http://www.fpml.org/spec/2006/tr-fpml-4-2-2006-12-15
http://www.fpml.org/spec/2006/tr-fpml-4-2-2006-12-15
http://www.fpml.org/spec/2006/tr-fpml-4-2-2006-09-28/
http://www.fpml.org/spec/errata/tr-fpml-4-2-2006-12-15-errata.html
Document built: Fri 12/15/2006 14:39:28.67
Copyright (c) 1999 - 2006 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.html
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="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="PartyReference">
<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>
Specifies the amount of the fee along with, when applicable, the formula that supports its determination.
paymentAmount (zero or one occurrence; of the type Money)
formula (zero or one occurrence; of the type Formula)
<xsd:complexType name="AdditionalPaymentAmount">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies the amount of the fee along with, when applicable, the
formula that supports its determination.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element name="paymentAmount" type="Money" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The currency amount of the payment.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="formula" type="Formula" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies a formula, with its description and components.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</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="AdjustableDateOrRelativeDateSequence">
<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>
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 AveragingPeriod)
averagingPeriodOut (zero or one occurrence; of the type AveragingPeriod)
<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="AveragingPeriod" 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="AveragingPeriod" 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>
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="AveragingPeriod">
<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>
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="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>
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 DeterminationMethod)
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="DeterminationMethod" 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>
Specifies the compounding method and the compounding rate.
compoundingMethod (exactly one occurrence; of the type CompoundingMethodEnum)
compoundingRate (exactly one occurrence; of the type CompoundingRate)
<xsd:complexType name="Compounding">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies the compounding method and the compounding rate.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element name="compoundingMethod" type="CompoundingMethodEnum">
<xsd:annotation>
<xsd:documentation xml:lang="en">
If more that one calculation period contributes to a single
payment amount this element specifies whether compounding is
applicable, and if so, what compounding method is to be used.
This element must only be included when more that one
calculation period contributes to a single payment amount.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="compoundingRate" type="CompoundingRate">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Defines a compounding rate. The compounding interest can
either point back to the interest calculation node on the
Interest Leg, or be defined specifically.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:complexType>
A type defining a compounding rate. The compounding interest can either point back to the interest calculation node on the Interest Leg, or be defined specifically.
interestLegRate (exactly one occurrence; of the type InterestCalculationReference)
Or
specificRate (exactly one occurrence; of the type InterestAccrualsMethod)
<xsd:complexType name="CompoundingRate">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type defining a compounding rate. The compounding interest can
either point back to the interest calculation node on the
Interest Leg, or be defined specifically.
</xsd:documentation>
</xsd:annotation>
<xsd:choice>
<xsd:element name="interestLegRate" type="InterestCalculationReference">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Reference to the interest calculation node on the Interest
Leg.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="specificRate" type="InterestAccrualsMethod">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Defines a specific rate.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:choice>
</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="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>
A type used to describe the amount paid for an equity option.
payerPartyReference (exactly one occurrence; of the type PartyOrAccountReference)
receiverPartyReference (exactly one occurrence; of the type PartyOrAccountReference)
premiumType (zero or one occurrence; of the type PremiumTypeEnum)
paymentAmount (zero or one occurrence; of the type Money)
paymentDate (zero or one occurrence; of the type AdjustableDate)
swapPremium (zero or one occurrence; of the type xsd:boolean)
pricePerOption (zero or one occurrence; of the type Money)
percentageOfNotional (zero or one occurrence; of the type xsd:decimal)
<xsd:complexType name="EquityPremium">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type used to describe the amount paid for an equity option.
</xsd:documentation>
<xsd:documentation xml:lang="de">
Typ zur Beschreibung des für eine Aktienoption gezahlten
Betrages.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:group ref="PayerReceiver.model"/>
<xsd:element name="premiumType" type="PremiumTypeEnum" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Forward start Premium type
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="paymentAmount" type="Money" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The currency amount of the payment.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="paymentDate" type="AdjustableDate" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The payment date. This date is subject to adjustment in
accordance with any applicable business day convention.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="swapPremium" type="xsd:boolean" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies whether or not the premium is to be paid in the
style of payments under an interest rate swap contract.
</xsd:documentation>
<xsd:documentation xml:lang="de">
Gibt die Zahlbarkeit der Prämie in Form von
Zinsswap-Zahlungsströmen an.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="pricePerOption" type="Money" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The amount of premium to be paid expressed as a function of
the number of options.
</xsd:documentation>
<xsd:documentation xml:lang="de">
Zahlbare Prämie in Abhängigkeit von der Anzahl der Optionen.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="percentageOfNotional" type="xsd:decimal" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The amount of premium to be paid expressed as a percentage of
the notional value of the transaction. A percentage of 5%
would be expressed as 0.05.
</xsd:documentation>
<xsd:documentation xml:lang="de">
Zahlbare Prämie, ausgedrückt als Prozentsatz des Nennwerts
der Transaktion. (Ein Prozentsatz von 5 % wird als 0,05
dargestellt.)
</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="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>
A type for defining the strike price for an equity option. The strike price is either: (i) in respect of an index option transaction, the level of the relevant index specified or otherwise determined in the transaction; or (ii) in respect of a share option transaction, the price per share specified or otherwise determined in the transaction. This can be expressed either as a percentage of notional amount or as an absolute value.
strikePrice (exactly one occurrence; of the type xsd:decimal)
Or
strikePercentage (exactly one occurrence; of the type xsd:decimal)
currency (zero or one occurrence; of the type Currency)
<xsd:complexType name="EquityStrike">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type for defining the strike price for an equity option. The
strike price is either: (i) in respect of an index option
transaction, the level of the relevant index specified or
otherwise determined in the transaction; or (ii) in respect of a
share option transaction, the price per share specified or
otherwise determined in the transaction. This can be expressed
either as a percentage of notional amount or as an absolute
value.
</xsd:documentation>
<xsd:documentation xml:lang="de">
Typ zur Definition des Strike-Preises für eine Aktienoption. Der
Strike-Preis ist: (i) bei Indexoptionen der Stand des jeweils
spezifizierten oder anderweitig in der Transaktion bestimmten
Index oder (ii) bei Aktienoptionen der Preis jeder spezifizierten
oder anderweitig in der Transaktion bestimmten Aktie. Der
Strike-Preis kann entweder als Prozentsatz des Nennwertes oder
als absoluter Wert angegeben werden.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:choice>
<xsd:element name="strikePrice" type="xsd:decimal">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The price or level at which the option has been struck.
</xsd:documentation>
<xsd:documentation xml:lang="de">
Preis oder Niveau als Strike-Preis der Option.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="strikePercentage" type="xsd:decimal">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The price or level expressed as a percentage of the forward
starting spot price.
</xsd:documentation>
<xsd:documentation xml:lang="de">
Preis oder Niveau, ausgedrückt als Prozentsatz des für
einen künftigen Zeitpunkt ermittelten Spotpreises.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:choice>
<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:sequence>
</xsd:complexType>
A type for defining how and when an equity option is to be valued.
valuationDate (exactly one occurrence; of the type AdjustableDateOrRelativeDateSequence)
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="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="AdjustableDateOrRelativeDateSequence">
<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>
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="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>
Payment made following trigger occurence.
payerPartyReference (exactly one occurrence; of the type PartyOrAccountReference)
receiverPartyReference (exactly one occurrence; of the type PartyOrAccountReference)
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="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>
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)
Or
crossCurrency (exactly one occurrence; of the type Composite)
<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:annotation>
<xsd:documentation xml:lang="en">
If “Composite” is specified as the Settlement Type in the
relevant Transaction Supplement, an amount in the
Settlement Currency, determined by the Calculation Agent as
being equal to the number of Options exercised or deemed
exercised, multiplied by: (Settlement Price – Strike Price)
/ (Strike Price – Settlement Price) x Multiplier provided
that if the above is equal to a negative amount the Option
Cash Settlement Amount shall be deemed to be zero.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="quanto" type="Quanto">
<xsd:annotation>
<xsd:documentation xml:lang="en">
If “Quanto” is specified as the Settlement Type in the
relevant Transaction Supplement, an amount, as determined
by the Calculation Agent in accordance with the Section 8.2
of the Equity Definitions
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="crossCurrency" type="Composite">
<xsd:annotation>
<xsd:documentation xml:lang="en">
If “Cross-Currency” is specified as the Settlement Type in
the relevant Transaction Supplement, an amount in the
Settlement Currency, determined by the Calculation Agent as
being equal to the number of Options exercised or deemed
exercised, multiplied by: (Settlement Price – Strike Price)
/ (Strike Price – Settlement Price) x Multiplier x one unit
of the Reference Currency converted into an amount in the
Settlement Currency using the rate of exchange of the
Settlement Currency as quoted on the Reference Price Source
on the Valuation Date, provided that if the above is equal
to a negative amount the Option Cash Settlement Amount
shall be deemed to be zero
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</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>
Specifies the calculation method of the interest rate leg of the equity swap. Includes the floating or fixed rate calculation definitions, along with the determination of the day count fraction.
