rules governing the notional amount of the underlying which can be exercised on any given exercise date and any associated exercise fees.

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Inherited element(s): (This definition inherits the content defined by the type Exercise)

commencementDate (exactly one occurrence; of the type AdjustableOrRelativeDate)

expirationDate (exactly one occurrence; of the type AdjustableOrRelativeDate)

relevantUnderlyingDate (zero or one occurrence; of the type AdjustableOrRelativeDates)

earliestExerciseTime (exactly one occurrence; of the type BusinessCenterTime)

latestExerciseTime (zero or one occurrence; of the type BusinessCenterTime)

expirationTime (exactly one occurrence; of the type BusinessCenterTime)

multipleExercise (zero or one occurrence; of the type MultipleExercise)

exerciseFeeSchedule (zero or one occurrence; of the type ExerciseFeeSchedule)

Used by:

Extension of:

Schema Fragment:

<xsd:complexType name="AmericanExercise">
  <xsd:annotation>
    <xsd:documentation xml:lang="en">
      A type defining the exercise period for an American style option
      together with any rules governing the notional amount of the
      underlying which can be exercised on any given exercise date and
      any associated exercise fees.
    </xsd:documentation>
  </xsd:annotation>
  <xsd:complexContent>
    <xsd:extension base="Exercise">
      <xsd:sequence>
        <xsd:element name="commencementDate" type="AdjustableOrRelativeDate">
          <xsd:annotation>
            <xsd:documentation xml:lang="en">
              The first day of the exercise period for an American
              style option.
            </xsd:documentation>
          </xsd:annotation>
        </xsd:element>
        <xsd:element name="expirationDate" type="AdjustableOrRelativeDate">
          <xsd:annotation>
            <xsd:documentation xml:lang="en">
              The last day within an exercise period for an American
              style option. For a European style option it is the only
              day within the exercise period.
            </xsd:documentation>
          </xsd:annotation>
        </xsd:element>
        <xsd:element name="relevantUnderlyingDate" type="AdjustableOrRelativeDates" minOccurs="0">
          <xsd:annotation>
            <xsd:documentation xml:lang="en">
              The daye on the underlying set by the exercise of an
              option. What this date is depends on the option (e.g. in
              a swaption it is the effective date, in an
              extendible/cancelable provision it is the termination
              date).
            </xsd:documentation>
          </xsd:annotation>
        </xsd:element>
        <xsd:element name="earliestExerciseTime" type="BusinessCenterTime">
          <xsd:annotation>
            <xsd:documentation xml:lang="en">
              The earliest time at which notice of exercise can be
              given by the buyer to the seller (or seller's agent) i)
              on the expriation date, in the case of a European style
              option, (ii) on each bermuda option exercise date and the
              expiration date, in the case of a Bermudan style option
              the commencement date to, and including, the expiration
              date , in the case of an American option.
            </xsd:documentation>
          </xsd:annotation>
        </xsd:element>
        <xsd:element name="latestExerciseTime" type="BusinessCenterTime" minOccurs="0">
          <xsd:annotation>
            <xsd:documentation xml:lang="en">
              For a Bermudan or American style option, the latest time
              on an exercise business day (excluding the expiration
              date) within the exercise period that notice can be given
              by the buyer to the seller or seller's agent. Notice of
              exercise given after this time will be deemed to have
              been given on the next exercise business day.
            </xsd:documentation>
          </xsd:annotation>
        </xsd:element>
        <xsd:element name="expirationTime" type="BusinessCenterTime">
          <xsd:annotation>
            <xsd:documentation xml:lang="en">
              The latest time for exercise on expirationDate.
            </xsd:documentation>
          </xsd:annotation>
        </xsd:element>
        <xsd:element name="multipleExercise" type="MultipleExercise" minOccurs="0">
          <xsd:annotation>
            <xsd:documentation xml:lang="en">
              As defined in the 2000 ISDA Definitions, Section 12.4.
              Multiple Exercise, the buyer of the option has the right
              to exercise all or less than all the unexercised notional
              amount of the underlying swap on one or more days in the
              exercise period, but on any such day may not exercise
              less than the minimum notional amount or more that the
              maximum notional amount, and if an integral multiple
              amount is specified, the notional amount exercised must
              be equal to, or be an intergral multiple of, the integral
              multiple amount.
            </xsd:documentation>
          </xsd:annotation>
        </xsd:element>
        <xsd:element name="exerciseFeeSchedule" type="ExerciseFeeSchedule" minOccurs="0">
          <xsd:annotation>
            <xsd:documentation xml:lang="en">
              The fees associated with an exercise date. The fees are
              conditional on the exercise occuring. The fees can be
              specified as actual currency amounts or as percentages of
              the notional amount being exercised.
            </xsd:documentation>
          </xsd:annotation>
        </xsd:element>
      </xsd:sequence>
    </xsd:extension>
  </xsd:complexContent>
</xsd:complexType>

AmountRelativeTo

Description:

Specifies the anchor amount. This element also carries an href attribute. The href attribute value will be a pointer style reference to the element or component elsewhere in the document where the anchor amount is defined.

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Inherited element(s): (This definition inherits the content defined by the type xsd:string)

Attribute: href (xsd:IDREF) - required

Used by:

Schema Fragment:

<xsd:complexType name="AmountRelativeTo">
  <xsd:annotation>
    <xsd:documentation xml:lang="en">
      Specifies the anchor amount. This element also carries an href
      attribute. The href attribute value will be a pointer style
      reference to the element or component elsewhere in the document
      where the anchor amount is defined.
    </xsd:documentation>
  </xsd:annotation>
  <xsd:simpleContent>
    <xsd:extension base="xsd:string">
      <xsd:attribute name="href" use="required" type="xsd:IDREF"/>
    </xsd:extension>
  </xsd:simpleContent>
</xsd:complexType>

AmountSchedule

Description:

A type defining a currency amount or a currency amount schedule.

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Inherited element(s): (This definition inherits the content defined by the type Schedule)

currency (exactly one occurrence; of the type Currency)

Used by:

Extension of:

Schema Fragment:

<xsd:complexType name="AmountSchedule">
  <xsd:annotation>
    <xsd:documentation xml:lang="en">
      A type defining a currency amount or a currency amount schedule.
    </xsd:documentation>
  </xsd:annotation>
  <xsd:complexContent>
    <xsd:extension base="Schedule">
      <xsd:sequence>
        <xsd:element name="currency" type="Currency">
          <xsd:annotation>
            <xsd:documentation xml:lang="en">
              The currency in which an amount is denominated.
            </xsd:documentation>
          </xsd:annotation>
        </xsd:element>
      </xsd:sequence>
    </xsd:extension>
  </xsd:complexContent>
</xsd:complexType>

AutomaticExercise

Description:

A type to define automatic exercise of a swaption. With automatic exercise the option is deemed to have exercised if it is in the money by more than the threshold amount on the exercise date.

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thresholdRate (exactly one occurrence; of the type xsd:decimal)

Used by:

Schema Fragment:

<xsd:complexType name="AutomaticExercise">
  <xsd:annotation>
    <xsd:documentation xml:lang="en">
      A type to define automatic exercise of a swaption. With automatic
      exercise the option is deemed to have exercised if it is in the
      money by more than the threshold amount on the exercise date.
    </xsd:documentation>
  </xsd:annotation>
  <xsd:sequence>
    <xsd:element name="thresholdRate" type="xsd:decimal">
      <xsd:annotation>
        <xsd:documentation xml:lang="en">
          A threshold rate. The threshold of 0.10% would be represented
          as 0.001
        </xsd:documentation>
      </xsd:annotation>
    </xsd:element>
  </xsd:sequence>
</xsd:complexType>

BermudaExercise

Description:

A type defining the bermudan option exercise dates and the expiration date together with any rules govenerning the notional amount of the underlying which can be exercised on any given exercise date and any associated exercise fee.

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Inherited element(s): (This definition inherits the content defined by the type Exercise)

bermudaExerciseDates (exactly one occurrence; of the type AdjustableOrRelativeDates)

relevantUnderlyingDate (zero or one occurrence; of the type AdjustableOrRelativeDates)

earliestExerciseTime (exactly one occurrence; of the type BusinessCenterTime)

latestExerciseTime (zero or one occurrence; of the type BusinessCenterTime)

expirationTime (exactly one occurrence; of the type BusinessCenterTime)

multipleExercise (zero or one occurrence; of the type MultipleExercise)

exerciseFeeSchedule (zero or one occurrence; of the type ExerciseFeeSchedule)

Used by:

Extension of:

Schema Fragment:

<xsd:complexType name="BermudaExercise">
  <xsd:annotation>
    <xsd:documentation xml:lang="en">
      A type defining the bermudan option exercise dates and the
      expiration date together with any rules govenerning the notional
      amount of the underlying which can be exercised on any given
      exercise date and any associated exercise fee.
    </xsd:documentation>
  </xsd:annotation>
  <xsd:complexContent>
    <xsd:extension base="Exercise">
      <xsd:sequence>
        <xsd:element name="bermudaExerciseDates" type="AdjustableOrRelativeDates">
          <xsd:annotation>
            <xsd:documentation xml:lang="en">
              The dates the define the bermudan option exercise dates
              and the expiration date. The last specified date is
              assumed to be the expiration date. The dates can either
              be specified as a series of explicit dates and associated
              adjustments or as a series of dates defined relative to
              another schedule of dates, for example, the calculation
              period start dates. Where a relative series of dates are
              defined the first and last possible exercise dates can be
              separately specified.
            </xsd:documentation>
          </xsd:annotation>
        </xsd:element>
        <xsd:element name="relevantUnderlyingDate" type="AdjustableOrRelativeDates" minOccurs="0">
          <xsd:annotation>
            <xsd:documentation xml:lang="en">
              The daye on the underlying set by the exercise of an
              option. What this date is depends on the option (e.g. in
              a swaption it is the effective date, in an
              extendible/cancelable provision it is the termination
              date).
            </xsd:documentation>
          </xsd:annotation>
        </xsd:element>
        <xsd:element name="earliestExerciseTime" type="BusinessCenterTime">
          <xsd:annotation>
            <xsd:documentation xml:lang="en">
              The earliest time at which notice of exercise can be
              given by the buyer to the seller (or seller's agent) i)
              on the expriation date, in the case of a European style
              option, (ii) on each bermuda option exercise date and the
              expiration date, in the case of a Bermudan style option
              the commencement date to, and including, the expiration
              date , in the case of an American option.
            </xsd:documentation>
          </xsd:annotation>
        </xsd:element>
        <xsd:element name="latestExerciseTime" type="BusinessCenterTime" minOccurs="0">
          <xsd:annotation>
            <xsd:documentation xml:lang="en">
              For a Bermudan or American style option, the latest time
              on an exercise business day (excluding the expiration
              date) within the exercise period that notice can be given
              by the buyer to the seller or seller's agent. Notice of
              exercise given after this time will be deemed to have
              been given on the next exercise business day.
            </xsd:documentation>
          </xsd:annotation>
        </xsd:element>
        <xsd:element name="expirationTime" type="BusinessCenterTime">
          <xsd:annotation>
            <xsd:documentation xml:lang="en">
              The latest time for exercise on expirationDate.
            </xsd:documentation>
          </xsd:annotation>
        </xsd:element>
        <xsd:element name="multipleExercise" type="MultipleExercise" minOccurs="0">
          <xsd:annotation>
            <xsd:documentation xml:lang="en">
              As defined in the 2000 ISDA Definitions, Section 12.4.
              Multiple Exercise, the buyer of the option has the right
              to exercise all or less than all the unexercised notional
              amount of the underlying swap on one or more days in the
              exercise period, but on any such day may not exercise
              less than the minimum notional amount or more that the
              maximum notional amount, and if an integral multiple
              amount is specified, the notional amount exercised must
              be equal to, or be an intergral multiple of, the integral
              multiple amount.
            </xsd:documentation>
          </xsd:annotation>
        </xsd:element>
        <xsd:element name="exerciseFeeSchedule" type="ExerciseFeeSchedule" minOccurs="0">
          <xsd:annotation>
            <xsd:documentation xml:lang="en">
              The fees associated with an exercise date. The fees are
              conditional on the exercise occuring. The fees can be
              specified as actual currency amounts or as percentages of
              the notional amount being exercised.
            </xsd:documentation>
          </xsd:annotation>
        </xsd:element>
      </xsd:sequence>
    </xsd:extension>
  </xsd:complexContent>
</xsd:complexType>

BusinessCenter

Description:

A code identifying a financial business center location. A business center is drawn from the list identified by the business center scheme.

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Inherited element(s): (This definition inherits the content defined by the type xsd:normalizedString)

Attribute: businessCenterScheme (xsd:anyURI)

Attribute: id (xsd:ID)

Used by:

Schema Fragment:

<xsd:complexType name="BusinessCenter">
  <xsd:annotation>
    <xsd:documentation xml:lang="en">
      A code identifying a financial business center location. A
      business center is drawn from the list identified by the business
      center scheme.
    </xsd:documentation>
  </xsd:annotation>
  <xsd:simpleContent>
    <xsd:extension base="xsd:normalizedString">
      <xsd:attribute name="businessCenterScheme" default="http://www.fpml.org/spec/2000/business-center-1-0" type="xsd:anyURI"/>
      <xsd:attribute name="id" type="xsd:ID"/>
    </xsd:extension>
  </xsd:simpleContent>
</xsd:complexType>

BusinessCenters

Description:

A type for defining financial business centers used in determining whether a day is a business day or not. A list of business centers may be ordered in the document alphabetically based on business center code. An FpML document containing an unordered business center list is still regarded as a conformant document.

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businessCenter (one or more occurrences; of the type BusinessCenter)

Attribute: id (xsd:ID)

Used by:

Schema Fragment:

<xsd:complexType name="BusinessCenters">
  <xsd:annotation>
    <xsd:documentation xml:lang="en">
      A type for defining financial business centers used in
      determining whether a day is a business day or not. A list of
      business centers may be ordered in the document alphabetically
      based on business center code. An FpML document containing an
      unordered business center list is still regarded as a conformant
      document.
    </xsd:documentation>
  </xsd:annotation>
  <xsd:sequence>
    <xsd:element name="businessCenter" type="BusinessCenter" maxOccurs="unbounded"/>
  </xsd:sequence>
  <xsd:attribute name="id" type="xsd:ID"/>
</xsd:complexType>

BusinessCentersReference

Description:

A pointer style reference to a set of financial business centers defined elsewhere in the document. This set of business centers is used to determine whether a particular day is a business day or not.

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Attribute: href (xsd:IDREF) - required

Used by:

Schema Fragment:

<xsd:complexType name="BusinessCentersReference">
  <xsd:annotation>
    <xsd:documentation xml:lang="en">
      A pointer style reference to a set of financial business centers
      defined elsewhere in the document. This set of business centers
      is used to determine whether a particular day is a business day
      or not.
    </xsd:documentation>
  </xsd:annotation>
  <xsd:attribute name="href" use="required" type="xsd:IDREF"/>
</xsd:complexType>

BusinessCenterTime

Description:

A type for defining a time with respect to a business center location. For example, 11:00am London time.

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hourMinuteTime (exactly one occurrence; with locally defined content) ...

businessCenter (exactly one occurrence; of the type BusinessCenter)

Used by:

Schema Fragment:

<xsd:complexType name="BusinessCenterTime">
  <xsd:annotation>
    <xsd:documentation xml:lang="en">
      A type for defining a time with respect to a business center
      location. For example, 11:00am London time.
    </xsd:documentation>
  </xsd:annotation>
  <xsd:sequence>
    <xsd:element name="hourMinuteTime">
      <xsd:annotation>
        <xsd:documentation xml:lang="en">
          A time specified in hh:mm:ss format where the second
          component must be '00', e.g. 11am would be represented as
          11:00:00.
        </xsd:documentation>
      </xsd:annotation>
      <xsd:simpleType>
        <xsd:restriction base="xsd:time">
          <xsd:pattern value="[0-2][0-9]:[0-5][0-9]:00"/>
        </xsd:restriction>
      </xsd:simpleType>
    </xsd:element>
    <xsd:element name="businessCenter" type="BusinessCenter"/>
  </xsd:sequence>
</xsd:complexType>

BusinessDateRange

Description:

A type defining a range of contiguous business days by defining an unadjusted first date, an unadjusted last date and a business day convention and business centers for adjusting the first and last dates if they would otherwise fall on a non business day in the specified business centers. The days between the first and last date must also be good business days in the specified centers to be counted in the range.

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Inherited element(s): (This definition inherits the content defined by the type DateRange)

businessDayConvention (exactly one occurrence; of the type BusinessDayConventionEnum)


There can be zero or one occurance of the following structure;

Used by:

Extension of:

Schema Fragment:

<xsd:complexType name="BusinessDateRange">
  <xsd:annotation>
    <xsd:documentation xml:lang="en">
      A type defining a range of contiguous business days by defining
      an unadjusted first date, an unadjusted last date and a business
      day convention and business centers for adjusting the first and
      last dates if they would otherwise fall on a non business day in
      the specified business centers. The days between the first and
      last date must also be good business days in the specified
      centers to be counted in the range.
    </xsd:documentation>
  </xsd:annotation>
  <xsd:complexContent>
    <xsd:extension base="DateRange">
      <xsd:sequence>
        <xsd:element name="businessDayConvention" type="BusinessDayConventionEnum">
          <xsd:annotation>
            <xsd:documentation xml:lang="en">
              The convention for adjusting a date if it would otherwise
              fall on a day that is not a business day.
            </xsd:documentation>
          </xsd:annotation>
        </xsd:element>
        <xsd:choice minOccurs="0">
          <xsd:group ref="BusinessCentersOrReference.model"/>
        </xsd:choice>
      </xsd:sequence>
    </xsd:extension>
  </xsd:complexContent>
</xsd:complexType>

BusinessDayAdjustments

Description:

A type defining the business day convention and financial business centers used for adjusting any relevant date if it would otherwise fall on a day that is not a business day in the specified business centers.

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businessDayConvention (exactly one occurrence; of the type BusinessDayConventionEnum)


There can be zero or one occurance of the following structure;

Attribute: id (xsd:ID)

Used by:

Schema Fragment:

<xsd:complexType name="BusinessDayAdjustments">
  <xsd:annotation>
    <xsd:documentation xml:lang="en">
      A type defining the business day convention and financial
      business centers used for adjusting any relevant date if it would
      otherwise fall on a day that is not a business day in the
      specified business centers.
    </xsd:documentation>
  </xsd:annotation>
  <xsd:sequence>
    <xsd:element name="businessDayConvention" type="BusinessDayConventionEnum">
      <xsd:annotation>
        <xsd:documentation xml:lang="en">
          The convention for adjusting a date if it would otherwise
          fall on a day that is not a business day.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:element>
    <xsd:choice minOccurs="0">
      <xsd:group ref="BusinessCentersOrReference.model"/>
    </xsd:choice>
  </xsd:sequence>
  <xsd:attribute name="id" type="xsd:ID"/>
</xsd:complexType>

BusinessDayAdjustmentsReference

Description:

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Attribute: href (xsd:IDREF) - required

Used by:

Schema Fragment:

<xsd:complexType name="BusinessDayAdjustmentsReference">
  <xsd:attribute name="href" use="required" type="xsd:IDREF"/>
</xsd:complexType>

CalculationAgent

Description:

A type defining the ISDA calcuation agent responsible for performing duties as defined in the applicable product definitions.

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There can be one occurance of the following structure; Choice of either

Or


Used by:

Schema Fragment:

<xsd:complexType name="CalculationAgent">
  <xsd:annotation>
    <xsd:documentation xml:lang="en">
      A type defining the ISDA calcuation agent responsible for
      performing duties as defined in the applicable product
      definitions.
    </xsd:documentation>
  </xsd:annotation>
  <xsd:choice>
    <xsd:element name="calculationAgentPartyReference" type="PartyReference" maxOccurs="unbounded">
      <xsd:annotation>
        <xsd:documentation xml:lang="en">
          A pointer style reference to a party identifier defined
          elsewhere in the document. The party referenced is the ISDA
          Calculation Agent for the trade. If more than one party is
          referenced then the parties are assumed to be co-calculation
          agents, i.e. they have joint reponsibility.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:element>
    <xsd:element name="calculationAgentParty" type="CalculationAgentPartyEnum">
      <xsd:annotation>
        <xsd:documentation xml:lang="en">
          The ISDA Calculation Agent where the actual party responsible
          for performing the duties associated with an optional early
          termination provision will be determined at exercise. For
          example, the Calculation Agent may be defined as being the
          Non-exercising Party.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:element>
  </xsd:choice>
</xsd:complexType>

CalculationPeriodFrequency

Description:

A type defining the frequency at which calculation period end dates occur within the regular part of the calculation period schedule and thier roll date convention.

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Inherited element(s): (This definition inherits the content defined by the type Interval)

rollConvention (exactly one occurrence; of the type RollConventionEnum)

Used by:

Extension of:

Schema Fragment:

<xsd:complexType name="CalculationPeriodFrequency">
  <xsd:annotation>
    <xsd:documentation xml:lang="en">
      A type defining the frequency at which calculation period end
      dates occur within the regular part of the calculation period
      schedule and thier roll date convention.
    </xsd:documentation>
  </xsd:annotation>
  <xsd:complexContent>
    <xsd:extension base="Interval">
      <xsd:sequence>
        <xsd:element name="rollConvention" type="RollConventionEnum">
          <xsd:annotation>
            <xsd:documentation xml:lang="en">
              Used in conjunction with a frequency and the regular
              period start date of a calculation period, determines
              each calculation period end date within the regular part
              of a calculation period schedule.
            </xsd:documentation>
          </xsd:annotation>
        </xsd:element>
      </xsd:sequence>
    </xsd:extension>
  </xsd:complexContent>
</xsd:complexType>

ClearanceSystem

Description:

Unless otherwise specified, the principal clearance system customarily used for settling trades in the relevant underlying.

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Inherited element(s): (This definition inherits the content defined by the type xsd:normalizedString)

Attribute: clearanceSystemIdScheme (xsd:anyURI)

Used by:

Schema Fragment:

<xsd:complexType name="ClearanceSystem">
  <xsd:annotation>
    <xsd:documentation xml:lang="de">
      Sofern nicht anderweitig festgelegt, das Haupt-Clearingsystem,
      das üblicherweise für die Regulierung von Geschäften im
      entsprechenden Basiswert verwendet wird.
    </xsd:documentation>
    <xsd:documentation xml:lang="en">
      Unless otherwise specified, the principal clearance system
      customarily used for settling trades in the relevant underlying.
    </xsd:documentation>
  </xsd:annotation>
  <xsd:simpleContent>
    <xsd:extension base="xsd:normalizedString">
      <xsd:attribute name="clearanceSystemIdScheme" default="http://www.fpml.org/spec/2002/clearance-system-1-0" type="xsd:anyURI"/>
    </xsd:extension>
  </xsd:simpleContent>
</xsd:complexType>

ContractualDefinitions

Description:

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Inherited element(s): (This definition inherits the content defined by the type xsd:normalizedString)

Attribute: contractualDefinitionsScheme (xsd:anyURI)

Used by:

Schema Fragment:

<xsd:complexType name="ContractualDefinitions">
  <xsd:simpleContent>
    <xsd:extension base="xsd:normalizedString">
      <xsd:attribute name="contractualDefinitionsScheme" default="http://www.fpml.org/spec/2003/contractual-definitions-2-0" type="xsd:anyURI"/>
    </xsd:extension>
  </xsd:simpleContent>
</xsd:complexType>

ContractualSupplement

Description:

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Inherited element(s): (This definition inherits the content defined by the type xsd:normalizedString)

Attribute: contractualSupplementScheme (xsd:anyURI)

Used by:

Schema Fragment:

<xsd:complexType name="ContractualSupplement">
  <xsd:simpleContent>
    <xsd:extension base="xsd:normalizedString">
      <xsd:attribute name="contractualSupplementScheme" default="http://www.fpml.org/spec/2003/contractual-supplement-1-0" type="xsd:anyURI"/>
    </xsd:extension>
  </xsd:simpleContent>
</xsd:complexType>

Country

Description:

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Inherited element(s): (This definition inherits the content defined by the type xsd:normalizedString)

Attribute: countryScheme (xsd:anyURI)

Used by:

Schema Fragment:

<xsd:complexType name="Country">
  <xsd:simpleContent>
    <xsd:extension base="xsd:normalizedString">
      <xsd:attribute name="countryScheme" default="http://www.fpml.org/ext/iso3166" type="xsd:anyURI"/>
    </xsd:extension>
  </xsd:simpleContent>
</xsd:complexType>

Currency

Description:

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Inherited element(s): (This definition inherits the content defined by the type xsd:normalizedString)

Attribute: currencyScheme (xsd:anyURI)

Used by:

Schema Fragment:

<xsd:complexType name="Currency">
  <xsd:simpleContent>
    <xsd:extension base="xsd:normalizedString">
      <xsd:attribute name="currencyScheme" default="http://www.fpml.org/ext/iso4217-2001-08-15" type="xsd:anyURI"/>
    </xsd:extension>
  </xsd:simpleContent>
</xsd:complexType>

DateRange

Description:

A type defining a contiguous series of calendar dates. The date range is defined as all the dates between and including the first and the last date. The first date must fall before the last date.

