http://www.fpml.org/spec/fpml-4-2-13-tr-6
http://www.fpml.org/spec/fpml-4-2-13-tr-6
https://www.fpml.org/spec/fpml-4-2-12-rec-2/
http://www.fpml.org/spec/errata/fpml-4-2-13-tr-6-errata.html
Document built: Thu 09/09/2021 16:55:56.23
Copyright (c) 1999 - 2006 by INTERNATIONAL SWAPS AND DERIVATIVES ASSOCIATION, INC.
Financial Products Markup Language is subject to the FpML public license
A copy of this license is available at http://www.fpml.org/documents/license.html
The FpML specifications provided are without warranty of any kind, either expressed or implied, including, without limitation, warranties that FpML, or the FpML specifications are free of defects, merchantable, fit for a particular purpose or non-infringing. The entire risk as to the quality and performance of the specifications is with you. Should any of the FpML specifications prove defective in any respect, you assume the cost of any necessary servicing or repair. Under no circumstances and under no legal theory, whether tort (including negligence), contract, or otherwise, shall ISDA, any of its members, or any distributor of documents or software containing any of the FpML specifications, or any supplier of any of such parties, be liable to you or any other person for any indirect, special, incidental, or consequential damages of any character including, without limitation, damages for loss of goodwill, work stoppage, computer failure or malfunction, or any and all other commercial damages or losses, even if such party shall have been informed of the possibility of such damages.
A type defining a time specified in hh:mm:ss format where the second component must be '00', e.g. 11am would be represented as 11:00:00.
<xsd:simpleType name="HourMinuteTime">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type defining a time specified in hh:mm:ss format where the
second component must be '00', e.g. 11am would be represented as
11:00:00.
</xsd:documentation>
</xsd:annotation>
<xsd:restriction base="xsd:time">
<xsd:pattern value="[0-2][0-9]:[0-5][0-9]:00"/>
</xsd:restriction>
</xsd:simpleType>
A type defining a percentage specified as decimal from 0 to 1. A percentage of 5% would be represented as 0.05.
<xsd:simpleType name="RestrictedPercentage">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type defining a percentage specified as decimal from 0 to 1. A
percentage of 5% would be represented as 0.05.
</xsd:documentation>
</xsd:annotation>
<xsd:restriction base="xsd:decimal">
<xsd:minInclusive value="0"/>
<xsd:maxInclusive value="1"/>
</xsd:restriction>
</xsd:simpleType>
Reference to an account.
Inherited element(s): (This definition inherits the content defined by the type Reference)
<xsd:complexType name="AccountReference">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Reference to an account.
</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="Reference"/>
</xsd:complexContent>
</xsd:complexType>
A type that represents a physical postal address.
streetAddress (zero or one occurrence; of the type StreetAddress)
city (zero or one occurrence; of the type xsd:string)
state (zero or one occurrence; of the type xsd:string)
country (zero or one occurrence; of the type Country)
postalCode (zero or one occurrence; of the type xsd:string)
<xsd:complexType name="Address">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type that represents a physical postal address.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element name="streetAddress" type="StreetAddress" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The set of street and building number information that
identifies a postal address within a city.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="city" type="xsd:string" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The city component of a postal address.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="state" type="xsd:string" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A country subdivision used in postal addresses in some
countries. For example, US states, Canadian provinces, Swiss
cantons.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="country" type="Country" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The ISO 3166 standard code for the country within which the
postal address is located.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="postalCode" type="xsd:string" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The code, required for computerised mail sorting systems,
that is allocated to a physical address by a national postal
authority.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:complexType>
A type for defining 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.
unadjustedDate (exactly one occurrence; of the type IdentifiedDate)
dateAdjustments (exactly one occurrence; of the type BusinessDayAdjustments)
Attribute: id (xsd:ID)
<xsd:complexType name="AdjustableDate">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type for defining 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:sequence>
<xsd:element name="unadjustedDate" type="IdentifiedDate">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A date subject to adjustment.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="dateAdjustments" type="BusinessDayAdjustments">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The business day convention and financial business centers
used for adjusting the date if it would otherwise fall on a
day that is not a business date in the specified business
centers.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
<xsd:attribute name="id" type="xsd:ID"/>
</xsd:complexType>
A type that is different from AdjustableDate in two regards. First, date adjustments can be specified with either a dateAdjustments element or a reference to an existing dateAdjustments element. Second, it does not require the specification of date adjustments.
unadjustedDate (exactly one occurrence; of the type IdentifiedDate)
dateAdjustments (exactly one occurrence; of the type BusinessDayAdjustments)
Or
dateAdjustmentsReference (exactly one occurrence; of the type BusinessDayAdjustmentsReference)
Attribute: id (xsd:ID)
<xsd:complexType name="AdjustableDate2">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type that is different from AdjustableDate in two regards.
First, date adjustments can be specified with either a
dateAdjustments element or a reference to an existing
dateAdjustments element. Second, it does not require the
specification of date adjustments.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element name="unadjustedDate" type="IdentifiedDate">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A date subject to adjustment.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:choice minOccurs="0">
<xsd:element name="dateAdjustments" type="BusinessDayAdjustments">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The business day convention and financial business centers
used for adjusting the date if it would otherwise fall on a
day that is not a business dat in the specified business
centers.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="dateAdjustmentsReference" type="BusinessDayAdjustmentsReference">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A pointer style reference to date adjustments defined
elsewhere in the document.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:choice>
</xsd:sequence>
<xsd:attribute name="id" type="xsd:ID"/>
</xsd:complexType>
A type for defining a series of dates that shall be subject to adjustment if they would otherwise fall on a day that is not a business day in the specified business centers, together with the convention for adjusting the dates.
unadjustedDate (one or more occurrences; of the type IdentifiedDate)
dateAdjustments (exactly one occurrence; of the type BusinessDayAdjustments)
<xsd:complexType name="AdjustableDates">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type for defining a series of dates that shall be subject to
adjustment if they would otherwise fall on a day that is not a
business day in the specified business centers, together with the
convention for adjusting the dates.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element name="unadjustedDate" type="IdentifiedDate" maxOccurs="unbounded">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A date subject to adjustment.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="dateAdjustments" type="BusinessDayAdjustments">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The business day convention and financial business centers
used for adjusting the date if it would otherwise fall on a
day that is not a business dat in the specified business
centers.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:complexType>
A type giving the choice between defining a date as an explicit date together with applicable adjustments or as relative to some other (anchor) date.
adjustableDate (exactly one occurrence; of the type AdjustableDate)
Or
relativeDate (exactly one occurrence; of the type RelativeDateOffset)
Attribute: id (xsd:ID)
<xsd:complexType name="AdjustableOrRelativeDate">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type giving the choice between defining a date as an explicit
date together with applicable adjustments or as relative to some
other (anchor) date.
</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="relativeDate" type="RelativeDateOffset">
<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:choice>
<xsd:attribute name="id" type="xsd:ID"/>
</xsd:complexType>
A type giving the choice between defining a series of dates as an explicit list of dates together with applicable adjustments or as relative to some other series of (anchor) dates.
adjustableDates (exactly one occurrence; of the type AdjustableDates)
Or
relativeDates (exactly one occurrence; of the type RelativeDates)
Attribute: id (xsd:ID)
<xsd:complexType name="AdjustableOrRelativeDates">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type giving the choice between defining a series of dates as an
explicit list of dates together with applicable adjustments or as
relative to some other series of (anchor) dates.
</xsd:documentation>
</xsd:annotation>
<xsd:choice>
<xsd:element name="adjustableDates" type="AdjustableDates">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A series of dates that shall be subject to adjustment if they
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="relativeDates" type="RelativeDates">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A series of dates specified as some offset to another series
of dates (the anchor dates).
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:choice>
<xsd:attribute name="id" type="xsd:ID"/>
</xsd:complexType>
adjustableDates (exactly one occurrence; of the type AdjustableDates)
Or
relativeDateSequence (exactly one occurrence; of the type RelativeDateSequence)
Or
periodicDates (exactly one occurrence; of the type PeriodicDates)
Attribute: id (xsd:ID)
<xsd:complexType name="AdjustableRelativeOrPeriodicDates">
<xsd:choice>
<xsd:element name="adjustableDates" type="AdjustableDates">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A series of dates that shall be subject to adjustment if they
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 series of dates specified as some offset to other dates
(the anchor dates) which can
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="periodicDates" type="PeriodicDates"/>
</xsd:choice>
<xsd:attribute name="id" type="xsd:ID"/>
</xsd:complexType>
A type defining a date (referred to as the derived date) as a relative offset from another date (referred to as the anchor date) plus optional date adjustments.
Inherited element(s): (This definition inherits the content defined by the type RelativeDateOffset)
relativeDateAdjustments (zero or one occurrence; of the type BusinessDayAdjustments)
<xsd:complexType name="AdjustedRelativeDateOffset">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type defining a date (referred to as the derived date) as a
relative offset from another date (referred to as the anchor
date) plus optional date adjustments.
</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="RelativeDateOffset">
<xsd:sequence>
<xsd:element name="relativeDateAdjustments" type="BusinessDayAdjustments" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The business day convention and financial business
centers used for adjusting the relative date if it would
otherwise fall on a day that is not a business date in
the specified business centers.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
A type defining the exercise period for an American style option together with any rules governing the notional amount of the underlying which can be exercised on any given exercise date and any associated exercise fees.
Inherited element(s): (This definition inherits the content defined by the type Exercise)
commencementDate (exactly one occurrence; of the type AdjustableOrRelativeDate)
expirationDate (exactly one occurrence; of the type AdjustableOrRelativeDate)
relevantUnderlyingDate (zero or one occurrence; of the type AdjustableOrRelativeDates)
earliestExerciseTime (exactly one occurrence; of the type BusinessCenterTime)
latestExerciseTime (zero or one occurrence; of the type BusinessCenterTime)
expirationTime (exactly one occurrence; of the type BusinessCenterTime)
multipleExercise (zero or one occurrence; of the type MultipleExercise)
exerciseFeeSchedule (zero or one occurrence; of the type ExerciseFeeSchedule)
<xsd:complexType name="AmericanExercise">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type defining the exercise period for an American style option
together with any rules governing the notional amount of the
underlying which can be exercised on any given exercise date and
any associated exercise fees.
</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="Exercise">
<xsd:sequence>
<xsd:element name="commencementDate" type="AdjustableOrRelativeDate">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The first day of the exercise period for an American
style option.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="expirationDate" type="AdjustableOrRelativeDate">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The last day within an exercise period for an American
style option. For a European style option it is the only
day within the exercise period.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="relevantUnderlyingDate" type="AdjustableOrRelativeDates" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The daye on the underlying set by the exercise of an
option. What this date is depends on the option (e.g. in
a swaption it is the effective date, in an
extendible/cancelable provision it is the termination
date).
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="earliestExerciseTime" type="BusinessCenterTime">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The earliest time at which notice of exercise can be
given by the buyer to the seller (or seller's agent) i)
on the expriation date, in the case of a European style
option, (ii) on each bermuda option exercise date and the
expiration date, in the case of a Bermuda style option
the commencement date to, and including, the expiration
date , in the case of an American option.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="latestExerciseTime" type="BusinessCenterTime" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
For a Bermuda or American style option, the latest time
on an exercise business day (excluding the expiration
date) within the exercise period that notice can be given
by the buyer to the seller or seller's agent. Notice of
exercise given after this time will be deemed to have
been given on the next exercise business day.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="expirationTime" type="BusinessCenterTime">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The latest time for exercise on expirationDate.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="multipleExercise" type="MultipleExercise" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
As defined in the 2000 ISDA Definitions, Section 12.4.
Multiple Exercise, the buyer of the option has the right
to exercise all or less than all the unexercised notional
amount of the underlying swap on one or more days in the
exercise period, but on any such day may not exercise
less than the minimum notional amount or more that the
maximum notional amount, and if an integral multiple
amount is specified, the notional amount exercised must
be equal to, or be an intergral multiple of, the integral
multiple amount.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="exerciseFeeSchedule" type="ExerciseFeeSchedule" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The fees associated with an exercise date. The fees are
conditional on the exercise occuring. The fees can be
specified as actual currency amounts or as percentages of
the notional amount being exercised.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
Specifies a reference to a monetary amount.
Inherited element(s): (This definition inherits the content defined by the type Reference)
<xsd:complexType name="AmountReference">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies a reference to a monetary amount.
</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="Reference"/>
</xsd:complexContent>
</xsd:complexType>
A type defining a currency amount or a currency amount schedule.
Inherited element(s): (This definition inherits the content defined by the type Schedule)
currency (exactly one occurrence; of the type Currency)
<xsd:complexType name="AmountSchedule">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type defining a currency amount or a currency amount schedule.
</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="Schedule">
<xsd:sequence>
<xsd:element name="currency" type="Currency">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The currency in which an amount is denominated.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
Reference to an underlying asset.
Inherited element(s): (This definition inherits the content defined by the type Reference)
<xsd:complexType name="AssetReference">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Reference to an underlying asset.
</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="Reference"/>
</xsd:complexContent>
</xsd:complexType>
A type to define automatic exercise of a swaption. With automatic exercise the option is deemed to have exercised if it is in the money by more than the threshold amount on the exercise date.
thresholdRate (exactly one occurrence; of the type xsd:decimal)
<xsd:complexType name="AutomaticExercise">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type to define automatic exercise of a swaption. With automatic
exercise the option is deemed to have exercised if it is in the
money by more than the threshold amount on the exercise date.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element name="thresholdRate" type="xsd:decimal">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A threshold rate. The threshold of 0.10% would be represented
as 0.001
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:complexType>
The data type used for a benchmark rate (e.g. agreed discount rate or collateral interest rate).
Inherited element(s): (This definition inherits the content defined by the type xsd:normalizedString)
Attribute: benchmarkRateScheme (xsd:anyURI)
<xsd:complexType name="BenchmarkRate">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The data type used for a benchmark rate (e.g. agreed discount
rate or collateral interest rate).
</xsd:documentation>
</xsd:annotation>
<xsd:simpleContent>
<xsd:extension base="xsd:normalizedString">
<xsd:attribute name="benchmarkRateScheme" type="xsd:anyURI" default="http://www.fpml.org/coding-scheme/benchmark-rate">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The identifier scheme used for this benchmark. This will be
defaulted to an ISDA benchmark scheme.
</xsd:documentation>
</xsd:annotation>
</xsd:attribute>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
A type defining the beneficiary of the funds.
Inherited element(s): (This definition inherits the content defined by the type Routing)
beneficiaryPartyReference (zero or one occurrence; of the type PartyReference)
<xsd:complexType name="Beneficiary">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type defining the beneficiary of the funds.
</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="Routing">
<xsd:sequence>
<xsd:element name="beneficiaryPartyReference" type="PartyReference" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Link to the party acting as beneficiary. This element can
only appear within the beneficiary container element.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
A type defining the Bermuda option exercise dates and the expiration date together with any rules govenerning the notional amount of the underlying which can be exercised on any given exercise date and any associated exercise fee.
Inherited element(s): (This definition inherits the content defined by the type Exercise)
bermudaExerciseDates (exactly one occurrence; of the type AdjustableOrRelativeDates)
relevantUnderlyingDate (zero or one occurrence; of the type AdjustableOrRelativeDates)
earliestExerciseTime (exactly one occurrence; of the type BusinessCenterTime)
latestExerciseTime (zero or one occurrence; of the type BusinessCenterTime)
expirationTime (exactly one occurrence; of the type BusinessCenterTime)
multipleExercise (zero or one occurrence; of the type MultipleExercise)
exerciseFeeSchedule (zero or one occurrence; of the type ExerciseFeeSchedule)
<xsd:complexType name="BermudaExercise">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type defining the Bermuda option exercise dates and the
expiration date together with any rules govenerning the notional
amount of the underlying which can be exercised on any given
exercise date and any associated exercise fee.
</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="Exercise">
<xsd:sequence>
<xsd:element name="bermudaExerciseDates" type="AdjustableOrRelativeDates">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The dates the define the Bermuda option exercise dates
and the expiration date. The last specified date is
assumed to be the expiration date. The dates can either
be specified as a series of explicit dates and associated
adjustments or as a series of dates defined relative to
another schedule of dates, for example, the calculation
period start dates. Where a relative series of dates are
defined the first and last possible exercise dates can be
separately specified.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="relevantUnderlyingDate" type="AdjustableOrRelativeDates" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The daye on the underlying set by the exercise of an
option. What this date is depends on the option (e.g. in
a swaption it is the effective date, in an
extendible/cancelable provision it is the termination
date).
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="earliestExerciseTime" type="BusinessCenterTime">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The earliest time at which notice of exercise can be
given by the buyer to the seller (or seller's agent) i)
on the expriation date, in the case of a European style
option, (ii) on each bermuda option exercise date and the
expiration date, in the case of a Bermuda style option
the commencement date to, and including, the expiration
date , in the case of an American option.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="latestExerciseTime" type="BusinessCenterTime" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
For a Bermuda or American style option, the latest time
on an exercise business day (excluding the expiration
date) within the exercise period that notice can be given
by the buyer to the seller or seller's agent. Notice of
exercise given after this time will be deemed to have
been given on the next exercise business day.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="expirationTime" type="BusinessCenterTime">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The latest time for exercise on expirationDate.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="multipleExercise" type="MultipleExercise" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
As defined in the 2000 ISDA Definitions, Section 12.4.
Multiple Exercise, the buyer of the option has the right
to exercise all or less than all the unexercised notional
amount of the underlying swap on one or more days in the
exercise period, but on any such day may not exercise
less than the minimum notional amount or more that the
maximum notional amount, and if an integral multiple
amount is specified, the notional amount exercised must
be equal to, or be an intergral multiple of, the integral
multiple amount.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="exerciseFeeSchedule" type="ExerciseFeeSchedule" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The fees associated with an exercise date. The fees are
conditional on the exercise occuring. The fees can be
specified as actual currency amounts or as percentages of
the notional amount being exercised.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
An entity for details on the broker confirm.
brokerConfirmationType (exactly one occurrence; of the type BrokerConfirmationType)
<xsd:complexType name="BrokerConfirmation">
<xsd:annotation>
<xsd:documentation xml:lang="en">
An entity for details on the broker confirm.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element name="brokerConfirmationType" type="BrokerConfirmationType">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The type of broker confirmation executed between the parties.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:complexType>
Inherited element(s): (This definition inherits the content defined by the type xsd:normalizedString)
Attribute: brokerConfirmationTypeScheme (xsd:anyURI)
<xsd:complexType name="BrokerConfirmationType">
<xsd:simpleContent>
<xsd:extension base="xsd:normalizedString">
<xsd:attribute name="brokerConfirmationTypeScheme" type="xsd:anyURI" default="http://www.fpml.org/coding-scheme/broker-confirmation-type-3-0"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
A code identifying a financial business center location. A business center is drawn from the list identified by the business center scheme.
Inherited element(s): (This definition inherits the content defined by the type xsd:normalizedString)
Attribute: businessCenterScheme (xsd:anyURI)
Attribute: id (xsd:ID)
<xsd:complexType name="BusinessCenter">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A code identifying a financial business center location. A
business center is drawn from the list identified by the business
center scheme.
</xsd:documentation>
</xsd:annotation>
<xsd:simpleContent>
<xsd:extension base="xsd:normalizedString">
<xsd:attribute name="businessCenterScheme" type="xsd:anyURI" default="http://www.fpml.org/coding-scheme/business-center-6-0"/>
<xsd:attribute name="id" type="xsd:ID"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
A type for defining financial business centers used in determining whether a day is a business day or not. A list of business centers may be ordered in the document alphabetically based on business center code. An FpML document containing an unordered business center list is still regarded as a conformant document.
businessCenter (one or more occurrences; of the type BusinessCenter)
Attribute: id (xsd:ID)
<xsd:complexType name="BusinessCenters">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type for defining financial business centers used in
determining whether a day is a business day or not. A list of
business centers may be ordered in the document alphabetically
based on business center code. An FpML document containing an
unordered business center list is still regarded as a conformant
document.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element name="businessCenter" type="BusinessCenter" maxOccurs="unbounded"/>
</xsd:sequence>
<xsd:attribute name="id" type="xsd:ID"/>
</xsd:complexType>
A pointer style reference to a set of business day calendar defined elsewhere in the document.
businessCentersReference (exactly one occurrence; of the type BusinessCentersReference)
Or
businessCenters (exactly one occurrence; of the type BusinessCenters)
<xsd:complexType name="BusinessCentersOrReference">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A pointer style reference to a set of business day calendar
defined elsewhere in the document.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:group ref="BusinessCentersOrReference.model"/>
</xsd:sequence>
</xsd:complexType>
A pointer style reference to a set of financial business centers defined elsewhere in the document.
Inherited element(s): (This definition inherits the content defined by the type Reference)
<xsd:complexType name="BusinessCentersReference">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A pointer style reference to a set of financial business centers
defined elsewhere in the document.
</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="Reference"/>
</xsd:complexContent>
</xsd:complexType>
A type for defining a time with respect to a business center location. For example, 11:00am London time.
hourMinuteTime (exactly one occurrence; of the type HourMinuteTime)
businessCenter (exactly one occurrence; of the type BusinessCenter)
<xsd:complexType name="BusinessCenterTime">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type for defining a time with respect to a business center
location. For example, 11:00am London time.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element name="hourMinuteTime" type="HourMinuteTime">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A time specified in hh:mm:ss format where the second
component must be '00', e.g. 11am would be represented as
11:00:00.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="businessCenter" type="BusinessCenter"/>
</xsd:sequence>
</xsd:complexType>
A type defining a range of contiguous business days by defining an unadjusted first date, an unadjusted last date and a business day convention and business centers for adjusting the first and last dates if they would otherwise fall on a non business day in the specified business centers. The days between the first and last date must also be good business days in the specified centers to be counted in the range.
Inherited element(s): (This definition inherits the content defined by the type DateRange)
businessDayConvention (exactly one occurrence; of the type BusinessDayConventionEnum)
businessCentersReference (exactly one occurrence; of the type BusinessCentersReference)
Or
businessCenters (exactly one occurrence; of the type BusinessCenters)
<xsd:complexType name="BusinessDateRange">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type defining a range of contiguous business days by defining
an unadjusted first date, an unadjusted last date and a business
day convention and business centers for adjusting the first and
last dates if they would otherwise fall on a non business day in
the specified business centers. The days between the first and
last date must also be good business days in the specified
centers to be counted in the range.
</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="DateRange">
<xsd:sequence>
<xsd:element name="businessDayConvention" type="BusinessDayConventionEnum">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The convention for adjusting a date if it would otherwise
fall on a day that is not a business day.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:group ref="BusinessCentersOrReference.model" minOccurs="0"/>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
A type defining the business day convention and financial business centers used for adjusting any relevant date if it would otherwise fall on a day that is not a business day in the specified business centers.
businessDayConvention (exactly one occurrence; of the type BusinessDayConventionEnum)
businessCentersReference (exactly one occurrence; of the type BusinessCentersReference)
Or
businessCenters (exactly one occurrence; of the type BusinessCenters)
Attribute: id (xsd:ID)
<xsd:complexType name="BusinessDayAdjustments">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type defining the business day convention and financial
business centers used for adjusting any relevant date if it would
otherwise fall on a day that is not a business day in the
specified business centers.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element name="businessDayConvention" type="BusinessDayConventionEnum">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The convention for adjusting a date if it would otherwise
fall on a day that is not a business day.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:group ref="BusinessCentersOrReference.model" minOccurs="0"/>
</xsd:sequence>
<xsd:attribute name="id" type="xsd:ID"/>
</xsd:complexType>
Reference to a business day adjustments structure.
Inherited element(s): (This definition inherits the content defined by the type Reference)
<xsd:complexType name="BusinessDayAdjustmentsReference">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Reference to a business day adjustments structure.
</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="Reference"/>
</xsd:complexContent>
</xsd:complexType>
A type defining the ISDA calcuation agent responsible for performing duties as defined in the applicable product definitions.
calculationAgentPartyReference (one or more occurrences; of the type PartyReference)
Or
calculationAgentParty (exactly one occurrence; of the type CalculationAgentPartyEnum)
<xsd:complexType name="CalculationAgent">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type defining the ISDA calcuation agent responsible for
performing duties as defined in the applicable product
definitions.
</xsd:documentation>
</xsd:annotation>
<xsd:choice>
<xsd:element name="calculationAgentPartyReference" type="PartyReference" maxOccurs="unbounded">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A pointer style reference to a party identifier defined
elsewhere in the document. The party referenced is the ISDA
Calculation Agent for the trade. If more than one party is
referenced then the parties are assumed to be co-calculation
agents, i.e. they have joint reponsibility.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="calculationAgentParty" type="CalculationAgentPartyEnum">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The ISDA Calculation Agent where the actual party responsible
for performing the duties associated with an optional early
termination provision will be determined at exercise. For
example, the Calculation Agent may be defined as being the
Non-exercising Party.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:choice>
</xsd:complexType>
A type defining a rate that is calculated based on a number of observations of an underlying rate that are averaged or compounded using a specified method. These are sometimes called modular calculated rates. These are described in the 2021 ISDA Definitions in Section 7.
calculationMethod (exactly one occurrence; of the type CalculationMethodEnum)
applicableBusinessDays (zero or one occurrence; of the type BusinessCentersOrReference)
lookback (exactly one occurrence; of the type ObservationOffset)
Or
observationShift (exactly one occurrence; of the type ObservationShiftParameters)
Or
lockout (exactly one occurrence; of the type ObservationOffset)
observationCapRate (zero or one occurrence; of the type xsd:decimal)
observationFloorRate (zero or one occurrence; of the type xsd:decimal)
<xsd:complexType name="CalculationParameters">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type defining a rate that is calculated based on a number of
observations of an underlying rate that are averaged or
compounded using a specified method. These are sometimes called
modular calculated rates. These are described in the 2021 ISDA
Definitions in Section 7.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element name="calculationMethod" type="CalculationMethodEnum">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies the type of calculation, e.g. whether the
calculation is a compounding or an averaging calculation.
This element distinguishes between the applicable subsections
of Section 7 (7.3, 7.4, and 7.7). If the calculationMethod is
Componding or Averaging, this implies that a daily compounded
calculation will be done, i.e. that the underlying rate will
be observed eacy applicalbe business day during the
observation period and then compounded or averaged. If it is
CompoundedIndex, this means that the rate administrator is
doing the compounding each day and publishing the resulting
index value. In this case the calculation agent is
responsible for observing the index and the start and at the
end of the observation period, and then backing out the
implied rate by following the formula in section 7.7. (This
formula divides the index value at the end by the index value
at the beginning, subtracts 1, and then scales the resulting
value based on the year fraction to annualize the rate.) In
other words, for CompoundedIndex the observation frequency is
effectively 1T, where for Compounding and Averaging, it is
1D.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="applicableBusinessDays" minOccurs="0" type="BusinessCentersOrReference">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies the applicable business days to be used for this
calculation. If omitted, the business days should be
defaulted from the FRO Matrix, as represented in the FRO
metadata. Failing that, it should be defaulted from the
default business center for the relevant currency. See the
ISDA 2021 Definitions Section 7.2.1.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:choice minOccurs="0">
<xsd:element name="lookback" type="ObservationOffset">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies that lookback calculation is in effect, and
supplies parameters needed to support that. See the ISDA
2021 Definitions Section 7.3.2 and 7.4.2. This should not
be used when the calculationMethod is CompoundedIndex.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="observationShift" type="ObservationShiftParameters">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies that observation shift calculation is in effect,
and supplies parameters needed to support that. See the
ISDA 2021 Definitions Section 7.3.3 and 7.4.3 and 7.7.3.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="lockout" type="ObservationOffset">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies that lockout calculation is in effect, and
supplies parameters needed to support that. See the ISDA
2021 Definitions Section 7.3.4 and 7.4.4. This should not
be used when the calculationMethod is CompoundedIndex.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:choice>
<xsd:group ref="ObservationParameters.model" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies any parameters to be applied to each individual
observation, such as caps or floors. This should not be used
when the calculationMethod is CompoundedIndex.
</xsd:documentation>
</xsd:annotation>
</xsd:group>
</xsd:sequence>
</xsd:complexType>
A type defining the frequency at which calculation period end dates occur within the regular part of the calculation period schedule and thier roll date convention.
Inherited element(s): (This definition inherits the content defined by the type Interval)
rollConvention (exactly one occurrence; of the type RollConventionEnum)
<xsd:complexType name="CalculationPeriodFrequency">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type defining the frequency at which calculation period end
dates occur within the regular part of the calculation period
schedule and thier roll date convention.
</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="Interval">
<xsd:sequence>
<xsd:element name="rollConvention" type="RollConventionEnum">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Used in conjunction with a frequency and the regular
period start date of a calculation period, determines
each calculation period end date within the regular part
of a calculation period schedule.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
A coding scheme used to describe the type or purpose of a cash flow or cash flow component.
