http://www.fpml.org/spec/2005/rec-fpml-4-1-2005-07-14
http://www.fpml.org/spec/2005/rec-fpml-4-1-2005-07-14
http://www.fpml.org/spec/2005/tr-fpml-4-1-2005-03-02/
http://www.fpml.org/spec/errata/rec-fpml-4-1-2005-07-14-errata.html
Document built: Wed 07/13/2005 13:02:11.89
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
The FpML specifications provided are without warranty of any kind, either expressed or implied, including, without limitation, warranties that FpML, or the FpML specifications are free of defects, merchantable, fit for a particular purpose or non-infringing. The entire risk as to the quality and performance of the specifications is with you. Should any of the FpML specifications prove defective in any respect, you assume the cost of any necessary servicing or repair. Under no circumstances and under no legal theory, whether tort (including negligence), contract, or otherwise, shall ISDA, any of its members, or any distributor of documents or software containing any of the FpML specifications, or any supplier of any of such parties, be liable to you or any other person for any indirect, special, incidental, or consequential damages of any character including, without limitation, damages for loss of goodwill, work stoppage, computer failure or malfunction, or any and all other commercial damages or losses, even if such party shall have been informed of the possibility of such damages.
A type for defining ISDA 2002 Equity Derivative Additional Disruption Events"
changeInLaw (exactly one occurrence; of the type xsd:boolean)
failureToDeliver (zero or one occurrence; of the type xsd:boolean)
insolvencyFiling (exactly one occurrence; of the type xsd:boolean)
hedgingDisruption (exactly one occurrence; of the type xsd:boolean)
lossOfStockBorrow (exactly one occurrence; of the type xsd:boolean)
increasedCostOfStockBorrow (exactly one occurrence; of the type xsd:boolean)
increasedCostOfHedging (exactly one occurrence; of the type xsd:boolean)
determiningPartyReference (exactly one occurrence; of the type PartyReference)
<xsd:complexType name="AdditionalDisruptionEvents">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type for defining ISDA 2002 Equity Derivative Additional
Disruption Events"
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element name="changeInLaw" type="xsd:boolean"/>
<xsd:element name="failureToDeliver" type="xsd:boolean" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="de">
Ist der Basiswert eine Aktie und wird die Transaktion
effektiv beliefert, stellt die Nichtlieferung von Aktien am
Abrechnungstag keinen Kündigungsgrund im Sinne des
Rahmenvertrags dar, wenn der Wert "wahr" lautet.
</xsd:documentation>
<xsd:documentation xml:lang="en">
Where the underlying is shares and the transaction is
physically settled, then, if true, a failure to deliver the
shares on the settlement date will not be an event of default
for the purposes of the master agreement.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="insolvencyFiling" type="xsd:boolean"/>
<xsd:element name="hedgingDisruption" type="xsd:boolean"/>
<xsd:element name="lossOfStockBorrow" type="xsd:boolean"/>
<xsd:element name="increasedCostOfStockBorrow" type="xsd:boolean"/>
<xsd:element name="increasedCostOfHedging" type="xsd:boolean"/>
<xsd:element name="determiningPartyReference" type="PartyReference"/>
</xsd:sequence>
</xsd:complexType>
As per ISDA 2002 Definitions
averagingInOut (exactly one occurrence; of the type AveragingInOutEnum)
strikeFactor (zero or one occurrence; of the type xsd:decimal)
averagingPeriodIn (zero or one occurrence; of the type EquityAveragingPeriod)
averagingPeriodOut (zero or one occurrence; of the type EquityAveragingPeriod)
<xsd:complexType name="Asian">
<xsd:annotation>
<xsd:documentation xml:lang="de">
Im Sinne der ISDA-Definitionen von 2002.
</xsd:documentation>
<xsd:documentation xml:lang="en">
As per ISDA 2002 Definitions
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element name="averagingInOut" type="AveragingInOutEnum"/>
<xsd:element name="strikeFactor" type="xsd:decimal" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="de">
Strike-Faktor.
</xsd:documentation>
<xsd:documentation xml:lang="en">
The factor of strike.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="averagingPeriodIn" type="EquityAveragingPeriod" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="de">
Averaging-In-Zeitraum.
</xsd:documentation>
<xsd:documentation xml:lang="en">
The averaging in period.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="averagingPeriodOut" type="EquityAveragingPeriod" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="de">
Averaging-Out-Zeitraum.
</xsd:documentation>
<xsd:documentation xml:lang="en">
The averaging out period.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:complexType>
As per ISDA 2002 Definitions.
barrierCap (zero or one occurrence; of the type TriggerEvent)
barrierFloor (zero or one occurrence; of the type TriggerEvent)
<xsd:complexType name="Barrier">
<xsd:annotation>
<xsd:documentation xml:lang="de">
Im Sinne der ISDA-Definitionen von 2002.
</xsd:documentation>
<xsd:documentation xml:lang="en">
As per ISDA 2002 Definitions.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element name="barrierCap" type="TriggerEvent" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="de">
Von unten ausgelöstes Trigger-Niveau.
</xsd:documentation>
<xsd:documentation xml:lang="en">
A trigger level approached from beneath.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="barrierFloor" type="TriggerEvent" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="de">
Von oben ausgelöstes Trigger-Niveau.
</xsd:documentation>
<xsd:documentation xml:lang="en">
A trigger level approached from above.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:complexType>
Specifies the conditions to be applied for converting into a reference currency when the actual currency rate is not determined upfront.
determinationMethod (zero or one occurrence; of the type xsd:normalizedString)
relativeDate (zero or one occurrence; of the type RelativeDateOffset)
fxSpotRateSource (zero or one occurrence; of the type FxSpotRateSource)
<xsd:complexType name="Composite">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies the conditions to be applied for converting into a
reference currency when the actual currency rate is not
determined upfront.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element name="determinationMethod" type="xsd:normalizedString" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies the method according to which an amount or a date
is determined.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="relativeDate" type="RelativeDateOffset" minOccurs="0">
<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:element name="fxSpotRateSource" type="FxSpotRateSource" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies the methodology (reference source and, optionally,
fixing time) to be used for determining a currency conversion
rate.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:complexType>
A type for defining an equity underlier.
description (exactly one occurrence; of the type xsd:string)
instrumentId (one or more occurrences; of the type InstrumentId)
currency (zero or one occurrence; of the type Currency)
exchangeId (zero or more occurrences; of the type ExchangeId)
relatedExchangeId (zero or more occurrences; of the type ExchangeId)
clearanceSystem (zero or one occurrence; of the type ClearanceSystem)
<xsd:complexType name="Equity">
<xsd:annotation>
<xsd:documentation xml:lang="de">
Typ zur Definition eines Aktien-Basiswerts.
