---

Contents

Global Elements

Global Complex Types

AdditionalDisruptionEvents

Asian

Barrier

Composite

Equity

EquityAveragingPeriod

EquityCorporateEvents

EquitySchedule

EquityValuation

EquityValuationDate

ExtraordinaryEvents

FeaturePayment

FxFeature

IndexAdjustmentEvents

Knock

MakeWholeProvisions

MarketDisruption

OptionFeatures

PassThrough

PassThroughItem

Quanto

Representations

Trigger

TriggerEvent

Global Simple Types

Schema Listing

---

Global Elements

The schema does not contain any global elements.

---

Global Complex Types

AdditionalDisruptionEvents

Description:

A type for defining ISDA 2002 Equity Derivative Additional Disruption Events"

Figure:

Contents:

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

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

• 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.

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 Reference)

• A reference to a party element within this document.

Used by:

• ExtraordinaryEvents/additionalDisruptionEvents

Schema Fragment:

<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="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: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: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="Reference">
      <xsd:annotation>
        <xsd:documentation xml:lang="en">
          A reference to a party element within this document.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:element>
  </xsd:sequence>
</xsd:complexType>

---

Asian

Description:

As per ISDA 2002 Definitions

Figure:

Contents:

averagingInOut (exactly one occurrence; of the type AveragingInOutEnum)

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

• The factor of strike.

averagingPeriodIn (zero or one occurrence; of the type EquityAveragingPeriod)

• The averaging in period.

averagingPeriodOut (zero or one occurrence; of the type EquityAveragingPeriod)

• The averaging out period.

Used by:

• OptionFeatures/asian

Schema Fragment:

<xsd:complexType name="Asian">
  <xsd:annotation>
    <xsd:documentation xml:lang="en">
      As per ISDA 2002 Definitions
    </xsd:documentation>
    <xsd:documentation xml:lang="de">
      Im Sinne der ISDA-Definitionen von 2002.
    </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="en">
          The factor of strike.
        </xsd:documentation>
        <xsd:documentation xml:lang="de">
          Strike-Faktor.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:element>
    <xsd:element name="averagingPeriodIn" type="EquityAveragingPeriod" minOccurs="0">
      <xsd:annotation>
        <xsd:documentation xml:lang="en">
          The averaging in period.
        </xsd:documentation>
        <xsd:documentation xml:lang="de">
          Averaging-In-Zeitraum.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:element>
    <xsd:element name="averagingPeriodOut" type="EquityAveragingPeriod" minOccurs="0">
      <xsd:annotation>
        <xsd:documentation xml:lang="en">
          The averaging out period.
        </xsd:documentation>
        <xsd:documentation xml:lang="de">
          Averaging-Out-Zeitraum.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:element>
  </xsd:sequence>
</xsd:complexType>

---

Barrier

Description:

As per ISDA 2002 Definitions.

Figure:

Contents:

barrierCap (zero or one occurrence; of the type TriggerEvent)

• A trigger level approached from beneath.

barrierFloor (zero or one occurrence; of the type TriggerEvent)

• A trigger level approached from above.

Used by:

• OptionFeatures/barrier

Schema Fragment:

<xsd:complexType name="Barrier">
  <xsd:annotation>
    <xsd:documentation xml:lang="en">
      As per ISDA 2002 Definitions.
    </xsd:documentation>
    <xsd:documentation xml:lang="de">
      Im Sinne der ISDA-Definitionen von 2002.
    </xsd:documentation>
  </xsd:annotation>
  <xsd:sequence>
    <xsd:element name="barrierCap" type="TriggerEvent" minOccurs="0">
      <xsd:annotation>
        <xsd:documentation xml:lang="en">
          A trigger level approached from beneath.
        </xsd:documentation>
        <xsd:documentation xml:lang="de">
          Von unten ausgelöstes Trigger-Niveau.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:element>
    <xsd:element name="barrierFloor" type="TriggerEvent" minOccurs="0">
      <xsd:annotation>
        <xsd:documentation xml:lang="en">
          A trigger level approached from above.
        </xsd:documentation>
        <xsd:documentation xml:lang="de">
          Von oben ausgelöstes Trigger-Niveau.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:element>
  </xsd:sequence>
</xsd:complexType>

---

Composite

Description:

Specifies the conditions to be applied for converting into a reference currency when the actual currency rate is not determined upfront.

Figure:

Contents:

determinationMethod (zero or one occurrence; of the type xsd:normalizedString)

• Specifies the method according to which an amount or a date is determined.

relativeDate (zero or one occurrence; of the type RelativeDateOffset)

• A date specified as some offset to another date (the anchor date).

fxSpotRateSource (zero or one occurrence; of the type FxSpotRateSource)

• Specifies the methodology (reference source and, optionally, fixing time) to be used for determining a currency conversion rate.

Used by:

• FxFeature/composite

Schema Fragment:

<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>

---

Equity

Description:

A type for defining an equity underlier.

Figure:

Contents:

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

• The long name of a security.

instrumentId (one or more occurrences; of the type InstrumentId)

currency (zero or one occurrence; of the type Currency)

• The currency in which an amount is denominated.

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)

Used by:

Schema Fragment:

<xsd:complexType name="Equity">
  <xsd:annotation>
    <xsd:documentation xml:lang="en">
      A type for defining an equity underlier.
    </xsd:documentation>
    <xsd:documentation xml:lang="de">
      Typ zur Definition eines Aktien-Basiswerts.
    </xsd:documentation>
  </xsd:annotation>
  <xsd:sequence>
    <xsd:element name="description" type="xsd:string">
      <xsd:annotation>
        <xsd:documentation xml:lang="en">
          The long name of a security.
        </xsd:documentation>
        <xsd:documentation xml:lang="de">
          Vollständige Wertpapierbezeichnung.
        </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>

---

EquityAveragingPeriod

Description:

Period over which an average value is taken

Figure:

Contents:

schedule (zero or more occurrences; of the type EquitySchedule)

• A Equity Derivative schedule.

averagingDateTimes (zero or one occurrence; of the type DateTimeList)