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unadjustedFirstDate (exactly one occurrence; of the type xsd:date)

unadjustedLastDate (exactly one occurrence; of the type xsd:date)

Used by:

Derived Types:

Schema Fragment:

<xsd:complexType name="DateRange">
  <xsd:annotation>
    <xsd:documentation xml:lang="en">
      A type defining a contiguous series of calendar dates. The date
      range is defined as all the dates between and including the first
      and the last date. The first date must fall before the last date.
    </xsd:documentation>
  </xsd:annotation>
  <xsd:sequence>
    <xsd:element name="unadjustedFirstDate" type="xsd:date">
      <xsd:annotation>
        <xsd:documentation xml:lang="en">
          The first date of a date range.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:element>
    <xsd:element name="unadjustedLastDate" type="xsd:date">
      <xsd:annotation>
        <xsd:documentation xml:lang="en">
          The last date of a date range.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:element>
  </xsd:sequence>
</xsd:complexType>

DateReference

Description:

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Attribute: href (xsd:IDREF) - required

Used by:

Schema Fragment:

<xsd:complexType name="DateReference">
  <xsd:annotation>
    <xsd:documentation>
      A reference to a date element within this document.
    </xsd:documentation>
  </xsd:annotation>
  <xsd:attribute name="href" use="required" type="xsd:IDREF"/>
</xsd:complexType>

DateRelativeTo

Description:

Specifies the anchor as an href attribute. The href attribute value is a pointer style reference to the element or component elsewhere in the document where the anchor date is defined.

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Attribute: href (xsd:IDREF) - required

Used by:

Schema Fragment:

<xsd:complexType name="DateRelativeTo">
  <xsd:annotation>
    <xsd:documentation xml:lang="en">
      Specifies the anchor as an href attribute. The href attribute
      value is a pointer style reference to the element or component
      elsewhere in the document where the anchor date is defined.
    </xsd:documentation>
  </xsd:annotation>
  <xsd:attribute name="href" use="required" type="xsd:IDREF"/>
</xsd:complexType>

Documentation

Description:

An entity for defining the definitions that govern the document and should include the year and type of definitions referenced, along with any relevant documentation (such as master agreement) and the date it was signed.

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masterAgreement (zero or one occurrence; of the type MasterAgreement)

masterConfirmation (zero or one occurrence; of the type MasterConfirmation)

contractualDefinitions (zero or more occurrences; of the type ContractualDefinitions)

contractualSupplement (zero or more occurrences; of the type ContractualSupplement)

creditSupportDocument (zero or one occurrence; of the type xsd:string)

Used by:

Schema Fragment:

<xsd:complexType name="Documentation">
  <xsd:annotation>
    <xsd:documentation xml:lang="en">
      An entity for defining the definitions that govern the document
      and should include the year and type of definitions referenced,
      along with any relevant documentation (such as master agreement)
      and the date it was signed.
    </xsd:documentation>
  </xsd:annotation>
  <xsd:sequence>
    <xsd:element name="masterAgreement" type="MasterAgreement" minOccurs="0">
      <xsd:annotation>
        <xsd:documentation xml:lang="en">
          The agreement executed between the parties and intended to
          govern all OTC derivatives transactions between those
          parties.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:element>
    <xsd:element name="masterConfirmation" type="MasterConfirmation" minOccurs="0">
      <xsd:annotation>
        <xsd:documentation xml:lang="en">
          The agreement executed between the parties and intended to
          govern all OTC derivatives transactions between those
          parties.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:element>
    <xsd:element name="contractualDefinitions" type="ContractualDefinitions" minOccurs="0" maxOccurs="unbounded">
      <xsd:annotation>
        <xsd:documentation xml:lang="en">
          The definitions (such as those published by ISDA) published
          by ISDA that will define the terms of the trade.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:element>
    <xsd:element name="contractualSupplement" type="ContractualSupplement" minOccurs="0" maxOccurs="unbounded">
      <xsd:annotation>
        <xsd:documentation xml:lang="en">
          A contractual supplement (such as those published by ISDA)
          that will apply to the trade.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:element>
    <xsd:element name="creditSupportDocument" type="xsd:string" minOccurs="0">
      <xsd:annotation>
        <xsd:documentation xml:lang="en">
          The agreement executed between the parties and intended to
          govern collateral arrangement for all OTC derivatives
          transactions between those parties.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:element>
  </xsd:sequence>
</xsd:complexType>

Empty

Description:

A special type meant to be used for elements with no content and not attributes.

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Used by:

Schema Fragment:

<xsd:complexType name="Empty">
  <xsd:annotation>
    <xsd:documentation xml:lang="en">
      A special type meant to be used for elements with no content and
      not attributes.
    </xsd:documentation>
  </xsd:annotation>
</xsd:complexType>

EntityId

Description:

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Inherited element(s): (This definition inherits the content defined by the type xsd:string)

Attribute: entityIdScheme (xsd:anyURI)

Used by:

Schema Fragment:

<xsd:complexType name="EntityId">
  <xsd:simpleContent>
    <xsd:extension base="xsd:string">
      <xsd:attribute name="entityIdScheme" type="xsd:anyURI"/>
    </xsd:extension>
  </xsd:simpleContent>
</xsd:complexType>

EntityName

Description:

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Inherited element(s): (This definition inherits the content defined by the type xsd:string)

Attribute: entityNameScheme (xsd:anyURI)

Used by:

Schema Fragment:

<xsd:complexType name="EntityName">
  <xsd:simpleContent>
    <xsd:extension base="xsd:string">
      <xsd:attribute name="entityNameScheme" type="xsd:anyURI"/>
    </xsd:extension>
  </xsd:simpleContent>
</xsd:complexType>

EuropeanExercise

Description:

A type defining the exercise period for a European style option together with any rules governing the notional amount of the underlying which can be exercised on any given exercise date and any associated exercise fees.

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Inherited element(s): (This definition inherits the content defined by the type Exercise)

expirationDate (exactly one occurrence; of the type AdjustableOrRelativeDate)

relevantUnderlyingDate (zero or one occurrence; of the type AdjustableOrRelativeDates)

earliestExerciseTime (exactly one occurrence; of the type BusinessCenterTime)

expirationTime (exactly one occurrence; of the type BusinessCenterTime)

partialExercise (zero or one occurrence; of the type PartialExercise)

exerciseFee (zero or one occurrence; of the type ExerciseFee)

Used by:

Extension of:

Schema Fragment:

<xsd:complexType name="EuropeanExercise">
  <xsd:annotation>
    <xsd:documentation xml:lang="en">
      A type defining the exercise period for a European style option
      together with any rules governing the notional amount of the
      underlying which can be exercised on any given exercise date and
      any associated exercise fees.
    </xsd:documentation>
  </xsd:annotation>
  <xsd:complexContent>
    <xsd:extension base="Exercise">
      <xsd:sequence>
        <xsd:element name="expirationDate" type="AdjustableOrRelativeDate">
          <xsd:annotation>
            <xsd:documentation xml:lang="en">
              The last day within an exercise period for an American
              style option. For a European style option it is the only
              day within the exercise period.
            </xsd:documentation>
          </xsd:annotation>
        </xsd:element>
        <xsd:element name="relevantUnderlyingDate" type="AdjustableOrRelativeDates" minOccurs="0">
          <xsd:annotation>
            <xsd:documentation xml:lang="en">
              The daye on the underlying set by the exercise of an
              option. What this date is depends on the option (e.g. in
              a swaption it is the effective date, in an
              extendible/cancelable provision it is the termination
              date).
            </xsd:documentation>
          </xsd:annotation>
        </xsd:element>
        <xsd:element name="earliestExerciseTime" type="BusinessCenterTime">
          <xsd:annotation>
            <xsd:documentation xml:lang="en">
              The earliest time at which notice of exercise can be
              given by the buyer to the seller (or seller's agent) i)
              on the expriation date, in the case of a European style
              option, (ii) on each bermuda option exercise date and the
              expiration date, in the case of a Bermudan style option
              the commencement date to, and including, the expiration
              date , in the case of an American option.
            </xsd:documentation>
          </xsd:annotation>
        </xsd:element>
        <xsd:element name="expirationTime" type="BusinessCenterTime">
          <xsd:annotation>
            <xsd:documentation xml:lang="en">
              The latest time for exercise on expirationDate.
            </xsd:documentation>
          </xsd:annotation>
        </xsd:element>
        <xsd:element name="partialExercise" type="PartialExercise" minOccurs="0">
          <xsd:annotation>
            <xsd:documentation xml:lang="en">
              As defined in the 2000 ISDA Definitions, Section 12.3.
              Partial Exercise, the buyer of the option has the right
              to exercise all or less than all the notional amount of
              the underlying swap on the expiration date, but may not
              exercise less than the minimum notional amount, and if an
              integral multiple amount is specified, the notional
              amount exercised must be equal to, or be an integral
              multiple of, the integral multiple amount.
            </xsd:documentation>
          </xsd:annotation>
        </xsd:element>
        <xsd:element name="exerciseFee" type="ExerciseFee" minOccurs="0">
          <xsd:annotation>
            <xsd:documentation xml:lang="en">
              A fee to be paid on exercise. This could be represented
              as an amount or a rate and notional reference on which to
              apply the rate.
            </xsd:documentation>
          </xsd:annotation>
        </xsd:element>
      </xsd:sequence>
    </xsd:extension>
  </xsd:complexContent>
</xsd:complexType>

ExchangeId

Description:

A short form unique identifier for an exchange. If the element is not present then the exchange shall be the primary exchange on which the underlying is listed. The term "Exchange" is assumed to have the meaning as defined in the ISDA 2002 Equity Derivatives Definitions.

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Inherited element(s): (This definition inherits the content defined by the type xsd:normalizedString)

Attribute: exchangeIdScheme (xsd:anyURI)

Used by:

Schema Fragment:

<xsd:complexType name="ExchangeId">
  <xsd:annotation>
    <xsd:documentation xml:lang="de">
      Eindeutiges Börsenkürzel. Fehlt dieses Element, gilt die
      Hauptbörse, an der der Basiswert notiert ist, als "Börse" im
      Sinne der ISDA-Definitionen zu Aktienderivaten von 2002.
    </xsd:documentation>
    <xsd:documentation xml:lang="en">
      A short form unique identifier for an exchange. If the element is
      not present then the exchange shall be the primary exchange on
      which the underlying is listed. The term "Exchange" is assumed to
      have the meaning as defined in the ISDA 2002 Equity Derivatives
      Definitions.
    </xsd:documentation>
  </xsd:annotation>
  <xsd:simpleContent>
    <xsd:extension base="xsd:normalizedString">
      <xsd:attribute name="exchangeIdScheme" default="http://www.fpml.org/spec/2002/exchange-id-MIC-1-0" type="xsd:anyURI"/>
    </xsd:extension>
  </xsd:simpleContent>
</xsd:complexType>

Exercise

Description:

The abstract base class for all types which define way in which options may be exercised.

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Attribute: id (xsd:ID)

Used by:

Derived Types:

Schema Fragment:

<xsd:complexType name="Exercise">
  <xsd:annotation>
    <xsd:documentation xml:lang="en">
      The abstract base class for all types which define way in which
      options may be exercised.
    </xsd:documentation>
  </xsd:annotation>
  <xsd:attribute name="id" type="xsd:ID"/>
</xsd:complexType>

ExerciseFee

Description:

A type defining the fee payable on exercise of an option. This fee may be defined as an amount or a percentage of the notional exercised.

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payerPartyReference (exactly one occurrence; of the type PartyReference)

receiverPartyReference (exactly one occurrence; of the type PartyReference)

notionalReference (exactly one occurrence; of the type NotionalReference)


There can be one occurance of the following structure; Choice of either

Or


feePaymentDate (exactly one occurrence; of the type RelativeDateOffset)

Used by:

Schema Fragment:

<xsd:complexType name="ExerciseFee">
  <xsd:annotation>
    <xsd:documentation xml:lang="en">
      A type defining the fee payable on exercise of an option. This
      fee may be defined as an amount or a percentage of the notional
      exercised.
    </xsd:documentation>
  </xsd:annotation>
  <xsd:sequence>
    <xsd:group ref="PayerReceiver.model"/>
    <xsd:element name="notionalReference" type="NotionalReference"/>
    <xsd:choice>
      <xsd:element name="feeAmount" type="xsd:decimal">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">
            The amount of fee to be paid on exercise. The fee currency
            is that of the referenced notional.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:element>
      <xsd:element name="feeRate" type="xsd:decimal">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">
            A fee represented as a percentage of some referenced
            notional. A percentage of 5% would be represented as 0.05.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:element>
    </xsd:choice>
    <xsd:element name="feePaymentDate" type="RelativeDateOffset">
      <xsd:annotation>
        <xsd:documentation xml:lang="en">
          The date on which exercise fee(s) will be paid. It is
          specified as a relative date.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:element>
  </xsd:sequence>
</xsd:complexType>

ExerciseFeeSchedule

Description:

A type to define a fee or schedule of fees to be payable on the exercise of an option. This fee may be defined as an amount or a percentage of the notional exercised.

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payerPartyReference (exactly one occurrence; of the type PartyReference)

receiverPartyReference (exactly one occurrence; of the type PartyReference)

notionalReference (exactly one occurrence; of the type NotionalReference)


There can be one occurance of the following structure; Choice of either

Or


feePaymentDate (exactly one occurrence; of the type RelativeDateOffset)

Used by:

Schema Fragment:

<xsd:complexType name="ExerciseFeeSchedule">
  <xsd:annotation>
    <xsd:documentation xml:lang="en">
      A type to define a fee or schedule of fees to be payable on the
      exercise of an option. This fee may be defined as an amount or a
      percentage of the notional exercised.
    </xsd:documentation>
  </xsd:annotation>
  <xsd:sequence>
    <xsd:group ref="PayerReceiver.model"/>
    <xsd:element name="notionalReference" type="NotionalReference"/>
    <xsd:choice>
      <xsd:element name="feeAmountSchedule" type="AmountSchedule">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">
            The exercise fee amount schedule. The fees are expressed as
            currency amounts. The currency of the fee is assumed to be
            that of the notional schedule referenced.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:element>
      <xsd:element name="feeRateSchedule" type="Schedule">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">
            The exercise free rate schedule. The fees are expressed as
            percentage rates of the notional being exercised. The
            currency of the fee is assumed to be that of the notional
            schedule referenced.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:element>
    </xsd:choice>
    <xsd:element name="feePaymentDate" type="RelativeDateOffset">
      <xsd:annotation>
        <xsd:documentation xml:lang="en">
          The date on which exercise fee(s) will be paid. It is
          specified as a relative date.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:element>
  </xsd:sequence>
</xsd:complexType>

ExerciseNotice

Description:

A type defining to whom and where notice of execution should be given. The partyReference refers to one of the principal parties of the trade. If present the exerciseNoticePartyReference refers to a party, other than the principal party, to whome notice should be given.

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partyReference (exactly one occurrence; of the type PartyReference)

exerciseNoticePartyReference (zero or one occurrence; of the type PartyReference)

businessCenter (exactly one occurrence; of the type BusinessCenter)

Used by:

Schema Fragment:

<xsd:complexType name="ExerciseNotice">
  <xsd:annotation>
    <xsd:documentation xml:lang="en">
      A type defining to whom and where notice of execution should be
      given. The partyReference refers to one of the principal parties
      of the trade. If present the exerciseNoticePartyReference refers
      to a party, other than the principal party, to whome notice
      should be given.
    </xsd:documentation>
  </xsd:annotation>
  <xsd:sequence>
    <xsd:element name="partyReference" type="PartyReference">
      <xsd:annotation>
        <xsd:documentation xml:lang="en">
          A pointer style reference to a party identifier defined
          elsewhere in the document. The party referenced has allocated
          the trade identifier.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:element>
    <xsd:element name="exerciseNoticePartyReference" type="PartyReference" minOccurs="0">
      <xsd:annotation>
        <xsd:documentation xml:lang="en">
          A pointer style reference to a party identifier defined
          elsewhere in the document. The party referenced is the party
          to which notice of exercise should be given by the buyer.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:element>
    <xsd:element name="businessCenter" type="BusinessCenter"/>
  </xsd:sequence>
</xsd:complexType>

ExerciseProcedure

Description:

A type describing how notice of exercise should be given. This can be either manual or automatic.

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There can be one occurance of the following structure; Choice of either

Or


followUpConfirmation (exactly one occurrence; of the type xsd:boolean)

Used by:

Schema Fragment:

<xsd:complexType name="ExerciseProcedure">
  <xsd:annotation>
    <xsd:documentation xml:lang="en">
      A type describing how notice of exercise should be given. This
      can be either manual or automatic.
    </xsd:documentation>
  </xsd:annotation>
  <xsd:sequence>
    <xsd:choice>
      <xsd:element name="manualExercise" type="ManualExercise">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">
            Specifies that the notice of exercise must be given by the
            buyer to the seller or seller's agent.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:element>
      <xsd:element name="automaticExercise" type="AutomaticExercise">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">
            If automatic is specified then the notional amount of the
            underlying swap, not previously exercised under the
            swaption will be automatically exercised at the expriration
            time on the expiration date if at such time the buyer is
            in-the-money, provided that the difference between the
            settlement rate and the fixed rate under the relevant
            underlying swap is not less than the specified threshold
            rate. The term in-the-money is assumed to have the meaning
            defining in the 2000 ISDA Definitions, Section 17.4
            In-the-money.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:element>
    </xsd:choice>
    <xsd:element name="followUpConfirmation" type="xsd:boolean">
      <xsd:annotation>
        <xsd:documentation xml:lang="en">
          A flag to indicate whether follow-up confirmation of exercise
          (written or electronic) is required following telephonic
          notice by the buyer to the seller or seller's agent.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:element>
  </xsd:sequence>
</xsd:complexType>

FxRate

Description:

A type describing the rate of a currency conversion: pair of currency, quotation mode and exchange rate.

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quotedCurrencyPair (exactly one occurrence; of the type QuotedCurrencyPair)

rate (exactly one occurrence; of the type xsd:decimal)

Used by:

Derived Types:

Schema Fragment:

<xsd:complexType name="FxRate">
  <xsd:annotation>
    <xsd:documentation xml:lang="en">
      A type describing the rate of a currency conversion: pair of
      currency, quotation mode and exchange rate.
    </xsd:documentation>
  </xsd:annotation>
  <xsd:sequence>
    <xsd:element name="quotedCurrencyPair" type="QuotedCurrencyPair">
      <xsd:annotation>
        <xsd:documentation xml:lang="en">
          Defines the two currencies for an FX trade and the quotation
          relationship between the two currencies.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:element>
    <xsd:element name="rate" type="xsd:decimal">
      <xsd:annotation>
        <xsd:documentation xml:lang="en">
          The rate of exchange between the two currencies of the leg of
          a deal. Must be specified with a quote basis.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:element>
  </xsd:sequence>
</xsd:complexType>

FxSpotRateSource

Description:

A type defining the source and time for an fx rate.

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primaryRateSource (exactly one occurrence; of the type InformationSource)

secondaryRateSource (zero or one occurrence; of the type InformationSource)

fixingTime (exactly one occurrence; of the type BusinessCenterTime)

Used by:

Derived Types:

Schema Fragment:

<xsd:complexType name="FxSpotRateSource">
  <xsd:annotation>
    <xsd:documentation xml:lang="en">
      A type defining the source and time for an fx rate.
    </xsd:documentation>
  </xsd:annotation>
  <xsd:sequence>
    <xsd:element name="primaryRateSource" type="InformationSource">
      <xsd:annotation>
        <xsd:documentation xml:lang="en">
          The primary source for where the rate observation will occur.
          Will typically be either a page or a reference bank published
          rate.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:element>
    <xsd:element name="secondaryRateSource" type="InformationSource" minOccurs="0">
      <xsd:annotation>
        <xsd:documentation xml:lang="en">
          An alternative, or secondary, source for where the rate
          observation will occur. Will typically be either a page or a
          reference bank published rate.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:element>
    <xsd:element name="fixingTime" type="BusinessCenterTime">
      <xsd:annotation>
        <xsd:documentation xml:lang="en">
          The time at which the spot currency exchange rate will be
          observed. It is specified as a time in a specific business
          center, e.g. 11:00am London time.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:element>
  </xsd:sequence>
</xsd:complexType>

GoverningLaw

Description:

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Inherited element(s): (This definition inherits the content defined by the type xsd:normalizedString)

Attribute: governingLawScheme (xsd:anyURI)

Used by:

Schema Fragment:

<xsd:complexType name="GoverningLaw">
  <xsd:simpleContent>
    <xsd:extension base="xsd:normalizedString">
      <xsd:attribute name="governingLawScheme" default="http://www.fpml.org/spec/2002/governing-law-1-0" type="xsd:anyURI"/>
    </xsd:extension>
  </xsd:simpleContent>
</xsd:complexType>

InformationProvider

Description:

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Inherited element(s): (This definition inherits the content defined by the type xsd:normalizedString)

Attribute: informationProviderScheme (xsd:anyURI)

Used by:

Schema Fragment:

<xsd:complexType name="InformationProvider">
  <xsd:simpleContent>
    <xsd:extension base="xsd:normalizedString">
      <xsd:attribute name="informationProviderScheme" default="http://www.fpml.org/spec/2003/information-provider-2-0" type="xsd:anyURI"/>
    </xsd:extension>
  </xsd:simpleContent>
</xsd:complexType>

InformationSource

Description:

A type defining the source for a piece of information (e.g. a rate refix or an fx fixing).

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rateSource (exactly one occurrence; of the type InformationProvider)

rateSourcePage (zero or one occurrence; of the type RateSourcePage)

rateSourcePageHeading (zero or one occurrence; of the type xsd:string)

Used by:

Schema Fragment:

<xsd:complexType name="InformationSource">
  <xsd:annotation>
    <xsd:documentation xml:lang="en">
      A type defining the source for a piece of information (e.g. a
      rate refix or an fx fixing).
    </xsd:documentation>
  </xsd:annotation>
  <xsd:sequence>
    <xsd:element name="rateSource" type="InformationProvider">
      <xsd:annotation>
        <xsd:documentation xml:lang="en">
          An information source for obtaining a market rate. For
          example Bloomberg, Reuters, Telerate etc.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:element>
    <xsd:element name="rateSourcePage" type="RateSourcePage" minOccurs="0">
      <xsd:annotation>
        <xsd:documentation xml:lang="en">
          A specific page for the rate source for obtaining a market
          rate.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:element>
    <xsd:element name="rateSourcePageHeading" type="xsd:string" minOccurs="0">
      <xsd:annotation>
        <xsd:documentation xml:lang="en">
          The heading for the rate source on a given rate source page.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:element>
  </xsd:sequence>
</xsd:complexType>

InstrumentId

Description:

A short form unique identifier for a security.