</xsd:documentation>
<xsd:documentation xml:lang="en">
A type for defining an equity underlier.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element name="description" type="xsd:string">
<xsd:annotation>
<xsd:documentation xml:lang="de">
Vollständige Wertpapierbezeichnung.
</xsd:documentation>
<xsd:documentation xml:lang="en">
The long name of a security.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="instrumentId" type="InstrumentId" maxOccurs="unbounded"/>
<xsd:element name="currency" type="Currency" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The currency in which an amount is denominated.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="exchangeId" type="ExchangeId" minOccurs="0" maxOccurs="unbounded"/>
<xsd:element name="relatedExchangeId" type="ExchangeId" minOccurs="0" maxOccurs="unbounded"/>
<xsd:element name="clearanceSystem" type="ClearanceSystem" minOccurs="0"/>
</xsd:sequence>
</xsd:complexType>
Period over which an average value is taken
schedule (zero or more occurrences; of the type EquitySchedule)
averagingDateTimes (zero or one occurrence; of the type DateTimeList)
marketDisruption (exactly one occurrence; of the type MarketDisruption)
<xsd:complexType name="EquityAveragingPeriod">
<xsd:annotation>
<xsd:documentation xml:lang="de">
Typ zur Definition der Ausübungsprozesse bei einer amerikanischen
Aktienoption. Diese Einheit leitet sich ab vom Typ
"SharedAmericanExercise".
</xsd:documentation>
<xsd:documentation xml:lang="en">
Period over which an average value is taken
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element name="schedule" type="EquitySchedule" minOccurs="0" maxOccurs="unbounded">
<xsd:annotation>
<xsd:documentation xml:lang="de">
Zeitplan für Aktienderivate.
</xsd:documentation>
<xsd:documentation xml:lang="en">
A Equity Derivative schedule.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="averagingDateTimes" type="DateTimeList" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="de">
Für die Durchschnittsbildung herangezogene Daten und Zeiten.
</xsd:documentation>
<xsd:documentation xml:lang="en">
Averaging DateTimes
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="marketDisruption" type="MarketDisruption">
<xsd:annotation>
<xsd:documentation xml:lang="de">
Marktunterbrechung im Sinne der ISDA-Definitionen von 2002.
</xsd:documentation>
<xsd:documentation xml:lang="en">
The market disruption event as defined by ISDA 2002
Definitions
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:complexType>
A type for defining the merger events and their treatment.
shareForShare (exactly one occurrence; of the type ShareExtraordinaryEventEnum)
shareForOther (exactly one occurrence; of the type ShareExtraordinaryEventEnum)
shareForCombined (exactly one occurrence; of the type ShareExtraordinaryEventEnum)
<xsd:complexType name="EquityCorporateEvents">
<xsd:annotation>
<xsd:documentation xml:lang="de">
Typ zur Definition von Fusionen und deren Behandlung.
</xsd:documentation>
<xsd:documentation xml:lang="en">
A type for defining the merger events and their treatment.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element name="shareForShare" type="ShareExtraordinaryEventEnum">
<xsd:annotation>
<xsd:documentation xml:lang="de">
Einstandspreis für die ursprünglichen Aktien nach Fusion
beinhaltet ausschließlich neue Aktien.
</xsd:documentation>
<xsd:documentation xml:lang="en">
The consideration paid for the original shares following the
Merger Event consists wholly of new shares.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="shareForOther" type="ShareExtraordinaryEventEnum">
<xsd:annotation>
<xsd:documentation xml:lang="de">
Einstandspreis für die ursprünglichen Aktien nach Fusion
beinhaltet ausschließlich Barmittel/Wertpapiere (keine neuen
Aktien).
</xsd:documentation>
<xsd:documentation xml:lang="en">
The consideration paid for the original shares following the
Merger Event consists wholly of cash/securities other than
new shares.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="shareForCombined" type="ShareExtraordinaryEventEnum">
<xsd:annotation>
<xsd:documentation xml:lang="de">
Einstandspreis für die ursprünglichen Aktien nach Fusion
beinhaltet sowohl Barmittel/Wertpapiere als auch neue Aktien.
</xsd:documentation>
<xsd:documentation xml:lang="en">
The consideration paid for the original shares following the
Merger Event consists of both cash/securities and new shares.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:complexType>
A type for defining option features.
asian (zero or one occurrence; of the type Asian)
barrier (zero or one occurrence; of the type Barrier)
knock (zero or one occurrence; of the type Knock)
<xsd:complexType name="EquityFeatures">
<xsd:annotation>
<xsd:documentation xml:lang="de">
Typ zur Definition von Optionsbestandteilen.
</xsd:documentation>
<xsd:documentation xml:lang="en">
A type for defining option features.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element name="asian" type="Asian" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="de">
Option, deren Bewertung auf einem Durchschnittspreis basiert.
</xsd:documentation>
<xsd:documentation xml:lang="en">
An option where and average price is taken on valuation.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="barrier" type="Barrier" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="de">
Option mit Barrier-Merkmal.
</xsd:documentation>
<xsd:documentation xml:lang="en">
An option with a barrier feature.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="knock" type="Knock" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="de">
Knock-Spezifikation.
</xsd:documentation>
<xsd:documentation xml:lang="en">
A knock feature.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:complexType>
Method of generating a series of dates.
startDate (exactly one occurrence; of the type xsd:date)
endDate (exactly one occurrence; of the type xsd:date)
frequency (exactly one occurrence; of the type xsd:decimal)
frequencyType (exactly one occurrence; of the type FrequencyTypeEnum)
weekNumber (zero or one occurrence; of the type xsd:decimal)
dayOfWeek (zero or one occurrence; of the type WeeklyRollConventionEnum)
<xsd:complexType name="EquitySchedule">
<xsd:annotation>
<xsd:documentation xml:lang="de">
Methode zur Generierung einer Reihe von Terminen.