• Averaging DateTimes

marketDisruption (exactly one occurrence; of the type MarketDisruption)

• The market disruption event as defined by ISDA 2002 Definitions

Used by:

• Asian/averagingPeriodIn
• Asian/averagingPeriodOut

Schema Fragment:

<xsd:complexType name="EquityAveragingPeriod">
  <xsd:annotation>
    <xsd:documentation xml:lang="en">
      Period over which an average value is taken
    </xsd:documentation>
    <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:annotation>
  <xsd:sequence>
    <xsd:element name="schedule" type="EquitySchedule" minOccurs="0" maxOccurs="unbounded">
      <xsd:annotation>
        <xsd:documentation xml:lang="en">
          A Equity Derivative schedule.
        </xsd:documentation>
        <xsd:documentation xml:lang="de">
          Zeitplan für Aktienderivate.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:element>
    <xsd:element name="averagingDateTimes" type="DateTimeList" minOccurs="0">
      <xsd:annotation>
        <xsd:documentation xml:lang="en">
          Averaging DateTimes
        </xsd:documentation>
        <xsd:documentation xml:lang="de">
          Für die Durchschnittsbildung herangezogene Daten und Zeiten.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:element>
    <xsd:element name="marketDisruption" type="MarketDisruption">
      <xsd:annotation>
        <xsd:documentation xml:lang="en">
          The market disruption event as defined by ISDA 2002
          Definitions
        </xsd:documentation>
        <xsd:documentation xml:lang="de">
          Marktunterbrechung im Sinne der ISDA-Definitionen von 2002.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:element>
  </xsd:sequence>
</xsd:complexType>

---

EquityCorporateEvents

Description:

A type for defining the merger events and their treatment.

Figure:

Contents:

shareForShare (exactly one occurrence; of the type ShareExtraordinaryEventEnum)

• The consideration paid for the original shares following the Merger Event consists wholly of new shares.

shareForOther (exactly one occurrence; of the type ShareExtraordinaryEventEnum)

• The consideration paid for the original shares following the Merger Event consists wholly of cash/securities other than new shares.

shareForCombined (exactly one occurrence; of the type ShareExtraordinaryEventEnum)

• The consideration paid for the original shares following the Merger Event consists of both cash/securities and new shares.

Used by:

• ExtraordinaryEvents/mergerEvents
• ExtraordinaryEvents/tenderOfferEvents

Schema Fragment:

<xsd:complexType name="EquityCorporateEvents">
  <xsd:annotation>
    <xsd:documentation xml:lang="en">
      A type for defining the merger events and their treatment.
    </xsd:documentation>
    <xsd:documentation xml:lang="de">
      Typ zur Definition von Fusionen und deren Behandlung.
    </xsd:documentation>
  </xsd:annotation>
  <xsd:sequence>
    <xsd:element name="shareForShare" type="ShareExtraordinaryEventEnum">
      <xsd:annotation>
        <xsd:documentation xml:lang="en">
          The consideration paid for the original shares following the
          Merger Event consists wholly of new shares.
        </xsd:documentation>
        <xsd:documentation xml:lang="de">
          Einstandspreis für die ursprünglichen Aktien nach Fusion
          beinhaltet ausschließlich neue Aktien.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:element>
    <xsd:element name="shareForOther" type="ShareExtraordinaryEventEnum">
      <xsd:annotation>
        <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:documentation xml:lang="de">
          Einstandspreis für die ursprünglichen Aktien nach Fusion
          beinhaltet ausschließlich Barmittel/Wertpapiere (keine neuen
          Aktien).
        </xsd:documentation>
      </xsd:annotation>
    </xsd:element>
    <xsd:element name="shareForCombined" type="ShareExtraordinaryEventEnum">
      <xsd:annotation>
        <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:documentation xml:lang="de">
          Einstandspreis für die ursprünglichen Aktien nach Fusion
          beinhaltet sowohl Barmittel/Wertpapiere als auch neue Aktien.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:element>
  </xsd:sequence>
</xsd:complexType>

---

EquitySchedule

Description:

Method of generating a series of dates.

Figure:

Contents:

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

• The averaging period start date.

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

• The averaging period end date.

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

• The schedule frequency.

frequencyType (exactly one occurrence; of the type FrequencyTypeEnum)

• The schedule frequency type

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

• The schedule week number.

dayOfWeek (zero or one occurrence; of the type WeeklyRollConventionEnum)

Used by:

• EquityAveragingPeriod/schedule
• TriggerEvent/schedule

Schema Fragment:

<xsd:complexType name="EquitySchedule">
  <xsd:annotation>
    <xsd:documentation xml:lang="en">
      Method of generating a series of dates.
    </xsd:documentation>
    <xsd:documentation xml:lang="de">
      Methode zur Generierung einer Reihe von Terminen.
    </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="en">
          The averaging period end date.
        </xsd:documentation>
        <xsd:documentation xml:lang="de">
          Letzter Tag eines Durchschnittszeitraums.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:element>
    <xsd:element name="frequency" type="xsd:decimal">
      <xsd:annotation>
        <xsd:documentation xml:lang="en">
          The schedule frequency.
        </xsd:documentation>
        <xsd:documentation xml:lang="de">
          Zahlungsfrequenz laut Zeitplan.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:element>
    <xsd:element name="frequencyType" type="FrequencyTypeEnum">
      <xsd:annotation>
        <xsd:documentation xml:lang="en">
          The schedule frequency type
        </xsd:documentation>
        <xsd:documentation xml:lang="de">
          Art der Zahlungsfrequenz laut Zeitplan.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:element>
    <xsd:element name="weekNumber" type="xsd:decimal" minOccurs="0">
      <xsd:annotation>
        <xsd:documentation xml:lang="en">
          The schedule week number.
        </xsd:documentation>
        <xsd:documentation xml:lang="de">
          Wochenzahl im Zeitplan.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:element>
    <xsd:element name="dayOfWeek" type="WeeklyRollConventionEnum" minOccurs="0"/>
  </xsd:sequence>
</xsd:complexType>

---

EquityValuation

Description:

A type for defining how and when an equity option is to be valued.

