FpML 4.2 Trial Recommendation

10 September 2021

Equity Shared Component Definitions

Version: 4.2

This Version:

http://www.fpml.org/spec/fpml-4-2-13-tr-6

Latest Version:

http://www.fpml.org/spec/fpml-4-2-13-tr-6

Previous Version:

https://www.fpml.org/spec/fpml-4-2-12-rec-2/

Errata for this Version:

http://www.fpml.org/spec/errata/fpml-4-2-13-tr-6-errata.html

Document built: Thu 09/09/2021 16:55:26.54


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.


Contents

Global Simple Types

Global Complex Types
AdditionalDisruptionEvents
AdditionalPaymentAmount
AdjustableDateOrRelativeDateSequence
Asian
AveragingPeriod
Barrier
Composite
Compounding
CompoundingRate
EquityCorporateEvents
EquityPremium
EquitySchedule
EquityStrike
EquityValuation
ExtraordinaryEvents
FeaturePayment
FxFeature
IndexAdjustmentEvents
InterestCalculation
InterestCalculationReference
InterestLeg
InterestLegCalculationPeriodDates
InterestLegCalculationPeriodDatesReference
InterestLegResetDates
Knock
LegAmount
MakeWholeProvisions
MarketDisruption
OptionFeatures
PassThrough
PassThroughItem
PrincipalExchangeAmount
PrincipalExchangeDescriptions
PrincipalExchangeFeatures
Quanto
Representations
Return
ReturnLeg
ReturnLegValuation
ReturnLegValuationPrice
ReturnSwap
ReturnSwapAdditionalPayment
ReturnSwapAmount
ReturnSwapBase
ReturnSwapEarlyTermination
ReturnSwapLeg
ReturnSwapNotional
ReturnSwapPaymentDates
StartingDate
StubCalculationPeriod
Trigger
TriggerEvent
Variance
VarianceAmount
VarianceLeg

Global Elements
interestLeg
returnLeg
returnSwap
returnSwapLeg
varianceLeg

Groups
Feature.model

Schema Listing

Global Simple Types

The schema does not contain any global simple types.


Global Complex Types

AdditionalDisruptionEvents

Description:

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

Figure:

Contents:

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

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

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)

Used by:

Schema Fragment:

<xsd:complexType name="AdditionalDisruptionEvents">
  <xsd:annotation>
    <xsd:documentation xml:lang="en">
      A type for defining ISDA 2002 Equity Derivative Additional
      Disruption Events"
    </xsd:documentation>
  </xsd:annotation>
  <xsd:sequence>
    <xsd:element name="changeInLaw" type="xsd:boolean"/>
    <xsd:element name="failureToDeliver" type="xsd:boolean" minOccurs="0">
      <xsd:annotation>
        <xsd:documentation xml:lang="en">
          Where the underlying is shares and the transaction is
          physically settled, then, if true, a failure to deliver the
          shares on the settlement date will not be an event of default
          for the purposes of the master agreement.
        </xsd:documentation>
        <xsd:documentation xml:lang="de">
          Ist der Basiswert eine Aktie und wird die Transaktion
          effektiv beliefert, stellt die Nichtlieferung von Aktien am
          Abrechnungstag keinen Kündigungsgrund im Sinne des
          Rahmenvertrags dar, wenn der Wert "wahr" lautet.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:element>
    <xsd:element name="insolvencyFiling" type="xsd:boolean"/>
    <xsd:element name="hedgingDisruption" type="xsd:boolean"/>
    <xsd:element name="lossOfStockBorrow" type="xsd:boolean"/>
    <xsd:element name="increasedCostOfStockBorrow" type="xsd:boolean"/>
    <xsd:element name="increasedCostOfHedging" type="xsd:boolean"/>
    <xsd:element name="determiningPartyReference" type="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>

AdditionalPaymentAmount

Description:

Specifies the amount of the fee along with, when applicable, the formula that supports its determination.

Figure:

Contents:

paymentAmount (zero or one occurrence; of the type Money)

formula (zero or one occurrence; of the type Formula)

Used by:

Schema Fragment:

<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>

AdjustableDateOrRelativeDateSequence

Description:

A type describing a date defined as subject to adjustment or defined in reference to another date through one or several date offsets.

