http://www.fpml.org/spec/2007/wd-fpml-4-3-2007-07-05
http://www.fpml.org/spec/2007/wd-fpml-4-3-2007-07-05
http://www.fpml.org/spec/2007/wd-fpml-4-3-2007-05-14/
http://www.fpml.org/spec/errata/wd-fpml-4-3-2007-07-05-errata.html
Document built: Mon 07/09/2007 14:43:01.39
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.
This type has been DEPRECATED. It will be removed in the next FpML major version. A type describing the equity 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)
valuation (exactly one occurrence; of the type DeprecatedEquityLegValuation)
notional (exactly one occurrence; of the type ReturnSwapNotional)
equityAmount (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="DeprecatedEquityLeg" dec:deprecated="true" dec:deprecatedReason="It has been made more generic as ReturnLeg to cover return swap type products."> <xsd:annotation> <xsd:documentation xml:lang="en"> This type has been DEPRECATED. It will be removed in the next FpML major version. A type describing the equity 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 equity 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 equity 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="valuation" type="DeprecatedEquityLegValuation"> <xsd:annotation> <xsd:documentation xml:lang="en"> Specifies the terms of the initial price of the return type swap and of the subsequent valuations of the equity 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="equityAmount" type="ReturnSwapAmount"> <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: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 equity 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>
This type has been DEPRECATED. It will be removed in the next FpML major version. A type describing the initial and final valuation of the equity underlyer.
initialPrice (exactly one occurrence; of the type DeprecatedEquityLegValuationPrice)
equityNotionalReset (exactly one occurrence; of the type xsd:boolean)
valuationPriceInterim (zero or one occurrence; of the type DeprecatedEquityLegValuationPrice)
valuationPriceFinal (exactly one occurrence; of the type DeprecatedEquityLegValuationPrice)
equityPaymentDates (exactly one occurrence; of the type DeprecatedEquityPaymentDates)
<xsd:complexType name="DeprecatedEquityLegValuation" dec:deprecated="true" dec:deprecatedReason="It has been made more generic as ReturnLegValuation to cover return swap type products."> <xsd:annotation> <xsd:documentation xml:lang="en"> This type has been DEPRECATED. It will be removed in the next FpML major version. A type describing the initial and final valuation of the equity underlyer. </xsd:documentation> </xsd:annotation> <xsd:sequence> <xsd:element name="initialPrice" type="DeprecatedEquityLegValuationPrice"> <xsd:annotation> <xsd:documentation xml:lang="en"> Specifies the initial reference price of the equity 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="equityNotionalReset" type="xsd:boolean"> <xsd:annotation> <xsd:documentation xml:lang="en"> The term "Equity Notional Reset" is assumed to have the meaning 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="DeprecatedEquityLegValuationPrice" minOccurs="0"> <xsd:annotation> <xsd:documentation xml:lang="en"> Specifies the interim valuation price of the equity 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="DeprecatedEquityLegValuationPrice"> <xsd:annotation> <xsd:documentation xml:lang="en"> Specifies the final valuation price of the equity 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="equityPaymentDates" type="DeprecatedEquityPaymentDates"> <xsd:annotation> <xsd:documentation xml:lang="en"> Specifies the equity payment dates of the swap. </xsd:documentation> </xsd:annotation> </xsd:element> </xsd:sequence> </xsd:complexType>
This type has been DEPRECATED. It will be removed in the next FpML major version.