Figure:

Contents:

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

valuationDate (exactly one occurrence; of the type EquityValuationDate)

• The term "Valuation Date" is assumed to have the meaning as defined in the ISDA 2002 Equity Derivatives Definitions.

Or

valuationDates (exactly one occurrence; of the type AdjustableRelativeOrPeriodicDates)

• Specifies the interim equity valuation dates of the swap.

valuationTimeType (zero or one occurrence; of the type TimeTypeEnum)

• The time of day at which the calculation agent values the underlying, for example the official closing time of the exchange.

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

• The specific time of day at which the calculation agent values the underlying.

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

• The official settlement price as announced by the related exchange is applicable, in accordance with the ISDA 2002 definitions.

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

• The official settlement price as announced by the related exchange is applicable, in accordance with the ISDA 2002 definitions.

Attribute: id (xsd:ID)

Used by:

• DeprecatedEquityLegValuationPrice/equityValuation
• EquityExercise/equityValuation
• ReturnLegValuationPrice/valuationRules
• VarianceLeg/equityValuation

Schema Fragment:

<xsd:complexType name="EquityValuation">
  <xsd:annotation>
    <xsd:documentation xml:lang="en">
      A type for defining how and when an equity option is to be
      valued.
    </xsd:documentation>
    <xsd:documentation xml:lang="de">
      Typ, mit dem Zeitpunkt und Art der Bewertung einer Aktienoption
      bestimmt wird.
    </xsd:documentation>
  </xsd:annotation>
  <xsd:sequence>
    <xsd:choice minOccurs="0">
      <xsd:element name="valuationDate" type="EquityValuationDate">
        <xsd:annotation>
          <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:documentation xml:lang="de">
            "Bewertungstag" im Sinne der ISDA-Definitionen zu
            Aktienderivaten von 2002.
          </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="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:documentation xml:lang="de">
          Tageszeit, zu der die Berechnungsstelle den Basiswert
          bewertet, zum Beispiel der offizielle Börsenschluss.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:element>
    <xsd:element name="valuationTime" type="BusinessCenterTime" minOccurs="0">
      <xsd:annotation>
        <xsd:documentation xml:lang="en">
          The specific time of day at which the calculation agent
          values the underlying.
        </xsd:documentation>
        <xsd:documentation xml:lang="de">
          Genaue Tageszeit, zu der die Bewertungsstelle den Basiswert
          bewertet.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:element>
    <xsd:element name="futuresPriceValuation" type="xsd:boolean" minOccurs="0">
      <xsd:annotation>
        <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:documentation xml:lang="de">
          Es gilt der von der relevanten Börse veröffentlichte
          offizielle Abrechnungspreis im Sinne der ISDA-Definitionen
          von 2002.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:element>
    <xsd:element name="optionsPriceValuation" type="xsd:boolean" minOccurs="0">
      <xsd:annotation>
        <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:documentation xml:lang="de">
          Es gilt der von der relevanten Börse veröffentlichte
          offizielle Abrechnungspreis im Sinne der ISDA-Definitionen
          von 2002.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:element>
  </xsd:sequence>
  <xsd:attribute name="id" type="xsd:ID"/>
</xsd:complexType>

---

EquityValuationDate

Description:

Figure:

Contents:

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

adjustableDate (exactly one occurrence; of the type AdjustableDate)

• 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.

Or

relativeDateSequence (exactly one occurrence; of the type RelativeDateSequence)

• 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.

Attribute: id (xsd:ID)

Used by:

• EquityValuation/valuationDate

Schema Fragment:

<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>

---

ExtraordinaryEvents

Description:

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.

Figure:

Contents:

mergerEvents (zero or one occurrence; of the type EquityCorporateEvents)

• Occurs when the underlying ceases to exist following a merger between the Issuer and another company.

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)

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

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)

• ISDA 2002 Equity Derivative Representations

nationalisationOrInsolvency (zero or one occurrence; of the type NationalisationOrInsolvencyOrDelistingEventEnum)

• The terms "Nationalisation" and "Insolvency" have the meaning as defined in the ISDA 2002 Equity Derivatives Definitions.

delisting (zero or one occurrence; of the type NationalisationOrInsolvencyOrDelistingEventEnum)

• The term "Delisting" has the meaning defined in the ISDA 2002 Equity Derivatives Definitions.

Used by:

• EquityDerivativeLongFormBase/extraordinaryEvents
• ReturnSwap/extraordinaryEvents

Schema Fragment:

<xsd:complexType name="ExtraordinaryEvents">
  <xsd:annotation>
    <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: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:annotation>
  <xsd:sequence>
    <xsd:element name="mergerEvents" type="EquityCorporateEvents" minOccurs="0">
      <xsd:annotation>
        <xsd:documentation xml:lang="en">
          Occurs when the underlying ceases to exist following a merger
          between the Issuer and another company.
        </xsd:documentation>
        <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: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="en">
          The terms "Nationalisation" and "Insolvency" have the meaning
          as defined in the ISDA 2002 Equity Derivatives Definitions.
        </xsd:documentation>
        <xsd:documentation xml:lang="de">
          "Verstaatlichung" und "Insolvenz" im Sinne der
          ISDA-Definitionen zu Aktienderivaten von 2002.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:element>
    <xsd:element name="delisting" type="NationalisationOrInsolvencyOrDelistingEventEnum" minOccurs="0">
      <xsd:annotation>
        <xsd:documentation xml:lang="en">
          The term "Delisting" has the meaning defined in the ISDA 2002
          Equity Derivatives Definitions.
        </xsd:documentation>
        <xsd:documentation xml:lang="de">
          "Delisting" im Sinne der ISDA-Definitionen zu Aktienderivaten
          von 2002.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:element>
  </xsd:sequence>
</xsd:complexType>

---

FeaturePayment

Description:

Payment made following trigger occurence.

Figure:

Contents:

payerPartyReference (exactly one occurrence; of the type Reference)

• A reference to the party responsible for making the payments defined by this structure.

receiverPartyReference (exactly one occurrence; of the type Reference)

• A reference to the party that receives the payments corresponding to this structure.