Inherited element(s): (This definition inherits the content defined by the type xsd:normalizedString)
Attribute: cashflowTypeScheme (xsd:anyURI)
<xsd:complexType name="CashflowType">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A coding scheme used to describe the type or purpose of a cash
flow or cash flow component.
</xsd:documentation>
</xsd:annotation>
<xsd:simpleContent>
<xsd:extension base="xsd:normalizedString">
<xsd:attribute name="cashflowTypeScheme" default="http://www.fpml.org/coding-scheme/cashflow-type-2-0" type="xsd:anyURI"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
A type defining the list of reference institutions polled for relevant rates or prices when determining the cash settlement amount for a product where cash settlement is applicable.
referenceBank (one or more occurrences; of the type ReferenceBank)
Attribute: id (xsd:ID)
<xsd:complexType name="CashSettlementReferenceBanks">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type defining the list of reference institutions polled for
relevant rates or prices when determining the cash settlement
amount for a product where cash settlement is applicable.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element name="referenceBank" type="ReferenceBank" maxOccurs="unbounded">
<xsd:annotation>
<xsd:documentation xml:lang="en">
An institution (party) identified by means of a coding scheme
and an optional name.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
<xsd:attribute name="id" type="xsd:ID"/>
</xsd:complexType>
Unless otherwise specified, the principal clearance system customarily used for settling trades in the relevant underlying.
Inherited element(s): (This definition inherits the content defined by the type xsd:normalizedString)
Attribute: clearanceSystemScheme (xsd:anyURI)
<xsd:complexType name="ClearanceSystem">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Unless otherwise specified, the principal clearance system
customarily used for settling trades in the relevant underlying.
</xsd:documentation>
<xsd:documentation xml:lang="de">
Sofern nicht anderweitig festgelegt, das Haupt-Clearingsystem,
das üblicherweise für die Regulierung von Geschäften im
entsprechenden Basiswert verwendet wird.
</xsd:documentation>
</xsd:annotation>
<xsd:simpleContent>
<xsd:extension base="xsd:normalizedString">
<xsd:attribute name="clearanceSystemScheme" type="xsd:anyURI" default="http://www.fpml.org/coding-scheme/clearance-system-1-0"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
Inherited element(s): (This definition inherits the content defined by the type xsd:normalizedString)
Attribute: contractualDefinitionsScheme (xsd:anyURI)
<xsd:complexType name="ContractualDefinitions">
<xsd:simpleContent>
<xsd:extension base="xsd:normalizedString">
<xsd:attribute name="contractualDefinitionsScheme" type="xsd:anyURI" default="http://www.fpml.org/coding-scheme/contractual-definitions-3-1"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
matrixType (exactly one occurrence; of the type MatrixType)
publicationDate (zero or one occurrence; of the type xsd:date)
matrixTerm (zero or one occurrence; of the type MatrixTerm)
<xsd:complexType name="ContractualMatrix">
<xsd:sequence>
<xsd:element name="matrixType" type="MatrixType">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Identifies the form of applicable matrix.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="publicationDate" type="xsd:date" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies the publication date of the applicable version of
the matrix. When this element is omitted, the ISDA
supplemental language for incorporation of the relevant
matrix will generally define rules for which version of the
matrix is applicable.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="matrixTerm" type="MatrixTerm" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Defines any applicable key into the relevant matrix. For
example, the Transaction Type would be the single term
required for the Credit Derivatives Physical Settlement
Matrix. This element should be omitted in the case of the
2000 ISDA Definitions Settlement Matrix for Early Termination
and Swaptions.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:complexType>
Inherited element(s): (This definition inherits the content defined by the type xsd:normalizedString)
Attribute: contractualSupplementScheme (xsd:anyURI)
<xsd:complexType name="ContractualSupplement">
<xsd:simpleContent>
<xsd:extension base="xsd:normalizedString">
<xsd:attribute name="contractualSupplementScheme" type="xsd:anyURI" default="http://www.fpml.org/coding-scheme/contractual-supplement-6-2"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
type (exactly one occurrence; of the type ContractualSupplement)
publicationDate (zero or one occurrence; of the type xsd:date)
<xsd:complexType name="ContractualTermsSupplement">
<xsd:sequence>
<xsd:element name="type" type="ContractualSupplement">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Identifies the form of applicable contractual supplement.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="publicationDate" type="xsd:date" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies the publication date of the applicable version of
the contractual supplement.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:complexType>
A type that describes the information to identify a correpondent correspondent bank that will make delivery of the funds on the paying bank's behalf in the country where the payment is to be made.
Inherited element(s): (This definition inherits the content defined by the type Routing)
correspondentPartyReference (zero or one occurrence; of the type PartyReference)
<xsd:complexType name="CorrespondentInformation">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type that describes the information to identify a correpondent
correspondent bank that will make delivery of the funds on the
paying bank's behalf in the country where the payment is to be
made.
</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="Routing">
<xsd:sequence>
<xsd:element name="correspondentPartyReference" type="PartyReference" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Link to the party acting as correspondent. This element
can only appear within the correspondentInformation
container element.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
Inherited element(s): (This definition inherits the content defined by the type xsd:normalizedString)
Attribute: countryScheme (xsd:anyURI)
<xsd:complexType name="Country">
<xsd:simpleContent>
<xsd:extension base="xsd:normalizedString">
<xsd:attribute name="countryScheme" type="xsd:anyURI" default="http://www.fpml.org/ext/iso3166"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
The repayment precedence of a debt instrument.
Inherited element(s): (This definition inherits the content defined by the type xsd:normalizedString)
Attribute: creditSeniorityScheme (xsd:anyURI)
<xsd:complexType name="CreditSeniority">
<xsd:annotation>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">
The repayment precedence of a debt instrument.
</xsd:documentation>
</xsd:annotation>
<xsd:simpleContent>
<xsd:extension base="xsd:normalizedString">
<xsd:attribute name="creditSeniorityScheme" type="xsd:anyURI" default="http://www.fpml.org/coding-scheme/credit-seniority-1-0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
creditSeniorityTradingScheme overrides
creditSeniorityScheme when the underlyer defines the
reference obligation used in a single name credit default
swap trade.
</xsd:documentation>
</xsd:annotation>
</xsd:attribute>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
Inherited element(s): (This definition inherits the content defined by the type xsd:normalizedString)
Attribute: currencyScheme (xsd:anyURI)
<xsd:complexType name="Currency">
<xsd:simpleContent>
<xsd:extension base="xsd:normalizedString">
<xsd:attribute name="currencyScheme" type="xsd:anyURI" default="http://www.fpml.org/ext/iso4217-2001-08-15"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
List of Dates
date (one or more occurrences; of the type xsd:date)
<xsd:complexType name="DateList">
<xsd:annotation>
<xsd:documentation xml:lang="en">
List of Dates
</xsd:documentation>
<xsd:documentation xml:lang="de">
Liste von Daten.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element name="date" type="xsd:date" maxOccurs="unbounded"/>
</xsd:sequence>
</xsd:complexType>
A type defining an offset used in calculating a date when this date is defined in reference to another date through a date offset. The type includes the convention for adjusting the date and an optional sequence element to indicate the order in a sequence of multiple date offsets.
Inherited element(s): (This definition inherits the content defined by the type Offset)
businessDayConvention (exactly one occurrence; of the type BusinessDayConventionEnum)
sequence (zero or one occurrence; of the type xsd:integer)
<xsd:complexType name="DateOffset">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type defining an offset used in calculating a date when this
date is defined in reference to another date through a date
offset. The type includes the convention for adjusting the date
and an optional sequence element to indicate the order in a
sequence of multiple date offsets.
</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="Offset">
<xsd:sequence>
<xsd:element name="businessDayConvention" type="BusinessDayConventionEnum">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The convention for adjusting a date if it would otherwise
fall on a day that is not a business day.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="sequence" type="xsd:integer" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Sequence in which the reference to the time period
multiplier should be applied.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
A type defining a contiguous series of calendar dates. The date range is defined as all the dates between and including the first and the last date. The first date must fall before the last date.
unadjustedFirstDate (exactly one occurrence; of the type xsd:date)
unadjustedLastDate (exactly one occurrence; of the type xsd:date)
<xsd:complexType name="DateRange">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type defining a contiguous series of calendar dates. The date
range is defined as all the dates between and including the first
and the last date. The first date must fall before the last date.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element name="unadjustedFirstDate" type="xsd:date">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The first date of a date range.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="unadjustedLastDate" type="xsd:date">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The last date of a date range.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:complexType>
Reference to an identified date or complex date structure.
Inherited element(s): (This definition inherits the content defined by the type Reference)
<xsd:complexType name="DateReference">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Reference to an identified date or complex date structure.
</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="Reference"/>
</xsd:complexContent>
</xsd:complexType>
List of DateTimes
dateTime (one or more occurrences; of the type xsd:dateTime)
<xsd:complexType name="DateTimeList">
<xsd:annotation>
<xsd:documentation xml:lang="en">
List of DateTimes
</xsd:documentation>
<xsd:documentation xml:lang="de">
Liste von Daten und Zeitpunkten.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element name="dateTime" type="xsd:dateTime" maxOccurs="unbounded"/>
</xsd:sequence>
</xsd:complexType>
The specification for how the number of days between two dates is calculated for purposes of calculation of a fixed or floating payment amount and the basis for how many days are assumed to be in a year. Day Count Fraction is an ISDA term. The equivalent AFB (Association Francaise de Banques) term is Calculation Basis.
Inherited element(s): (This definition inherits the content defined by the type xsd:normalizedString)
Attribute: dayCountFractionScheme (xsd:anyURI)
<xsd:complexType name="DayCountFraction">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The specification for how the number of days between two dates is
calculated for purposes of calculation of a fixed or floating
payment amount and the basis for how many days are assumed to be
in a year. Day Count Fraction is an ISDA term. The equivalent AFB
(Association Francaise de Banques) term is Calculation Basis.
</xsd:documentation>
</xsd:annotation>
<xsd:simpleContent>
<xsd:extension base="xsd:normalizedString">
<xsd:attribute name="dayCountFractionScheme" type="xsd:anyURI" default="http://www.fpml.org/coding-scheme/day-count-fraction-1-0"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
Coding scheme that specifies the method according to which an amount or a date is determined.
Inherited element(s): (This definition inherits the content defined by the type xsd:normalizedString)
Attribute: determinationMethodScheme (xsd:anyURI)
<xsd:complexType name="DeterminationMethod">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Coding scheme that specifies the method according to which an
amount or a date is determined.
</xsd:documentation>
</xsd:annotation>
<xsd:simpleContent>
<xsd:extension base="xsd:normalizedString">
<xsd:attribute name="determinationMethodScheme" type="xsd:anyURI"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
A type describing the conditions governing the payment of 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.
dividendReinvestment (zero or one occurrence; of the type xsd:boolean)
dividendEntitlement (zero or one occurrence; of the type DividendEntitlementEnum)
dividendAmount (zero or one occurrence; of the type DividendAmountTypeEnum)
dividendPaymentDate (zero or one occurrence; of the type DividendPaymentDate)
dividendPeriod (exactly one occurrence; of the type DividendPeriodEnum)
extraOrdinaryDividends (zero or one occurrence; of the type PartyReference)
excessDividendAmount (zero or one occurrence; of the type DividendAmountTypeEnum)
paymentCurrency (zero or one occurrence; of the type PaymentCurrency)
dividendFxTriggerDate (zero or one occurrence; of the type DividendPaymentDate)
interestAccrualsMethod (zero or one occurrence; of the type InterestAccrualsCompoundingMethod)
<xsd:complexType name="DividendConditions">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type describing the conditions governing the payment of
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:sequence>
<xsd:element name="dividendReinvestment" type="xsd:boolean" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Boolean element that defines whether the dividend will be
reinvested or not.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="dividendEntitlement" type="DividendEntitlementEnum" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Defines the date on which the receiver on the equity return
is entitled to the dividend.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="dividendAmount" type="DividendAmountTypeEnum" minOccurs="0"/>
<xsd:element name="dividendPaymentDate" type="DividendPaymentDate" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies when the dividend will be paid to the receiver of
the equity return. Has the meaning as defined in the ISDA
2002 Equity Derivatives Definitions. Is not applicable in the
case of a dividend reinvestment election.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:choice>
<xsd:sequence>
<xsd:element name="dividendPeriodEffectiveDate" type="DateReference" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Dividend period has the meaning as defined in the ISDA
2002 Equity Derivatives Definitions. This element
specifies the date on which the dividend period will
commence.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="dividendPeriodEndDate" type="DateReference" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Dividend period has the meaning as defined in the ISDA
2002 Equity Derivatives Definitions. This element
specifies the date on which the dividend period will end.
It includes a boolean attribute for defining whether this
end date is included or excluded from the dividend
period.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
<xsd:element name="dividendPeriod" type="DividendPeriodEnum">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Defines the First Period or the Second Period, as defined
in the 2002 ISDA Equity Derivatives Definitions.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:choice>
<xsd:element name="extraOrdinaryDividends" type="PartyReference" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Reference to the party which determines if dividends are
extraordinary in relation to normal levels.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="excessDividendAmount" type="DividendAmountTypeEnum" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Determination of Gross Cash Dividend per Share
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<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:element name="dividendFxTriggerDate" type="DividendPaymentDate" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies the date on which the FX rate will be considered in
the case of a Composite FX swap.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="interestAccrualsMethod" type="InterestAccrualsCompoundingMethod" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Defines the way in which interests are accrued: the
applicable rate (fixed or floating reference) and the
compounding method.
</xsd:documentation>
<xsd:documentation xml:lang="en">
FpML entity
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:complexType>
A type describing the date on which the dividend will be paid/received. This type is also used to specify the date on which the FX rate will be determined, when applicable.
dividendDateReference (exactly one occurrence; of the type DividendDateReferenceEnum)
Or
adjustableDate (exactly one occurrence; of the type AdjustableDate)
<xsd:complexType name="DividendPaymentDate">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type describing the date on which the dividend will be
paid/received. This type is also used to specify the date on
which the FX rate will be determined, when applicable.
</xsd:documentation>
</xsd:annotation>
<xsd:choice>
<xsd:element name="dividendDateReference" type="DividendDateReferenceEnum">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Reference to a dividend date, either the pay date, the ex
date or the record date.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<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:choice>
</xsd:complexType>
An entity for defining the definitions that govern the document and should include the year and type of definitions referenced, along with any relevant documentation (such as master agreement) and the date it was signed.
masterAgreement (zero or one occurrence; of the type MasterAgreement)
masterConfirmation (exactly one occurrence; of the type MasterConfirmation)
Or
brokerConfirmation (exactly one occurrence; of the type BrokerConfirmation)
contractualDefinitions (zero or more occurrences; of the type ContractualDefinitions)
contractualSupplement (zero or more occurrences; of the type ContractualSupplement)
Or
contractualTermsSupplement (zero or more occurrences; of the type ContractualTermsSupplement)
contractualMatrix (zero or more occurrences; of the type ContractualMatrix)
creditSupportDocument (zero or one occurrence; of the type xsd:normalizedString)
<xsd:complexType name="Documentation">
<xsd:annotation>
<xsd:documentation xml:lang="en">
An entity for defining the definitions that govern the document
and should include the year and type of definitions referenced,
along with any relevant documentation (such as master agreement)
and the date it was signed.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element name="masterAgreement" type="MasterAgreement" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The agreement executed between the parties and intended to
govern all OTC derivatives transactions between those
parties.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:choice minOccurs="0">
<xsd:element name="masterConfirmation" type="MasterConfirmation">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The agreement executed between the parties and intended to
govern all OTC derivatives transactions between those
parties.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="brokerConfirmation" type="BrokerConfirmation">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies the deails for a broker confirm.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:choice>
<xsd:element name="contractualDefinitions" type="ContractualDefinitions" minOccurs="0" maxOccurs="unbounded">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The definitions (such as those published by ISDA) published
by ISDA that will define the terms of the trade.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:choice>
<xsd:element name="contractualSupplement" type="ContractualSupplement" minOccurs="0" maxOccurs="unbounded">
<xsd:annotation>
<xsd:documentation xml:lang="en">
DEPRECATED - This element will be removed in the next major
version of FpML. The element contractualTermsSupplement
should be used instead. Definition: A contractual
supplement (such as those published by ISDA) that will
apply to the trade.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="contractualTermsSupplement" type="ContractualTermsSupplement" minOccurs="0" maxOccurs="unbounded">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A contractual supplement (such as those published by ISDA)
that will apply to the trade.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:choice>
<xsd:element name="contractualMatrix" type="ContractualMatrix" minOccurs="0" maxOccurs="unbounded">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A reference to a contractual matrix of elected terms/values
(such as those published by ISDA) that shall be deemed to
apply to the trade. The applicable matrix is identified by
reference to a name and optionally a publication date.
Depending on the structure of the matrix, an additional term
(specified in the matrixTerm element) may be required to
further identify a subset of applicable terms/values within
the matrix.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="creditSupportDocument" type="xsd:normalizedString" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The agreement executed between the parties and intended to
govern collateral arrangement for all OTC derivatives
transactions between those parties.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:complexType>
A special type meant to be used for elements with no content and not attributes.
<xsd:complexType name="Empty">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A special type meant to be used for elements with no content and
not attributes.
</xsd:documentation>
</xsd:annotation>
</xsd:complexType>
Inherited element(s): (This definition inherits the content defined by the type xsd:normalizedString)
Attribute: entityIdScheme (xsd:anyURI)
<xsd:complexType name="EntityId">
<xsd:simpleContent>
<xsd:extension base="xsd:normalizedString">
<xsd:attribute name="entityIdScheme" type="xsd:anyURI" default="http://www.fpml.org/spec/2003/entity-id-RED-1-0"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
Inherited element(s): (This definition inherits the content defined by the type xsd:normalizedString)
Attribute: entityNameScheme (xsd:anyURI)
<xsd:complexType name="EntityName">
<xsd:simpleContent>
<xsd:extension base="xsd:normalizedString">
<xsd:attribute name="entityNameScheme" type="xsd:anyURI" default="http://www.fpml.org/spec/2003/entity-name-RED-1-0"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
A type defining the exercise period for a European style option together with any rules governing the notional amount of the underlying which can be exercised on any given exercise date and any associated exercise fees.
Inherited element(s): (This definition inherits the content defined by the type Exercise)
expirationDate (exactly one occurrence; of the type AdjustableOrRelativeDate)
relevantUnderlyingDate (zero or one occurrence; of the type AdjustableOrRelativeDates)
earliestExerciseTime (exactly one occurrence; of the type BusinessCenterTime)
expirationTime (exactly one occurrence; of the type BusinessCenterTime)
partialExercise (zero or one occurrence; of the type PartialExercise)
exerciseFee (zero or one occurrence; of the type ExerciseFee)
<xsd:complexType name="EuropeanExercise">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type defining the exercise period for a European style option
together with any rules governing the notional amount of the
underlying which can be exercised on any given exercise date and
any associated exercise fees.
</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="Exercise">
<xsd:sequence>
<xsd:element name="expirationDate" type="AdjustableOrRelativeDate">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The last day within an exercise period for an American
style option. For a European style option it is the only
day within the exercise period.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="relevantUnderlyingDate" type="AdjustableOrRelativeDates" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The daye on the underlying set by the exercise of an
option. What this date is depends on the option (e.g. in
a swaption it is the effective date, in an
extendible/cancelable provision it is the termination
date).
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="earliestExerciseTime" type="BusinessCenterTime">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The earliest time at which notice of exercise can be
given by the buyer to the seller (or seller's agent) i)
on the expriation date, in the case of a European style
option, (ii) on each bermuda option exercise date and the
expiration date, in the case of a Bermuda style option
the commencement date to, and including, the expiration
date , in the case of an American option.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="expirationTime" type="BusinessCenterTime">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The latest time for exercise on expirationDate.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="partialExercise" type="PartialExercise" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
As defined in the 2000 ISDA Definitions, Section 12.3.
Partial Exercise, the buyer of the option has the right
to exercise all or less than all the notional amount of
the underlying swap on the expiration date, but may not
exercise less than the minimum notional amount, and if an
integral multiple amount is specified, the notional
amount exercised must be equal to, or be an integral
multiple of, the integral multiple amount.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="exerciseFee" type="ExerciseFee" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A fee to be paid on exercise. This could be represented
as an amount or a rate and notional reference on which to
apply the rate.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
A short form unique identifier for an exchange. If the element is not present then the exchange shall be the primary exchange on which the underlying is listed. The term "Exchange" is assumed to have the meaning as defined in the ISDA 2002 Equity Derivatives Definitions.
Inherited element(s): (This definition inherits the content defined by the type xsd:normalizedString)
Attribute: exchangeIdScheme (xsd:anyURI)
<xsd:complexType name="ExchangeId">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A short form unique identifier for an exchange. If the element is
not present then the exchange shall be the primary exchange on
which the underlying is listed. The term "Exchange" is assumed to
have the meaning as defined in the ISDA 2002 Equity Derivatives
Definitions.
</xsd:documentation>
<xsd:documentation xml:lang="de">
Eindeutiges Börsenkürzel. Fehlt dieses Element, gilt die
Hauptbörse, an der der Basiswert notiert ist, als "Börse" im
Sinne der ISDA-Definitionen zu Aktienderivaten von 2002.
</xsd:documentation>
</xsd:annotation>
<xsd:simpleContent>
<xsd:extension base="xsd:normalizedString">
<xsd:attribute name="exchangeIdScheme" type="xsd:anyURI" default="http://www.fpml.org/spec/2002/exchange-id-MIC-1-0"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
The abstract base class for all types which define way in which options may be exercised.
Attribute: id (xsd:ID)
<xsd:complexType name="Exercise">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The abstract base class for all types which define way in which
options may be exercised.
</xsd:documentation>
</xsd:annotation>
<xsd:attribute name="id" type="xsd:ID"/>
</xsd:complexType>
A type defining the fee payable on exercise of an option. This fee may be defined as an amount or a percentage of the notional exercised.
payerPartyReference (exactly one occurrence; of the type PartyOrAccountReference)
receiverPartyReference (exactly one occurrence; of the type PartyOrAccountReference)
notionalReference (exactly one occurrence; of the type ScheduleReference)
feeAmount (exactly one occurrence; of the type xsd:decimal)
Or
feeRate (exactly one occurrence; of the type xsd:decimal)
feePaymentDate (exactly one occurrence; of the type RelativeDateOffset)
<xsd:complexType name="ExerciseFee">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type defining the fee payable on exercise of an option. This
fee may be defined as an amount or a percentage of the notional
exercised.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:group ref="PayerReceiver.model"/>
<xsd:element name="notionalReference" type="ScheduleReference">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A pointer style reference to the associated notional schedule
defined elsewhere in the document.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:choice>
<xsd:element name="feeAmount" type="xsd:decimal">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The amount of fee to be paid on exercise. The fee currency
is that of the referenced notional.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="feeRate" type="xsd:decimal">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A fee represented as a percentage of some referenced
notional. A percentage of 5% would be represented as 0.05.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:choice>
<xsd:element name="feePaymentDate" type="RelativeDateOffset">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The date on which exercise fee(s) will be paid. It is
specified as a relative date.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:complexType>
A type to define a fee or schedule of fees to be payable on the exercise of an option. This fee may be defined as an amount or a percentage of the notional exercised.
payerPartyReference (exactly one occurrence; of the type PartyOrAccountReference)
receiverPartyReference (exactly one occurrence; of the type PartyOrAccountReference)
notionalReference (exactly one occurrence; of the type ScheduleReference)
feeAmountSchedule (exactly one occurrence; of the type AmountSchedule)
Or
feeRateSchedule (exactly one occurrence; of the type Schedule)
feePaymentDate (exactly one occurrence; of the type RelativeDateOffset)
<xsd:complexType name="ExerciseFeeSchedule">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type to define a fee or schedule of fees to be payable on the
exercise of an option. This fee may be defined as an amount or a
percentage of the notional exercised.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:group ref="PayerReceiver.model"/>
<xsd:element name="notionalReference" type="ScheduleReference">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A pointer style reference to the associated notional schedule
defined elsewhere in the document.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:choice>
<xsd:element name="feeAmountSchedule" type="AmountSchedule">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The exercise fee amount schedule. The fees are expressed as
currency amounts. The currency of the fee is assumed to be
that of the notional schedule referenced.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="feeRateSchedule" type="Schedule">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The exercise free rate schedule. The fees are expressed as
percentage rates of the notional being exercised. The
currency of the fee is assumed to be that of the notional
schedule referenced.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:choice>
<xsd:element name="feePaymentDate" type="RelativeDateOffset">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The date on which exercise fee(s) will be paid. It is
specified as a relative date.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:complexType>
A type defining to whom and where notice of execution should be given. The partyReference refers to one of the principal parties of the trade. If present the exerciseNoticePartyReference refers to a party, other than the principal party, to whome notice should be given.
partyReference (exactly one occurrence; of the type PartyReference)
exerciseNoticePartyReference (zero or one occurrence; of the type PartyReference)
businessCenter (exactly one occurrence; of the type BusinessCenter)
<xsd:complexType name="ExerciseNotice">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type defining to whom and where notice of execution should be
given. The partyReference refers to one of the principal parties
of the trade. If present the exerciseNoticePartyReference refers
to a party, other than the principal party, to whome notice
should be given.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element name="partyReference" type="PartyReference">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The party referenced has allocated the trade identifier.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="exerciseNoticePartyReference" type="PartyReference" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The party referenced is the party to which notice of exercise
should be given by the buyer.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="businessCenter" type="BusinessCenter"/>
</xsd:sequence>
</xsd:complexType>
A type describing how notice of exercise should be given. This can be either manual or automatic.
manualExercise (exactly one occurrence; of the type ManualExercise)
Or
automaticExercise (exactly one occurrence; of the type AutomaticExercise)
followUpConfirmation (exactly one occurrence; of the type xsd:boolean)
<xsd:complexType name="ExerciseProcedure">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type describing how notice of exercise should be given. This
can be either manual or automatic.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:choice>
<xsd:element name="manualExercise" type="ManualExercise">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies that the notice of exercise must be given by the
buyer to the seller or seller's agent.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="automaticExercise" type="AutomaticExercise">
<xsd:annotation>
<xsd:documentation xml:lang="en">
If automatic is specified then the notional amount of the
underlying swap, not previously exercised under the
swaption will be automatically exercised at the expriration
time on the expiration date if at such time the buyer is
in-the-money, provided that the difference between the
settlement rate and the fixed rate under the relevant
underlying swap is not less than the specified threshold
rate. The term in-the-money is assumed to have the meaning
defining in the 2000 ISDA Definitions, Section 17.4
In-the-money.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:choice>
<xsd:element name="followUpConfirmation" type="xsd:boolean">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A flag to indicate whether follow-up confirmation of exercise
(written or electronic) is required following telephonic
notice by the buyer to the seller or seller's agent.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:complexType>
Defines a fallback rate, which is a rate to be used in place of a publish term rate (such as an ibor rate) when that term rate ceases to be usable, whether because it ceases to be published or is deemed non-representative by regulator.
effectiveDate (exactly one occurrence; of the type xsd:date)
Attribute: id (xsd:ID) - optional
<xsd:complexType name="FallbackRate">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Defines a fallback rate, which is a rate to be used in place of a
publish term rate (such as an ibor rate) when that term rate
ceases to be usable, whether because it ceases to be published or
is deemed non-representative by regulator.
</xsd:documentation>
</xsd:annotation>
<xsd:choice>
<xsd:element name="effectiveDate" type="xsd:date">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The date upon which the fallback rate becomes effective. This
means that any rate observation for that date or for any
subsequent date would use the fallback rate rather than the
originally defined rate. This date will typically immediately
follow the cessation of publication of the original term rate
but could occur before that (e.g. if the original rate is
deemed non-representative prior to cessation of publication).
If the effective date occurs within a calculation period with
multiple rate observations (because of averaging),
observations prior to the effective date will use the
original floating rate index, and observations on or after
the effective date will use the fallback rate.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:sequence>
<xsd:element name="floatingRateIndex" type="FloatingRateIndex">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The benchmark rate used for computing the fallback rate.
Typically this will be a risk-free overnight rate.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="effectiveDate" type="xsd:date" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The date upon which the fallback rate becomes effective.
This means that any rate observation for that date or for
any subsequent date would use the fallback rate rather than
the originally defined rate. This date will typically
immediately follow the cessation of publication of the
original term rate but could occur before that (e.g. if the
original rate is deemed non-representative prior to
cessation of publication). If the effective date occurs
within a calculation period with multiple rate observations
(because of averaging), observations prior to the effective
date will use the original floating rate index, and
observations on or after the effective date will use the
fallback rate.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="calculationParameters" type="CalculationParameters" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
This provides a representation of the approximate value of
the fallback rate, i.e. a calculated rate that quite
closely mimics the value anticipated to be published by the
fallback rate administrator (once the spread adjustment is
added).
