Schema "fpml-fx-5-5.xsd"
Target Namespace:

  http://www.fpml.org/FpML-5/transparency

Version:

  $Revision: 10150 $

Defined Components:

  5 global elements, 84 local elements, 24 complexTypes, 1 simpleType, 3 element groups

Default Namespace-Qualified Form:

  Local Elements: qualified; Local Attributes: unqualified

Schema Location:

  C:\Users\mkoli\FpML Specifications\trunk\xml\transparency\fpml-fx-5-5.xsd; see XML source

Includes Schema:

  fpml-option-shared-5-5.xsd [src]

Included in Schemas (2):

  fpml-generic-5-5.xsd [src], fpml-main-5-5.xsd [src]

All Element Summary
additionalPayment (in fxFlexibleForward) | Fee paid by the client at inception (analagous to an option premium).
Type: | Payment
Content: | complex, 2 attributes, 3 elements
Defined: | locally witnin FxFlexibleForward complexType; see XML source
americanExercise (in fxDigitalOption) | The parameters for defining the exercise period for an American style option.
Type: | FxDigitalAmericanExercise
Content: | complex, 1 attribute, 3 elements
Defined: | locally witnin FxDigitalOption complexType; see XML source
americanExercise (in fxOption) | The parameters for defining the exercise period for an American style option.
Type: | FxAmericanExercise
Content: | complex, 1 attribute, 3 elements
Defined: | locally witnin FxOption complexType; see XML source
businessCenters (in executionPeriodDates) | Business centers for determination of execution period business days.
Type: | BusinessCenters
Content: | complex, 1 attribute, 1 element
Defined: | locally witnin FxFlexibleForwardExecutionPeriod complexType; see XML source
callCurrency | The currency which: - the option buyer will receive (buy) - the option writer will pay (sell)
Type: | Currency
Content: | simple, 1 attribute
Defined: | locally witnin PutCallCurrency.model group; see XML source
callCurrencyAmount | The currency amount that the option gives the right to buy.
Type: | NonNegativeMoney
Content: | complex, 1 attribute, 2 elements
Defined: | locally witnin FxOption complexType; see XML source
cashSettlement (in fxOption) | Specifies the currency and fixing details for cash settlement.
Type: | FxCashSettlement
Content: | complex, 4 elements
Defined: | locally witnin FxOption complexType; see XML source
commencementDate (defined in FxDigitalAmericanExercise complexType) | The earliest date on which the option can be exercised.
Type: | AdjustableOrRelativeDate
Content: | complex, 1 attribute, 2 elements
Defined: | locally witnin FxDigitalAmericanExercise complexType; see XML source
crossRate (in exchangeRate defined in FxCoreDetails.model group) | An optional element that allow for definition of the currency exchange rates used to cross between the traded currencies for non-base currency FX contracts.
Type: | CrossRate
Content: | complex, 6 elements
Defined: | locally witnin ExchangeRate complexType; see XML source
currency (defined in DualCurrencyFeature complexType) | The Alternate currency i.e. the currency in which the deposit will be redeemed in the event that the spot rate fixes below the strike rate at the specified fixing date and time.
Type: | Currency
Content: | simple, 1 attribute
Defined: | locally witnin DualCurrencyFeature complexType; see XML source
currency1ValueDate | The date on which the currency1 amount will be settled.
Type: | xsd:date
Content: | simple
Defined: | locally witnin FxCoreDetails.model group; see XML source
currency2ValueDate | The date on which the currency2 amount will be settled.
Type: | xsd:date
Content: | simple
Defined: | locally witnin FxCoreDetails.model group; see XML source
cutName | The code by which the expiry time is known in the market.
Type: | CutName
Content: | simple, 1 attribute
Defined: | locally witnin FxEuropeanExercise complexType; see XML source
date (defined in FxBusinessCenterDateTime complexType) |
Type: | xsd:date
Content: | simple
Defined: | locally witnin FxBusinessCenterDateTime complexType; see XML source
dealtCurrency | Indicates which currency was dealt.
Type: | DealtCurrencyEnum
Content: | simple
Defined: | locally witnin FxCoreDetails.model group; see XML source
earliestExecutionTime | The earliest time of day at the specified business center, at which the client may execute a transaction.
Type: | BusinessCenterTime
Content: | complex, 2 elements
Defined: | locally witnin FxFlexibleForward complexType; see XML source
effectiveDate (in fxDigitalOption) | Effective date for a forward starting derivative.
Type: | AdjustableOrRelativeDate
Content: | complex, 1 attribute, 2 elements
Defined: | locally witnin FxDigitalOption complexType; see XML source
effectiveDate (in fxOption) | Effective date for a forward starting derivative.
Type: | AdjustableOrRelativeDate
Content: | complex, 1 attribute, 2 elements
Defined: | locally witnin FxOption complexType; see XML source
europeanExercise (in fxDigitalOption) | The parameters for defining the exercise period for an European style option.
Type: | FxEuropeanExercise
Content: | complex, 1 attribute, 4 elements
Defined: | locally witnin FxDigitalOption complexType; see XML source
europeanExercise (in fxOption) | The parameters for defining the exercise period for an European style option.
Type: | FxEuropeanExercise
Content: | complex, 1 attribute, 4 elements
Defined: | locally witnin FxOption complexType; see XML source
exchangedCurrency1 | This is the first of the two currency flows that define a single leg of a standard foreign exchange transaction.
Type: | Payment
Content: | complex, 2 attributes, 3 elements
Defined: | locally witnin FxCoreDetails.model group; see XML source
exchangedCurrency2 | This is the second of the two currency flows that define a single leg of a standard foreign exchange transaction.
Type: | Payment
Content: | complex, 2 attributes, 3 elements
Defined: | locally witnin FxCoreDetails.model group; see XML source
exchangeRate (defined in FxCoreDetails.model group) | The rate of exchange between the two currencies.
Type: | ExchangeRate
Content: | complex, 6 elements
Defined: | locally witnin FxCoreDetails.model group; see XML source
executionPeriodDates | The period during which the client has the right to execute a transaction, on any business day defined by reference to the specified business centers, subject to the constraints of the minimum execution amount and aggregate total notional amount. * Period dates are inclusive i.e. the expiry date is the final date on which execution may occur.
Type: | FxFlexibleForwardExecutionPeriod
Content: | complex, 1 attribute, 3 elements
Defined: | locally witnin FxFlexibleForward complexType; see XML source
expiryDate (defined in FxDigitalAmericanExercise complexType) | The latest date on which the option can be exercised.
Type: | xsd:date
Content: | simple
Defined: | locally witnin FxDigitalAmericanExercise complexType; see XML source
expiryDate (defined in FxEuropeanExercise complexType) | Represents a standard expiry date as defined for an FX OTC option.
Type: | xsd:date
Content: | simple
Defined: | locally witnin FxEuropeanExercise complexType; see XML source
expiryDate (in executionPeriodDates) | Expiry (maturity) date of the execution period.
Type: | xsd:date
Content: | simple
Defined: | locally witnin FxFlexibleForwardExecutionPeriod complexType; see XML source