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

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

• The trigger level percentage.

Or

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

• The monetary quantity in currency units.

time (zero or one occurrence; of the type TimeTypeEnum)

• The feature payment time.

currency (zero or one occurrence; of the type Currency)

• The currency in which an amount is denominated.

featurePaymentDate (zero or one occurrence; of the type AdjustableOrRelativeDate)

• The feature payment date.

Used by:

• TriggerEvent/featurePayment

Schema Fragment:

<xsd:complexType name="FeaturePayment">
  <xsd:annotation>
    <xsd:documentation xml:lang="en">
      Payment made following trigger occurence.
    </xsd:documentation>
    <xsd:documentation xml:lang="de">
      Nach Eintritt des Trigger-Ereignisses erfolgende Zahlung.
    </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="en">
            The trigger level percentage.
          </xsd:documentation>
          <xsd:documentation xml:lang="de">
            Triggerniveau, ausgedrückt als Prozentsatz.
          </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="en">
          The feature payment time.
        </xsd:documentation>
        <xsd:documentation xml:lang="de">
          Zeitpunkt der aus dem Optionsmerkmal resultierenden Zahlung.
        </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="en">
          The feature payment date.
        </xsd:documentation>
        <xsd:documentation xml:lang="de">
          Datum der aus dem Optionsmerkmal resultierenden Zahlung.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:element>
  </xsd:sequence>
</xsd:complexType>

---

FxFeature

Description:

A type for defining Fx Features.

Figure:

Contents:

referenceCurrency (exactly one occurrence; of the type IdentifiedCurrency)

• Specifies the reference currency of the trade.

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

composite (exactly one occurrence; of the type Composite)

Or

quanto (exactly one occurrence; of the type Quanto)

Used by:

• DeprecatedEquityLeg/fxFeature
• EquityDerivativeBase/fxFeature
• ReturnLeg/fxFeature

Schema Fragment:

<xsd:complexType name="FxFeature">
  <xsd:annotation>
    <xsd:documentation xml:lang="en">
      A type for defining Fx Features.
    </xsd:documentation>
    <xsd:documentation xml:lang="de">
      Typ zur Definition von Devisenbestandteilen.
    </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>

---

IndexAdjustmentEvents

Description:

Figure:

Contents:

indexModification (exactly one occurrence; of the type IndexEventConsequenceEnum)

indexCancellation (exactly one occurrence; of the type IndexEventConsequenceEnum)

indexDisruption (exactly one occurrence; of the type IndexEventConsequenceEnum)

Used by:

• ExtraordinaryEvents/indexAdjustmentEvents

Schema Fragment:

<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

Description:

Knock In means option to exercise comes into existence. Knock Out means option to exercise goes out of existence

Figure:

Contents:

knockIn (zero or one occurrence; of the type TriggerEvent)

• The knock in.

knockOut (zero or one occurrence; of the type TriggerEvent)

• The knock out.

Used by:

• OptionFeatures/knock

Schema Fragment:

<xsd:complexType name="Knock">
  <xsd:annotation>
    <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: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:annotation>
  <xsd:sequence>
    <xsd:element name="knockIn" type="TriggerEvent" minOccurs="0">
      <xsd:annotation>
        <xsd:documentation xml:lang="en">
          The knock in.
        </xsd:documentation>
        <xsd:documentation xml:lang="de">
          Knock-In.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:element>
    <xsd:element name="knockOut" type="TriggerEvent" minOccurs="0">
      <xsd:annotation>
        <xsd:documentation xml:lang="en">
          The knock out.
        </xsd:documentation>
        <xsd:documentation xml:lang="de">
          Knock-Out.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:element>
  </xsd:sequence>
</xsd:complexType>

---

MakeWholeProvisions

Description:

Figure:

Contents:

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

• Date through which option can not be exercised without penalty.

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

• Spread used if exercised before make whole date. Early termination penalty. Expressed in bp, e.g. 25 bp.

Used by:

• EquityOption/makeWholeProvisions

Schema Fragment:

<xsd:complexType name="MakeWholeProvisions">
  <xsd:annotation>
    <xsd:documentation>
      A type to hold early exercise provisions.
    </xsd:documentation>
  </xsd:annotation>
  <xsd:sequence>
    <xsd:element name="makeWholeDate" type="xsd:date">
      <xsd:annotation>
        <xsd:documentation xml:lang="en">
          Date through which option can not be exercised without
          penalty.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:element>
    <xsd:element name="recallSpread" type="xsd:decimal">
      <xsd:annotation>
        <xsd:documentation xml:lang="en">
          Spread used if exercised before make whole date. Early
          termination penalty. Expressed in bp, e.g. 25 bp.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:element>
  </xsd:sequence>
</xsd:complexType>

---

MarketDisruption

Description:

Figure:

Contents:

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

Attribute: marketDisruptionScheme (xsd:anyURI)

Used by:

• EquityAveragingPeriod/marketDisruption

Schema Fragment:

<xsd:complexType name="MarketDisruption">
  <xsd:simpleContent>
    <xsd:extension base="xsd:normalizedString">
      <xsd:attribute name="marketDisruptionScheme" type="xsd:anyURI" default="http://www.fpml.org/coding-scheme/market-disruption-1-0"/>
    </xsd:extension>
  </xsd:simpleContent>
</xsd:complexType>

---

OptionFeatures

Description:

A type for defining option features.

Figure:

Contents:

asian (zero or one occurrence; of the type Asian)

• An option where and average price is taken on valuation.

barrier (zero or one occurrence; of the type Barrier)

• An option with a barrier feature.

knock (zero or one occurrence; of the type Knock)

• A knock feature.

passThrough (zero or one occurrence; of the type PassThrough)

• Pass through payments from the underlyer, such as dividends.