</xsd:documentation>
<xsd:documentation xml:lang="en">
Method of generating a series of dates.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element name="startDate" type="xsd:date">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The averaging period start date.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="endDate" type="xsd:date">
<xsd:annotation>
<xsd:documentation xml:lang="de">
Letzter Tag eines Durchschnittszeitraums.
</xsd:documentation>
<xsd:documentation xml:lang="en">
The averaging period end date.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="frequency" type="xsd:decimal">
<xsd:annotation>
<xsd:documentation xml:lang="de">
Zahlungsfrequenz laut Zeitplan.
</xsd:documentation>
<xsd:documentation xml:lang="en">
The schedule frequency.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="frequencyType" type="FrequencyTypeEnum">
<xsd:annotation>
<xsd:documentation xml:lang="de">
Art der Zahlungsfrequenz laut Zeitplan.
</xsd:documentation>
<xsd:documentation xml:lang="en">
The schedule frequency type
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="weekNumber" type="xsd:decimal" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="de">
Wochenzahl im Zeitplan.
</xsd:documentation>
<xsd:documentation xml:lang="en">
The schedule week number.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="dayOfWeek" type="WeeklyRollConventionEnum" minOccurs="0"/>
</xsd:sequence>
</xsd:complexType>
A type for defining how and when an equity option is to be valued.
valuationDate (exactly one occurrence; of the type EquityValuationDate)
Or
valuationDates (exactly one occurrence; of the type AdjustableRelativeOrPeriodicDates)
valuationTimeType (zero or one occurrence; of the type TimeTypeEnum)
valuationTime (zero or one occurrence; of the type BusinessCenterTime)
futuresPriceValuation (zero or one occurrence; of the type xsd:boolean)
optionsPriceValuation (zero or one occurrence; of the type xsd:boolean)
Attribute: id (xsd:ID)
<xsd:complexType name="EquityValuation">
<xsd:annotation>
<xsd:documentation xml:lang="de">
Typ, mit dem Zeitpunkt und Art der Bewertung einer Aktienoption
bestimmt wird.
</xsd:documentation>
<xsd:documentation xml:lang="en">
A type for defining how and when an equity option is to be
valued.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:choice minOccurs="0">
<xsd:element name="valuationDate" type="EquityValuationDate">
<xsd:annotation>
<xsd:documentation xml:lang="de">
"Bewertungstag" im Sinne der ISDA-Definitionen zu
Aktienderivaten von 2002.
</xsd:documentation>
<xsd:documentation xml:lang="en">
The term "Valuation Date" is assumed to have the meaning as
defined in the ISDA 2002 Equity Derivatives Definitions.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="valuationDates" type="AdjustableRelativeOrPeriodicDates">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies the interim equity valuation dates of the swap.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:choice>
<xsd:element name="valuationTimeType" type="TimeTypeEnum" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="de">
Tageszeit, zu der die Berechnungsstelle den Basiswert
bewertet, zum Beispiel der offizielle Börsenschluss.
</xsd:documentation>
<xsd:documentation xml:lang="en">
The time of day at which the calculation agent values the
underlying, for example the official closing time of the
exchange.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="valuationTime" type="BusinessCenterTime" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="de">
Genaue Tageszeit, zu der die Bewertungsstelle den Basiswert
bewertet.
</xsd:documentation>
<xsd:documentation xml:lang="en">
The specific time of day at which the calculation agent
values the underlying.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="futuresPriceValuation" type="xsd:boolean" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="de">
Es gilt der von der relevanten Börse veröffentlichte
offizielle Abrechnungspreis im Sinne der ISDA-Definitionen
von 2002.
</xsd:documentation>
<xsd:documentation xml:lang="en">
The official settlement price as announced by the related
exchange is applicable, in accordance with the ISDA 2002
definitions.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="optionsPriceValuation" type="xsd:boolean" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="de">
Es gilt der von der relevanten Börse veröffentlichte
offizielle Abrechnungspreis im Sinne der ISDA-Definitionen
von 2002.
</xsd:documentation>
<xsd:documentation xml:lang="en">
The official settlement price as announced by the related
exchange is applicable, in accordance with the ISDA 2002
definitions.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
<xsd:attribute name="id" type="xsd:ID"/>
</xsd:complexType>
adjustableDate (exactly one occurrence; of the type AdjustableDate)
Or
relativeDateSequence (exactly one occurrence; of the type RelativeDateSequence)
Attribute: id (xsd:ID)
<xsd:complexType name="EquityValuationDate">
<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="relativeDateSequence" type="RelativeDateSequence">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A date specified in relation to some other date defined in
the document (the anchor date), where there is the
opportunity to specify a combination of offset rules. This
component will typically be used for defining the valuation
date in relation to the payment date, as both the currency
and the exchange holiday calendars need to be considered.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:choice>
<xsd:attribute name="id" type="xsd:ID"/>
</xsd:complexType>
Where the underlying is shares, defines market events affecting the issuer of those shares that may require the terms of the transaction to be adjusted.
mergerEvents (zero or one occurrence; of the type EquityCorporateEvents)
tenderOffer (zero or one occurrence; of the type xsd:boolean)
tenderOfferEvents (zero or one occurrence; of the type EquityCorporateEvents)
compositionOfCombinedConsideration (zero or one occurrence; of the type xsd:boolean)
indexAdjustmentEvents (zero or one occurrence; of the type IndexAdjustmentEvents)
additionalDisruptionEvents (exactly one occurrence; of the type AdditionalDisruptionEvents)
Or
failureToDeliver (exactly one occurrence; of the type xsd:boolean)
representations (zero or one occurrence; of the type Representations)
nationalisationOrInsolvency (zero or one occurrence; of the type NationalisationOrInsolvencyOrDelistingEventEnum)
delisting (zero or one occurrence; of the type NationalisationOrInsolvencyOrDelistingEventEnum)
<xsd:complexType name="ExtraordinaryEvents">
<xsd:annotation>
<xsd:documentation xml:lang="de">
Ist der Basiswert eine Aktie, werden hiermit Marktereignisse
angegeben, die den Emittenten der Aktie betreffen und die eine
Anpassung der Transaktionsbedingungen erfordern können.