expiryTime (defined in FxEuropeanExercise complexType) | Time at which the option expires on the expiry date.
Type: | BusinessCenterTime
Content: | complex, 2 elements
Defined: | locally witnin FxEuropeanExercise complexType; see XML source
farLeg | The FX transaction with the latest value date.
Type: | FxSwapLeg
Content: | complex, 1 attribute, 11 elements
Defined: | locally witnin FxSwap complexType; see XML source
finalSettlementDate | The final date for settlement.
Type: | xsd:date
Content: | simple
Defined: | locally witnin FxFlexibleForward complexType; see XML source
fixingDate (defined in DualCurrencyFeature complexType) | The date on which the fx spot rate is compared against the strike rate, in order to determine the delivery currency.
Type: | xsd:date
Content: | simple
Defined: | locally witnin DualCurrencyFeature complexType; see XML source
fixingTime (defined in DualCurrencyFeature complexType) | The time at which the fx spot rate observation is made i.e. the option cut off time on the expiry date.
Type: | BusinessCenterTime
Content: | complex, 2 elements
Defined: | locally witnin DualCurrencyFeature complexType; see XML source
forwardPoints (defined in CrossRate complexType) | An optional element used for deals consumated in the FX Forwards market.
Type: | xsd:decimal
Content: | simple
Defined: | locally witnin CrossRate complexType; see XML source
forwardPoints (in exchangeRate defined in FxCoreDetails.model group) | An optional element used for deals consumated in the FX Forwards market.
Type: | xsd:decimal
Content: | simple
Defined: | locally witnin ExchangeRate complexType; see XML source
forwardRate | Definition of the forward exchange rate for transactions executed during the execution period.
Type: | FxFlexibleForwardRate
Content: | complex, 5 elements
Defined: | locally witnin FxFlexibleForward complexType; see XML source
fxDigitalOption | An FX digital option transaction definition.
Type: | FxDigitalOption
Content: | complex, 1 attribute, 15 elements
Subst.Gr: | may substitute for element product
Defined: | globally; see XML source
Used: | never
fxFlexibleForward | A flexible term fx forward product definition.
Type: | FxFlexibleForward
Content: | complex, 1 attribute, 18 elements
Subst.Gr: | may substitute for element product
Defined: | globally; see XML source
Used: | never
fxOption | An FX option transaction definition.
Type: | FxOption
Content: | complex, 1 attribute, 18 elements
Subst.Gr: | may substitute for element product
Defined: | globally; see XML source
Used: | never
fxSingleLeg | A simple FX spot or forward transaction definition.
Type: | FxSingleLeg
Content: | complex, 1 attribute, 15 elements
Subst.Gr: | may substitute for element product
Defined: | globally; see XML source
Used: | never
fxSwap | An FX Swap transaction definition.
Type: | FxSwap
Content: | complex, 1 attribute, 7 elements
Subst.Gr: | may substitute for element product
Defined: | globally; see XML source
Used: | never
interestAtRisk | Specifies whether the interest component of the redemption amount is subject to conversion to the Alternate currency, in the event that the spot rate is strictly lower than the strike rate at the specified fixing date and time.
Type: | xsd:boolean
Content: | simple
Defined: | locally witnin DualCurrencyFeature complexType; see XML source
latestExecutionTime | The latest time of day at the specified business center, at which the client may execute a transaction.
Type: | BusinessCenterTime
Content: | complex, 2 elements
Defined: | locally witnin FxFlexibleForward complexType; see XML source
latestValueDate | The latest date on which both currencies traded will settle.
Type: | xsd:date
Content: | simple
Defined: | locally witnin FxDigitalAmericanExercise complexType; see XML source
maximumNotionalAmount (defined in FxMultipleExercise complexType) | The maximum amount of notiional that can be exercised.
Type: | NonNegativeMoney
Content: | complex, 1 attribute, 2 elements
Defined: | locally witnin FxMultipleExercise complexType; see XML source
minimumExecutionAmount | The minimum notional amount which must be executed in any single transaction.
Type: | PositiveMoney
Content: | complex, 1 attribute, 2 elements
Defined: | locally witnin FxFlexibleForward complexType; see XML source
minimumNotionalAmount (defined in FxMultipleExercise complexType) | The minimum amount of notional that can be exercised.
Type: | NonNegativeMoney
Content: | complex, 1 attribute, 2 elements
Defined: | locally witnin FxMultipleExercise complexType; see XML source
nearLeg | The FX transaction with the earliest value date.
Type: | FxSwapLeg
Content: | complex, 1 attribute, 11 elements
Defined: | locally witnin FxSwap complexType; see XML source
nonDeliverableSettlement | Used to describe a particular type of FX forward transaction that is settled in a single currency (for example, a non-deliverable forward).
Type: | FxCashSettlement
Content: | complex, 4 elements
Defined: | locally witnin FxCoreDetails.model group; see XML source
notionalAmount (in fxFlexibleForward) | The aggregate notional amount which will be exchanged, possibly as multiple partial executions, during the course of the execution period.
Type: | PositiveMoney
Content: | complex, 1 attribute, 2 elements
Defined: | locally witnin FxFlexibleForward complexType; see XML source
payout | The amount of currency which becomes payable if and when a trigger event occurs.
Type: | FxOptionPayout
Content: | complex, 1 attribute, 3 elements
Defined: | locally witnin FxDigitalOption complexType; see XML source
payoutStyle | The trigger event and payout may be asynchonous.
Type: | PayoutEnum
Content: | simple
Defined: | locally witnin FxOptionPayout complexType; see XML source
pointValue (in exchangeRate defined in FxCoreDetails.model group) | An optional element that documents the size of point (pip) in which a rate was quoted (or in this case, forwardPoints are calculated).
Type: | PointValue
Content: | simple
Defined: | locally witnin ExchangeRate complexType; see XML source
premium (in fxDigitalOption) | Premium amount or premium installment amount for an option.
Type: | FxOptionPremium
Content: | complex, 1 attribute, 2 elements
Defined: | locally witnin FxDigitalOption complexType; see XML source
premium (in fxOption) | Premium amount or premium installment amount for an option.
Type: | FxOptionPremium
Content: | complex, 1 attribute, 2 elements
Defined: | locally witnin FxOption complexType; see XML source
putCurrency | The currency which: - the option buyer will pay (sell) - the option writer will receive (buy)
Type: | Currency
Content: | simple, 1 attribute
Defined: | locally witnin PutCallCurrency.model group; see XML source
putCurrencyAmount | The currency amount that the option gives the right to sell.
Type: | NonNegativeMoney
Content: | complex, 1 attribute, 2 elements
Defined: | locally witnin FxOption complexType; see XML source
quote (defined in FxOptionPremium complexType) | This is the option premium as quoted.
Type: | PremiumQuote
Content: | complex, 2 elements
Defined: | locally witnin FxOptionPremium complexType; see XML source
quoteBasis (in quote defined in FxOptionPremium complexType) | The method by which the option premium was quoted.
Type: | PremiumQuoteBasisEnum
Content: | simple
Defined: | locally witnin PremiumQuote complexType; see XML source