Used by:

• EquityDerivativeLongFormBase/equityFeatures

Schema Fragment:

<xsd:complexType name="OptionFeatures">
  <xsd:annotation>
    <xsd:documentation xml:lang="en">
      A type for defining option features.
    </xsd:documentation>
    <xsd:documentation xml:lang="de">
      Typ zur Definition von Optionsbestandteilen.
    </xsd:documentation>
  </xsd:annotation>
  <xsd:sequence>
    <xsd:element name="asian" type="Asian" minOccurs="0">
      <xsd:annotation>
        <xsd:documentation xml:lang="en">
          An option where and average price is taken on valuation.
        </xsd:documentation>
        <xsd:documentation xml:lang="de">
          Option, deren Bewertung auf einem Durchschnittspreis basiert.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:element>
    <xsd:element name="barrier" type="Barrier" minOccurs="0">
      <xsd:annotation>
        <xsd:documentation xml:lang="en">
          An option with a barrier feature.
        </xsd:documentation>
        <xsd:documentation xml:lang="de">
          Option mit Barrier-Merkmal.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:element>
    <xsd:element name="knock" type="Knock" minOccurs="0">
      <xsd:annotation>
        <xsd:documentation xml:lang="en">
          A knock feature.
        </xsd:documentation>
        <xsd:documentation xml:lang="de">
          Knock-Spezifikation.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:element>
    <xsd:element name="passThrough" type="PassThrough" minOccurs="0">
      <xsd:annotation>
        <xsd:documentation xml:lang="en">
          Pass through payments from the underlyer, such as dividends.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:element>
  </xsd:sequence>
</xsd:complexType>

---

PassThrough

Description:

Type which contains pass through payments.

Figure:

Contents:

passThroughItem (one or more occurrences; of the type PassThroughItem)

• One to many pass through payment items.

Used by:

• OptionFeatures/passThrough

Schema Fragment:

<xsd:complexType name="PassThrough">
  <xsd:annotation>
    <xsd:documentation xml:lang="en">
      Type which contains pass through payments.
    </xsd:documentation>
  </xsd:annotation>
  <xsd:sequence>
    <xsd:element name="passThroughItem" type="PassThroughItem" maxOccurs="unbounded">
      <xsd:annotation>
        <xsd:documentation xml:lang="en">
          One to many pass through payment items.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:element>
  </xsd:sequence>
</xsd:complexType>

---

PassThroughItem

Description:

Type to represent a single pass through payment.

Figure:

Contents:

payerPartyReference (exactly one occurrence; of the type Reference)

• A reference to the party responsible for making the payments defined by this structure.

receiverPartyReference (exactly one occurrence; of the type Reference)

• A reference to the party that receives the payments corresponding to this structure.

underlyerReference (exactly one occurrence; of the type Reference)

• Reference to the underlyer whose payments are being passed through.

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

• Percentage of payments from the underlyer which are passed through.

Used by:

• PassThrough/passThroughItem

Schema Fragment:

<xsd:complexType name="PassThroughItem">
  <xsd:annotation>
    <xsd:documentation xml:lang="en">
      Type to represent a single pass through payment.
    </xsd:documentation>
  </xsd:annotation>
  <xsd:sequence>
    <xsd:group ref="PayerReceiver.model"/>
    <xsd:element name="underlyerReference" type="Reference">
      <xsd:annotation>
        <xsd:documentation xml:lang="en">
          Reference to the underlyer whose payments are being passed
          through.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:element>
    <xsd:element name="passThroughPercentage" type="xsd:decimal">
      <xsd:annotation>
        <xsd:documentation xml:lang="en">
          Percentage of payments from the underlyer which are passed
          through.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:element>
  </xsd:sequence>
</xsd:complexType>

---

Quanto

Description:

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.

Figure:

Contents:

fxRate (one or more occurrences; of the type FxRate)

• Specifies a currency conversion rate.

fxSpotRateSource (zero or one occurrence; of the type FxSpotRateSource)

• Specifies the methodology (reference source and, optionally, fixing time) to be used for determining a currency conversion rate.

Used by:

• FxFeature/quanto

Schema Fragment:

<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>

---

Representations

Description:

A type for defining ISDA 2002 Equity Derivative Representations

Figure:

Contents:

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)

Used by:

• ExtraordinaryEvents/representations

Schema Fragment:

<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

Description:

Trigger point at which feature is effective

Figure:

Contents:

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

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

• The trigger level.

Or

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

• The trigger level percentage.

Used by:

• TriggerEvent/trigger

Schema Fragment:

<xsd:complexType name="Trigger">
  <xsd:annotation>
    <xsd:documentation xml:lang="en">
      Trigger point at which feature is effective
    </xsd:documentation>
    <xsd:documentation xml:lang="de">
      Trigger-Niveau, bei dem bestimmte Merkmale einsetzen.
    </xsd:documentation>
  </xsd:annotation>
  <xsd:sequence>
    <xsd:choice>
      <xsd:element name="level" type="xsd:decimal">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">
            The trigger level.
          </xsd:documentation>
          <xsd:documentation xml:lang="de">
            Trigger-Niveau.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:element>
      <xsd:element name="levelPercentage" type="xsd:decimal">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">
            The trigger level percentage.
          </xsd:documentation>
          <xsd:documentation xml:lang="de">
            Triggerniveau, ausgedrückt als Prozentsatz.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:element>
    </xsd:choice>
  </xsd:sequence>
</xsd:complexType>

---

TriggerEvent

Description:

Observation point for trigger

Figure:

Contents:

schedule (zero or more occurrences; of the type EquitySchedule)

• A Equity Derivative schedule.

triggerDates (zero or one occurrence; of the type DateList)

• The trigger Dates

trigger (exactly one occurrence; of the type Trigger)

• The trigger level.

featurePayment (zero or one occurrence; of the type FeaturePayment)

• The feature payment.