Inherited element(s): (This definition inherits the content defined by the type InterestAccrualsMethod)
dayCountFraction (exactly one occurrence; of the type DayCountFraction)
compounding (zero or one occurrence; of the type Compounding)
Attribute: id (xsd:ID)
<xsd:complexType name="InterestCalculation">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies the calculation method of the interest rate leg of the
equity swap. Includes the floating or fixed rate calculation
definitions, along with the determination of the day count
fraction.
</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="InterestAccrualsMethod">
<xsd:sequence>
<xsd:element name="dayCountFraction" type="DayCountFraction">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The day count fraction.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="compounding" type="Compounding" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Defines compounding rates on the Interest Leg.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
<xsd:attribute name="id" type="xsd:ID"/>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
Reference to an interest calculation component.
Inherited element(s): (This definition inherits the content defined by the type Reference)
<xsd:complexType name="InterestCalculationReference">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Reference to an interest calculation component.
</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="Reference"/>
</xsd:complexContent>
</xsd:complexType>
A type describing the fixed income leg of the equity swap.
Inherited element(s): (This definition inherits the content defined by the type ReturnSwapLeg)
interestLegCalculationPeriodDates (exactly one occurrence; of the type InterestLegCalculationPeriodDates)
notional (exactly one occurrence; of the type ReturnSwapNotional)
interestAmount (exactly one occurrence; of the type LegAmount)
interestCalculation (exactly one occurrence; of the type InterestCalculation)
stubCalculationPeriod (zero or one occurrence; of the type StubCalculationPeriod)
<xsd:complexType name="InterestLeg">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type describing the fixed income leg of the equity swap.
</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="ReturnSwapLeg">
<xsd:sequence>
<xsd:element name="interestLegCalculationPeriodDates" type="InterestLegCalculationPeriodDates">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Component that holds the various dates used to specify
the interest leg of the equity swap. It is used to define
the InterestPeriodDates identifyer.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="notional" type="ReturnSwapNotional">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies the notional of a return type swap. When used
in the equity leg, the definition will typically combine
the actual amount (using the notional component defined
by the FpML industry group) and the determination method.
When used in the interest leg, the definition will
typically point to the definition of the equity leg.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="interestAmount" type="LegAmount">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies, in relation to each Interest Payment Date, the
amount to which the Interest Payment Date relates. Unless
otherwise specified, this term has the meaning defined in
the ISDA 2000 ISDA Definitions.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="interestCalculation" type="InterestCalculation">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies the calculation method of the interest rate leg
of the equity swap. Includes the floating or fixed rate
calculation definitions, along with the determination of
the day count fraction.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="stubCalculationPeriod" type="StubCalculationPeriod" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies the stub calculation period
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
Component that holds the various dates used to specify the interest leg of the equity swap. It is used to define the InterestPeriodDates identifyer.
effectiveDate (exactly one occurrence; of the type AdjustableOrRelativeDate)
terminationDate (exactly one occurrence; of the type AdjustableOrRelativeDate)
interestLegResetDates (exactly one occurrence; of the type InterestLegResetDates)
interestLegPaymentDates (exactly one occurrence; of the type AdjustableOrRelativeDates)
Attribute: id (xsd:ID) - required
<xsd:complexType name="InterestLegCalculationPeriodDates">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Component that holds the various dates used to specify the
interest leg of the equity swap. It is used to define the
InterestPeriodDates identifyer.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element name="effectiveDate" type="AdjustableOrRelativeDate">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies the effective date of the equity swap. This global
element is valid within the equity swaps namespace. Within
the FpML namespace, another effectiveDate global element has
been defined, that is different in the sense that it does not
propose the choice of refering to another date in the
document.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="terminationDate" type="AdjustableOrRelativeDate">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies the termination date of the equity swap. This
global element is valid within the equity swaps namespace.
Within the FpML namespace, another terminationDate global
element has been defined, that is different in the sense that
it does not propose the choice of refering to another date in
the document.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="interestLegResetDates" type="InterestLegResetDates">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies the reset dates of the interest leg of the swap.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="interestLegPaymentDates" type="AdjustableOrRelativeDates">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies the payment dates of the interest leg of the swap.
When defined in relation to a date specified somewhere else
in the document (through the relativeDates component), this
element will typically point to the payment dates of the
equity leg of the swap.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
<xsd:attribute name="id" type="xsd:ID" use="required"/>
</xsd:complexType>
Reference to the calculation period dates of the interest leg.
Inherited element(s): (This definition inherits the content defined by the type Reference)
<xsd:complexType name="InterestLegCalculationPeriodDatesReference">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Reference to the calculation period dates of the interest leg.
</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="Reference"/>
</xsd:complexContent>
</xsd:complexType>
calculationPeriodDatesReference (exactly one occurrence; of the type InterestLegCalculationPeriodDatesReference)
resetRelativeTo (exactly one occurrence; of the type ResetRelativeToEnum)
Or
resetFrequency (exactly one occurrence; of the type ResetFrequency)
<xsd:complexType name="InterestLegResetDates">
<xsd:sequence>
<xsd:element name="calculationPeriodDatesReference" type="InterestLegCalculationPeriodDatesReference">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A pointer style reference to the associated calculation
period dates component defined elsewhere in the document.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:choice>
<xsd:element name="resetRelativeTo" type="ResetRelativeToEnum">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies whether the reset dates are determined with
respect to each adjusted calculation period start date or
adjusted calculation period end date. If the reset
frequency is specified as daily this element must not be
included.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="resetFrequency" type="ResetFrequency">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The frequency at which reset dates occur. In the case of a
weekly reset frequency, also specifies the day of the week
that the reset occurs. If the reset frequency is greater
than the calculation period frequency then this implies
that more than one reset date is established for each
calculation period and some form of rate averaging is
applicable.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:choice>
</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="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>
A type describing the amount that will paid or received on each of the payment dates. This type is used to define both the Equity Amount and the Interest Amount.
paymentCurrency (zero or one occurrence; of the type PaymentCurrency)
referenceAmount (exactly one occurrence; of the type ReferenceAmount)
Or
formula (exactly one occurrence; of the type Formula)
Or
encodedDescription (exactly one occurrence; of the type xsd:base64Binary)
Or
variance (exactly one occurrence; of the type Variance)
calculationDates (zero or one occurrence; of the type AdjustableRelativeOrPeriodicDates)
<xsd:complexType name="LegAmount">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type describing the amount that will paid or received on each
of the payment dates. This type is used to define both the Equity
Amount and the Interest Amount.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element name="paymentCurrency" type="PaymentCurrency" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Currency in which the payment relating to the leg amount
(equity amount or interest amount) or the dividend will be
denominated.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:choice>
<xsd:element name="referenceAmount" type="ReferenceAmount">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies the reference Amount when this term either
corresponds to the standard ISDA Definition (either the
2002 Equity Definition for the Equity Amount, or the 2000
Definition for the Interest Amount), or points to a term
defined elsewhere in the swap document.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="formula" type="Formula">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies a formula, with its description and components.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="encodedDescription" type="xsd:base64Binary">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Description of the leg amount when represented through an
encoded image.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="variance" type="Variance">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies Variance for Variance Leg
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:choice>
<xsd:element name="calculationDates" type="AdjustableRelativeOrPeriodicDates" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies the date ion which a calculation or an observation
will be performed for the purpose of defining the Equity
Amount, and in accordance to the definition terms of this
latter.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:complexType>
makeWholeDate (exactly one occurrence; of the type xsd:date)
recallSpread (exactly one occurrence; of the type xsd:decimal)
<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>
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/coding-scheme/market-disruption-1-0"/>
</xsd:extension>
</xsd:simpleContent>
</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)
passThrough (zero or one occurrence; of the type PassThrough)
<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>
Type which contains pass through payments.
passThroughItem (one or more occurrences; of the type PassThroughItem)
<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>
Type to represent a single pass through payment.
payerPartyReference (exactly one occurrence; of the type PartyOrAccountReference)
receiverPartyReference (exactly one occurrence; of the type PartyOrAccountReference)
underlyerReference (exactly one occurrence; of the type AssetReference)
passThroughPercentage (exactly one occurrence; of the type xsd:decimal)
<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="AssetReference">
<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>
Specifies the principal exchange amount, either by explicitly defining it, or by point to an amount defined somewhere else in the swap document.
amountRelativeTo (exactly one occurrence; of the type AmountReference)
Or
determinationMethod (exactly one occurrence; of the type DeterminationMethod)
Or
principalAmount (exactly one occurrence; of the type Money)
<xsd:complexType name="PrincipalExchangeAmount">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies the principal exchange amount, either by explicitly
defining it, or by point to an amount defined somewhere else in
the swap document.