Inherited element(s): (This definition inherits the content defined by the type Price)
equityValuation (zero or one occurrence; of the type EquityValuation)
<xsd:complexType name="DeprecatedEquityLegValuationPrice" dec:deprecated="true" dec:deprecatedReason="It has been made more generic as ReturnLegValuationPrice to cover return swap type products."> <xsd:annotation> <xsd:documentation xml:lang="en"> This type has been DEPRECATED. It will be removed in the next FpML major version. </xsd:documentation> </xsd:annotation> <xsd:complexContent> <xsd:extension base="Price"> <xsd:sequence> <xsd:element name="equityValuation" type="EquityValuation" minOccurs="0"/> </xsd:sequence> </xsd:extension> </xsd:complexContent> </xsd:complexType>
This type has been DEPRECATED. It will be removed in the next FpML major version. A type describing the equity payment dates of the swap.
equityPaymentDatesInterim (zero or one occurrence; of the type AdjustableOrRelativeDates)
equityPaymentDateFinal (exactly one occurrence; of the type AdjustableOrRelativeDate)
Attribute: id (xsd:ID)
<xsd:complexType name="DeprecatedEquityPaymentDates" dec:deprecated="true" dec:deprecatedReason="It has been made more generic as ReturnLegPaymentDates to cover return swap type products."> <xsd:annotation> <xsd:documentation xml:lang="en"> This type has been DEPRECATED. It will be removed in the next FpML major version. A type describing the equity payment dates of the swap. </xsd:documentation> </xsd:annotation> <xsd:sequence> <xsd:element name="equityPaymentDatesInterim" type="AdjustableOrRelativeDates" minOccurs="0"> <xsd:annotation> <xsd:documentation xml:lang="en"> 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="equityPaymentDateFinal" type="AdjustableOrRelativeDate"> <xsd:annotation> <xsd:documentation xml:lang="en"> 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>
Floating Payment Leg of a Dividend Swap
Inherited element(s): (This definition inherits the content defined by the type DirectionalLeg)
underlyer (exactly one occurrence; of the type Underlyer)
settlementCurrency (exactly one occurrence; of the type Currency)
declaredCashDividendPercentage (exactly one occurrence; of the type UnrestrictedPercentage)
declaredCashEquivalentDividendPercentage (exactly one occurrence; of the type UnrestrictedPercentage)
dividendPeriod (one or more occurrences; of the type DividendPeriodPayment)
<xsd:complexType name="DividendLeg"> <xsd:annotation> <xsd:documentation xml:lang="en"> Floating Payment Leg of a Dividend Swap </xsd:documentation> </xsd:annotation> <xsd:complexContent> <xsd:extension base="DirectionalLeg"> <xsd:sequence> <xsd:element name="underlyer" type="Underlyer"> <xsd:annotation> <xsd:documentation xml:lang="en"> Specifies the underlying component of the dividend swap, which can be either one or many, and consists of equity, index, or basket underlyer. </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:element name="settlementCurrency" type="Currency"> <xsd:annotation> <xsd:documentation xml:lang="en"> Settlement Currency. </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:element name="declaredCashDividendPercentage" type="UnrestrictedPercentage"> <xsd:annotation> <xsd:documentation xml:lang="en"> Declared Cash Dividend Percentage. </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:element name="declaredCashEquivalentDividendPercentage" type="UnrestrictedPercentage"> <xsd:annotation> <xsd:documentation xml:lang="en"> Declared Cash Equivalent Dividend Percentage. </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:element name="dividendPeriod" type="DividendPeriodPayment" maxOccurs="unbounded"> <xsd:annotation> <xsd:documentation xml:lang="en"> One to many time bounded dividend payment periods, each with a fixed strike and dividend payment date per period. </xsd:documentation> </xsd:annotation> </xsd:element> </xsd:sequence> </xsd:extension> </xsd:complexContent> </xsd:complexType>
A time bounded dividend period, with fixed strike and a dividend payment date per period.
