Schema "fpml-dividend-swaps-5-5.xsd"
Target Namespace:
http://www.fpml.org/FpML-5/transparency
Version:
$Revision: 9765 $
Defined Components:
2 global elements, 13 local elements, 6 complexTypes
Default Namespace-Qualified Form:
Local Elements: qualified; Local Attributes: unqualified
Schema Location:
C:\Users\mkoli\FpML Specifications\trunk\xml\transparency\fpml-dividend-swaps-5-5.xsd; see XML source
Includes Schemas (2):
fpml-eqd-5-5.xsd [src], fpml-shared-5-5.xsd [src]
Included in Schema:
fpml-main-5-5.xsd [src]
All Element Summary
dividendLeg Dividend leg.
Type:
DividendLeg
Content:
complex, 1 attribute, 13 elements
Defined:
locally witnin DividendSwapTransactionSupplement complexType; see XML source
dividendPeriod (in dividendLeg) One to many time bounded dividend payment periods, each with a fixed strike and dividend payment date per period.
Type:
DividendPeriodPayment
Content:
complex, 1 attribute, 5 elements
Defined:
locally witnin DividendLeg complexType; see XML source
dividendSwapOptionTransactionSupplement Specifies the structure of the dividend swap transaction supplement.
Type:
DividendSwapOptionTransactionSupplement
Content:
complex, 1 attribute, 13 elements
Subst.Gr:
may substitute for element product
Defined:
globally; see XML source
Used:
never
dividendSwapTransactionSupplement Specifies the structure of the dividend swap transaction supplement.
Type:
DividendSwapTransactionSupplement
Content:
complex, 1 attribute, 7 elements
Subst.Gr:
may substitute for element product
Defined:
globally; see XML source
Used:
never
dividendSwapTransactionSupplement (in dividendSwapOptionTransactionSupplement) The variance swap details.
Type:
DividendSwapTransactionSupplement
Content:
complex, 1 attribute, 7 elements
Defined:
locally witnin DividendSwapOptionTransactionSupplement complexType; see XML source
equityExercise (in dividendSwapOptionTransactionSupplement) The parameters for defining how the equity option can be exercised, how it is valued and how it is settled.
Type:
EquityExerciseValuationSettlement
Content:
complex, 7 elements
Defined:
locally witnin DividendSwapOptionTransactionSupplement complexType; see XML source
equityPremium (in dividendSwapOptionTransactionSupplement) The variance option premium payable by the buyer to the seller.
Type:
EquityPremium
Content:
complex, 1 attribute, 6 elements
Defined:
locally witnin DividendSwapOptionTransactionSupplement complexType; see XML source
fixedLeg (defined in DividendSwapTransactionSupplement complexType) Fixed payment leg.
Type:
FixedPaymentLeg
Content:
complex, 1 attribute, 4 elements
Defined:
locally witnin DividendSwapTransactionSupplement complexType; see XML source
fixedPayment Fixed payment of a dividend swap, payment date is relative to a dividend period payment date.
Type:
FixedPaymentAmount
Content:
complex, 1 attribute, 1 element
Defined:
locally witnin FixedPaymentLeg complexType; see XML source
fixedStrike Fixed strike.
Type:
PositiveDecimal
Content:
simple
Defined:
locally witnin DividendPeriodPayment complexType; see XML source
materialDividend If present and true, then material non cash dividends are applicable.
Type:
xsd:boolean
Content:
simple
Defined:
locally witnin DividendLeg complexType; see XML source
multiplier (in dividendSwapOptionTransactionSupplement) Specifies the contract multiplier that can be associated with an index option.
Type:
PositiveDecimal
Content:
simple
Defined:
locally witnin DividendSwapOptionTransactionSupplement complexType; see XML source
optionEntitlement (in dividendSwapOptionTransactionSupplement) The number of shares per option comprised in the option transaction supplement.
Type:
PositiveDecimal
Content:
simple
Defined:
locally witnin DividendSwapOptionTransactionSupplement complexType; see XML source
paymentAmount (in fixedPayment) Payment amount, which is optional since the payment amount may be calculated using fixed strike and number of open units.
Type:
NonNegativeMoney
Content:
complex, 1 attribute, 2 elements
Defined:
locally witnin FixedPaymentAmount complexType; see XML source
specialDividends If present and true, then special dividends and memorial dividends are applicable.
Type:
xsd:boolean
Content:
simple
Defined:
locally witnin DividendLeg complexType; see XML source
Complex Type Summary
DividendLeg
 Floating Payment Leg of a Dividend Swap.
Content:
complex, 1 attribute, 13 elements
Defined:
globally; see XML source
Includes:
definitions of 3 elements
Used:
at 1 location
DividendPeriodPayment
 A time bounded dividend period, with fixed strike and a dividend payment date per period.
Content:
complex, 1 attribute, 5 elements
Defined:
globally; see XML source
Includes:
definition of 1 element
Used:
at 1 location
DividendSwapOptionTransactionSupplement
Content:
complex, 1 attribute, 13 elements
Defined:
globally; see XML source
Includes:
definitions of 5 elements
Used:
at 1 location
DividendSwapTransactionSupplement
 A Dividend Swap Transaction Supplement.
Content:
complex, 1 attribute, 7 elements
Defined:
globally; see XML source
Includes:
definitions of 2 elements
Used:
at 2 locations
FixedPaymentAmount
 Fixed payment amount within a Dividend Swap.
Content:
complex, 1 attribute, 1 element
Defined:
globally; see XML source
Includes:
definition of 1 element
Used:
at 1 location
FixedPaymentLeg
 Fixed Payment Leg of a Dividend Swap.