Figure:

Contents:


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

Or


Attribute: id (xsd:ID)

Used by:

Schema Fragment:

<xsd:complexType name="AdjustableDateOrRelativeDateSequence">
  <xsd:annotation>
    <xsd:documentation xml:lang="en">
      A type describing a date defined as subject to adjustment or
      defined in reference to another date through one or several date
      offsets.
    </xsd:documentation>
  </xsd:annotation>
  <xsd:choice>
    <xsd:element name="adjustableDate" type="AdjustableDate">
      <xsd:annotation>
        <xsd:documentation xml:lang="en">
          A date that shall be subject to adjustment if it would
          otherwise fall on a day that is not a business day in the
          specified business centers, together with the convention for
          adjusting the date.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:element>
    <xsd:element name="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>

Asian

Description:

As per ISDA 2002 Definitions

Figure:

Contents:

averagingInOut (exactly one occurrence; of the type AveragingInOutEnum)

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

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

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

Used by:

Schema Fragment:

<xsd:complexType name="Asian">
  <xsd:annotation>
    <xsd:documentation xml:lang="en">
      As per ISDA 2002 Definitions
    </xsd:documentation>
    <xsd:documentation xml:lang="de">
      Im Sinne der ISDA-Definitionen von 2002.
    </xsd:documentation>
  </xsd:annotation>
  <xsd:sequence>
    <xsd:element name="averagingInOut" type="AveragingInOutEnum"/>
    <xsd:element name="strikeFactor" type="xsd:decimal" minOccurs="0">
      <xsd:annotation>
        <xsd:documentation xml:lang="en">
          The factor of strike.
        </xsd:documentation>
        <xsd:documentation xml:lang="de">
          Strike-Faktor.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:element>
    <xsd:element name="averagingPeriodIn" type="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>

AveragingPeriod

Description:

Period over which an average value is taken

Figure:

Contents:

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)

Used by:

Schema Fragment:

<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>

Barrier

Description:

As per ISDA 2002 Definitions.

Figure:

Contents:

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

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

Used by:

Schema Fragment:

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

Composite

Description:

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

Figure:

Contents:

determinationMethod (zero or one occurrence; of the type DeterminationMethod)

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

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

Used by:

Schema Fragment:

<xsd:complexType name="Composite">
  <xsd:annotation>
    <xsd:documentation xml:lang="en">
      Specifies the conditions to be applied for converting into a
      reference currency when the actual currency rate is not
      determined upfront.
    </xsd:documentation>
  </xsd:annotation>
  <xsd:sequence>
    <xsd:element name="determinationMethod" type="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>

Compounding

Description:

Specifies the compounding method and the compounding rate.

Figure:

Contents:

compoundingMethod (exactly one occurrence; of the type CompoundingMethodEnum)

compoundingRate (exactly one occurrence; of the type CompoundingRate)

Used by:

Schema Fragment:

<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>

CompoundingRate

Description:

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.

Figure:

Contents:


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

Or


Used by:

Schema Fragment:

<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>

EquityCorporateEvents

Description:

A type for defining the merger events and their treatment.

Figure:

Contents:

shareForShare (exactly one occurrence; of the type ShareExtraordinaryEventEnum)

shareForOther (exactly one occurrence; of the type ShareExtraordinaryEventEnum)

shareForCombined (exactly one occurrence; of the type ShareExtraordinaryEventEnum)

Used by:

Schema Fragment:

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

EquityPremium

Description:

A type used to describe the amount paid for an equity option.

Figure:

Contents:

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)

Used by:

Schema Fragment:

<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>

EquitySchedule

Description:

Method of generating a series of dates.

Figure:

Contents:

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)

Used by:

Schema Fragment:

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

EquityStrike

Description:

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.

Figure:

Contents:


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

Or


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

Used by:

Schema Fragment:

<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>

EquityValuation

Description:

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

Figure:

Contents:


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

Or


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)

Used by:

Schema Fragment:

<xsd:complexType name="EquityValuation">
  <xsd:annotation>
    <xsd:documentation xml:lang="en">
      A type for defining how and when an equity option is to be
      valued.
    </xsd:documentation>
    <xsd:documentation xml:lang="de">
      Typ, mit dem Zeitpunkt und Art der Bewertung einer Aktienoption
      bestimmt wird.
    </xsd:documentation>
  </xsd:annotation>
  <xsd:sequence>
    <xsd:choice minOccurs="0">
      <xsd:element name="valuationDate" type="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>

ExtraordinaryEvents

Description:

Where the underlying is shares, defines market events affecting the issuer of those shares that may require the terms of the transaction to be adjusted.