</xsd:documentation>
</xsd:annotation>
<xsd:choice>
<xsd:element name="amountRelativeTo" type="AmountReference"/>
<xsd:element name="determinationMethod" type="DeterminationMethod">
<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="principalAmount" type="Money">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Principal exchange amount when explictly stated.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:choice>
</xsd:complexType>
Specifies each of the characteristics of the principal exchange cashflows, in terms of paying/receiving counterparties, amounts and dates.
payerPartyReference (exactly one occurrence; of the type PartyOrAccountReference)
receiverPartyReference (exactly one occurrence; of the type PartyOrAccountReference)
principalExchangeAmount (exactly one occurrence; of the type PrincipalExchangeAmount)
principalExchangeDate (exactly one occurrence; of the type AdjustableOrRelativeDate)
<xsd:complexType name="PrincipalExchangeDescriptions">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies each of the characteristics of the principal exchange
cashflows, in terms of paying/receiving counterparties, amounts
and dates.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:group ref="PayerReceiver.model"/>
<xsd:element name="principalExchangeAmount" type="PrincipalExchangeAmount">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies the principal echange amount, either by explicitly
defining it, or by point to an amount defined somewhere else
in the swap document.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="principalExchangeDate" type="AdjustableOrRelativeDate">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Date on which each of the principal exchanges will take
place. This date is either explictly stated, or is defined by
reference to another date in the swap document. In this
latter case, it will typically refer to one other date of the
equity leg: either the effective date (initial exchange), or
the last payment date (final exchange).
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:complexType>
A type describing the principal exchange features of the equity swap.
principalExchanges (exactly one occurrence; of the type PrincipalExchanges)
principalExchangeDescriptions (one or more occurrences; of the type PrincipalExchangeDescriptions)
<xsd:complexType name="PrincipalExchangeFeatures">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type describing the principal exchange features of the equity
swap.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element name="principalExchanges" type="PrincipalExchanges">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The true/false flags indicating whether initial, intermediate
or final exchanges of principal should occur.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="principalExchangeDescriptions" type="PrincipalExchangeDescriptions" maxOccurs="unbounded">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies each of the characteristics of the principal
exchange cashflows, in terms of paying/receiving
counterparties, amounts and dates.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:complexType>
When present without child elements this type indicate that a Quanto feature is in use Child elements are used to specify the currency conversion rate(s) associated with the quanto. One rate will be defined for each pair of currencies involved.
fxRate (zero 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">
When present without child elements this type indicate that a
Quanto feature is in use Child elements are used to specify 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" minOccurs="0" 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>
A type describing the dividend return conditions applicable to the swap.
returnType (exactly one occurrence; of the type ReturnTypeEnum)
dividendConditions (zero or one occurrence; of the type DividendConditions)
<xsd:complexType name="Return">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type describing the dividend return conditions applicable to
the swap.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element name="returnType" type="ReturnTypeEnum">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Defines the type of return associated with the equity swap.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="dividendConditions" type="DividendConditions" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies the conditions governing the payment of the
dividends to the receiver of the equity return. With the
exception of the dividend payout ratio, which is defined for
each of the underlying components.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:complexType>
A type describing the return leg of a return type swap.
Inherited element(s): (This definition inherits the content defined by the type ReturnSwapLeg)
effectiveDate (exactly one occurrence; of the type AdjustableOrRelativeDate)
terminationDate (exactly one occurrence; of the type AdjustableOrRelativeDate)
underlyer (exactly one occurrence; of the type Underlyer)
rateOfReturn (exactly one occurrence; of the type ReturnLegValuation)
notional (exactly one occurrence; of the type ReturnSwapNotional)
amount (exactly one occurrence; of the type ReturnSwapAmount)
return (exactly one occurrence; of the type Return)
notionalAdjustments (exactly one occurrence; of the type NotionalAdjustmentEnum)
fxFeature (zero or one occurrence; of the type FxFeature)
<xsd:complexType name="ReturnLeg">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type describing the return leg of a return type swap.
</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="ReturnSwapLeg">
<xsd:sequence>
<xsd:element name="effectiveDate" type="AdjustableOrRelativeDate">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies the effective date of the return leg of the
swap. When defined in relation to a date specified
somewhere else in the document (through the relativeDate
component), this element will typically point to the
effective date of the other leg of the swap.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="terminationDate" type="AdjustableOrRelativeDate">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies the termination date of the return leg of the
swap. When defined in relation to a date specified
somewhere else in the document (through the relativeDate
component), this element will typically point to the
termination date of the other leg of the swap.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="underlyer" type="Underlyer">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies the underlying component of the return type
swap, which can be either one or many and consists in
either equity, index or convertible bond component, or a
combination of these.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="rateOfReturn" type="ReturnLegValuation">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Element named "valuation" in versions prior to FpML 4.2
Second Working Draft. Specifies the terms of the initial
price of the return type swap and of the subsequent
valuations of the underlyer.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="notional" type="ReturnSwapNotional">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies the notional of a return type swap. When used
in the equity leg, the definition will typically combine
the actual amount (using the notional component defined
by the FpML industry group) and the determination method.
When used in the interest leg, the definition will
typically point to the definition of the equity leg.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="amount" type="ReturnSwapAmount">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Element named "equityAmount" in versions prior to FpML
4.2 Second Working Draft. Specifies, in relation to each
Payment Date, the amount to which the Payment Date
relates. For equity swaps this element is equivalent to
the Equity Amount term as defined in the ISDA 2002 Equity
Derivatives Definitions.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="return" type="Return">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies the conditions under which dividend affecting
the underlyer will be paid to the receiver of the
amounts.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="notionalAdjustments" type="NotionalAdjustmentEnum">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies the conditions that govern the adjustment to
the number of units of the equity swap.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="fxFeature" type="FxFeature" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A quanto or composite FX feature.
</xsd:documentation>
<xsd:documentation xml:lang="de">
Quanto- oder Komposit-Devisenbestandteil.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
A type describing the initial and final valuation of the underlyer.
initialPrice (exactly one occurrence; of the type ReturnLegValuationPrice)
notionalReset (exactly one occurrence; of the type xsd:boolean)
valuationPriceInterim (zero or one occurrence; of the type ReturnLegValuationPrice)
valuationPriceFinal (exactly one occurrence; of the type ReturnLegValuationPrice)
paymentDates (exactly one occurrence; of the type ReturnSwapPaymentDates)
<xsd:complexType name="ReturnLegValuation">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type describing the initial and final valuation of the
underlyer.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element name="initialPrice" type="ReturnLegValuationPrice">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies the initial reference price of the underlyer. This
price can be expressed either as an actual amount/currency,
as a determination method, or by reference to another value
specified in the swap document.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="notionalReset" type="xsd:boolean">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Element named "equityNotionalReset" in versions prior to FpML
4.2 Second Working Draft. For equity swaps, this element is
equivalent to the term "Equity Notional Reset" as defined in
the ISDA 2002 Equity Derivatives Definitions. The reference
to the ISDA definition is either "Applicable" or
'Inapplicable".
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="valuationPriceInterim" type="ReturnLegValuationPrice" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies the interim valuation price of the underlyer. This
price can be expressed either as an actual amount/currency,
as a determination method, or by reference to another value
specified in the swap document.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="valuationPriceFinal" type="ReturnLegValuationPrice">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies the final valuation price of the underlyer. This
price can be expressed either as an actual amount/currency,
as a determination method, or by reference to another value
specified in the swap document.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="paymentDates" type="ReturnSwapPaymentDates">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Element named "equityPaymentDates" in versions prior to FpML
4.2 Second Working Draft. Specifies the payment dates of the
swap.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:complexType>
Inherited element(s): (This definition inherits the content defined by the type Price)
valuationRules (zero or one occurrence; of the type EquityValuation)
<xsd:complexType name="ReturnLegValuationPrice">
<xsd:complexContent>
<xsd:extension base="Price">
<xsd:sequence>
<xsd:element name="valuationRules" type="EquityValuation" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Element named "equityValuation" in versions prior to FpML
4.2 Second Working Draft.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
A type describing return swaps including equity swaps (long form), total return swaps, and variance swaps.