</xsd:documentation>
<xsd:documentation xml:lang="en">
Where the underlying is shares, defines market events affecting
the issuer of those shares that may require the terms of the
transaction to be adjusted.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element name="mergerEvents" type="EquityCorporateEvents" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="de">
Dieses Element ist relevant, wenn der Basiswert nach einer
Fusion zwischen dem Emittenten und einer anderen Gesellschaft
nicht mehr existiert.
</xsd:documentation>
<xsd:documentation xml:lang="en">
Occurs when the underlying ceases to exist following a merger
between the Issuer and another company.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="tenderOffer" type="xsd:boolean" minOccurs="0"/>
<xsd:element name="tenderOfferEvents" type="EquityCorporateEvents" minOccurs="0"/>
<xsd:element name="compositionOfCombinedConsideration" type="xsd:boolean" minOccurs="0"/>
<xsd:element name="indexAdjustmentEvents" type="IndexAdjustmentEvents" minOccurs="0"/>
<xsd:choice>
<xsd:element name="additionalDisruptionEvents" type="AdditionalDisruptionEvents"/>
<xsd:element name="failureToDeliver" type="xsd:boolean"/>
</xsd:choice>
<xsd:element name="representations" type="Representations" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
ISDA 2002 Equity Derivative Representations
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="nationalisationOrInsolvency" type="NationalisationOrInsolvencyOrDelistingEventEnum" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="de">
"Verstaatlichung" und "Insolvenz" im Sinne der
ISDA-Definitionen zu Aktienderivaten von 2002.
</xsd:documentation>
<xsd:documentation xml:lang="en">
The terms "Nationalisation" and "Insolvency" have the meaning
as defined in the ISDA 2002 Equity Derivatives Definitions.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="delisting" type="NationalisationOrInsolvencyOrDelistingEventEnum" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="de">
"Delisting" im Sinne der ISDA-Definitionen zu Aktienderivaten
von 2002.
</xsd:documentation>
<xsd:documentation xml:lang="en">
The term "Delisting" has the meaning defined in the ISDA 2002
Equity Derivatives Definitions.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:complexType>
Payment made following trigger occurence.
payerPartyReference (exactly one occurrence; of the type PartyReference)
receiverPartyReference (exactly one occurrence; of the type PartyReference)
levelPercentage (exactly one occurrence; of the type xsd:decimal)
Or
amount (exactly one occurrence; of the type xsd:decimal)
time (zero or one occurrence; of the type TimeTypeEnum)
currency (zero or one occurrence; of the type Currency)
featurePaymentDate (zero or one occurrence; of the type AdjustableOrRelativeDate)
<xsd:complexType name="FeaturePayment">
<xsd:annotation>
<xsd:documentation xml:lang="de">
Nach Eintritt des Trigger-Ereignisses erfolgende Zahlung.
</xsd:documentation>
<xsd:documentation xml:lang="en">
Payment made following trigger occurence.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:group ref="PayerReceiver.model"/>
<xsd:choice>
<xsd:element name="levelPercentage" type="xsd:decimal">
<xsd:annotation>
<xsd:documentation xml:lang="de">
Triggerniveau, ausgedrückt als Prozentsatz.
</xsd:documentation>
<xsd:documentation xml:lang="en">
The trigger level percentage.
</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:choice>
<xsd:element name="time" type="TimeTypeEnum" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="de">
Zeitpunkt der aus dem Optionsmerkmal resultierenden Zahlung.
</xsd:documentation>
<xsd:documentation xml:lang="en">
The feature payment time.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="currency" type="Currency" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The currency in which an amount is denominated.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="featurePaymentDate" type="AdjustableOrRelativeDate" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="de">
Datum der aus dem Optionsmerkmal resultierenden Zahlung.
</xsd:documentation>
<xsd:documentation xml:lang="en">
The feature payment date.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:complexType>
A type for defining Fx Features.
referenceCurrency (exactly one occurrence; of the type IdentifiedCurrency)
composite (exactly one occurrence; of the type Composite)
Or
quanto (exactly one occurrence; of the type Quanto)
<xsd:complexType name="FxFeature">
<xsd:annotation>
<xsd:documentation xml:lang="de">
Typ zur Definition von Devisenbestandteilen.
</xsd:documentation>
<xsd:documentation xml:lang="en">
A type for defining Fx Features.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element name="referenceCurrency" type="IdentifiedCurrency">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies the reference currency of the trade.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:choice>
<xsd:element name="composite" type="Composite"/>
<xsd:element name="quanto" type="Quanto"/>
</xsd:choice>
</xsd:sequence>
</xsd:complexType>
indexModification (exactly one occurrence; of the type IndexEventConsequenceEnum)
indexCancellation (exactly one occurrence; of the type IndexEventConsequenceEnum)
indexDisruption (exactly one occurrence; of the type IndexEventConsequenceEnum)
<xsd:complexType name="IndexAdjustmentEvents">
<xsd:sequence>
<xsd:element name="indexModification" type="IndexEventConsequenceEnum"/>
<xsd:element name="indexCancellation" type="IndexEventConsequenceEnum"/>
<xsd:element name="indexDisruption" type="IndexEventConsequenceEnum"/>
</xsd:sequence>
</xsd:complexType>
Knock In means option to exercise comes into existence. Knock Out means option to exercise goes out of existence
knockIn (zero or one occurrence; of the type TriggerEvent)
knockOut (zero or one occurrence; of the type TriggerEvent)
<xsd:complexType name="Knock">
<xsd:annotation>
<xsd:documentation xml:lang="de">
"Knock-in" bedeutet, dass eine Option durch das Überschreiten
aktiviert wird. "Knock-out" bedeutet, dass eine Option nach dem
Überschreiten erlischt.
</xsd:documentation>
<xsd:documentation xml:lang="en">
Knock In means option to exercise comes into existence. Knock Out
means option to exercise goes out of existence
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element name="knockIn" type="TriggerEvent" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="de">
Knock-In.
</xsd:documentation>
<xsd:documentation xml:lang="en">
The knock in.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="knockOut" type="TriggerEvent" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="de">
Knock-Out.