quotedCurrencyPair (in exchangeRate defined in FxCoreDetails.model group) | Defines the two currencies for an FX trade and the quotation relationship between the two currencies.
Type: | QuotedCurrencyPair
Content: | complex, 3 elements
Defined: | locally witnin ExchangeRate complexType; see XML source
quotedCurrencyPair (in touch) | Defines the two currencies for an FX trade and the quotation relationship between the two currencies.
Type: | QuotedCurrencyPair
Content: | complex, 3 elements
Defined: | locally witnin FxTouch complexType; see XML source
quotedCurrencyPair (in trigger) | Defines the two currencies for an FX trade and the quotation relationship between the two currencies.
Type: | QuotedCurrencyPair
Content: | complex, 3 elements
Defined: | locally witnin FxTrigger complexType; see XML source
rate (defined in CrossRate complexType) | The exchange rate used to cross between the traded currencies.
Type: | PositiveDecimal
Content: | simple
Defined: | locally witnin CrossRate complexType; see XML source
rate (in exchangeRate defined in FxCoreDetails.model group) | The rate of exchange between the two currencies of the leg of a deal.
Type: | PositiveDecimal
Content: | simple
Defined: | locally witnin ExchangeRate complexType; see XML source
rate (in forwardRate) | Constant rate value, applicable for the duration of the execution period.
Type: | PositiveDecimal
Content: | simple
Defined: | locally witnin FxFlexibleForwardRate complexType; see XML source
rate (in strike defined in DualCurrencyFeature complexType) | The rate of exchange between the two currencies of the leg of a deal.
Type: | PositiveDecimal
Content: | simple
Defined: | locally witnin DualCurrencyStrikePrice complexType; see XML source
rate (in strike in fxOption) | The rate of exchange between the two currencies of the leg of a deal.
Type: | PositiveDecimal
Content: | simple
Defined: | locally witnin FxStrikePrice complexType; see XML source
settlementDateOffset | The date on which delivery of the transacted currency amounts will occur, expressed as an offset from the execution date. * This property is optional in the schema, allowing it to be omitted by systems which do not support it; however this information would be expected in contractual documentation (e.g. termsheet, confirmation).
Type: | RelativeDateOffset
Content: | complex, 1 attribute, 3 elements
Defined: | locally witnin FxFlexibleForward complexType; see XML source
soldAs | Indicates how the product was original sold as a Put or a Call.
Type: | PutCallEnum
Content: | simple
Defined: | locally witnin FxOption complexType; see XML source
spotRate (defined in CrossRate complexType) | An optional element used for FX forwards and certain types of FX OTC options.
Type: | PositiveDecimal
Content: | simple
Defined: | locally witnin CrossRate complexType; see XML source
spotRate (defined in DualCurrencyFeature complexType) | The spot rate at the time the trade was agreed.
Type: | xsd:decimal
Content: | simple
Defined: | locally witnin DualCurrencyFeature complexType; see XML source
spotRate (in exchangeRate defined in FxCoreDetails.model group) | An element used for FX forwards and certain types of FX OTC options.
Type: | PositiveDecimal
Content: | simple
Defined: | locally witnin ExchangeRate complexType; see XML source
spotRate (in forwardRate) | The spot exchange rate for the specified currency pair as per the specified quote basis, as at the trade date.
Type: | PositiveDecimal
Content: | simple
Defined: | locally witnin FxFlexibleForwardRate complexType; see XML source
spotRate (in fxOption) | An optional element used for FX forwards and certain types of FX OTC options.
Type: | PositiveDecimal
Content: | simple
Defined: | locally witnin FxOption complexType; see XML source
startDate (in executionPeriodDates) | Start date of the execution period/window.
Type: | xsd:date
Content: | simple
Defined: | locally witnin FxFlexibleForwardExecutionPeriod complexType; see XML source
strike (defined in DualCurrencyFeature complexType) | The rate at which the deposit will be converted to the Alternate currency, in the event that the spot rate is strictly lower than the strike rate at the specified fixing date and time.
Type: | DualCurrencyStrikePrice
Content: | complex, 2 elements
Defined: | locally witnin DualCurrencyFeature complexType; see XML source
strike (in fxOption) | Defines the option strike price.
Type: | FxStrikePrice
Content: | complex, 2 elements
Defined: | locally witnin FxOption complexType; see XML source
strikeQuoteBasis (in strike defined in DualCurrencyFeature complexType) | The method by which the strike rate is quoted, in terms of the deposit (principal) and alternate currencies.
Type: | DualCurrencyStrikeQuoteBasisEnum
Content: | simple
Defined: | locally witnin DualCurrencyStrikePrice complexType; see XML source
strikeQuoteBasis (in strike in fxOption) | The method by which the strike rate is quoted.
Type: | StrikeQuoteBasisEnum
Content: | simple
Defined: | locally witnin FxStrikePrice complexType; see XML source
tenorName | A tenor expressed with a standard business term (i.e.
Type: | FxTenorPeriodEnum
Content: | simple
Defined: | locally witnin FxTenor.model group; see XML source
tenorPeriod (defined in FxTenor.model group) | A tenor expressed as a period type and multiplier (e.g. 1D, 1Y, etc.)
Type: | Period
Content: | complex, 1 attribute, 2 elements
Defined: | locally witnin FxTenor.model group; see XML source
tenorPeriod (in fxDigitalOption) | A tenor expressed as a period type and multiplier (e.g. 1D, 1Y, etc.)
Type: | Period
Content: | complex, 1 attribute, 2 elements
Defined: | locally witnin FxDigitalOption complexType; see XML source
tenorPeriod (in fxOption) | A tenor expressed as a period type and multiplier (e.g. 1D, 1Y, etc.)
Type: | Period
Content: | complex, 1 attribute, 2 elements
Defined: | locally witnin FxOption complexType; see XML source
time (defined in FxBusinessCenterDateTime complexType) |
Type: | BusinessCenterTime
Content: | complex, 2 elements
Defined: | locally witnin FxBusinessCenterDateTime complexType; see XML source
touch | Defines one or more conditions underwhich the option will payout if exercisable.
Type: | FxTouch
Content: | complex, 1 element
Defined: | locally witnin FxDigitalOption complexType; see XML source
tradeIdentifierReference (defined in FxSwapLeg complexType) | A reference to a party trade ID.
Type: | PartyTradeIdentifierReference
Content: | empty, 1 attribute
Defined: | locally witnin FxSwapLeg complexType; see XML source
trigger | Defines one or more conditions underwhich the option will payout if exercisable.
Type: | FxTrigger
Content: | complex, 1 element
Defined: | locally witnin FxDigitalOption complexType; see XML source
value (in quote defined in FxOptionPremium complexType) | The value of the premium quote.
Type: | xsd:decimal
Content: | simple
Defined: | locally witnin PremiumQuote complexType; see XML source
valueDate (defined in FxCoreDetails.model group) | The date on which both currencies traded will settle.
Type: | xsd:date
Content: | simple
Defined: | locally witnin FxCoreDetails.model group; see XML source
valueDate (defined in FxEuropeanExercise complexType) | The date on which both currencies traded will settle.
Type: | xsd:date
Content: | simple
Defined: | locally witnin FxEuropeanExercise complexType; see XML source