unadjustedStartDate (exactly one occurrence; of the type IdentifiedDate)
unadjustedEndDate (exactly one occurrence; of the type IdentifiedDate)
dateAdjustments (exactly one occurrence; of the type BusinessDayAdjustments)
fixedStrike (exactly one occurrence; of the type xsd:decimal)
paymentDate (exactly one occurrence; of the type AdjustableOrRelativeDate)
Attribute: id (xsd:ID)
<xsd:complexType name="DividendPeriodPayment"> <xsd:annotation> <xsd:documentation xml:lang="en"> A time bounded dividend period, with fixed strike and a dividend payment date per period. </xsd:documentation> </xsd:annotation> <xsd:sequence> <xsd:element name="unadjustedStartDate" type="IdentifiedDate"> <xsd:annotation> <xsd:documentation xml:lang="en"> Unadjusted inclusive dividend period start date. </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:element name="unadjustedEndDate" type="IdentifiedDate"> <xsd:annotation> <xsd:documentation xml:lang="en"> Unadjusted inclusive dividend period end date. </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:element name="dateAdjustments" type="BusinessDayAdjustments"> <xsd:annotation> <xsd:documentation xml:lang="en"> Date adjustments for all unadjusted dates in this dividend period. </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:element name="fixedStrike" type="xsd:decimal"> <xsd:annotation> <xsd:documentation xml:lang="en"> Fixed strike. </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:element name="paymentDate" type="AdjustableOrRelativeDate"> <xsd:annotation> <xsd:documentation xml:lang="en"> Dividend period amount payment date. </xsd:documentation> </xsd:annotation> </xsd:element> </xsd:sequence> <xsd:attribute name="id" type="xsd:ID"/> </xsd:complexType>
A Dividend Swap Transaction Supplement.
Inherited element(s): (This definition inherits the content defined by the type Product)
dividendLeg (exactly one occurrence; of the type DividendLeg)
fixedLeg (exactly one occurrence; of the type FixedPaymentLeg)
<xsd:complexType name="DividendSwapTransactionSupplement"> <xsd:annotation> <xsd:documentation xml:lang="en"> A Dividend Swap Transaction Supplement. </xsd:documentation> </xsd:annotation> <xsd:complexContent> <xsd:extension base="Product"> <xsd:sequence> <xsd:element name="dividendLeg" type="DividendLeg"> <xsd:annotation> <xsd:documentation xml:lang="en"> Dividend leg. </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:element name="fixedLeg" type="FixedPaymentLeg"> <xsd:annotation> <xsd:documentation xml:lang="en"> Fixed payment leg. </xsd:documentation> </xsd:annotation> </xsd:element> </xsd:sequence> </xsd:extension> </xsd:complexContent> </xsd:complexType>
A type for defining Equity Swap Transaction Supplement
Inherited element(s): (This definition inherits the content defined by the type ReturnSwapBase)
mutualEarlyTermination (zero or one occurrence; of the type xsd:boolean)
multipleExchangeIndexAnnexFallback (zero or one occurrence; of the type xsd:boolean)
localJurisdiction (zero or one occurrence; of the type Country)
<xsd:complexType name="EquitySwapTransactionSupplement"> <xsd:annotation> <xsd:documentation xml:lang="en"> A type for defining Equity Swap Transaction Supplement </xsd:documentation> </xsd:annotation> <xsd:complexContent> <xsd:extension base="ReturnSwapBase"> <xsd:sequence> <xsd:element name="mutualEarlyTermination" type="xsd:boolean" minOccurs="0"> <xsd:annotation> <xsd:documentation xml:lang="en"> Used for specifying whether the Mutual Early Termination Right that is detailed in the Master Confirmation will apply. </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:element name="multipleExchangeIndexAnnexFallback" type="xsd:boolean" minOccurs="0"> <xsd:annotation> <xsd:documentation xml:lang="en"> Used for specifying whether additional annex terms for trades with underlyers that are listed on multiple exchanges, as defined in the European Master Confirmation, will apply. </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:element name="localJurisdiction" type="Country" minOccurs="0"> <xsd:annotation> <xsd:documentation xml:lang="en"> Local Jurisdiction is a term used in the AEJ Master Confirmation, which is used to determine local taxes, which shall mean taxes, duties, and similar charges imposed by the taxing authority of the Local Jurisdiction If this element is not present Local Jurisdiction is Not Applicable </xsd:documentation> </xsd:annotation> </xsd:element> </xsd:sequence> </xsd:extension> </xsd:complexContent> </xsd:complexType>
Fixed payment amount
paymentAmount (exactly one occurrence; of the type Money)
paymentDate (exactly one occurrence; of the type RelativeDateOffset)
<xsd:complexType name="FixedPaymentAmount"> <xsd:annotation> <xsd:documentation xml:lang="en"> Fixed payment amount </xsd:documentation> </xsd:annotation> <xsd:sequence> <xsd:element name="paymentAmount" type="Money"> <xsd:annotation> <xsd:documentation xml:lang="en"> Payment amount. </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:element name="paymentDate" type="RelativeDateOffset"> <xsd:annotation> <xsd:documentation xml:lang="en"> Payment date relative to another date. </xsd:documentation> </xsd:annotation> </xsd:element> </xsd:sequence> </xsd:complexType>
Fixed Payment Leg of a Dividend Swap.