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Inherited element(s): (This definition inherits the content defined by the type xsd:normalizedString)

Attribute: instrumentIdScheme (xsd:anyURI) - required

Used by:

Schema Fragment:

<xsd:complexType name="InstrumentId">
  <xsd:annotation>
    <xsd:documentation xml:lang="de">
      Eindeutiges Wertpapierkürzel.
    </xsd:documentation>
    <xsd:documentation xml:lang="en">
      A short form unique identifier for a security.
    </xsd:documentation>
  </xsd:annotation>
  <xsd:simpleContent>
    <xsd:extension base="xsd:normalizedString">
      <xsd:attribute name="instrumentIdScheme" use="required" type="xsd:anyURI"/>
    </xsd:extension>
  </xsd:simpleContent>
</xsd:complexType>

IntermediaryInformation

Description:

A type that describes the information to identify an intermediary through which payment will be made by the correspondent bank to the ultimate beneficiary of the funds.

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There can be one occurance of the following structure; Choice of either

Or

Or


intermediarySequenceNumber (exactly one occurrence; of the type xsd:integer)

Used by:

Schema Fragment:

<xsd:complexType name="IntermediaryInformation">
  <xsd:annotation>
    <xsd:documentation xml:lang="en">
      A type that describes the information to identify an intermediary
      through which payment will be made by the correspondent bank to
      the ultimate beneficiary of the funds.
    </xsd:documentation>
  </xsd:annotation>
  <xsd:sequence>
    <xsd:choice>
      <xsd:element name="routingIds" type="RoutingIds">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">
            A set of unique identifiers for a party, eachone
            identifying the party within a payment system. The
            assumption is that each party will not have more than one
            identifier within the same payment system.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:element>
      <xsd:element name="routingExplicitDetails" type="RoutingExplicitDetails">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">
            A set of details that is used to identify a party involved
            in the routing of a payment when the party does not have a
            code that identifies it within one of the recognized
            payment systems.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:element>
      <xsd:element name="routingIdsAndExplicitDetails" type="RoutingIdsAndExplicitDetails">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">
            A combination of coded payment system identifiers and
            details for physical addressing for a party involved in the
            routing of a payment.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:element>
    </xsd:choice>
    <xsd:element name="intermediarySequenceNumber" type="xsd:integer">
      <xsd:annotation>
        <xsd:documentation xml:lang="en">
          A sequence number that gives the position of the current
          intermediary in the chain of payment intermediaries. The
          assumed domain value set is an ascending sequence of integers
          starting from 1.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:element>
  </xsd:sequence>
</xsd:complexType>

Interval

Description:

A type defining a time interval or offset, e.g. one day, three months. Used for specifying frequencies at which events occur, the tenor of a floating rate or an offset relative to another date.

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periodMultiplier (exactly one occurrence; of the type xsd:integer)

period (exactly one occurrence; of the type PeriodEnum)

Attribute: id (xsd:ID)

Used by:

Derived Types:

Schema Fragment:

<xsd:complexType name="Interval">
  <xsd:annotation>
    <xsd:documentation xml:lang="en">
      A type defining a time interval or offset, e.g. one day, three
      months. Used for specifying frequencies at which events occur,
      the tenor of a floating rate or an offset relative to another
      date.
    </xsd:documentation>
  </xsd:annotation>
  <xsd:sequence>
    <xsd:element name="periodMultiplier" type="xsd:integer">
      <xsd:annotation>
        <xsd:documentation xml:lang="en">
          A time period multiplier, e.g. 1, 2 or 3 etc. A negative
          value can be used when specifying an offset relative to
          another date, e.g. -2 days. If the period value is T (Term)
          then periodMultiplier must contain the value 1.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:element>
    <xsd:element name="period" type="PeriodEnum">
      <xsd:annotation>
        <xsd:documentation xml:lang="en">
          A time period, e.g. a day, week, month, year or term of the
          stream. If the periodMultiplier value is 0 (zero) then period
          must contain the value D (day).
        </xsd:documentation>
      </xsd:annotation>
    </xsd:element>
  </xsd:sequence>
  <xsd:attribute name="id" type="xsd:ID"/>
</xsd:complexType>

IntradocumentReference

Description:

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Attribute: href (xsd:IDREF) - required

Used by:

Schema Fragment:

<xsd:complexType name="IntradocumentReference">
  <xsd:annotation>
    <xsd:documentation>
      A reference to an element within the document
    </xsd:documentation>
  </xsd:annotation>
  <xsd:attribute name="href" use="required" type="xsd:IDREF"/>
</xsd:complexType>

LegalEntity

Description:

A type defining a legal entity.

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There can be one occurance of the following structure; Choice of either

Attribute: id (xsd:ID)

Used by:

Schema Fragment:

<xsd:complexType name="LegalEntity">
  <xsd:annotation>
    <xsd:documentation xml:lang="en">
      A type defining a legal entity.
    </xsd:documentation>
  </xsd:annotation>
  <xsd:choice>
    <xsd:sequence>
      <xsd:element name="entityName" type="EntityName">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">
            The name of the party. A free format string. FpML does not
            define usage rules for this element.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:element>
      <xsd:element name="entityId" type="EntityId" minOccurs="0" maxOccurs="unbounded">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">
            A legal entity identifier (e.g. RED entity code)..
          </xsd:documentation>
        </xsd:annotation>
      </xsd:element>
    </xsd:sequence>
    <xsd:element name="entityId" type="EntityId" maxOccurs="unbounded">
      <xsd:annotation>
        <xsd:documentation xml:lang="en">
          A legal entity identifier (e.g. RED entity code)..
        </xsd:documentation>
      </xsd:annotation>
    </xsd:element>
  </xsd:choice>
  <xsd:attribute name="id" type="xsd:ID"/>
</xsd:complexType>

LegalEntityReference

Description:

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Attribute: href (xsd:IDREF) - required

Used by:

Schema Fragment:

<xsd:complexType name="LegalEntityReference">
  <xsd:annotation>
    <xsd:documentation>
      A reference to a legal entity (e.g. referenceEntity) within this
      document.
    </xsd:documentation>
  </xsd:annotation>
  <xsd:attribute name="href" use="required" type="xsd:IDREF"/>
</xsd:complexType>

ManualExercise

Description:

A type defining manual exercise, i.e. that the option buyer counterparty must give notice to the option seller of exercise.

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exerciseNotice (zero or one occurrence; of the type ExerciseNotice)

fallbackExercise (zero or one occurrence; of the type xsd:boolean)

Used by:

Schema Fragment:

<xsd:complexType name="ManualExercise">
  <xsd:annotation>
    <xsd:documentation xml:lang="en">
      A type defining manual exercise, i.e. that the option buyer
      counterparty must give notice to the option seller of exercise.
    </xsd:documentation>
  </xsd:annotation>
  <xsd:sequence>
    <xsd:element name="exerciseNotice" type="ExerciseNotice" minOccurs="0">
      <xsd:annotation>
        <xsd:documentation xml:lang="en">
          Definition of the party to whom notice of exercise should be
          given.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:element>
    <xsd:element name="fallbackExercise" type="xsd:boolean" minOccurs="0">
      <xsd:annotation>
        <xsd:documentation xml:lang="en">
          If fallback exercise is specified then the notional amount of
          the underlying swap, not previously exercised under the
          swaption, will be automatically exercised at the expiration
          time on the expiration date if at such time the buyer is
          in-the-money, provided that the difference between the
          settlement rate and the fixed rate under the relevant
          underlying swap is not less than one tenth of a percentage
          point (0.10% or 0.001). The term in-the-money is assumed to
          have the meaning defined in the 2000 ISDA Definitions,
          Section 17.4. In-the-money.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:element>
  </xsd:sequence>
</xsd:complexType>

MasterAgreement

Description:

An entity for defining the agreement executed between the parties and intended to govern all OTC derivatives transactions between those parties.

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masterAgreementType (exactly one occurrence; of the type MasterAgreementType)

masterAgreementDate (zero or one occurrence; of the type xsd:date)

Used by:

Schema Fragment:

<xsd:complexType name="MasterAgreement">
  <xsd:annotation>
    <xsd:documentation xml:lang="en">
      An entity for defining the agreement executed between the parties
      and intended to govern all OTC derivatives transactions between
      those parties.
    </xsd:documentation>
  </xsd:annotation>
  <xsd:sequence>
    <xsd:element name="masterAgreementType" type="MasterAgreementType">
      <xsd:annotation>
        <xsd:documentation xml:lang="en">
          The agreement executed between the parties and intended to
          govern product-specific derivatives transactions between
          those parties.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:element>
    <xsd:element name="masterAgreementDate" type="xsd:date" minOccurs="0">
      <xsd:annotation>
        <xsd:documentation xml:lang="en">
          The date on which the master agreement was signed.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:element>
  </xsd:sequence>
</xsd:complexType>

MasterAgreementType

Description:

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Inherited element(s): (This definition inherits the content defined by the type xsd:normalizedString)

Attribute: masterAgreementTypeScheme (xsd:anyURI)

Used by:

Schema Fragment:

<xsd:complexType name="MasterAgreementType">
  <xsd:simpleContent>
    <xsd:extension base="xsd:normalizedString">
      <xsd:attribute name="masterAgreementTypeScheme" default="http://www.fpml.org/spec/2002/master-agreement-type-1-0" type="xsd:anyURI"/>
    </xsd:extension>
  </xsd:simpleContent>
</xsd:complexType>

MasterConfirmation

Description:

An entity for defining the master confirmation agreement executed between the parties.

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masterConfirmationType (exactly one occurrence; of the type MasterConfirmationType)

masterConfirmationDate (exactly one occurrence; of the type xsd:date)

masterConfirmationAnnexDate (zero or one occurrence; of the type xsd:date)

Used by:

Schema Fragment:

<xsd:complexType name="MasterConfirmation">
  <xsd:annotation>
    <xsd:documentation xml:lang="en">
      An entity for defining the master confirmation agreement executed
      between the parties.
    </xsd:documentation>
  </xsd:annotation>
  <xsd:sequence>
    <xsd:element name="masterConfirmationType" type="MasterConfirmationType">
      <xsd:annotation>
        <xsd:documentation xml:lang="en">
          The type of master confirmation executed between the parties.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:element>
    <xsd:element name="masterConfirmationDate" type="xsd:date">
      <xsd:annotation>
        <xsd:documentation xml:lang="en">
          The date of the confirmation executed between the parties and
          intended to govern all relevant transactions between those
          parties.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:element>
    <xsd:element name="masterConfirmationAnnexDate" type="xsd:date" minOccurs="0">
      <xsd:annotation>
        <xsd:documentation xml:lang="en">
          The date that an annex to the master confirmation was
          executed between the parties.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:element>
  </xsd:sequence>
</xsd:complexType>

MasterConfirmationType

Description:

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Inherited element(s): (This definition inherits the content defined by the type xsd:normalizedString)

Attribute: masterConfirmationTypeScheme (xsd:anyURI)

Used by:

Schema Fragment:

<xsd:complexType name="MasterConfirmationType">
  <xsd:simpleContent>
    <xsd:extension base="xsd:normalizedString">
      <xsd:attribute name="masterConfirmationTypeScheme" default="http://www.fpml.org/spec/2003/master-confirmation-type-1-0" type="xsd:anyURI"/>
    </xsd:extension>
  </xsd:simpleContent>
</xsd:complexType>

Money

Description:

A type defining a currency amount.

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currency (exactly one occurrence; of the type Currency)

amount (exactly one occurrence; of the type xsd:decimal)

Used by:

Derived Types:

Schema Fragment:

<xsd:complexType name="Money">
  <xsd:annotation>
    <xsd:documentation xml:lang="en">
      A type defining a currency amount.
    </xsd:documentation>
  </xsd:annotation>
  <xsd:sequence>
    <xsd:element name="currency" type="Currency">
      <xsd:annotation>
        <xsd:documentation xml:lang="en">
          The currency in which an amount is denominated.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:element>
    <xsd:element name="amount" type="xsd:decimal">
      <xsd:annotation>
        <xsd:documentation xml:lang="en">
          The monetary quantity in currency units.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:element>
  </xsd:sequence>
</xsd:complexType>

MultipleExercise

Description:

A type definint multiple exercise. As defining in the 200 ISDA Definitions, Section 12.4. Multiple Exercise, the buyer of the option has the right to exercise all or less than all the unexercised notional amount of the underlying swap on one or more days in the exercise period, but on any such day may not exercise less than the minimum notional amount or more than the maximum notional amount, and if an integral multiple amount is specified, the notional exercised must be equal to or, be an integral multiple of, the integral multiple amount.

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Inherited element(s): (This definition inherits the content defined by the type PartialExercise)

maximumNotionalAmount (zero or one occurrence; of the type xsd:decimal)

Used by:

Extension of:

Schema Fragment:

<xsd:complexType name="MultipleExercise">
  <xsd:annotation>
    <xsd:documentation xml:lang="en">
      A type definint multiple exercise. As defining in the 200 ISDA
      Definitions, Section 12.4. Multiple Exercise, the buyer of the
      option has the right to exercise all or less than all the
      unexercised notional amount of the underlying swap on one or more
      days in the exercise period, but on any such day may not exercise
      less than the minimum notional amount or more than the maximum
      notional amount, and if an integral multiple amount is specified,
      the notional exercised must be equal to or, be an integral
      multiple of, the integral multiple amount.
    </xsd:documentation>
  </xsd:annotation>
  <xsd:complexContent>
    <xsd:extension base="PartialExercise">
      <xsd:sequence>
        <xsd:element name="maximumNotionalAmount" type="xsd:decimal" minOccurs="0">
          <xsd:annotation>
            <xsd:documentation xml:lang="en">
              The maximum notional amount that can be exercised on a
              given exercise date.
            </xsd:documentation>
          </xsd:annotation>
        </xsd:element>
      </xsd:sequence>
    </xsd:extension>
  </xsd:complexContent>
</xsd:complexType>

NotionalReference

Description:

A pointer style reference to the associated notional schedule defined elsewhere in the document.

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Attribute: href (xsd:IDREF) - required

Used by:

Schema Fragment:

<xsd:complexType name="NotionalReference">
  <xsd:annotation>
    <xsd:documentation xml:lang="en">
      A pointer style reference to the associated notional schedule
      defined elsewhere in the document.
    </xsd:documentation>
  </xsd:annotation>
  <xsd:attribute name="href" use="required" type="xsd:IDREF"/>
</xsd:complexType>

Offset

Description:

A type defining an offset used in calculating a new date relative to a reference date. Currently, the only offsets defined are expected to be expressed as either calendar or business day offsets.

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Inherited element(s): (This definition inherits the content defined by the type Interval)

dayType (zero or one occurrence; of the type DayTypeEnum)

Used by:

Extension of:

Derived Types:

Schema Fragment:

<xsd:complexType name="Offset">
  <xsd:annotation>
    <xsd:documentation xml:lang="en">
      A type defining an offset used in calculating a new date relative
      to a reference date. Currently, the only offsets defined are
      expected to be expressed as either calendar or business day
      offsets.
    </xsd:documentation>
  </xsd:annotation>
  <xsd:complexContent>
    <xsd:extension base="Interval">
      <xsd:sequence>
        <xsd:element name="dayType" type="DayTypeEnum" minOccurs="0">
          <xsd:annotation>
            <xsd:documentation xml:lang="en">
              In the case of an offset specified as a number of days,
              this element defines whether consideration is given as to
              whether a day is a good business day or not. If a day
              type of business days is specified then non-business days
              are ignored when calculating the offset. The financial
              business centers to use for determination of business
              days are implied by the context in which this element is
              used. This element must only be included when the offset
              is specified as a number of days. If the offset is zero
              days then the dayType element should not be included.
            </xsd:documentation>
          </xsd:annotation>
        </xsd:element>
      </xsd:sequence>
    </xsd:extension>
  </xsd:complexContent>
</xsd:complexType>

PartialExercise

Description:

A type defining partial exercise. As defined in the 2000 ISDA Definitions, Section 12.3 Partial Exercise, the buyer of the option may exercise all or less than all the notional amount of the underlying swap but may not be less than the minimum notional amount (if specified) and must be an integral multiple of the integral multiple amount if specified.

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notionalReference (one or more occurrences; of the type NotionalReference)

integralMultipleAmount (zero or one occurrence; of the type xsd:decimal)

minimumNotionalAmount (exactly one occurrence; of the type xsd:decimal)

Used by:

Derived Types:

Schema Fragment:

<xsd:complexType name="PartialExercise">
  <xsd:annotation>
    <xsd:documentation xml:lang="en">
      A type defining partial exercise. As defined in the 2000 ISDA
      Definitions, Section 12.3 Partial Exercise, the buyer of the
      option may exercise all or less than all the notional amount of
      the underlying swap but may not be less than the minimum notional
      amount (if specified) and must be an integral multiple of the
      integral multiple amount if specified.
    </xsd:documentation>
  </xsd:annotation>
  <xsd:sequence>
    <xsd:element name="notionalReference" type="NotionalReference" maxOccurs="unbounded"/>
    <xsd:element name="integralMultipleAmount" type="xsd:decimal" minOccurs="0">
      <xsd:annotation>
        <xsd:documentation xml:lang="en">
          A notional amount which restricts the amount of notional that
          can be exercised when partial exercise or multiple exercise
          is applicable. The integral multiple amount defines a lower
          limit of notional that can be exercised and also defines a
          unit multiple of notional that can be exercised, i.e. only
          integer multiples of this amount can be exercised.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:element>
    <xsd:element name="minimumNotionalAmount" type="xsd:decimal">
      <xsd:annotation>
        <xsd:documentation xml:lang="en">
          The minimum notional amount that can be exercised on a given
          exercise date. See multipleExercise.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:element>
  </xsd:sequence>
</xsd:complexType>

PartyReference

Description:

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Attribute: href (xsd:IDREF) - required

Used by:

Schema Fragment:

<xsd:complexType name="PartyReference">
  <xsd:annotation>
    <xsd:documentation>
      A reference to a party element within this document.
    </xsd:documentation>
  </xsd:annotation>
  <xsd:attribute name="href" use="required" type="xsd:IDREF"/>
</xsd:complexType>

Payment

Description:

A type for defining payments

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payerPartyReference (exactly one occurrence; of the type PartyReference)

receiverPartyReference (exactly one occurrence; of the type PartyReference)

paymentAmount (exactly one occurrence; of the type Money)

paymentDate (zero or one occurrence; of the type AdjustableDate)

adjustedPaymentDate (zero or one occurrence; of the type xsd:date)

paymentType (zero or one occurrence; of the type PaymentType)

settlementInformation (zero or one occurrence; of the type SettlementInformation)

Used by:

Schema Fragment:

<xsd:complexType name="Payment">
  <xsd:annotation>
    <xsd:documentation xml:lang="en">
      A type for defining payments
    </xsd:documentation>
  </xsd:annotation>
  <xsd:sequence>
    <xsd:group ref="PayerReceiver.model"/>
    <xsd:element name="paymentAmount" type="Money">
      <xsd:annotation>
        <xsd:documentation xml:lang="en">
          The currency amount of the payment.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:element>
    <xsd:element name="paymentDate" type="AdjustableDate" minOccurs="0">
      <xsd:annotation>
        <xsd:documentation xml:lang="en">
          The payment date. This date is subject to adjustment in
          accordance with any applicable business day convention.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:element>
    <xsd:element name="adjustedPaymentDate" type="xsd:date" minOccurs="0">
      <xsd:annotation>
        <xsd:documentation xml:lang="en">
          The adjusted payment date. This date should already be
          adjusted for any applicable business day convention. This
          component is not intended for use in trade confirmation but
          my be specified to allow the fee structure to also serve as a
          cashflow type component (all dates the the Cashflows type are
          adjusted payment dates).
        </xsd:documentation>
      </xsd:annotation>
    </xsd:element>
    <xsd:element name="paymentType" type="PaymentType" minOccurs="0">
      <xsd:annotation>
        <xsd:documentation xml:lang="en">
          A classification of the type of fee or additional payment,
          e.g. brokerage, upfront fee etc. FpML does not define domain
          values for this element.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:element>
    <xsd:element name="settlementInformation" type="SettlementInformation" minOccurs="0">
      <xsd:annotation>
        <xsd:documentation xml:lang="en">
          The information required to settle a currency payment that
          results from a trade.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:element>
  </xsd:sequence>
</xsd:complexType>

PaymentType

Description:

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Inherited element(s): (This definition inherits the content defined by the type xsd:normalizedString)

Attribute: paymentTypeScheme (xsd:anyURI)

Used by:

Schema Fragment:

<xsd:complexType name="PaymentType">
  <xsd:simpleContent>
    <xsd:extension base="xsd:normalizedString">
      <xsd:attribute name="paymentTypeScheme" type="xsd:anyURI"/>
    </xsd:extension>
  </xsd:simpleContent>
</xsd:complexType>

Product

Description:

The base type which all FpML products extend.

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productType (zero or one occurrence; of the type ProductType)

productId (zero or more occurrences; of the type ProductId)

Attribute: id (xsd:ID)

Used by:

Derived Types:

Schema Fragment:

<xsd:complexType name="Product">
  <xsd:annotation>
    <xsd:documentation xml:lang="en">
      The base type which all FpML products extend.
    </xsd:documentation>
  </xsd:annotation>
  <xsd:sequence>
    <xsd:element name="productType" type="ProductType" minOccurs="0">
      <xsd:annotation>
        <xsd:documentation xml:lang="en">
          A classification of the type of product. FpML does not define
          domain values for this element.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:element>
    <xsd:element name="productId" type="ProductId" minOccurs="0" maxOccurs="unbounded">
      <xsd:annotation>
        <xsd:documentation xml:lang="en">
          A product reference identifier allocated by a party. FpML
          does not define the domain values associated with this
          element. Note that the domain values for this element are not
          strictly an enumerated list.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:element>
  </xsd:sequence>
  <xsd:attribute name="id" type="xsd:ID"/>
</xsd:complexType>

ProductId

Description:

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Inherited element(s): (This definition inherits the content defined by the type xsd:normalizedString)

Used by:

Schema Fragment:

<xsd:complexType name="ProductId">
  <xsd:simpleContent>
    <xsd:extension base="xsd:normalizedString"/>
  </xsd:simpleContent>
</xsd:complexType>

ProductReference

Description:

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Attribute: href (xsd:IDREF) - required

Used by:

Schema Fragment:

<xsd:complexType name="ProductReference">
  <xsd:annotation>
    <xsd:documentation>
      A reference to a product element within this document.
    </xsd:documentation>
  </xsd:annotation>
  <xsd:attribute name="href" use="required" type="xsd:IDREF"/>
</xsd:complexType>

ProductType

Description:

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Inherited element(s): (This definition inherits the content defined by the type xsd:normalizedString)

Attribute: productTypeScheme (xsd:anyURI)

Used by:

Schema Fragment:

<xsd:complexType name="ProductType">
  <xsd:simpleContent>
    <xsd:extension base="xsd:normalizedString">
      <xsd:attribute name="productTypeScheme" type="xsd:anyURI"/>
    </xsd:extension>
  </xsd:simpleContent>
</xsd:complexType>

QuotedCurrencyPair

Description:

A type that describes the composition of a rate that has been quoted or is to be quoted. This includes the two currencies and the quotation relationship between the two currencies and is used as a building block throughout the FX specification.