Complex Type Summary
CrossRate | A type that is used for including the currency exchange rates used to cross between the traded currencies for non-base currency FX contracts.
Content: | complex, 6 elements
Defined: | globally; see XML source
Includes: | definitions of 3 elements
Used: | at 2 locations
CutName | Allows for an expiryDateTime cut to be described by name.
Content: | simple, 1 attribute
Defined: | globally; see XML source
Includes: | definition of 1 attribute
Used: | at 1 location
DualCurrencyFeature | Describes the parameters for a dual currency option transaction.
Content: | complex, 6 elements
Defined: | globally; see XML source
Includes: | definitions of 6 elements
Used: | never
DualCurrencyStrikePrice | A type that describes the rate of exchange at which the embedded option in a Dual Currency Deposit has been struck.
Content: | complex, 2 elements
Defined: | globally; see XML source
Includes: | definitions of 2 elements
Used: | at 1 location
ExchangeRate | A type that is used for describing the exchange rate for a particular transaction.
Content: | complex, 6 elements
Defined: | globally; see XML source
Includes: | definitions of 6 elements
Used: | at 1 location
FxAmericanExercise | Describes the characteristics for american exercise of FX products.
Content: | complex, 1 attribute, 3 elements
Defined: | globally; see XML source
Used: | at 1 location
FxBusinessCenterDateTime |
Content: | complex, 2 elements
Defined: | globally; see XML source
Includes: | definitions of 2 elements
Used: | never
FxDigitalAmericanExercise | Descrines the characteristics for American exercise in FX digital options.
Content: | complex, 1 attribute, 3 elements
Defined: | globally; see XML source
Includes: | definitions of 3 elements
Used: | at 2 locations
FxDigitalOption | Describes an option having a triggerable fixed payout.
Content: | complex, 1 attribute, 15 elements
Defined: | globally; see XML source
Includes: | definitions of 8 elements
Used: | at 1 location
FxEuropeanExercise | Describes the characteristics for European exercise of FX products.
Content: | complex, 1 attribute, 4 elements
Defined: | globally; see XML source
Includes: | definitions of 4 elements
Used: | at 2 locations
FxFlexibleForward | Product model for a flexible-term fx forward (also known as callable forward, window forward).
Content: | complex, 1 attribute, 18 elements
Defined: | globally; see XML source
Includes: | definitions of 9 elements
Used: | at 1 location
FxFlexibleForwardExecutionPeriod |
Content: | complex, 1 attribute, 3 elements
Defined: | globally; see XML source
Includes: | definitions of 1 attribute, 3 elements
Used: | at 1 location
FxFlexibleForwardRate |
Content: | complex, 5 elements
Defined: | globally; see XML source
Includes: | definitions of 2 elements
Used: | at 1 location
FxMultipleExercise | Describes the limits on the size of notional when multiple exercise is allowed.
Content: | complex, 2 elements
Defined: | globally; see XML source
Includes: | definitions of 2 elements
Used: | never
FxOption | Describes an FX option with optional asian and barrier features.
Content: | complex, 1 attribute, 18 elements
Defined: | globally; see XML source
Includes: | definitions of 11 elements
Used: | at 1 location
FxOptionPayout | A type that contains full details of a predefined fixed payout which may occur (or not) in a Barrier Option or Digital Option when a trigger event occurs (or not).
Content: | complex, 1 attribute, 3 elements
Defined: | globally; see XML source
Includes: | definition of 1 element
Used: | at 1 location
FxOptionPremium | A type that specifies the premium exchanged for a single option trade or option strategy.
Content: | complex, 1 attribute, 2 elements
Defined: | globally; see XML source
Includes: | definition of 1 element
Used: | at 2 locations
FxSingleLeg | A type defining either a spot or forward FX transactions.
Content: | complex, 1 attribute, 15 elements
Defined: | globally; see XML source
Used: | at 1 location
FxStrikePrice | A type that describes the rate of exchange at which the option has been struck.
Content: | complex, 2 elements
Defined: | globally; see XML source
Includes: | definitions of 2 elements
Used: | at 1 location
FxSwap | A type defining either a spot/forward or forward/forward FX swap transaction.
Content: | complex, 1 attribute, 7 elements
Defined: | globally; see XML source
Includes: | definitions of 2 elements
Used: | at 1 location
FxSwapLeg |
Content: | complex, 1 attribute, 11 elements
Defined: | globally; see XML source
Includes: | definition of 1 element
Used: | at 2 locations
FxTouch | Describes an american or discrete touch or no-touch trigger applied to an FX binary or digital option.
Content: | complex, 1 element
Defined: | globally; see XML source
Includes: | definition of 1 element
Used: | at 1 location
FxTrigger | Describes a european trigger applied to an FX digtal option.
Content: | complex, 1 element
Defined: | globally; see XML source
Includes: | definition of 1 element
Used: | at 1 location
PremiumQuote | A type that describes the option premium as quoted.
Content: | complex, 2 elements
Defined: | globally; see XML source
Includes: | definitions of 2 elements
Used: | at 1 location