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="spreadAdjustment" type="xsd:decimal" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
An amount to be added to the calculated value before
subsequent use, in order to more closely replicate the
original term rate, by adjusting for the economic or credit
spread between risk-free rates and risky term rates.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:choice>
<xsd:attribute name="id" type="xsd:ID" use="optional"/>
</xsd:complexType>
A type defining parameters associated with a fallback observation, i.e. a rate observation where the original published rate is not available and instead a fallback rate must be used.
observationDate (exactly one occurrence; of the type xsd:date)
availableRecordDate (zero or one occurrence; of the type xsd:date)
<xsd:complexType name="FallbackRateObservation">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type defining parameters associated with a fallback
observation, i.e. a rate observation where the original published
rate is not available and instead a fallback rate must be used.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element name="observationDate" type="xsd:date">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The date which is the Fallback Observation Date, as defined
in the ISDA 2006/2021 Definitions (typically 2 days prior to
the relevant Payment/calculation date.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="availableRecordDate" type="xsd:date" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The original record date from the fallback publication source
that was available at the time that fallback rate was
observed. This may be before the original fixing date
depending on publication schedules
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:complexType>
A type defining a floating rate.
Inherited element(s): (This definition inherits the content defined by the type Rate)
floatingRateIndex (exactly one occurrence; of the type FloatingRateIndex)
indexTenor (zero or one occurrence; of the type Interval)
calculationParameters (zero or one occurrence; of the type CalculationParameters)
fallbackRate (zero or one occurrence; of the type FallbackRate)
floatingRateMultiplierSchedule (zero or one occurrence; of the type Schedule)
spreadSchedule (zero or more occurrences; of the type SpreadSchedule)
rateTreatment (zero or one occurrence; of the type RateTreatmentEnum)
capRateSchedule (zero or more occurrences; of the type StrikeSchedule)
floorRateSchedule (zero or more occurrences; of the type StrikeSchedule)
<xsd:complexType name="FloatingRate">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type defining a floating rate.
</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="Rate">
<xsd:sequence>
<xsd:group ref="FloatingRateIndex.model"/>
<xsd:element name="calculationParameters" type="CalculationParameters" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Parameters to specify a rate calculated using an
averaging or compounding formula, as described in the
2021 ISDA Defintions, section 7. Please note that when
this structure is used, the "resetDates" structure will
not be used. Instead, the observation rules for the
calculated rate are defined within the structure.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="fallbackRate" type="FallbackRate" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A fallback rate calculated using an averaging or
compounding formula to be used in case of the cessation
of the original term rate. This structure is provided to
1) allow a message sender to report that a fallback is
effect, and/or 2) allow an approximate representation to
be created for published fallback rates to allow
operations such as valuation, accrual calculation, and
risk calculation.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:group ref="FloatingRate.model"/>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
A type defining the floating rate and definitions relating to the calculation of floating rate amounts.
Inherited element(s): (This definition inherits the content defined by the type FloatingRate)
initialRate (zero or one occurrence; of the type xsd:decimal)
finalRateRounding (zero or one occurrence; of the type Rounding)
averagingMethod (zero or one occurrence; of the type AveragingMethodEnum)
negativeInterestRateTreatment (zero or one occurrence; of the type NegativeInterestRateTreatmentEnum)
<xsd:complexType name="FloatingRateCalculation">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type defining the floating rate and definitions relating to the
calculation of floating rate amounts.
</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="FloatingRate">
<xsd:sequence>
<xsd:group ref="FloatingRateCalculation.model"/>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
The ISDA Floating Rate Option, i.e. the floating rate index.
Inherited element(s): (This definition inherits the content defined by the type xsd:normalizedString)
Attribute: floatingRateIndexScheme (xsd:anyURI)
<xsd:complexType name="FloatingRateIndex">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The ISDA Floating Rate Option, i.e. the floating rate index.
</xsd:documentation>
</xsd:annotation>
<xsd:simpleContent>
<xsd:extension base="xsd:normalizedString">
<xsd:attribute name="floatingRateIndexScheme" type="xsd:anyURI" default="http://www.fpml.org/coding-scheme/floating-rate-index-1-0"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
A type defining a rate index.
floatingRateIndex (exactly one occurrence; of the type FloatingRateIndex)
indexTenor (exactly one occurrence; of the type Interval)
<xsd:complexType name="ForecastRateIndex">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type defining a rate index.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element name="floatingRateIndex" type="FloatingRateIndex">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The ISDA Floating Rate Option, i.e. the floating rate index.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="indexTenor" type="Interval">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The ISDA Designated Maturity, i.e. the tenor of the floating
rate.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:complexType>
A type describing a financial formula, with its description and components.
formulaDescription (zero or one occurrence; of the type xsd:string)
math (zero or one occurrence; of the type Math)
formulaComponent (zero or more occurrences; of the type FormulaComponent)
<xsd:complexType name="Formula">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type describing a financial formula, with its description and
components.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element name="formulaDescription" type="xsd:string" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Text description of the formula
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="math" type="Math" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
An element for containing an XML representation of the
formula. Defined using xsd:any currently for flexibility in
choice of language (MathML, OpenMath)
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="formulaComponent" type="FormulaComponent" minOccurs="0" maxOccurs="unbounded">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Elements describing the components of the formula. The name
attribute points to a value used in the math element. The
href attribute points to a value elsewhere in the document
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:complexType>
Elements describing the components of the formula. The name attribute points to a value used in the math element. The href attribute points to a numeric value defined elsewhere in the document that is used by the formula component.
componentDescription (exactly one occurrence; of the type xsd:string)
formula (zero or one occurrence; of the type Formula)
Attribute: name (xsd:normalizedString)
Attribute: href (xsd:IDREF)
<xsd:complexType name="FormulaComponent">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Elements describing the components of the formula. The name
attribute points to a value used in the math element. The href
attribute points to a numeric value defined elsewhere in the
document that is used by the formula component.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element name="componentDescription" type="xsd:string">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Text description of the component
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="formula" type="Formula" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Additional formulas required to describe this component
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
<xsd:attribute name="name" type="xsd:normalizedString"/>
<xsd:attribute name="href" type="xsd:IDREF">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Pointer to a numeric value defined elsewhere in the document
that is used by the formula component.
</xsd:documentation>
</xsd:annotation>
</xsd:attribute>
</xsd:complexType>
A type that is used for describing cash settlement of an option / non deliverable forward. It includes the currency to settle into together with the fixings required to calculate the currency amount.
settlementCurrency (exactly one occurrence; of the type Currency)
fixing (one or more occurrences; of the type FxFixing)
<xsd:complexType name="FxCashSettlement">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type that is used for describing cash settlement of an option /
non deliverable forward. It includes the currency to settle into
together with the fixings required to calculate the currency
amount.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element name="settlementCurrency" type="Currency">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The currency in which a cash settlement for non-deliverable
forward and non-deliverable options.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="fixing" type="FxFixing" maxOccurs="unbounded">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies the source for and timing of a fixing of an
exchange rate. This is used in the agreement of
non-deliverable forward trades as well as various types of FX
OTC options that require observations against a particular
rate.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:complexType>
A type that specifies the source for and timing of a fixing of an exchange rate. This is used in the agreement of non-deliverable forward trades as well as various types of FX OTC options that require observations against a particular rate.
Inherited element(s): (This definition inherits the content defined by the type FxSpotRateSource)
quotedCurrencyPair (exactly one occurrence; of the type QuotedCurrencyPair)
fixingDate (exactly one occurrence; of the type xsd:date)
<xsd:complexType name="FxFixing">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type that specifies the source for and timing of a fixing of an
exchange rate. This is used in the agreement of non-deliverable
forward trades as well as various types of FX OTC options that
require observations against a particular rate.
</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="FxSpotRateSource">
<xsd:sequence>
<xsd:element name="quotedCurrencyPair" type="QuotedCurrencyPair">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Defines the two currencies for an FX trade and the
quotation relationship between the two currencies.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="fixingDate" type="xsd:date">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Describes the specific date when a non-deliverable
forward or non-deliverable option will "fix" against a
particular rate, which will be used to compute the
ultimate cash settlement.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
A type describing the rate of a currency conversion: pair of currency, quotation mode and exchange rate.
quotedCurrencyPair (exactly one occurrence; of the type QuotedCurrencyPair)
rate (exactly one occurrence; of the type xsd:decimal)
<xsd:complexType name="FxRate">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type describing the rate of a currency conversion: pair of
currency, quotation mode and exchange rate.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element name="quotedCurrencyPair" type="QuotedCurrencyPair">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Defines the two currencies for an FX trade and the quotation
relationship between the two currencies.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="rate" type="xsd:decimal">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The rate of exchange between the two currencies of the leg of
a deal. Must be specified with a quote basis.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:complexType>
A type defining the source and time for an fx rate.
primaryRateSource (exactly one occurrence; of the type InformationSource)
secondaryRateSource (zero or one occurrence; of the type InformationSource)
fixingTime (exactly one occurrence; of the type BusinessCenterTime)
<xsd:complexType name="FxSpotRateSource">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type defining the source and time for an fx rate.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element name="primaryRateSource" type="InformationSource">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The primary source for where the rate observation will occur.
Will typically be either a page or a reference bank published
rate.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="secondaryRateSource" type="InformationSource" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
An alternative, or secondary, source for where the rate
observation will occur. Will typically be either a page or a
reference bank published rate.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="fixingTime" type="BusinessCenterTime">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The time at which the spot currency exchange rate will be
observed. It is specified as a time in a specific business
center, e.g. 11:00am London time.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:complexType>
Identification of the law governing the transaction.
Inherited element(s): (This definition inherits the content defined by the type xsd:normalizedString)
Attribute: governingLawScheme (xsd:anyURI)
<xsd:complexType name="GoverningLaw">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Identification of the law governing the transaction.
</xsd:documentation>
</xsd:annotation>
<xsd:simpleContent>
<xsd:extension base="xsd:normalizedString">
<xsd:attribute name="governingLawScheme" type="xsd:anyURI" default="http://www.fpml.org/coding-scheme/governing-law-1-0"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
Specifies Currency with ID attribute.
Inherited element(s): (This definition inherits the content defined by the type Currency)
Attribute: id (xsd:ID)
<xsd:complexType name="IdentifiedCurrency">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies Currency with ID attribute.
</xsd:documentation>
</xsd:annotation>
<xsd:simpleContent>
<xsd:extension base="Currency">
<xsd:attribute name="id" type="xsd:ID"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
A date which can be referenced elsewhere.
Inherited element(s): (This definition inherits the content defined by the type xsd:date)
Attribute: id (xsd:ID)
<xsd:complexType name="IdentifiedDate">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A date which can be referenced elsewhere.
</xsd:documentation>
</xsd:annotation>
<xsd:simpleContent>
<xsd:extension base="xsd:date">
<xsd:attribute name="id" type="xsd:ID"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
A type extending the PayerReceiverEnum type wih an id attribute.
Inherited element(s): (This definition inherits the content defined by the type PayerReceiverEnum)
Attribute: id (xsd:ID)
<xsd:complexType name="IdentifiedPayerReceiver">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type extending the PayerReceiverEnum type wih an id attribute.
</xsd:documentation>
</xsd:annotation>
<xsd:simpleContent>
<xsd:extension base="PayerReceiverEnum">
<xsd:attribute name="id" type="xsd:ID"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
A type defining the floating rate and definitions relating to the calculation of floating rate amounts. This type mimics the "FloatingRateCalculation" type but excludes the option of defining modular calculated rates and fallback rates. It provides an extension point for the InflationRateCalculation which does not require those features.
Inherited element(s): (This definition inherits the content defined by the type Rate)
floatingRateIndex (exactly one occurrence; of the type FloatingRateIndex)
indexTenor (zero or one occurrence; of the type Interval)
floatingRateMultiplierSchedule (zero or one occurrence; of the type Schedule)
spreadSchedule (zero or more occurrences; of the type SpreadSchedule)
rateTreatment (zero or one occurrence; of the type RateTreatmentEnum)
capRateSchedule (zero or more occurrences; of the type StrikeSchedule)
floorRateSchedule (zero or more occurrences; of the type StrikeSchedule)
initialRate (zero or one occurrence; of the type xsd:decimal)
finalRateRounding (zero or one occurrence; of the type Rounding)
averagingMethod (zero or one occurrence; of the type AveragingMethodEnum)
negativeInterestRateTreatment (zero or one occurrence; of the type NegativeInterestRateTreatmentEnum)
<xsd:complexType name="InflationRateCalculationBase">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type defining the floating rate and definitions relating to the
calculation of floating rate amounts. This type mimics the
"FloatingRateCalculation" type but excludes the option of
defining modular calculated rates and fallback rates. It provides
an extension point for the InflationRateCalculation which does
not require those features.
</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="Rate">
<xsd:sequence>
<xsd:group ref="FloatingRateIndex.model"/>
<xsd:group ref="FloatingRate.model"/>
<xsd:group ref="FloatingRateCalculation.model"/>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
Inherited element(s): (This definition inherits the content defined by the type xsd:normalizedString)
Attribute: informationProviderScheme (xsd:anyURI)
<xsd:complexType name="InformationProvider">
<xsd:simpleContent>
<xsd:extension base="xsd:normalizedString">
<xsd:attribute name="informationProviderScheme" type="xsd:anyURI" default="http://www.fpml.org/coding-scheme/information-provider-2-0"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
A type defining the source for a piece of information (e.g. a rate refix or an fx fixing).
rateSource (exactly one occurrence; of the type InformationProvider)
rateSourcePage (zero or one occurrence; of the type RateSourcePage)
rateSourcePageHeading (zero or one occurrence; of the type xsd:string)
<xsd:complexType name="InformationSource">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type defining the source for a piece of information (e.g. a
rate refix or an fx fixing).
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element name="rateSource" type="InformationProvider">
<xsd:annotation>
<xsd:documentation xml:lang="en">
An information source for obtaining a market rate. For
example Bloomberg, Reuters, Telerate etc.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="rateSourcePage" type="RateSourcePage" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A specific page for the rate source for obtaining a market
rate.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="rateSourcePageHeading" type="xsd:string" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The heading for the rate source on a given rate source page.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:complexType>
A short form unique identifier for a security.
Inherited element(s): (This definition inherits the content defined by the type xsd:normalizedString)
Attribute: instrumentIdScheme (xsd:anyURI) - required
<xsd:complexType name="InstrumentId">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A short form unique identifier for a security.
</xsd:documentation>
<xsd:documentation xml:lang="de">
Eindeutiges Wertpapierkürzel.
</xsd:documentation>
</xsd:annotation>
<xsd:simpleContent>
<xsd:extension base="xsd:normalizedString">
<xsd:attribute name="instrumentIdScheme" type="xsd:anyURI" use="required"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
A type defining the way in which interests are accrued: the applicable rate (fixed or floating reference) and the compounding method.
Inherited element(s): (This definition inherits the content defined by the type InterestAccrualsMethod)
compoundingMethod (exactly one occurrence; of the type CompoundingMethodEnum)
<xsd:complexType name="InterestAccrualsCompoundingMethod">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type defining the way in which interests are accrued: the
applicable rate (fixed or floating reference) and the compounding
method.
</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="InterestAccrualsMethod">
<xsd:sequence minOccurs="0">
<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:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
A type describing the method for accruing interests on dividends. Can be either a fixed rate reference or a floating rate reference.
floatingRateCalculation (exactly one occurrence; of the type FloatingRateCalculation)
Or
fixedRate (exactly one occurrence; of the type xsd:decimal)
<xsd:complexType name="InterestAccrualsMethod">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type describing the method for accruing interests on dividends.
Can be either a fixed rate reference or a floating rate
reference.
</xsd:documentation>
</xsd:annotation>
<xsd:choice>
<xsd:element name="floatingRateCalculation" type="FloatingRateCalculation">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The floating rate calculation definitions
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="fixedRate" type="xsd:decimal">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The calculation period fixed rate. A per annum rate,
expressed as a decimal. A fixed rate of 5% would be
represented as 0.05.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:choice>
</xsd:complexType>
A type that describes the information to identify an intermediary through which payment will be made by the correspondent bank to the ultimate beneficiary of the funds.
Inherited element(s): (This definition inherits the content defined by the type Routing)
intermediarySequenceNumber (exactly one occurrence; of the type xsd:integer)
intermediaryPartyReference (zero or one occurrence; of the type PartyReference)
<xsd:complexType name="IntermediaryInformation">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type that describes the information to identify an intermediary
through which payment will be made by the correspondent bank to
the ultimate beneficiary of the funds.
</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="Routing">
<xsd:sequence>
<xsd:element name="intermediarySequenceNumber" type="xsd:integer">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A sequence number that gives the position of the current
intermediary in the chain of payment intermediaries. The
assumed domain value set is an ascending sequence of
integers starting from 1.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="intermediaryPartyReference" type="PartyReference" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Reference to the party acting as intermediary.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
A type defining a time interval or offset, e.g. one day, three months. Used for specifying frequencies at which events occur, the tenor of a floating rate or an offset relative to another date.
periodMultiplier (exactly one occurrence; of the type xsd:integer)
period (exactly one occurrence; of the type PeriodEnum)
Attribute: id (xsd:ID)
<xsd:complexType name="Interval">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type defining a time interval or offset, e.g. one day, three
months. Used for specifying frequencies at which events occur,
the tenor of a floating rate or an offset relative to another
date.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element name="periodMultiplier" type="xsd:integer">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A time period multiplier, e.g. 1, 2 or 3 etc. A negative
value can be used when specifying an offset relative to
another date, e.g. -2 days. If the period value is T (Term)
then periodMultiplier must contain the value 1.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="period" type="PeriodEnum">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A time period, e.g. a day, week, month, year or term of the
stream. If the periodMultiplier value is 0 (zero) then period
must contain the value D (day).
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
<xsd:attribute name="id" type="xsd:ID"/>
</xsd:complexType>
A type defining a legal entity.
entityId (one or more occurrences; of the type EntityId)
Attribute: id (xsd:ID)
<xsd:complexType name="LegalEntity">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type defining a legal entity.
</xsd:documentation>
</xsd:annotation>
<xsd:choice>
<xsd:sequence>
<xsd:element name="entityName" type="EntityName">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The name of the party. A free format string. FpML does not
define usage rules for this element.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="entityId" type="EntityId" minOccurs="0" maxOccurs="unbounded">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A legal entity identifier (e.g. RED entity code)..
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
<xsd:element name="entityId" type="EntityId" maxOccurs="unbounded">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A legal entity identifier (e.g. RED entity code)..
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:choice>
<xsd:attribute name="id" type="xsd:ID"/>
</xsd:complexType>
References a credit entity defined elsewhere in the document.
Inherited element(s): (This definition inherits the content defined by the type Reference)
<xsd:complexType name="LegalEntityReference">
<xsd:annotation>
<xsd:documentation xml:lang="en">
References a credit entity defined elsewhere in the document.
</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="Reference"/>
</xsd:complexContent>
</xsd:complexType>
A type to define the main publication source.
Inherited element(s): (This definition inherits the content defined by the type xsd:normalizedString)
Attribute: mainPublicationScheme (xsd:anyURI)
<xsd:complexType name="MainPublication">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type to define the main publication source.
</xsd:documentation>
</xsd:annotation>
<xsd:simpleContent>
<xsd:extension base="xsd:normalizedString">
<xsd:attribute name="mainPublicationScheme" type="xsd:anyURI" default="http://www.fpml.org/coding-scheme/inflation-main-publication-1-0"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
A type defining manual exercise, i.e. that the option buyer counterparty must give notice to the option seller of exercise.
exerciseNotice (zero or one occurrence; of the type ExerciseNotice)
fallbackExercise (zero or one occurrence; of the type xsd:boolean)
<xsd:complexType name="ManualExercise">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type defining manual exercise, i.e. that the option buyer
counterparty must give notice to the option seller of exercise.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element name="exerciseNotice" type="ExerciseNotice" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Definition of the party to whom notice of exercise should be
given.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="fallbackExercise" type="xsd:boolean" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
If fallback exercise is specified then the notional amount of
the underlying swap, not previously exercised under the
swaption, will be automatically exercised at the expiration
time on the expiration date if at such time the buyer is
in-the-money, provided that the difference between the
settlement rate and the fixed rate under the relevant
underlying swap is not less than one tenth of a percentage
point (0.10% or 0.001). The term in-the-money is assumed to
have the meaning defined in the 2000 ISDA Definitions,
Section 17.4. In-the-money.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:complexType>
An entity for defining the agreement executed between the parties and intended to govern all OTC derivatives transactions between those parties.
masterAgreementType (exactly one occurrence; of the type MasterAgreementType)
masterAgreementDate (zero or one occurrence; of the type xsd:date)
<xsd:complexType name="MasterAgreement">
<xsd:annotation>
<xsd:documentation xml:lang="en">
An entity for defining the agreement executed between the parties
and intended to govern all OTC derivatives transactions between
those parties.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element name="masterAgreementType" type="MasterAgreementType">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The agreement executed between the parties and intended to
govern product-specific derivatives transactions between
those parties.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="masterAgreementDate" type="xsd:date" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The date on which the master agreement was signed.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:complexType>
Inherited element(s): (This definition inherits the content defined by the type xsd:normalizedString)
Attribute: masterAgreementTypeScheme (xsd:anyURI)
<xsd:complexType name="MasterAgreementType">
<xsd:simpleContent>
<xsd:extension base="xsd:normalizedString">
<xsd:attribute name="masterAgreementTypeScheme" type="xsd:anyURI" default="http://www.fpml.org/coding-scheme/master-agreement-type-1-0"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
An entity for defining the master confirmation agreement executed between the parties.
masterConfirmationType (exactly one occurrence; of the type MasterConfirmationType)
masterConfirmationDate (exactly one occurrence; of the type xsd:date)
masterConfirmationAnnexDate (zero or one occurrence; of the type xsd:date)
<xsd:complexType name="MasterConfirmation">
<xsd:annotation>
<xsd:documentation xml:lang="en">
An entity for defining the master confirmation agreement executed
between the parties.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element name="masterConfirmationType" type="MasterConfirmationType">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The type of master confirmation executed between the parties.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="masterConfirmationDate" type="xsd:date">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The date of the confirmation executed between the parties and
intended to govern all relevant transactions between those
parties.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="masterConfirmationAnnexDate" type="xsd:date" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The date that an annex to the master confirmation was
executed between the parties.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:complexType>
Inherited element(s): (This definition inherits the content defined by the type xsd:normalizedString)
Attribute: masterConfirmationTypeScheme (xsd:anyURI)
<xsd:complexType name="MasterConfirmationType">
<xsd:simpleContent>
<xsd:extension base="xsd:normalizedString">
<xsd:attribute name="masterConfirmationTypeScheme" type="xsd:anyURI" default="http://www.fpml.org/coding-scheme/master-confirmation-type-5-1"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
A type defining a mathematical expression.
<xsd:complexType name="Math" mixed="true">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type defining a mathematical expression.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:any namespace="##any" processContents="skip" maxOccurs="unbounded"/>
</xsd:sequence>
</xsd:complexType>
Inherited element(s): (This definition inherits the content defined by the type xsd:normalizedString)
Attribute: matrixTermScheme (xsd:anyURI)
<xsd:complexType name="MatrixTerm">
<xsd:simpleContent>
<xsd:extension base="xsd:normalizedString">
<xsd:attribute name="matrixTermScheme" type="xsd:anyURI" default="http://www.fpml.org/coding-scheme/credit-matrix-transaction-type-2-0"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
Inherited element(s): (This definition inherits the content defined by the type xsd:normalizedString)
Attribute: matrixTypeScheme (xsd:anyURI)
<xsd:complexType name="MatrixType">
<xsd:simpleContent>
<xsd:extension base="xsd:normalizedString">
<xsd:attribute name="matrixTypeScheme" type="xsd:anyURI" default="http://www.fpml.org/coding-scheme/matrix-type-1-0"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
A type defining a currency amount.
currency (exactly one occurrence; of the type Currency)
amount (exactly one occurrence; of the type xsd:decimal)
Attribute: id (xsd:ID)
<xsd:complexType name="Money">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type defining a currency amount.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element name="currency" type="Currency">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The currency in which an amount is denominated.
</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:sequence>
<xsd:attribute name="id" type="xsd:ID"/>
</xsd:complexType>
A type defining multiple exercises. As defining in the 2000 ISDA Definitions, Section 12.4. Multiple Exercise, the buyer of the option has the right to exercise all or less than all the unexercised notional amount of the underlying swap on one or more days in the exercise period, but on any such day may not exercise less than the minimum notional amount or more than the maximum notional amount, and if an integral multiple amount is specified, the notional exercised must be equal to or, be an integral multiple of, the integral multiple amount.
Inherited element(s): (This definition inherits the content defined by the type PartialExercise)
maximumNotionalAmount (zero or one occurrence; of the type xsd:decimal)
<xsd:complexType name="MultipleExercise">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type defining multiple exercises. As defining in the 2000 ISDA
Definitions, Section 12.4. Multiple Exercise, the buyer of the
option has the right to exercise all or less than all the
unexercised notional amount of the underlying swap on one or more
days in the exercise period, but on any such day may not exercise
less than the minimum notional amount or more than the maximum
notional amount, and if an integral multiple amount is specified,
the notional exercised must be equal to or, be an integral
multiple of, the integral multiple amount.
</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="PartialExercise">
<xsd:sequence>
<xsd:element name="maximumNotionalAmount" type="xsd:decimal" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The maximum notional amount that can be exercised on a
given exercise date.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
partyReference (exactly one occurrence; of the type PartyReference)
Or
identifier (exactly one occurrence; of the type OrganizationIdentifier)
<xsd:complexType name="MutuallyAgreedClearinghouse">
<xsd:choice>
<xsd:element name="partyReference" type="PartyReference">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A reference to the party structure for the clearinghouse
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="identifier" type="OrganizationIdentifier">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A string that identifies the clearinghouse
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:choice>
</xsd:complexType>
A reference to the notional amount.
Inherited element(s): (This definition inherits the content defined by the type Reference)
<xsd:complexType name="NotionalAmountReference">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A reference to the notional amount.
</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="Reference"/>
</xsd:complexContent>
</xsd:complexType>
A type that allows an offset specified in business days to be applied for an observation shift, lookback, or lockout provision.
offsetDays (zero or one occurrence; of the type xsd:nonNegativeInteger)
<xsd:complexType name="ObservationOffset">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type that allows an offset specified in business days to be
applied for an observation shift, lookback, or lockout provision.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element name="offsetDays" type="xsd:nonNegativeInteger" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The number of business days before the base date that the
observations are to be shifted. If this element is omitted,
the number of offset days will be as specified in the 2021
ISDA Definitions, which is typically 5.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:complexType>
Specifies parameters specific to the observation shift method of compounding/averaging.
Inherited element(s): (This definition inherits the content defined by the type ObservationOffset)
observationPeriodDates (exactly one occurrence; of the type ObservationPeriodDatesEnum)
additionalBusinessDays (zero or one occurrence; of the type BusinessCentersOrReference)
<xsd:complexType name="ObservationShiftParameters">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies parameters specific to the observation shift method of
compounding/averaging.
</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="ObservationOffset">
<xsd:sequence>
<xsd:element name="observationPeriodDates" type="ObservationPeriodDatesEnum">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies how the observation period is to be determined
relative to the basic calculation period. Options include
"standard" (observation period aligns with the
calculation period except for any
shifts/lookbacks/lockouts, i.e. it is set in arrears),
"InAdvance" (observation period is based on the prior or
deemed prior calculation period plus any shifts), or
"FixingDate" (observation period is based on a fixing
date defined the the FpML resetDates structure; this is
used only for fallback rate definitions that reference
existing resetDates structures.).
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="additionalBusinessDays" minOccurs="0" type="BusinessCentersOrReference">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Any additional business centers that are applicable to
the observation shift calculation, in addition to the
regular "applicableBusinessDays".
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
A type defining an offset used in calculating a new date relative to a reference date. Currently, the only offsets defined are expected to be expressed as either calendar or business day offsets.
Inherited element(s): (This definition inherits the content defined by the type Interval)
dayType (zero or one occurrence; of the type DayTypeEnum)
<xsd:complexType name="Offset">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type defining an offset used in calculating a new date relative
to a reference date. Currently, the only offsets defined are
expected to be expressed as either calendar or business day
offsets.
</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="Interval">
<xsd:sequence>
<xsd:element name="dayType" type="DayTypeEnum" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
In the case of an offset specified as a number of days,
this element defines whether consideration is given as to
whether a day is a good business day or not. If a day
type of business days is specified then non-business days
are ignored when calculating the offset. The financial
business centers to use for determination of business
days are implied by the context in which this element is
used. This element must only be included when the offset
is specified as a number of days. If the offset is zero
days then the dayType element should not be included.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
The data type used for a generic, user-defined identifier for an organization, where a full party structure is not desired or required.
Inherited element(s): (This definition inherits the content defined by the type xsd:normalizedString)
Attribute: idScheme (xsd:anyURI) - optional
<xsd:complexType name="OrganizationIdentifier">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The data type used for a generic, user-defined identifier for an
organization, where a full party structure is not desired or
required.