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currency1 (exactly one occurrence; of the type Currency)

currency2 (exactly one occurrence; of the type Currency)

quoteBasis (exactly one occurrence; of the type QuoteBasisEnum)

Used by:

Schema Fragment:

<xsd:complexType name="QuotedCurrencyPair">
  <xsd:annotation>
    <xsd:documentation xml:lang="en">
      A type that describes the composition of a rate that has been
      quoted or is to be quoted. This includes the two currencies and
      the quotation relationship between the two currencies and is used
      as a building block throughout the FX specification.
    </xsd:documentation>
  </xsd:annotation>
  <xsd:sequence>
    <xsd:element name="currency1" type="Currency">
      <xsd:annotation>
        <xsd:documentation xml:lang="en">
          The first currency specified when a pair of currencies is to
          be evaluated.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:element>
    <xsd:element name="currency2" type="Currency">
      <xsd:annotation>
        <xsd:documentation xml:lang="en">
          The second currency specified when a pair of currencies is to
          be evaluated.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:element>
    <xsd:element name="quoteBasis" type="QuoteBasisEnum">
      <xsd:annotation>
        <xsd:documentation xml:lang="en">
          The method by which the exchange rate is quoted.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:element>
  </xsd:sequence>
</xsd:complexType>

RateObservation

Description:

A type defining parameters associated with an individual observation or fixing. This type forms part of the cashflow representation of a stream.

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resetDate (zero or one occurrence; of the type xsd:date)

adjustedFixingDate (zero or one occurrence; of the type xsd:date)

observedRate (zero or one occurrence; of the type xsd:decimal)

treatedRate (zero or one occurrence; of the type xsd:decimal)

observationWeight (exactly one occurrence; of the type xsd:positiveInteger)

rateReference (zero or one occurrence; of the type IntradocumentReference)

Attribute: id (xsd:ID)

Used by:

Schema Fragment:

<xsd:complexType name="RateObservation">
  <xsd:annotation>
    <xsd:documentation xml:lang="en">
      A type defining parameters associated with an individual
      observation or fixing. This type forms part of the cashflow
      representation of a stream.
    </xsd:documentation>
  </xsd:annotation>
  <xsd:sequence>
    <xsd:element name="resetDate" type="xsd:date" minOccurs="0">
      <xsd:annotation>
        <xsd:documentation xml:lang="en">
          The reset date.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:element>
    <xsd:element name="adjustedFixingDate" type="xsd:date" minOccurs="0">
      <xsd:annotation>
        <xsd:documentation xml:lang="en">
          The adjusted fixing date, i.e. the actual date the rate is
          observed. The date should already be adjusted for any
          applicable business day convention.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:element>
    <xsd:element name="observedRate" type="xsd:decimal" minOccurs="0">
      <xsd:annotation>
        <xsd:documentation xml:lang="en">
          The actual observed rate before any required rate treatment
          is applied, e.g. before converting a rate quoted on a
          discount basis to an equivalent yield. An observed rate of 5%
          would be represented as 0.05.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:element>
    <xsd:element name="treatedRate" type="xsd:decimal" minOccurs="0">
      <xsd:annotation>
        <xsd:documentation xml:lang="en">
          The observed rate after any required rate treatment is
          applied. A treated rate of 5% would be represented as 0.05.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:element>
    <xsd:element name="observationWeight" type="xsd:positiveInteger">
      <xsd:annotation>
        <xsd:documentation xml:lang="en">
          The number of days weighting to be associated with the rate
          observation, i.e. the number of days such rate is in effect.
          This is applicable in the case of a weighted average method
          of calculation where more than one reset date is established
          for a single calculation period.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:element>
    <xsd:element name="rateReference" type="IntradocumentReference" minOccurs="0">
      <xsd:annotation>
        <xsd:documentation xml:lang="en">
          A pointer style reference to a floating rate component
          defined as part of a stub calculation period amount
          component. It is only required when it is necessary to
          distinguish two rate observations for the same fixing date
          which could occur when linear interpolation of two different
          rates occurs for a stub calculation period.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:element>
  </xsd:sequence>
  <xsd:attribute name="id" type="xsd:ID"/>
</xsd:complexType>

RateSourcePage

Description:

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Inherited element(s): (This definition inherits the content defined by the type xsd:normalizedString)

Attribute: rateSourcePageScheme (xsd:anyURI)

Used by:

Schema Fragment:

<xsd:complexType name="RateSourcePage">
  <xsd:simpleContent>
    <xsd:extension base="xsd:normalizedString">
      <xsd:attribute name="rateSourcePageScheme" type="xsd:anyURI"/>
    </xsd:extension>
  </xsd:simpleContent>
</xsd:complexType>

ReferenceBank

Description:

A type to describe an institution (party) identified by means of a coding scheme and an optional name.

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referenceBankId (exactly one occurrence; of the type ReferenceBankId)

referenceBankName (zero or one occurrence; of the type xsd:string)

Used by:

Schema Fragment:

<xsd:complexType name="ReferenceBank">
  <xsd:annotation>
    <xsd:documentation xml:lang="en">
      A type to describe an institution (party) identified by means of
      a coding scheme and an optional name.
    </xsd:documentation>
  </xsd:annotation>
  <xsd:sequence>
    <xsd:element name="referenceBankId" type="ReferenceBankId">
      <xsd:annotation>
        <xsd:documentation xml:lang="en">
          An institution (party) identifier, e.g. a bank identifier
          code (BIC).
        </xsd:documentation>
      </xsd:annotation>
    </xsd:element>
    <xsd:element name="referenceBankName" type="xsd:string" minOccurs="0">
      <xsd:annotation>
        <xsd:documentation xml:lang="en">
          The name of the institution (party). A free format string.
          FpML does not define usage rules for the element.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:element>
  </xsd:sequence>
</xsd:complexType>

ReferenceBankId

Description:

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Inherited element(s): (This definition inherits the content defined by the type xsd:normalizedString)

Attribute: referenceBankIdScheme (xsd:anyURI)

Used by:

Schema Fragment:

<xsd:complexType name="ReferenceBankId">
  <xsd:simpleContent>
    <xsd:extension base="xsd:normalizedString">
      <xsd:attribute name="referenceBankIdScheme" type="xsd:anyURI"/>
    </xsd:extension>
  </xsd:simpleContent>
</xsd:complexType>

RelativeDateOffset

Description:

A type defining a date (referred to as the derived date) as a relative offset from another date (referred to as the anchor date). If the anchor date is itself an adjustable date then the offset is assumed to be calculated from the adjusted anchor date. A number of different scenarios can be supported, namely; 1) the derived date my simply be a number of calendar periods (days, weeks, months or years) preceding or following the anchor date; 2) the unadjusted derived date may be a number of calendar periods(days, weeks, months or years) preceding or following the anchor date with the resulting unadjusted derived date subject to adjustment in accordance with a specified business day convention, i.e. the derived date must fall on a good business day; 3) the derived date may be a number of business days preceding or following the anchor date. Note that the businessDayConvention specifies any required adjustment to the unadjusted derived date. A negative or positive value in the periodMultiplier indicates whether the unadjusted derived precedes or follows the anchor date. The businessDayConvention should contain a value NONE if the day type element contains a value of Business (since specifying a negative or positive business days offset would already guarantee that the derived date would fall on a good business day in the specified business centers).

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Inherited element(s): (This definition inherits the content defined by the type Offset)

businessDayConvention (exactly one occurrence; of the type BusinessDayConventionEnum)


There can be one occurance of the following structure; Choice of either

Or


dateRelativeTo (exactly one occurrence; of the type DateRelativeTo)

Used by:

Extension of:

Derived Types:

Schema Fragment:

<xsd:complexType name="RelativeDateOffset">
  <xsd:annotation>
    <xsd:documentation xml:lang="en">
      A type defining a date (referred to as the derived date) as a
      relative offset from another date (referred to as the anchor
      date). If the anchor date is itself an adjustable date then the
      offset is assumed to be calculated from the adjusted anchor date.
      A number of different scenarios can be supported, namely; 1) the
      derived date my simply be a number of calendar periods (days,
      weeks, months or years) preceding or following the anchor date;
      2) the unadjusted derived date may be a number of calendar
      periods(days, weeks, months or years) preceding or following the
      anchor date with the resulting unadjusted derived date subject to
      adjustment in accordance with a specified business day
      convention, i.e. the derived date must fall on a good business
      day; 3) the derived date may be a number of business days
      preceding or following the anchor date. Note that the
      businessDayConvention specifies any required adjustment to the
      unadjusted derived date. A negative or positive value in the
      periodMultiplier indicates whether the unadjusted derived
      precedes or follows the anchor date. The businessDayConvention
      should contain a value NONE if the day type element contains a
      value of Business (since specifying a negative or positive
      business days offset would already guarantee that the derived
      date would fall on a good business day in the specified business
      centers).
    </xsd:documentation>
  </xsd:annotation>
  <xsd:complexContent>
    <xsd:extension base="Offset">
      <xsd:sequence>
        <xsd:element name="businessDayConvention" type="BusinessDayConventionEnum">
          <xsd:annotation>
            <xsd:documentation xml:lang="en">
              The convention for adjusting a date if it would otherwise
              fall on a day that is not a business day.
            </xsd:documentation>
          </xsd:annotation>
        </xsd:element>
        <xsd:group ref="BusinessCentersOrReference.model" minOccurs="0"/>
        <xsd:element name="dateRelativeTo" type="DateRelativeTo"/>
      </xsd:sequence>
    </xsd:extension>
  </xsd:complexContent>
</xsd:complexType>

RelativeDates

Description:

A type describing a set of dates defined as relative to another set of dates.

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Inherited element(s): (This definition inherits the content defined by the type RelativeDateOffset)

periodSkip (zero or one occurrence; of the type xsd:positiveInteger)

scheduleBounds (zero or one occurrence; of the type DateRange)

Used by:

Extension of:

Schema Fragment:

<xsd:complexType name="RelativeDates">
  <xsd:annotation>
    <xsd:documentation xml:lang="en">
      A type describing a set of dates defined as relative to another
      set of dates.
    </xsd:documentation>
  </xsd:annotation>
  <xsd:complexContent>
    <xsd:extension base="RelativeDateOffset">
      <xsd:sequence>
        <xsd:element name="periodSkip" type="xsd:positiveInteger" minOccurs="0">
          <xsd:annotation>
            <xsd:documentation xml:lang="en">
              The number of periods in the referenced date schedule
              that are between each date in the relative date schedule.
              Thus a skip of 2 would mean that dates are relative to
              every second date in the referenced schedule. If present
              this should have a value greater than 1.
            </xsd:documentation>
          </xsd:annotation>
        </xsd:element>
        <xsd:element name="scheduleBounds" type="DateRange" minOccurs="0">
          <xsd:annotation>
            <xsd:documentation xml:lang="en">
              The first and last dates of a schedule. This can be used
              to restrict the range of values in a reference series of
              dates.
            </xsd:documentation>
          </xsd:annotation>
        </xsd:element>
      </xsd:sequence>
    </xsd:extension>
  </xsd:complexContent>
</xsd:complexType>

Rounding

Description:

A type defining a rounding direction and precision to be used in the rounding of a rate.

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roundingDirection (exactly one occurrence; of the type RoundingDirectionEnum)

precision (exactly one occurrence; of the type xsd:nonNegativeInteger)

Used by:

Schema Fragment:

<xsd:complexType name="Rounding">
  <xsd:annotation>
    <xsd:documentation xml:lang="en">
      A type defining a rounding direction and precision to be used in
      the rounding of a rate.
    </xsd:documentation>
  </xsd:annotation>
  <xsd:sequence>
    <xsd:element name="roundingDirection" type="RoundingDirectionEnum">
      <xsd:annotation>
        <xsd:documentation xml:lang="en">
          Specifies the rounding direction.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:element>
    <xsd:element name="precision" type="xsd:nonNegativeInteger">
      <xsd:annotation>
        <xsd:documentation xml:lang="en">
          Specifies the rounding precision in terms of a number of
          decimal places. Note how a percentage rate rounding of 5
          decimal places is expressed as a rounding precision of 7 in
          the FpML document since the percentage is expressed as a
          decimal, e.g. 9.876543% (or 0.09876543) being rounded to the
          nearest 5 decimal places is 9.87654% (or 0.0987654).
        </xsd:documentation>
      </xsd:annotation>
    </xsd:element>
  </xsd:sequence>
</xsd:complexType>

Routing

Description:

A type that provides three alternative ways of identifying a party involved in the routing of a payment. The identification may use payment system identifiers only; actual name, address and other reference information; or a combination of both.

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There can be one occurance of the following structure; Choice of either

Or

Or


Used by:

Schema Fragment:

<xsd:complexType name="Routing">
  <xsd:annotation>
    <xsd:documentation xml:lang="en">
      A type that provides three alternative ways of identifying a
      party involved in the routing of a payment. The identification
      may use payment system identifiers only; actual name, address and
      other reference information; or a combination of both.
    </xsd:documentation>
  </xsd:annotation>
  <xsd:choice>
    <xsd:element name="routingIds" type="RoutingIds">
      <xsd:annotation>
        <xsd:documentation xml:lang="en">
          A set of unique identifiers for a party, eachone identifying
          the party within a payment system. The assumption is that
          each party will not have more than one identifier within the
          same payment system.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:element>
    <xsd:element name="routingExplicitDetails" type="RoutingExplicitDetails">
      <xsd:annotation>
        <xsd:documentation xml:lang="en">
          A set of details that is used to identify a party involved in
          the routing of a payment when the party does not have a code
          that identifies it within one of the recognized payment
          systems.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:element>
    <xsd:element name="routingIdsAndExplicitDetails" type="RoutingIdsAndExplicitDetails">
      <xsd:annotation>
        <xsd:documentation xml:lang="en">
          A combination of coded payment system identifiers and details
          for physical addressing for a party involved in the routing
          of a payment.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:element>
  </xsd:choice>
</xsd:complexType>

RoutingExplicitDetails

Description:

A type that models name, address and supplementary textual information for the purposes of identifying a party involved in the routing of a payment.

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routingName (exactly one occurrence; of the type xsd:string)

routingAddress (zero or one occurrence; of the type Address)

routingAccountNumber (zero or one occurrence; of the type xsd:string)

routingReferenceText (zero or more occurrences; of the type xsd:string)

Used by:

Schema Fragment:

<xsd:complexType name="RoutingExplicitDetails">
  <xsd:annotation>
    <xsd:documentation xml:lang="en">
      A type that models name, address and supplementary textual
      information for the purposes of identifying a party involved in
      the routing of a payment.
    </xsd:documentation>
  </xsd:annotation>
  <xsd:sequence>
    <xsd:element name="routingName" type="xsd:string">
      <xsd:annotation>
        <xsd:documentation xml:lang="en">
          A real name that is used to identify a party involved in the
          routing of a payment.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:element>
    <xsd:element name="routingAddress" type="Address" minOccurs="0">
      <xsd:annotation>
        <xsd:documentation xml:lang="en">
          A physical postal address via which a payment can be routed.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:element>
    <xsd:element name="routingAccountNumber" type="xsd:string" minOccurs="0">
      <xsd:annotation>
        <xsd:documentation xml:lang="en">
          An account number via which a payment can be routed.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:element>
    <xsd:element name="routingReferenceText" type="xsd:string" minOccurs="0" maxOccurs="unbounded">
      <xsd:annotation>
        <xsd:documentation xml:lang="en">
          A piece of free-format text used to assist the identification
          of a party involved in the routing of a payment.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:element>
  </xsd:sequence>
</xsd:complexType>

RoutingId

Description:

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Inherited element(s): (This definition inherits the content defined by the type xsd:normalizedString)

Attribute: routingIdScheme (xsd:anyURI)

Used by:

Schema Fragment:

<xsd:complexType name="RoutingId">
  <xsd:simpleContent>
    <xsd:extension base="xsd:normalizedString">
      <xsd:attribute name="routingIdScheme" default="http://www.fpml.org/spec/2002/routing-id-code-1-0" type="xsd:anyURI"/>
    </xsd:extension>
  </xsd:simpleContent>
</xsd:complexType>

RoutingIds

Description:

A type that provides for identifying a party involved in the routing of a payment by means of one or more standard identification codes. For example, both a SWIFT BIC code and a national bank identifier may be required.

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routingId (one or more occurrences; of the type RoutingId)

Used by:

Schema Fragment:

<xsd:complexType name="RoutingIds">
  <xsd:annotation>
    <xsd:documentation xml:lang="en">
      A type that provides for identifying a party involved in the
      routing of a payment by means of one or more standard
      identification codes. For example, both a SWIFT BIC code and a
      national bank identifier may be required.
    </xsd:documentation>
  </xsd:annotation>
  <xsd:sequence>
    <xsd:element name="routingId" type="RoutingId" maxOccurs="unbounded">
      <xsd:annotation>
        <xsd:documentation xml:lang="en">
          A unique identifier for party that is a participant in a
          recognized payment system.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:element>
  </xsd:sequence>
</xsd:complexType>

RoutingIdsAndExplicitDetails

Description:

A type that provides a combination of payment system identification codes with physical postal address details, for the purposes of identifying a party involved in the routing of a payment.

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routingIds (one or more occurrences; of the type RoutingIds)

routingName (exactly one occurrence; of the type xsd:string)

routingAddress (zero or one occurrence; of the type Address)

routingAccountNumber (zero or one occurrence; of the type xsd:string)

routingReferenceText (zero or more occurrences; of the type xsd:string)

Used by:

Schema Fragment:

<xsd:complexType name="RoutingIdsAndExplicitDetails">
  <xsd:annotation>
    <xsd:documentation xml:lang="en">
      A type that provides a combination of payment system
      identification codes with physical postal address details, for
      the purposes of identifying a party involved in the routing of a
      payment.
    </xsd:documentation>
  </xsd:annotation>
  <xsd:sequence>
    <xsd:element name="routingIds" type="RoutingIds" maxOccurs="unbounded">
      <xsd:annotation>
        <xsd:documentation xml:lang="en">
          A set of unique identifiers for a party, eachone identifying
          the party within a payment system. The assumption is that
          each party will not have more than one identifier within the
          same payment system.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:element>
    <xsd:element name="routingName" type="xsd:string">
      <xsd:annotation>
        <xsd:documentation xml:lang="en">
          A real name that is used to identify a party involved in the
          routing of a payment.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:element>
    <xsd:element name="routingAddress" type="Address" minOccurs="0">
      <xsd:annotation>
        <xsd:documentation xml:lang="en">
          A physical postal address via which a payment can be routed.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:element>
    <xsd:element name="routingAccountNumber" type="xsd:string" minOccurs="0">
      <xsd:annotation>
        <xsd:documentation xml:lang="en">
          An account number via which a payment can be routed.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:element>
    <xsd:element name="routingReferenceText" type="xsd:string" minOccurs="0" maxOccurs="unbounded">
      <xsd:annotation>
        <xsd:documentation xml:lang="en">
          A piece of free-format text used to assist the identification
          of a party involved in the routing of a payment.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:element>
  </xsd:sequence>
</xsd:complexType>

Schedule

Description:

A type defining a schedule of rates or amounts in terms of an initial value and then a series of step date and value pairs. On each step date the rate or amount changes to the new step value. The series of step date and value pairs are optional. If not specified, this implies that the initial value remains unchanged over time.

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initialValue (exactly one occurrence; of the type xsd:decimal)

step (zero or more occurrences; of the type Step)

Used by:

Derived Types:

Schema Fragment:

<xsd:complexType name="Schedule">
  <xsd:annotation>
    <xsd:documentation xml:lang="en">
      A type defining a schedule of rates or amounts in terms of an
      initial value and then a series of step date and value pairs. On
      each step date the rate or amount changes to the new step value.
      The series of step date and value pairs are optional. If not
      specified, this implies that the initial value remains unchanged
      over time.
    </xsd:documentation>
  </xsd:annotation>
  <xsd:sequence>
    <xsd:element name="initialValue" type="xsd:decimal">
      <xsd:annotation>
        <xsd:documentation xml:lang="en">
          The initial rate or amount, as the case may be. An initial
          rate of 5% would be represented as 0.05.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:element>
    <xsd:element name="step" type="Step" minOccurs="0" maxOccurs="unbounded">
      <xsd:annotation>
        <xsd:documentation xml:lang="en">
          The schedule of step date and value pairs. On each step date
          the associated step value becomes effective A list of steps
          may be ordered in the document by ascending step date. An
          FpML document containing an unordered list of steps is still
          regarded as a conformant document.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:element>
  </xsd:sequence>
</xsd:complexType>

SettlementInformation

Description:

A type that represents the choice of methods for settling a potential currency payment resulting from a trade: by means of a standard settlement instruction, by netting it out with other payments, or with an explicit settlement instruction.

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Used by:

Schema Fragment:

<xsd:complexType name="SettlementInformation">
  <xsd:annotation>
    <xsd:documentation xml:lang="en">
      A type that represents the choice of methods for settling a
      potential currency payment resulting from a trade: by means of a
      standard settlement instruction, by netting it out with other
      payments, or with an explicit settlement instruction.
    </xsd:documentation>
  </xsd:annotation>
  <xsd:choice>
    <xsd:element name="standardSettlementStyle" type="StandardSettlementStyleEnum">
      <xsd:annotation>
        <xsd:documentation xml:lang="en">
          An optional element used to describe how a trade will settle.
          This defines a scheme and is used for identifying trades that
          are identified as settling standard and/or flagged for
          settlement netting.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:element>
    <xsd:element name="settlementInstruction" type="SettlementInstruction">
      <xsd:annotation>
        <xsd:documentation xml:lang="en">
          An explicit specification of how a currency payment is to be
          made, when the payment is not netted and the route is other
          than the recipient's standard settlement instruction.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:element>
  </xsd:choice>
</xsd:complexType>

SettlementInstruction

Description:

A type that models a complete instruction for settling a currency payment, including the settlement method to be used, the correspondent bank, any intermediary banks and the ultimate beneficary.

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settlementMethod (zero or one occurrence; of the type SettlementMethod)

correspondentInformation (zero or one occurrence; of the type Routing)

intermediaryInformation (zero or more occurrences; of the type IntermediaryInformation)

beneficiaryBank (zero or one occurrence; of the type Routing)

beneficiary (exactly one occurrence; of the type Routing)

splitSettlement (zero or more occurrences; of the type SplitSettlement)

Used by:

Schema Fragment:

<xsd:complexType name="SettlementInstruction">
  <xsd:annotation>
    <xsd:documentation xml:lang="en">
      A type that models a complete instruction for settling a currency
      payment, including the settlement method to be used, the
      correspondent bank, any intermediary banks and the ultimate
      beneficary.
    </xsd:documentation>
  </xsd:annotation>
  <xsd:sequence>
    <xsd:element name="settlementMethod" type="SettlementMethod" minOccurs="0">
      <xsd:annotation>
        <xsd:documentation xml:lang="en">
          The mechanism by which settlement is to be made. The scheme
          of domain values will include standard mechanisms such as
          CLS, Fedwire, Chips ABA, Chips UID, SWIFT, CHAPS and DDA.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:element>
    <xsd:element name="correspondentInformation" type="Routing" minOccurs="0">
      <xsd:annotation>
        <xsd:documentation xml:lang="en">
          The information required to identify the correspondent bank
          that will make delivery of the funds on the paying bank's
          behalf in the country where the payment is to be made
        </xsd:documentation>
      </xsd:annotation>
    </xsd:element>
    <xsd:element name="intermediaryInformation" type="IntermediaryInformation" minOccurs="0" maxOccurs="unbounded">
      <xsd:annotation>
        <xsd:documentation xml:lang="en">
          Information to identify an intermediary through which payment
          will be made by the correspondent bank to the ultimate
          beneficiary of the funds.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:element>
    <xsd:element name="beneficiaryBank" type="Routing" minOccurs="0">
      <xsd:annotation>
        <xsd:documentation xml:lang="en">
          The bank that acts for the ultimate beneficiary of the funds
          in receiving payments.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:element>
    <xsd:element name="beneficiary" type="Routing">
      <xsd:annotation>
        <xsd:documentation xml:lang="en">
          The ultimate beneficiary of the funds. The beneficiary can be
          identified either by an account at the beneficiaryBank (qv)
          or by explicit routingInformation. This element provides for
          the latter.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:element>
    <xsd:element name="splitSettlement" type="SplitSettlement" minOccurs="0" maxOccurs="unbounded">
      <xsd:annotation>
        <xsd:documentation xml:lang="en">
          The set of individual payments that are to be made when a
          currency payment settling a trade needs to be split between a
          number of ultimate beneficiaries. Each split payment may need
          to have its own routing information.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:element>
  </xsd:sequence>
</xsd:complexType>

SettlementMethod

Description:

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Inherited element(s): (This definition inherits the content defined by the type xsd:normalizedString)

Attribute: settlementMethodScheme (xsd:anyURI)

Used by:

Schema Fragment:

<xsd:complexType name="SettlementMethod">
  <xsd:simpleContent>
    <xsd:extension base="xsd:normalizedString">
      <xsd:attribute name="settlementMethodScheme" default="http://www.fpml.org/spec/2002/settlement-method-1-0" type="xsd:anyURI"/>
    </xsd:extension>
  </xsd:simpleContent>
</xsd:complexType>

SettlementPriceSource

Description:

The source from which the settlement price is to be obtained, e.g. a Reuters page, Prezzo di Riferimento, etc.