Inherited element(s): (This definition inherits the content defined by the type ReturnSwapBase)
principalExchangeFeatures (zero or one occurrence; of the type PrincipalExchangeFeatures)
additionalPayment (zero or more occurrences; of the type ReturnSwapAdditionalPayment)
earlyTermination (zero or more occurrences; of the type ReturnSwapEarlyTermination)
extraordinaryEvents (zero or one occurrence; of the type ExtraordinaryEvents)
<xsd:complexType name="ReturnSwap">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type describing return swaps including equity swaps (long
form), total return swaps, and variance swaps.
</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="ReturnSwapBase">
<xsd:sequence>
<xsd:element name="principalExchangeFeatures" type="PrincipalExchangeFeatures" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies the principal exchange features of the equity
swap.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="additionalPayment" type="ReturnSwapAdditionalPayment" minOccurs="0" maxOccurs="unbounded">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies additional payment(s) between the principal
parties to the trade. This component extends some of the
features of the additionalPayment component developed by
the FpML industry group. Appropriate discussions will
determine whether it would be appropriate to extend the
shared component in order to meet the further
requirements of equity swaps.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="earlyTermination" type="ReturnSwapEarlyTermination" minOccurs="0" maxOccurs="unbounded">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies, for one or for both the parties to the trade,
the date from which it can early terminate it.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="extraordinaryEvents" type="ExtraordinaryEvents" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Where the underlying is shares, specifies 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 Ereignisse
angegeben, die den Emittenten der Aktie betreffen und die
eine Anpassung der Transaktionsbedingungen erfordern
können.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
A type describing the additional payment(s) between the principal parties to the trade. This component extends some of the features of the additionalPayment component previously developed in FpML. Appropriate discussions will determine whether it would be appropriate to extend the shared component in order to meet the further requirements of equity swaps.
payerPartyReference (exactly one occurrence; of the type PartyOrAccountReference)
receiverPartyReference (exactly one occurrence; of the type PartyOrAccountReference)
additionalPaymentAmount (exactly one occurrence; of the type AdditionalPaymentAmount)
additionalPaymentDate (exactly one occurrence; of the type AdjustableOrRelativeDate)
paymentType (zero or one occurrence; of the type PaymentType)
<xsd:complexType name="ReturnSwapAdditionalPayment">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type describing the additional payment(s) between the principal
parties to the trade. This component extends some of the features
of the additionalPayment component previously developed in FpML.
Appropriate discussions will determine whether it would be
appropriate to extend the shared component in order to meet the
further requirements of equity swaps.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:group ref="PayerReceiver.model"/>
<xsd:element name="additionalPaymentAmount" type="AdditionalPaymentAmount">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies the amount of the fee along with, when applicable,
the formula that supports its determination.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="additionalPaymentDate" type="AdjustableOrRelativeDate">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies the value date of the fee payment/receipt.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="paymentType" type="PaymentType" minOccurs="0"/>
</xsd:sequence>
</xsd:complexType>
Specifies, in relation to each Payment Date, the amount to which the Payment Date relates. For Equity Swaps this element is equivalent to the Equity Amount term as defined in the ISDA 2002 Equity Derivatives Definitions.
Inherited element(s): (This definition inherits the content defined by the type LegAmount)
cashSettlement (exactly one occurrence; of the type xsd:boolean)
optionsExchangeDividends (zero or one occurrence; of the type xsd:boolean)
additionalDividends (zero or one occurrence; of the type xsd:boolean)
<xsd:complexType name="ReturnSwapAmount">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies, in relation to each Payment Date, the amount to which
the Payment Date relates. For Equity Swaps this element is
equivalent to the Equity Amount term as defined in the ISDA 2002
Equity Derivatives Definitions.
</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="LegAmount">
<xsd:sequence>
<xsd:element name="cashSettlement" type="xsd:boolean"/>
<xsd:element name="optionsExchangeDividends" type="xsd:boolean" minOccurs="0"/>
<xsd:element name="additionalDividends" type="xsd:boolean" minOccurs="0"/>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
A type describing the components that are common for return type swaps, including short and long form equity swaps representations.
Inherited element(s): (This definition inherits the content defined by the type Product)
buyerPartyReference (exactly one occurrence; of the type PartyOrTradeSideReference)
sellerPartyReference (exactly one occurrence; of the type PartyOrTradeSideReference)
returnSwapLeg (one or more occurrences; of the type ReturnSwapLeg)
<xsd:complexType name="ReturnSwapBase">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type describing the components that are common for return type
swaps, including short and long form equity swaps
representations.
</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="Product">
<xsd:sequence>
<xsd:group ref="BuyerSeller.model" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
BuyerSeller.model has been included as an optional child
of ReturnSwapBase to support the situation where an
implementor wishes to indicate who has manufactured the
Swap through representing them as the Seller. It may be
removed in future major revisions.
</xsd:documentation>
</xsd:annotation>
</xsd:group>
<xsd:element ref="returnSwapLeg" maxOccurs="unbounded"/>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
A type describing the date from which each of the party may be allowed to terminate the trade.
partyReference (exactly one occurrence; of the type PartyReference)
startingDate (exactly one occurrence; of the type StartingDate)
<xsd:complexType name="ReturnSwapEarlyTermination">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type describing the date from which each of the party may be
allowed to terminate the trade.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element name="partyReference" type="PartyReference"/>
<xsd:element name="startingDate" type="StartingDate">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies the date from which the early termination clause
can be exercised.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:complexType>
The abstract base class for all types of Return Swap Leg.
payerPartyReference (exactly one occurrence; of the type PartyOrAccountReference)
receiverPartyReference (exactly one occurrence; of the type PartyOrAccountReference)
paymentFrequency (zero or one occurrence; of the type Interval)
Attribute: legIdentifier (xsd:ID)
<xsd:complexType name="ReturnSwapLeg" abstract="true">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The abstract base class for all types of Return Swap Leg.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:group ref="PayerReceiver.model"/>
<xsd:element name="paymentFrequency" type="Interval" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Frequency at which this leg pays.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
<xsd:attribute name="legIdentifier" type="xsd:ID"/>
</xsd:complexType>
Specifies the notional of return type swap. When used in the equity leg, the definition will typically combine the actual amount (using the notional component defined by the FpML industry group) and the determination method. When used in the interest leg, the definition will typically point to the definition of the equity leg.
determinationMethod (exactly one occurrence; of the type DeterminationMethod)
Or
notionalAmount (exactly one occurrence; of the type Money)
Or
amountRelativeTo (exactly one occurrence; of the type AmountReference)
Attribute: id (xsd:ID)
<xsd:complexType name="ReturnSwapNotional">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies the notional of return type swap. When used in the
equity leg, the definition will typically combine the actual
amount (using the notional component defined by the FpML industry
group) and the determination method. When used in the interest
leg, the definition will typically point to the definition of the
equity leg.
</xsd:documentation>
</xsd:annotation>
<xsd:choice>
<xsd:element name="determinationMethod" type="DeterminationMethod">
<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="notionalAmount" type="Money">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The notional amount.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="amountRelativeTo" type="AmountReference"/>
</xsd:choice>
<xsd:attribute name="id" type="xsd:ID"/>
</xsd:complexType>
A type describing the return payment dates of the swap.
paymentDatesInterim (zero or one occurrence; of the type AdjustableOrRelativeDates)
paymentDateFinal (exactly one occurrence; of the type AdjustableOrRelativeDate)
Attribute: id (xsd:ID)
<xsd:complexType name="ReturnSwapPaymentDates">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type describing the return payment dates of the swap.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element name="paymentDatesInterim" type="AdjustableOrRelativeDates" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Element named "equityPaymentDatesInterim" in versions prior
to FpML 4.2 Second Working Draft. Specifies the interim
payment dates of the swap. When defined in relation to a date
specified somewhere else in the document (through the
relativeDates component), this element will typically refer
to the valuation dates and add a lag corresponding to the
settlement cycle of the underlyer.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="paymentDateFinal" type="AdjustableOrRelativeDate">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Element named "equityPaymentDateFinal" in versions prior to
FpML 4.2 Second Working Draft. Specifies the final payment
date of the swap. When defined in relation to a date
specified somewhere else in the document (through the
relativeDate component), this element will typically refer to
the final valuation date and add a lag corresponding to the
settlement cycle of the underlyer.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
<xsd:attribute name="id" type="xsd:ID"/>
</xsd:complexType>
A type specifying the date from which the early termination clause can be exercised.
dateRelativeTo (exactly one occurrence; of the type DateReference)
Or
adjustableDate (exactly one occurrence; of the type AdjustableDate)
<xsd:complexType name="StartingDate">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type specifying the date from which the early termination
clause can be exercised.