</xsd:documentation>
<xsd:documentation xml:lang="en">
The knock out.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:complexType>
Inherited element(s): (This definition inherits the content defined by the type xsd:normalizedString)
Attribute: marketDisruptionScheme (xsd:anyURI)
<xsd:complexType name="MarketDisruption">
<xsd:simpleContent>
<xsd:extension base="xsd:normalizedString">
<xsd:attribute name="marketDisruptionScheme" type="xsd:anyURI" default="http://www.fpml.org/spec/2004/marketDisruption-1-0"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
Determines the currency rate that the seller of the equity amounts will apply at each valuation date for converting the respective amounts into a currency that is different from the currency denomination of the underlyer.
fxRate (one or more occurrences; of the type FxRate)
fxSpotRateSource (zero or one occurrence; of the type FxSpotRateSource)
<xsd:complexType name="Quanto">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Determines the currency rate that the seller of the equity
amounts will apply at each valuation date for converting the
respective amounts into a currency that is different from the
currency denomination of the underlyer.
</xsd:documentation>
<xsd:documentation xml:lang="en">
Specifies the currency conversion rate(s) associated with the
quanto. One rate will be defined for each pair of currencies
involved.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element name="fxRate" type="FxRate" maxOccurs="unbounded">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies a currency conversion rate.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="fxSpotRateSource" type="FxSpotRateSource" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies the methodology (reference source and, optionally,
fixing time) to be used for determining a currency conversion
rate.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:complexType>
A type for defining ISDA 2002 Equity Derivative Representations
nonReliance (exactly one occurrence; of the type xsd:boolean)
agreementsRegardingHedging (exactly one occurrence; of the type xsd:boolean)
indexDisclaimer (zero or one occurrence; of the type xsd:boolean)
additionalAcknowledgements (exactly one occurrence; of the type xsd:boolean)
<xsd:complexType name="Representations">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type for defining ISDA 2002 Equity Derivative Representations
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element name="nonReliance" type="xsd:boolean"/>
<xsd:element name="agreementsRegardingHedging" type="xsd:boolean"/>
<xsd:element name="indexDisclaimer" type="xsd:boolean" minOccurs="0"/>
<xsd:element name="additionalAcknowledgements" type="xsd:boolean"/>
</xsd:sequence>
</xsd:complexType>
Trigger point at which feature is effective
level (exactly one occurrence; of the type xsd:decimal)
Or
levelPercentage (exactly one occurrence; of the type xsd:decimal)
<xsd:complexType name="Trigger">
<xsd:annotation>
<xsd:documentation xml:lang="de">
Trigger-Niveau, bei dem bestimmte Merkmale einsetzen.
</xsd:documentation>
<xsd:documentation xml:lang="en">
Trigger point at which feature is effective
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:choice>
<xsd:element name="level" type="xsd:decimal">
<xsd:annotation>
<xsd:documentation xml:lang="de">
Trigger-Niveau.
</xsd:documentation>
<xsd:documentation xml:lang="en">
The trigger level.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="levelPercentage" type="xsd:decimal">
<xsd:annotation>
<xsd:documentation xml:lang="de">
Triggerniveau, ausgedrückt als Prozentsatz.
</xsd:documentation>
<xsd:documentation xml:lang="en">
The trigger level percentage.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:choice>
</xsd:sequence>
</xsd:complexType>
Observation point for trigger
schedule (zero or more occurrences; of the type EquitySchedule)
triggerDates (zero or one occurrence; of the type DateList)
trigger (exactly one occurrence; of the type Trigger)
featurePayment (zero or one occurrence; of the type FeaturePayment)
<xsd:complexType name="TriggerEvent">
<xsd:annotation>
<xsd:documentation xml:lang="de">
Beobachtungspunkt für das Trigger-Ereignis.
</xsd:documentation>
<xsd:documentation xml:lang="en">
Observation point for trigger
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element name="schedule" type="EquitySchedule" minOccurs="0" maxOccurs="unbounded">
<xsd:annotation>
<xsd:documentation xml:lang="de">
Zeitplan für Aktienderivate.
</xsd:documentation>
<xsd:documentation xml:lang="en">
A Equity Derivative schedule.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="triggerDates" type="DateList" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="de">
Trigger-Tage.
</xsd:documentation>
<xsd:documentation xml:lang="en">
The trigger Dates
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="trigger" type="Trigger">
<xsd:annotation>
<xsd:documentation xml:lang="de">
Trigger-Niveau.
</xsd:documentation>
<xsd:documentation xml:lang="en">
The trigger level.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="featurePayment" type="FeaturePayment" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="de">
Aus dem Optionsmerkmal resultierende Zahlung.
</xsd:documentation>
<xsd:documentation xml:lang="en">
The feature payment.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:complexType>
<xsd:schema targetNamespace="http://www.fpml.org/2004/FpML-4-1" elementFormDefault="qualified" attributeFormDefault="unqualified">
<xsd:include schemaLocation="fpml-asset-4-1.xsd"/>
<xsd:complexType name="AdditionalDisruptionEvents">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type for defining ISDA 2002 Equity Derivative Additional
Disruption Events"
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element name="changeInLaw" type="xsd:boolean"/>
<xsd:element name="failureToDeliver" type="xsd:boolean" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="de">
Ist der Basiswert eine Aktie und wird die Transaktion
effektiv beliefert, stellt die Nichtlieferung von Aktien am
Abrechnungstag keinen Kündigungsgrund im Sinne des
Rahmenvertrags dar, wenn der Wert "wahr" lautet.
</xsd:documentation>
<xsd:documentation xml:lang="en">
Where the underlying is shares and the transaction is
physically settled, then, if true, a failure to deliver the
shares on the settlement date will not be an event of
default for the purposes of the master agreement.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="insolvencyFiling" type="xsd:boolean"/>
<xsd:element name="hedgingDisruption" type="xsd:boolean"/>
<xsd:element name="lossOfStockBorrow" type="xsd:boolean"/>
<xsd:element name="increasedCostOfStockBorrow" type="xsd:boolean"/>
<xsd:element name="increasedCostOfHedging" type="xsd:boolean"/>
<xsd:element name="determiningPartyReference" type="PartyReference"/>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="Asian">
<xsd:annotation>
<xsd:documentation xml:lang="de">
Im Sinne der ISDA-Definitionen von 2002.