Figure:

Contents:

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

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

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

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

indexAdjustmentEvents (zero or one occurrence; of the type IndexAdjustmentEvents)


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

Or


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)

Used by:

Schema Fragment:

<xsd:complexType name="ExtraordinaryEvents">
  <xsd:annotation>
    <xsd:documentation xml:lang="en">
      Where the underlying is shares, defines market events affecting
      the issuer of those shares that may require the terms of the
      transaction to be adjusted.
    </xsd:documentation>
    <xsd:documentation xml:lang="de">
      Ist der Basiswert eine Aktie, werden hiermit Marktereignisse
      angegeben, die den Emittenten der Aktie betreffen und die eine
      Anpassung der Transaktionsbedingungen erfordern können.
    </xsd:documentation>
  </xsd:annotation>
  <xsd:sequence>
    <xsd:element name="mergerEvents" type="EquityCorporateEvents" minOccurs="0">
      <xsd:annotation>
        <xsd:documentation xml:lang="en">
          Occurs when the underlying ceases to exist following a merger
          between the Issuer and another company.
        </xsd:documentation>
        <xsd:documentation xml:lang="de">
          Dieses Element ist relevant, wenn der Basiswert nach einer
          Fusion zwischen dem Emittenten und einer anderen Gesellschaft
          nicht mehr existiert.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:element>
    <xsd:element name="tenderOffer" type="xsd:boolean" minOccurs="0"/>
    <xsd:element name="tenderOfferEvents" type="EquityCorporateEvents" minOccurs="0"/>
    <xsd:element name="compositionOfCombinedConsideration" type="xsd:boolean" minOccurs="0"/>
    <xsd:element name="indexAdjustmentEvents" type="IndexAdjustmentEvents" minOccurs="0"/>
    <xsd:choice>
      <xsd:element name="additionalDisruptionEvents" type="AdditionalDisruptionEvents"/>
      <xsd:element name="failureToDeliver" type="xsd:boolean"/>
    </xsd:choice>
    <xsd:element name="representations" type="Representations" minOccurs="0">
      <xsd:annotation>
        <xsd:documentation xml:lang="en">
          ISDA 2002 Equity Derivative Representations
        </xsd:documentation>
      </xsd:annotation>
    </xsd:element>
    <xsd:element name="nationalisationOrInsolvency" type="NationalisationOrInsolvencyOrDelistingEventEnum" minOccurs="0">
      <xsd:annotation>
        <xsd:documentation xml:lang="en">
          The terms "Nationalisation" and "Insolvency" have the meaning
          as defined in the ISDA 2002 Equity Derivatives Definitions.
        </xsd:documentation>
        <xsd:documentation xml:lang="de">
          "Verstaatlichung" und "Insolvenz" im Sinne der
          ISDA-Definitionen zu Aktienderivaten von 2002.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:element>
    <xsd:element name="delisting" type="NationalisationOrInsolvencyOrDelistingEventEnum" minOccurs="0">
      <xsd:annotation>
        <xsd:documentation xml:lang="en">
          The term "Delisting" has the meaning defined in the ISDA 2002
          Equity Derivatives Definitions.
        </xsd:documentation>
        <xsd:documentation xml:lang="de">
          "Delisting" im Sinne der ISDA-Definitionen zu Aktienderivaten
          von 2002.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:element>
  </xsd:sequence>
</xsd:complexType>

FeaturePayment

Description:

Payment made following trigger occurence.