</xsd:documentation>
</xsd:annotation>
<xsd:choice>
<xsd:element name="dateRelativeTo" type="DateReference">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies the anchor as an href attribute. The href attribute
value is a pointer style reference to the element or
component elsewhere in the document where the anchor date is
defined.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="adjustableDate" type="AdjustableDate"/>
</xsd:choice>
</xsd:complexType>
A type describing the Stub Calculation Period
finalStub (exactly one occurrence; of the type Stub)
<xsd:complexType name="StubCalculationPeriod">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type describing the Stub Calculation Period
</xsd:documentation>
</xsd:annotation>
<xsd:choice>
<xsd:sequence>
<xsd:element name="initialStub" type="Stub"/>
<xsd:element name="finalStub" type="Stub" minOccurs="0"/>
</xsd:sequence>
<xsd:element name="finalStub" type="Stub"/>
</xsd:choice>
</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="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>
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="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>
A type describing the variance amount of a variance swap
initialLevel (exactly one occurrence; of the type xsd:decimal)
Or
closingLevel (exactly one occurrence; of the type xsd:boolean)
varianceAmount (exactly one occurrence; of the type Money)
volatilityStrikePrice (exactly one occurrence; of the type xsd:decimal)
Or
varianceStrikePrice (exactly one occurrence; of the type xsd:decimal)
expectedN (zero or one occurrence; of the type xsd:integer)
varianceCap (zero or one occurrence; of the type xsd:boolean)
unadjustedVarianceCap (zero or one occurrence; of the type xsd:decimal)
exchangeTradedContractNearest (zero or one occurrence; of the type ExchangeTradedContract)
vegaNotionalAmount (zero or one occurrence; of the type xsd:decimal)
<xsd:complexType name="Variance">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type describing the variance amount of a variance swap
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:choice>
<xsd:element name="initialLevel" type="xsd:decimal"/>
<xsd:element name="closingLevel" type="xsd:boolean"/>
</xsd:choice>
<xsd:element name="varianceAmount" type="Money"/>
<xsd:choice>
<xsd:element name="volatilityStrikePrice" type="xsd:decimal"/>
<xsd:element name="varianceStrikePrice" type="xsd:decimal"/>
</xsd:choice>
<xsd:element name="expectedN" type="xsd:integer" minOccurs="0"/>
<xsd:element name="varianceCap" type="xsd:boolean" minOccurs="0"/>
<xsd:element name="unadjustedVarianceCap" type="xsd:decimal" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
For use when varianceCap is applicable. Contains the scaling
factor of the Variance Cap that can differ on a
trade-by-trade basis in the European market. For example, a
Variance Cap of 2.5^2 x Variance Strike Price has an
unadjustedVarianceCap of 2.5.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="exchangeTradedContractNearest" type="ExchangeTradedContract" minOccurs="0"/>
<xsd:element name="vegaNotionalAmount" type="xsd:decimal" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Vega Notional represents the approximate gain/loss at
maturity for a 1% difference between RVol (realised vol) and
KVol (strike vol). It does not necessarily represent the Vega
Risk of the trade.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:complexType>
Specifies, in relation to each Equity Payment Date, the amount to which the Equity Payment Date relates for Variance Swaps. Unless otherwise specified, this term has the meaning defined in the ISDA 2002 Equity Derivatives Definitions.
Inherited element(s): (This definition inherits the content defined by the type ReturnSwapAmount)
cashSettlementPaymentDate (zero or one occurrence; of the type AdjustableOrRelativeDate)
observationStartDate (zero or one occurrence; of the type StartingDate)
allDividends (zero or one occurrence; of the type xsd:boolean)
<xsd:complexType name="VarianceAmount">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies, in relation to each Equity Payment Date, the amount to
which the Equity Payment Date relates for Variance Swaps. Unless
otherwise specified, this term has the meaning defined in the
ISDA 2002 Equity Derivatives Definitions.
</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="ReturnSwapAmount">
<xsd:sequence>
<xsd:element name="cashSettlementPaymentDate" type="AdjustableOrRelativeDate" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Typically specified as a number of days following the
valuation date, such as one settlement cycle following
the valuation date. Number of days can vary in the
European market.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="observationStartDate" type="StartingDate" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The start of the period over which observations are made
to determine the variance. Used when the date differs
from the trade date such as for forward starting variance
swaps.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="allDividends" type="xsd:boolean" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Represents the European Master Confirmation value of 'All
Dividends' which, when applicable, signifies that, for a
given Ex-Date, the daily observed Share Price for that
day is adjusted (reduced) by the cash dividend and/or the
cash value of any non cash dividend per Share (including
Extraordinary Dividends) declared by the Issuer.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
A type describing the variance leg of the equity swap.
Inherited element(s): (This definition inherits the content defined by the type ReturnSwapLeg)
underlyer (exactly one occurrence; of the type Underlyer)
equityValuation (exactly one occurrence; of the type EquityValuation)
equityAmount (exactly one occurrence; of the type VarianceAmount)
<xsd:complexType name="VarianceLeg">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type describing the variance leg of the equity swap.
</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="ReturnSwapLeg">
<xsd:sequence>
<xsd:element name="underlyer" type="Underlyer">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies the underlying component of the variance swap,
which can be either one or many and consists in either
equity, index or convertible bond component, or a
combination of these.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="equityValuation" type="EquityValuation">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Equity Valuation
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="equityAmount" type="VarianceAmount">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies, in relation to each Equity Payment Date, the
amount to which the Equity Payment Date relates. Unless
otherwise specified, this term has the meaning defined in
the ISDA 2002 Equity Derivatives Definitions.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
The fixed income amounts of the return type swap.
Element interestLeg is defined by the complex type InterestLeg
<xsd:element name="interestLeg" type="InterestLeg" substitutionGroup="returnSwapLeg">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The fixed income amounts of the return type swap.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
Return amounts of the return type swap.
Element returnLeg is defined by the complex type ReturnLeg
<xsd:element name="returnLeg" type="ReturnLeg" substitutionGroup="returnSwapLeg">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Return amounts of the return type swap.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
Specifies the structure of a return type swap. It can represent equity swaps, total return swaps, variance swaps.
Element returnSwap is defined by the complex type ReturnSwap
<xsd:element name="returnSwap" type="ReturnSwap" substitutionGroup="product">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies the structure of a return type swap. It can represent
equity swaps, total return swaps, variance swaps.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
An placeholder for the actual Return Swap Leg definition.
Element returnSwapLeg is defined by the complex type ReturnSwapLeg
<xsd:element name="returnSwapLeg" type="ReturnSwapLeg" abstract="true">
<xsd:annotation>
<xsd:documentation xml:lang="en">
An placeholder for the actual Return Swap Leg definition.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
The variance leg of the equity swap
Element varianceLeg is defined by the complex type VarianceLeg
<xsd:element name="varianceLeg" type="VarianceLeg" substitutionGroup="returnSwapLeg">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The variance leg of the equity swap
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:schema targetNamespace="http://www.fpml.org/2005/FpML-4-2" elementFormDefault="qualified" attributeFormDefault="unqualified" version="$Revision: 1027 $">
<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="PartyReference">
<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="AdditionalPaymentAmount">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies the amount of the fee along with, when applicable,
the formula that supports its determination.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element name="paymentAmount" type="Money" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The currency amount of the payment.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="formula" type="Formula" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies a formula, with its description and components.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="AdjustableDateOrRelativeDateSequence">
<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="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="AveragingPeriod" 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="AveragingPeriod" 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="AveragingPeriod">
<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="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="DeterminationMethod" 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="Compounding">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies the compounding method and the compounding rate.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element name="compoundingMethod" type="CompoundingMethodEnum">
<xsd:annotation>
<xsd:documentation xml:lang="en">
If more that one calculation period contributes to a single
payment amount this element specifies whether compounding
is applicable, and if so, what compounding method is to be
used. This element must only be included when more that one
calculation period contributes to a single payment amount.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="compoundingRate" type="CompoundingRate">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Defines a compounding rate. The compounding interest can
either point back to the interest calculation node on the
Interest Leg, or be defined specifically.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="CompoundingRate">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type defining a compounding rate. The compounding interest
can either point back to the interest calculation node on the
Interest Leg, or be defined specifically.