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Inherited element(s): (This definition inherits the content defined by the type xsd:normalizedString)

Attribute: settlementPriceSourceScheme (xsd:anyURI)

Used by:

Schema Fragment:

<xsd:complexType name="SettlementPriceSource">
  <xsd:annotation>
    <xsd:documentation xml:lang="de">
      Quelle für den Abrechnungspreis (z.B. eine Reuters-Seite, Prezzo
      di Riferimento, usw.).
    </xsd:documentation>
    <xsd:documentation xml:lang="en">
      The source from which the settlement price is to be obtained,
      e.g. a Reuters page, Prezzo di Riferimento, etc.
    </xsd:documentation>
  </xsd:annotation>
  <xsd:simpleContent>
    <xsd:extension base="xsd:normalizedString">
      <xsd:attribute name="settlementPriceSourceScheme" default="http://www.fpml.org/spec/2002/settlement-price-source-1-0" type="xsd:anyURI"/>
    </xsd:extension>
  </xsd:simpleContent>
</xsd:complexType>

SharedAmericanExercise

Description:

TBA

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Inherited element(s): (This definition inherits the content defined by the type Exercise)

commencementDate (exactly one occurrence; of the type AdjustableOrRelativeDate)

expirationDate (exactly one occurrence; of the type AdjustableOrRelativeDate)

latestExerciseTime (zero or one occurrence; of the type BusinessCenterTime)

Used by:

Extension of:

Derived Types:

Schema Fragment:

<xsd:complexType name="SharedAmericanExercise">
  <xsd:annotation>
    <xsd:documentation xml:lang="en">
      TBA
    </xsd:documentation>
  </xsd:annotation>
  <xsd:complexContent>
    <xsd:extension base="Exercise">
      <xsd:sequence>
        <xsd:element name="commencementDate" type="AdjustableOrRelativeDate">
          <xsd:annotation>
            <xsd:documentation xml:lang="en">
              The first day of the exercise period for an American
              style option.
            </xsd:documentation>
          </xsd:annotation>
        </xsd:element>
        <xsd:element name="expirationDate" type="AdjustableOrRelativeDate">
          <xsd:annotation>
            <xsd:documentation xml:lang="en">
              The last day within an exercise period for an American
              style option. For a European style option it is the only
              day within the exercise period.
            </xsd:documentation>
          </xsd:annotation>
        </xsd:element>
        <xsd:element name="latestExerciseTime" type="BusinessCenterTime" minOccurs="0">
          <xsd:annotation>
            <xsd:documentation xml:lang="en">
              For a Bermudan or American style option, the latest time
              on an exercise business day (excluding the expiration
              date) within the exercise period that notice can be given
              by the buyer to the seller or seller's agent. Notice of
              exercise given after this time will be deemed to have
              been given on the next exercise business day.
            </xsd:documentation>
          </xsd:annotation>
        </xsd:element>
      </xsd:sequence>
    </xsd:extension>
  </xsd:complexContent>
</xsd:complexType>

SplitSettlement

Description:

A type that supports the division of a gross settlement amount into a number of split settlements, each requiring its own settlement instruction.

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splitSettlementAmount (exactly one occurrence; of the type Money)

beneficiaryBank (zero or one occurrence; of the type Routing)

beneficiary (exactly one occurrence; of the type Routing)

Used by:

Schema Fragment:

<xsd:complexType name="SplitSettlement">
  <xsd:annotation>
    <xsd:documentation xml:lang="en">
      A type that supports the division of a gross settlement amount
      into a number of split settlements, each requiring its own
      settlement instruction.
    </xsd:documentation>
  </xsd:annotation>
  <xsd:sequence>
    <xsd:element name="splitSettlementAmount" type="Money">
      <xsd:annotation>
        <xsd:documentation xml:lang="en">
          One of the monetary amounts in a split settlement payment.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:element>
    <xsd:element name="beneficiaryBank" type="Routing" minOccurs="0">
      <xsd:annotation>
        <xsd:documentation xml:lang="en">
          The bank that acts for the ultimate beneficiary of the funds
          in receiving payments.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:element>
    <xsd:element name="beneficiary" type="Routing">
      <xsd:annotation>
        <xsd:documentation xml:lang="en">
          The ultimate beneficiary of the funds. The beneficiary can be
          identified either by an account at the beneficiaryBank (qv)
          or by explicit routingInformation. This element provides for
          the latter.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:element>
  </xsd:sequence>
</xsd:complexType>

Step

Description:

A type defining a step date and step value pair. This step definitions are used to define varying rate or amount schedules, e.g. a notional amortization or a step-up coupon schedule.

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stepDate (exactly one occurrence; of the type xsd:date)

stepValue (exactly one occurrence; of the type xsd:decimal)

Attribute: id (xsd:ID)

Used by:

Schema Fragment:

<xsd:complexType name="Step">
  <xsd:annotation>
    <xsd:documentation xml:lang="en">
      A type defining a step date and step value pair. This step
      definitions are used to define varying rate or amount schedules,
      e.g. a notional amortization or a step-up coupon schedule.
    </xsd:documentation>
  </xsd:annotation>
  <xsd:sequence>
    <xsd:element name="stepDate" type="xsd:date">
      <xsd:annotation>
        <xsd:documentation xml:lang="en">
          The date on which the associated stepValue becomes effective.
          This day may be subject to adjustment in accordance with a
          business day convention.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:element>
    <xsd:element name="stepValue" type="xsd:decimal">
      <xsd:annotation>
        <xsd:documentation xml:lang="en">
          The rate or amount which becomes effective on the associated
          stepDate. A rate of 5% would be represented as 0.05.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:element>
  </xsd:sequence>
  <xsd:attribute name="id" type="xsd:ID"/>
</xsd:complexType>

StreetAddress

Description:

A type that describes the set of street and building number information that identifies a postal address within a city.

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streetLine (one or more occurrences; of the type xsd:string)

Used by:

Schema Fragment:

<xsd:complexType name="StreetAddress">
  <xsd:annotation>
    <xsd:documentation xml:lang="en">
      A type that describes the set of street and building number
      information that identifies a postal address within a city.
    </xsd:documentation>
  </xsd:annotation>
  <xsd:sequence>
    <xsd:element name="streetLine" type="xsd:string" maxOccurs="unbounded">
      <xsd:annotation>
        <xsd:documentation xml:lang="en">
          An individual line of street and building number information,
          forming part of a postal address.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:element>
  </xsd:sequence>
</xsd:complexType>

Strike

Description:

A type describing a single cap or floor rate.

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strikeRate (exactly one occurrence; of the type xsd:decimal)

buyer (zero or one occurrence; with locally defined content) ...

seller (zero or one occurrence; with locally defined content) ...

Attribute: id (xsd:ID)

Used by:

Schema Fragment:

<xsd:complexType name="Strike">
  <xsd:annotation>
    <xsd:documentation xml:lang="en">
      A type describing a single cap or floor rate.
    </xsd:documentation>
  </xsd:annotation>
  <xsd:sequence>
    <xsd:element name="strikeRate" type="xsd:decimal">
      <xsd:annotation>
        <xsd:documentation xml:lang="en">
          The rate for a cap or floor.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:element>
    <xsd:element name="buyer" minOccurs="0">
      <xsd:annotation>
        <xsd:documentation xml:lang="en">
          The buyer of the option
        </xsd:documentation>
      </xsd:annotation>
      <xsd:complexType>
        <xsd:simpleContent>
          <xsd:extension base="PayerReceiverEnum">
            <xsd:attribute name="id" type="xsd:ID"/>
          </xsd:extension>
        </xsd:simpleContent>
      </xsd:complexType>
    </xsd:element>
    <xsd:element name="seller" minOccurs="0">
      <xsd:annotation>
        <xsd:documentation xml:lang="en">
          The party that has sold.
        </xsd:documentation>
      </xsd:annotation>
      <xsd:complexType>
        <xsd:simpleContent>
          <xsd:extension base="PayerReceiverEnum">
            <xsd:attribute name="id" type="xsd:ID"/>
          </xsd:extension>
        </xsd:simpleContent>
      </xsd:complexType>
    </xsd:element>
  </xsd:sequence>
  <xsd:attribute name="id" type="xsd:ID"/>
</xsd:complexType>

StrikeSchedule

Description:

A type describing a schedule of cap or floor rates.

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Inherited element(s): (This definition inherits the content defined by the type Schedule)

buyer (zero or one occurrence; with locally defined content) ...

seller (zero or one occurrence; with locally defined content) ...

Attribute: id (xsd:ID)

Used by:

Extension of:

Schema Fragment:

<xsd:complexType name="StrikeSchedule">
  <xsd:annotation>
    <xsd:documentation xml:lang="en">
      A type describing a schedule of cap or floor rates.
    </xsd:documentation>
  </xsd:annotation>
  <xsd:complexContent>
    <xsd:extension base="Schedule">
      <xsd:sequence>
        <xsd:element name="buyer" minOccurs="0">
          <xsd:annotation>
            <xsd:documentation xml:lang="en">
              The buyer of the option
            </xsd:documentation>
          </xsd:annotation>
          <xsd:complexType>
            <xsd:simpleContent>
              <xsd:extension base="PayerReceiverEnum">
                <xsd:attribute name="id" type="xsd:ID"/>
              </xsd:extension>
            </xsd:simpleContent>
          </xsd:complexType>
        </xsd:element>
        <xsd:element name="seller" minOccurs="0">
          <xsd:annotation>
            <xsd:documentation xml:lang="en">
              The party that has sold.
            </xsd:documentation>
          </xsd:annotation>
          <xsd:complexType>
            <xsd:simpleContent>
              <xsd:extension base="PayerReceiverEnum">
                <xsd:attribute name="id" type="xsd:ID"/>
              </xsd:extension>
            </xsd:simpleContent>
          </xsd:complexType>
        </xsd:element>
      </xsd:sequence>
      <xsd:attribute name="id" type="xsd:ID"/>
    </xsd:extension>
  </xsd:complexContent>
</xsd:complexType>

TradeReference

Description:

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Attribute: href (xsd:IDREF) - required

Used by:

Schema Fragment:

<xsd:complexType name="TradeReference">
  <xsd:annotation>
    <xsd:documentation>
      A reference to a trade element within this document.
    </xsd:documentation>
  </xsd:annotation>
  <xsd:attribute name="href" use="required" type="xsd:IDREF"/>
</xsd:complexType>

Global Simple Types

The schema does not contain any global simple types.