Used by:

• Barrier/barrierCap
• Barrier/barrierFloor
• Knock/knockIn
• Knock/knockOut

Schema Fragment:

<xsd:complexType name="TriggerEvent">
  <xsd:annotation>
    <xsd:documentation xml:lang="en">
      Observation point for trigger
    </xsd:documentation>
    <xsd:documentation xml:lang="de">
      Beobachtungspunkt für das Trigger-Ereignis.
    </xsd:documentation>
  </xsd:annotation>
  <xsd:sequence>
    <xsd:element name="schedule" type="EquitySchedule" minOccurs="0" maxOccurs="unbounded">
      <xsd:annotation>
        <xsd:documentation xml:lang="en">
          A Equity Derivative schedule.
        </xsd:documentation>
        <xsd:documentation xml:lang="de">
          Zeitplan für Aktienderivate.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:element>
    <xsd:element name="triggerDates" type="DateList" minOccurs="0">
      <xsd:annotation>
        <xsd:documentation xml:lang="en">
          The trigger Dates
        </xsd:documentation>
        <xsd:documentation xml:lang="de">
          Trigger-Tage.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:element>
    <xsd:element name="trigger" type="Trigger">
      <xsd:annotation>
        <xsd:documentation xml:lang="en">
          The trigger level.
        </xsd:documentation>
        <xsd:documentation xml:lang="de">
          Trigger-Niveau.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:element>
    <xsd:element name="featurePayment" type="FeaturePayment" minOccurs="0">
      <xsd:annotation>
        <xsd:documentation xml:lang="en">
          The feature payment.
        </xsd:documentation>
        <xsd:documentation xml:lang="de">
          Aus dem Optionsmerkmal resultierende Zahlung.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:element>
  </xsd:sequence>
</xsd:complexType>

---

Global Simple Types

The schema does not contain any global simple types.