</xsd:documentation>
</xsd:annotation>
<xsd:choice>
<xsd:element name="interestLegRate" type="InterestCalculationReference">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Reference to the interest calculation node on the Interest
Leg.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="specificRate" type="InterestAccrualsMethod">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Defines a specific rate.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:choice>
</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="EquityPremium">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type used to describe the amount paid for an equity option.
</xsd:documentation>
<xsd:documentation xml:lang="de">
Typ zur Beschreibung des für eine Aktienoption gezahlten
Betrages.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:group ref="PayerReceiver.model"/>
<xsd:element name="premiumType" type="PremiumTypeEnum" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Forward start Premium type
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="paymentAmount" type="Money" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The currency amount of the payment.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="paymentDate" type="AdjustableDate" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The payment date. This date is subject to adjustment in
accordance with any applicable business day convention.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="swapPremium" type="xsd:boolean" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies whether or not the premium is to be paid in the
style of payments under an interest rate swap contract.
</xsd:documentation>
<xsd:documentation xml:lang="de">
Gibt die Zahlbarkeit der Prämie in Form von
Zinsswap-Zahlungsströmen an.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="pricePerOption" type="Money" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The amount of premium to be paid expressed as a function of
the number of options.
</xsd:documentation>
<xsd:documentation xml:lang="de">
Zahlbare Prämie in Abhängigkeit von der Anzahl der
Optionen.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="percentageOfNotional" type="xsd:decimal" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The amount of premium to be paid expressed as a percentage
of the notional value of the transaction. A percentage of
5% would be expressed as 0.05.
</xsd:documentation>
<xsd:documentation xml:lang="de">
Zahlbare Prämie, ausgedrückt als Prozentsatz des Nennwerts
der Transaktion. (Ein Prozentsatz von 5 % wird als 0,05
dargestellt.)
</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="EquityStrike">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type for defining the strike price for an equity option. The
strike price is either: (i) in respect of an index option
transaction, the level of the relevant index specified or
otherwise determined in the transaction; or (ii) in respect of
a share option transaction, the price per share specified or
otherwise determined in the transaction. This can be expressed
either as a percentage of notional amount or as an absolute
value.
</xsd:documentation>
<xsd:documentation xml:lang="de">
Typ zur Definition des Strike-Preises für eine Aktienoption.
Der Strike-Preis ist: (i) bei Indexoptionen der Stand des
jeweils spezifizierten oder anderweitig in der Transaktion
bestimmten Index oder (ii) bei Aktienoptionen der Preis jeder
spezifizierten oder anderweitig in der Transaktion bestimmten
Aktie. Der Strike-Preis kann entweder als Prozentsatz des
Nennwertes oder als absoluter Wert angegeben werden.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:choice>
<xsd:element name="strikePrice" type="xsd:decimal">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The price or level at which the option has been struck.
</xsd:documentation>
<xsd:documentation xml:lang="de">
Preis oder Niveau als Strike-Preis der Option.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="strikePercentage" type="xsd:decimal">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The price or level expressed as a percentage of the
forward starting spot price.
</xsd:documentation>
<xsd:documentation xml:lang="de">
Preis oder Niveau, ausgedrückt als Prozentsatz des für
einen künftigen Zeitpunkt ermittelten Spotpreises.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:choice>
<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: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="AdjustableDateOrRelativeDateSequence">
<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="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:annotation>
<xsd:documentation xml:lang="en">
If “Composite” is specified as the Settlement Type in the
relevant Transaction Supplement, an amount in the
Settlement Currency, determined by the Calculation Agent
as being equal to the number of Options exercised or
deemed exercised, multiplied by: (Settlement Price –
Strike Price) / (Strike Price – Settlement Price) x
Multiplier provided that if the above is equal to a
negative amount the Option Cash Settlement Amount shall
be deemed to be zero.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="quanto" type="Quanto">
<xsd:annotation>
<xsd:documentation xml:lang="en">
If “Quanto” is specified as the Settlement Type in the
relevant Transaction Supplement, an amount, as determined
by the Calculation Agent in accordance with the Section
8.2 of the Equity Definitions
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="crossCurrency" type="Composite">
<xsd:annotation>
<xsd:documentation xml:lang="en">
If “Cross-Currency” is specified as the Settlement Type
in the relevant Transaction Supplement, an amount in the
Settlement Currency, determined by the Calculation Agent
as being equal to the number of Options exercised or
deemed exercised, multiplied by: (Settlement Price –
Strike Price) / (Strike Price – Settlement Price) x
Multiplier x one unit of the Reference Currency converted
into an amount in the Settlement Currency using the rate
of exchange of the Settlement Currency as quoted on the
Reference Price Source on the Valuation Date, provided
that if the above is equal to a negative amount the
Option Cash Settlement Amount shall be deemed to be zero
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</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="InterestCalculation">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies the calculation method of the interest rate leg of
the equity swap. Includes the floating or fixed rate
calculation definitions, along with the determination of the
day count fraction.
</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="InterestAccrualsMethod">
<xsd:sequence>
<xsd:element name="dayCountFraction" type="DayCountFraction">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The day count fraction.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="compounding" type="Compounding" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Defines compounding rates on the Interest Leg.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
<xsd:attribute name="id" type="xsd:ID"/>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="InterestCalculationReference">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Reference to an interest calculation component.
</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="Reference"/>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="InterestLeg">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type describing the fixed income leg of the equity swap.
</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="ReturnSwapLeg">
<xsd:sequence>
<xsd:element name="interestLegCalculationPeriodDates" type="InterestLegCalculationPeriodDates">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Component that holds the various dates used to specify
the interest leg of the equity swap. It is used to
define the InterestPeriodDates identifyer.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="notional" type="ReturnSwapNotional">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies the notional of a return type swap. When used
in the equity leg, the definition will typically
combine the actual amount (using the notional component
defined by the FpML industry group) and the
determination method. When used in the interest leg,
the definition will typically point to the definition
of the equity leg.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="interestAmount" type="LegAmount">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies, in relation to each Interest Payment Date,
the amount to which the Interest Payment Date relates.
Unless otherwise specified, this term has the meaning
defined in the ISDA 2000 ISDA Definitions.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="interestCalculation" type="InterestCalculation">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies the calculation method of the interest rate
leg of the equity swap. Includes the floating or fixed
rate calculation definitions, along with the
determination of the day count fraction.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="stubCalculationPeriod" type="StubCalculationPeriod" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies the stub calculation period
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="InterestLegCalculationPeriodDates">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Component that holds the various dates used to specify the
interest leg of the equity swap. It is used to define the
InterestPeriodDates identifyer.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element name="effectiveDate" type="AdjustableOrRelativeDate">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies the effective date of the equity swap. This
global element is valid within the equity swaps namespace.
Within the FpML namespace, another effectiveDate global
element has been defined, that is different in the sense
that it does not propose the choice of refering to another
date in the document.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="terminationDate" type="AdjustableOrRelativeDate">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies the termination date of the equity swap. This
global element is valid within the equity swaps namespace.
Within the FpML namespace, another terminationDate global
element has been defined, that is different in the sense
that it does not propose the choice of refering to another
date in the document.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="interestLegResetDates" type="InterestLegResetDates">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies the reset dates of the interest leg of the swap.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="interestLegPaymentDates" type="AdjustableOrRelativeDates">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies the payment dates of the interest leg of the
swap. When defined in relation to a date specified
somewhere else in the document (through the relativeDates
component), this element will typically point to the
payment dates of the equity leg of the swap.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
<xsd:attribute name="id" type="xsd:ID" use="required"/>
</xsd:complexType>
<xsd:complexType name="InterestLegCalculationPeriodDatesReference">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Reference to the calculation period dates of the interest leg.