Simple Type Summary
PointValue | Constrains the forward point tick/pip factor to 1, 0.1, 0.01, 0.001, etc.
Defined: | globally; see XML source
Used: | at 2 locations

Element Group Summary
FxCoreDetails.model | The elements common to FX spot, forward and swap legs.
Content: | 10 elements
Defined: | globally; see XML source
Includes: | definitions of 8 elements
Used: | at 2 locations
FxTenor.model |
Content: | 2 elements
Defined: | globally; see XML source
Includes: | definitions of 2 elements
Used: | at 1 location
PutCallCurrency.model |
Content: | 2 elements
Defined: | globally; see XML source
Includes: | definitions of 2 elements
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: 10150 $" 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-option-shared-5-5.xsd"/> <xsd:simpleType name="PointValue"> <xsd:annotation> <xsd:documentation xml:lang="en"> Constrains the forward point tick/pip factor to 1, 0.1, 0.01, 0.001, etc. </xsd:documentation> </xsd:annotation> <xsd:restriction base="xsd:decimal"> <xsd:pattern value="1"/> <xsd:pattern value="0.0*1"/> </xsd:restriction> </xsd:simpleType> <xsd:complexType name="CrossRate"> <xsd:annotation> <xsd:documentation xml:lang="en"> A type that is used for including the currency exchange rates used to cross between the traded currencies for non-base currency FX contracts. </xsd:documentation> </xsd:annotation> <xsd:complexContent> <xsd:extension base="QuotedCurrencyPair"> <xsd:sequence> <xsd:element minOccurs="0" name="rate" type="PositiveDecimal"> <xsd:annotation> <xsd:documentation xml:lang="en"> The exchange rate used to cross between the traded currencies. </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:sequence minOccurs="0"> <xsd:element minOccurs="0" name="spotRate" type="PositiveDecimal"> <xsd:annotation> <xsd:documentation xml:lang="en"> An optional element used for FX forwards and certain types of FX OTC options. For deals consumated in the FX Forwards Market, this represents the current market rate for a particular currency pair. </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:element minOccurs="0" name="forwardPoints" type="xsd:decimal"> <xsd:annotation> <xsd:documentation xml:lang="en"> An optional element used for deals consumated in the FX Forwards market. Forward points represent the interest rate differential between the two currencies traded and are quoted as a preminum or a discount. Forward points are added to, or subtracted from, the spot rate to create the rate of the forward trade. </xsd:documentation> </xsd:annotation> </xsd:element> </xsd:sequence> </xsd:sequence> </xsd:extension> </xsd:complexContent> </xsd:complexType> <xsd:complexType name="CutName"> <xsd:annotation> <xsd:documentation xml:lang="en"> Allows for an expiryDateTime cut to be described by name. </xsd:documentation> </xsd:annotation> <xsd:simpleContent> <xsd:extension base="Scheme"> <xsd:attribute default="http://www.fpml.org/coding-scheme/cut-name" name="cutNameScheme" type="xsd:anyURI"/> </xsd:extension> </xsd:simpleContent> </xsd:complexType> <xsd:complexType name="DualCurrencyFeature"> <xsd:annotation> <xsd:documentation xml:lang="en"> Describes the parameters for a dual currency option transaction. </xsd:documentation> </xsd:annotation> <xsd:sequence> <xsd:element minOccurs="0" name="currency" type="Currency"> <xsd:annotation> <xsd:documentation xml:lang="en"> The Alternate currency i.e. the currency in which the deposit will be redeemed in the event that the spot rate fixes below the strike rate at the specified fixing date and time. </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:element minOccurs="0" name="fixingDate" type="xsd:date"> <xsd:annotation> <xsd:documentation xml:lang="en"> The date on which the fx spot rate is compared against the strike rate, in order to determine the delivery currency. This is the expiry date of a put option on the Deposit/Alternate currency couple. Also known as "valuation date" or "reference date". </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:element minOccurs="0" name="fixingTime" type="BusinessCenterTime"> <xsd:annotation> <xsd:documentation xml:lang="en"> The time at which the fx spot rate observation is made i.e. the option cut off time on the expiry date. Also known as "valuation time". </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:element minOccurs="0" name="strike" type="DualCurrencyStrikePrice"> <xsd:annotation> <xsd:documentation xml:lang="en"> The rate at which the deposit will be converted to the Alternate currency, in the event that the spot rate is strictly lower than the strike rate at the specified fixing date and time. </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:element minOccurs="0" name="spotRate" type="xsd:decimal"> <xsd:annotation> <xsd:documentation xml:lang="en">The spot rate at the time the trade was agreed.</xsd:documentation> </xsd:annotation> </xsd:element> <xsd:element minOccurs="0" name="interestAtRisk" type="xsd:boolean"> <xsd:annotation> <xsd:documentation xml:lang="en"> Specifies whether the interest component of the redemption amount is subject to conversion to the Alternate currency, in the event that the spot rate is strictly lower than the strike rate at the specified fixing date and time. </xsd:documentation> </xsd:annotation> </xsd:element> </xsd:sequence> </xsd:complexType> <xsd:complexType name="DualCurrencyStrikePrice"> <xsd:annotation> <xsd:documentation xml:lang="en"> A type that describes the rate of exchange at which the embedded option in a Dual Currency Deposit has been struck. </xsd:documentation> </xsd:annotation> <xsd:sequence> <xsd:element minOccurs="0" name="rate" type="PositiveDecimal"> <xsd:annotation> <xsd:documentation xml:lang="en"> The rate of exchange between the two currencies of the leg of a deal. </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:element minOccurs="0" name="strikeQuoteBasis" type="DualCurrencyStrikeQuoteBasisEnum"> <xsd:annotation> <xsd:documentation xml:lang="en"> The method by which the strike rate is quoted, in terms of the deposit (principal) and alternate currencies. </xsd:documentation> </xsd:annotation> </xsd:element> </xsd:sequence> </xsd:complexType> <xsd:complexType name="ExchangeRate"> <xsd:annotation> <xsd:documentation xml:lang="en"> A type that is used for describing the exchange rate for a particular transaction. </xsd:documentation> </xsd:annotation> <xsd:sequence> <xsd:element minOccurs="0" 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 minOccurs="0" name="rate" type="PositiveDecimal"> <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 minOccurs="0"> <xsd:element minOccurs="0" name="spotRate" type="PositiveDecimal"> <xsd:annotation> <xsd:documentation xml:lang="en"> An element used for FX forwards and certain types of FX OTC options. For deals consumated in the FX Forwards Market, this represents the current market rate for a particular currency pair. For barrier and digital/binary options, it can