Full XML Schema

<xsd:schema targetNamespace="http://www.fpml.org/2003/FpML-4-0" elementFormDefault="qualified" attributeFormDefault="unqualified">
  <xsd:include schemaLocation="fpml-enum-4-0.xsd"/>
  <xsd:complexType name="AmountRelativeTo">
    <xsd:annotation>
      <xsd:documentation xml:lang="en">
        Specifies the anchor amount. This element also carries an href
        attribute. The href attribute value will be a pointer style
        reference to the element or component elsewhere in the document
        where the anchor amount is defined.
      </xsd:documentation>
    </xsd:annotation>
    <xsd:simpleContent>
      <xsd:extension base="xsd:string">
        <xsd:attribute name="href" use="required" type="xsd:IDREF"/>
      </xsd:extension>
    </xsd:simpleContent>
  </xsd:complexType>
  <xsd:complexType name="BusinessCenters">
    <xsd:annotation>
      <xsd:documentation xml:lang="en">
        A type for defining financial business centers used in
        determining whether a day is a business day or not. A list of
        business centers may be ordered in the document alphabetically
        based on business center code. An FpML document containing an
        unordered business center list is still regarded as a
        conformant document.
      </xsd:documentation>
    </xsd:annotation>
    <xsd:sequence>
      <xsd:element name="businessCenter" type="BusinessCenter" maxOccurs="unbounded"/>
    </xsd:sequence>
    <xsd:attribute name="id" type="xsd:ID"/>
  </xsd:complexType>
  <xsd:complexType name="BusinessCentersReference">
    <xsd:annotation>
      <xsd:documentation xml:lang="en">
        A pointer style reference to a set of financial business
        centers defined elsewhere in the document. This set of business
        centers is used to determine whether a particular day is a
        business day or not.
      </xsd:documentation>
    </xsd:annotation>
    <xsd:attribute name="href" use="required" type="xsd:IDREF"/>
  </xsd:complexType>
  <xsd:complexType name="BusinessDateRange">
    <xsd:annotation>
      <xsd:documentation xml:lang="en">
        A type defining a range of contiguous business days by defining
        an unadjusted first date, an unadjusted last date and a
        business day convention and business centers for adjusting the
        first and last dates if they would otherwise fall on a non
        business day in the specified business centers. The days
        between the first and last date must also be good business days
        in the specified centers to be counted in the range.
      </xsd:documentation>
    </xsd:annotation>
    <xsd:complexContent>
      <xsd:extension base="DateRange">
        <xsd:sequence>
          <xsd:element name="businessDayConvention" type="BusinessDayConventionEnum">
            <xsd:annotation>
              <xsd:documentation xml:lang="en">
                The convention for adjusting a date if it would
                otherwise fall on a day that is not a business day.
              </xsd:documentation>
            </xsd:annotation>
          </xsd:element>
          <xsd:choice minOccurs="0">
            <xsd:group ref="BusinessCentersOrReference.model"/>
          </xsd:choice>
        </xsd:sequence>
      </xsd:extension>
    </xsd:complexContent>
  </xsd:complexType>
  <xsd:complexType name="BusinessDayAdjustments">
    <xsd:annotation>
      <xsd:documentation xml:lang="en">
        A type defining the business day convention and financial
        business centers used for adjusting any relevant date if it
        would otherwise fall on a day that is not a business day in the
        specified business centers.
      </xsd:documentation>
    </xsd:annotation>
    <xsd:sequence>
      <xsd:element name="businessDayConvention" type="BusinessDayConventionEnum">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">
            The convention for adjusting a date if it would otherwise
            fall on a day that is not a business day.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:element>
      <xsd:choice minOccurs="0">
        <xsd:group ref="BusinessCentersOrReference.model"/>
      </xsd:choice>
    </xsd:sequence>
    <xsd:attribute name="id" type="xsd:ID"/>
  </xsd:complexType>
  <xsd:complexType name="BusinessDayAdjustmentsReference">
    <xsd:attribute name="href" use="required" type="xsd:IDREF"/>
  </xsd:complexType>
  <xsd:complexType name="CalculationAgent">
    <xsd:annotation>
      <xsd:documentation xml:lang="en">
        A type defining the ISDA calcuation agent responsible for
        performing duties as defined in the applicable product
        definitions.
      </xsd:documentation>
    </xsd:annotation>
    <xsd:choice>
      <xsd:element name="calculationAgentPartyReference" type="PartyReference" maxOccurs="unbounded">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">
            A pointer style reference to a party identifier defined
            elsewhere in the document. The party referenced is the ISDA
            Calculation Agent for the trade. If more than one party is
            referenced then the parties are assumed to be
            co-calculation agents, i.e. they have joint reponsibility.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:element>
      <xsd:element name="calculationAgentParty" type="CalculationAgentPartyEnum">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">
            The ISDA Calculation Agent where the actual party
            responsible for performing the duties associated with an
            optional early termination provision will be determined at
            exercise. For example, the Calculation Agent may be defined
            as being the Non-exercising Party.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:element>
    </xsd:choice>
  </xsd:complexType>
  <xsd:complexType name="CalculationPeriodFrequency">
    <xsd:annotation>
      <xsd:documentation xml:lang="en">
        A type defining the frequency at which calculation period end
        dates occur within the regular part of the calculation period
        schedule and thier roll date convention.
      </xsd:documentation>
    </xsd:annotation>
    <xsd:complexContent>
      <xsd:extension base="Interval">
        <xsd:sequence>
          <xsd:element name="rollConvention" type="RollConventionEnum">
            <xsd:annotation>
              <xsd:documentation xml:lang="en">
                Used in conjunction with a frequency and the regular
                period start date of a calculation period, determines
                each calculation period end date within the regular
                part of a calculation period schedule.
              </xsd:documentation>
            </xsd:annotation>
          </xsd:element>
        </xsd:sequence>
      </xsd:extension>
    </xsd:complexContent>
  </xsd:complexType>
  <xsd:complexType name="DateRange">
    <xsd:annotation>
      <xsd:documentation xml:lang="en">
        A type defining a contiguous series of calendar dates. The date
        range is defined as all the dates between and including the
        first and the last date. The first date must fall before the
        last date.
      </xsd:documentation>
    </xsd:annotation>
    <xsd:sequence>
      <xsd:element name="unadjustedFirstDate" type="xsd:date">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">
            The first date of a date range.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:element>
      <xsd:element name="unadjustedLastDate" type="xsd:date">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">
            The last date of a date range.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:element>
    </xsd:sequence>
  </xsd:complexType>
  <xsd:complexType name="DateRelativeTo">
    <xsd:annotation>
      <xsd:documentation xml:lang="en">
        Specifies the anchor as an href attribute. The href attribute
        value is a pointer style reference to the element or component
        elsewhere in the document where the anchor date is defined.
      </xsd:documentation>
    </xsd:annotation>
    <xsd:attribute name="href" use="required" type="xsd:IDREF"/>
  </xsd:complexType>
  <xsd:complexType name="Documentation">
    <xsd:annotation>
      <xsd:documentation xml:lang="en">
        An entity for defining the definitions that govern the document
        and should include the year and type of definitions referenced,
        along with any relevant documentation (such as master
        agreement) and the date it was signed.
      </xsd:documentation>
    </xsd:annotation>
    <xsd:sequence>
      <xsd:element name="masterAgreement" type="MasterAgreement" minOccurs="0">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">
            The agreement executed between the parties and intended to
            govern all OTC derivatives transactions between those
            parties.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:element>
      <xsd:element name="masterConfirmation" type="MasterConfirmation" minOccurs="0">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">
            The agreement executed between the parties and intended to
            govern all OTC derivatives transactions between those
            parties.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:element>
      <xsd:element name="contractualDefinitions" type="ContractualDefinitions" minOccurs="0" maxOccurs="unbounded">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">
            The definitions (such as those published by ISDA) published
            by ISDA that will define the terms of the trade.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:element>
      <xsd:element name="contractualSupplement" type="ContractualSupplement" minOccurs="0" maxOccurs="unbounded">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">
            A contractual supplement (such as those published by ISDA)
            that will apply to the trade.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:element>
      <xsd:element name="creditSupportDocument" type="xsd:string" minOccurs="0">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">
            The agreement executed between the parties and intended to
            govern collateral arrangement for all OTC derivatives
            transactions between those parties.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:element>
    </xsd:sequence>
  </xsd:complexType>
  <xsd:complexType name="EuropeanExercise">
    <xsd:annotation>
      <xsd:documentation xml:lang="en">
        A type defining the exercise period for a European style option
        together with any rules governing the notional amount of the
        underlying which can be exercised on any given exercise date
        and any associated exercise fees.
      </xsd:documentation>
    </xsd:annotation>
    <xsd:complexContent>
      <xsd:extension base="Exercise">
        <xsd:sequence>
          <xsd:element name="expirationDate" type="AdjustableOrRelativeDate">
            <xsd:annotation>
              <xsd:documentation xml:lang="en">
                The last day within an exercise period for an American
                style option. For a European style option it is the
                only day within the exercise period.
              </xsd:documentation>
            </xsd:annotation>
          </xsd:element>
          <xsd:element name="relevantUnderlyingDate" type="AdjustableOrRelativeDates" minOccurs="0">
            <xsd:annotation>
              <xsd:documentation xml:lang="en">
                The daye on the underlying set by the exercise of an
                option. What this date is depends on the option (e.g.
                in a swaption it is the effective date, in an
                extendible/cancelable provision it is the termination
                date).
              </xsd:documentation>
            </xsd:annotation>
          </xsd:element>
          <xsd:element name="earliestExerciseTime" type="BusinessCenterTime">
            <xsd:annotation>
              <xsd:documentation xml:lang="en">
                The earliest time at which notice of exercise can be
                given by the buyer to the seller (or seller's agent) i)
                on the expriation date, in the case of a European style
                option, (ii) on each bermuda option exercise date and
                the expiration date, in the case of a Bermudan style
                option the commencement date to, and including, the
                expiration date , in the case of an American option.
              </xsd:documentation>
            </xsd:annotation>
          </xsd:element>
          <xsd:element name="expirationTime" type="BusinessCenterTime">
            <xsd:annotation>
              <xsd:documentation xml:lang="en">
                The latest time for exercise on expirationDate.
              </xsd:documentation>
            </xsd:annotation>
          </xsd:element>
          <xsd:element name="partialExercise" type="PartialExercise" minOccurs="0">
            <xsd:annotation>
              <xsd:documentation xml:lang="en">
                As defined in the 2000 ISDA Definitions, Section 12.3.
                Partial Exercise, the buyer of the option has the right
                to exercise all or less than all the notional amount of
                the underlying swap on the expiration date, but may not
                exercise less than the minimum notional amount, and if
                an integral multiple amount is specified, the notional
                amount exercised must be equal to, or be an integral
                multiple of, the integral multiple amount.
              </xsd:documentation>
            </xsd:annotation>
          </xsd:element>
          <xsd:element name="exerciseFee" type="ExerciseFee" minOccurs="0">
            <xsd:annotation>
              <xsd:documentation xml:lang="en">
                A fee to be paid on exercise. This could be represented
                as an amount or a rate and notional reference on which
                to apply the rate.
              </xsd:documentation>
            </xsd:annotation>
          </xsd:element>
        </xsd:sequence>
      </xsd:extension>
    </xsd:complexContent>
  </xsd:complexType>
  <xsd:complexType name="Exercise">
    <xsd:annotation>
      <xsd:documentation xml:lang="en">
        The abstract base class for all types which define way in which
        options may be exercised.
      </xsd:documentation>
    </xsd:annotation>
    <xsd:attribute name="id" type="xsd:ID"/>
  </xsd:complexType>
  <xsd:complexType name="ExerciseFee">
    <xsd:annotation>
      <xsd:documentation xml:lang="en">
        A type defining the fee payable on exercise of an option. This
        fee may be defined as an amount or a percentage of the notional
        exercised.
      </xsd:documentation>
    </xsd:annotation>
    <xsd:sequence>
      <xsd:group ref="PayerReceiver.model"/>
      <xsd:element name="notionalReference" type="NotionalReference"/>
      <xsd:choice>
        <xsd:element name="feeAmount" type="xsd:decimal">
          <xsd:annotation>
            <xsd:documentation xml:lang="en">
              The amount of fee to be paid on exercise. The fee
              currency is that of the referenced notional.
            </xsd:documentation>
          </xsd:annotation>
        </xsd:element>
        <xsd:element name="feeRate" type="xsd:decimal">
          <xsd:annotation>
            <xsd:documentation xml:lang="en">
              A fee represented as a percentage of some referenced
              notional. A percentage of 5% would be represented as
              0.05.
            </xsd:documentation>
          </xsd:annotation>
        </xsd:element>
      </xsd:choice>
      <xsd:element name="feePaymentDate" type="RelativeDateOffset">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">
            The date on which exercise fee(s) will be paid. It is
            specified as a relative date.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:element>
    </xsd:sequence>
  </xsd:complexType>
  <xsd:complexType name="ExerciseFeeSchedule">
    <xsd:annotation>
      <xsd:documentation xml:lang="en">
        A type to define a fee or schedule of fees to be payable on the
        exercise of an option. This fee may be defined as an amount or
        a percentage of the notional exercised.
      </xsd:documentation>
    </xsd:annotation>
    <xsd:sequence>
      <xsd:group ref="PayerReceiver.model"/>
      <xsd:element name="notionalReference" type="NotionalReference"/>
      <xsd:choice>
        <xsd:element name="feeAmountSchedule" type="AmountSchedule">
          <xsd:annotation>
            <xsd:documentation xml:lang="en">
              The exercise fee amount schedule. The fees are expressed
              as currency amounts. The currency of the fee is assumed
              to be that of the notional schedule referenced.
            </xsd:documentation>
          </xsd:annotation>
        </xsd:element>
        <xsd:element name="feeRateSchedule" type="Schedule">
          <xsd:annotation>
            <xsd:documentation xml:lang="en">
              The exercise free rate schedule. The fees are expressed
              as percentage rates of the notional being exercised. The
              currency of the fee is assumed to be that of the notional
              schedule referenced.
            </xsd:documentation>
          </xsd:annotation>
        </xsd:element>
      </xsd:choice>
      <xsd:element name="feePaymentDate" type="RelativeDateOffset">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">
            The date on which exercise fee(s) will be paid. It is
            specified as a relative date.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:element>
    </xsd:sequence>
  </xsd:complexType>
  <xsd:complexType name="ExerciseNotice">
    <xsd:annotation>
      <xsd:documentation xml:lang="en">
        A type defining to whom and where notice of execution should be
        given. The partyReference refers to one of the principal
        parties of the trade. If present the
        exerciseNoticePartyReference refers to a party, other than the
        principal party, to whome notice should be given.
      </xsd:documentation>
    </xsd:annotation>
    <xsd:sequence>
      <xsd:element name="partyReference" type="PartyReference">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">
            A pointer style reference to a party identifier defined
            elsewhere in the document. The party referenced has
            allocated the trade identifier.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:element>
      <xsd:element name="exerciseNoticePartyReference" type="PartyReference" minOccurs="0">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">
            A pointer style reference to a party identifier defined
            elsewhere in the document. The party referenced is the
            party to which notice of exercise should be given by the
            buyer.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:element>
      <xsd:element name="businessCenter" type="BusinessCenter"/>
    </xsd:sequence>
  </xsd:complexType>
  <xsd:complexType name="ExerciseProcedure">
    <xsd:annotation>
      <xsd:documentation xml:lang="en">
        A type describing how notice of exercise should be given. This
        can be either manual or automatic.
      </xsd:documentation>
    </xsd:annotation>
    <xsd:sequence>
      <xsd:choice>
        <xsd:element name="manualExercise" type="ManualExercise">
          <xsd:annotation>
            <xsd:documentation xml:lang="en">
              Specifies that the notice of exercise must be given by
              the buyer to the seller or seller's agent.
            </xsd:documentation>
          </xsd:annotation>
        </xsd:element>
        <xsd:element name="automaticExercise" type="AutomaticExercise">
          <xsd:annotation>
            <xsd:documentation xml:lang="en">
              If automatic is specified then the notional amount of the
              underlying swap, not previously exercised under the
              swaption will be automatically exercised at the
              expriration time on the expiration date if at such time
              the buyer is in-the-money, provided that the difference
              between the settlement rate and the fixed rate under the
              relevant underlying swap is not less than the specified
              threshold rate. The term in-the-money is assumed to have
              the meaning defining in the 2000 ISDA Definitions,
              Section 17.4 In-the-money.
            </xsd:documentation>
          </xsd:annotation>
        </xsd:element>
      </xsd:choice>
      <xsd:element name="followUpConfirmation" type="xsd:boolean">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">
            A flag to indicate whether follow-up confirmation of
            exercise (written or electronic) is required following
            telephonic notice by the buyer to the seller or seller's
            agent.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:element>
    </xsd:sequence>
  </xsd:complexType>
  <xsd:complexType name="FxRate">
    <xsd:annotation>
      <xsd:documentation xml:lang="en">
        A type describing the rate of a currency conversion: pair of
        currency, quotation mode and exchange rate.
      </xsd:documentation>
    </xsd:annotation>
    <xsd:sequence>
      <xsd:element name="quotedCurrencyPair" type="QuotedCurrencyPair">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">
            Defines the two currencies for an FX trade and the
            quotation relationship between the two currencies.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:element>
      <xsd:element name="rate" type="xsd:decimal">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">
            The rate of exchange between the two currencies of the leg
            of a deal. Must be specified with a quote basis.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:element>
    </xsd:sequence>
  </xsd:complexType>
  <xsd:complexType name="QuotedCurrencyPair">
    <xsd:annotation>
      <xsd:documentation xml:lang="en">
        A type that describes the composition of a rate that has been
        quoted or is to be quoted. This includes the two currencies and
        the quotation relationship between the two currencies and is
        used as a building block throughout the FX specification.
      </xsd:documentation>
    </xsd:annotation>
    <xsd:sequence>
      <xsd:element name="currency1" type="Currency">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">
            The first currency specified when a pair of currencies is
            to be evaluated.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:element>
      <xsd:element name="currency2" type="Currency">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">
            The second currency specified when a pair of currencies is
            to be evaluated.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:element>
      <xsd:element name="quoteBasis" type="QuoteBasisEnum">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">
            The method by which the exchange rate is quoted.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:element>
    </xsd:sequence>
  </xsd:complexType>
  <xsd:complexType name="FxSpotRateSource">
    <xsd:annotation>
      <xsd:documentation xml:lang="en">
        A type defining the source and time for an fx rate.
      </xsd:documentation>
    </xsd:annotation>
    <xsd:sequence>
      <xsd:element name="primaryRateSource" type="InformationSource">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">
            The primary source for where the rate observation will
            occur. Will typically be either a page or a reference bank
            published rate.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:element>
      <xsd:element name="secondaryRateSource" type="InformationSource" minOccurs="0">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">
            An alternative, or secondary, source for where the rate
            observation will occur. Will typically be either a page or
            a reference bank published rate.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:element>
      <xsd:element name="fixingTime" type="BusinessCenterTime">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">
            The time at which the spot currency exchange rate will be
            observed. It is specified as a time in a specific business
            center, e.g. 11:00am London time.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:element>
    </xsd:sequence>
  </xsd:complexType>
  <xsd:complexType name="InformationSource">
    <xsd:annotation>
      <xsd:documentation xml:lang="en">
        A type defining the source for a piece of information (e.g. a
        rate refix or an fx fixing).
      </xsd:documentation>
    </xsd:annotation>
    <xsd:sequence>
      <xsd:element name="rateSource" type="InformationProvider">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">
            An information source for obtaining a market rate. For
            example Bloomberg, Reuters, Telerate etc.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:element>
      <xsd:element name="rateSourcePage" type="RateSourcePage" minOccurs="0">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">
            A specific page for the rate source for obtaining a market
            rate.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:element>
      <xsd:element name="rateSourcePageHeading" type="xsd:string" minOccurs="0">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">
            The heading for the rate source on a given rate source
            page.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:element>
    </xsd:sequence>
  </xsd:complexType>
  <xsd:complexType name="Interval">
    <xsd:annotation>
      <xsd:documentation xml:lang="en">
        A type defining a time interval or offset, e.g. one day, three
        months. Used for specifying frequencies at which events occur,
        the tenor of a floating rate or an offset relative to another
        date.
      </xsd:documentation>
    </xsd:annotation>
    <xsd:sequence>
      <xsd:element name="periodMultiplier" type="xsd:integer">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">
            A time period multiplier, e.g. 1, 2 or 3 etc. A negative
            value can be used when specifying an offset relative to
            another date, e.g. -2 days. If the period value is T (Term)
            then periodMultiplier must contain the value 1.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:element>
      <xsd:element name="period" type="PeriodEnum">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">
            A time period, e.g. a day, week, month, year or term of the
            stream. If the periodMultiplier value is 0 (zero) then
            period must contain the value D (day).
          </xsd:documentation>
        </xsd:annotation>
      </xsd:element>
    </xsd:sequence>
    <xsd:attribute name="id" type="xsd:ID"/>
  </xsd:complexType>
  <xsd:complexType name="IntradocumentReference">
    <xsd:annotation>
      <xsd:documentation>
        A reference to an element within the document
      </xsd:documentation>
    </xsd:annotation>
    <xsd:attribute name="href" use="required" type="xsd:IDREF"/>
  </xsd:complexType>
  <xsd:complexType name="ManualExercise">
    <xsd:annotation>
      <xsd:documentation xml:lang="en">
        A type defining manual exercise, i.e. that the option buyer
        counterparty must give notice to the option seller of exercise.
      </xsd:documentation>
    </xsd:annotation>
    <xsd:sequence>
      <xsd:element name="exerciseNotice" type="ExerciseNotice" minOccurs="0">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">
            Definition of the party to whom notice of exercise should
            be given.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:element>
      <xsd:element name="fallbackExercise" type="xsd:boolean" minOccurs="0">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">
            If fallback exercise is specified then the notional amount
            of the underlying swap, not previously exercised under the
            swaption, will be automatically exercised at the expiration
            time on the expiration date if at such time the buyer is
            in-the-money, provided that the difference between the
            settlement rate and the fixed rate under the relevant
            underlying swap is not less than one tenth of a percentage
            point (0.10% or 0.001). The term in-the-money is assumed to
            have the meaning defined in the 2000 ISDA Definitions,
            Section 17.4. In-the-money.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:element>
    </xsd:sequence>
  </xsd:complexType>
  <xsd:complexType name="MasterAgreement">
    <xsd:annotation>
      <xsd:documentation xml:lang="en">
        An entity for defining the agreement executed between the
        parties and intended to govern all OTC derivatives transactions
        between those parties.
      </xsd:documentation>
    </xsd:annotation>
    <xsd:sequence>
      <xsd:element name="masterAgreementType" type="MasterAgreementType">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">
            The agreement executed between the parties and intended to
            govern product-specific derivatives transactions between
            those parties.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:element>
      <xsd:element name="masterAgreementDate" type="xsd:date" minOccurs="0">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">
            The date on which the master agreement was signed.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:element>
    </xsd:sequence>
  </xsd:complexType>
  <xsd:complexType name="MasterConfirmation">
    <xsd:annotation>
      <xsd:documentation xml:lang="en">
        An entity for defining the master confirmation agreement
        executed between the parties.
      </xsd:documentation>
    </xsd:annotation>
    <xsd:sequence>
      <xsd:element name="masterConfirmationType" type="MasterConfirmationType">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">
            The type of master confirmation executed between the
            parties.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:element>
      <xsd:element name="masterConfirmationDate" type="xsd:date">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">
            The date of the confirmation executed between the parties
            and intended to govern all relevant transactions between
            those parties.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:element>
      <xsd:element name="masterConfirmationAnnexDate" type="xsd:date" minOccurs="0">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">
            The date that an annex to the master confirmation was
            executed between the parties.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:element>
    </xsd:sequence>
  </xsd:complexType>
  <xsd:complexType name="Money">
    <xsd:annotation>
      <xsd:documentation xml:lang="en">
        A type defining a currency amount.
      </xsd:documentation>
    </xsd:annotation>
    <xsd:sequence>
      <xsd:element name="currency" type="Currency">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">
            The currency in which an amount is denominated.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:element>
      <xsd:element name="amount" type="xsd:decimal">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">
            The monetary quantity in currency units.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:element>
    </xsd:sequence>
  </xsd:complexType>
  <xsd:complexType name="MultipleExercise">
    <xsd:annotation>
      <xsd:documentation xml:lang="en">
        A type definint multiple exercise. As defining in the 200 ISDA
        Definitions, Section 12.4. Multiple Exercise, the buyer of the
        option has the right to exercise all or less than all the
        unexercised notional amount of the underlying swap on one or
        more days in the exercise period, but on any such day may not
        exercise less than the minimum notional amount or more than the
        maximum notional amount, and if an integral multiple amount is
        specified, the notional exercised must be equal to or, be an
        integral multiple of, the integral multiple amount.
      </xsd:documentation>
    </xsd:annotation>
    <xsd:complexContent>
      <xsd:extension base="PartialExercise">
        <xsd:sequence>
          <xsd:element name="maximumNotionalAmount" type="xsd:decimal" minOccurs="0">
            <xsd:annotation>
              <xsd:documentation xml:lang="en">
                The maximum notional amount that can be exercised on a
                given exercise date.
              </xsd:documentation>
            </xsd:annotation>
          </xsd:element>
        </xsd:sequence>
      </xsd:extension>
    </xsd:complexContent>
  </xsd:complexType>
  <xsd:complexType name="NotionalReference">
    <xsd:annotation>
      <xsd:documentation xml:lang="en">
        A pointer style reference to the associated notional schedule
        defined elsewhere in the document.
      </xsd:documentation>
    </xsd:annotation>
    <xsd:attribute name="href" use="required" type="xsd:IDREF"/>
  </xsd:complexType>
  <xsd:complexType name="Offset">
    <xsd:annotation>
      <xsd:documentation xml:lang="en">
        A type defining an offset used in calculating a new date
        relative to a reference date. Currently, the only offsets
        defined are expected to be expressed as either calendar or
        business day offsets.
      </xsd:documentation>
    </xsd:annotation>
    <xsd:complexContent>
      <xsd:extension base="Interval">
        <xsd:sequence>
          <xsd:element name="dayType" type="DayTypeEnum" minOccurs="0">
            <xsd:annotation>
              <xsd:documentation xml:lang="en">
                In the case of an offset specified as a number of days,
                this element defines whether consideration is given as
                to whether a day is a good business day or not. If a
                day type of business days is specified then
                non-business days are ignored when calculating the
                offset. The financial business centers to use for
                determination of business days are implied by the
                context in which this element is used. This element
                must only be included when the offset is specified as a
                number of days. If the offset is zero days then the
                dayType element should not be included.
              </xsd:documentation>
            </xsd:annotation>
          </xsd:element>
        </xsd:sequence>
      </xsd:extension>
    </xsd:complexContent>
  </xsd:complexType>
  <xsd:complexType name="PartialExercise">
    <xsd:annotation>
      <xsd:documentation xml:lang="en">
        A type defining partial exercise. As defined in the 2000 ISDA
        Definitions, Section 12.3 Partial Exercise, the buyer of the
        option may exercise all or less than all the notional amount of
        the underlying swap but may not be less than the minimum
        notional amount (if specified) and must be an integral multiple
        of the integral multiple amount if specified.
      </xsd:documentation>
    </xsd:annotation>
    <xsd:sequence>
      <xsd:element name="notionalReference" type="NotionalReference" maxOccurs="unbounded"/>