</xsd:documentation>
</xsd:annotation>
<xsd:simpleContent>
<xsd:extension base="xsd:normalizedString">
<xsd:attribute name="idScheme" type="xsd:anyURI" use="optional">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The identifier scheme used with this generic identifier.
</xsd:documentation>
</xsd:annotation>
</xsd:attribute>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
A type defining partial exercise. As defined in the 2000 ISDA Definitions, Section 12.3 Partial Exercise, the buyer of the option may exercise all or less than all the notional amount of the underlying swap but may not be less than the minimum notional amount (if specified) and must be an integral multiple of the integral multiple amount if specified.
notionalReference (one or more occurrences; of the type ScheduleReference)
integralMultipleAmount (zero or one occurrence; of the type xsd:decimal)
minimumNotionalAmount (exactly one occurrence; of the type xsd:decimal)
<xsd:complexType name="PartialExercise">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type defining partial exercise. As defined in the 2000 ISDA
Definitions, Section 12.3 Partial Exercise, the buyer of the
option may exercise all or less than all the notional amount of
the underlying swap but may not be less than the minimum notional
amount (if specified) and must be an integral multiple of the
integral multiple amount if specified.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element name="notionalReference" type="ScheduleReference" maxOccurs="unbounded">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A pointer style reference to the associated notional schedule
defined elsewhere in the document.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="integralMultipleAmount" type="xsd:decimal" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A notional amount which restricts the amount of notional that
can be exercised when partial exercise or multiple exercise
is applicable. The integral multiple amount defines a lower
limit of notional that can be exercised and also defines a
unit multiple of notional that can be exercised, i.e. only
integer multiples of this amount can be exercised.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="minimumNotionalAmount" type="xsd:decimal">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The minimum notional amount that can be exercised on a given
exercise date. See multipleExercise.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:complexType>
A reference to a party or an account.
Inherited element(s): (This definition inherits the content defined by the type Reference)
<xsd:complexType name="PartyOrAccountReference">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A reference to a party or an account.
</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="Reference"/>
</xsd:complexContent>
</xsd:complexType>
A reference to a party or tradeSide.
Inherited element(s): (This definition inherits the content defined by the type Reference)
<xsd:complexType name="PartyOrTradeSideReference">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A reference to a party or tradeSide.
</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="Reference"/>
</xsd:complexContent>
</xsd:complexType>
Reference to a party.
Inherited element(s): (This definition inherits the content defined by the type Reference)
<xsd:complexType name="PartyReference">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Reference to a party.
</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="Reference"/>
</xsd:complexContent>
</xsd:complexType>
A type for defining payments
payerPartyReference (exactly one occurrence; of the type PartyOrAccountReference)
receiverPartyReference (exactly one occurrence; of the type PartyOrAccountReference)
paymentAmount (exactly one occurrence; of the type Money)
paymentDate (zero or one occurrence; of the type AdjustableDate)
adjustedPaymentDate (zero or one occurrence; of the type IdentifiedDate)
paymentType (zero or one occurrence; of the type PaymentType)
settlementInformation (zero or one occurrence; of the type SettlementInformation)
discountFactor (zero or one occurrence; of the type xsd:decimal)
presentValueAmount (zero or one occurrence; of the type Money)
Attribute: href (xsd:IDREF)
<xsd:complexType name="Payment">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type for defining payments
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:group ref="PayerReceiver.model"/>
<xsd:element name="paymentAmount" type="Money">
<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="adjustedPaymentDate" type="IdentifiedDate" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The adjusted payment date. This date should already be
adjusted for any applicable business day convention. This
component is not intended for use in trade confirmation but
my be specified to allow the fee structure to also serve as a
cashflow type component (all dates the the Cashflows type are
adjusted payment dates).
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="paymentType" type="PaymentType" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A classification of the type of fee or additional payment,
e.g. brokerage, upfront fee etc. FpML does not define domain
values for this element.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="settlementInformation" type="SettlementInformation" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The information required to settle a currency payment that
results from a trade.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="discountFactor" type="xsd:decimal" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The value representing the discount factor used to calculate
the present value of the cash flow.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="presentValueAmount" type="Money" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The amount representing the present value of the forecast
payment.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
<xsd:attribute name="href" type="xsd:IDREF">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Can be used to reference the yield curve used to estimate the
discount factor
</xsd:documentation>
</xsd:annotation>
</xsd:attribute>
</xsd:complexType>
A type describing the currency in which the payment relating to the leg amount (equity amount or interest amount) or the dividend will be denominated.
currency (exactly one occurrence; of the type Currency)
Or
determinationMethod (exactly one occurrence; of the type DeterminationMethod)
Attribute: id (xsd:ID)
Attribute: href (xsd:IDREF)
<xsd:complexType name="PaymentCurrency">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type describing the 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:choice minOccurs="0">
<xsd:element name="currency" type="Currency">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The currency in which an amount is denominated.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<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:choice>
<xsd:attribute name="id" type="xsd:ID"/>
<xsd:attribute name="href" type="xsd:IDREF"/>
</xsd:complexType>
Inherited element(s): (This definition inherits the content defined by the type xsd:normalizedString)
Attribute: paymentTypeScheme (xsd:anyURI)
<xsd:complexType name="PaymentType">
<xsd:simpleContent>
<xsd:extension base="xsd:normalizedString">
<xsd:attribute name="paymentTypeScheme" type="xsd:anyURI"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
calculationStartDate (exactly one occurrence; of the type AdjustableOrRelativeDate)
calculationEndDate (zero or one occurrence; of the type AdjustableOrRelativeDate)
calculationPeriodFrequency (exactly one occurrence; of the type CalculationPeriodFrequency)
calculationPeriodDatesAdjustments (exactly one occurrence; of the type BusinessDayAdjustments)
<xsd:complexType name="PeriodicDates">
<xsd:sequence>
<xsd:element name="calculationStartDate" type="AdjustableOrRelativeDate"/>
<xsd:element name="calculationEndDate" type="AdjustableOrRelativeDate" minOccurs="0"/>
<xsd:element name="calculationPeriodFrequency" type="CalculationPeriodFrequency">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The frequency at which calculation period end dates occur
with the regular part of the calculation period schedule and
their roll date convention.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="calculationPeriodDatesAdjustments" type="BusinessDayAdjustments">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The business day convention to apply to each calculation
period end date if it would otherwise fall on a day that is
not a business day in the specified financial business
centers.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:complexType>
A type defining which principal exchanges occur for the stream.
initialExchange (exactly one occurrence; of the type xsd:boolean)
finalExchange (exactly one occurrence; of the type xsd:boolean)
intermediateExchange (exactly one occurrence; of the type xsd:boolean)
Attribute: id (xsd:ID) - optional
<xsd:complexType name="PrincipalExchanges">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type defining which principal exchanges occur for the stream.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element name="initialExchange" type="xsd:boolean">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A true/false flag to indicate whether there is an initial
exchange of principal on the effective date.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="finalExchange" type="xsd:boolean">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A true/false flag to indicate whether there is a final
exchange of principal on the termination date.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="intermediateExchange" type="xsd:boolean">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A true/false flag to indicate whether there are intermediate
or interim exchanges of principal during the term of the
swap.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
<xsd:attribute name="id" type="xsd:ID" use="optional"/>
</xsd:complexType>
The base type which all FpML products extend.
productType (zero or more occurrences; of the type ProductType)
productId (zero or more occurrences; of the type ProductId)
Attribute: id (xsd:ID)
<xsd:complexType name="Product" abstract="true">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The base type which all FpML products extend.
</xsd:documentation>
</xsd:annotation>
<xsd:group ref="Product.model"/>
<xsd:attribute name="id" type="xsd:ID"/>
</xsd:complexType>
Inherited element(s): (This definition inherits the content defined by the type xsd:normalizedString)
Attribute: productIdScheme (xsd:anyURI)
<xsd:complexType name="ProductId">
<xsd:simpleContent>
<xsd:extension base="xsd:normalizedString">
<xsd:attribute name="productIdScheme" type="xsd:anyURI"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
Reference to a full FpML product.
Inherited element(s): (This definition inherits the content defined by the type Reference)
<xsd:complexType name="ProductReference">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Reference to a full FpML product.
</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="Reference"/>
</xsd:complexContent>
</xsd:complexType>
Inherited element(s): (This definition inherits the content defined by the type xsd:normalizedString)
Attribute: productTypeScheme (xsd:anyURI)
<xsd:complexType name="ProductType">
<xsd:simpleContent>
<xsd:extension base="xsd:normalizedString">
<xsd:attribute name="productTypeScheme" type="xsd:anyURI" default="http://www.fpml.org/coding-scheme/product-type-simple-1-0"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
A type that describes the composition of a rate that has been quoted or is to be quoted. This includes the two currencies and the quotation relationship between the two currencies and is used as a building block throughout the FX specification.
currency1 (exactly one occurrence; of the type Currency)
currency2 (exactly one occurrence; of the type Currency)
quoteBasis (exactly one occurrence; of the type QuoteBasisEnum)
<xsd:complexType name="QuotedCurrencyPair">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type that describes the composition of a rate that has been
quoted or is to be quoted. This includes the two currencies and
the quotation relationship between the two currencies and is used
as a building block throughout the FX specification.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element name="currency1" type="Currency">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The first currency specified when a pair of currencies is to
be evaluated.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="currency2" type="Currency">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The second currency specified when a pair of currencies is to
be evaluated.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="quoteBasis" type="QuoteBasisEnum">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The method by which the exchange rate is quoted.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:complexType>
The abstract base class for all types which define interest rate streams.
Attribute: id (xsd:ID)
<xsd:complexType name="Rate" abstract="true">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The abstract base class for all types which define interest rate
streams.
</xsd:documentation>
</xsd:annotation>
<xsd:attribute name="id" type="xsd:ID"/>
</xsd:complexType>
A type defining parameters associated with an individual observation or fixing. This type forms part of the cashflow representation of a stream.
resetDate (zero or one occurrence; of the type xsd:date)
adjustedFixingDate (zero or one occurrence; of the type xsd:date)
observedRate (zero or one occurrence; of the type xsd:decimal)
treatedRate (zero or one occurrence; of the type xsd:decimal)
observationWeight (exactly one occurrence; of the type xsd:positiveInteger)
rateReference (zero or one occurrence; of the type RateReference)
forecastRate (zero or one occurrence; of the type xsd:decimal)
treatedForecastRate (zero or one occurrence; of the type xsd:decimal)
fallback (zero or one occurrence; of the type FallbackRateObservation)
Attribute: id (xsd:ID)
<xsd:complexType name="RateObservation">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type defining parameters associated with an individual
observation or fixing. This type forms part of the cashflow
representation of a stream.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element name="resetDate" type="xsd:date" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The reset date.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="adjustedFixingDate" type="xsd:date" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The adjusted fixing date, i.e. the actual date the rate is
observed. The date should already be adjusted for any
applicable business day convention.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="observedRate" type="xsd:decimal" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The actual observed rate before any required rate treatment
is applied, e.g. before converting a rate quoted on a
discount basis to an equivalent yield. An observed rate of 5%
would be represented as 0.05.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="treatedRate" type="xsd:decimal" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The observed rate after any required rate treatment is
applied. A treated rate of 5% would be represented as 0.05.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="observationWeight" type="xsd:positiveInteger">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The number of days weighting to be associated with the rate
observation, i.e. the number of days such rate is in effect.
This is applicable in the case of a weighted average method
of calculation where more than one reset date is established
for a single calculation period.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="rateReference" type="RateReference" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A pointer style reference to a floating rate component
defined as part of a stub calculation period amount
component. It is only required when it is necessary to
distinguish two rate observations for the same fixing date
which could occur when linear interpolation of two different
rates occurs for a stub calculation period.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="forecastRate" type="xsd:decimal" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The value representing the forecast rate used to calculate
the forecast future value of the accrual period.A value of 1%
should be represented as 0.01
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="treatedForecastRate" type="xsd:decimal" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The value representing the forecast rate after applying rate
treatment rules. A value of 1% should be represented as 0.01
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="fallback" type="FallbackRateObservation" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Observation Parameters for IBOR fallback rates. These allow
recording information about how the fallback rate was
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
<xsd:attribute name="id" type="xsd:ID"/>
</xsd:complexType>
Reference to any rate (floating, inflation) derived from the abstract Rate component.
Inherited element(s): (This definition inherits the content defined by the type Reference)
<xsd:complexType name="RateReference">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Reference to any rate (floating, inflation) derived from the
abstract Rate component.
</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="Reference"/>
</xsd:complexContent>
</xsd:complexType>
Inherited element(s): (This definition inherits the content defined by the type xsd:normalizedString)
Attribute: rateSourcePageScheme (xsd:anyURI)
<xsd:complexType name="RateSourcePage">
<xsd:simpleContent>
<xsd:extension base="xsd:normalizedString">
<xsd:attribute name="rateSourcePageScheme" type="xsd:anyURI"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
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 is defined.
Attribute: href (xsd:IDREF) - required
<xsd:complexType name="Reference" abstract="true">
<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 is defined.
</xsd:documentation>
</xsd:annotation>
<xsd:attribute name="href" type="xsd:IDREF" use="required"/>
</xsd:complexType>
Specifies the reference amount using a scheme.
Inherited element(s): (This definition inherits the content defined by the type xsd:normalizedString)
Attribute: referenceAmountScheme (xsd:anyURI)
<xsd:complexType name="ReferenceAmount">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies the reference amount using a scheme.
</xsd:documentation>
</xsd:annotation>
<xsd:simpleContent>
<xsd:extension base="xsd:normalizedString">
<xsd:attribute name="referenceAmountScheme" type="xsd:anyURI"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
A type to describe an institution (party) identified by means of a coding scheme and an optional name.
referenceBankId (exactly one occurrence; of the type ReferenceBankId)
referenceBankName (zero or one occurrence; of the type xsd:string)
<xsd:complexType name="ReferenceBank">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type to describe an institution (party) identified by means of
a coding scheme and an optional name.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element name="referenceBankId" type="ReferenceBankId">
<xsd:annotation>
<xsd:documentation xml:lang="en">
An institution (party) identifier, e.g. a bank identifier
code (BIC).
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="referenceBankName" type="xsd:string" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The name of the institution (party). A free format string.
FpML does not define usage rules for the element.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:complexType>
Inherited element(s): (This definition inherits the content defined by the type xsd:normalizedString)
Attribute: referenceBankIdScheme (xsd:anyURI)
<xsd:complexType name="ReferenceBankId">
<xsd:simpleContent>
<xsd:extension base="xsd:normalizedString">
<xsd:attribute name="referenceBankIdScheme" type="xsd:anyURI"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
A type defining a date (referred to as the derived date) as a relative offset from another date (referred to as the anchor date). If the anchor date is itself an adjustable date then the offset is assumed to be calculated from the adjusted anchor date. A number of different scenarios can be supported, namely; 1) the derived date my simply be a number of calendar periods (days, weeks, months or years) preceding or following the anchor date; 2) the unadjusted derived date may be a number of calendar periods(days, weeks, months or years) preceding or following the anchor date with the resulting unadjusted derived date subject to adjustment in accordance with a specified business day convention, i.e. the derived date must fall on a good business day; 3) the derived date may be a number of business days preceding or following the anchor date. Note that the businessDayConvention specifies any required adjustment to the unadjusted derived date. A negative or positive value in the periodMultiplier indicates whether the unadjusted derived precedes or follows the anchor date. The businessDayConvention should contain a value NONE if the day type element contains a value of Business (since specifying a negative or positive business days offset would already guarantee that the derived date would fall on a good business day in the specified business centers).
Inherited element(s): (This definition inherits the content defined by the type Offset)
businessDayConvention (exactly one occurrence; of the type BusinessDayConventionEnum)
businessCentersReference (exactly one occurrence; of the type BusinessCentersReference)
Or
businessCenters (exactly one occurrence; of the type BusinessCenters)
dateRelativeTo (exactly one occurrence; of the type DateReference)
<xsd:complexType name="RelativeDateOffset">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type defining a date (referred to as the derived date) as a
relative offset from another date (referred to as the anchor
date). If the anchor date is itself an adjustable date then the
offset is assumed to be calculated from the adjusted anchor date.
A number of different scenarios can be supported, namely; 1) the
derived date my simply be a number of calendar periods (days,
weeks, months or years) preceding or following the anchor date;
2) the unadjusted derived date may be a number of calendar
periods(days, weeks, months or years) preceding or following the
anchor date with the resulting unadjusted derived date subject to
adjustment in accordance with a specified business day
convention, i.e. the derived date must fall on a good business
day; 3) the derived date may be a number of business days
preceding or following the anchor date. Note that the
businessDayConvention specifies any required adjustment to the
unadjusted derived date. A negative or positive value in the
periodMultiplier indicates whether the unadjusted derived
precedes or follows the anchor date. The businessDayConvention
should contain a value NONE if the day type element contains a
value of Business (since specifying a negative or positive
business days offset would already guarantee that the derived
date would fall on a good business day in the specified business
centers).
</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="Offset">
<xsd:sequence>
<xsd:element name="businessDayConvention" type="BusinessDayConventionEnum">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The convention for adjusting a date if it would otherwise
fall on a day that is not a business day.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:group ref="BusinessCentersOrReference.model" minOccurs="0"/>
<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:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
A type describing a set of dates defined as relative to another set of dates.
Inherited element(s): (This definition inherits the content defined by the type RelativeDateOffset)
periodSkip (zero or one occurrence; of the type xsd:positiveInteger)
scheduleBounds (zero or one occurrence; of the type DateRange)
<xsd:complexType name="RelativeDates">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type describing a set of dates defined as relative to another
set of dates.
</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="RelativeDateOffset">
<xsd:sequence>
<xsd:element name="periodSkip" type="xsd:positiveInteger" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The number of periods in the referenced date schedule
that are between each date in the relative date schedule.
Thus a skip of 2 would mean that dates are relative to
every second date in the referenced schedule. If present
this should have a value greater than 1.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="scheduleBounds" type="DateRange" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The first and last dates of a schedule. This can be used
to restrict the range of values in a reference series of
dates.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
A type describing a date when this date is defined in reference to another date through one or several date offsets.
dateRelativeTo (exactly one occurrence; of the type DateReference)
dateOffset (one or more occurrences; of the type DateOffset)
businessCentersReference (exactly one occurrence; of the type BusinessCentersReference)
Or
businessCenters (exactly one occurrence; of the type BusinessCenters)
<xsd:complexType name="RelativeDateSequence">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type describing a date when this date is defined in reference
to another date through one or several date offsets.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<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="dateOffset" type="DateOffset" maxOccurs="unbounded"/>
<xsd:group ref="BusinessCentersOrReference.model" minOccurs="0"/>
</xsd:sequence>
</xsd:complexType>
A date with a required identifier which can be referenced elsewhere.
Inherited element(s): (This definition inherits the content defined by the type xsd:date)
Attribute: id (xsd:ID) - required
<xsd:complexType name="RequiredIdentifierDate">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A date with a required identifier which can be referenced
elsewhere.
</xsd:documentation>
</xsd:annotation>
<xsd:simpleContent>
<xsd:extension base="xsd:date">
<xsd:attribute name="id" type="xsd:ID" use="required"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
A type defining the reset frequency. In the case of a weekly reset, also specifies the day of the week that the reset occurs. If the reset frequency is greater than the calculation period frequency the this implies that more or more reset dates is established for each calculation period and some form of rate averaginhg is applicable. The specific averaging method of calculation is specified in FloatingRateCalculation.
Inherited element(s): (This definition inherits the content defined by the type Interval)
weeklyRollConvention (zero or one occurrence; of the type WeeklyRollConventionEnum)
<xsd:complexType name="ResetFrequency">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type defining the reset frequency. In the case of a weekly
reset, also specifies the day of the week that the reset occurs.
If the reset frequency is greater than the calculation period
frequency the this implies that more or more reset dates is
established for each calculation period and some form of rate
averaginhg is applicable. The specific averaging method of
calculation is specified in FloatingRateCalculation.
</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="Interval">
<xsd:sequence>
<xsd:element name="weeklyRollConvention" type="WeeklyRollConventionEnum" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The day of the week on which a weekly reset date occurs.
This element must be included if the reset frequency is
defined as weekly and not otherwise.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
A type defining a rounding direction and precision to be used in the rounding of a rate.
roundingDirection (exactly one occurrence; of the type RoundingDirectionEnum)
precision (exactly one occurrence; of the type xsd:nonNegativeInteger)
<xsd:complexType name="Rounding">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type defining a rounding direction and precision to be used in
the rounding of a rate.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element name="roundingDirection" type="RoundingDirectionEnum">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies the rounding direction.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="precision" type="xsd:nonNegativeInteger">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies the rounding precision in terms of a number of
decimal places. Note how a percentage rate rounding of 5
decimal places is expressed as a rounding precision of 7 in
the FpML document since the percentage is expressed as a
decimal, e.g. 9.876543% (or 0.09876543) being rounded to the
nearest 5 decimal places is 9.87654% (or 0.0987654).
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:complexType>
A type that provides three alternative ways of identifying a party involved in the routing of a payment. The identification may use payment system identifiers only; actual name, address and other reference information; or a combination of both.
routingIds (exactly one occurrence; of the type RoutingIds)
Or
routingExplicitDetails (exactly one occurrence; of the type RoutingExplicitDetails)
Or
routingIdsAndExplicitDetails (exactly one occurrence; of the type RoutingIdsAndExplicitDetails)
<xsd:complexType name="Routing">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type that provides three alternative ways of identifying a
party involved in the routing of a payment. The identification
may use payment system identifiers only; actual name, address and
other reference information; or a combination of both.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:choice>
<xsd:element name="routingIds" type="RoutingIds">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A set of unique identifiers for a party, eachone
identifying the party within a payment system. The
assumption is that each party will not have more than one
identifier within the same payment system.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="routingExplicitDetails" type="RoutingExplicitDetails">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A set of details that is used to identify a party involved
in the routing of a payment when the party does not have a
code that identifies it within one of the recognized
payment systems.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="routingIdsAndExplicitDetails" type="RoutingIdsAndExplicitDetails">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A combination of coded payment system identifiers and
details for physical addressing for a party involved in the
routing of a payment.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:choice>
</xsd:sequence>
</xsd:complexType>
A type that models name, address and supplementary textual information for the purposes of identifying a party involved in the routing of a payment.
routingName (exactly one occurrence; of the type xsd:string)
routingAddress (zero or one occurrence; of the type Address)
routingAccountNumber (zero or one occurrence; of the type xsd:string)
routingReferenceText (zero or more occurrences; of the type xsd:string)
<xsd:complexType name="RoutingExplicitDetails">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type that models name, address and supplementary textual
information for the purposes of identifying a party involved in
the routing of a payment.
</xsd:documentation>
</xsd:annotation>
<xsd:group ref="RoutingExplicitDetails.model"/>
</xsd:complexType>
Inherited element(s): (This definition inherits the content defined by the type xsd:normalizedString)
Attribute: routingIdCodeScheme (xsd:anyURI)
<xsd:complexType name="RoutingId">
<xsd:simpleContent>
<xsd:extension base="xsd:normalizedString">
<xsd:attribute name="routingIdCodeScheme" type="xsd:anyURI" default="http://www.fpml.org/ext/iso9362"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
A type that provides for identifying a party involved in the routing of a payment by means of one or more standard identification codes. For example, both a SWIFT BIC code and a national bank identifier may be required.
routingId (one or more occurrences; of the type RoutingId)
<xsd:complexType name="RoutingIds">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type that provides for identifying a party involved in the
routing of a payment by means of one or more standard
identification codes. For example, both a SWIFT BIC code and a
national bank identifier may be required.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element name="routingId" type="RoutingId" maxOccurs="unbounded">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A unique identifier for party that is a participant in a
recognized payment system.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:complexType>
A type that provides a combination of payment system identification codes with physical postal address details, for the purposes of identifying a party involved in the routing of a payment.
routingIds (one or more occurrences; of the type RoutingIds)
routingName (exactly one occurrence; of the type xsd:string)
routingAddress (zero or one occurrence; of the type Address)
routingAccountNumber (zero or one occurrence; of the type xsd:string)
routingReferenceText (zero or more occurrences; of the type xsd:string)
<xsd:complexType name="RoutingIdsAndExplicitDetails">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type that provides a combination of payment system
identification codes with physical postal address details, for
the purposes of identifying a party involved in the routing of a
payment.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element name="routingIds" type="RoutingIds" maxOccurs="unbounded">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A set of unique identifiers for a party, eachone identifying
the party within a payment system. The assumption is that
each party will not have more than one identifier within the
same payment system.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:group ref="RoutingExplicitDetails.model"/>
</xsd:sequence>
</xsd:complexType>
A type defining a schedule of rates or amounts in terms of an initial value and then a series of step date and value pairs. On each step date the rate or amount changes to the new step value. The series of step date and value pairs are optional. If not specified, this implies that the initial value remains unchanged over time.
initialValue (exactly one occurrence; of the type xsd:decimal)
step (zero or more occurrences; of the type Step)
Attribute: id (xsd:ID)
<xsd:complexType name="Schedule">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type defining a schedule of rates or amounts in terms of an
initial value and then a series of step date and value pairs. On
each step date the rate or amount changes to the new step value.
The series of step date and value pairs are optional. If not
specified, this implies that the initial value remains unchanged
over time.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element name="initialValue" type="xsd:decimal">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The initial rate or amount, as the case may be. An initial
rate of 5% would be represented as 0.05.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="step" type="Step" minOccurs="0" maxOccurs="unbounded">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The schedule of step date and value pairs. On each step date
the associated step value becomes effective A list of steps
may be ordered in the document by ascending step date. An
FpML document containing an unordered list of steps is still
regarded as a conformant document.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
<xsd:attribute name="id" type="xsd:ID"/>
</xsd:complexType>
Reference to a schedule of rates or amounts.
Inherited element(s): (This definition inherits the content defined by the type Reference)
<xsd:complexType name="ScheduleReference">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Reference to a schedule of rates or amounts.
</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="Reference"/>
</xsd:complexContent>
</xsd:complexType>
A type that represents the choice of methods for settling a potential currency payment resulting from a trade: by means of a standard settlement instruction, by netting it out with other payments, or with an explicit settlement instruction.
standardSettlementStyle (exactly one occurrence; of the type StandardSettlementStyleEnum)
Or
settlementInstruction (exactly one occurrence; of the type SettlementInstruction)
<xsd:complexType name="SettlementInformation">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type that represents the choice of methods for settling a
potential currency payment resulting from a trade: by means of a
standard settlement instruction, by netting it out with other
payments, or with an explicit settlement instruction.
</xsd:documentation>
</xsd:annotation>
<xsd:choice>
<xsd:element name="standardSettlementStyle" type="StandardSettlementStyleEnum">
<xsd:annotation>
<xsd:documentation xml:lang="en">
An optional element used to describe how a trade will settle.
This defines a scheme and is used for identifying trades that
are identified as settling standard and/or flagged for
settlement netting.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="settlementInstruction" type="SettlementInstruction">
<xsd:annotation>
<xsd:documentation xml:lang="en">
An explicit specification of how a currency payment is to be
made, when the payment is not netted and the route is other
than the recipient's standard settlement instruction.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:choice>
</xsd:complexType>
A type that models a complete instruction for settling a currency payment, including the settlement method to be used, the correspondent bank, any intermediary banks and the ultimate beneficary.
settlementMethod (zero or one occurrence; of the type SettlementMethod)
correspondentInformation (zero or one occurrence; of the type CorrespondentInformation)
intermediaryInformation (zero or more occurrences; of the type IntermediaryInformation)
beneficiaryBank (zero or one occurrence; of the type Beneficiary)
beneficiary (exactly one occurrence; of the type Beneficiary)
depositoryPartyReference (zero or one occurrence; of the type PartyReference)
splitSettlement (zero or more occurrences; of the type SplitSettlement)
<xsd:complexType name="SettlementInstruction">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type that models a complete instruction for settling a currency
payment, including the settlement method to be used, the
correspondent bank, any intermediary banks and the ultimate
beneficary.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element name="settlementMethod" type="SettlementMethod" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The mechanism by which settlement is to be made. The scheme
of domain values will include standard mechanisms such as
CLS, Fedwire, Chips ABA, Chips UID, SWIFT, CHAPS and DDA.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="correspondentInformation" type="CorrespondentInformation" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The information required to identify the correspondent bank
that will make delivery of the funds on the paying bank's
behalf in the country where the payment is to be made
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="intermediaryInformation" type="IntermediaryInformation" minOccurs="0" maxOccurs="unbounded">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Information to identify an intermediary through which payment
will be made by the correspondent bank to the ultimate
beneficiary of the funds.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="beneficiaryBank" type="Beneficiary" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The bank that acts for the ultimate beneficiary of the funds
in receiving payments.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="beneficiary" type="Beneficiary">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The ultimate beneficiary of the funds. The beneficiary can be
identified either by an account at the beneficiaryBank (qv)
or by explicit routingInformation. This element provides for
the latter.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="depositoryPartyReference" type="PartyReference" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Reference to the depository of the settlement.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="splitSettlement" type="SplitSettlement" minOccurs="0" maxOccurs="unbounded">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The set of individual payments that are to be made when a
currency payment settling a trade needs to be split between a
number of ultimate beneficiaries. Each split payment may need
to have its own routing information.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:complexType>
Inherited element(s): (This definition inherits the content defined by the type xsd:normalizedString)
Attribute: settlementMethodScheme (xsd:anyURI)
<xsd:complexType name="SettlementMethod">
<xsd:simpleContent>
<xsd:extension base="xsd:normalizedString">
<xsd:attribute name="settlementMethodScheme" type="xsd:anyURI" default="http://www.fpml.org/coding-scheme/settlement-method-1-0"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
The source from which the settlement price is to be obtained, e.g. a Reuters page, Prezzo di Riferimento, etc.