</xsd:documentation>
<xsd:documentation xml:lang="en">
As per ISDA 2002 Definitions
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element name="averagingInOut" type="AveragingInOutEnum"/>
<xsd:element name="strikeFactor" type="xsd:decimal" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="de">
Strike-Faktor.
</xsd:documentation>
<xsd:documentation xml:lang="en">
The factor of strike.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="averagingPeriodIn" type="EquityAveragingPeriod" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="de">
Averaging-In-Zeitraum.
</xsd:documentation>
<xsd:documentation xml:lang="en">
The averaging in period.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="averagingPeriodOut" type="EquityAveragingPeriod" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="de">
Averaging-Out-Zeitraum.
</xsd:documentation>
<xsd:documentation xml:lang="en">
The averaging out period.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="Barrier">
<xsd:annotation>
<xsd:documentation xml:lang="de">
Im Sinne der ISDA-Definitionen von 2002.
</xsd:documentation>
<xsd:documentation xml:lang="en">
As per ISDA 2002 Definitions.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element name="barrierCap" type="TriggerEvent" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="de">
Von unten ausgelöstes Trigger-Niveau.
</xsd:documentation>
<xsd:documentation xml:lang="en">
A trigger level approached from beneath.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="barrierFloor" type="TriggerEvent" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="de">
Von oben ausgelöstes Trigger-Niveau.
</xsd:documentation>
<xsd:documentation xml:lang="en">
A trigger level approached from above.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="Composite">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies the conditions to be applied for converting into a
reference currency when the actual currency rate is not
determined upfront.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element name="determinationMethod" type="xsd:normalizedString" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies the method according to which an amount or a date
is determined.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="relativeDate" type="RelativeDateOffset" minOccurs="0">
<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:element name="fxSpotRateSource" type="FxSpotRateSource" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies the methodology (reference source and,
optionally, fixing time) to be used for determining a
currency conversion rate.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="Equity">
<xsd:annotation>
<xsd:documentation xml:lang="de">
Typ zur Definition eines Aktien-Basiswerts.
</xsd:documentation>
<xsd:documentation xml:lang="en">
A type for defining an equity underlier.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element name="description" type="xsd:string">
<xsd:annotation>
<xsd:documentation xml:lang="de">
Vollständige Wertpapierbezeichnung.
</xsd:documentation>
<xsd:documentation xml:lang="en">
The long name of a security.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="instrumentId" type="InstrumentId" maxOccurs="unbounded"/>
<xsd:element name="currency" type="Currency" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The currency in which an amount is denominated.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="exchangeId" type="ExchangeId" minOccurs="0" maxOccurs="unbounded"/>
<xsd:element name="relatedExchangeId" type="ExchangeId" minOccurs="0" maxOccurs="unbounded"/>
<xsd:element name="clearanceSystem" type="ClearanceSystem" minOccurs="0"/>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="EquityAveragingPeriod">
<xsd:annotation>
<xsd:documentation xml:lang="de">
Typ zur Definition der Ausübungsprozesse bei einer
amerikanischen Aktienoption. Diese Einheit leitet sich ab vom
Typ "SharedAmericanExercise".
</xsd:documentation>
<xsd:documentation xml:lang="en">
Period over which an average value is taken
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element name="schedule" type="EquitySchedule" minOccurs="0" maxOccurs="unbounded">
<xsd:annotation>
<xsd:documentation xml:lang="de">
Zeitplan für Aktienderivate.
</xsd:documentation>
<xsd:documentation xml:lang="en">
A Equity Derivative schedule.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="averagingDateTimes" type="DateTimeList" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="de">
Für die Durchschnittsbildung herangezogene Daten und
Zeiten.
</xsd:documentation>
<xsd:documentation xml:lang="en">
Averaging DateTimes
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="marketDisruption" type="MarketDisruption">
<xsd:annotation>
<xsd:documentation xml:lang="de">
Marktunterbrechung im Sinne der ISDA-Definitionen von 2002.
</xsd:documentation>
<xsd:documentation xml:lang="en">
The market disruption event as defined by ISDA 2002
Definitions
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="EquityCorporateEvents">
<xsd:annotation>
<xsd:documentation xml:lang="de">
Typ zur Definition von Fusionen und deren Behandlung.
</xsd:documentation>
<xsd:documentation xml:lang="en">
A type for defining the merger events and their treatment.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element name="shareForShare" type="ShareExtraordinaryEventEnum">
<xsd:annotation>
<xsd:documentation xml:lang="de">
Einstandspreis für die ursprünglichen Aktien nach Fusion
beinhaltet ausschließlich neue Aktien.
</xsd:documentation>
<xsd:documentation xml:lang="en">
The consideration paid for the original shares following
the Merger Event consists wholly of new shares.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="shareForOther" type="ShareExtraordinaryEventEnum">
<xsd:annotation>
<xsd:documentation xml:lang="de">
Einstandspreis für die ursprünglichen Aktien nach Fusion
beinhaltet ausschließlich Barmittel/Wertpapiere (keine
neuen Aktien).
</xsd:documentation>
<xsd:documentation xml:lang="en">
The consideration paid for the original shares following
the Merger Event consists wholly of cash/securities other
than new shares.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="shareForCombined" type="ShareExtraordinaryEventEnum">
<xsd:annotation>
<xsd:documentation xml:lang="de">
Einstandspreis für die ursprünglichen Aktien nach Fusion
beinhaltet sowohl Barmittel/Wertpapiere als auch neue
Aktien.
</xsd:documentation>
<xsd:documentation xml:lang="en">
The consideration paid for the original shares following
the Merger Event consists of both cash/securities and new
shares.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="EquityFeatures">
<xsd:annotation>
<xsd:documentation xml:lang="de">
Typ zur Definition von Optionsbestandteilen.
</xsd:documentation>
<xsd:documentation xml:lang="en">
A type for defining option features.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element name="asian" type="Asian" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="de">
Option, deren Bewertung auf einem Durchschnittspreis
basiert.
</xsd:documentation>
<xsd:documentation xml:lang="en">
An option where and average price is taken on valuation.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="barrier" type="Barrier" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="de">
Option mit Barrier-Merkmal.
</xsd:documentation>
<xsd:documentation xml:lang="en">
An option with a barrier feature.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="knock" type="Knock" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="de">
Knock-Spezifikation.