      <xsd:element name="integralMultipleAmount" type="xsd:decimal" minOccurs="0">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">
            A notional amount which restricts the amount of notional
            that can be exercised when partial exercise or multiple
            exercise is applicable. The integral multiple amount
            defines a lower limit of notional that can be exercised and
            also defines a unit multiple of notional that can be
            exercised, i.e. only integer multiples of this amount can
            be exercised.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:element>
      <xsd:element name="minimumNotionalAmount" type="xsd:decimal">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">
            The minimum notional amount that can be exercised on a
            given exercise date. See multipleExercise.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:element>
    </xsd:sequence>
  </xsd:complexType>
  <xsd:complexType name="DateReference">
    <xsd:annotation>
      <xsd:documentation>
        A reference to a date element within this document.
      </xsd:documentation>
    </xsd:annotation>
    <xsd:attribute name="href" use="required" type="xsd:IDREF"/>
  </xsd:complexType>
  <xsd:complexType name="PartyReference">
    <xsd:annotation>
      <xsd:documentation>
        A reference to a party element within this document.
      </xsd:documentation>
    </xsd:annotation>
    <xsd:attribute name="href" use="required" type="xsd:IDREF"/>
  </xsd:complexType>
  <xsd:complexType name="ProductReference">
    <xsd:annotation>
      <xsd:documentation>
        A reference to a product element within this document.
      </xsd:documentation>
    </xsd:annotation>
    <xsd:attribute name="href" use="required" type="xsd:IDREF"/>
  </xsd:complexType>
  <xsd:complexType name="Payment">
    <xsd:annotation>
      <xsd:documentation xml:lang="en">
        A type for defining payments
      </xsd:documentation>
    </xsd:annotation>
    <xsd:sequence>
      <xsd:group ref="PayerReceiver.model"/>
      <xsd:element name="paymentAmount" type="Money">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">
            The currency amount of the payment.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:element>
      <xsd:element name="paymentDate" type="AdjustableDate" minOccurs="0">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">
            The payment date. This date is subject to adjustment in
            accordance with any applicable business day convention.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:element>
      <xsd:element name="adjustedPaymentDate" type="xsd:date" minOccurs="0">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">
            The adjusted payment date. This date should already be
            adjusted for any applicable business day convention. This
            component is not intended for use in trade confirmation but
            my be specified to allow the fee structure to also serve as
            a cashflow type component (all dates the the Cashflows type
            are adjusted payment dates).
          </xsd:documentation>
        </xsd:annotation>
      </xsd:element>
      <xsd:element name="paymentType" type="PaymentType" minOccurs="0">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">
            A classification of the type of fee or additional payment,
            e.g. brokerage, upfront fee etc. FpML does not define
            domain values for this element.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:element>
      <xsd:element name="settlementInformation" type="SettlementInformation" minOccurs="0">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">
            The information required to settle a currency payment that
            results from a trade.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:element>
    </xsd:sequence>
  </xsd:complexType>
  <xsd:complexType name="Product">
    <xsd:annotation>
      <xsd:documentation xml:lang="en">
        The base type which all FpML products extend.
      </xsd:documentation>
    </xsd:annotation>
    <xsd:sequence>
      <xsd:element name="productType" type="ProductType" minOccurs="0">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">
            A classification of the type of product. FpML does not
            define domain values for this element.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:element>
      <xsd:element name="productId" type="ProductId" minOccurs="0" maxOccurs="unbounded">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">
            A product reference identifier allocated by a party. FpML
            does not define the domain values associated with this
            element. Note that the domain values for this element are
            not strictly an enumerated list.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:element>
    </xsd:sequence>
    <xsd:attribute name="id" type="xsd:ID"/>
  </xsd:complexType>
  <xsd:complexType name="RateObservation">
    <xsd:annotation>
      <xsd:documentation xml:lang="en">
        A type defining parameters associated with an individual
        observation or fixing. This type forms part of the cashflow
        representation of a stream.
      </xsd:documentation>
    </xsd:annotation>
    <xsd:sequence>
      <xsd:element name="resetDate" type="xsd:date" minOccurs="0">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">
            The reset date.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:element>
      <xsd:element name="adjustedFixingDate" type="xsd:date" minOccurs="0">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">
            The adjusted fixing date, i.e. the actual date the rate is
            observed. The date should already be adjusted for any
            applicable business day convention.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:element>
      <xsd:element name="observedRate" type="xsd:decimal" minOccurs="0">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">
            The actual observed rate before any required rate treatment
            is applied, e.g. before converting a rate quoted on a
            discount basis to an equivalent yield. An observed rate of
            5% would be represented as 0.05.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:element>
      <xsd:element name="treatedRate" type="xsd:decimal" minOccurs="0">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">
            The observed rate after any required rate treatment is
            applied. A treated rate of 5% would be represented as 0.05.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:element>
      <xsd:element name="observationWeight" type="xsd:positiveInteger">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">
            The number of days weighting to be associated with the rate
            observation, i.e. the number of days such rate is in
            effect. This is applicable in the case of a weighted
            average method of calculation where more than one reset
            date is established for a single calculation period.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:element>
      <xsd:element name="rateReference" type="IntradocumentReference" minOccurs="0">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">
            A pointer style reference to a floating rate component
            defined as part of a stub calculation period amount
            component. It is only required when it is necessary to
            distinguish two rate observations for the same fixing date
            which could occur when linear interpolation of two
            different rates occurs for a stub calculation period.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:element>
    </xsd:sequence>
    <xsd:attribute name="id" type="xsd:ID"/>
  </xsd:complexType>
  <xsd:complexType name="ReferenceBank">
    <xsd:annotation>
      <xsd:documentation xml:lang="en">
        A type to describe an institution (party) identified by means
        of a coding scheme and an optional name.
      </xsd:documentation>
    </xsd:annotation>
    <xsd:sequence>
      <xsd:element name="referenceBankId" type="ReferenceBankId">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">
            An institution (party) identifier, e.g. a bank identifier
            code (BIC).
          </xsd:documentation>
        </xsd:annotation>
      </xsd:element>
      <xsd:element name="referenceBankName" type="xsd:string" minOccurs="0">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">
            The name of the institution (party). A free format string.
            FpML does not define usage rules for the element.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:element>
    </xsd:sequence>
  </xsd:complexType>
  <xsd:complexType name="RelativeDates">
    <xsd:annotation>
      <xsd:documentation xml:lang="en">
        A type describing a set of dates defined as relative to another
        set of dates.
      </xsd:documentation>
    </xsd:annotation>
    <xsd:complexContent>
      <xsd:extension base="RelativeDateOffset">
        <xsd:sequence>
          <xsd:element name="periodSkip" type="xsd:positiveInteger" minOccurs="0">
            <xsd:annotation>
              <xsd:documentation xml:lang="en">
                The number of periods in the referenced date schedule
                that are between each date in the relative date
                schedule. Thus a skip of 2 would mean that dates are
                relative to every second date in the referenced
                schedule. If present this should have a value greater
                than 1.
              </xsd:documentation>
            </xsd:annotation>
          </xsd:element>
          <xsd:element name="scheduleBounds" type="DateRange" minOccurs="0">
            <xsd:annotation>
              <xsd:documentation xml:lang="en">
                The first and last dates of a schedule. This can be
                used to restrict the range of values in a reference
                series of dates.
              </xsd:documentation>
            </xsd:annotation>
          </xsd:element>
        </xsd:sequence>
      </xsd:extension>
    </xsd:complexContent>
  </xsd:complexType>
  <xsd:complexType name="RelativeDateOffset">
    <xsd:annotation>
      <xsd:documentation xml:lang="en">
        A type defining a date (referred to as the derived date) as a
        relative offset from another date (referred to as the anchor
        date). If the anchor date is itself an adjustable date then the
        offset is assumed to be calculated from the adjusted anchor
        date. A number of different scenarios can be supported, namely;
        1) the derived date my simply be a number of calendar periods
        (days, weeks, months or years) preceding or following the
        anchor date; 2) the unadjusted derived date may be a number of
        calendar periods(days, weeks, months or years) preceding or
        following the anchor date with the resulting unadjusted derived
        date subject to adjustment in accordance with a specified
        business day convention, i.e. the derived date must fall on a
        good business day; 3) the derived date may be a number of
        business days preceding or following the anchor date. Note that
        the businessDayConvention specifies any required adjustment to
        the unadjusted derived date. A negative or positive value in
        the periodMultiplier indicates whether the unadjusted derived
        precedes or follows the anchor date. The businessDayConvention
        should contain a value NONE if the day type element contains a
        value of Business (since specifying a negative or positive
        business days offset would already guarantee that the derived
        date would fall on a good business day in the specified
        business centers).
      </xsd:documentation>
    </xsd:annotation>
    <xsd:complexContent>
      <xsd:extension base="Offset">
        <xsd:sequence>
          <xsd:element name="businessDayConvention" type="BusinessDayConventionEnum">
            <xsd:annotation>
              <xsd:documentation xml:lang="en">
                The convention for adjusting a date if it would
                otherwise fall on a day that is not a business day.
              </xsd:documentation>
            </xsd:annotation>
          </xsd:element>
          <xsd:group ref="BusinessCentersOrReference.model" minOccurs="0"/>
          <xsd:element name="dateRelativeTo" type="DateRelativeTo"/>
        </xsd:sequence>
      </xsd:extension>
    </xsd:complexContent>
  </xsd:complexType>
  <xsd:complexType name="Rounding">
    <xsd:annotation>
      <xsd:documentation xml:lang="en">
        A type defining a rounding direction and precision to be used
        in the rounding of a rate.
      </xsd:documentation>
    </xsd:annotation>
    <xsd:sequence>
      <xsd:element name="roundingDirection" type="RoundingDirectionEnum">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">
            Specifies the rounding direction.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:element>
      <xsd:element name="precision" type="xsd:nonNegativeInteger">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">
            Specifies the rounding precision in terms of a number of
            decimal places. Note how a percentage rate rounding of 5
            decimal places is expressed as a rounding precision of 7 in
            the FpML document since the percentage is expressed as a
            decimal, e.g. 9.876543% (or 0.09876543) being rounded to
            the nearest 5 decimal places is 9.87654% (or 0.0987654).
          </xsd:documentation>
        </xsd:annotation>
      </xsd:element>
    </xsd:sequence>
  </xsd:complexType>
  <xsd:complexType name="Schedule">
    <xsd:annotation>
      <xsd:documentation xml:lang="en">
        A type defining a schedule of rates or amounts in terms of an
        initial value and then a series of step date and value pairs.
        On each step date the rate or amount changes to the new step
        value. The series of step date and value pairs are optional. If
        not specified, this implies that the initial value remains
        unchanged over time.
      </xsd:documentation>
    </xsd:annotation>
    <xsd:sequence>
      <xsd:element name="initialValue" type="xsd:decimal">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">
            The initial rate or amount, as the case may be. An initial
            rate of 5% would be represented as 0.05.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:element>
      <xsd:element name="step" type="Step" minOccurs="0" maxOccurs="unbounded">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">
            The schedule of step date and value pairs. On each step
            date the associated step value becomes effective A list of
            steps may be ordered in the document by ascending step
            date. An FpML document containing an unordered list of
            steps is still regarded as a conformant document.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:element>
    </xsd:sequence>
  </xsd:complexType>
  <xsd:complexType name="SharedAmericanExercise">
    <xsd:annotation>
      <xsd:documentation xml:lang="en">
        TBA
      </xsd:documentation>
    </xsd:annotation>
    <xsd:complexContent>
      <xsd:extension base="Exercise">
        <xsd:sequence>
          <xsd:element name="commencementDate" type="AdjustableOrRelativeDate">
            <xsd:annotation>
              <xsd:documentation xml:lang="en">
                The first day of the exercise period for an American
                style option.
              </xsd:documentation>
            </xsd:annotation>
          </xsd:element>
          <xsd:element name="expirationDate" type="AdjustableOrRelativeDate">
            <xsd:annotation>
              <xsd:documentation xml:lang="en">
                The last day within an exercise period for an American
                style option. For a European style option it is the
                only day within the exercise period.
              </xsd:documentation>
            </xsd:annotation>
          </xsd:element>
          <xsd:element name="latestExerciseTime" type="BusinessCenterTime" minOccurs="0">
            <xsd:annotation>
              <xsd:documentation xml:lang="en">
                For a Bermudan or American style option, the latest
                time on an exercise business day (excluding the
                expiration date) within the exercise period that notice
                can be given by the buyer to the seller or seller's
                agent. Notice of exercise given after this time will be
                deemed to have been given on the next exercise business
                day.
              </xsd:documentation>
            </xsd:annotation>
          </xsd:element>
        </xsd:sequence>
      </xsd:extension>
    </xsd:complexContent>
  </xsd:complexType>
  <xsd:complexType name="Step">
    <xsd:annotation>
      <xsd:documentation xml:lang="en">
        A type defining a step date and step value pair. This step
        definitions are used to define varying rate or amount
        schedules, e.g. a notional amortization or a step-up coupon
        schedule.
      </xsd:documentation>
    </xsd:annotation>
    <xsd:sequence>
      <xsd:element name="stepDate" type="xsd:date">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">
            The date on which the associated stepValue becomes
            effective. This day may be subject to adjustment in
            accordance with a business day convention.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:element>
      <xsd:element name="stepValue" type="xsd:decimal">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">
            The rate or amount which becomes effective on the
            associated stepDate. A rate of 5% would be represented as
            0.05.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:element>
    </xsd:sequence>
    <xsd:attribute name="id" type="xsd:ID"/>
  </xsd:complexType>
  <xsd:complexType name="Strike">
    <xsd:annotation>
      <xsd:documentation xml:lang="en">
        A type describing a single cap or floor rate.
      </xsd:documentation>
    </xsd:annotation>
    <xsd:sequence>
      <xsd:element name="strikeRate" type="xsd:decimal">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">
            The rate for a cap or floor.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:element>
      <xsd:element name="buyer" minOccurs="0">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">
            The buyer of the option
          </xsd:documentation>
        </xsd:annotation>
        <xsd:complexType>
          <xsd:simpleContent>
            <xsd:extension base="PayerReceiverEnum">
              <xsd:attribute name="id" type="xsd:ID"/>
            </xsd:extension>
          </xsd:simpleContent>
        </xsd:complexType>
      </xsd:element>
      <xsd:element name="seller" minOccurs="0">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">
            The party that has sold.
          </xsd:documentation>
        </xsd:annotation>
        <xsd:complexType>
          <xsd:simpleContent>
            <xsd:extension base="PayerReceiverEnum">
              <xsd:attribute name="id" type="xsd:ID"/>
            </xsd:extension>
          </xsd:simpleContent>
        </xsd:complexType>
      </xsd:element>
    </xsd:sequence>
    <xsd:attribute name="id" type="xsd:ID"/>
  </xsd:complexType>
  <xsd:complexType name="StrikeSchedule">
    <xsd:annotation>
      <xsd:documentation xml:lang="en">
        A type describing a schedule of cap or floor rates.
      </xsd:documentation>
    </xsd:annotation>
    <xsd:complexContent>
      <xsd:extension base="Schedule">
        <xsd:sequence>
          <xsd:element name="buyer" minOccurs="0">
            <xsd:annotation>
              <xsd:documentation xml:lang="en">
                The buyer of the option
              </xsd:documentation>
            </xsd:annotation>
            <xsd:complexType>
              <xsd:simpleContent>
                <xsd:extension base="PayerReceiverEnum">
                  <xsd:attribute name="id" type="xsd:ID"/>
                </xsd:extension>
              </xsd:simpleContent>
            </xsd:complexType>
          </xsd:element>
          <xsd:element name="seller" minOccurs="0">
            <xsd:annotation>
              <xsd:documentation xml:lang="en">
                The party that has sold.
              </xsd:documentation>
            </xsd:annotation>
            <xsd:complexType>
              <xsd:simpleContent>
                <xsd:extension base="PayerReceiverEnum">
                  <xsd:attribute name="id" type="xsd:ID"/>
                </xsd:extension>
              </xsd:simpleContent>
            </xsd:complexType>
          </xsd:element>
        </xsd:sequence>
        <xsd:attribute name="id" type="xsd:ID"/>
      </xsd:extension>
    </xsd:complexContent>
  </xsd:complexType>
  <xsd:element name="americanExercise" type="AmericanExercise" substitutionGroup="exercise">
    <xsd:annotation>
      <xsd:documentation xml:lang="en">
        The parameters for defining the exercise period for an American
        style option together with any rules governing the notional
        amount of the underlying which can be exercised on any given
        exercise date and any associated exercise fees.
      </xsd:documentation>
    </xsd:annotation>
  </xsd:element>
  <xsd:element name="bermudaExercise" type="BermudaExercise" substitutionGroup="exercise">
    <xsd:annotation>
      <xsd:documentation xml:lang="en">
        The parameters for defining the exercise period for a Bermudan
        style option together with any rules governing the notional
        amount of the underlying which can be exercised on any given
        exercise date and any associated exercise fees.
      </xsd:documentation>
    </xsd:annotation>
  </xsd:element>
  <xsd:element name="europeanExercise" type="EuropeanExercise" substitutionGroup="exercise">
    <xsd:annotation>
      <xsd:documentation xml:lang="en">
        The parameters for defining the exercise period for a European
        style option together with any rules governing the notional
        amount of the underlying which can be exercised on any given
        exercise date and any associated exercise fees.
      </xsd:documentation>
    </xsd:annotation>
  </xsd:element>
  <xsd:element name="exercise" type="Exercise" abstract="true">
    <xsd:annotation>
      <xsd:documentation xml:lang="en">
        An placeholder for the actual option exercise definitions.
      </xsd:documentation>
    </xsd:annotation>
  </xsd:element>
  <xsd:element name="product" type="Product" abstract="true">
    <xsd:annotation>
      <xsd:documentation xml:lang="en">
        An abstract element used as a place holder for the substituting
        product elements.
      </xsd:documentation>
    </xsd:annotation>
  </xsd:element>
  <xsd:complexType name="TradeReference">
    <xsd:annotation>
      <xsd:documentation>
        A reference to a trade element within this document.
      </xsd:documentation>
    </xsd:annotation>
    <xsd:attribute name="href" use="required" type="xsd:IDREF"/>
  </xsd:complexType>
  <xsd:complexType name="AdjustableDate">
    <xsd:annotation>
      <xsd:documentation xml:lang="en">
        A type for defining a date that shall be subject to adjustment
        if it would otherwise fall on a day that is not a business day
        in the specified business centers, together with the convention
        for adjusting the date.
      </xsd:documentation>
    </xsd:annotation>
    <xsd:sequence>
      <xsd:element name="unadjustedDate">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">
            A date subject to adjustment.
          </xsd:documentation>
        </xsd:annotation>
        <xsd:complexType>
          <xsd:simpleContent>
            <xsd:extension base="xsd:date">
              <xsd:attribute name="id" type="xsd:ID"/>
            </xsd:extension>
          </xsd:simpleContent>
        </xsd:complexType>
      </xsd:element>
      <xsd:element name="dateAdjustments" type="BusinessDayAdjustments">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">
            The business day convention and financial business centers
            used for adjusting the date if it would otherwise fall on a
            day that is not a business dat in the specified business
            centers.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:element>
    </xsd:sequence>
    <xsd:attribute name="id" type="xsd:ID"/>
  </xsd:complexType>
  <xsd:complexType name="AdjustableDate2">
    <xsd:annotation>
      <xsd:documentation xml:lang="en">
        A type that is different from AdjustableDate in two regards.
        First, date adjustments can be specified with either a
        dateAdjustments element or a reference to an existing
        dateAdjustments element. Second, it does not require the
        specification of date adjustments.
      </xsd:documentation>
    </xsd:annotation>
    <xsd:sequence>
      <xsd:element name="unadjustedDate">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">
            A date subject to adjustment.
          </xsd:documentation>
        </xsd:annotation>
        <xsd:complexType>
          <xsd:simpleContent>
            <xsd:extension base="xsd:date">
              <xsd:attribute name="id" type="xsd:ID"/>
            </xsd:extension>
          </xsd:simpleContent>
        </xsd:complexType>
      </xsd:element>
      <xsd:choice minOccurs="0">
        <xsd:element name="dateAdjustments" type="BusinessDayAdjustments">
          <xsd:annotation>
            <xsd:documentation xml:lang="en">
              The business day convention and financial business
              centers used for adjusting the date if it would otherwise
              fall on a day that is not a business dat in the specified
              business centers.
            </xsd:documentation>
          </xsd:annotation>
        </xsd:element>
        <xsd:element name="dateAdjustmentsReference" type="BusinessDayAdjustmentsReference"/>
      </xsd:choice>
    </xsd:sequence>
    <xsd:attribute name="id" type="xsd:ID"/>
  </xsd:complexType>
  <xsd:complexType name="AdjustableDates">
    <xsd:annotation>
      <xsd:documentation xml:lang="en">
        A type for defining a series of dates that shall be subject to
        adjustment if they would otherwise fall on a day that is not a
        business day in the specified business centers, together with
        the convention for adjusting the dates.
      </xsd:documentation>
    </xsd:annotation>
    <xsd:sequence>
      <xsd:element name="unadjustedDate" maxOccurs="unbounded">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">
            A date subject to adjustment.
          </xsd:documentation>
        </xsd:annotation>
        <xsd:complexType>
          <xsd:simpleContent>
            <xsd:extension base="xsd:date">
              <xsd:attribute name="id" type="xsd:ID"/>
            </xsd:extension>
          </xsd:simpleContent>
        </xsd:complexType>
      </xsd:element>
      <xsd:element name="dateAdjustments" type="BusinessDayAdjustments">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">
            The business day convention and financial business centers
            used for adjusting the date if it would otherwise fall on a
            day that is not a business dat in the specified business
            centers.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:element>
    </xsd:sequence>
  </xsd:complexType>
  <xsd:complexType name="AdjustableOrRelativeDate">
    <xsd:annotation>
      <xsd:documentation xml:lang="en">
        A type giving the choice between defining a date as an explicit
        date together with applicable adjustments or as relative to
        some other (anchor) date.
      </xsd:documentation>
    </xsd:annotation>
    <xsd:choice>
      <xsd:element name="adjustableDate" type="AdjustableDate">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">
            A date that shall be subject to adjustment if it would
            otherwise fall on a day that is not a business day in the
            specified business centers, together with the convention
            for adjusting the date.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:element>
      <xsd:element name="relativeDate" type="RelativeDateOffset">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">
            A date specified as some offset to another date (the anchor
            date).
          </xsd:documentation>
        </xsd:annotation>
      </xsd:element>
    </xsd:choice>
    <xsd:attribute name="id" type="xsd:ID"/>
  </xsd:complexType>
  <xsd:complexType name="AdjustableOrRelativeDates">
    <xsd:annotation>
      <xsd:documentation xml:lang="en">
        A type giving the choice between defining a series of dates as
        an explicit list of dates together with applicable adjustments
        or as relative to some other series of (anchor) dates.
      </xsd:documentation>
    </xsd:annotation>
    <xsd:choice>
      <xsd:element name="adjustableDates" type="AdjustableDates">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">
            A series of dates that shall be subject to adjustment if
            they would otherwise fall on a day that is not a business
            day in the specified business centers, together with the
            convention for adjusting the date.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:element>
      <xsd:element name="relativeDates" type="RelativeDates">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">
            A series of dates specified as some offset to another
            series of dates (the anchor dates).
          </xsd:documentation>
        </xsd:annotation>
      </xsd:element>
    </xsd:choice>
    <xsd:attribute name="id" type="xsd:ID"/>
  </xsd:complexType>
  <xsd:complexType name="AmericanExercise">
    <xsd:annotation>
      <xsd:documentation xml:lang="en">
        A type defining the exercise period for an American style
        option together with any rules governing the notional amount of
        the underlying which can be exercised on any given exercise
        date and any associated exercise fees.
      </xsd:documentation>
    </xsd:annotation>
    <xsd:complexContent>
      <xsd:extension base="Exercise">
        <xsd:sequence>
          <xsd:element name="commencementDate" type="AdjustableOrRelativeDate">
            <xsd:annotation>
              <xsd:documentation xml:lang="en">
                The first day of the exercise period for an American
                style option.
              </xsd:documentation>
            </xsd:annotation>
          </xsd:element>
          <xsd:element name="expirationDate" type="AdjustableOrRelativeDate">
            <xsd:annotation>
              <xsd:documentation xml:lang="en">
                The last day within an exercise period for an American
                style option. For a European style option it is the
                only day within the exercise period.
              </xsd:documentation>
            </xsd:annotation>
          </xsd:element>
          <xsd:element name="relevantUnderlyingDate" type="AdjustableOrRelativeDates" minOccurs="0">
            <xsd:annotation>
              <xsd:documentation xml:lang="en">
                The daye on the underlying set by the exercise of an
                option. What this date is depends on the option (e.g.
                in a swaption it is the effective date, in an
                extendible/cancelable provision it is the termination
                date).
              </xsd:documentation>
            </xsd:annotation>
          </xsd:element>
          <xsd:element name="earliestExerciseTime" type="BusinessCenterTime">
            <xsd:annotation>
              <xsd:documentation xml:lang="en">
                The earliest time at which notice of exercise can be
                given by the buyer to the seller (or seller's agent) i)
                on the expriation date, in the case of a European style
                option, (ii) on each bermuda option exercise date and
                the expiration date, in the case of a Bermudan style
                option the commencement date to, and including, the
                expiration date , in the case of an American option.
              </xsd:documentation>
            </xsd:annotation>
          </xsd:element>
          <xsd:element name="latestExerciseTime" type="BusinessCenterTime" minOccurs="0">
            <xsd:annotation>
              <xsd:documentation xml:lang="en">
                For a Bermudan or American style option, the latest
                time on an exercise business day (excluding the
                expiration date) within the exercise period that notice
                can be given by the buyer to the seller or seller's
                agent. Notice of exercise given after this time will be
                deemed to have been given on the next exercise business
                day.
              </xsd:documentation>
            </xsd:annotation>
          </xsd:element>
          <xsd:element name="expirationTime" type="BusinessCenterTime">
            <xsd:annotation>
              <xsd:documentation xml:lang="en">
                The latest time for exercise on expirationDate.
              </xsd:documentation>
            </xsd:annotation>
          </xsd:element>
          <xsd:element name="multipleExercise" type="MultipleExercise" minOccurs="0">
            <xsd:annotation>
              <xsd:documentation xml:lang="en">
                As defined in the 2000 ISDA Definitions, Section 12.4.
                Multiple Exercise, the buyer of the option has the
                right to exercise all or less than all the unexercised
                notional amount of the underlying swap on one or more
                days in the exercise period, but on any such day may
                not exercise less than the minimum notional amount or
                more that the maximum notional amount, and if an
                integral multiple amount is specified, the notional
                amount exercised must be equal to, or be an intergral
                multiple of, the integral multiple amount.
              </xsd:documentation>
            </xsd:annotation>
          </xsd:element>
          <xsd:element name="exerciseFeeSchedule" type="ExerciseFeeSchedule" minOccurs="0">
            <xsd:annotation>
              <xsd:documentation xml:lang="en">
                The fees associated with an exercise date. The fees are
                conditional on the exercise occuring. The fees can be
                specified as actual currency amounts or as percentages
                of the notional amount being exercised.
              </xsd:documentation>
            </xsd:annotation>
          </xsd:element>
        </xsd:sequence>
      </xsd:extension>
    </xsd:complexContent>
  </xsd:complexType>
  <xsd:complexType name="AmountSchedule">
    <xsd:annotation>
      <xsd:documentation xml:lang="en">
        A type defining a currency amount or a currency amount
        schedule.
      </xsd:documentation>
    </xsd:annotation>
    <xsd:complexContent>
      <xsd:extension base="Schedule">
        <xsd:sequence>
          <xsd:element name="currency" type="Currency">
            <xsd:annotation>
              <xsd:documentation xml:lang="en">