Content:
complex, 1 attribute, 4 elements
Defined:
globally; see XML source
Includes:
definition of 1 element
Used:
at 1 location
XML Source
<?xml version="1.0" encoding="utf-8"?>
<!--
== Copyright (c) 2002-2013 All rights reserved.
== Financial Products Markup Language is subject to the FpML public license.
== A copy of this license is available at http://www.fpml.org/license/license.html
-->
<xsd:schema attributeFormDefault="unqualified" ecore:documentRoot="FpML" ecore:nsPrefix="trnsp" ecore:package="org.fpml.transparency" elementFormDefault="qualified" targetNamespace="http://www.fpml.org/FpML-5/transparency" version="$Revision: 9765 $" xmlns="http://www.fpml.org/FpML-5/transparency" xmlns:ecore="http://www.eclipse.org/emf/2002/Ecore" xmlns:fpml-annotation="http://www.fpml.org/annotation" xmlns:xsd="http://www.w3.org/2001/XMLSchema">
<!--IY: ETTF pretrade IRS and CDS-->
<xsd:include schemaLocation="fpml-eqd-5-5.xsd"/>
<xsd:include schemaLocation="fpml-shared-5-5.xsd"/>
<xsd:complexType name="DividendLeg">
<xsd:annotation>
<xsd:documentation xml:lang="en">Floating Payment Leg of a Dividend Swap.</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="DirectionalLegUnderlyer">
<xsd:sequence>
<xsd:group ref="DeclaredCashAndCashEquivalentDividendPercentage.model"/>
<xsd:element maxOccurs="unbounded" name="dividendPeriod" type="DividendPeriodPayment">
<xsd:annotation>
<xsd:documentation xml:lang="en">
One to many time bounded dividend payment periods, each with a fixed strike and dividend payment date per period.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="specialDividends" type="xsd:boolean">
<xsd:annotation>
<xsd:documentation>
If present and true, then special dividends and memorial dividends are applicable.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="materialDividend" type="xsd:boolean">
<xsd:annotation>
<xsd:documentation>
If present and true, then material non cash dividends are applicable.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="DividendPeriodPayment">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A time bounded dividend period, with fixed strike and a dividend payment date per period.
</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="DividendPeriod">
<xsd:sequence>
<xsd:element minOccurs="0" name="fixedStrike" type="PositiveDecimal">
<xsd:annotation>
<xsd:documentation xml:lang="en">Fixed strike.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<!--View Generation: SKIPPED paymentDate - Documentation-->
<!--View Generation: SKIPPED valuationDate - Documentation-->
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<!-- BAL added for review purposes -->
<xsd:complexType name="DividendSwapOptionTransactionSupplement">
<xsd:complexContent>
<xsd:extension base="OptionBase">
<xsd:sequence>
<xsd:element minOccurs="0" name="equityPremium" type="EquityPremium">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The variance option premium payable by the buyer to the seller.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="equityExercise" type="EquityExerciseValuationSettlement">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The parameters for defining how the equity option can be exercised, how it is valued and how it is settled.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<!--View Generation: SKIPPED exchangeLookAlike - Documentation-->
<!--View Generation: SKIPPED methodOfAdjustment - Documentation-->
<xsd:choice minOccurs="0">
<xsd:element name="optionEntitlement" type="PositiveDecimal">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The number of shares per option comprised in the option transaction supplement.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="multiplier" type="PositiveDecimal">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies the contract multiplier that can be associated with an index option.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:choice>
<xsd:element name="dividendSwapTransactionSupplement" type="DividendSwapTransactionSupplement">
<xsd:annotation>
<xsd:documentation xml:lang="en">The variance swap details.</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="DividendSwapTransactionSupplement">
<xsd:annotation>
<xsd:documentation xml:lang="en">A Dividend Swap Transaction Supplement.</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="Product">
<xsd:sequence>
<xsd:element name="dividendLeg" type="DividendLeg">
<xsd:annotation>
<xsd:documentation xml:lang="en">Dividend leg.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="fixedLeg" type="FixedPaymentLeg">
<xsd:annotation>
<xsd:documentation xml:lang="en">Fixed payment leg.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<!--View Generation: SKIPPED - Documentation-->
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="FixedPaymentAmount">
<xsd:annotation>
<xsd:documentation xml:lang="en">Fixed payment amount within a Dividend Swap.</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="PaymentBase">
<xsd:sequence>
<xsd:element minOccurs="0" name="paymentAmount" type="NonNegativeMoney">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Payment amount, which is optional since the payment amount may be calculated using fixed strike and number of open units.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<!--View Generation: SKIPPED paymentDate - Documentation-->
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="FixedPaymentLeg">
<xsd:annotation>
<xsd:documentation xml:lang="en">Fixed Payment Leg of a Dividend Swap.</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="DirectionalLeg">
<xsd:sequence>
<xsd:element maxOccurs="unbounded" name="fixedPayment" type="FixedPaymentAmount">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Fixed payment of a dividend swap, payment date is relative to a dividend period payment date. Commonly the dividend leg and the fixed payment leg will pay out on the same date, and the payments will be netted.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:element name="dividendSwapOptionTransactionSupplement" substitutionGroup="product" type="DividendSwapOptionTransactionSupplement">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies the structure of the dividend swap transaction supplement.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="dividendSwapTransactionSupplement" substitutionGroup="product" type="DividendSwapTransactionSupplement">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies the structure of the dividend swap transaction supplement.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:schema>
XML schema documentation generated with DocFlex/XML 1.8.6b2 using DocFlex/XML XSDDoc 2.5.1 template set. All content model diagrams generated by Altova XMLSpy via DocFlex/XML XMLSpy Integration.