Inherited element(s): (This definition inherits the content defined by the type xsd:normalizedString)
Attribute: settlementPriceSourceScheme (xsd:anyURI)
<xsd:complexType name="SettlementPriceSource">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The source from which the settlement price is to be obtained,
e.g. a Reuters page, Prezzo di Riferimento, etc.
</xsd:documentation>
<xsd:documentation xml:lang="de">
Quelle für den Abrechnungspreis (z.B. eine Reuters-Seite, Prezzo
di Riferimento, usw.).
</xsd:documentation>
</xsd:annotation>
<xsd:simpleContent>
<xsd:extension base="xsd:normalizedString">
<xsd:attribute name="settlementPriceSourceScheme" type="xsd:anyURI" default="http://www.fpml.org/coding-scheme/settlement-price-source-1-0"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
A type describing the method for obtaining a settlement rate.
informationSource (exactly one occurrence; of the type InformationSource)
Or
cashSettlementReferenceBanks (exactly one occurrence; of the type CashSettlementReferenceBanks)
<xsd:complexType name="SettlementRateSource">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type describing the method for obtaining a settlement rate.
</xsd:documentation>
</xsd:annotation>
<xsd:choice>
<xsd:element name="informationSource" type="InformationSource">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The information source where a published or displayed market
rate will be obtained, e.g. Telerate Page 3750.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="cashSettlementReferenceBanks" type="CashSettlementReferenceBanks">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A container for a set of reference institutions. These
reference institutions may be called upon to provide rate
quotations as part of the method to determine the applicable
cash settlement amount. If institutions are not specified, it
is assumed that reference institutions will be agreed between
the parties on the exercise date, or in the case of swap
transaction to which mandatory early termination is
applicable, the cash settlement valuation date.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:choice>
</xsd:complexType>
TBA
Inherited element(s): (This definition inherits the content defined by the type Exercise)
commencementDate (exactly one occurrence; of the type AdjustableOrRelativeDate)
expirationDate (exactly one occurrence; of the type AdjustableOrRelativeDate)
latestExerciseTime (zero or one occurrence; of the type BusinessCenterTime)
<xsd:complexType name="SharedAmericanExercise">
<xsd:annotation>
<xsd:documentation xml:lang="en">
TBA
</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="Exercise">
<xsd:sequence>
<xsd:element name="commencementDate" type="AdjustableOrRelativeDate">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The first day of the exercise period for an American
style option.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="expirationDate" type="AdjustableOrRelativeDate">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The last day within an exercise period for an American
style option. For a European style option it is the only
day within the exercise period.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="latestExerciseTime" type="BusinessCenterTime" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
For a Bermuda or American style option, the latest time
on an exercise business day (excluding the expiration
date) within the exercise period that notice can be given
by the buyer to the seller or seller's agent. Notice of
exercise given after this time will be deemed to have
been given on the next exercise business day.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
A type that supports the division of a gross settlement amount into a number of split settlements, each requiring its own settlement instruction.
splitSettlementAmount (exactly one occurrence; of the type Money)
beneficiaryBank (zero or one occurrence; of the type Routing)
beneficiary (exactly one occurrence; of the type Routing)
<xsd:complexType name="SplitSettlement">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type that supports the division of a gross settlement amount
into a number of split settlements, each requiring its own
settlement instruction.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element name="splitSettlementAmount" type="Money">
<xsd:annotation>
<xsd:documentation xml:lang="en">
One of the monetary amounts in a split settlement payment.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="beneficiaryBank" type="Routing" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The bank that acts for the ultimate beneficiary of the funds
in receiving payments.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="beneficiary" type="Routing">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The ultimate beneficiary of the funds. The beneficiary can be
identified either by an account at the beneficiaryBank (qv)
or by explicit routingInformation. This element provides for
the latter.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:complexType>
Adds an optional spread type element to the Schedule to identify a long or short spread value.
Inherited element(s): (This definition inherits the content defined by the type Schedule)
type (zero or one occurrence; of the type SpreadScheduleType)
<xsd:complexType name="SpreadSchedule">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Adds an optional spread type element to the Schedule to identify
a long or short spread value.
</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="Schedule">
<xsd:sequence>
<xsd:element name="type" type="SpreadScheduleType" minOccurs="0"/>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
Provides a reference to a spread schedule.
Inherited element(s): (This definition inherits the content defined by the type Reference)
<xsd:complexType name="SpreadScheduleReference">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Provides a reference to a spread schedule.
</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="Reference"/>
</xsd:complexContent>
</xsd:complexType>
Defines a Spread Type Scheme to identify a long or short spread value.
Inherited element(s): (This definition inherits the content defined by the type xsd:normalizedString)
Attribute: spreadScheduleTypeScheme (xsd:anyURI)
<xsd:complexType name="SpreadScheduleType">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Defines a Spread Type Scheme to identify a long or short spread
value.
</xsd:documentation>
</xsd:annotation>
<xsd:simpleContent>
<xsd:extension base="xsd:normalizedString">
<xsd:attribute name="spreadScheduleTypeScheme" type="xsd:anyURI" default="http://www.fpml.org/coding-scheme/spread-schedule-type-1-0"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
A type defining a step date and step value pair. This step definitions are used to define varying rate or amount schedules, e.g. a notional amortization or a step-up coupon schedule.
stepDate (exactly one occurrence; of the type xsd:date)
stepValue (exactly one occurrence; of the type xsd:decimal)
Attribute: id (xsd:ID)
<xsd:complexType name="Step">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type defining a step date and step value pair. This step
definitions are used to define varying rate or amount schedules,
e.g. a notional amortization or a step-up coupon schedule.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element name="stepDate" type="xsd:date">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The date on which the associated stepValue becomes effective.
This day may be subject to adjustment in accordance with a
business day convention.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="stepValue" type="xsd:decimal">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The rate or amount which becomes effective on the associated
stepDate. A rate of 5% would be represented as 0.05.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
<xsd:attribute name="id" type="xsd:ID"/>
</xsd:complexType>
A type that describes the set of street and building number information that identifies a postal address within a city.
streetLine (one or more occurrences; of the type xsd:string)
<xsd:complexType name="StreetAddress">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type that describes the set of street and building number
information that identifies a postal address within a city.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element name="streetLine" type="xsd:string" maxOccurs="unbounded">
<xsd:annotation>
<xsd:documentation xml:lang="en">
An individual line of street and building number information,
forming part of a postal address.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:complexType>
A type describing a single cap or floor rate.
strikeRate (exactly one occurrence; of the type xsd:decimal)
buyer (zero or one occurrence; of the type IdentifiedPayerReceiver)
seller (zero or one occurrence; of the type IdentifiedPayerReceiver)
Attribute: id (xsd:ID)
<xsd:complexType name="Strike">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type describing a single cap or floor rate.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element name="strikeRate" type="xsd:decimal">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The rate for a cap or floor.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="buyer" type="IdentifiedPayerReceiver" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The buyer of the option
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="seller" type="IdentifiedPayerReceiver" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The party that has sold.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
<xsd:attribute name="id" type="xsd:ID"/>
</xsd:complexType>
A type describing a schedule of cap or floor rates.
Inherited element(s): (This definition inherits the content defined by the type Schedule)
buyer (zero or one occurrence; of the type IdentifiedPayerReceiver)
seller (zero or one occurrence; of the type IdentifiedPayerReceiver)
<xsd:complexType name="StrikeSchedule">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type describing a schedule of cap or floor rates.
</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="Schedule">
<xsd:sequence>
<xsd:element name="buyer" type="IdentifiedPayerReceiver" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The buyer of the option
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="seller" type="IdentifiedPayerReceiver" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The party that has sold.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
A type defining how a stub calculation period amount is calculated. A single floating rate tenor different to that used for the regular part of the calculation periods schedule may be specified, or two floating rate tenors many be specified. If two floating rate tenors are specified then Linear Interpolation (in accordance with the 2000 ISDA Definitions, Section 8.3 Interpolation) is assumed to apply. Alternatively, an actual known stub rate or stub amount may be specified.
floatingRate (one or more occurrences; of the type StubFloatingRate)
Or
stubRate (exactly one occurrence; of the type xsd:decimal)
Or
stubAmount (exactly one occurrence; of the type Money)
stubStartDate (zero or one occurrence; of the type AdjustableOrRelativeDate)
stubEndDate (zero or one occurrence; of the type AdjustableOrRelativeDate)
<xsd:complexType name="Stub">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type defining how a stub calculation period amount is
calculated. A single floating rate tenor different to that used
for the regular part of the calculation periods schedule may be
specified, or two floating rate tenors many be specified. If two
floating rate tenors are specified then Linear Interpolation (in
accordance with the 2000 ISDA Definitions, Section 8.3
Interpolation) is assumed to apply. Alternatively, an actual
known stub rate or stub amount may be specified.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:choice>
<xsd:element name="floatingRate" type="StubFloatingRate" maxOccurs="unbounded">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The rates to be applied to the initial or final stub may be
the linear interpolation of two different rates. While the
majority of the time, the rate indices will be the same as
that specified in the stream and only the tenor itself will
be different, it is possible to specift two different
rates. For example, a 2 month stub period may use the
linear interpolation of a 1 month and 3 month rate. The
different rates would be specified in this component. Note
that a maximum of two rates can be specified. If a stub
period uses the same floating rate index, including tenor,
as the regular calculation periods then this should not be
specified again within this component, i.e. the stub
calculation period amount component may not need to be
specified even if there is an initial or final stub period.
If a stub period uses a different floating rate index
compared to the regular calculation periods then this
should be specified within this component. If specified
here, they are likely to have id attributes, allowing them
to be referenced from within the cashflows component.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="stubRate" type="xsd:decimal">
<xsd:annotation>
<xsd:documentation xml:lang="en">
An actual rate to apply for the initial or final stub
period may have been agreed between the principal parties
(in a similar way to how an initial rate may have been
agreed for the first regular period). If an actual stub
rate has been agreed then it would be included in this
component. It will be a per annum rate, expressed as a
decimal. A stub rate of 5% would be represented as 0.05.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="stubAmount" type="Money">
<xsd:annotation>
<xsd:documentation xml:lang="en">
An actual amount to apply for the initial or final stub
period may have been agreed between th two parties. If an
actual stub amount has been agreed then it would be
included in this component.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:choice>
<xsd:element name="stubStartDate" type="AdjustableOrRelativeDate" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Start date of stub period. This was created to support use of
the InterestRateStream within the Equity Derivative sphere,
and this element is not expected to be produced in the
representation of Interest Rate products.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="stubEndDate" type="AdjustableOrRelativeDate" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
End date of stub period. This was created to support use of
the InterestRateStream within the Equity Derivative sphere,
and this element is not expected to be produced in the
representation of Interest Rate products.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:complexType>
A type defining a floating rate.
Inherited element(s): (This definition inherits the content defined by the type Rate)
floatingRateIndex (exactly one occurrence; of the type FloatingRateIndex)
indexTenor (zero or one occurrence; of the type Interval)
fallbackRate (zero or one occurrence; of the type FallbackRate)
floatingRateMultiplierSchedule (zero or one occurrence; of the type Schedule)
spreadSchedule (zero or more occurrences; of the type SpreadSchedule)
rateTreatment (zero or one occurrence; of the type RateTreatmentEnum)
capRateSchedule (zero or more occurrences; of the type StrikeSchedule)
floorRateSchedule (zero or more occurrences; of the type StrikeSchedule)
<xsd:complexType name="StubFloatingRate">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type defining a floating rate.
</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="Rate">
<xsd:sequence>
<xsd:group ref="FloatingRateIndex.model"/>
<xsd:element name="fallbackRate" type="FallbackRate" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A fallback rate calculated using an averaging or
compounding formula to be used in case of the cessation
of the original term rate. This structure is provided to
allow an approximate representation to be created for
published fallback rates to allow operations such as
valuation, accrual calculation, and risk calculation.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:group ref="FloatingRate.model" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
DEPRECATED - These conditioning parameters should never
be applied to the stub rate, rather to the original rate.
They are retained for backward compatibility with
previous versions of the standard.
</xsd:documentation>
</xsd:annotation>
</xsd:group>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
clearedPhysicalSettlement (exactly one occurrence; of the type xsd:boolean)
mutuallyAgreedClearinghouse (zero or one occurrence; of the type MutuallyAgreedClearinghouse)
agreedDiscountRate (zero or one occurrence; of the type BenchmarkRate)
settlementRateSource (zero or one occurrence; of the type SettlementRateSource)
quotationRateType (zero or one occurrence; of the type QuotationRateTypeEnum)
<xsd:complexType name="SwaptionPhysicalSettlement">
<xsd:sequence>
<xsd:element name="clearedPhysicalSettlement" type="xsd:boolean">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies whether the swap resulting from physical settlement
of the swaption transaction will clear through a clearing
house. The meaning of Cleared Physical Settlement is defined
in the 2006 ISDA Definitions, Section 15.2 (published in
Supplement number 28).
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="mutuallyAgreedClearinghouse" type="MutuallyAgreedClearinghouse" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
This may be used to specify a "mutually-agreed clearinghouse"
for settlement.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="agreedDiscountRate" type="BenchmarkRate" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
This may be used to indicate the discount rate to be used for
cash collateral for cash settlement purposes.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="settlementRateSource" type="SettlementRateSource" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The method for obtaining a settlement rate. This may be from
some information source (e.g. Reuters) or from a set of
reference banks.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="quotationRateType" type="QuotationRateTypeEnum" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Which rate quote is to be observed, either Bid, Mid, Offer or
Exercising Party Pays. The meaning of Exercising Party Pays
is defined in the 2000 ISDA Definitions, Section 17.2.
Certain Definitions Relating to Cash Settlement, paragraph
(j)
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:complexType>
Reference to a valuation scenario.
Inherited element(s): (This definition inherits the content defined by the type Reference)
<xsd:complexType name="ValuationScenarioReference">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Reference to a valuation scenario.
</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="Reference"/>
</xsd:complexContent>
</xsd:complexType>
The parameters for defining the exercise period for an American style option together with any rules governing the notional amount of the underlying which can be exercised on any given exercise date and any associated exercise fees.
Element americanExercise is defined by the complex type AmericanExercise
<xsd:element name="americanExercise" type="AmericanExercise" substitutionGroup="exercise">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The parameters for defining the exercise period for an American
style option together with any rules governing the notional
amount of the underlying which can be exercised on any given
exercise date and any associated exercise fees.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
The parameters for defining the exercise period for a Bermuda style option together with any rules governing the notional amount of the underlying which can be exercised on any given exercise date and any associated exercise fees.
Element bermudaExercise is defined by the complex type BermudaExercise
<xsd:element name="bermudaExercise" type="BermudaExercise" substitutionGroup="exercise">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The parameters for defining the exercise period for a Bermuda
style option together with any rules governing the notional
amount of the underlying which can be exercised on any given
exercise date and any associated exercise fees.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
The parameters for defining the exercise period for a European style option together with any rules governing the notional amount of the underlying which can be exercised on any given exercise date and any associated exercise fees.
Element europeanExercise is defined by the complex type EuropeanExercise
<xsd:element name="europeanExercise" type="EuropeanExercise" substitutionGroup="exercise">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The parameters for defining the exercise period for a European
style option together with any rules governing the notional
amount of the underlying which can be exercised on any given
exercise date and any associated exercise fees.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
An placeholder for the actual option exercise definitions.
Element exercise is defined by the complex type Exercise
<xsd:element name="exercise" type="Exercise" abstract="true">
<xsd:annotation>
<xsd:documentation xml:lang="en">
An placeholder for the actual option exercise definitions.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
An abstract element used as a place holder for the substituting product elements.
Element product is defined by the complex type Product
<xsd:element name="product" type="Product" abstract="true">
<xsd:annotation>
<xsd:documentation xml:lang="en">
An abstract element used as a place holder for the substituting
product elements.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
businessCentersReference (exactly one occurrence; of the type BusinessCentersReference)
Or
businessCenters (exactly one occurrence; of the type BusinessCenters)
<xsd:group name="BusinessCentersOrReference.model">
<xsd:choice>
<xsd:element name="businessCentersReference" type="BusinessCentersReference">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A pointer style reference to a set of financial business
centers defined elsewhere in the document. This set of
business centers is used to determine whether a particular
day is a business day or not.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="businessCenters" type="BusinessCenters"/>
</xsd:choice>
</xsd:group>
buyerPartyReference (exactly one occurrence; of the type PartyOrTradeSideReference)
sellerPartyReference (exactly one occurrence; of the type PartyOrTradeSideReference)
<xsd:group name="BuyerSeller.model">
<xsd:sequence>
<xsd:element name="buyerPartyReference" type="PartyOrTradeSideReference">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A reference to the party that buys this instrument, ie. pays
for this instrument and receives the rights defined by it.
See 2000 ISDA definitions Article 11.1 (b). In the case of
FRAs this the fixed rate payer.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="sellerPartyReference" type="PartyOrTradeSideReference">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A reference to the party that sells ("writes") this
instrument, i.e. that grants the rights defined by this
instrument and in return receives a payment for it. See 2000
ISDA definitions Article 11.1 (a). In the case of FRAs this
is the floating rate payer.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:group>
Elements representing the rate treatment and conditioning parameters that can be applied to a floating rate, such as spreads, multipliers, rate treatments, rate rounding, etc.
floatingRateMultiplierSchedule (zero or one occurrence; of the type Schedule)
spreadSchedule (zero or more occurrences; of the type SpreadSchedule)
rateTreatment (zero or one occurrence; of the type RateTreatmentEnum)
capRateSchedule (zero or more occurrences; of the type StrikeSchedule)
floorRateSchedule (zero or more occurrences; of the type StrikeSchedule)
<xsd:group name="FloatingRate.model">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Elements representing the rate treatment and conditioning
parameters that can be applied to a floating rate, such as
spreads, multipliers, rate treatments, rate rounding, etc.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element name="floatingRateMultiplierSchedule" type="Schedule" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A rate multiplier or multiplier schedule to apply to the
floating rate. A multiplier schedule is expressed as explicit
multipliers and dates. In the case of a schedule, the step
dates may be subject to adjustment in accordance with any
adjustments specified in the
calculationPeriodDatesAdjustments. The multiplier can be a
positive or negative decimal. This element should only be
included if the multiplier is not equal to 1 (one) for the
term of the stream.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="spreadSchedule" type="SpreadSchedule" minOccurs="0" maxOccurs="unbounded">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The ISDA Spread or a Spread schedule expressed as explicit
spreads and dates. In the case of a schedule, the step dates
may be subject to adjustment in accordance with any
adjustments specified in calculationPeriodDatesAdjustments.
The spread is a per annum rate, expressed as a decimal. For
purposes of determining a calculation period amount, if
positive the spread will be added to the floating rate and if
negative the spread will be subtracted from the floating
rate. A positive 10 basis point (0.1%) spread would be
represented as 0.001.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="rateTreatment" type="RateTreatmentEnum" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The specification of any rate conversion which needs to be
applied to the observed rate before being used in any
calculations. The two common conversions are for securities
quoted on a bank discount basis which will need to be
converted to either a Money Market Yield or Bond Equivalent
Yield. See the Annex to the 2000 ISDA Definitions, Section
7.3. Certain General Definitions Relating to Floating Rate
Options, paragraphs (g) and (h) for definitions of these
terms.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="capRateSchedule" type="StrikeSchedule" minOccurs="0" maxOccurs="unbounded">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The cap rate or cap rate schedule, if any, which applies to
the floating rate. The cap rate (strike) is only required
where the floating rate on a swap stream is capped at a
certain level. A cap rate schedule is expressed as explicit
cap rates and dates and the step dates may be subject to
adjustment in accordance with any adjustments specified in
calculationPeriodDatesAdjustments. The cap rate is assumed to
be exclusive of any spread and is a per annum rate, expressed
as a decimal. A cap rate of 5% would be represented as 0.05.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="floorRateSchedule" type="StrikeSchedule" minOccurs="0" maxOccurs="unbounded">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The floor rate or floor rate schedule, if any, which applies
to the floating rate. The floor rate (strike) is only
required where the floating rate on a swap stream is floored
at a certain strike level. A floor rate schedule is expressed
as explicit floor rates and dates and the step dates may be
subject to adjustment in accordance with any adjustments
specified in calculationPeriodDatesAdjustments. The floor
rate is assumed to be exclusive of any spread and is a per
annum rate, expressed as a decimal. A floor rate of 5% would
be represented as 0.05.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:group>
Elements representing the daily calculated rate and fallback rate definitions.
initialRate (zero or one occurrence; of the type xsd:decimal)
finalRateRounding (zero or one occurrence; of the type Rounding)
averagingMethod (zero or one occurrence; of the type AveragingMethodEnum)
negativeInterestRateTreatment (zero or one occurrence; of the type NegativeInterestRateTreatmentEnum)
<xsd:group name="FloatingRateCalculation.model">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Elements representing the daily calculated rate and fallback rate
definitions.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element name="initialRate" type="xsd:decimal" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The initial floating rate reset agreed between the principal
parties involved in the trade. This is assumed to be the
first required reset rate for the first regular calculation
period. It should only be included when the rate is not equal
to the rate published on the source implied by the floating
rate index. An initial rate of 5% would be represented as
0.05.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="finalRateRounding" type="Rounding" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The rounding convention to apply to the final rate used in
determination of a calculation period amount.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="averagingMethod" type="AveragingMethodEnum" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
If averaging is applicable, this component specifies whether
a weighted or unweighted average method of calculation is to
be used. The component must only be included when averaging
applies.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="negativeInterestRateTreatment" type="NegativeInterestRateTreatmentEnum" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The specification of any provisions for calculating payment
obligations when a floating rate is negative (either due to a
quoted negative floating rate or by operation of a spread
that is subtracted from the floating rate).
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:group>
floatingRateIndex (exactly one occurrence; of the type FloatingRateIndex)
indexTenor (zero or one occurrence; of the type Interval)
<xsd:group name="FloatingRateIndex.model">
<xsd:sequence>
<xsd:element name="floatingRateIndex" type="FloatingRateIndex" minOccurs="1">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The ISDA Floating Rate Option, i.e. the name of the floating
rate.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="indexTenor" type="Interval" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The ISDA Designated Maturity, i.e. the tenor of the floating
rate.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:group>
Definitions of daily cap and floor rates for floating rate indexes.
observationCapRate (zero or one occurrence; of the type xsd:decimal)
observationFloorRate (zero or one occurrence; of the type xsd:decimal)
<xsd:group name="ObservationParameters.model">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Definitions of daily cap and floor rates for floating rate
indexes.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element name="observationCapRate" type="xsd:decimal" minOccurs="0">
<xsd:annotation>
<xsd:documentation>
A maximum rate for an rate observation; optionally applied
for daily averaged rates. These are described in the 2021
ISDA Definitions in Section 7.2.4
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="observationFloorRate" type="xsd:decimal" minOccurs="0">
<xsd:annotation>
<xsd:documentation>
A minimum rate for an rate observation; optionally applied
for daily averaged rates. These are described in the 2021
ISDA Definitions in Section 7.2.3
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:group>
payerPartyReference (exactly one occurrence; of the type PartyOrAccountReference)
receiverPartyReference (exactly one occurrence; of the type PartyOrAccountReference)
<xsd:group name="PayerReceiver.model">
<xsd:sequence>
<xsd:element name="payerPartyReference" type="PartyOrAccountReference">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A reference to the party responsible for making the payments
defined by this structure.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="receiverPartyReference" type="PartyOrAccountReference">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A reference to the party that receives the payments
corresponding to this structure.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:group>
productType (zero or more occurrences; of the type ProductType)
productId (zero or more occurrences; of the type ProductId)
<xsd:group name="Product.model">
<xsd:sequence>
<xsd:element name="productType" type="ProductType" minOccurs="0" maxOccurs="unbounded">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A classification of the type of product. FpML defines a
simple product categorization using a coding scheme.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="productId" type="ProductId" minOccurs="0" maxOccurs="unbounded">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A product reference identifier allocated by a party. FpML
does not define the domain values associated with this
element. Note that the domain values for this element are not
strictly an enumerated list.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:group>
routingName (exactly one occurrence; of the type xsd:string)
routingAddress (zero or one occurrence; of the type Address)
routingAccountNumber (zero or one occurrence; of the type xsd:string)
routingReferenceText (zero or more occurrences; of the type xsd:string)
<xsd:group name="RoutingExplicitDetails.model">
<xsd:sequence>
<xsd:element name="routingName" type="xsd:string">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A real name that is used to identify a party involved in the
routing of a payment.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="routingAddress" type="Address" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A physical postal address via which a payment can be routed.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="routingAccountNumber" type="xsd:string" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
An account number via which a payment can be routed.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="routingReferenceText" type="xsd:string" minOccurs="0" maxOccurs="unbounded">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A piece of free-format text used to assist the identification
of a party involved in the routing of a payment.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:group>
<xsd:schema targetNamespace="http://www.fpml.org/2005/FpML-4-2" elementFormDefault="qualified" attributeFormDefault="unqualified" version="$Revision: 14517 $">
<xsd:include schemaLocation="fpml-enum-4-2.xsd"/>
<xsd:simpleType name="HourMinuteTime">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type defining a time specified in hh:mm:ss format where the
second component must be '00', e.g. 11am would be represented
as 11:00:00.
</xsd:documentation>
</xsd:annotation>
<xsd:restriction base="xsd:time">
<xsd:pattern value="[0-2][0-9]:[0-5][0-9]:00"/>
</xsd:restriction>
</xsd:simpleType>
<xsd:simpleType name="RestrictedPercentage">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type defining a percentage specified as decimal from 0 to 1.
A percentage of 5% would be represented as 0.05.
</xsd:documentation>
</xsd:annotation>
<xsd:restriction base="xsd:decimal">
<xsd:minInclusive value="0"/>
<xsd:maxInclusive value="1"/>
</xsd:restriction>
</xsd:simpleType>
<xsd:complexType name="AccountReference">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Reference to an account.
</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="Reference"/>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="Address">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type that represents a physical postal address.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element name="streetAddress" type="StreetAddress" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The set of street and building number information that
identifies a postal address within a city.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="city" type="xsd:string" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The city component of a postal address.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="state" type="xsd:string" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A country subdivision used in postal addresses in some
countries. For example, US states, Canadian provinces,
Swiss cantons.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="country" type="Country" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The ISO 3166 standard code for the country within which the
postal address is located.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="postalCode" type="xsd:string" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The code, required for computerised mail sorting systems,
that is allocated to a physical address by a national
postal authority.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="AdjustableDate">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type for defining 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:sequence>
<xsd:element name="unadjustedDate" type="IdentifiedDate">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A date subject to adjustment.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="dateAdjustments" type="BusinessDayAdjustments">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The business day convention and financial business centers
used for adjusting the date if it would otherwise fall on a
day that is not a business date in the specified business
centers.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
<xsd:attribute name="id" type="xsd:ID"/>
</xsd:complexType>
<xsd:complexType name="AdjustableDate2">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type that is different from AdjustableDate in two regards.
First, date adjustments can be specified with either a
dateAdjustments element or a reference to an existing
dateAdjustments element. Second, it does not require the
specification of date adjustments.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element name="unadjustedDate" type="IdentifiedDate">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A date subject to adjustment.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:choice minOccurs="0">
<xsd:element name="dateAdjustments" type="BusinessDayAdjustments">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The business day convention and financial business
centers used for adjusting the date if it would otherwise
fall on a day that is not a business dat in the specified
business centers.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="dateAdjustmentsReference" type="BusinessDayAdjustmentsReference">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A pointer style reference to date adjustments defined
elsewhere in the document.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:choice>
</xsd:sequence>
<xsd:attribute name="id" type="xsd:ID"/>
</xsd:complexType>
<xsd:complexType name="AdjustableDates">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type for defining a series of dates that shall be subject to
adjustment if they would otherwise fall on a day that is not a
business day in the specified business centers, together with
the convention for adjusting the dates.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element name="unadjustedDate" type="IdentifiedDate" maxOccurs="unbounded">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A date subject to adjustment.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="dateAdjustments" type="BusinessDayAdjustments">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The business day convention and financial business centers
used for adjusting the date if it would otherwise fall on a
day that is not a business dat in the specified business
centers.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="AdjustableOrRelativeDate">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type giving the choice between defining a date as an explicit
date together with applicable adjustments or as relative to
some other (anchor) date.