                The currency in which an amount is denominated.
              </xsd:documentation>
            </xsd:annotation>
          </xsd:element>
        </xsd:sequence>
      </xsd:extension>
    </xsd:complexContent>
  </xsd:complexType>
  <xsd:complexType name="AutomaticExercise">
    <xsd:annotation>
      <xsd:documentation xml:lang="en">
        A type to define automatic exercise of a swaption. With
        automatic exercise the option is deemed to have exercised if it
        is in the money by more than the threshold amount on the
        exercise date.
      </xsd:documentation>
    </xsd:annotation>
    <xsd:sequence>
      <xsd:element name="thresholdRate" type="xsd:decimal">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">
            A threshold rate. The threshold of 0.10% would be
            represented as 0.001
          </xsd:documentation>
        </xsd:annotation>
      </xsd:element>
    </xsd:sequence>
  </xsd:complexType>
  <xsd:complexType name="BermudaExercise">
    <xsd:annotation>
      <xsd:documentation xml:lang="en">
        A type defining the bermudan option exercise dates and the
        expiration date together with any rules govenerning the
        notional amount of the underlying which can be exercised on any
        given exercise date and any associated exercise fee.
      </xsd:documentation>
    </xsd:annotation>
    <xsd:complexContent>
      <xsd:extension base="Exercise">
        <xsd:sequence>
          <xsd:element name="bermudaExerciseDates" type="AdjustableOrRelativeDates">
            <xsd:annotation>
              <xsd:documentation xml:lang="en">
                The dates the define the bermudan option exercise dates
                and the expiration date. The last specified date is
                assumed to be the expiration date. The dates can either
                be specified as a series of explicit dates and
                associated adjustments or as a series of dates defined
                relative to another schedule of dates, for example, the
                calculation period start dates. Where a relative series
                of dates are defined the first and last possible
                exercise dates can be separately specified.
              </xsd:documentation>
            </xsd:annotation>
          </xsd:element>
          <xsd:element name="relevantUnderlyingDate" type="AdjustableOrRelativeDates" minOccurs="0">
            <xsd:annotation>
              <xsd:documentation xml:lang="en">
                The daye on the underlying set by the exercise of an
                option. What this date is depends on the option (e.g.
                in a swaption it is the effective date, in an
                extendible/cancelable provision it is the termination
                date).
              </xsd:documentation>
            </xsd:annotation>
          </xsd:element>
          <xsd:element name="earliestExerciseTime" type="BusinessCenterTime">
            <xsd:annotation>
              <xsd:documentation xml:lang="en">
                The earliest time at which notice of exercise can be
                given by the buyer to the seller (or seller's agent) i)
                on the expriation date, in the case of a European style
                option, (ii) on each bermuda option exercise date and
                the expiration date, in the case of a Bermudan style
                option the commencement date to, and including, the
                expiration date , in the case of an American option.
              </xsd:documentation>
            </xsd:annotation>
          </xsd:element>
          <xsd:element name="latestExerciseTime" type="BusinessCenterTime" minOccurs="0">
            <xsd:annotation>
              <xsd:documentation xml:lang="en">
                For a Bermudan or American style option, the latest
                time on an exercise business day (excluding the
                expiration date) within the exercise period that notice
                can be given by the buyer to the seller or seller's
                agent. Notice of exercise given after this time will be
                deemed to have been given on the next exercise business
                day.
              </xsd:documentation>
            </xsd:annotation>
          </xsd:element>
          <xsd:element name="expirationTime" type="BusinessCenterTime">
            <xsd:annotation>
              <xsd:documentation xml:lang="en">
                The latest time for exercise on expirationDate.
              </xsd:documentation>
            </xsd:annotation>
          </xsd:element>
          <xsd:element name="multipleExercise" type="MultipleExercise" minOccurs="0">
            <xsd:annotation>
              <xsd:documentation xml:lang="en">
                As defined in the 2000 ISDA Definitions, Section 12.4.
                Multiple Exercise, the buyer of the option has the
                right to exercise all or less than all the unexercised
                notional amount of the underlying swap on one or more
                days in the exercise period, but on any such day may
                not exercise less than the minimum notional amount or
                more that the maximum notional amount, and if an
                integral multiple amount is specified, the notional
                amount exercised must be equal to, or be an intergral
                multiple of, the integral multiple amount.
              </xsd:documentation>
            </xsd:annotation>
          </xsd:element>
          <xsd:element name="exerciseFeeSchedule" type="ExerciseFeeSchedule" minOccurs="0">
            <xsd:annotation>
              <xsd:documentation xml:lang="en">
                The fees associated with an exercise date. The fees are
                conditional on the exercise occuring. The fees can be
                specified as actual currency amounts or as percentages
                of the notional amount being exercised.
              </xsd:documentation>
            </xsd:annotation>
          </xsd:element>
        </xsd:sequence>
      </xsd:extension>
    </xsd:complexContent>
  </xsd:complexType>
  <xsd:complexType name="BusinessCenterTime">
    <xsd:annotation>
      <xsd:documentation xml:lang="en">
        A type for defining a time with respect to a business center
        location. For example, 11:00am London time.
      </xsd:documentation>
    </xsd:annotation>
    <xsd:sequence>
      <xsd:element name="hourMinuteTime">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">
            A time specified in hh:mm:ss format where the second
            component must be '00', e.g. 11am would be represented as
            11:00:00.
          </xsd:documentation>
        </xsd:annotation>
        <xsd:simpleType>
          <xsd:restriction base="xsd:time">
            <xsd:pattern value="[0-2][0-9]:[0-5][0-9]:00"/>
          </xsd:restriction>
        </xsd:simpleType>
      </xsd:element>
      <xsd:element name="businessCenter" type="BusinessCenter"/>
    </xsd:sequence>
  </xsd:complexType>
  <xsd:complexType name="SettlementInformation">
    <xsd:annotation>
      <xsd:documentation xml:lang="en">
        A type that represents the choice of methods for settling a
        potential currency payment resulting from a trade: by means of
        a standard settlement instruction, by netting it out with other
        payments, or with an explicit settlement instruction.
      </xsd:documentation>
    </xsd:annotation>
    <xsd:choice>
      <xsd:element name="standardSettlementStyle" type="StandardSettlementStyleEnum">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">
            An optional element used to describe how a trade will
            settle. This defines a scheme and is used for identifying
            trades that are identified as settling standard and/or
            flagged for settlement netting.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:element>
      <xsd:element name="settlementInstruction" type="SettlementInstruction">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">
            An explicit specification of how a currency payment is to
            be made, when the payment is not netted and the route is
            other than the recipient's standard settlement instruction.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:element>
    </xsd:choice>
  </xsd:complexType>
  <xsd:complexType name="SettlementInstruction">
    <xsd:annotation>
      <xsd:documentation xml:lang="en">
        A type that models a complete instruction for settling a
        currency payment, including the settlement method to be used,
        the correspondent bank, any intermediary banks and the ultimate
        beneficary.
      </xsd:documentation>
    </xsd:annotation>
    <xsd:sequence>
      <xsd:element name="settlementMethod" type="SettlementMethod" minOccurs="0">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">
            The mechanism by which settlement is to be made. The scheme
            of domain values will include standard mechanisms such as
            CLS, Fedwire, Chips ABA, Chips UID, SWIFT, CHAPS and DDA.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:element>
      <xsd:element name="correspondentInformation" type="Routing" minOccurs="0">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">
            The information required to identify the correspondent bank
            that will make delivery of the funds on the paying bank's
            behalf in the country where the payment is to be made
          </xsd:documentation>
        </xsd:annotation>
      </xsd:element>
      <xsd:element name="intermediaryInformation" type="IntermediaryInformation" minOccurs="0" maxOccurs="unbounded">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">
            Information to identify an intermediary through which
            payment will be made by the correspondent bank to the
            ultimate beneficiary of the funds.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:element>
      <xsd:element name="beneficiaryBank" type="Routing" minOccurs="0">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">
            The bank that acts for the ultimate beneficiary of the
            funds in receiving payments.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:element>
      <xsd:element name="beneficiary" type="Routing">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">
            The ultimate beneficiary of the funds. The beneficiary can
            be identified either by an account at the beneficiaryBank
            (qv) or by explicit routingInformation. This element
            provides for the latter.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:element>
      <xsd:element name="splitSettlement" type="SplitSettlement" minOccurs="0" maxOccurs="unbounded">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">
            The set of individual payments that are to be made when a
            currency payment settling a trade needs to be split between
            a number of ultimate beneficiaries. Each split payment may
            need to have its own routing information.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:element>
    </xsd:sequence>
  </xsd:complexType>
  <xsd:complexType name="IntermediaryInformation">
    <xsd:annotation>
      <xsd:documentation xml:lang="en">
        A type that describes the information to identify an
        intermediary through which payment will be made by the
        correspondent bank to the ultimate beneficiary of the funds.
      </xsd:documentation>
    </xsd:annotation>
    <xsd:sequence>
      <xsd:choice>
        <xsd:element name="routingIds" type="RoutingIds">
          <xsd:annotation>
            <xsd:documentation xml:lang="en">
              A set of unique identifiers for a party, eachone
              identifying the party within a payment system. The
              assumption is that each party will not have more than one
              identifier within the same payment system.
            </xsd:documentation>
          </xsd:annotation>
        </xsd:element>
        <xsd:element name="routingExplicitDetails" type="RoutingExplicitDetails">
          <xsd:annotation>
            <xsd:documentation xml:lang="en">
              A set of details that is used to identify a party
              involved in the routing of a payment when the party does
              not have a code that identifies it within one of the
              recognized payment systems.
            </xsd:documentation>
          </xsd:annotation>
        </xsd:element>
        <xsd:element name="routingIdsAndExplicitDetails" type="RoutingIdsAndExplicitDetails">
          <xsd:annotation>
            <xsd:documentation xml:lang="en">
              A combination of coded payment system identifiers and
              details for physical addressing for a party involved in
              the routing of a payment.
            </xsd:documentation>
          </xsd:annotation>
        </xsd:element>
      </xsd:choice>
      <xsd:element name="intermediarySequenceNumber" type="xsd:integer">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">
            A sequence number that gives the position of the current
            intermediary in the chain of payment intermediaries. The
            assumed domain value set is an ascending sequence of
            integers starting from 1.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:element>
    </xsd:sequence>
  </xsd:complexType>
  <xsd:complexType name="SplitSettlement">
    <xsd:annotation>
      <xsd:documentation xml:lang="en">
        A type that supports the division of a gross settlement amount
        into a number of split settlements, each requiring its own
        settlement instruction.
      </xsd:documentation>
    </xsd:annotation>
    <xsd:sequence>
      <xsd:element name="splitSettlementAmount" type="Money">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">
            One of the monetary amounts in a split settlement payment.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:element>
      <xsd:element name="beneficiaryBank" type="Routing" minOccurs="0">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">
            The bank that acts for the ultimate beneficiary of the
            funds in receiving payments.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:element>
      <xsd:element name="beneficiary" type="Routing">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">
            The ultimate beneficiary of the funds. The beneficiary can
            be identified either by an account at the beneficiaryBank
            (qv) or by explicit routingInformation. This element
            provides for the latter.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:element>
    </xsd:sequence>
  </xsd:complexType>
  <xsd:complexType name="Routing">
    <xsd:annotation>
      <xsd:documentation xml:lang="en">
        A type that provides three alternative ways of identifying a
        party involved in the routing of a payment. The identification
        may use payment system identifiers only; actual name, address
        and other reference information; or a combination of both.
      </xsd:documentation>
    </xsd:annotation>
    <xsd:choice>
      <xsd:element name="routingIds" type="RoutingIds">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">
            A set of unique identifiers for a party, eachone
            identifying the party within a payment system. The
            assumption is that each party will not have more than one
            identifier within the same payment system.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:element>
      <xsd:element name="routingExplicitDetails" type="RoutingExplicitDetails">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">
            A set of details that is used to identify a party involved
            in the routing of a payment when the party does not have a
            code that identifies it within one of the recognized
            payment systems.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:element>
      <xsd:element name="routingIdsAndExplicitDetails" type="RoutingIdsAndExplicitDetails">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">
            A combination of coded payment system identifiers and
            details for physical addressing for a party involved in the
            routing of a payment.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:element>
    </xsd:choice>
  </xsd:complexType>
  <xsd:complexType name="RoutingExplicitDetails">
    <xsd:annotation>
      <xsd:documentation xml:lang="en">
        A type that models name, address and supplementary textual
        information for the purposes of identifying a party involved in
        the routing of a payment.
      </xsd:documentation>
    </xsd:annotation>
    <xsd:sequence>
      <xsd:element name="routingName" type="xsd:string">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">
            A real name that is used to identify a party involved in
            the routing of a payment.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:element>
      <xsd:element name="routingAddress" type="Address" minOccurs="0">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">
            A physical postal address via which a payment can be
            routed.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:element>
      <xsd:element name="routingAccountNumber" type="xsd:string" minOccurs="0">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">
            An account number via which a payment can be routed.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:element>
      <xsd:element name="routingReferenceText" type="xsd:string" minOccurs="0" maxOccurs="unbounded">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">
            A piece of free-format text used to assist the
            identification of a party involved in the routing of a
            payment.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:element>
    </xsd:sequence>
  </xsd:complexType>
  <xsd:complexType name="RoutingIds">
    <xsd:annotation>
      <xsd:documentation xml:lang="en">
        A type that provides for identifying a party involved in the
        routing of a payment by means of one or more standard
        identification codes. For example, both a SWIFT BIC code and a
        national bank identifier may be required.
      </xsd:documentation>
    </xsd:annotation>
    <xsd:sequence>
      <xsd:element name="routingId" type="RoutingId" maxOccurs="unbounded">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">
            A unique identifier for party that is a participant in a
            recognized payment system.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:element>
    </xsd:sequence>
  </xsd:complexType>
  <xsd:complexType name="RoutingIdsAndExplicitDetails">
    <xsd:annotation>
      <xsd:documentation xml:lang="en">
        A type that provides a combination of payment system
        identification codes with physical postal address details, for
        the purposes of identifying a party involved in the routing of
        a payment.
      </xsd:documentation>
    </xsd:annotation>
    <xsd:sequence>
      <xsd:element name="routingIds" type="RoutingIds" maxOccurs="unbounded">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">
            A set of unique identifiers for a party, eachone
            identifying the party within a payment system. The
            assumption is that each party will not have more than one
            identifier within the same payment system.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:element>
      <xsd:element name="routingName" type="xsd:string">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">
            A real name that is used to identify a party involved in
            the routing of a payment.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:element>
      <xsd:element name="routingAddress" type="Address" minOccurs="0">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">
            A physical postal address via which a payment can be
            routed.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:element>
      <xsd:element name="routingAccountNumber" type="xsd:string" minOccurs="0">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">
            An account number via which a payment can be routed.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:element>
      <xsd:element name="routingReferenceText" type="xsd:string" minOccurs="0" maxOccurs="unbounded">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">
            A piece of free-format text used to assist the
            identification of a party involved in the routing of a
            payment.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:element>
    </xsd:sequence>
  </xsd:complexType>
  <xsd:complexType name="Address">
    <xsd:annotation>
      <xsd:documentation xml:lang="en">
        A type that represents a physical postal address.
      </xsd:documentation>
    </xsd:annotation>
    <xsd:sequence>
      <xsd:element name="streetAddress" type="StreetAddress" minOccurs="0">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">
            The set of street and building number information that
            identifies a postal address within a city.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:element>
      <xsd:element name="city" type="xsd:string" minOccurs="0">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">
            The city component of a postal address.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:element>
      <xsd:element name="state" type="xsd:string" minOccurs="0">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">
            A country subdivision used in postal addresses in some
            countries. For example, US states, Canadian provinces,
            Swiss cantons.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:element>
      <xsd:element name="country" type="Country" minOccurs="0">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">
            The ISO 3166 standard code for the country within which the
            postal address is located.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:element>
      <xsd:element name="postalCode" type="xsd:string" minOccurs="0">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">
            The code, required for computerised mail sorting systems,
            that is allocated to a physical address by a national
            postal authority.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:element>
    </xsd:sequence>
  </xsd:complexType>
  <xsd:complexType name="StreetAddress">
    <xsd:annotation>
      <xsd:documentation xml:lang="en">
        A type that describes the set of street and building number
        information that identifies a postal address within a city.
      </xsd:documentation>
    </xsd:annotation>
    <xsd:sequence>
      <xsd:element name="streetLine" type="xsd:string" maxOccurs="unbounded">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">
            An individual line of street and building number
            information, forming part of a postal address.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:element>
    </xsd:sequence>
  </xsd:complexType>
  <xsd:complexType name="Currency">
    <xsd:simpleContent>
      <xsd:extension base="xsd:normalizedString">
        <xsd:attribute name="currencyScheme" default="http://www.fpml.org/ext/iso4217-2001-08-15" type="xsd:anyURI"/>
      </xsd:extension>
    </xsd:simpleContent>
  </xsd:complexType>
  <xsd:complexType name="BusinessCenter">
    <xsd:annotation>
      <xsd:documentation xml:lang="en">
        A code identifying a financial business center location. A
        business center is drawn from the list identified by the
        business center scheme.
      </xsd:documentation>
    </xsd:annotation>
    <xsd:simpleContent>
      <xsd:extension base="xsd:normalizedString">
        <xsd:attribute name="businessCenterScheme" default="http://www.fpml.org/spec/2000/business-center-1-0" type="xsd:anyURI"/>
        <xsd:attribute name="id" type="xsd:ID"/>
      </xsd:extension>
    </xsd:simpleContent>
  </xsd:complexType>
  <xsd:complexType name="ContractualDefinitions">
    <xsd:simpleContent>
      <xsd:extension base="xsd:normalizedString">
        <xsd:attribute name="contractualDefinitionsScheme" default="http://www.fpml.org/spec/2003/contractual-definitions-2-0" type="xsd:anyURI"/>
      </xsd:extension>
    </xsd:simpleContent>
  </xsd:complexType>
  <xsd:complexType name="MasterConfirmationType">
    <xsd:simpleContent>
      <xsd:extension base="xsd:normalizedString">
        <xsd:attribute name="masterConfirmationTypeScheme" default="http://www.fpml.org/spec/2003/master-confirmation-type-1-0" type="xsd:anyURI"/>
      </xsd:extension>
    </xsd:simpleContent>
  </xsd:complexType>
  <xsd:complexType name="ContractualSupplement">
    <xsd:simpleContent>
      <xsd:extension base="xsd:normalizedString">
        <xsd:attribute name="contractualSupplementScheme" default="http://www.fpml.org/spec/2003/contractual-supplement-1-0" type="xsd:anyURI"/>
      </xsd:extension>
    </xsd:simpleContent>
  </xsd:complexType>
  <xsd:complexType name="GoverningLaw">
    <xsd:simpleContent>
      <xsd:extension base="xsd:normalizedString">
        <xsd:attribute name="governingLawScheme" default="http://www.fpml.org/spec/2002/governing-law-1-0" type="xsd:anyURI"/>
      </xsd:extension>
    </xsd:simpleContent>
  </xsd:complexType>
  <xsd:complexType name="InformationProvider">
    <xsd:simpleContent>
      <xsd:extension base="xsd:normalizedString">
        <xsd:attribute name="informationProviderScheme" default="http://www.fpml.org/spec/2003/information-provider-2-0" type="xsd:anyURI"/>
      </xsd:extension>
    </xsd:simpleContent>
  </xsd:complexType>
  <xsd:complexType name="ClearanceSystem">
    <xsd:annotation>
      <xsd:documentation xml:lang="de">
        Sofern nicht anderweitig festgelegt, das Haupt-Clearingsystem,
        das üblicherweise für die Regulierung von Geschäften im
        entsprechenden Basiswert verwendet wird.
      </xsd:documentation>
      <xsd:documentation xml:lang="en">
        Unless otherwise specified, the principal clearance system
        customarily used for settling trades in the relevant
        underlying.
      </xsd:documentation>
    </xsd:annotation>
    <xsd:simpleContent>
      <xsd:extension base="xsd:normalizedString">
        <xsd:attribute name="clearanceSystemIdScheme" default="http://www.fpml.org/spec/2002/clearance-system-1-0" type="xsd:anyURI"/>
      </xsd:extension>
    </xsd:simpleContent>
  </xsd:complexType>
  <xsd:complexType name="MasterAgreementType">
    <xsd:simpleContent>
      <xsd:extension base="xsd:normalizedString">
        <xsd:attribute name="masterAgreementTypeScheme" default="http://www.fpml.org/spec/2002/master-agreement-type-1-0" type="xsd:anyURI"/>
      </xsd:extension>
    </xsd:simpleContent>
  </xsd:complexType>
  <xsd:complexType name="ProductId">
    <xsd:simpleContent>
      <xsd:extension base="xsd:normalizedString"/>
    </xsd:simpleContent>
  </xsd:complexType>
  <xsd:complexType name="ProductType">
    <xsd:simpleContent>
      <xsd:extension base="xsd:normalizedString">
        <xsd:attribute name="productTypeScheme" type="xsd:anyURI"/>
      </xsd:extension>
    </xsd:simpleContent>
  </xsd:complexType>
  <xsd:complexType name="ExchangeId">
    <xsd:annotation>
      <xsd:documentation xml:lang="de">
        Eindeutiges Börsenkürzel. Fehlt dieses Element, gilt die
        Hauptbörse, an der der Basiswert notiert ist, als "Börse" im
        Sinne der ISDA-Definitionen zu Aktienderivaten von 2002.
      </xsd:documentation>
      <xsd:documentation xml:lang="en">
        A short form unique identifier for an exchange. If the element
        is not present then the exchange shall be the primary exchange
        on which the underlying is listed. The term "Exchange" is
        assumed to have the meaning as defined in the ISDA 2002 Equity
        Derivatives Definitions.
      </xsd:documentation>
    </xsd:annotation>
    <xsd:simpleContent>
      <xsd:extension base="xsd:normalizedString">
        <xsd:attribute name="exchangeIdScheme" default="http://www.fpml.org/spec/2002/exchange-id-MIC-1-0" type="xsd:anyURI"/>
      </xsd:extension>
    </xsd:simpleContent>
  </xsd:complexType>
  <xsd:complexType name="InstrumentId">
    <xsd:annotation>
      <xsd:documentation xml:lang="de">
        Eindeutiges Wertpapierkürzel.
      </xsd:documentation>
      <xsd:documentation xml:lang="en">
        A short form unique identifier for a security.
      </xsd:documentation>
    </xsd:annotation>
    <xsd:simpleContent>
      <xsd:extension base="xsd:normalizedString">
        <xsd:attribute name="instrumentIdScheme" use="required" type="xsd:anyURI"/>
      </xsd:extension>
    </xsd:simpleContent>
  </xsd:complexType>
  <xsd:complexType name="RoutingId">
    <xsd:simpleContent>
      <xsd:extension base="xsd:normalizedString">
        <xsd:attribute name="routingIdScheme" default="http://www.fpml.org/spec/2002/routing-id-code-1-0" type="xsd:anyURI"/>
      </xsd:extension>
    </xsd:simpleContent>
  </xsd:complexType>
  <xsd:complexType name="SettlementPriceSource">
    <xsd:annotation>
      <xsd:documentation xml:lang="de">
        Quelle für den Abrechnungspreis (z.B. eine Reuters-Seite,
        Prezzo di Riferimento, usw.).
      </xsd:documentation>
      <xsd:documentation xml:lang="en">
        The source from which the settlement price is to be obtained,
        e.g. a Reuters page, Prezzo di Riferimento, etc.
      </xsd:documentation>
    </xsd:annotation>
    <xsd:simpleContent>
      <xsd:extension base="xsd:normalizedString">
        <xsd:attribute name="settlementPriceSourceScheme" default="http://www.fpml.org/spec/2002/settlement-price-source-1-0" type="xsd:anyURI"/>
      </xsd:extension>
    </xsd:simpleContent>
  </xsd:complexType>
  <xsd:complexType name="Country">
    <xsd:simpleContent>
      <xsd:extension base="xsd:normalizedString">
        <xsd:attribute name="countryScheme" default="http://www.fpml.org/ext/iso3166" type="xsd:anyURI"/>
      </xsd:extension>
    </xsd:simpleContent>
  </xsd:complexType>
  <xsd:complexType name="SettlementMethod">
    <xsd:simpleContent>
      <xsd:extension base="xsd:normalizedString">
        <xsd:attribute name="settlementMethodScheme" default="http://www.fpml.org/spec/2002/settlement-method-1-0" type="xsd:anyURI"/>
      </xsd:extension>
    </xsd:simpleContent>
  </xsd:complexType>
  <xsd:complexType name="PaymentType">
    <xsd:simpleContent>
      <xsd:extension base="xsd:normalizedString">
        <xsd:attribute name="paymentTypeScheme" type="xsd:anyURI"/>
      </xsd:extension>
    </xsd:simpleContent>
  </xsd:complexType>
  <xsd:complexType name="RateSourcePage">
    <xsd:simpleContent>
      <xsd:extension base="xsd:normalizedString">
        <xsd:attribute name="rateSourcePageScheme" type="xsd:anyURI"/>
      </xsd:extension>
    </xsd:simpleContent>
  </xsd:complexType>
  <xsd:complexType name="ReferenceBankId">
    <xsd:simpleContent>
      <xsd:extension base="xsd:normalizedString">
        <xsd:attribute name="referenceBankIdScheme" type="xsd:anyURI"/>
      </xsd:extension>
    </xsd:simpleContent>
  </xsd:complexType>
  <xsd:complexType name="LegalEntity">
    <xsd:annotation>
      <xsd:documentation xml:lang="en">
        A type defining a legal entity.
      </xsd:documentation>
    </xsd:annotation>
    <xsd:choice>
      <xsd:sequence>
        <xsd:element name="entityName" type="EntityName">
          <xsd:annotation>
            <xsd:documentation xml:lang="en">
              The name of the party. A free format string. FpML does
              not define usage rules for this element.
            </xsd:documentation>
          </xsd:annotation>
        </xsd:element>
        <xsd:element name="entityId" type="EntityId" minOccurs="0" maxOccurs="unbounded">
          <xsd:annotation>
            <xsd:documentation xml:lang="en">
              A legal entity identifier (e.g. RED entity code)..
            </xsd:documentation>
          </xsd:annotation>
        </xsd:element>
      </xsd:sequence>
      <xsd:element name="entityId" type="EntityId" maxOccurs="unbounded">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">
            A legal entity identifier (e.g. RED entity code)..
          </xsd:documentation>
        </xsd:annotation>
      </xsd:element>
    </xsd:choice>
    <xsd:attribute name="id" type="xsd:ID"/>
  </xsd:complexType>
  <xsd:complexType name="EntityName">
    <xsd:simpleContent>
      <xsd:extension base="xsd:string">
        <xsd:attribute name="entityNameScheme" type="xsd:anyURI"/>
      </xsd:extension>
    </xsd:simpleContent>
  </xsd:complexType>
  <xsd:complexType name="EntityId">
    <xsd:simpleContent>
      <xsd:extension base="xsd:string">
        <xsd:attribute name="entityIdScheme" type="xsd:anyURI"/>
      </xsd:extension>
    </xsd:simpleContent>
  </xsd:complexType>
  <xsd:complexType name="LegalEntityReference">
    <xsd:annotation>
      <xsd:documentation>
        A reference to a legal entity (e.g. referenceEntity) within
        this document.
      </xsd:documentation>
    </xsd:annotation>
    <xsd:attribute name="href" use="required" type="xsd:IDREF"/>
  </xsd:complexType>
  <xsd:complexType name="Empty">
    <xsd:annotation>
      <xsd:documentation xml:lang="en">
        A special type meant to be used for elements with no content
        and not attributes.
      </xsd:documentation>
    </xsd:annotation>
  </xsd:complexType>
  <xsd:group name="BusinessCentersOrReference.model">
    <xsd:choice>
      <xsd:element name="businessCentersReference" type="BusinessCentersReference"/>
      <xsd:element name="businessCenters" type="BusinessCenters"/>
    </xsd:choice>
  </xsd:group>
  <xsd:group name="BuyerSeller.model">
    <xsd:sequence>
      <xsd:element name="buyerPartyReference" type="PartyReference">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">
            A reference to the party that buys this instrument, ie.
            pays for this instrument and receives the rights defined by
            it. See 2000 ISDA definitions Article 11.1 (b). In the case
            of FRAs this the fixed rate payer.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:element>
      <xsd:element name="sellerPartyReference" type="PartyReference">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">
            A reference to the party that sells ("writes") this
            instrument, i.e. that grants the rights defined by this
            instrument and in return receives a payment for it. See
            2000 ISDA definitions Article 11.1 (a). In the case of FRAs
            this is the floating rate payer.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:element>
    </xsd:sequence>
  </xsd:group>
  <xsd:group name="PayerReceiver.model">
    <xsd:sequence>
      <xsd:element name="payerPartyReference" type="PartyReference">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">
            A reference to the party responsible for making the
            payments defined by this structure.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:element>
      <xsd:element name="receiverPartyReference" type="PartyReference">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">
            A reference to the party that receives the payments
            corresponding to this structure.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:element>
    </xsd:sequence>
  </xsd:group>
</xsd:schema>