Figure:

Contents:

payerPartyReference (exactly one occurrence; of the type PartyOrAccountReference)

receiverPartyReference (exactly one occurrence; of the type PartyOrAccountReference)


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

Or


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)

Used by:

Schema Fragment:

<xsd:complexType name="FeaturePayment">
  <xsd:annotation>
    <xsd:documentation xml:lang="en">
      Payment made following trigger occurence.
    </xsd:documentation>
    <xsd:documentation xml:lang="de">
      Nach Eintritt des Trigger-Ereignisses erfolgende Zahlung.
    </xsd:documentation>
  </xsd:annotation>
  <xsd:sequence>
    <xsd:group ref="PayerReceiver.model"/>
    <xsd:choice>
      <xsd:element name="levelPercentage" type="xsd:decimal">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">
            The trigger level percentage.
          </xsd:documentation>
          <xsd:documentation xml:lang="de">
            Triggerniveau, ausgedrückt als Prozentsatz.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:element>
      <xsd:element name="amount" type="xsd:decimal">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">
            The monetary quantity in currency units.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:element>
    </xsd:choice>
    <xsd:element name="time" type="TimeTypeEnum" minOccurs="0">
      <xsd:annotation>
        <xsd:documentation xml:lang="en">
          The feature payment time.
        </xsd:documentation>
        <xsd:documentation xml:lang="de">
          Zeitpunkt der aus dem Optionsmerkmal resultierenden Zahlung.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:element>
    <xsd:element name="currency" type="Currency" minOccurs="0">
      <xsd:annotation>
        <xsd:documentation xml:lang="en">
          The currency in which an amount is denominated.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:element>
    <xsd:element name="featurePaymentDate" type="AdjustableOrRelativeDate" minOccurs="0">
      <xsd:annotation>
        <xsd:documentation xml:lang="en">
          The feature payment date.
        </xsd:documentation>
        <xsd:documentation xml:lang="de">
          Datum der aus dem Optionsmerkmal resultierenden Zahlung.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:element>
  </xsd:sequence>
</xsd:complexType>

FxFeature

Description:

A type for defining Fx Features.

Figure:

Contents:

referenceCurrency (exactly one occurrence; of the type IdentifiedCurrency)


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

Or

Or


Used by:

Schema Fragment:

<xsd:complexType name="FxFeature">
  <xsd:annotation>
    <xsd:documentation xml:lang="en">
      A type for defining Fx Features.
    </xsd:documentation>
    <xsd:documentation xml:lang="de">
      Typ zur Definition von Devisenbestandteilen.
    </xsd:documentation>
  </xsd:annotation>
  <xsd:sequence>
    <xsd:element name="referenceCurrency" type="IdentifiedCurrency">
      <xsd:annotation>
        <xsd:documentation xml:lang="en">
          Specifies the reference currency of the trade.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:element>
    <xsd:choice>
      <xsd:element name="composite" type="Composite">
        <xsd: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>

IndexAdjustmentEvents

Description:

Figure:

Contents:

indexModification (exactly one occurrence; of the type IndexEventConsequenceEnum)

indexCancellation (exactly one occurrence; of the type IndexEventConsequenceEnum)

indexDisruption (exactly one occurrence; of the type IndexEventConsequenceEnum)

Used by:

Schema Fragment:

<xsd:complexType name="IndexAdjustmentEvents">
  <xsd:sequence>
    <xsd:element name="indexModification" type="IndexEventConsequenceEnum"/>
    <xsd:element name="indexCancellation" type="IndexEventConsequenceEnum"/>
    <xsd:element name="indexDisruption" type="IndexEventConsequenceEnum"/>
  </xsd:sequence>
</xsd:complexType>

InterestCalculation

Description:

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.

Figure:

Contents:

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)

Used by:

Extension of:

Schema Fragment:

<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>

InterestCalculationReference

Description:

Reference to an interest calculation component.

Figure:

Contents:

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

Used by:

Extension of:

Schema Fragment:

<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>

InterestLeg

Description:

A type describing the fixed income leg of the equity swap.

Figure:

Contents:

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)

Used by:

Extension of:

Schema Fragment:

<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>

InterestLegCalculationPeriodDates

Description:

Component that holds the various dates used to specify the interest leg of the equity swap. It is used to define the InterestPeriodDates identifyer.

Figure:

Contents:

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

Used by:

Schema Fragment:

<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>

InterestLegCalculationPeriodDatesReference

Description:

Reference to the calculation period dates of the interest leg.