</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="relativeDate" type="RelativeDateOffset">
<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:choice>
<xsd:attribute name="id" type="xsd:ID"/>
</xsd:complexType>
<xsd:complexType name="AdjustableOrRelativeDates">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type giving the choice between defining a series of dates as
an explicit list of dates together with applicable adjustments
or as relative to some other series of (anchor) dates.
</xsd:documentation>
</xsd:annotation>
<xsd:choice>
<xsd:element name="adjustableDates" type="AdjustableDates">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A series of dates that shall be subject to adjustment if
they 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="relativeDates" type="RelativeDates">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A series of dates specified as some offset to another
series of dates (the anchor dates).
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:choice>
<xsd:attribute name="id" type="xsd:ID"/>
</xsd:complexType>
<xsd:complexType name="AdjustableRelativeOrPeriodicDates">
<xsd:choice>
<xsd:element name="adjustableDates" type="AdjustableDates">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A series of dates that shall be subject to adjustment if
they 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 series of dates specified as some offset to other dates
(the anchor dates) which can
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="periodicDates" type="PeriodicDates"/>
</xsd:choice>
<xsd:attribute name="id" type="xsd:ID"/>
</xsd:complexType>
<xsd:complexType name="AdjustedRelativeDateOffset">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type defining a date (referred to as the derived date) as a
relative offset from another date (referred to as the anchor
date) plus optional date adjustments.
</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="RelativeDateOffset">
<xsd:sequence>
<xsd:element name="relativeDateAdjustments" type="BusinessDayAdjustments" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The business day convention and financial business
centers used for adjusting the relative date if it
would otherwise fall on a day that is not a business
date in the specified business centers.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="AmericanExercise">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type defining the exercise period for an American style
option together with any rules governing the notional amount of
the underlying which can be exercised on any given exercise
date and any associated exercise fees.
</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="Exercise">
<xsd:sequence>
<xsd:element name="commencementDate" type="AdjustableOrRelativeDate">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The first day of the exercise period for an American
style option.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="expirationDate" type="AdjustableOrRelativeDate">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The last day within an exercise period for an American
style option. For a European style option it is the
only day within the exercise period.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="relevantUnderlyingDate" type="AdjustableOrRelativeDates" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The daye on the underlying set by the exercise of an
option. What this date is depends on the option (e.g.
in a swaption it is the effective date, in an
extendible/cancelable provision it is the termination
date).
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="earliestExerciseTime" type="BusinessCenterTime">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The earliest time at which notice of exercise can be
given by the buyer to the seller (or seller's agent) i)
on the expriation date, in the case of a European style
option, (ii) on each bermuda option exercise date and
the expiration date, in the case of a Bermuda style
option the commencement date to, and including, the
expiration date , in the case of an American option.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="latestExerciseTime" type="BusinessCenterTime" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
For a Bermuda or American style option, the latest time
on an exercise business day (excluding the expiration
date) within the exercise period that notice can be
given by the buyer to the seller or seller's agent.
Notice of exercise given after this time will be deemed
to have been given on the next exercise business day.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="expirationTime" type="BusinessCenterTime">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The latest time for exercise on expirationDate.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="multipleExercise" type="MultipleExercise" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
As defined in the 2000 ISDA Definitions, Section 12.4.
Multiple Exercise, the buyer of the option has the
right to exercise all or less than all the unexercised
notional amount of the underlying swap on one or more
days in the exercise period, but on any such day may
not exercise less than the minimum notional amount or
more that the maximum notional amount, and if an
integral multiple amount is specified, the notional
amount exercised must be equal to, or be an intergral
multiple of, the integral multiple amount.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="exerciseFeeSchedule" type="ExerciseFeeSchedule" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The fees associated with an exercise date. The fees are
conditional on the exercise occuring. The fees can be
specified as actual currency amounts or as percentages
of the notional amount being exercised.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="AmountReference">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies a reference to a monetary amount.
</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="Reference"/>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="AmountSchedule">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type defining a currency amount or a currency amount
schedule.
</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="Schedule">
<xsd:sequence>
<xsd:element name="currency" type="Currency">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The currency in which an amount is denominated.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="AssetReference">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Reference to an underlying asset.
</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="Reference"/>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="AutomaticExercise">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type to define automatic exercise of a swaption. With
automatic exercise the option is deemed to have exercised if it
is in the money by more than the threshold amount on the
exercise date.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element name="thresholdRate" type="xsd:decimal">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A threshold rate. The threshold of 0.10% would be
represented as 0.001
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="BenchmarkRate">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The data type used for a benchmark rate (e.g. agreed discount
rate or collateral interest rate).
</xsd:documentation>
</xsd:annotation>
<xsd:simpleContent>
<xsd:extension base="xsd:normalizedString">
<xsd:attribute name="benchmarkRateScheme" type="xsd:anyURI" default="http://www.fpml.org/coding-scheme/benchmark-rate">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The identifier scheme used for this benchmark. This will
be defaulted to an ISDA benchmark scheme.
</xsd:documentation>
</xsd:annotation>
</xsd:attribute>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<xsd:complexType name="Beneficiary">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type defining the beneficiary of the funds.
</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="Routing">
<xsd:sequence>
<xsd:element name="beneficiaryPartyReference" type="PartyReference" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Link to the party acting as beneficiary. This element
can only appear within the beneficiary container
element.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="BermudaExercise">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type defining the Bermuda option exercise dates and the
expiration date together with any rules govenerning the
notional amount of the underlying which can be exercised on any
given exercise date and any associated exercise fee.
</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="Exercise">
<xsd:sequence>
<xsd:element name="bermudaExerciseDates" type="AdjustableOrRelativeDates">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The dates the define the Bermuda option exercise dates
and the expiration date. The last specified date is
assumed to be the expiration date. The dates can either
be specified as a series of explicit dates and
associated adjustments or as a series of dates defined
relative to another schedule of dates, for example, the
calculation period start dates. Where a relative series
of dates are defined the first and last possible
exercise dates can be separately specified.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="relevantUnderlyingDate" type="AdjustableOrRelativeDates" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The daye on the underlying set by the exercise of an
option. What this date is depends on the option (e.g.
in a swaption it is the effective date, in an
extendible/cancelable provision it is the termination
date).
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="earliestExerciseTime" type="BusinessCenterTime">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The earliest time at which notice of exercise can be
given by the buyer to the seller (or seller's agent) i)
on the expriation date, in the case of a European style
option, (ii) on each bermuda option exercise date and
the expiration date, in the case of a Bermuda style
option the commencement date to, and including, the
expiration date , in the case of an American option.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="latestExerciseTime" type="BusinessCenterTime" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
For a Bermuda or American style option, the latest time
on an exercise business day (excluding the expiration
date) within the exercise period that notice can be
given by the buyer to the seller or seller's agent.
Notice of exercise given after this time will be deemed
to have been given on the next exercise business day.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="expirationTime" type="BusinessCenterTime">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The latest time for exercise on expirationDate.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="multipleExercise" type="MultipleExercise" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
As defined in the 2000 ISDA Definitions, Section 12.4.
Multiple Exercise, the buyer of the option has the
right to exercise all or less than all the unexercised
notional amount of the underlying swap on one or more
days in the exercise period, but on any such day may
not exercise less than the minimum notional amount or
more that the maximum notional amount, and if an
integral multiple amount is specified, the notional
amount exercised must be equal to, or be an intergral
multiple of, the integral multiple amount.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="exerciseFeeSchedule" type="ExerciseFeeSchedule" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The fees associated with an exercise date. The fees are
conditional on the exercise occuring. The fees can be
specified as actual currency amounts or as percentages
of the notional amount being exercised.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="BrokerConfirmation">
<xsd:annotation>
<xsd:documentation xml:lang="en">
An entity for details on the broker confirm.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element name="brokerConfirmationType" type="BrokerConfirmationType">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The type of broker confirmation executed between the
parties.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="BrokerConfirmationType">
<xsd:simpleContent>
<xsd:extension base="xsd:normalizedString">
<xsd:attribute name="brokerConfirmationTypeScheme" type="xsd:anyURI" default="http://www.fpml.org/coding-scheme/broker-confirmation-type-3-0"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<xsd:complexType name="BusinessCenter">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A code identifying a financial business center location. A
business center is drawn from the list identified by the
business center scheme.
</xsd:documentation>
</xsd:annotation>
<xsd:simpleContent>
<xsd:extension base="xsd:normalizedString">
<xsd:attribute name="businessCenterScheme" type="xsd:anyURI" default="http://www.fpml.org/coding-scheme/business-center-6-0"/>
<xsd:attribute name="id" type="xsd:ID"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<xsd:complexType name="BusinessCenters">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type for defining financial business centers used in
determining whether a day is a business day or not. A list of
business centers may be ordered in the document alphabetically
based on business center code. An FpML document containing an
unordered business center list is still regarded as a
conformant document.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element name="businessCenter" type="BusinessCenter" maxOccurs="unbounded"/>
</xsd:sequence>
<xsd:attribute name="id" type="xsd:ID"/>
</xsd:complexType>
<xsd:complexType name="BusinessCentersOrReference">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A pointer style reference to a set of business day calendar
defined elsewhere in the document.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:group ref="BusinessCentersOrReference.model"/>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="BusinessCentersReference">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A pointer style reference to a set of financial business
centers defined elsewhere in the document.
</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="Reference"/>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="BusinessCenterTime">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type for defining a time with respect to a business center
location. For example, 11:00am London time.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element name="hourMinuteTime" type="HourMinuteTime">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A time specified in hh:mm:ss format where the second
component must be '00', e.g. 11am would be represented as
11:00:00.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="businessCenter" type="BusinessCenter"/>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="BusinessDateRange">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type defining a range of contiguous business days by defining
an unadjusted first date, an unadjusted last date and a
business day convention and business centers for adjusting the
first and last dates if they would otherwise fall on a non
business day in the specified business centers. The days
between the first and last date must also be good business days
in the specified centers to be counted in the range.
</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="DateRange">
<xsd:sequence>
<xsd:element name="businessDayConvention" type="BusinessDayConventionEnum">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The convention for adjusting a date if it would
otherwise fall on a day that is not a business day.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:group ref="BusinessCentersOrReference.model" minOccurs="0"/>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="BusinessDayAdjustments">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type defining the business day convention and financial
business centers used for adjusting any relevant date if it
would otherwise fall on a day that is not a business day in the
specified business centers.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element name="businessDayConvention" type="BusinessDayConventionEnum">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The convention for adjusting a date if it would otherwise
fall on a day that is not a business day.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:group ref="BusinessCentersOrReference.model" minOccurs="0"/>
</xsd:sequence>
<xsd:attribute name="id" type="xsd:ID"/>
</xsd:complexType>
<xsd:complexType name="BusinessDayAdjustmentsReference">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Reference to a business day adjustments structure.
</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="Reference"/>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="CalculationAgent">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type defining the ISDA calcuation agent responsible for
performing duties as defined in the applicable product
definitions.
</xsd:documentation>
</xsd:annotation>
<xsd:choice>
<xsd:element name="calculationAgentPartyReference" type="PartyReference" maxOccurs="unbounded">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A pointer style reference to a party identifier defined
elsewhere in the document. The party referenced is the ISDA
Calculation Agent for the trade. If more than one party is
referenced then the parties are assumed to be
co-calculation agents, i.e. they have joint reponsibility.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="calculationAgentParty" type="CalculationAgentPartyEnum">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The ISDA Calculation Agent where the actual party
responsible for performing the duties associated with an
optional early termination provision will be determined at
exercise. For example, the Calculation Agent may be defined
as being the Non-exercising Party.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:choice>
</xsd:complexType>
<xsd:complexType name="CalculationParameters">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type defining a rate that is calculated based on a number of
observations of an underlying rate that are averaged or
compounded using a specified method. These are sometimes called
modular calculated rates. These are described in the 2021 ISDA
Definitions in Section 7.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element name="calculationMethod" type="CalculationMethodEnum">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies the type of calculation, e.g. whether the
calculation is a compounding or an averaging calculation.
This element distinguishes between the applicable
subsections of Section 7 (7.3, 7.4, and 7.7). If the
calculationMethod is Componding or Averaging, this implies
that a daily compounded calculation will be done, i.e. that
the underlying rate will be observed eacy applicalbe
business day during the observation period and then
compounded or averaged. If it is CompoundedIndex, this
means that the rate administrator is doing the compounding
each day and publishing the resulting index value. In this
case the calculation agent is responsible for observing the
index and the start and at the end of the observation
period, and then backing out the implied rate by following
the formula in section 7.7. (This formula divides the index
value at the end by the index value at the beginning,
subtracts 1, and then scales the resulting value based on
the year fraction to annualize the rate.) In other words,
for CompoundedIndex the observation frequency is
effectively 1T, where for Compounding and Averaging, it is
1D.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="applicableBusinessDays" minOccurs="0" type="BusinessCentersOrReference">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies the applicable business days to be used for this
calculation. If omitted, the business days should be
defaulted from the FRO Matrix, as represented in the FRO
metadata. Failing that, it should be defaulted from the
default business center for the relevant currency. See the
ISDA 2021 Definitions Section 7.2.1.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:choice minOccurs="0">
<xsd:element name="lookback" type="ObservationOffset">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies that lookback calculation is in effect, and
supplies parameters needed to support that. See the ISDA
2021 Definitions Section 7.3.2 and 7.4.2. This should not
be used when the calculationMethod is CompoundedIndex.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="observationShift" type="ObservationShiftParameters">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies that observation shift calculation is in
effect, and supplies parameters needed to support that.
See the ISDA 2021 Definitions Section 7.3.3 and 7.4.3 and
7.7.3.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="lockout" type="ObservationOffset">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies that lockout calculation is in effect, and
supplies parameters needed to support that. See the ISDA
2021 Definitions Section 7.3.4 and 7.4.4. This should not
be used when the calculationMethod is CompoundedIndex.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:choice>
<xsd:group ref="ObservationParameters.model" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies any parameters to be applied to each individual
observation, such as caps or floors. This should not be
used when the calculationMethod is CompoundedIndex.
</xsd:documentation>
</xsd:annotation>
</xsd:group>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="CalculationPeriodFrequency">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type defining the frequency at which calculation period end
dates occur within the regular part of the calculation period
schedule and thier roll date convention.
</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="Interval">
<xsd:sequence>
<xsd:element name="rollConvention" type="RollConventionEnum">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Used in conjunction with a frequency and the regular
period start date of a calculation period, determines
each calculation period end date within the regular
part of a calculation period schedule.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="CashflowType">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A coding scheme used to describe the type or purpose of a cash
flow or cash flow component.
</xsd:documentation>
</xsd:annotation>
<xsd:simpleContent>
<xsd:extension base="xsd:normalizedString">
<xsd:attribute name="cashflowTypeScheme" default="http://www.fpml.org/coding-scheme/cashflow-type-2-0" type="xsd:anyURI"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<xsd:complexType name="CashSettlementReferenceBanks">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type defining the list of reference institutions polled for
relevant rates or prices when determining the cash settlement
amount for a product where cash settlement is applicable.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element name="referenceBank" type="ReferenceBank" maxOccurs="unbounded">
<xsd:annotation>
<xsd:documentation xml:lang="en">
An institution (party) identified by means of a coding
scheme and an optional name.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
<xsd:attribute name="id" type="xsd:ID"/>
</xsd:complexType>
<xsd:complexType name="ClearanceSystem">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Unless otherwise specified, the principal clearance system
customarily used for settling trades in the relevant
underlying.
</xsd:documentation>
<xsd:documentation xml:lang="de">
Sofern nicht anderweitig festgelegt, das Haupt-Clearingsystem,
das üblicherweise für die Regulierung von Geschäften im
entsprechenden Basiswert verwendet wird.
</xsd:documentation>
</xsd:annotation>
<xsd:simpleContent>
<xsd:extension base="xsd:normalizedString">
<xsd:attribute name="clearanceSystemScheme" type="xsd:anyURI" default="http://www.fpml.org/coding-scheme/clearance-system-1-0"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<xsd:complexType name="ContractualDefinitions">
<xsd:simpleContent>
<xsd:extension base="xsd:normalizedString">
<xsd:attribute name="contractualDefinitionsScheme" type="xsd:anyURI" default="http://www.fpml.org/coding-scheme/contractual-definitions-3-1"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<xsd:complexType name="ContractualMatrix">
<xsd:sequence>
<xsd:element name="matrixType" type="MatrixType">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Identifies the form of applicable matrix.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="publicationDate" type="xsd:date" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies the publication date of the applicable version of
the matrix. When this element is omitted, the ISDA
supplemental language for incorporation of the relevant
matrix will generally define rules for which version of the
matrix is applicable.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="matrixTerm" type="MatrixTerm" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Defines any applicable key into the relevant matrix. For
example, the Transaction Type would be the single term
required for the Credit Derivatives Physical Settlement
Matrix. This element should be omitted in the case of the
2000 ISDA Definitions Settlement Matrix for Early
Termination and Swaptions.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="ContractualSupplement">
<xsd:simpleContent>
<xsd:extension base="xsd:normalizedString">
<xsd:attribute name="contractualSupplementScheme" type="xsd:anyURI" default="http://www.fpml.org/coding-scheme/contractual-supplement-6-2"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<xsd:complexType name="ContractualTermsSupplement">
<xsd:sequence>
<xsd:element name="type" type="ContractualSupplement">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Identifies the form of applicable contractual supplement.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="publicationDate" type="xsd:date" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies the publication date of the applicable version of
the contractual supplement.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="CorrespondentInformation">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type that describes the information to identify a
correpondent correspondent bank that will make delivery of the
funds on the paying bank's behalf in the country where the
payment is to be made.
</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="Routing">
<xsd:sequence>
<xsd:element name="correspondentPartyReference" type="PartyReference" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Link to the party acting as correspondent. This element
can only appear within the correspondentInformation
container element.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="Country">
<xsd:simpleContent>
<xsd:extension base="xsd:normalizedString">
<xsd:attribute name="countryScheme" type="xsd:anyURI" default="http://www.fpml.org/ext/iso3166"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<xsd:complexType name="CreditSeniority">
<xsd:annotation>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">
The repayment precedence of a debt instrument.
</xsd:documentation>
</xsd:annotation>
<xsd:simpleContent>
<xsd:extension base="xsd:normalizedString">
<xsd:attribute name="creditSeniorityScheme" type="xsd:anyURI" default="http://www.fpml.org/coding-scheme/credit-seniority-1-0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
creditSeniorityTradingScheme overrides
creditSeniorityScheme when the underlyer defines the
reference obligation used in a single name credit default
swap trade.
</xsd:documentation>
</xsd:annotation>
</xsd:attribute>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<xsd:complexType name="Currency">
<xsd:simpleContent>
<xsd:extension base="xsd:normalizedString">
<xsd:attribute name="currencyScheme" type="xsd:anyURI" default="http://www.fpml.org/ext/iso4217-2001-08-15"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<xsd:complexType name="DateList">
<xsd:annotation>
<xsd:documentation xml:lang="en">
List of Dates
</xsd:documentation>
<xsd:documentation xml:lang="de">
Liste von Daten.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element name="date" type="xsd:date" maxOccurs="unbounded"/>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="DateOffset">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type defining an offset used in calculating a date when this
date is defined in reference to another date through a date
offset. The type includes the convention for adjusting the date
and an optional sequence element to indicate the order in a
sequence of multiple date offsets.
</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="Offset">
<xsd:sequence>
<xsd:element name="businessDayConvention" type="BusinessDayConventionEnum">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The convention for adjusting a date if it would
otherwise fall on a day that is not a business day.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="sequence" type="xsd:integer" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Sequence in which the reference to the time period
multiplier should be applied.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="DateRange">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type defining a contiguous series of calendar dates. The date
range is defined as all the dates between and including the
first and the last date. The first date must fall before the
last date.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element name="unadjustedFirstDate" type="xsd:date">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The first date of a date range.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="unadjustedLastDate" type="xsd:date">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The last date of a date range.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="DateReference">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Reference to an identified date or complex date structure.
</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="Reference"/>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="DateTimeList">
<xsd:annotation>
<xsd:documentation xml:lang="en">
List of DateTimes
</xsd:documentation>
<xsd:documentation xml:lang="de">
Liste von Daten und Zeitpunkten.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element name="dateTime" type="xsd:dateTime" maxOccurs="unbounded"/>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="DayCountFraction">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The specification for how the number of days between two dates
is calculated for purposes of calculation of a fixed or
floating payment amount and the basis for how many days are
assumed to be in a year. Day Count Fraction is an ISDA term.
The equivalent AFB (Association Francaise de Banques) term is
Calculation Basis.
</xsd:documentation>
</xsd:annotation>
<xsd:simpleContent>
<xsd:extension base="xsd:normalizedString">
<xsd:attribute name="dayCountFractionScheme" type="xsd:anyURI" default="http://www.fpml.org/coding-scheme/day-count-fraction-1-0"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<xsd:complexType name="DeterminationMethod">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Coding scheme that specifies the method according to which an
amount or a date is determined.
</xsd:documentation>
</xsd:annotation>
<xsd:simpleContent>
<xsd:extension base="xsd:normalizedString">
<xsd:attribute name="determinationMethodScheme" type="xsd:anyURI"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<xsd:complexType name="DividendConditions">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type describing the conditions governing the payment of
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:sequence>
<xsd:element name="dividendReinvestment" type="xsd:boolean" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Boolean element that defines whether the dividend will be
reinvested or not.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="dividendEntitlement" type="DividendEntitlementEnum" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Defines the date on which the receiver on the equity return
is entitled to the dividend.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="dividendAmount" type="DividendAmountTypeEnum" minOccurs="0"/>
<xsd:element name="dividendPaymentDate" type="DividendPaymentDate" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies when the dividend will be paid to the receiver of
the equity return. Has the meaning as defined in the ISDA
2002 Equity Derivatives Definitions. Is not applicable in
the case of a dividend reinvestment election.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:choice>
<xsd:sequence>
<xsd:element name="dividendPeriodEffectiveDate" type="DateReference" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Dividend period has the meaning as defined in the ISDA
2002 Equity Derivatives Definitions. This element
specifies the date on which the dividend period will
commence.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="dividendPeriodEndDate" type="DateReference" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Dividend period has the meaning as defined in the ISDA
2002 Equity Derivatives Definitions. This element
specifies the date on which the dividend period will
end. It includes a boolean attribute for defining
whether this end date is included or excluded from the
dividend period.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
<xsd:element name="dividendPeriod" type="DividendPeriodEnum">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Defines the First Period or the Second Period, as defined
in the 2002 ISDA Equity Derivatives Definitions.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:choice>
<xsd:element name="extraOrdinaryDividends" type="PartyReference" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Reference to the party which determines if dividends are
extraordinary in relation to normal levels.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="excessDividendAmount" type="DividendAmountTypeEnum" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Determination of Gross Cash Dividend per Share
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<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:element name="dividendFxTriggerDate" type="DividendPaymentDate" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies the date on which the FX rate will be considered
in the case of a Composite FX swap.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="interestAccrualsMethod" type="InterestAccrualsCompoundingMethod" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Defines the way in which interests are accrued: the
applicable rate (fixed or floating reference) and the
compounding method.
</xsd:documentation>
<xsd:documentation xml:lang="en">
FpML entity
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="DividendPaymentDate">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type describing the date on which the dividend will be
paid/received. This type is also used to specify the date on
which the FX rate will be determined, when applicable.
</xsd:documentation>
</xsd:annotation>
<xsd:choice>
<xsd:element name="dividendDateReference" type="DividendDateReferenceEnum">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Reference to a dividend date, either the pay date, the ex
date or the record date.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<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:choice>
</xsd:complexType>
<xsd:complexType name="Documentation">
<xsd:annotation>
<xsd:documentation xml:lang="en">
An entity for defining the definitions that govern the document
and should include the year and type of definitions referenced,
along with any relevant documentation (such as master
agreement) and the date it was signed.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element name="masterAgreement" type="MasterAgreement" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The agreement executed between the parties and intended to
govern all OTC derivatives transactions between those
parties.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:choice minOccurs="0">
<xsd:element name="masterConfirmation" type="MasterConfirmation">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The agreement executed between the parties and intended
to govern all OTC derivatives transactions between those
parties.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="brokerConfirmation" type="BrokerConfirmation">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies the deails for a broker confirm.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:choice>
<xsd:element name="contractualDefinitions" type="ContractualDefinitions" minOccurs="0" maxOccurs="unbounded">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The definitions (such as those published by ISDA) published
by ISDA that will define the terms of the trade.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:choice>
<xsd:element name="contractualSupplement" type="ContractualSupplement" minOccurs="0" maxOccurs="unbounded">
<xsd:annotation>
<xsd:documentation xml:lang="en">
DEPRECATED - This element will be removed in the next
major version of FpML. The element
contractualTermsSupplement should be used instead.
Definition: A contractual supplement (such as those
published by ISDA) that will apply to the trade.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="contractualTermsSupplement" type="ContractualTermsSupplement" minOccurs="0" maxOccurs="unbounded">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A contractual supplement (such as those published by
ISDA) that will apply to the trade.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:choice>
<xsd:element name="contractualMatrix" type="ContractualMatrix" minOccurs="0" maxOccurs="unbounded">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A reference to a contractual matrix of elected terms/values
(such as those published by ISDA) that shall be deemed to
apply to the trade. The applicable matrix is identified by
reference to a name and optionally a publication date.
Depending on the structure of the matrix, an additional
term (specified in the matrixTerm element) may be required
to further identify a subset of applicable terms/values
within the matrix.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="creditSupportDocument" type="xsd:normalizedString" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The agreement executed between the parties and intended to
govern collateral arrangement for all OTC derivatives
transactions between those parties.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="Empty">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A special type meant to be used for elements with no content
and not attributes.
</xsd:documentation>
</xsd:annotation>
</xsd:complexType>
<xsd:complexType name="EntityId">
<xsd:simpleContent>
<xsd:extension base="xsd:normalizedString">
<xsd:attribute name="entityIdScheme" type="xsd:anyURI" default="http://www.fpml.org/spec/2003/entity-id-RED-1-0"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<xsd:complexType name="EntityName">
<xsd:simpleContent>
<xsd:extension base="xsd:normalizedString">
<xsd:attribute name="entityNameScheme" type="xsd:anyURI" default="http://www.fpml.org/spec/2003/entity-name-RED-1-0"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<xsd:complexType name="EuropeanExercise">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type defining the exercise period for a European style option
together with any rules governing the notional amount of the
underlying which can be exercised on any given exercise date
and any associated exercise fees.
</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="Exercise">
<xsd:sequence>
<xsd:element name="expirationDate" type="AdjustableOrRelativeDate">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The last day within an exercise period for an American
style option. For a European style option it is the
only day within the exercise period.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="relevantUnderlyingDate" type="AdjustableOrRelativeDates" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The daye on the underlying set by the exercise of an
option. What this date is depends on the option (e.g.
in a swaption it is the effective date, in an
extendible/cancelable provision it is the termination
date).
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="earliestExerciseTime" type="BusinessCenterTime">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The earliest time at which notice of exercise can be
given by the buyer to the seller (or seller's agent) i)
on the expriation date, in the case of a European style
option, (ii) on each bermuda option exercise date and
the expiration date, in the case of a Bermuda style
option the commencement date to, and including, the
expiration date , in the case of an American option.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="expirationTime" type="BusinessCenterTime">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The latest time for exercise on expirationDate.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="partialExercise" type="PartialExercise" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
As defined in the 2000 ISDA Definitions, Section 12.3.
Partial Exercise, the buyer of the option has the right
to exercise all or less than all the notional amount of
the underlying swap on the expiration date, but may not
exercise less than the minimum notional amount, and if
an integral multiple amount is specified, the notional
amount exercised must be equal to, or be an integral
multiple of, the integral multiple amount.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="exerciseFee" type="ExerciseFee" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A fee to be paid on exercise. This could be represented
as an amount or a rate and notional reference on which
to apply the rate.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="ExchangeId">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A short form unique identifier for an exchange. If the element
is not present then the exchange shall be the primary exchange
on which the underlying is listed. The term "Exchange" is
assumed to have the meaning as defined in the ISDA 2002 Equity
Derivatives Definitions.
</xsd:documentation>
<xsd:documentation xml:lang="de">
Eindeutiges Börsenkürzel. Fehlt dieses Element, gilt die
Hauptbörse, an der der Basiswert notiert ist, als "Börse" im
Sinne der ISDA-Definitionen zu Aktienderivaten von 2002.