be useful to include the spot rate at the time the option was executed to make it easier to know whether the option needs to move "up" or "down" to be triggered. </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:sequence minOccurs="0"> <xsd:element minOccurs="0" name="forwardPoints" type="xsd:decimal"> <xsd:annotation> <xsd:documentation xml:lang="en"> An optional element used for deals consumated in the FX Forwards market. Forward points represent the interest rate differential between the two currencies traded and are quoted as a preminum or a discount. Forward points are added to, or subtracted from, the spot rate to create the rate of the forward trade. </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:element minOccurs="0" name="pointValue" type="PointValue"> <xsd:annotation> <xsd:documentation xml:lang="en"> An optional element that documents the size of point (pip) in which a rate was quoted (or in this case, forwardPoints are calculated). Point (pip) size varies by currency pair: major currencies are all traded in points of 0.0001, with the exception of JPY which has a point size of 0.01. </xsd:documentation> </xsd:annotation> </xsd:element> </xsd:sequence> </xsd:sequence> <xsd:element maxOccurs="unbounded" minOccurs="0" name="crossRate" type="CrossRate"> <xsd:annotation> <xsd:documentation xml:lang="en"> An optional element that allow for definition of the currency exchange rates used to cross between the traded currencies for non-base currency FX contracts. </xsd:documentation> </xsd:annotation> </xsd:element> </xsd:sequence> </xsd:complexType> <xsd:complexType name="FxAmericanExercise"> <xsd:annotation> <xsd:documentation xml:lang="en"> Describes the characteristics for american exercise of FX products. </xsd:documentation> </xsd:annotation> <xsd:complexContent> <xsd:extension base="FxDigitalAmericanExercise"> <!--View Generation: Skipped an empty sequence.--> </xsd:extension> </xsd:complexContent> </xsd:complexType> <!--View Generation: SKIPPED FxAsianFeature - NonStandardFeature--> <!--View Generation: SKIPPED FxAverageRateObservation - Unsupported--> <!--View Generation: SKIPPED FxAverageRateObservationSchedule - Unsupported--> <!--View Generation: SKIPPED FxBarrierFeature - NonStandardFeature--> <!--IY: FX refactoring work - new type--> <xsd:complexType name="FxBusinessCenterDateTime"> <xsd:sequence> <xsd:element minOccurs="0" name="date" type="xsd:date"/> <xsd:element minOccurs="0" name="time" type="BusinessCenterTime"/> </xsd:sequence> </xsd:complexType> <xsd:complexType name="FxDigitalAmericanExercise"> <xsd:annotation> <xsd:documentation xml:lang="en"> Descrines the characteristics for American exercise in FX digital options. </xsd:documentation> </xsd:annotation> <xsd:complexContent> <xsd:extension base="Exercise"> <xsd:sequence> <xsd:element minOccurs="0" name="commencementDate" type="AdjustableOrRelativeDate"> <xsd:annotation> <xsd:documentation xml:lang="en"> The earliest date on which the option can be exercised. </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:element minOccurs="0" name="expiryDate" type="xsd:date"> <xsd:annotation> <xsd:documentation xml:lang="en"> The latest date on which the option can be exercised. </xsd:documentation> </xsd:annotation> </xsd:element> <!--View Generation: SKIPPED expiryTime - Documentation--> <!--View Generation: SKIPPED cutName - Documentation--> <xsd:element minOccurs="0" name="latestValueDate" type="xsd:date"> <xsd:annotation> <xsd:documentation xml:lang="en"> The latest date on which both currencies traded will settle. </xsd:documentation> </xsd:annotation> </xsd:element> </xsd:sequence> </xsd:extension> </xsd:complexContent> </xsd:complexType> <xsd:complexType name="FxDigitalOption"> <xsd:annotation> <xsd:documentation xml:lang="en"> Describes an option having a triggerable fixed payout. </xsd:documentation> </xsd:annotation> <xsd:complexContent> <xsd:extension base="Option"> <xsd:sequence> <xsd:element minOccurs="0" name="effectiveDate" type="AdjustableOrRelativeDate"> <xsd:annotation> <xsd:documentation xml:lang="en"> Effective date for a forward starting derivative. If this element is not present, the effective date is the trade date. </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:element minOccurs="0" name="tenorPeriod" type="Period"> <xsd:annotation> <xsd:documentation xml:lang="en"> A tenor expressed as a period type and multiplier (e.g. 1D, 1Y, etc.) </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:sequence> <xsd:annotation> <xsd:documentation xml:lang="en">Defines the parameters for option exercise.</xsd:documentation> </xsd:annotation> <xsd:choice minOccurs="0"> <xsd:sequence> <xsd:element name="americanExercise" type="FxDigitalAmericanExercise"> <xsd:annotation> <xsd:documentation xml:lang="en"> The parameters for defining the exercise period for an American style option. </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:element maxOccurs="unbounded" minOccurs="0" name="touch" type="FxTouch"> <xsd:annotation> <xsd:documentation xml:lang="en"> Defines one or more conditions underwhich the option will payout if exercisable. </xsd:documentation> </xsd:annotation> </xsd:element> </xsd:sequence> <xsd:sequence> <xsd:element name="europeanExercise" type="FxEuropeanExercise"> <xsd:annotation> <xsd:documentation xml:lang="en"> The parameters for defining the exercise period for an European style option. </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:element maxOccurs="unbounded" minOccurs="0" name="trigger" type="FxTrigger"> <xsd:annotation> <xsd:documentation xml:lang="en"> Defines one or more conditions underwhich the option will payout if exercisable. </xsd:documentation> </xsd:annotation> </xsd:element> </xsd:sequence> </xsd:choice> <!--View Generation: SKIPPED exerciseProcedure - Documentation--> </xsd:sequence> <xsd:element name="payout" type="FxOptionPayout"> <xsd:annotation> <xsd:documentation xml:lang="en"> The amount of currency which becomes payable if and when a trigger event occurs. </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:element maxOccurs="unbounded" name="premium" type="FxOptionPremium"> <xsd:annotation> <xsd:documentation xml:lang="en"> Premium amount or premium installment amount for an option. </xsd:documentation> </xsd:annotation> </xsd:element> </xsd:sequence> </xsd:extension> </xsd:complexContent> </xsd:complexType> <xsd:complexType name="FxEuropeanExercise"> <xsd:annotation> <xsd:documentation xml:lang="en"> Describes the characteristics for European exercise of FX products. </xsd:documentation> </xsd:annotation> <xsd:complexContent> <xsd:extension base="Exercise"> <xsd:sequence> <xsd:element minOccurs="0" name="expiryDate" type="xsd:date"> <xsd:annotation> <xsd:documentation xml:lang="en"> Represents a standard expiry date as defined for an FX OTC option. </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:element minOccurs="0" name="expiryTime" type="BusinessCenterTime"> <xsd:annotation> <xsd:documentation xml:lang="en"> Time at which the option expires on the expiry date. </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:element minOccurs="0" name="cutName" type="CutName"> <xsd:annotation> <xsd:documentation xml:lang="en"> The code by which the expiry time is known in the market. </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:element minOccurs="0" name="valueDate" type="xsd:date"> <xsd:annotation> <xsd:documentation xml:lang="en"> The date on which both currencies traded will settle. </xsd:documentation> </xsd:annotation> </xsd:element> </xsd:sequence> </xsd:extension> </xsd:complexContent> </xsd:complexType> <xsd:complexType name="FxFlexibleForwardExecutionPeriod"> <xsd:sequence> <xsd:element minOccurs="0" name="startDate" type="xsd:date"> <xsd:annotation> <xsd:documentation xml:lang="en">Start date of the execution period/window.