Figure:

Contents:

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

Used by:

Extension of:

Schema Fragment:

<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>

InterestLegResetDates

Description:

Figure:

Contents:

calculationPeriodDatesReference (exactly one occurrence; of the type InterestLegCalculationPeriodDatesReference)


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

Or


Used by:

Schema Fragment:

<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

Description:

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

Figure:

Contents:

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

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

Used by:

Schema Fragment:

<xsd:complexType name="Knock">
  <xsd:annotation>
    <xsd:documentation xml:lang="en">
      Knock In means option to exercise comes into existence. Knock Out
      means option to exercise goes out of existence
    </xsd:documentation>
    <xsd:documentation xml:lang="de">
      "Knock-in" bedeutet, dass eine Option durch das Überschreiten
      aktiviert wird. "Knock-out" bedeutet, dass eine Option nach dem
      Überschreiten erlischt.
    </xsd:documentation>
  </xsd:annotation>
  <xsd:sequence>
    <xsd:element name="knockIn" type="TriggerEvent" minOccurs="0">
      <xsd:annotation>
        <xsd:documentation xml:lang="en">
          The knock in.
        </xsd:documentation>
        <xsd:documentation xml:lang="de">
          Knock-In.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:element>
    <xsd:element name="knockOut" type="TriggerEvent" minOccurs="0">
      <xsd:annotation>
        <xsd:documentation xml:lang="en">
          The knock out.
        </xsd:documentation>
        <xsd:documentation xml:lang="de">
          Knock-Out.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:element>
  </xsd:sequence>
</xsd:complexType>

LegAmount

Description:

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.

Figure:

Contents:

paymentCurrency (zero or one occurrence; of the type PaymentCurrency)


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

Or

Or

Or


calculationDates (zero or one occurrence; of the type AdjustableRelativeOrPeriodicDates)

Used by:

Derived Types:

Schema Fragment:

<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>

MakeWholeProvisions

Description:

Figure:

Contents:

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

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

Used by:

Schema Fragment:

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

MarketDisruption

Description:

Figure:

Contents:

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

Attribute: marketDisruptionScheme (xsd:anyURI)

Used by:

Schema Fragment:

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

OptionFeatures

Description:

A type for defining option features.

Figure:

Contents:

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

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)

Used by:

Schema Fragment:

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

PassThrough

Description:

Type which contains pass through payments.

Figure:

Contents:

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

Used by:

Schema Fragment:

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

PassThroughItem

Description:

Type to represent a single pass through payment.

Figure:

Contents:

payerPartyReference (exactly one occurrence; of the type 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)

Used by:

Schema Fragment:

<xsd:complexType name="PassThroughItem">
  <xsd:annotation>
    <xsd:documentation xml:lang="en">
      Type to represent a single pass through payment.
    </xsd:documentation>
  </xsd:annotation>
  <xsd:sequence>
    <xsd:group ref="PayerReceiver.model"/>
    <xsd:element name="underlyerReference" type="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>

PrincipalExchangeAmount

Description:

Specifies the principal exchange amount, either by explicitly defining it, or by point to an amount defined somewhere else in the swap document.

Figure:

Contents:


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

Or

Or


Used by:

Schema Fragment:

<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>

PrincipalExchangeDescriptions

Description:

Specifies each of the characteristics of the principal exchange cashflows, in terms of paying/receiving counterparties, amounts and dates.

Figure:

Contents:

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)

Used by:

Schema Fragment:

<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>

PrincipalExchangeFeatures

Description:

A type describing the principal exchange features of the equity swap.

Figure:

Contents:

principalExchanges (exactly one occurrence; of the type PrincipalExchanges)

principalExchangeDescriptions (one or more occurrences; of the type PrincipalExchangeDescriptions)

Used by:

Schema Fragment:

<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>

Quanto

Description:

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.

Figure:

Contents:

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

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

Used by:

Schema Fragment:

<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>

Representations

Description:

A type for defining ISDA 2002 Equity Derivative Representations

Figure:

Contents:

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

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

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

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

Used by:

Schema Fragment:

<xsd:complexType name="Representations">
  <xsd:annotation>
    <xsd:documentation xml:lang="en">
      A type for defining ISDA 2002 Equity Derivative Representations
    </xsd:documentation>
  </xsd:annotation>
  <xsd:sequence>
    <xsd:element name="nonReliance" type="xsd:boolean"/>
    <xsd:element name="agreementsRegardingHedging" type="xsd:boolean"/>
    <xsd:element name="indexDisclaimer" type="xsd:boolean" minOccurs="0"/>
    <xsd:element name="additionalAcknowledgements" type="xsd:boolean"/>
  </xsd:sequence>
</xsd:complexType>

Return

Description:

A type describing the dividend return conditions applicable to the swap.