Inherited element(s): (This definition inherits the content defined by the type DirectionalLeg)
fixedPayment (one or more occurrences; of the type FixedPaymentAmount)
<xsd:complexType name="FixedPaymentLeg"> <xsd:annotation> <xsd:documentation xml:lang="en"> Fixed Payment Leg of a Dividend Swap. </xsd:documentation> </xsd:annotation> <xsd:complexContent> <xsd:extension base="DirectionalLeg"> <xsd:sequence> <xsd:element name="fixedPayment" type="FixedPaymentAmount" maxOccurs="unbounded"> <xsd:annotation> <xsd:documentation xml:lang="en"> Fixed payment of a dividend swap, payment date is relative to a dividend period payment date. Commonly the dividend leg and the fixed payment leg will pay out on the same date, and the payments will be netted. </xsd:documentation> </xsd:annotation> </xsd:element> </xsd:sequence> </xsd:extension> </xsd:complexContent> </xsd:complexType>
Specifies the structure of the dividend swap transaction supplement.
Element dividendSwapTransactionSupplement is defined by the complex type DividendSwapTransactionSupplement
<xsd:element name="dividendSwapTransactionSupplement" type="DividendSwapTransactionSupplement" substitutionGroup="product"> <xsd:annotation> <xsd:documentation xml:lang="en"> Specifies the structure of the dividend swap transaction supplement. </xsd:documentation> </xsd:annotation> </xsd:element>
This element has been DEPRECATED and it will be removed in the next FpML major version (5.0) - please use returnLeg element to represent long form equity swaps, total return swaps. The equity amounts of the equity swap
Element equityLeg is defined by the complex type DeprecatedEquityLeg
<xsd:element name="equityLeg" type="DeprecatedEquityLeg" substitutionGroup="returnSwapLeg" dec:deprecated="true" dec:deprecatedReason="It has been made more generic as returnLeg to cover return swap type products."> <xsd:annotation> <xsd:documentation xml:lang="en"> This element has been DEPRECATED and it will be removed in the next FpML major version (5.0) - please use returnLeg element to represent long form equity swaps, total return swaps. The equity amounts of the equity swap </xsd:documentation> </xsd:annotation> </xsd:element>
This element has been DEPRECATED and it will be removed in the next FpML major version (5.0) - please use returnSwap element to represent long form equity swaps, total return swaps, and variance swaps.