---

Full XML Schema

<xsd:schema targetNamespace="http://www.fpml.org/2005/FpML-4-2" elementFormDefault="qualified" attributeFormDefault="unqualified">
  <xsd:include schemaLocation="fpml-asset-4-2.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="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: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: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="Reference">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">
            A reference to a party element within this document.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:element>
    </xsd:sequence>
  </xsd:complexType>
  <xsd:complexType name="Asian">
    <xsd:annotation>
      <xsd:documentation xml:lang="en">
        As per ISDA 2002 Definitions
      </xsd:documentation>
      <xsd:documentation xml:lang="de">
        Im Sinne der ISDA-Definitionen von 2002.
      </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="en">
            The factor of strike.
          </xsd:documentation>
          <xsd:documentation xml:lang="de">
            Strike-Faktor.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:element>
      <xsd:element name="averagingPeriodIn" type="EquityAveragingPeriod" minOccurs="0">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">
            The averaging in period.
          </xsd:documentation>
          <xsd:documentation xml:lang="de">
            Averaging-In-Zeitraum.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:element>
      <xsd:element name="averagingPeriodOut" type="EquityAveragingPeriod" minOccurs="0">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">
            The averaging out period.
          </xsd:documentation>
          <xsd:documentation xml:lang="de">
            Averaging-Out-Zeitraum.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:element>
    </xsd:sequence>
  </xsd:complexType>
  <xsd:complexType name="Barrier">
    <xsd:annotation>
      <xsd:documentation xml:lang="en">
        As per ISDA 2002 Definitions.
      </xsd:documentation>
      <xsd:documentation xml:lang="de">
        Im Sinne der ISDA-Definitionen von 2002.
      </xsd:documentation>
    </xsd:annotation>
    <xsd:sequence>
      <xsd:element name="barrierCap" type="TriggerEvent" minOccurs="0">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">
            A trigger level approached from beneath.
          </xsd:documentation>
          <xsd:documentation xml:lang="de">
            Von unten ausgelöstes Trigger-Niveau.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:element>
      <xsd:element name="barrierFloor" type="TriggerEvent" minOccurs="0">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">
            A trigger level approached from above.
          </xsd:documentation>
          <xsd:documentation xml:lang="de">
            Von oben ausgelöstes Trigger-Niveau.
          </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="en">
        A type for defining an equity underlier.
      </xsd:documentation>
      <xsd:documentation xml:lang="de">
        Typ zur Definition eines Aktien-Basiswerts.
      </xsd:documentation>
    </xsd:annotation>
    <xsd:sequence>
      <xsd:element name="description" type="xsd:string">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">
            The long name of a security.
          </xsd:documentation>
          <xsd:documentation xml:lang="de">
            Vollständige Wertpapierbezeichnung.
          </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="en">
        Period over which an average value is taken
      </xsd:documentation>
      <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:annotation>
    <xsd:sequence>
      <xsd:element name="schedule" type="EquitySchedule" minOccurs="0" maxOccurs="unbounded">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">
            A Equity Derivative schedule.
          </xsd:documentation>
          <xsd:documentation xml:lang="de">
            Zeitplan für Aktienderivate.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:element>
      <xsd:element name="averagingDateTimes" type="DateTimeList" minOccurs="0">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">
            Averaging DateTimes
          </xsd:documentation>
          <xsd:documentation xml:lang="de">
            Für die Durchschnittsbildung herangezogene Daten und
            Zeiten.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:element>
      <xsd:element name="marketDisruption" type="MarketDisruption">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">
            The market disruption event as defined by ISDA 2002
            Definitions
          </xsd:documentation>
          <xsd:documentation xml:lang="de">
            Marktunterbrechung im Sinne der ISDA-Definitionen von 2002.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:element>
    </xsd:sequence>
  </xsd:complexType>
  <xsd:complexType name="EquityCorporateEvents">
    <xsd:annotation>
      <xsd:documentation xml:lang="en">
        A type for defining the merger events and their treatment.
      </xsd:documentation>
      <xsd:documentation xml:lang="de">
        Typ zur Definition von Fusionen und deren Behandlung.
      </xsd:documentation>
    </xsd:annotation>
    <xsd:sequence>
      <xsd:element name="shareForShare" type="ShareExtraordinaryEventEnum">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">
            The consideration paid for the original shares following
            the Merger Event consists wholly of new shares.
          </xsd:documentation>
          <xsd:documentation xml:lang="de">
            Einstandspreis für die ursprünglichen Aktien nach Fusion
            beinhaltet ausschließlich neue Aktien.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:element>
      <xsd:element name="shareForOther" type="ShareExtraordinaryEventEnum">
        <xsd:annotation>
          <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:documentation xml:lang="de">
            Einstandspreis für die ursprünglichen Aktien nach Fusion
            beinhaltet ausschließlich Barmittel/Wertpapiere (keine
            neuen Aktien).
          </xsd:documentation>
        </xsd:annotation>
      </xsd:element>
      <xsd:element name="shareForCombined" type="ShareExtraordinaryEventEnum">
        <xsd:annotation>
          <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:documentation xml:lang="de">
            Einstandspreis für die ursprünglichen Aktien nach Fusion
            beinhaltet sowohl Barmittel/Wertpapiere als auch neue
            Aktien.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:element>
    </xsd:sequence>
  </xsd:complexType>
  <xsd:complexType name="EquitySchedule">
    <xsd:annotation>
      <xsd:documentation xml:lang="en">
        Method of generating a series of dates.
      </xsd:documentation>
      <xsd:documentation xml:lang="de">
        Methode zur Generierung einer Reihe von Terminen.
      </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="en">
            The averaging period end date.
          </xsd:documentation>
          <xsd:documentation xml:lang="de">
            Letzter Tag eines Durchschnittszeitraums.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:element>
      <xsd:element name="frequency" type="xsd:decimal">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">
            The schedule frequency.
          </xsd:documentation>
          <xsd:documentation xml:lang="de">
            Zahlungsfrequenz laut Zeitplan.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:element>
      <xsd:element name="frequencyType" type="FrequencyTypeEnum">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">
            The schedule frequency type
          </xsd:documentation>
          <xsd:documentation xml:lang="de">
            Art der Zahlungsfrequenz laut Zeitplan.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:element>
      <xsd:element name="weekNumber" type="xsd:decimal" minOccurs="0">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">
            The schedule week number.
          </xsd:documentation>
          <xsd:documentation xml:lang="de">
            Wochenzahl im Zeitplan.
          </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="en">
        A type for defining how and when an equity option is to be
        valued.
      </xsd:documentation>
      <xsd:documentation xml:lang="de">
        Typ, mit dem Zeitpunkt und Art der Bewertung einer Aktienoption
        bestimmt wird.
      </xsd:documentation>
    </xsd:annotation>
    <xsd:sequence>
      <xsd:choice minOccurs="0">
        <xsd:element name="valuationDate" type="EquityValuationDate">
          <xsd:annotation>
            <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:documentation xml:lang="de">
              "Bewertungstag" im Sinne der ISDA-Definitionen zu
              Aktienderivaten von 2002.
            </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="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:documentation xml:lang="de">
            Tageszeit, zu der die Berechnungsstelle den Basiswert
            bewertet, zum Beispiel der offizielle Börsenschluss.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:element>
      <xsd:element name="valuationTime" type="BusinessCenterTime" minOccurs="0">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">
            The specific time of day at which the calculation agent
            values the underlying.
          </xsd:documentation>
          <xsd:documentation xml:lang="de">
            Genaue Tageszeit, zu der die Bewertungsstelle den Basiswert
            bewertet.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:element>
      <xsd:element name="futuresPriceValuation" type="xsd:boolean" minOccurs="0">
        <xsd:annotation>
          <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:documentation xml:lang="de">
            Es gilt der von der relevanten Börse veröffentlichte
            offizielle Abrechnungspreis im Sinne der ISDA-Definitionen
            von 2002.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:element>
      <xsd:element name="optionsPriceValuation" type="xsd:boolean" minOccurs="0">
        <xsd:annotation>
          <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:documentation xml:lang="de">
            Es gilt der von der relevanten Börse veröffentlichte
            offizielle Abrechnungspreis im Sinne der ISDA-Definitionen
            von 2002.
          </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="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: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:annotation>