</xsd:documentation> </xsd:annotation> </xsd:element> <xsd:element minOccurs="0" name="expiryDate" type="xsd:date"> <xsd:annotation> <xsd:documentation xml:lang="en">Expiry (maturity) date of the execution period.</xsd:documentation> </xsd:annotation> </xsd:element> <xsd:element minOccurs="0" name="businessCenters" type="BusinessCenters"> <xsd:annotation> <xsd:documentation xml:lang="en"> Business centers for determination of execution period business days. </xsd:documentation> </xsd:annotation> </xsd:element> </xsd:sequence> <xsd:attribute name="id" type="xsd:ID" use="required"/> </xsd:complexType> <xsd:complexType name="FxFlexibleForward"> <xsd:annotation> <xsd:documentation xml:lang="en"> Product model for a flexible-term fx forward (also known as callable forward, window forward). This is a term forward transaction over a specific period, allowing the client full flexibility on the timing of the transactional flow(s). The product allows for (full or partial) execution at a predetermined forward rate, at any time between the start date and the expiry date. Although, the product is an outright, it has some option-like characteristics, leading to the use of option components in the model: (i) the BuyerSeller model expresses the roles of the parties in the overall transaction - the client "buys" the product (ii) the PutCallCurrency model expresses the buyer's perspective on the exchanged currencies i.e. the client may buy (call) or sell (put) the notional currency for the alternative currency. </xsd:documentation> </xsd:annotation> <xsd:complexContent> <xsd:extension base="Product"> <xsd:sequence> <xsd:group ref="BuyerSeller.model"/> <xsd:group ref="PutCallCurrency.model"> <xsd:annotation> <xsd:documentation xml:lang="en"> A model defining the currencies exchanged by the parties to an option. </xsd:documentation> </xsd:annotation> </xsd:group> <xsd:sequence> <xsd:element minOccurs="0" name="notionalAmount" type="PositiveMoney"> <xsd:annotation> <xsd:documentation xml:lang="en"> The aggregate notional amount which will be exchanged, possibly as multiple partial executions, during the course of the execution period. Any residual notional which remains unexchanged at the expiry date will automatically be executed at the applicable exchange rate (strike). </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:element minOccurs="0" name="minimumExecutionAmount" type="PositiveMoney"> <xsd:annotation> <xsd:documentation xml:lang="en"> The minimum notional amount which must be executed in any single transaction. </xsd:documentation> </xsd:annotation> </xsd:element> </xsd:sequence> <xsd:element minOccurs="0" name="executionPeriodDates" type="FxFlexibleForwardExecutionPeriod"> <xsd:annotation> <xsd:documentation xml:lang="en"> The period during which the client has the right to execute a transaction, on any business day defined by reference to the specified business centers, subject to the constraints of the minimum execution amount and aggregate total notional amount. * Period dates are inclusive i.e. the expiry date is the final date on which execution may occur. </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:sequence minOccurs="0"> <xsd:element minOccurs="0" name="earliestExecutionTime" type="BusinessCenterTime"> <xsd:annotation> <xsd:documentation xml:lang="en"> The earliest time of day at the specified business center, at which the client may execute a transaction. </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:element minOccurs="0" name="latestExecutionTime" type="BusinessCenterTime"> <xsd:annotation> <xsd:documentation xml:lang="en"> The latest time of day at the specified business center, at which the client may execute a transaction. </xsd:documentation> </xsd:annotation> </xsd:element> </xsd:sequence> <xsd:element minOccurs="0" name="settlementDateOffset" type="RelativeDateOffset"> <xsd:annotation> <xsd:documentation xml:lang="en"> The date on which delivery of the transacted currency amounts will occur, expressed as an offset from the execution date. * This property is optional in the schema, allowing it to be omitted by systems which do not support it; however this information would be expected in contractual documentation (e.g. termsheet, confirmation). </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:element minOccurs="0" name="finalSettlementDate" type="xsd:date"> <xsd:annotation> <xsd:documentation xml:lang="en"> The final date for settlement. This is the date on which any residual exchange amount will be delivered. * This is an adjusted date i.e. a good business day for delivery in the location(s) specified in executionPeriodDates /businessCenters </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:element minOccurs="0" name="forwardRate" type="FxFlexibleForwardRate"> <xsd:annotation> <xsd:documentation xml:lang="en"> Definition of the forward exchange rate for transactions executed during the execution period. </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:element minOccurs="0" name="additionalPayment" type="Payment"> <xsd:annotation> <xsd:documentation xml:lang="en"> Fee paid by the client at inception (analagous to an option premium). </xsd:documentation> </xsd:annotation> </xsd:element> </xsd:sequence> </xsd:extension> </xsd:complexContent> </xsd:complexType> <xsd:complexType name="FxFlexibleForwardRate"> <xsd:complexContent> <xsd:extension base="QuotedCurrencyPair"> <xsd:sequence> <xsd:element minOccurs="0" name="rate" type="PositiveDecimal"> <xsd:annotation> <xsd:documentation xml:lang="en"> Constant rate value, applicable for the duration of the execution period. </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:element minOccurs="0" name="spotRate" type="PositiveDecimal"> <xsd:annotation> <xsd:documentation xml:lang="en"> The spot exchange rate for the specified currency pair as per the specified quote basis, as at the trade date. </xsd:documentation> </xsd:annotation> </xsd:element> </xsd:sequence> </xsd:extension> </xsd:complexContent> </xsd:complexType> <xsd:complexType name="FxMultipleExercise"> <xsd:annotation> <xsd:documentation