Figure:

Contents:

returnType (exactly one occurrence; of the type ReturnTypeEnum)

dividendConditions (zero or one occurrence; of the type DividendConditions)

Used by:

Schema Fragment:

<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>

ReturnLeg

Description:

A type describing the return leg of a return type swap.

Figure:

Contents:

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)

Used by:

Extension of:

Schema Fragment:

<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>

ReturnLegValuation

Description:

A type describing the initial and final valuation of the underlyer.

Figure:

Contents:

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)

Used by:

Schema Fragment:

<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>

ReturnLegValuationPrice

Description:

Figure:

Contents:

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

valuationRules (zero or one occurrence; of the type EquityValuation)

Used by:

Extension of:

Schema Fragment:

<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>

ReturnSwap

Description:

A type describing return swaps including equity swaps (long form), total return swaps, and variance swaps.

Figure:

Contents:

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)

Used by:

Extension of:

Schema Fragment:

<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>

ReturnSwapAdditionalPayment

Description:

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.

Figure:

Contents:

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)

Used by:

Schema Fragment:

<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>

ReturnSwapAmount

Description:

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.

Figure:

Contents:

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)

Used by:

Extension of:

Derived Types:

Schema Fragment:

<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>

ReturnSwapBase

Description:

A type describing the components that are common for return type swaps, including short and long form equity swaps representations.

Figure:

Contents:

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)

Used by:

Extension of:

Derived Types:

Schema Fragment:

<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>

ReturnSwapEarlyTermination

Description:

A type describing the date from which each of the party may be allowed to terminate the trade.

Figure:

Contents:

partyReference (exactly one occurrence; of the type PartyReference)

startingDate (exactly one occurrence; of the type StartingDate)

Used by:

Schema Fragment:

<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>

ReturnSwapLeg

Description:

The abstract base class for all types of Return Swap Leg.

Figure:

Contents:

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)

Used by:

Derived Types:

Schema Fragment:

<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>

ReturnSwapNotional

Description:

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.

Figure:

Contents:


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

Or

Or


Attribute: id (xsd:ID)

Used by:

Schema Fragment:

<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>

ReturnSwapPaymentDates

Description:

A type describing the return payment dates of the swap.

Figure:

Contents:

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

paymentDateFinal (exactly one occurrence; of the type AdjustableOrRelativeDate)

Attribute: id (xsd:ID)

Used by:

Schema Fragment:

<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>

StartingDate

Description:

A type specifying the date from which the early termination clause can be exercised.

Figure:

Contents:


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

Or


Used by:

Schema Fragment:

<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>

StubCalculationPeriod

Description:

A type describing the Stub Calculation Period

Figure:

Contents:


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

Used by:

Schema Fragment:

<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

Description:

Trigger point at which feature is effective

Figure:

Contents:


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

Or


Used by:

Schema Fragment:

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

TriggerEvent

Description:

Observation point for trigger

Figure:

Contents:

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

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)

Used by:

Schema Fragment:

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

Variance

Description:

A type describing the variance amount of a variance swap

Figure:

Contents:


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

Or

Or


varianceAmount (exactly one occurrence; of the type Money)


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

Or


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)

fxFeature (zero or one occurrence; of the type FxFeature)

Used by:

Schema Fragment:

<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:element name="expiringLevel" type="xsd:boolean">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">
            If present and true this contract will strike off the
            default exchange traded contract
          </xsd:documentation>
        </xsd:annotation>
      </xsd:element>
    </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:element name="fxFeature" type="FxFeature" minOccurs="0">
      <xsd:annotation>
        <xsd:documentation xml:lang="en">
          Quanto, Composite, or Cross Currency FX features
        </xsd:documentation>
      </xsd:annotation>
    </xsd:element>
  </xsd:sequence>
</xsd:complexType>

VarianceAmount

Description:

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.