    <xsd:sequence>
      <xsd:element name="mergerEvents" type="EquityCorporateEvents" minOccurs="0">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">
            Occurs when the underlying ceases to exist following a
            merger between the Issuer and another company.
          </xsd:documentation>
          <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: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="en">
            The terms "Nationalisation" and "Insolvency" have the
            meaning as defined in the ISDA 2002 Equity Derivatives
            Definitions.
          </xsd:documentation>
          <xsd:documentation xml:lang="de">
            "Verstaatlichung" und "Insolvenz" im Sinne der
            ISDA-Definitionen zu Aktienderivaten von 2002.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:element>
      <xsd:element name="delisting" type="NationalisationOrInsolvencyOrDelistingEventEnum" minOccurs="0">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">
            The term "Delisting" has the meaning defined in the ISDA
            2002 Equity Derivatives Definitions.
          </xsd:documentation>
          <xsd:documentation xml:lang="de">
            "Delisting" im Sinne der ISDA-Definitionen zu
            Aktienderivaten von 2002.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:element>
    </xsd:sequence>
  </xsd:complexType>
  <xsd:complexType name="FeaturePayment">
    <xsd:annotation>
      <xsd:documentation xml:lang="en">
        Payment made following trigger occurence.
      </xsd:documentation>
      <xsd:documentation xml:lang="de">
        Nach Eintritt des Trigger-Ereignisses erfolgende Zahlung.
      </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="en">
              The trigger level percentage.
            </xsd:documentation>
            <xsd:documentation xml:lang="de">
              Triggerniveau, ausgedrückt als Prozentsatz.
            </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="en">
            The feature payment time.
          </xsd:documentation>
          <xsd:documentation xml:lang="de">
            Zeitpunkt der aus dem Optionsmerkmal resultierenden
            Zahlung.
          </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="en">
            The feature payment date.
          </xsd:documentation>
          <xsd:documentation xml:lang="de">
            Datum der aus dem Optionsmerkmal resultierenden Zahlung.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:element>
    </xsd:sequence>
  </xsd:complexType>
  <xsd:complexType name="FxFeature">
    <xsd:annotation>
      <xsd:documentation xml:lang="en">
        A type for defining Fx Features.
      </xsd:documentation>
      <xsd:documentation xml:lang="de">
        Typ zur Definition von Devisenbestandteilen.
      </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="en">
        Knock In means option to exercise comes into existence. Knock
        Out means option to exercise goes out of existence
      </xsd:documentation>
      <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:annotation>
    <xsd:sequence>
      <xsd:element name="knockIn" type="TriggerEvent" minOccurs="0">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">
            The knock in.
          </xsd:documentation>
          <xsd:documentation xml:lang="de">
            Knock-In.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:element>
      <xsd:element name="knockOut" type="TriggerEvent" minOccurs="0">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">
            The knock out.
          </xsd:documentation>
          <xsd:documentation xml:lang="de">
            Knock-Out.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:element>
    </xsd:sequence>
  </xsd:complexType>
  <xsd:complexType name="MakeWholeProvisions">
    <xsd:annotation>
      <xsd:documentation>
        A type to hold early exercise provisions.
      </xsd:documentation>
    </xsd:annotation>
    <xsd:sequence>
      <xsd:element name="makeWholeDate" type="xsd:date">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">
            Date through which option can not be exercised without
            penalty.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:element>
      <xsd:element name="recallSpread" type="xsd:decimal">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">
            Spread used if exercised before make whole date. Early
            termination penalty. Expressed in bp, e.g. 25 bp.
          </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/coding-scheme/market-disruption-1-0"/>
      </xsd:extension>
    </xsd:simpleContent>
  </xsd:complexType>
  <xsd:complexType name="OptionFeatures">
    <xsd:annotation>
      <xsd:documentation xml:lang="en">
        A type for defining option features.
      </xsd:documentation>
      <xsd:documentation xml:lang="de">
        Typ zur Definition von Optionsbestandteilen.
      </xsd:documentation>
    </xsd:annotation>
    <xsd:sequence>
      <xsd:element name="asian" type="Asian" minOccurs="0">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">
            An option where and average price is taken on valuation.
          </xsd:documentation>
          <xsd:documentation xml:lang="de">
            Option, deren Bewertung auf einem Durchschnittspreis
            basiert.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:element>
      <xsd:element name="barrier" type="Barrier" minOccurs="0">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">
            An option with a barrier feature.
          </xsd:documentation>
          <xsd:documentation xml:lang="de">
            Option mit Barrier-Merkmal.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:element>
      <xsd:element name="knock" type="Knock" minOccurs="0">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">
            A knock feature.
          </xsd:documentation>
          <xsd:documentation xml:lang="de">
            Knock-Spezifikation.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:element>
      <xsd:element name="passThrough" type="PassThrough" minOccurs="0">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">
            Pass through payments from the underlyer, such as
            dividends.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:element>
    </xsd:sequence>
  </xsd:complexType>
  <xsd:complexType name="PassThrough">
    <xsd:annotation>
      <xsd:documentation xml:lang="en">
        Type which contains pass through payments.
      </xsd:documentation>
    </xsd:annotation>
    <xsd:sequence>
      <xsd:element name="passThroughItem" type="PassThroughItem" maxOccurs="unbounded">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">
            One to many pass through payment items.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:element>
    </xsd:sequence>
  </xsd:complexType>
  <xsd:complexType name="PassThroughItem">
    <xsd:annotation>
      <xsd:documentation xml:lang="en">
        Type to represent a single pass through payment.
      </xsd:documentation>
    </xsd:annotation>
    <xsd:sequence>
      <xsd:group ref="PayerReceiver.model"/>
      <xsd:element name="underlyerReference" type="Reference">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">
            Reference to the underlyer whose payments are being passed
            through.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:element>
      <xsd:element name="passThroughPercentage" type="xsd:decimal">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">
            Percentage of payments from the underlyer which are passed
            through.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:element>
    </xsd:sequence>
  </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="en">
        Trigger point at which feature is effective
      </xsd:documentation>
      <xsd:documentation xml:lang="de">
        Trigger-Niveau, bei dem bestimmte Merkmale einsetzen.
      </xsd:documentation>
    </xsd:annotation>
    <xsd:sequence>
      <xsd:choice>
        <xsd:element name="level" type="xsd:decimal">
          <xsd:annotation>
            <xsd:documentation xml:lang="en">
              The trigger level.
            </xsd:documentation>
            <xsd:documentation xml:lang="de">
              Trigger-Niveau.
            </xsd:documentation>
          </xsd:annotation>
        </xsd:element>
        <xsd:element name="levelPercentage" type="xsd:decimal">
          <xsd:annotation>
            <xsd:documentation xml:lang="en">
              The trigger level percentage.
            </xsd:documentation>
            <xsd:documentation xml:lang="de">
              Triggerniveau, ausgedrückt als Prozentsatz.
            </xsd:documentation>
          </xsd:annotation>
        </xsd:element>
      </xsd:choice>
    </xsd:sequence>
  </xsd:complexType>
  <xsd:complexType name="TriggerEvent">
    <xsd:annotation>
      <xsd:documentation xml:lang="en">
        Observation point for trigger
      </xsd:documentation>
      <xsd:documentation xml:lang="de">
        Beobachtungspunkt für das Trigger-Ereignis.
      </xsd:documentation>
    </xsd:annotation>
    <xsd:sequence>
      <xsd:element name="schedule" type="EquitySchedule" minOccurs="0" maxOccurs="unbounded">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">
            A Equity Derivative schedule.
          </xsd:documentation>
          <xsd:documentation xml:lang="de">
            Zeitplan für Aktienderivate.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:element>
      <xsd:element name="triggerDates" type="DateList" minOccurs="0">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">
            The trigger Dates
          </xsd:documentation>
          <xsd:documentation xml:lang="de">
            Trigger-Tage.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:element>
      <xsd:element name="trigger" type="Trigger">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">
            The trigger level.
          </xsd:documentation>
          <xsd:documentation xml:lang="de">
            Trigger-Niveau.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:element>
      <xsd:element name="featurePayment" type="FeaturePayment" minOccurs="0">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">
            The feature payment.
          </xsd:documentation>
          <xsd:documentation xml:lang="de">
            Aus dem Optionsmerkmal resultierende Zahlung.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:element>
    </xsd:sequence>
  </xsd:complexType>
</xsd:schema>