</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="Reference"/>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="InterestLegResetDates">
<xsd:sequence>
<xsd:element name="calculationPeriodDatesReference" type="InterestLegCalculationPeriodDatesReference">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A pointer style reference to the associated calculation
period dates component defined elsewhere in the document.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:choice>
<xsd:element name="resetRelativeTo" type="ResetRelativeToEnum">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies whether the reset dates are determined with
respect to each adjusted calculation period start date or
adjusted calculation period end date. If the reset
frequency is specified as daily this element must not be
included.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="resetFrequency" type="ResetFrequency">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The frequency at which reset dates occur. In the case of
a weekly reset frequency, also specifies the day of the
week that the reset occurs. If the reset frequency is
greater than the calculation period frequency then this
implies that more than one reset date is established for
each calculation period and some form of rate averaging
is applicable.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:choice>
</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="LegAmount">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type describing the amount that will paid or received on each
of the payment dates. This type is used to define both the
Equity Amount and the Interest Amount.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element name="paymentCurrency" type="PaymentCurrency" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Currency in which the payment relating to the leg amount
(equity amount or interest amount) or the dividend will be
denominated.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:choice>
<xsd:element name="referenceAmount" type="ReferenceAmount">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies the reference Amount when this term either
corresponds to the standard ISDA Definition (either the
2002 Equity Definition for the Equity Amount, or the 2000
Definition for the Interest Amount), or points to a term
defined elsewhere in the swap document.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="formula" type="Formula">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies a formula, with its description and components.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="encodedDescription" type="xsd:base64Binary">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Description of the leg amount when represented through an
encoded image.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="variance" type="Variance">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies Variance for Variance Leg
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:choice>
<xsd:element name="calculationDates" type="AdjustableRelativeOrPeriodicDates" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies the date ion which a calculation or an
observation will be performed for the purpose of defining
the Equity Amount, and in accordance to the definition
terms of this latter.
</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="AssetReference">
<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="PrincipalExchangeAmount">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies the principal exchange amount, either by explicitly
defining it, or by point to an amount defined somewhere else in
the swap document.
</xsd:documentation>
</xsd:annotation>
<xsd:choice>
<xsd:element name="amountRelativeTo" type="AmountReference"/>
<xsd:element name="determinationMethod" type="DeterminationMethod">
<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="principalAmount" type="Money">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Principal exchange amount when explictly stated.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:choice>
</xsd:complexType>
<xsd:complexType name="PrincipalExchangeDescriptions">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies each of the characteristics of the principal exchange
cashflows, in terms of paying/receiving counterparties, amounts
and dates.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:group ref="PayerReceiver.model"/>
<xsd:element name="principalExchangeAmount" type="PrincipalExchangeAmount">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies the principal echange amount, either by
explicitly defining it, or by point to an amount defined
somewhere else in the swap document.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="principalExchangeDate" type="AdjustableOrRelativeDate">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Date on which each of the principal exchanges will take
place. This date is either explictly stated, or is defined
by reference to another date in the swap document. In this
latter case, it will typically refer to one other date of
the equity leg: either the effective date (initial
exchange), or the last payment date (final exchange).
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="PrincipalExchangeFeatures">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type describing the principal exchange features of the equity
swap.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element name="principalExchanges" type="PrincipalExchanges">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The true/false flags indicating whether initial,
intermediate or final exchanges of principal should occur.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="principalExchangeDescriptions" type="PrincipalExchangeDescriptions" maxOccurs="unbounded">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies each of the characteristics of the principal
exchange cashflows, in terms of paying/receiving
counterparties, amounts and dates.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="Quanto">
<xsd:annotation>
<xsd:documentation xml:lang="en">
When present without child elements this type indicate that a
Quanto feature is in use Child elements are used to specify 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" minOccurs="0" 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="Return">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type describing the dividend return conditions applicable to
the swap.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element name="returnType" type="ReturnTypeEnum">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Defines the type of return associated with the equity swap.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="dividendConditions" type="DividendConditions" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies the conditions governing the payment of the
dividends to the receiver of the equity return. With the
exception of the dividend payout ratio, which is defined
for each of the underlying components.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="ReturnLeg">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type describing the return leg of a return type swap.
</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="ReturnSwapLeg">
<xsd:sequence>
<xsd:element name="effectiveDate" type="AdjustableOrRelativeDate">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies the effective date of the return leg of the
swap. When defined in relation to a date specified
somewhere else in the document (through the
relativeDate component), this element will typically
point to the effective date of the other leg of the
swap.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="terminationDate" type="AdjustableOrRelativeDate">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies the termination date of the return leg of the
swap. When defined in relation to a date specified
somewhere else in the document (through the
relativeDate component), this element will typically
point to the termination date of the other leg of the
swap.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="underlyer" type="Underlyer">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies the underlying component of the return type
swap, which can be either one or many and consists in
either equity, index or convertible bond component, or
a combination of these.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="rateOfReturn" type="ReturnLegValuation">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Element named "valuation" in versions prior to FpML 4.2
Second Working Draft. Specifies the terms of the
initial price of the return type swap and of the
subsequent valuations of the underlyer.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="notional" type="ReturnSwapNotional">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies the notional of a return type swap. When used
in the equity leg, the definition will typically
combine the actual amount (using the notional component
defined by the FpML industry group) and the
determination method. When used in the interest leg,
the definition will typically point to the definition
of the equity leg.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="amount" type="ReturnSwapAmount">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Element named "equityAmount" in versions prior to FpML
4.2 Second Working Draft. Specifies, in relation to
each Payment Date, the amount to which the Payment Date
relates. For equity swaps this element is equivalent to
the Equity Amount term as defined in the ISDA 2002
Equity Derivatives Definitions.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="return" type="Return">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies the conditions under which dividend affecting
the underlyer will be paid to the receiver of the
amounts.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="notionalAdjustments" type="NotionalAdjustmentEnum">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies the conditions that govern the adjustment to
the number of units of the equity swap.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="fxFeature" type="FxFeature" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A quanto or composite FX feature.
</xsd:documentation>
<xsd:documentation xml:lang="de">
Quanto- oder Komposit-Devisenbestandteil.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="ReturnLegValuation">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type describing the initial and final valuation of the
underlyer.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element name="initialPrice" type="ReturnLegValuationPrice">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies the initial reference price of the underlyer.
This price can be expressed either as an actual
amount/currency, as a determination method, or by reference
to another value specified in the swap document.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="notionalReset" type="xsd:boolean">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Element named "equityNotionalReset" in versions prior to
FpML 4.2 Second Working Draft. For equity swaps, this
element is equivalent to the term "Equity Notional Reset"
as defined in the ISDA 2002 Equity Derivatives Definitions.
The reference to the ISDA definition is either "Applicable"
or 'Inapplicable".
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="valuationPriceInterim" type="ReturnLegValuationPrice" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies the interim valuation price of the underlyer.
This price can be expressed either as an actual
amount/currency, as a determination method, or by reference
to another value specified in the swap document.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="valuationPriceFinal" type="ReturnLegValuationPrice">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies the final valuation price of the underlyer. This
price can be expressed either as an actual amount/currency,
as a determination method, or by reference to another value
specified in the swap document.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="paymentDates" type="ReturnSwapPaymentDates">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Element named "equityPaymentDates" in versions prior to
FpML 4.2 Second Working Draft. Specifies the payment dates
of the swap.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="ReturnLegValuationPrice">
<xsd:complexContent>
<xsd:extension base="Price">
<xsd:sequence>
<xsd:element name="valuationRules" type="EquityValuation" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Element named "equityValuation" in versions prior to
FpML 4.2 Second Working Draft.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="ReturnSwap">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type describing return swaps including equity swaps (long
form), total return swaps, and variance swaps.