Element equitySwap is defined by the complex type ReturnSwap
<xsd:element name="equitySwap" type="ReturnSwap" substitutionGroup="product" dec:deprecated="true" dec:deprecatedReason="It has been made more generic as returnSwap to cover return swap type products."> <xsd:annotation> <xsd:documentation xml:lang="en"> This element has been DEPRECATED and it will be removed in the next FpML major version (5.0) - please use returnSwap element to represent long form equity swaps, total return swaps, and variance swaps. </xsd:documentation> </xsd:annotation> </xsd:element>
Specifies the structure of the equity swap transaction supplement
Element equitySwapTransactionSupplement is defined by the complex type EquitySwapTransactionSupplement
<xsd:element name="equitySwapTransactionSupplement" type="EquitySwapTransactionSupplement" substitutionGroup="product"> <xsd:annotation> <xsd:documentation xml:lang="en"> Specifies the structure of the equity swap transaction supplement </xsd:documentation> </xsd:annotation> </xsd:element>
<xsd:schema targetNamespace="http://www.fpml.org/2007/FpML-4-3" elementFormDefault="qualified" attributeFormDefault="unqualified" version="$Revision: 918 $" ecore:nsPrefix="fpml" ecore:package="org.fpml" ecore:documentRoot="FpML"> <xsd:include schemaLocation="fpml-ird.xsd"/> <xsd:include schemaLocation="fpml-eq-shared.xsd"/> <xsd:complexType name="DeprecatedEquityLeg" dec:deprecated="true" dec:deprecatedReason="It has been made more generic as ReturnLeg to cover return swap type products."> <xsd:annotation> <xsd:documentation xml:lang="en"> This type has been DEPRECATED. It will be removed in the next FpML major version. A type describing the equity 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 equity 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 equity 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="valuation" type="DeprecatedEquityLegValuation"> <xsd:annotation> <xsd:documentation xml:lang="en"> Specifies the terms of the initial price of the return type swap and of the subsequent valuations of the equity 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="equityAmount" type="ReturnSwapAmount"> <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: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 equity 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="DeprecatedEquityLegValuation" dec:deprecated="true" dec:deprecatedReason="It has been made more generic as ReturnLegValuation to cover return swap type products."> <xsd:annotation> <xsd:documentation xml:lang="en"> This type has been DEPRECATED. It will be removed in the next FpML major version. A type describing the initial and final valuation of the equity underlyer. </xsd:documentation> </xsd:annotation> <xsd:sequence> <xsd:element name="initialPrice" type="DeprecatedEquityLegValuationPrice"> <xsd:annotation> <xsd:documentation xml:lang="en"> Specifies the initial reference price of the equity 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="equityNotionalReset" type="xsd:boolean"> <xsd:annotation> <xsd:documentation xml:lang="en"> The term "Equity Notional Reset" is assumed to have the meaning 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="DeprecatedEquityLegValuationPrice" minOccurs="0"> <xsd:annotation> <xsd:documentation xml:lang="en"> Specifies the interim valuation price of the equity 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="DeprecatedEquityLegValuationPrice"> <xsd:annotation> <xsd:documentation xml:lang="en"> Specifies the final valuation price of the equity 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="equityPaymentDates" type="DeprecatedEquityPaymentDates"> <xsd:annotation> <xsd:documentation xml:lang="en"> Specifies the equity payment dates of the swap. </xsd:documentation> </xsd:annotation> </xsd:element> </xsd:sequence> </xsd:complexType> <xsd:complexType name="DeprecatedEquityLegValuationPrice" dec:deprecated="true" dec:deprecatedReason="It has been made more generic as ReturnLegValuationPrice to cover return swap type products."> <xsd:annotation> <xsd:documentation xml:lang="en"> This type has been DEPRECATED. It will be removed in the next FpML major version. </xsd:documentation> </xsd:annotation> <xsd:complexContent> <xsd:extension base="Price"> <xsd:sequence> <xsd:element name="equityValuation" type="EquityValuation" minOccurs="0"/> </xsd:sequence> </xsd:extension> </xsd:complexContent> </xsd:complexType> <xsd:complexType name="DeprecatedEquityPaymentDates" dec:deprecated="true" dec:deprecatedReason="It has been made more generic as ReturnLegPaymentDates to cover return swap type products."