</xsd:documentation>
<xsd:documentation xml:lang="en">
A knock feature.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="EquitySchedule">
<xsd:annotation>
<xsd:documentation xml:lang="de">
Methode zur Generierung einer Reihe von Terminen.
</xsd:documentation>
<xsd:documentation xml:lang="en">
Method of generating a series of dates.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element name="startDate" type="xsd:date">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The averaging period start date.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="endDate" type="xsd:date">
<xsd:annotation>
<xsd:documentation xml:lang="de">
Letzter Tag eines Durchschnittszeitraums.
</xsd:documentation>
<xsd:documentation xml:lang="en">
The averaging period end date.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="frequency" type="xsd:decimal">
<xsd:annotation>
<xsd:documentation xml:lang="de">
Zahlungsfrequenz laut Zeitplan.
</xsd:documentation>
<xsd:documentation xml:lang="en">
The schedule frequency.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="frequencyType" type="FrequencyTypeEnum">
<xsd:annotation>
<xsd:documentation xml:lang="de">
Art der Zahlungsfrequenz laut Zeitplan.
</xsd:documentation>
<xsd:documentation xml:lang="en">
The schedule frequency type
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="weekNumber" type="xsd:decimal" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="de">
Wochenzahl im Zeitplan.
</xsd:documentation>
<xsd:documentation xml:lang="en">
The schedule week number.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="dayOfWeek" type="WeeklyRollConventionEnum" minOccurs="0"/>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="EquityValuation">
<xsd:annotation>
<xsd:documentation xml:lang="de">
Typ, mit dem Zeitpunkt und Art der Bewertung einer Aktienoption
bestimmt wird.
</xsd:documentation>
<xsd:documentation xml:lang="en">
A type for defining how and when an equity option is to be
valued.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:choice minOccurs="0">
<xsd:element name="valuationDate" type="EquityValuationDate">
<xsd:annotation>
<xsd:documentation xml:lang="de">
"Bewertungstag" im Sinne der ISDA-Definitionen zu
Aktienderivaten von 2002.
</xsd:documentation>
<xsd:documentation xml:lang="en">
The term "Valuation Date" is assumed to have the meaning
as defined in the ISDA 2002 Equity Derivatives
Definitions.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="valuationDates" type="AdjustableRelativeOrPeriodicDates">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies the interim equity valuation dates of the swap.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:choice>
<xsd:element name="valuationTimeType" type="TimeTypeEnum" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="de">
Tageszeit, zu der die Berechnungsstelle den Basiswert
bewertet, zum Beispiel der offizielle Börsenschluss.
</xsd:documentation>
<xsd:documentation xml:lang="en">
The time of day at which the calculation agent values the
underlying, for example the official closing time of the
exchange.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="valuationTime" type="BusinessCenterTime" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="de">
Genaue Tageszeit, zu der die Bewertungsstelle den Basiswert
bewertet.
</xsd:documentation>
<xsd:documentation xml:lang="en">
The specific time of day at which the calculation agent
values the underlying.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="futuresPriceValuation" type="xsd:boolean" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="de">
Es gilt der von der relevanten Börse veröffentlichte
offizielle Abrechnungspreis im Sinne der ISDA-Definitionen
von 2002.
</xsd:documentation>
<xsd:documentation xml:lang="en">
The official settlement price as announced by the related
exchange is applicable, in accordance with the ISDA 2002
definitions.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="optionsPriceValuation" type="xsd:boolean" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="de">
Es gilt der von der relevanten Börse veröffentlichte
offizielle Abrechnungspreis im Sinne der ISDA-Definitionen
von 2002.
</xsd:documentation>
<xsd:documentation xml:lang="en">
The official settlement price as announced by the related
exchange is applicable, in accordance with the ISDA 2002
definitions.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
<xsd:attribute name="id" type="xsd:ID"/>
</xsd:complexType>
<xsd:complexType name="EquityValuationDate">
<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="relativeDateSequence" type="RelativeDateSequence">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A date specified in relation to some other date defined in
the document (the anchor date), where there is the
opportunity to specify a combination of offset rules. This
component will typically be used for defining the valuation
date in relation to the payment date, as both the currency
and the exchange holiday calendars need to be considered.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:choice>
<xsd:attribute name="id" type="xsd:ID"/>
</xsd:complexType>
<xsd:complexType name="ExtraordinaryEvents">
<xsd:annotation>
<xsd:documentation xml:lang="de">
Ist der Basiswert eine Aktie, werden hiermit Marktereignisse
angegeben, die den Emittenten der Aktie betreffen und die eine
Anpassung der Transaktionsbedingungen erfordern können.
</xsd:documentation>
<xsd:documentation xml:lang="en">
Where the underlying is shares, defines market events affecting
the issuer of those shares that may require the terms of the
transaction to be adjusted.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element name="mergerEvents" type="EquityCorporateEvents" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="de">
Dieses Element ist relevant, wenn der Basiswert nach einer
Fusion zwischen dem Emittenten und einer anderen
Gesellschaft nicht mehr existiert.
</xsd:documentation>
<xsd:documentation xml:lang="en">
Occurs when the underlying ceases to exist following a
merger between the Issuer and another company.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="tenderOffer" type="xsd:boolean" minOccurs="0"/>
<xsd:element name="tenderOfferEvents" type="EquityCorporateEvents" minOccurs="0"/>
<xsd:element name="compositionOfCombinedConsideration" type="xsd:boolean" minOccurs="0"/>
<xsd:element name="indexAdjustmentEvents" type="IndexAdjustmentEvents" minOccurs="0"/>
<xsd:choice>
<xsd:element name="additionalDisruptionEvents" type="AdditionalDisruptionEvents"/>
<xsd:element name="failureToDeliver" type="xsd:boolean"/>
</xsd:choice>
<xsd:element name="representations" type="Representations" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
ISDA 2002 Equity Derivative Representations
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="nationalisationOrInsolvency" type="NationalisationOrInsolvencyOrDelistingEventEnum" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="de">
"Verstaatlichung" und "Insolvenz" im Sinne der
ISDA-Definitionen zu Aktienderivaten von 2002.
</xsd:documentation>
<xsd:documentation xml:lang="en">
The terms "Nationalisation" and "Insolvency" have the
meaning as defined in the ISDA 2002 Equity Derivatives
Definitions.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="delisting" type="NationalisationOrInsolvencyOrDelistingEventEnum" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="de">
"Delisting" im Sinne der ISDA-Definitionen zu
Aktienderivaten von 2002.