Figure:

Contents:

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)

Used by:

Extension of:

Schema Fragment:

<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>

VarianceLeg

Description:

A type describing the variance leg of the equity swap.

Figure:

Contents:

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)

Used by:

Extension of:

Schema Fragment:

<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>

Global Elements

interestLeg

Description:

The fixed income amounts of the return type swap.

Figure:

Contents:

Element interestLeg is defined by the complex type InterestLeg

Used by:

Schema Fragment:

<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>

returnLeg

Description:

Return amounts of the return type swap.

Figure:

Contents:

Element returnLeg is defined by the complex type ReturnLeg

Used by:

Schema Fragment:

<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>

returnSwap

Description:

Specifies the structure of a return type swap. It can represent equity swaps, total return swaps, variance swaps.

Figure:

Contents:

Element returnSwap is defined by the complex type ReturnSwap

Used by:

Schema Fragment:

<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>

returnSwapLeg

Description:

An placeholder for the actual Return Swap Leg definition.

Figure:

Contents:

Element returnSwapLeg is defined by the complex type ReturnSwapLeg

Used by:

Substituted by:

Schema Fragment:

<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>

varianceLeg

Description:

The variance leg of the equity swap

Figure:

Contents:

Element varianceLeg is defined by the complex type VarianceLeg

Used by:

Schema Fragment:

<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>

Groups

Feature.model

Description:

A group containing Swap and Derivate features

Figure:

Contents:

feature (zero or one occurrence; of the type OptionFeatures)

fxFeature (zero or one occurrence; of the type FxFeature)

Used by:

Schema Fragment:

<xsd:group name="Feature.model">
  <xsd:annotation>
    <xsd:documentation xml:lang="en">
      A group containing Swap and Derivate features
    </xsd:documentation>
  </xsd:annotation>
  <xsd:sequence>
    <xsd:element name="feature" type="OptionFeatures" minOccurs="0">
      <xsd:annotation>
        <xsd:documentation xml:lang="en">
          Asian, Barrier, Knock and Pass Through features
        </xsd:documentation>
      </xsd:annotation>
    </xsd:element>
    <xsd:element name="fxFeature" type="FxFeature" minOccurs="0">
      <xsd:annotation>
        <xsd:documentation xml:lang="en">
          Quanto, Composite, or Cross Currency FX features
        </xsd:documentation>
      </xsd:annotation>
    </xsd:element>
  </xsd:sequence>
</xsd:group>

Full XML Schema

<xsd:schema targetNamespace="http://www.fpml.org/2005/FpML-4-2" elementFormDefault="qualified" attributeFormDefault="unqualified" version="$Revision: 1707 $">
  <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:annotation>
      <xsd:documentation xml:lang="en">
        A type describing a date defined as subject to adjustment or
        defined in reference to another date through one or several
        date offsets.
      </xsd:documentation>
    </xsd:annotation>
    <xsd:choice>
      <xsd:element name="adjustableDate" type="AdjustableDate">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">
            A date that shall be subject to adjustment if it would
            otherwise fall on a day that is not a business day in the
            specified business centers, together with the convention
            for adjusting the date.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:element>
      <xsd:element name="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:element name="expiringLevel" type="xsd:boolean">
          <xsd:annotation>
            <xsd:documentation xml:lang="en">
              If present and true this contract will strike off the
              default exchange traded contract
            </xsd:documentation>
          </xsd:annotation>
        </xsd:element>
      </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:element name="fxFeature" type="FxFeature" minOccurs="0">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">
            Quanto, Composite, or Cross Currency FX features
          </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:group name="Feature.model">
    <xsd:annotation>
      <xsd:documentation xml:lang="en">
        A group containing Swap and Derivate features
      </xsd:documentation>
    </xsd:annotation>
    <xsd:sequence>
      <xsd:element name="feature" type="OptionFeatures" minOccurs="0">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">
            Asian, Barrier, Knock and Pass Through features
          </xsd:documentation>
        </xsd:annotation>
      </xsd:element>
      <xsd:element name="fxFeature" type="FxFeature" minOccurs="0">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">
            Quanto, Composite, or Cross Currency FX features
          </xsd:documentation>
        </xsd:annotation>
      </xsd:element>
    </xsd:sequence>
  </xsd:group>
</xsd:schema>