</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="ReturnSwapBase">
<xsd:sequence>
<xsd:element name="principalExchangeFeatures" type="PrincipalExchangeFeatures" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies the principal exchange features of the equity
swap.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="additionalPayment" type="ReturnSwapAdditionalPayment" minOccurs="0" maxOccurs="unbounded">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies additional payment(s) between the principal
parties to the trade. This component extends some of
the features of the additionalPayment component
developed by the FpML industry group. Appropriate
discussions will determine whether it would be
appropriate to extend the shared component in order to
meet the further requirements of equity swaps.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="earlyTermination" type="ReturnSwapEarlyTermination" minOccurs="0" maxOccurs="unbounded">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies, for one or for both the parties to the
trade, the date from which it can early terminate it.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="extraordinaryEvents" type="ExtraordinaryEvents" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Where the underlying is shares, specifies 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 Ereignisse
angegeben, die den Emittenten der Aktie betreffen und
die eine Anpassung der Transaktionsbedingungen
erfordern können.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="ReturnSwapAdditionalPayment">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type describing the additional payment(s) between the
principal parties to the trade. This component extends some of
the features of the additionalPayment component previously
developed in FpML. Appropriate discussions will determine
whether it would be appropriate to extend the shared component
in order to meet the further requirements of equity swaps.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:group ref="PayerReceiver.model"/>
<xsd:element name="additionalPaymentAmount" type="AdditionalPaymentAmount">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies the amount of the fee along with, when
applicable, the formula that supports its determination.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="additionalPaymentDate" type="AdjustableOrRelativeDate">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies the value date of the fee payment/receipt.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="paymentType" type="PaymentType" minOccurs="0"/>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="ReturnSwapAmount">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies, in relation to each Payment Date, the amount to
which the Payment Date relates. For Equity Swaps this element
is equivalent to the Equity Amount term as defined in the ISDA
2002 Equity Derivatives Definitions.
</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="LegAmount">
<xsd:sequence>
<xsd:element name="cashSettlement" type="xsd:boolean"/>
<xsd:element name="optionsExchangeDividends" type="xsd:boolean" minOccurs="0"/>
<xsd:element name="additionalDividends" type="xsd:boolean" minOccurs="0"/>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="ReturnSwapBase">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type describing the components that are common for return
type swaps, including short and long form equity swaps
representations.
</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="Product">
<xsd:sequence>
<xsd:group ref="BuyerSeller.model" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
BuyerSeller.model has been included as an optional
child of ReturnSwapBase to support the situation where
an implementor wishes to indicate who has manufactured
the Swap through representing them as the Seller. It
may be removed in future major revisions.
</xsd:documentation>
</xsd:annotation>
</xsd:group>
<xsd:element ref="returnSwapLeg" maxOccurs="unbounded"/>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="ReturnSwapEarlyTermination">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type describing the date from which each of the party may be
allowed to terminate the trade.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element name="partyReference" type="PartyReference"/>
<xsd:element name="startingDate" type="StartingDate">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies the date from which the early termination clause
can be exercised.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="ReturnSwapLeg" abstract="true">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The abstract base class for all types of Return Swap Leg.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:group ref="PayerReceiver.model"/>
<xsd:element name="paymentFrequency" type="Interval" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Frequency at which this leg pays.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
<xsd:attribute name="legIdentifier" type="xsd:ID"/>
</xsd:complexType>
<xsd:complexType name="ReturnSwapNotional">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies the notional of return type swap. When used in the
equity leg, the definition will typically combine the actual
amount (using the notional component defined by the FpML
industry group) and the determination method. When used in the
interest leg, the definition will typically point to the
definition of the equity leg.
</xsd:documentation>
</xsd:annotation>
<xsd:choice>
<xsd:element name="determinationMethod" type="DeterminationMethod">
<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="notionalAmount" type="Money">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The notional amount.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="amountRelativeTo" type="AmountReference"/>
</xsd:choice>
<xsd:attribute name="id" type="xsd:ID"/>
</xsd:complexType>
<xsd:complexType name="ReturnSwapPaymentDates">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type describing the return payment dates of the swap.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element name="paymentDatesInterim" type="AdjustableOrRelativeDates" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Element named "equityPaymentDatesInterim" in versions prior
to FpML 4.2 Second Working Draft. Specifies the interim
payment dates of the swap. When defined in relation to a
date specified somewhere else in the document (through the
relativeDates component), this element will typically refer
to the valuation dates and add a lag corresponding to the
settlement cycle of the underlyer.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="paymentDateFinal" type="AdjustableOrRelativeDate">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Element named "equityPaymentDateFinal" in versions prior to
FpML 4.2 Second Working Draft. Specifies the final payment
date of the swap. When defined in relation to a date
specified somewhere else in the document (through the
relativeDate component), this element will typically refer
to the final valuation date and add a lag corresponding to
the settlement cycle of the underlyer.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
<xsd:attribute name="id" type="xsd:ID"/>
</xsd:complexType>
<xsd:complexType name="StartingDate">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type specifying the date from which the early termination
clause can be exercised.
</xsd:documentation>
</xsd:annotation>
<xsd:choice>
<xsd:element name="dateRelativeTo" type="DateReference">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies the anchor as an href attribute. The href
attribute value is a pointer style reference to the element
or component elsewhere in the document where the anchor
date is defined.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="adjustableDate" type="AdjustableDate"/>
</xsd:choice>
</xsd:complexType>
<xsd:complexType name="StubCalculationPeriod">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type describing the Stub Calculation Period
</xsd:documentation>
</xsd:annotation>
<xsd:choice>
<xsd:sequence>
<xsd:element name="initialStub" type="Stub"/>
<xsd:element name="finalStub" type="Stub" minOccurs="0"/>
</xsd:sequence>
<xsd:element name="finalStub" type="Stub"/>
</xsd:choice>
</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:complexType name="Variance">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type describing the variance amount of a variance swap
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:choice>
<xsd:element name="initialLevel" type="xsd:decimal"/>
<xsd:element name="closingLevel" type="xsd:boolean"/>
</xsd:choice>
<xsd:element name="varianceAmount" type="Money"/>
<xsd:choice>
<xsd:element name="volatilityStrikePrice" type="xsd:decimal"/>
<xsd:element name="varianceStrikePrice" type="xsd:decimal"/>
</xsd:choice>
<xsd:element name="expectedN" type="xsd:integer" minOccurs="0"/>
<xsd:element name="varianceCap" type="xsd:boolean" minOccurs="0"/>
<xsd:element name="unadjustedVarianceCap" type="xsd:decimal" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
For use when varianceCap is applicable. Contains the
scaling factor of the Variance Cap that can differ on a
trade-by-trade basis in the European market. For example, a
Variance Cap of 2.5^2 x Variance Strike Price has an
unadjustedVarianceCap of 2.5.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="exchangeTradedContractNearest" type="ExchangeTradedContract" minOccurs="0"/>
<xsd:element name="vegaNotionalAmount" type="xsd:decimal" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Vega Notional represents the approximate gain/loss at
maturity for a 1% difference between RVol (realised vol)
and KVol (strike vol). It does not necessarily represent
the Vega Risk of the trade.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="VarianceAmount">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies, in relation to each Equity Payment Date, the amount
to which the Equity Payment Date relates for Variance Swaps.
Unless otherwise specified, this term has the meaning defined
in the ISDA 2002 Equity Derivatives Definitions.
</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="ReturnSwapAmount">
<xsd:sequence>
<xsd:element name="cashSettlementPaymentDate" type="AdjustableOrRelativeDate" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Typically specified as a number of days following the
valuation date, such as one settlement cycle following
the valuation date. Number of days can vary in the
European market.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="observationStartDate" type="StartingDate" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The start of the period over which observations are
made to determine the variance. Used when the date
differs from the trade date such as for forward
starting variance swaps.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="allDividends" type="xsd:boolean" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Represents the European Master Confirmation value of
'All Dividends' which, when applicable, signifies that,
for a given Ex-Date, the daily observed Share Price for
that day is adjusted (reduced) by the cash dividend
and/or the cash value of any non cash dividend per
Share (including Extraordinary Dividends) declared by
the Issuer.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="VarianceLeg">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type describing the variance leg of the equity swap.
</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="ReturnSwapLeg">
<xsd:sequence>
<xsd:element name="underlyer" type="Underlyer">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies the underlying component of the variance
swap, which can be either one or many and consists in
either equity, index or convertible bond component, or
a combination of these.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="equityValuation" type="EquityValuation">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Equity Valuation
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="equityAmount" type="VarianceAmount">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies, in relation to each Equity Payment Date, the
amount to which the Equity Payment Date relates. Unless
otherwise specified, this term has the meaning defined
in the ISDA 2002 Equity Derivatives Definitions.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:element name="interestLeg" type="InterestLeg" substitutionGroup="returnSwapLeg">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The fixed income amounts of the return type swap.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="returnLeg" type="ReturnLeg" substitutionGroup="returnSwapLeg">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Return amounts of the return type swap.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="returnSwapLeg" type="ReturnSwapLeg" abstract="true">
<xsd:annotation>
<xsd:documentation xml:lang="en">
An placeholder for the actual Return Swap Leg definition.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="returnSwap" type="ReturnSwap" substitutionGroup="product">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies the structure of a return type swap. It can represent
equity swaps, total return swaps, variance swaps.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="varianceLeg" type="VarianceLeg" substitutionGroup="returnSwapLeg">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The variance leg of the equity swap
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:schema>