</xsd:documentation>
</xsd:annotation>
<xsd:simpleContent>
<xsd:extension base="xsd:normalizedString">
<xsd:attribute name="exchangeIdScheme" type="xsd:anyURI" default="http://www.fpml.org/spec/2002/exchange-id-MIC-1-0"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<xsd:complexType name="Exercise">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The abstract base class for all types which define way in which
options may be exercised.
</xsd:documentation>
</xsd:annotation>
<xsd:attribute name="id" type="xsd:ID"/>
</xsd:complexType>
<xsd:complexType name="ExerciseFee">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type defining the fee payable on exercise of an option. This
fee may be defined as an amount or a percentage of the notional
exercised.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:group ref="PayerReceiver.model"/>
<xsd:element name="notionalReference" type="ScheduleReference">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A pointer style reference to the associated notional
schedule defined elsewhere in the document.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:choice>
<xsd:element name="feeAmount" type="xsd:decimal">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The amount of fee to be paid on exercise. The fee
currency is that of the referenced notional.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="feeRate" type="xsd:decimal">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A fee represented as a percentage of some referenced
notional. A percentage of 5% would be represented as
0.05.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:choice>
<xsd:element name="feePaymentDate" type="RelativeDateOffset">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The date on which exercise fee(s) will be paid. It is
specified as a relative date.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="ExerciseFeeSchedule">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type to define a fee or schedule of fees to be payable on the
exercise of an option. This fee may be defined as an amount or
a percentage of the notional exercised.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:group ref="PayerReceiver.model"/>
<xsd:element name="notionalReference" type="ScheduleReference">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A pointer style reference to the associated notional
schedule defined elsewhere in the document.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:choice>
<xsd:element name="feeAmountSchedule" type="AmountSchedule">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The exercise fee amount schedule. The fees are expressed
as currency amounts. The currency of the fee is assumed
to be that of the notional schedule referenced.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="feeRateSchedule" type="Schedule">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The exercise free rate schedule. The fees are expressed
as percentage rates of the notional being exercised. The
currency of the fee is assumed to be that of the notional
schedule referenced.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:choice>
<xsd:element name="feePaymentDate" type="RelativeDateOffset">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The date on which exercise fee(s) will be paid. It is
specified as a relative date.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="ExerciseNotice">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type defining to whom and where notice of execution should be
given. The partyReference refers to one of the principal
parties of the trade. If present the
exerciseNoticePartyReference refers to a party, other than the
principal party, to whome notice should be given.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element name="partyReference" type="PartyReference">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The party referenced has allocated the trade identifier.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="exerciseNoticePartyReference" type="PartyReference" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The party referenced is the party to which notice of
exercise should be given by the buyer.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="businessCenter" type="BusinessCenter"/>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="ExerciseProcedure">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type describing how notice of exercise should be given. This
can be either manual or automatic.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:choice>
<xsd:element name="manualExercise" type="ManualExercise">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies that the notice of exercise must be given by
the buyer to the seller or seller's agent.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="automaticExercise" type="AutomaticExercise">
<xsd:annotation>
<xsd:documentation xml:lang="en">
If automatic is specified then the notional amount of the
underlying swap, not previously exercised under the
swaption will be automatically exercised at the
expriration time on the expiration date if at such time
the buyer is in-the-money, provided that the difference
between the settlement rate and the fixed rate under the
relevant underlying swap is not less than the specified
threshold rate. The term in-the-money is assumed to have
the meaning defining in the 2000 ISDA Definitions,
Section 17.4 In-the-money.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:choice>
<xsd:element name="followUpConfirmation" type="xsd:boolean">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A flag to indicate whether follow-up confirmation of
exercise (written or electronic) is required following
telephonic notice by the buyer to the seller or seller's
agent.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="FallbackRate">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Defines a fallback rate, which is a rate to be used in place of
a publish term rate (such as an ibor rate) when that term rate
ceases to be usable, whether because it ceases to be published
or is deemed non-representative by regulator.
</xsd:documentation>
</xsd:annotation>
<xsd:choice>
<xsd:element name="effectiveDate" type="xsd:date">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The date upon which the fallback rate becomes effective.
This means that any rate observation for that date or for
any subsequent date would use the fallback rate rather than
the originally defined rate. This date will typically
immediately follow the cessation of publication of the
original term rate but could occur before that (e.g. if the
original rate is deemed non-representative prior to
cessation of publication). If the effective date occurs
within a calculation period with multiple rate observations
(because of averaging), observations prior to the effective
date will use the original floating rate index, and
observations on or after the effective date will use the
fallback rate.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:sequence>
<xsd:element name="floatingRateIndex" type="FloatingRateIndex">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The benchmark rate used for computing the fallback rate.
Typically this will be a risk-free overnight rate.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="effectiveDate" type="xsd:date" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The date upon which the fallback rate becomes effective.
This means that any rate observation for that date or for
any subsequent date would use the fallback rate rather
than the originally defined rate. This date will
typically immediately follow the cessation of publication
of the original term rate but could occur before that
(e.g. if the original rate is deemed non-representative
prior to cessation of publication). If the effective date
occurs within a calculation period with multiple rate
observations (because of averaging), observations prior
to the effective date will use the original floating rate
index, and observations on or after the effective date
will use the fallback rate.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="calculationParameters" type="CalculationParameters" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
This provides a representation of the approximate value
of the fallback rate, i.e. a calculated rate that quite
closely mimics the value anticipated to be published by
the fallback rate administrator (once the spread
adjustment is added).
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="spreadAdjustment" type="xsd:decimal" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
An amount to be added to the calculated value before
subsequent use, in order to more closely replicate the
original term rate, by adjusting for the economic or
credit spread between risk-free rates and risky term
rates.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:choice>
<xsd:attribute name="id" type="xsd:ID" use="optional"/>
</xsd:complexType>
<xsd:complexType name="FallbackRateObservation">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type defining parameters associated with a fallback
observation, i.e. a rate observation where the original
published rate is not available and instead a fallback rate
must be used.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element name="observationDate" type="xsd:date">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The date which is the Fallback Observation Date, as defined
in the ISDA 2006/2021 Definitions (typically 2 days prior
to the relevant Payment/calculation date.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="availableRecordDate" type="xsd:date" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The original record date from the fallback publication
source that was available at the time that fallback rate
was observed. This may be before the original fixing date
depending on publication schedules
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="FloatingRate">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type defining a floating rate.
</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="Rate">
<xsd:sequence>
<xsd:group ref="FloatingRateIndex.model"/>
<xsd:element name="calculationParameters" type="CalculationParameters" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Parameters to specify a rate calculated using an
averaging or compounding formula, as described in the
2021 ISDA Defintions, section 7. Please note that when
this structure is used, the "resetDates" structure will
not be used. Instead, the observation rules for the
calculated rate are defined within the structure.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="fallbackRate" type="FallbackRate" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A fallback rate calculated using an averaging or
compounding formula to be used in case of the cessation
of the original term rate. This structure is provided
to 1) allow a message sender to report that a fallback
is effect, and/or 2) allow an approximate
representation to be created for published fallback
rates to allow operations such as valuation, accrual
calculation, and risk calculation.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:group ref="FloatingRate.model"/>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="FloatingRateCalculation">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type defining the floating rate and definitions relating to
the calculation of floating rate amounts.
</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="FloatingRate">
<xsd:sequence>
<xsd:group ref="FloatingRateCalculation.model"/>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="FloatingRateIndex">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The ISDA Floating Rate Option, i.e. the floating rate index.
</xsd:documentation>
</xsd:annotation>
<xsd:simpleContent>
<xsd:extension base="xsd:normalizedString">
<xsd:attribute name="floatingRateIndexScheme" type="xsd:anyURI" default="http://www.fpml.org/coding-scheme/floating-rate-index-1-0"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<xsd:complexType name="ForecastRateIndex">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type defining a rate index.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element name="floatingRateIndex" type="FloatingRateIndex">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The ISDA Floating Rate Option, i.e. the floating rate
index.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="indexTenor" type="Interval">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The ISDA Designated Maturity, i.e. the tenor of the
floating rate.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="Formula">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type describing a financial formula, with its description and
components.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element name="formulaDescription" type="xsd:string" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Text description of the formula
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="math" type="Math" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
An element for containing an XML representation of the
formula. Defined using xsd:any currently for flexibility in
choice of language (MathML, OpenMath)
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="formulaComponent" type="FormulaComponent" minOccurs="0" maxOccurs="unbounded">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Elements describing the components of the formula. The name
attribute points to a value used in the math element. The
href attribute points to a value elsewhere in the document
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="FormulaComponent">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Elements describing the components of the formula. The name
attribute points to a value used in the math element. The href
attribute points to a numeric value defined elsewhere in the
document that is used by the formula component.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element name="componentDescription" type="xsd:string">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Text description of the component
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="formula" type="Formula" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Additional formulas required to describe this component
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
<xsd:attribute name="name" type="xsd:normalizedString"/>
<xsd:attribute name="href" type="xsd:IDREF">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Pointer to a numeric value defined elsewhere in the document
that is used by the formula component.
</xsd:documentation>
</xsd:annotation>
</xsd:attribute>
</xsd:complexType>
<xsd:complexType name="FxCashSettlement">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type that is used for describing cash settlement of an option
/ non deliverable forward. It includes the currency to settle
into together with the fixings required to calculate the
currency amount.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element name="settlementCurrency" type="Currency">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The currency in which a cash settlement for non-deliverable
forward and non-deliverable options.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="fixing" type="FxFixing" maxOccurs="unbounded">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies the source for and timing of a fixing of an
exchange rate. This is used in the agreement of
non-deliverable forward trades as well as various types of
FX OTC options that require observations against a
particular rate.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="FxFixing">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type that specifies the source for and timing of a fixing of
an exchange rate. This is used in the agreement of
non-deliverable forward trades as well as various types of FX
OTC options that require observations against a particular
rate.
</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="FxSpotRateSource">
<xsd:sequence>
<xsd:element name="quotedCurrencyPair" type="QuotedCurrencyPair">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Defines the two currencies for an FX trade and the
quotation relationship between the two currencies.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="fixingDate" type="xsd:date">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Describes the specific date when a non-deliverable
forward or non-deliverable option will "fix" against a
particular rate, which will be used to compute the
ultimate cash settlement.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="FxRate">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type describing the rate of a currency conversion: pair of
currency, quotation mode and exchange rate.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element name="quotedCurrencyPair" type="QuotedCurrencyPair">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Defines the two currencies for an FX trade and the
quotation relationship between the two currencies.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="rate" type="xsd:decimal">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The rate of exchange between the two currencies of the leg
of a deal. Must be specified with a quote basis.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="FxSpotRateSource">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type defining the source and time for an fx rate.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element name="primaryRateSource" type="InformationSource">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The primary source for where the rate observation will
occur. Will typically be either a page or a reference bank
published rate.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="secondaryRateSource" type="InformationSource" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
An alternative, or secondary, source for where the rate
observation will occur. Will typically be either a page or
a reference bank published rate.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="fixingTime" type="BusinessCenterTime">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The time at which the spot currency exchange rate will be
observed. It is specified as a time in a specific business
center, e.g. 11:00am London time.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="GoverningLaw">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Identification of the law governing the transaction.
</xsd:documentation>
</xsd:annotation>
<xsd:simpleContent>
<xsd:extension base="xsd:normalizedString">
<xsd:attribute name="governingLawScheme" type="xsd:anyURI" default="http://www.fpml.org/coding-scheme/governing-law-1-0"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<xsd:complexType name="IdentifiedCurrency">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies Currency with ID attribute.
</xsd:documentation>
</xsd:annotation>
<xsd:simpleContent>
<xsd:extension base="Currency">
<xsd:attribute name="id" type="xsd:ID"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<xsd:complexType name="IdentifiedDate">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A date which can be referenced elsewhere.
</xsd:documentation>
</xsd:annotation>
<xsd:simpleContent>
<xsd:extension base="xsd:date">
<xsd:attribute name="id" type="xsd:ID"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<xsd:complexType name="IdentifiedPayerReceiver">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type extending the PayerReceiverEnum type wih an id
attribute.
</xsd:documentation>
</xsd:annotation>
<xsd:simpleContent>
<xsd:extension base="PayerReceiverEnum">
<xsd:attribute name="id" type="xsd:ID"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<xsd:complexType name="InflationRateCalculationBase">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type defining the floating rate and definitions relating to
the calculation of floating rate amounts. This type mimics the
"FloatingRateCalculation" type but excludes the option of
defining modular calculated rates and fallback rates. It
provides an extension point for the InflationRateCalculation
which does not require those features.
</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="Rate">
<xsd:sequence>
<xsd:group ref="FloatingRateIndex.model"/>
<xsd:group ref="FloatingRate.model"/>
<xsd:group ref="FloatingRateCalculation.model"/>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="InformationProvider">
<xsd:simpleContent>
<xsd:extension base="xsd:normalizedString">
<xsd:attribute name="informationProviderScheme" type="xsd:anyURI" default="http://www.fpml.org/coding-scheme/information-provider-2-0"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<xsd:complexType name="InformationSource">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type defining the source for a piece of information (e.g. a
rate refix or an fx fixing).
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element name="rateSource" type="InformationProvider">
<xsd:annotation>
<xsd:documentation xml:lang="en">
An information source for obtaining a market rate. For
example Bloomberg, Reuters, Telerate etc.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="rateSourcePage" type="RateSourcePage" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A specific page for the rate source for obtaining a market
rate.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="rateSourcePageHeading" type="xsd:string" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The heading for the rate source on a given rate source
page.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="InstrumentId">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A short form unique identifier for a security.
</xsd:documentation>
<xsd:documentation xml:lang="de">
Eindeutiges Wertpapierkürzel.
</xsd:documentation>
</xsd:annotation>
<xsd:simpleContent>
<xsd:extension base="xsd:normalizedString">
<xsd:attribute name="instrumentIdScheme" type="xsd:anyURI" use="required"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<xsd:complexType name="InterestAccrualsCompoundingMethod">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type defining the way in which interests are accrued: the
applicable rate (fixed or floating reference) and the
compounding method.
</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="InterestAccrualsMethod">
<xsd:sequence minOccurs="0">
<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:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="InterestAccrualsMethod">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type describing the method for accruing interests on
dividends. Can be either a fixed rate reference or a floating
rate reference.
</xsd:documentation>
</xsd:annotation>
<xsd:choice>
<xsd:element name="floatingRateCalculation" type="FloatingRateCalculation">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The floating rate calculation definitions
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="fixedRate" type="xsd:decimal">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The calculation period fixed rate. A per annum rate,
expressed as a decimal. A fixed rate of 5% would be
represented as 0.05.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:choice>
</xsd:complexType>
<xsd:complexType name="IntermediaryInformation">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type that describes the information to identify an
intermediary through which payment will be made by the
correspondent bank to the ultimate beneficiary of the funds.
</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="Routing">
<xsd:sequence>
<xsd:element name="intermediarySequenceNumber" type="xsd:integer">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A sequence number that gives the position of the
current intermediary in the chain of payment
intermediaries. The assumed domain value set is an
ascending sequence of integers starting from 1.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="intermediaryPartyReference" type="PartyReference" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Reference to the party acting as intermediary.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="Interval">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type defining a time interval or offset, e.g. one day, three
months. Used for specifying frequencies at which events occur,
the tenor of a floating rate or an offset relative to another
date.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element name="periodMultiplier" type="xsd:integer">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A time period multiplier, e.g. 1, 2 or 3 etc. A negative
value can be used when specifying an offset relative to
another date, e.g. -2 days. If the period value is T (Term)
then periodMultiplier must contain the value 1.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="period" type="PeriodEnum">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A time period, e.g. a day, week, month, year or term of the
stream. If the periodMultiplier value is 0 (zero) then
period must contain the value D (day).
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
<xsd:attribute name="id" type="xsd:ID"/>
</xsd:complexType>
<xsd:complexType name="LegalEntity">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type defining a legal entity.
</xsd:documentation>
</xsd:annotation>
<xsd:choice>
<xsd:sequence>
<xsd:element name="entityName" type="EntityName">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The name of the party. A free format string. FpML does
not define usage rules for this element.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="entityId" type="EntityId" minOccurs="0" maxOccurs="unbounded">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A legal entity identifier (e.g. RED entity code)..
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
<xsd:element name="entityId" type="EntityId" maxOccurs="unbounded">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A legal entity identifier (e.g. RED entity code)..
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:choice>
<xsd:attribute name="id" type="xsd:ID"/>
</xsd:complexType>
<xsd:complexType name="LegalEntityReference">
<xsd:annotation>
<xsd:documentation xml:lang="en">
References a credit entity defined elsewhere in the document.
</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="Reference"/>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="MainPublication">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type to define the main publication source.
</xsd:documentation>
</xsd:annotation>
<xsd:simpleContent>
<xsd:extension base="xsd:normalizedString">
<xsd:attribute name="mainPublicationScheme" type="xsd:anyURI" default="http://www.fpml.org/coding-scheme/inflation-main-publication-1-0"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<xsd:complexType name="ManualExercise">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type defining manual exercise, i.e. that the option buyer
counterparty must give notice to the option seller of exercise.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element name="exerciseNotice" type="ExerciseNotice" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Definition of the party to whom notice of exercise should
be given.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="fallbackExercise" type="xsd:boolean" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
If fallback exercise is specified then the notional amount
of the underlying swap, not previously exercised under the
swaption, will be automatically exercised at the expiration
time on the expiration date if at such time the buyer is
in-the-money, provided that the difference between the
settlement rate and the fixed rate under the relevant
underlying swap is not less than one tenth of a percentage
point (0.10% or 0.001). The term in-the-money is assumed to
have the meaning defined in the 2000 ISDA Definitions,
Section 17.4. In-the-money.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="MasterAgreement">
<xsd:annotation>
<xsd:documentation xml:lang="en">
An entity for defining the agreement executed between the
parties and intended to govern all OTC derivatives transactions
between those parties.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element name="masterAgreementType" type="MasterAgreementType">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The agreement executed between the parties and intended to
govern product-specific derivatives transactions between
those parties.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="masterAgreementDate" type="xsd:date" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The date on which the master agreement was signed.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="MasterAgreementType">
<xsd:simpleContent>
<xsd:extension base="xsd:normalizedString">
<xsd:attribute name="masterAgreementTypeScheme" type="xsd:anyURI" default="http://www.fpml.org/coding-scheme/master-agreement-type-1-0"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<xsd:complexType name="MasterConfirmation">
<xsd:annotation>
<xsd:documentation xml:lang="en">
An entity for defining the master confirmation agreement
executed between the parties.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element name="masterConfirmationType" type="MasterConfirmationType">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The type of master confirmation executed between the
parties.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="masterConfirmationDate" type="xsd:date">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The date of the confirmation executed between the parties
and intended to govern all relevant transactions between
those parties.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="masterConfirmationAnnexDate" type="xsd:date" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The date that an annex to the master confirmation was
executed between the parties.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="MasterConfirmationType">
<xsd:simpleContent>
<xsd:extension base="xsd:normalizedString">
<xsd:attribute name="masterConfirmationTypeScheme" type="xsd:anyURI" default="http://www.fpml.org/coding-scheme/master-confirmation-type-5-1"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<xsd:complexType name="Math" mixed="true">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type defining a mathematical expression.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:any namespace="##any" processContents="skip" maxOccurs="unbounded"/>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="MatrixType">
<xsd:simpleContent>
<xsd:extension base="xsd:normalizedString">
<xsd:attribute name="matrixTypeScheme" type="xsd:anyURI" default="http://www.fpml.org/coding-scheme/matrix-type-1-0"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<xsd:complexType name="MatrixTerm">
<xsd:simpleContent>
<xsd:extension base="xsd:normalizedString">
<xsd:attribute name="matrixTermScheme" type="xsd:anyURI" default="http://www.fpml.org/coding-scheme/credit-matrix-transaction-type-2-0"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<xsd:complexType name="Money">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type defining a currency amount.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element name="currency" type="Currency">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The currency in which an amount is denominated.
</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:sequence>
<xsd:attribute name="id" type="xsd:ID"/>
</xsd:complexType>
<xsd:complexType name="MultipleExercise">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type defining multiple exercises. As defining in the 2000
ISDA Definitions, Section 12.4. Multiple Exercise, the buyer of
the option has the right to exercise all or less than all the
unexercised notional amount of the underlying swap on one or
more days in the exercise period, but on any such day may not
exercise less than the minimum notional amount or more than the
maximum notional amount, and if an integral multiple amount is
specified, the notional exercised must be equal to or, be an
integral multiple of, the integral multiple amount.
</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="PartialExercise">
<xsd:sequence>
<xsd:element name="maximumNotionalAmount" type="xsd:decimal" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The maximum notional amount that can be exercised on a
given exercise date.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="MutuallyAgreedClearinghouse">
<xsd:choice>
<xsd:element name="partyReference" type="PartyReference">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A reference to the party structure for the clearinghouse
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="identifier" type="OrganizationIdentifier">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A string that identifies the clearinghouse
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:choice>
</xsd:complexType>
<xsd:complexType name="NotionalAmountReference">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A reference to the notional amount.
</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="Reference"/>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="ObservationOffset">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type that allows an offset specified in business days to be
applied for an observation shift, lookback, or lockout
provision.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element name="offsetDays" type="xsd:nonNegativeInteger" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The number of business days before the base date that the
observations are to be shifted. If this element is omitted,
the number of offset days will be as specified in the 2021
ISDA Definitions, which is typically 5.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="ObservationShiftParameters">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies parameters specific to the observation shift method
of compounding/averaging.
</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="ObservationOffset">
<xsd:sequence>
<xsd:element name="observationPeriodDates" type="ObservationPeriodDatesEnum">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies how the observation period is to be
determined relative to the basic calculation period.
Options include "standard" (observation period aligns
with the calculation period except for any
shifts/lookbacks/lockouts, i.e. it is set in arrears),
"InAdvance" (observation period is based on the prior
or deemed prior calculation period plus any shifts), or
"FixingDate" (observation period is based on a fixing
date defined the the FpML resetDates structure; this is
used only for fallback rate definitions that reference
existing resetDates structures.).
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="additionalBusinessDays" minOccurs="0" type="BusinessCentersOrReference">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Any additional business centers that are applicable to
the observation shift calculation, in addition to the
regular "applicableBusinessDays".
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="Offset">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type defining an offset used in calculating a new date
relative to a reference date. Currently, the only offsets
defined are expected to be expressed as either calendar or
business day offsets.
</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="Interval">
<xsd:sequence>
<xsd:element name="dayType" type="DayTypeEnum" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
In the case of an offset specified as a number of days,
this element defines whether consideration is given as
to whether a day is a good business day or not. If a
day type of business days is specified then
non-business days are ignored when calculating the
offset. The financial business centers to use for
determination of business days are implied by the
context in which this element is used. This element
must only be included when the offset is specified as a
number of days. If the offset is zero days then the
dayType element should not be included.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="OrganizationIdentifier">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The data type used for a generic, user-defined identifier for
an organization, where a full party structure is not desired or
required.
</xsd:documentation>
</xsd:annotation>
<xsd:simpleContent>
<xsd:extension base="xsd:normalizedString">
<xsd:attribute name="idScheme" type="xsd:anyURI" use="optional">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The identifier scheme used with this generic identifier.
</xsd:documentation>
</xsd:annotation>
</xsd:attribute>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<xsd:complexType name="PartialExercise">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type defining partial exercise. As defined in the 2000 ISDA
Definitions, Section 12.3 Partial Exercise, the buyer of the
option may exercise all or less than all the notional amount of
the underlying swap but may not be less than the minimum
notional amount (if specified) and must be an integral multiple
of the integral multiple amount if specified.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element name="notionalReference" type="ScheduleReference" maxOccurs="unbounded">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A pointer style reference to the associated notional
schedule defined elsewhere in the document.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="integralMultipleAmount" type="xsd:decimal" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A notional amount which restricts the amount of notional
that can be exercised when partial exercise or multiple
exercise is applicable. The integral multiple amount
defines a lower limit of notional that can be exercised and
also defines a unit multiple of notional that can be
exercised, i.e. only integer multiples of this amount can
be exercised.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="minimumNotionalAmount" type="xsd:decimal">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The minimum notional amount that can be exercised on a
given exercise date. See multipleExercise.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="PartyOrAccountReference">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A reference to a party or an account.
</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="Reference"/>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="PartyOrTradeSideReference">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A reference to a party or tradeSide.
</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="Reference"/>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="PartyReference">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Reference to a party.
</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="Reference"/>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="Payment">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type for defining payments
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:group ref="PayerReceiver.model"/>
<xsd:element name="paymentAmount" type="Money">
<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="adjustedPaymentDate" type="IdentifiedDate" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The adjusted payment date. This date should already be
adjusted for any applicable business day convention. This
component is not intended for use in trade confirmation but
my be specified to allow the fee structure to also serve as
a cashflow type component (all dates the the Cashflows type
are adjusted payment dates).
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="paymentType" type="PaymentType" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A classification of the type of fee or additional payment,
e.g. brokerage, upfront fee etc. FpML does not define
domain values for this element.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="settlementInformation" type="SettlementInformation" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The information required to settle a currency payment that
results from a trade.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="discountFactor" type="xsd:decimal" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The value representing the discount factor used to
calculate the present value of the cash flow.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="presentValueAmount" type="Money" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The amount representing the present value of the forecast
payment.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
<xsd:attribute name="href" type="xsd:IDREF">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Can be used to reference the yield curve used to estimate the
discount factor
</xsd:documentation>
</xsd:annotation>
</xsd:attribute>
</xsd:complexType>
<xsd:complexType name="PaymentCurrency">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type describing the 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:choice minOccurs="0">
<xsd:element name="currency" type="Currency">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The currency in which an amount is denominated.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<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:choice>
<xsd:attribute name="id" type="xsd:ID"/>
<xsd:attribute name="href" type="xsd:IDREF"/>
</xsd:complexType>
<xsd:complexType name="PaymentType">
<xsd:simpleContent>
<xsd:extension base="xsd:normalizedString">
<xsd:attribute name="paymentTypeScheme" type="xsd:anyURI"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<xsd:complexType name="PeriodicDates">
<xsd:sequence>
<xsd:element name="calculationStartDate" type="AdjustableOrRelativeDate"/>
<xsd:element name="calculationEndDate" type="AdjustableOrRelativeDate" minOccurs="0"/>
<xsd:element name="calculationPeriodFrequency" type="CalculationPeriodFrequency">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The frequency at which calculation period end dates occur
with the regular part of the calculation period schedule
and their roll date convention.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="calculationPeriodDatesAdjustments" type="BusinessDayAdjustments">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The business day convention to apply to each calculation
period end date if it would otherwise fall on a day that is
not a business day in the specified financial business
centers.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="PrincipalExchanges">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type defining which principal exchanges occur for the stream.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element name="initialExchange" type="xsd:boolean">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A true/false flag to indicate whether there is an initial
exchange of principal on the effective date.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="finalExchange" type="xsd:boolean">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A true/false flag to indicate whether there is a final
exchange of principal on the termination date.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="intermediateExchange" type="xsd:boolean">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A true/false flag to indicate whether there are
intermediate or interim exchanges of principal during the
term of the swap.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
<xsd:attribute name="id" type="xsd:ID" use="optional"/>
</xsd:complexType>
<xsd:complexType name="Product" abstract="true">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The base type which all FpML products extend.
</xsd:documentation>
</xsd:annotation>
<xsd:group ref="Product.model"/>
<xsd:attribute name="id" type="xsd:ID"/>
</xsd:complexType>
<xsd:complexType name="ProductId">
<xsd:simpleContent>
<xsd:extension base="xsd:normalizedString">
<xsd:attribute name="productIdScheme" type="xsd:anyURI"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<xsd:complexType name="ProductReference">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Reference to a full FpML product.
</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="Reference"/>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="ProductType">
<xsd:simpleContent>
<xsd:extension base="xsd:normalizedString">
<xsd:attribute name="productTypeScheme" type="xsd:anyURI" default="http://www.fpml.org/coding-scheme/product-type-simple-1-0"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<xsd:complexType name="QuotedCurrencyPair">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type that describes the composition of a rate that has been
quoted or is to be quoted. This includes the two currencies and
the quotation relationship between the two currencies and is
used as a building block throughout the FX specification.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element name="currency1" type="Currency">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The first currency specified when a pair of currencies is
to be evaluated.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="currency2" type="Currency">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The second currency specified when a pair of currencies is
to be evaluated.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="quoteBasis" type="QuoteBasisEnum">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The method by which the exchange rate is quoted.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="Rate" abstract="true">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The abstract base class for all types which define interest
rate streams.
</xsd:documentation>
</xsd:annotation>
<xsd:attribute name="id" type="xsd:ID"/>
</xsd:complexType>
<xsd:complexType name="RateReference">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Reference to any rate (floating, inflation) derived from the
abstract Rate component.