</xsd:documentation>
<xsd:documentation xml:lang="en">
The term "Delisting" has the meaning defined in the ISDA
2002 Equity Derivatives Definitions.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="FeaturePayment">
<xsd:annotation>
<xsd:documentation xml:lang="de">
Nach Eintritt des Trigger-Ereignisses erfolgende Zahlung.
</xsd:documentation>
<xsd:documentation xml:lang="en">
Payment made following trigger occurence.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:group ref="PayerReceiver.model"/>
<xsd:choice>
<xsd:element name="levelPercentage" type="xsd:decimal">
<xsd:annotation>
<xsd:documentation xml:lang="de">
Triggerniveau, ausgedrückt als Prozentsatz.
</xsd:documentation>
<xsd:documentation xml:lang="en">
The trigger level percentage.
</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:choice>
<xsd:element name="time" type="TimeTypeEnum" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="de">
Zeitpunkt der aus dem Optionsmerkmal resultierenden
Zahlung.
</xsd:documentation>
<xsd:documentation xml:lang="en">
The feature payment time.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="currency" type="Currency" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The currency in which an amount is denominated.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="featurePaymentDate" type="AdjustableOrRelativeDate" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="de">
Datum der aus dem Optionsmerkmal resultierenden Zahlung.
</xsd:documentation>
<xsd:documentation xml:lang="en">
The feature payment date.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="FxFeature">
<xsd:annotation>
<xsd:documentation xml:lang="de">
Typ zur Definition von Devisenbestandteilen.
</xsd:documentation>
<xsd:documentation xml:lang="en">
A type for defining Fx Features.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element name="referenceCurrency" type="IdentifiedCurrency">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies the reference currency of the trade.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:choice>
<xsd:element name="composite" type="Composite"/>
<xsd:element name="quanto" type="Quanto"/>
</xsd:choice>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="IndexAdjustmentEvents">
<xsd:sequence>
<xsd:element name="indexModification" type="IndexEventConsequenceEnum"/>
<xsd:element name="indexCancellation" type="IndexEventConsequenceEnum"/>
<xsd:element name="indexDisruption" type="IndexEventConsequenceEnum"/>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="Knock">
<xsd:annotation>
<xsd:documentation xml:lang="de">
"Knock-in" bedeutet, dass eine Option durch das Überschreiten
aktiviert wird. "Knock-out" bedeutet, dass eine Option nach dem
Überschreiten erlischt.
</xsd:documentation>
<xsd:documentation xml:lang="en">
Knock In means option to exercise comes into existence. Knock
Out means option to exercise goes out of existence
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element name="knockIn" type="TriggerEvent" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="de">
Knock-In.
</xsd:documentation>
<xsd:documentation xml:lang="en">
The knock in.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="knockOut" type="TriggerEvent" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="de">
Knock-Out.
</xsd:documentation>
<xsd:documentation xml:lang="en">
The knock out.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="MarketDisruption">
<xsd:simpleContent>
<xsd:extension base="xsd:normalizedString">
<xsd:attribute name="marketDisruptionScheme" type="xsd:anyURI" default="http://www.fpml.org/spec/2004/marketDisruption-1-0"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<xsd:complexType name="Quanto">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Determines the currency rate that the seller of the equity
amounts will apply at each valuation date for converting the
respective amounts into a currency that is different from the
currency denomination of the underlyer.
</xsd:documentation>
<xsd:documentation xml:lang="en">
Specifies the currency conversion rate(s) associated with the
quanto. One rate will be defined for each pair of currencies
involved.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element name="fxRate" type="FxRate" maxOccurs="unbounded">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies a currency conversion rate.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="fxSpotRateSource" type="FxSpotRateSource" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies the methodology (reference source and,
optionally, fixing time) to be used for determining a
currency conversion rate.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="Representations">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type for defining ISDA 2002 Equity Derivative Representations
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element name="nonReliance" type="xsd:boolean"/>
<xsd:element name="agreementsRegardingHedging" type="xsd:boolean"/>
<xsd:element name="indexDisclaimer" type="xsd:boolean" minOccurs="0"/>
<xsd:element name="additionalAcknowledgements" type="xsd:boolean"/>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="Trigger">
<xsd:annotation>
<xsd:documentation xml:lang="de">
Trigger-Niveau, bei dem bestimmte Merkmale einsetzen.
</xsd:documentation>
<xsd:documentation xml:lang="en">
Trigger point at which feature is effective
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:choice>
<xsd:element name="level" type="xsd:decimal">
<xsd:annotation>
<xsd:documentation xml:lang="de">
Trigger-Niveau.
</xsd:documentation>
<xsd:documentation xml:lang="en">
The trigger level.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="levelPercentage" type="xsd:decimal">
<xsd:annotation>
<xsd:documentation xml:lang="de">
Triggerniveau, ausgedrückt als Prozentsatz.
</xsd:documentation>
<xsd:documentation xml:lang="en">
The trigger level percentage.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:choice>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="TriggerEvent">
<xsd:annotation>
<xsd:documentation xml:lang="de">
Beobachtungspunkt für das Trigger-Ereignis.
</xsd:documentation>
<xsd:documentation xml:lang="en">
Observation point for trigger
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element name="schedule" type="EquitySchedule" minOccurs="0" maxOccurs="unbounded">
<xsd:annotation>
<xsd:documentation xml:lang="de">
Zeitplan für Aktienderivate.
</xsd:documentation>
<xsd:documentation xml:lang="en">
A Equity Derivative schedule.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="triggerDates" type="DateList" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="de">
Trigger-Tage.
</xsd:documentation>
<xsd:documentation xml:lang="en">
The trigger Dates
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="trigger" type="Trigger">
<xsd:annotation>
<xsd:documentation xml:lang="de">
Trigger-Niveau.
</xsd:documentation>
<xsd:documentation xml:lang="en">
The trigger level.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="featurePayment" type="FeaturePayment" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="de">
Aus dem Optionsmerkmal resultierende Zahlung.
</xsd:documentation>
<xsd:documentation xml:lang="en">
The feature payment.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:complexType>
</xsd:schema>