> <xsd:annotation> <xsd:documentation xml:lang="en"> This type has been DEPRECATED. It will be removed in the next FpML major version. A type describing the equity payment dates of the swap. </xsd:documentation> </xsd:annotation> <xsd:sequence> <xsd:element name="equityPaymentDatesInterim" type="AdjustableOrRelativeDates" minOccurs="0"> <xsd:annotation> <xsd:documentation xml:lang="en"> 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="equityPaymentDateFinal" type="AdjustableOrRelativeDate"> <xsd:annotation> <xsd:documentation xml:lang="en"> 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="DividendLeg"> <xsd:annotation> <xsd:documentation xml:lang="en"> Floating Payment Leg of a Dividend Swap </xsd:documentation> </xsd:annotation> <xsd:complexContent> <xsd:extension base="DirectionalLeg"> <xsd:sequence> <xsd:element name="underlyer" type="Underlyer"> <xsd:annotation> <xsd:documentation xml:lang="en"> Specifies the underlying component of the dividend swap, which can be either one or many, and consists of equity, index, or basket underlyer. </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:element name="settlementCurrency" type="Currency"> <xsd:annotation> <xsd:documentation xml:lang="en"> Settlement Currency. </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:element name="declaredCashDividendPercentage" type="UnrestrictedPercentage"> <xsd:annotation> <xsd:documentation xml:lang="en"> Declared Cash Dividend Percentage. </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:element name="declaredCashEquivalentDividendPercentage" type="UnrestrictedPercentage"> <xsd:annotation> <xsd:documentation xml:lang="en"> Declared Cash Equivalent Dividend Percentage. </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:element name="dividendPeriod" type="DividendPeriodPayment" maxOccurs="unbounded"> <xsd:annotation> <xsd:documentation xml:lang="en"> One to many time bounded dividend payment periods, each with a fixed strike and dividend payment date per period. </xsd:documentation> </xsd:annotation> </xsd:element> </xsd:sequence> </xsd:extension> </xsd:complexContent> </xsd:complexType> <xsd:complexType name="DividendPeriodPayment"> <xsd:annotation> <xsd:documentation xml:lang="en"> A time bounded dividend period, with fixed strike and a dividend payment date per period. </xsd:documentation> </xsd:annotation> <xsd:sequence> <xsd:element name="unadjustedStartDate" type="IdentifiedDate"> <xsd:annotation> <xsd:documentation xml:lang="en"> Unadjusted inclusive dividend period start date. </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:element name="unadjustedEndDate" type="IdentifiedDate"> <xsd:annotation> <xsd:documentation xml:lang="en"> Unadjusted inclusive dividend period end date. </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:element name="dateAdjustments" type="BusinessDayAdjustments"> <xsd:annotation> <xsd:documentation xml:lang="en"> Date adjustments for all unadjusted dates in this dividend period. </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:element name="fixedStrike" type="xsd:decimal"> <xsd:annotation> <xsd:documentation xml:lang="en"> Fixed strike. </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:element name="paymentDate" type="AdjustableOrRelativeDate"> <xsd:annotation> <xsd:documentation xml:lang="en"> Dividend period amount payment date. </xsd:documentation> </xsd:annotation> </xsd:element> </xsd:sequence> <xsd:attribute name="id" type="xsd:ID"/> </xsd:complexType> <xsd:complexType name="DividendSwapTransactionSupplement"> <xsd:annotation> <xsd:documentation xml:lang="en"> A Dividend Swap Transaction Supplement. </xsd:documentation> </xsd:annotation> <xsd:complexContent> <xsd:extension base="Product"> <xsd:sequence> <xsd:element name="dividendLeg" type="DividendLeg"> <xsd:annotation> <xsd:documentation xml:lang="en"> Dividend leg. </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:element name="fixedLeg" type="FixedPaymentLeg"> <xsd:annotation> <xsd:documentation xml:lang="en"> Fixed payment leg. </xsd:documentation> </xsd:annotation> </xsd:element> </xsd:sequence> </xsd:extension> </xsd:complexContent> </xsd:complexType> <xsd:complexType