</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="Reference"/>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="RateObservation">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type defining parameters associated with an individual
observation or fixing. This type forms part of the cashflow
representation of a stream.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element name="resetDate" type="xsd:date" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The reset date.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="adjustedFixingDate" type="xsd:date" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The adjusted fixing date, i.e. the actual date the rate is
observed. The date should already be adjusted for any
applicable business day convention.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="observedRate" type="xsd:decimal" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The actual observed rate before any required rate treatment
is applied, e.g. before converting a rate quoted on a
discount basis to an equivalent yield. An observed rate of
5% would be represented as 0.05.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="treatedRate" type="xsd:decimal" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The observed rate after any required rate treatment is
applied. A treated rate of 5% would be represented as 0.05.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="observationWeight" type="xsd:positiveInteger">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The number of days weighting to be associated with the rate
observation, i.e. the number of days such rate is in
effect. This is applicable in the case of a weighted
average method of calculation where more than one reset
date is established for a single calculation period.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="rateReference" type="RateReference" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A pointer style reference to a floating rate component
defined as part of a stub calculation period amount
component. It is only required when it is necessary to
distinguish two rate observations for the same fixing date
which could occur when linear interpolation of two
different rates occurs for a stub calculation period.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="forecastRate" type="xsd:decimal" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The value representing the forecast rate used to calculate
the forecast future value of the accrual period.A value of
1% should be represented as 0.01
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="treatedForecastRate" type="xsd:decimal" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The value representing the forecast rate after applying
rate treatment rules. A value of 1% should be represented
as 0.01
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="fallback" type="FallbackRateObservation" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Observation Parameters for IBOR fallback rates. These allow
recording information about how the fallback rate was
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
<xsd:attribute name="id" type="xsd:ID"/>
</xsd:complexType>
<xsd:complexType name="RateSourcePage">
<xsd:simpleContent>
<xsd:extension base="xsd:normalizedString">
<xsd:attribute name="rateSourcePageScheme" type="xsd:anyURI"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<xsd:complexType name="Reference" abstract="true">
<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 is defined.
</xsd:documentation>
</xsd:annotation>
<xsd:attribute name="href" type="xsd:IDREF" use="required"/>
</xsd:complexType>
<xsd:complexType name="ReferenceAmount">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies the reference amount using a scheme.
</xsd:documentation>
</xsd:annotation>
<xsd:simpleContent>
<xsd:extension base="xsd:normalizedString">
<xsd:attribute name="referenceAmountScheme" type="xsd:anyURI"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<xsd:complexType name="ReferenceBank">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type to describe an institution (party) identified by means
of a coding scheme and an optional name.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element name="referenceBankId" type="ReferenceBankId">
<xsd:annotation>
<xsd:documentation xml:lang="en">
An institution (party) identifier, e.g. a bank identifier
code (BIC).
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="referenceBankName" type="xsd:string" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The name of the institution (party). A free format string.
FpML does not define usage rules for the element.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="ReferenceBankId">
<xsd:simpleContent>
<xsd:extension base="xsd:normalizedString">
<xsd:attribute name="referenceBankIdScheme" type="xsd:anyURI"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<xsd:complexType name="RelativeDateOffset">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type defining a date (referred to as the derived date) as a
relative offset from another date (referred to as the anchor
date). If the anchor date is itself an adjustable date then the
offset is assumed to be calculated from the adjusted anchor
date. A number of different scenarios can be supported, namely;
1) the derived date my simply be a number of calendar periods
(days, weeks, months or years) preceding or following the
anchor date; 2) the unadjusted derived date may be a number of
calendar periods(days, weeks, months or years) preceding or
following the anchor date with the resulting unadjusted derived
date subject to adjustment in accordance with a specified
business day convention, i.e. the derived date must fall on a
good business day; 3) the derived date may be a number of
business days preceding or following the anchor date. Note that
the businessDayConvention specifies any required adjustment to
the unadjusted derived date. A negative or positive value in
the periodMultiplier indicates whether the unadjusted derived
precedes or follows the anchor date. The businessDayConvention
should contain a value NONE if the day type element contains a
value of Business (since specifying a negative or positive
business days offset would already guarantee that the derived
date would fall on a good business day in the specified
business centers).
</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="Offset">
<xsd:sequence>
<xsd:element name="businessDayConvention" type="BusinessDayConventionEnum">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The convention for adjusting a date if it would
otherwise fall on a day that is not a business day.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:group ref="BusinessCentersOrReference.model" minOccurs="0"/>
<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:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="RelativeDates">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type describing a set of dates defined as relative to another
set of dates.
</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="RelativeDateOffset">
<xsd:sequence>
<xsd:element name="periodSkip" type="xsd:positiveInteger" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The number of periods in the referenced date schedule
that are between each date in the relative date
schedule. Thus a skip of 2 would mean that dates are
relative to every second date in the referenced
schedule. If present this should have a value greater
than 1.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="scheduleBounds" type="DateRange" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The first and last dates of a schedule. This can be
used to restrict the range of values in a reference
series of dates.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="RelativeDateSequence">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type describing a date when this date is defined in reference
to another date through one or several date offsets.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<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="dateOffset" type="DateOffset" maxOccurs="unbounded"/>
<xsd:group ref="BusinessCentersOrReference.model" minOccurs="0"/>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="RequiredIdentifierDate">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A date with a required identifier which can be referenced
elsewhere.
</xsd:documentation>
</xsd:annotation>
<xsd:simpleContent>
<xsd:extension base="xsd:date">
<xsd:attribute name="id" type="xsd:ID" use="required"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<xsd:complexType name="ResetFrequency">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type defining the reset frequency. In the case of a weekly
reset, also specifies the day of the week that the reset
occurs. If the reset frequency is greater than the calculation
period frequency the this implies that more or more reset dates
is established for each calculation period and some form of
rate averaginhg is applicable. The specific averaging method of
calculation is specified in FloatingRateCalculation.
</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="Interval">
<xsd:sequence>
<xsd:element name="weeklyRollConvention" type="WeeklyRollConventionEnum" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The day of the week on which a weekly reset date
occurs. This element must be included if the reset
frequency is defined as weekly and not otherwise.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="Rounding">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type defining a rounding direction and precision to be used
in the rounding of a rate.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element name="roundingDirection" type="RoundingDirectionEnum">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies the rounding direction.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="precision" type="xsd:nonNegativeInteger">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies the rounding precision in terms of a number of
decimal places. Note how a percentage rate rounding of 5
decimal places is expressed as a rounding precision of 7 in
the FpML document since the percentage is expressed as a
decimal, e.g. 9.876543% (or 0.09876543) being rounded to
the nearest 5 decimal places is 9.87654% (or 0.0987654).
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="Routing">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type that provides three alternative ways of identifying a
party involved in the routing of a payment. The identification
may use payment system identifiers only; actual name, address
and other reference information; or a combination of both.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:choice>
<xsd:element name="routingIds" type="RoutingIds">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A set of unique identifiers for a party, eachone
identifying the party within a payment system. The
assumption is that each party will not have more than one
identifier within the same payment system.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="routingExplicitDetails" type="RoutingExplicitDetails">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A set of details that is used to identify a party
involved in the routing of a payment when the party does
not have a code that identifies it within one of the
recognized payment systems.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="routingIdsAndExplicitDetails" type="RoutingIdsAndExplicitDetails">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A combination of coded payment system identifiers and
details for physical addressing for a party involved in
the routing of a payment.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:choice>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="RoutingExplicitDetails">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type that models name, address and supplementary textual
information for the purposes of identifying a party involved in
the routing of a payment.
</xsd:documentation>
</xsd:annotation>
<xsd:group ref="RoutingExplicitDetails.model"/>
</xsd:complexType>
<xsd:complexType name="RoutingId">
<xsd:simpleContent>
<xsd:extension base="xsd:normalizedString">
<xsd:attribute name="routingIdCodeScheme" type="xsd:anyURI" default="http://www.fpml.org/ext/iso9362"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<xsd:complexType name="RoutingIds">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type that provides for identifying a party involved in the
routing of a payment by means of one or more standard
identification codes. For example, both a SWIFT BIC code and a
national bank identifier may be required.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element name="routingId" type="RoutingId" maxOccurs="unbounded">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A unique identifier for party that is a participant in a
recognized payment system.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="RoutingIdsAndExplicitDetails">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type that provides a combination of payment system
identification codes with physical postal address details, for
the purposes of identifying a party involved in the routing of
a payment.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element name="routingIds" type="RoutingIds" maxOccurs="unbounded">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A set of unique identifiers for a party, eachone
identifying the party within a payment system. The
assumption is that each party will not have more than one
identifier within the same payment system.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:group ref="RoutingExplicitDetails.model"/>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="Schedule">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type defining a schedule of rates or amounts in terms of an
initial value and then a series of step date and value pairs.
On each step date the rate or amount changes to the new step
value. The series of step date and value pairs are optional. If
not specified, this implies that the initial value remains
unchanged over time.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element name="initialValue" type="xsd:decimal">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The initial rate or amount, as the case may be. An initial
rate of 5% would be represented as 0.05.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="step" type="Step" minOccurs="0" maxOccurs="unbounded">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The schedule of step date and value pairs. On each step
date the associated step value becomes effective A list of
steps may be ordered in the document by ascending step
date. An FpML document containing an unordered list of
steps is still regarded as a conformant document.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
<xsd:attribute name="id" type="xsd:ID"/>
</xsd:complexType>
<xsd:complexType name="ScheduleReference">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Reference to a schedule of rates or amounts.
</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="Reference"/>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="SettlementInformation">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type that represents the choice of methods for settling a
potential currency payment resulting from a trade: by means of
a standard settlement instruction, by netting it out with other
payments, or with an explicit settlement instruction.
</xsd:documentation>
</xsd:annotation>
<xsd:choice>
<xsd:element name="standardSettlementStyle" type="StandardSettlementStyleEnum">
<xsd:annotation>
<xsd:documentation xml:lang="en">
An optional element used to describe how a trade will
settle. This defines a scheme and is used for identifying
trades that are identified as settling standard and/or
flagged for settlement netting.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="settlementInstruction" type="SettlementInstruction">
<xsd:annotation>
<xsd:documentation xml:lang="en">
An explicit specification of how a currency payment is to
be made, when the payment is not netted and the route is
other than the recipient's standard settlement instruction.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:choice>
</xsd:complexType>
<xsd:complexType name="SettlementInstruction">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type that models a complete instruction for settling a
currency payment, including the settlement method to be used,
the correspondent bank, any intermediary banks and the ultimate
beneficary.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element name="settlementMethod" type="SettlementMethod" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The mechanism by which settlement is to be made. The scheme
of domain values will include standard mechanisms such as
CLS, Fedwire, Chips ABA, Chips UID, SWIFT, CHAPS and DDA.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="correspondentInformation" type="CorrespondentInformation" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The information required to identify the correspondent bank
that will make delivery of the funds on the paying bank's
behalf in the country where the payment is to be made
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="intermediaryInformation" type="IntermediaryInformation" minOccurs="0" maxOccurs="unbounded">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Information to identify an intermediary through which
payment will be made by the correspondent bank to the
ultimate beneficiary of the funds.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="beneficiaryBank" type="Beneficiary" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The bank that acts for the ultimate beneficiary of the
funds in receiving payments.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="beneficiary" type="Beneficiary">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The ultimate beneficiary of the funds. The beneficiary can
be identified either by an account at the beneficiaryBank
(qv) or by explicit routingInformation. This element
provides for the latter.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="depositoryPartyReference" type="PartyReference" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Reference to the depository of the settlement.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="splitSettlement" type="SplitSettlement" minOccurs="0" maxOccurs="unbounded">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The set of individual payments that are to be made when a
currency payment settling a trade needs to be split between
a number of ultimate beneficiaries. Each split payment may
need to have its own routing information.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="SettlementMethod">
<xsd:simpleContent>
<xsd:extension base="xsd:normalizedString">
<xsd:attribute name="settlementMethodScheme" type="xsd:anyURI" default="http://www.fpml.org/coding-scheme/settlement-method-1-0"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<xsd:complexType name="SettlementPriceSource">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The source from which the settlement price is to be obtained,
e.g. a Reuters page, Prezzo di Riferimento, etc.
</xsd:documentation>
<xsd:documentation xml:lang="de">
Quelle für den Abrechnungspreis (z.B. eine Reuters-Seite,
Prezzo di Riferimento, usw.).
</xsd:documentation>
</xsd:annotation>
<xsd:simpleContent>
<xsd:extension base="xsd:normalizedString">
<xsd:attribute name="settlementPriceSourceScheme" type="xsd:anyURI" default="http://www.fpml.org/coding-scheme/settlement-price-source-1-0"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<xsd:complexType name="SettlementRateSource">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type describing the method for obtaining a settlement rate.
</xsd:documentation>
</xsd:annotation>
<xsd:choice>
<xsd:element name="informationSource" type="InformationSource">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The information source where a published or displayed
market rate will be obtained, e.g. Telerate Page 3750.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="cashSettlementReferenceBanks" type="CashSettlementReferenceBanks">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A container for a set of reference institutions. These
reference institutions may be called upon to provide rate
quotations as part of the method to determine the
applicable cash settlement amount. If institutions are not
specified, it is assumed that reference institutions will
be agreed between the parties on the exercise date, or in
the case of swap transaction to which mandatory early
termination is applicable, the cash settlement valuation
date.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:choice>
</xsd:complexType>
<xsd:complexType name="SharedAmericanExercise">
<xsd:annotation>
<xsd:documentation xml:lang="en">
TBA
</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="Exercise">
<xsd:sequence>
<xsd:element name="commencementDate" type="AdjustableOrRelativeDate">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The first day of the exercise period for an American
style option.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="expirationDate" type="AdjustableOrRelativeDate">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The last day within an exercise period for an American
style option. For a European style option it is the
only day within the exercise period.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="latestExerciseTime" type="BusinessCenterTime" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
For a Bermuda or American style option, the latest time
on an exercise business day (excluding the expiration
date) within the exercise period that notice can be
given by the buyer to the seller or seller's agent.
Notice of exercise given after this time will be deemed
to have been given on the next exercise business day.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="SplitSettlement">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type that supports the division of a gross settlement amount
into a number of split settlements, each requiring its own
settlement instruction.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element name="splitSettlementAmount" type="Money">
<xsd:annotation>
<xsd:documentation xml:lang="en">
One of the monetary amounts in a split settlement payment.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="beneficiaryBank" type="Routing" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The bank that acts for the ultimate beneficiary of the
funds in receiving payments.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="beneficiary" type="Routing">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The ultimate beneficiary of the funds. The beneficiary can
be identified either by an account at the beneficiaryBank
(qv) or by explicit routingInformation. This element
provides for the latter.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="SpreadSchedule">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Adds an optional spread type element to the Schedule to
identify a long or short spread value.
</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="Schedule">
<xsd:sequence>
<xsd:element name="type" type="SpreadScheduleType" minOccurs="0"/>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="SpreadScheduleReference">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Provides a reference to a spread schedule.
</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="Reference"/>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="SpreadScheduleType">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Defines a Spread Type Scheme to identify a long or short spread
value.
</xsd:documentation>
</xsd:annotation>
<xsd:simpleContent>
<xsd:extension base="xsd:normalizedString">
<xsd:attribute name="spreadScheduleTypeScheme" type="xsd:anyURI" default="http://www.fpml.org/coding-scheme/spread-schedule-type-1-0"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<xsd:complexType name="Step">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type defining a step date and step value pair. This step
definitions are used to define varying rate or amount
schedules, e.g. a notional amortization or a step-up coupon
schedule.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element name="stepDate" type="xsd:date">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The date on which the associated stepValue becomes
effective. This day may be subject to adjustment in
accordance with a business day convention.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="stepValue" type="xsd:decimal">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The rate or amount which becomes effective on the
associated stepDate. A rate of 5% would be represented as
0.05.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
<xsd:attribute name="id" type="xsd:ID"/>
</xsd:complexType>
<xsd:complexType name="StreetAddress">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type that describes the set of street and building number
information that identifies a postal address within a city.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element name="streetLine" type="xsd:string" maxOccurs="unbounded">
<xsd:annotation>
<xsd:documentation xml:lang="en">
An individual line of street and building number
information, forming part of a postal address.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="Stub">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type defining how a stub calculation period amount is
calculated. A single floating rate tenor different to that used
for the regular part of the calculation periods schedule may be
specified, or two floating rate tenors many be specified. If
two floating rate tenors are specified then Linear
Interpolation (in accordance with the 2000 ISDA Definitions,
Section 8.3 Interpolation) is assumed to apply. Alternatively,
an actual known stub rate or stub amount may be specified.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:choice>
<xsd:element name="floatingRate" type="StubFloatingRate" maxOccurs="unbounded">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The rates to be applied to the initial or final stub may
be the linear interpolation of two different rates. While
the majority of the time, the rate indices will be the
same as that specified in the stream and only the tenor
itself will be different, it is possible to specift two
different rates. For example, a 2 month stub period may
use the linear interpolation of a 1 month and 3 month
rate. The different rates would be specified in this
component. Note that a maximum of two rates can be
specified. If a stub period uses the same floating rate
index, including tenor, as the regular calculation
periods then this should not be specified again within
this component, i.e. the stub calculation period amount
component may not need to be specified even if there is
an initial or final stub period. If a stub period uses a
different floating rate index compared to the regular
calculation periods then this should be specified within
this component. If specified here, they are likely to
have id attributes, allowing them to be referenced from
within the cashflows component.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="stubRate" type="xsd:decimal">
<xsd:annotation>
<xsd:documentation xml:lang="en">
An actual rate to apply for the initial or final stub
period may have been agreed between the principal parties
(in a similar way to how an initial rate may have been
agreed for the first regular period). If an actual stub
rate has been agreed then it would be included in this
component. It will be a per annum rate, expressed as a
decimal. A stub rate of 5% would be represented as 0.05.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="stubAmount" type="Money">
<xsd:annotation>
<xsd:documentation xml:lang="en">
An actual amount to apply for the initial or final stub
period may have been agreed between th two parties. If an
actual stub amount has been agreed then it would be
included in this component.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:choice>
<xsd:element name="stubStartDate" type="AdjustableOrRelativeDate" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Start date of stub period. This was created to support use
of the InterestRateStream within the Equity Derivative
sphere, and this element is not expected to be produced in
the representation of Interest Rate products.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="stubEndDate" type="AdjustableOrRelativeDate" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
End date of stub period. This was created to support use of
the InterestRateStream within the Equity Derivative sphere,
and this element is not expected to be produced in the
representation of Interest Rate products.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="StubFloatingRate">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type defining a floating rate.
</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="Rate">
<xsd:sequence>
<xsd:group ref="FloatingRateIndex.model"/>
<xsd:element name="fallbackRate" type="FallbackRate" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A fallback rate calculated using an averaging or
compounding formula to be used in case of the cessation
of the original term rate. This structure is provided
to allow an approximate representation to be created
for published fallback rates to allow operations such
as valuation, accrual calculation, and risk
calculation.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:group ref="FloatingRate.model" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
DEPRECATED - These conditioning parameters should never
be applied to the stub rate, rather to the original
rate. They are retained for backward compatibility with
previous versions of the standard.
</xsd:documentation>
</xsd:annotation>
</xsd:group>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="Strike">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type describing a single cap or floor rate.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element name="strikeRate" type="xsd:decimal">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The rate for a cap or floor.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="buyer" type="IdentifiedPayerReceiver" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The buyer of the option
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="seller" type="IdentifiedPayerReceiver" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The party that has sold.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
<xsd:attribute name="id" type="xsd:ID"/>
</xsd:complexType>
<xsd:complexType name="StrikeSchedule">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type describing a schedule of cap or floor rates.
</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="Schedule">
<xsd:sequence>
<xsd:element name="buyer" type="IdentifiedPayerReceiver" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The buyer of the option
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="seller" type="IdentifiedPayerReceiver" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The party that has sold.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="SwaptionPhysicalSettlement">
<xsd:sequence>
<xsd:element name="clearedPhysicalSettlement" type="xsd:boolean">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies whether the swap resulting from physical
settlement of the swaption transaction will clear through a
clearing house. The meaning of Cleared Physical Settlement
is defined in the 2006 ISDA Definitions, Section 15.2
(published in Supplement number 28).
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="mutuallyAgreedClearinghouse" type="MutuallyAgreedClearinghouse" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
This may be used to specify a "mutually-agreed
clearinghouse" for settlement.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="agreedDiscountRate" type="BenchmarkRate" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
This may be used to indicate the discount rate to be used
for cash collateral for cash settlement purposes.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="settlementRateSource" type="SettlementRateSource" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The method for obtaining a settlement rate. This may be
from some information source (e.g. Reuters) or from a set
of reference banks.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="quotationRateType" type="QuotationRateTypeEnum" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Which rate quote is to be observed, either Bid, Mid, Offer
or Exercising Party Pays. The meaning of Exercising Party
Pays is defined in the 2000 ISDA Definitions, Section 17.2.
Certain Definitions Relating to Cash Settlement, paragraph
(j)
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="ValuationScenarioReference">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Reference to a valuation scenario.
</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="Reference"/>
</xsd:complexContent>
</xsd:complexType>
<xsd:element name="americanExercise" type="AmericanExercise" substitutionGroup="exercise">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The parameters for defining the exercise period for an American
style option together with any rules governing the notional
amount of the underlying which can be exercised on any given
exercise date and any associated exercise fees.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="bermudaExercise" type="BermudaExercise" substitutionGroup="exercise">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The parameters for defining the exercise period for a Bermuda
style option together with any rules governing the notional
amount of the underlying which can be exercised on any given
exercise date and any associated exercise fees.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="europeanExercise" type="EuropeanExercise" substitutionGroup="exercise">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The parameters for defining the exercise period for a European
style option together with any rules governing the notional
amount of the underlying which can be exercised on any given
exercise date and any associated exercise fees.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="exercise" type="Exercise" abstract="true">
<xsd:annotation>
<xsd:documentation xml:lang="en">
An placeholder for the actual option exercise definitions.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="product" type="Product" abstract="true">
<xsd:annotation>
<xsd:documentation xml:lang="en">
An abstract element used as a place holder for the substituting
product elements.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:group name="BusinessCentersOrReference.model">
<xsd:choice>
<xsd:element name="businessCentersReference" type="BusinessCentersReference">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A pointer style reference to a set of financial business
centers defined elsewhere in the document. This set of
business centers is used to determine whether a particular
day is a business day or not.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="businessCenters" type="BusinessCenters"/>
</xsd:choice>
</xsd:group>
<xsd:group name="BuyerSeller.model">
<xsd:sequence>
<xsd:element name="buyerPartyReference" type="PartyOrTradeSideReference">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A reference to the party that buys this instrument, ie.
pays for this instrument and receives the rights defined by
it. See 2000 ISDA definitions Article 11.1 (b). In the case
of FRAs this the fixed rate payer.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="sellerPartyReference" type="PartyOrTradeSideReference">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A reference to the party that sells ("writes") this
instrument, i.e. that grants the rights defined by this
instrument and in return receives a payment for it. See
2000 ISDA definitions Article 11.1 (a). In the case of FRAs
this is the floating rate payer.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:group>
<xsd:group name="FloatingRate.model">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Elements representing the rate treatment and conditioning
parameters that can be applied to a floating rate, such as
spreads, multipliers, rate treatments, rate rounding, etc.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element name="floatingRateMultiplierSchedule" type="Schedule" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A rate multiplier or multiplier schedule to apply to the
floating rate. A multiplier schedule is expressed as
explicit multipliers and dates. In the case of a schedule,
the step dates may be subject to adjustment in accordance
with any adjustments specified in the
calculationPeriodDatesAdjustments. The multiplier can be a
positive or negative decimal. This element should only be
included if the multiplier is not equal to 1 (one) for the
term of the stream.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="spreadSchedule" type="SpreadSchedule" minOccurs="0" maxOccurs="unbounded">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The ISDA Spread or a Spread schedule expressed as explicit
spreads and dates. In the case of a schedule, the step
dates may be subject to adjustment in accordance with any
adjustments specified in calculationPeriodDatesAdjustments.
The spread is a per annum rate, expressed as a decimal. For
purposes of determining a calculation period amount, if
positive the spread will be added to the floating rate and
if negative the spread will be subtracted from the floating
rate. A positive 10 basis point (0.1%) spread would be
represented as 0.001.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="rateTreatment" type="RateTreatmentEnum" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The specification of any rate conversion which needs to be
applied to the observed rate before being used in any
calculations. The two common conversions are for securities
quoted on a bank discount basis which will need to be
converted to either a Money Market Yield or Bond Equivalent
Yield. See the Annex to the 2000 ISDA Definitions, Section
7.3. Certain General Definitions Relating to Floating Rate
Options, paragraphs (g) and (h) for definitions of these
terms.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="capRateSchedule" type="StrikeSchedule" minOccurs="0" maxOccurs="unbounded">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The cap rate or cap rate schedule, if any, which applies to
the floating rate. The cap rate (strike) is only required
where the floating rate on a swap stream is capped at a
certain level. A cap rate schedule is expressed as explicit
cap rates and dates and the step dates may be subject to
adjustment in accordance with any adjustments specified in
calculationPeriodDatesAdjustments. The cap rate is assumed
to be exclusive of any spread and is a per annum rate,
expressed as a decimal. A cap rate of 5% would be
represented as 0.05.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="floorRateSchedule" type="StrikeSchedule" minOccurs="0" maxOccurs="unbounded">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The floor rate or floor rate schedule, if any, which
applies to the floating rate. The floor rate (strike) is
only required where the floating rate on a swap stream is
floored at a certain strike level. A floor rate schedule is
expressed as explicit floor rates and dates and the step
dates may be subject to adjustment in accordance with any
adjustments specified in calculationPeriodDatesAdjustments.
The floor rate is assumed to be exclusive of any spread and
is a per annum rate, expressed as a decimal. A floor rate
of 5% would be represented as 0.05.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:group>
<xsd:group name="FloatingRateCalculation.model">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Elements representing the daily calculated rate and fallback
rate definitions.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element name="initialRate" type="xsd:decimal" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The initial floating rate reset agreed between the
principal parties involved in the trade. This is assumed to
be the first required reset rate for the first regular
calculation period. It should only be included when the
rate is not equal to the rate published on the source
implied by the floating rate index. An initial rate of 5%
would be represented as 0.05.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="finalRateRounding" type="Rounding" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The rounding convention to apply to the final rate used in
determination of a calculation period amount.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="averagingMethod" type="AveragingMethodEnum" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
If averaging is applicable, this component specifies
whether a weighted or unweighted average method of
calculation is to be used. The component must only be
included when averaging applies.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="negativeInterestRateTreatment" type="NegativeInterestRateTreatmentEnum" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The specification of any provisions for calculating payment
obligations when a floating rate is negative (either due to
a quoted negative floating rate or by operation of a spread
that is subtracted from the floating rate).
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:group>
<xsd:group name="FloatingRateIndex.model">
<xsd:sequence>
<xsd:element name="floatingRateIndex" type="FloatingRateIndex" minOccurs="1">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The ISDA Floating Rate Option, i.e. the name of the
floating rate.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="indexTenor" type="Interval" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The ISDA Designated Maturity, i.e. the tenor of the
floating rate.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:group>
<xsd:group name="ObservationParameters.model">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Definitions of daily cap and floor rates for floating rate
indexes.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element name="observationCapRate" type="xsd:decimal" minOccurs="0">
<xsd:annotation>
<xsd:documentation>
A maximum rate for an rate observation; optionally applied
for daily averaged rates. These are described in the 2021
ISDA Definitions in Section 7.2.4
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="observationFloorRate" type="xsd:decimal" minOccurs="0">
<xsd:annotation>
<xsd:documentation>
A minimum rate for an rate observation; optionally applied
for daily averaged rates. These are described in the 2021
ISDA Definitions in Section 7.2.3
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:group>
<xsd:group name="PayerReceiver.model">
<xsd:sequence>
<xsd:element name="payerPartyReference" type="PartyOrAccountReference">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A reference to the party responsible for making the
payments defined by this structure.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="receiverPartyReference" type="PartyOrAccountReference">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A reference to the party that receives the payments
corresponding to this structure.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:group>
<xsd:group name="Product.model">
<xsd:sequence>
<xsd:element name="productType" type="ProductType" minOccurs="0" maxOccurs="unbounded">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A classification of the type of product. FpML defines a
simple product categorization using a coding scheme.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="productId" type="ProductId" minOccurs="0" maxOccurs="unbounded">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A product reference identifier allocated by a party. FpML
does not define the domain values associated with this
element. Note that the domain values for this element are
not strictly an enumerated list.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:group>
<xsd:group name="RoutingExplicitDetails.model">
<xsd:sequence>
<xsd:element name="routingName" type="xsd:string">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A real name that is used to identify a party involved in
the routing of a payment.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="routingAddress" type="Address" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A physical postal address via which a payment can be
routed.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="routingAccountNumber" type="xsd:string" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
An account number via which a payment can be routed.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="routingReferenceText" type="xsd:string" minOccurs="0" maxOccurs="unbounded">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A piece of free-format text used to assist the
identification of a party involved in the routing of a
payment.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:group>
</xsd:schema>