name="EquitySwapTransactionSupplement"> <xsd:annotation> <xsd:documentation xml:lang="en"> A type for defining Equity Swap Transaction Supplement </xsd:documentation> </xsd:annotation> <xsd:complexContent> <xsd:extension base="ReturnSwapBase"> <xsd:sequence> <xsd:element name="mutualEarlyTermination" type="xsd:boolean" minOccurs="0"> <xsd:annotation> <xsd:documentation xml:lang="en"> Used for specifying whether the Mutual Early Termination Right that is detailed in the Master Confirmation will apply. </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:element name="multipleExchangeIndexAnnexFallback" type="xsd:boolean" minOccurs="0"> <xsd:annotation> <xsd:documentation xml:lang="en"> Used for specifying whether additional annex terms for trades with underlyers that are listed on multiple exchanges, as defined in the European Master Confirmation, will apply. </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:element name="localJurisdiction" type="Country" minOccurs="0"> <xsd:annotation> <xsd:documentation xml:lang="en"> Local Jurisdiction is a term used in the AEJ Master Confirmation, which is used to determine local taxes, which shall mean taxes, duties, and similar charges imposed by the taxing authority of the Local Jurisdiction If this element is not present Local Jurisdiction is Not Applicable </xsd:documentation> </xsd:annotation> </xsd:element> </xsd:sequence> </xsd:extension> </xsd:complexContent> </xsd:complexType> <xsd:complexType name="FixedPaymentAmount"> <xsd:annotation> <xsd:documentation xml:lang="en"> Fixed payment amount </xsd:documentation> </xsd:annotation> <xsd:sequence> <xsd:element name="paymentAmount" type="Money"> <xsd:annotation> <xsd:documentation xml:lang="en"> Payment amount. </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:element name="paymentDate" type="RelativeDateOffset"> <xsd:annotation> <xsd:documentation xml:lang="en"> Payment date relative to another date. </xsd:documentation> </xsd:annotation> </xsd:element> </xsd:sequence> </xsd:complexType> <xsd:complexType name="FixedPaymentLeg"> <xsd:annotation> <xsd:documentation xml:lang="en"> Fixed Payment Leg of a Dividend Swap. </xsd:documentation> </xsd:annotation> <xsd:complexContent> <xsd:extension base="DirectionalLeg"> <xsd:sequence> <xsd:element name="fixedPayment" type="FixedPaymentAmount" maxOccurs="unbounded"> <xsd:annotation> <xsd:documentation xml:lang="en"> Fixed payment of a dividend swap, payment date is relative to a dividend period payment date. Commonly the dividend leg and the fixed payment leg will pay out on the same date, and the payments will be netted. </xsd:documentation> </xsd:annotation> </xsd:element> </xsd:sequence> </xsd:extension> </xsd:complexContent> </xsd:complexType> <xsd:element name="dividendSwapTransactionSupplement" type="DividendSwapTransactionSupplement" substitutionGroup="product"> <xsd:annotation> <xsd:documentation xml:lang="en"> Specifies the structure of the dividend swap transaction supplement. </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:element name="equityLeg" type="DeprecatedEquityLeg" substitutionGroup="returnSwapLeg" dec:deprecated="true" dec:deprecatedReason="It has been made more generic as returnLeg to cover return swap type products."> <xsd:annotation> <xsd:documentation xml:lang="en"> This element has been DEPRECATED and it will be removed in the next FpML major version (5.0) - please use returnLeg element to represent long form equity swaps, total return swaps. The equity amounts of the equity swap </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:element name="equitySwap" type="ReturnSwap" substitutionGroup="product" dec:deprecated="true" dec:deprecatedReason="It has been made more generic as returnSwap to cover return swap type products."> <xsd:annotation> <xsd:documentation xml:lang="en"> This element has been DEPRECATED and it will be removed in the next FpML major version (5.0) - please use returnSwap element to represent long form equity swaps, total return swaps, and variance swaps. </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:element name="equitySwapTransactionSupplement" type="EquitySwapTransactionSupplement" substitutionGroup="product"> <xsd:annotation> <xsd:documentation xml:lang="en"> Specifies the structure of the equity swap transaction supplement </xsd:documentation> </xsd:annotation> </xsd:element> </xsd:schema>