xml:lang="en"> Describes the limits on the size of notional when multiple exercise is allowed. </xsd:documentation> </xsd:annotation> <xsd:sequence> <xsd:element minOccurs="0" name="minimumNotionalAmount" type="NonNegativeMoney"> <xsd:annotation> <xsd:documentation xml:lang="en"> The minimum amount of notional that can be exercised. </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:element minOccurs="0" name="maximumNotionalAmount" type="NonNegativeMoney"> <xsd:annotation> <xsd:documentation xml:lang="en"> The maximum amount of notiional that can be exercised. </xsd:documentation> </xsd:annotation> </xsd:element> </xsd:sequence> </xsd:complexType> <xsd:complexType name="FxOption"> <xsd:annotation> <xsd:documentation xml:lang="en"> Describes an FX option with optional asian and barrier features. </xsd:documentation> </xsd:annotation> <xsd:complexContent> <xsd:extension base="Option"> <xsd:sequence> <xsd:element minOccurs="0" name="effectiveDate" type="AdjustableOrRelativeDate"> <xsd:annotation> <xsd:documentation xml:lang="en"> Effective date for a forward starting derivative. If this element is not present, the effective date is the trade date. </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:element minOccurs="0" name="tenorPeriod" type="Period"> <xsd:annotation> <xsd:documentation xml:lang="en"> A tenor expressed as a period type and multiplier (e.g. 1D, 1Y, etc.) </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:sequence> <xsd:annotation> <xsd:documentation xml:lang="en">Defines the parameters for option exercise.</xsd:documentation> </xsd:annotation> <xsd:choice minOccurs="0"> <xsd:element name="americanExercise" type="FxAmericanExercise"> <xsd:annotation> <xsd:documentation xml:lang="en"> The parameters for defining the exercise period for an American style option. </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:element name="europeanExercise" type="FxEuropeanExercise"> <xsd:annotation> <xsd:documentation xml:lang="en"> The parameters for defining the exercise period for an European style option. </xsd:documentation> </xsd:annotation> </xsd:element> </xsd:choice> <!--View Generation: SKIPPED exerciseProcedure - Documentation--> </xsd:sequence> <xsd:sequence> <xsd:annotation> <xsd:documentation xml:lang="en">Defines the underlying FX transaction.</xsd:documentation> </xsd:annotation> <xsd:element name="putCurrencyAmount" type="NonNegativeMoney"> <xsd:annotation> <xsd:documentation xml:lang="en"> The currency amount that the option gives the right to sell. </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:element name="callCurrencyAmount" type="NonNegativeMoney"> <xsd:annotation> <xsd:documentation xml:lang="en"> The currency amount that the option gives the right to buy. </xsd:documentation> </xsd:annotation> </xsd:element> </xsd:sequence> <xsd:element minOccurs="0" name="soldAs" type="PutCallEnum"> <xsd:annotation> <xsd:documentation xml:lang="en"> Indicates how the product was original sold as a Put or a Call. </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:sequence> <xsd:element name="strike" type="FxStrikePrice"> <xsd:annotation> <xsd:documentation xml:lang="en">Defines the option strike price.</xsd:documentation> </xsd:annotation> </xsd:element> <xsd:element minOccurs="0" name="spotRate" type="PositiveDecimal"> <xsd:annotation> <xsd:documentation xml:lang="en"> An optional element used for FX forwards and certain types of FX OTC options. For deals consumated in the FX Forwards Market, this represents the current market rate for a particular currency pair. For barrier and digital/binary options, it can be useful to include the spot rate at the time the option was executed to make it easier to know whether the option needs to move "up" or "down" to be triggered. </xsd:documentation> </xsd:annotation> </xsd:element> </xsd:sequence> <!--View Generation: SKIPPED features - NonStandardFeature--> <xsd:element name="premium" type="FxOptionPremium"> <xsd:annotation> <xsd:documentation xml:lang="en"> Premium amount or premium installment amount for an option. </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:element minOccurs="0" name="cashSettlement" type="FxCashSettlement"> <xsd:annotation> <xsd:documentation xml:lang="en"> Specifies the currency and fixing details for cash settlement. This optional element is produced only where it has been specified at execution time that the option wlll be settled into a single cash payment - for example, in the case of a non-deliverable option (although note that an Fx option may be contractually cash settled, without necessarily being non-deliverable). </xsd:documentation> </xsd:annotation> </xsd:element> </xsd:sequence> </xsd:extension> </xsd:complexContent> </xsd:complexType> <!--View Generation: SKIPPED FxOptionFeatures - NonStandardFeature--> <xsd:complexType name="FxOptionPayout"> <xsd:annotation> <xsd:documentation xml:lang="en"> A type that contains full details of a predefined fixed payout which may occur (or not) in a Barrier Option or Digital Option when a trigger event occurs (or not). </xsd:documentation> </xsd:annotation> <xsd:complexContent> <xsd:extension base="NonNegativeMoney"> <xsd:sequence> <xsd:element minOccurs="0" name="payoutStyle" type="PayoutEnum"> <xsd:annotation> <xsd:documentation xml:lang="en"> The trigger event and payout may be asynchonous. A payout may become due on the trigger event, or the payout may (by agreeement at initiation) be deferred (for example) to the maturity date. </xsd:documentation> </xsd:annotation> </xsd:element> <!--View Generation: SKIPPED settlementInformation - Unsupported--> </xsd:sequence> </xsd:extension> </xsd:complexContent> </xsd:complexType> <xsd:complexType name="FxOptionPremium"> <xsd:annotation> <xsd:documentation xml:lang="en"> A type that specifies the premium exchanged for a single option trade or option strategy. </xsd:documentation> </xsd:annotation> <xsd:complexContent> <xsd:extension base="NonNegativePayment"> <xsd:sequence> <!--View Generation: SKIPPED settlementInformation - Documentation--> <xsd:element minOccurs="0" name="quote" type="PremiumQuote"> <xsd:annotation> <xsd:documentation xml:lang="en"> This is the option premium as quoted. It is expected to be consistent with the premiumAmount and is for information only. </xsd:documentation> </xsd:annotation> </xsd:element> </xsd:sequence> </xsd:extension> </xsd:complexContent> </xsd:complexType> <xsd:complexType name="FxSingleLeg"> <xsd:annotation> <xsd:documentation xml:lang="en"> A type defining either a spot or forward FX transactions. </xsd:documentation> </xsd:annotation> <xsd:complexContent> <xsd:extension base="Product"> <xsd:sequence> <xsd:group ref="FxCoreDetails.model"/> </xsd:sequence> </xsd:extension> </xsd:complexContent> </xsd:complexType> <xsd:complexType name="FxStrikePrice"> <xsd:annotation> <xsd:documentation xml:lang="en"> A type that describes the rate of exchange at which the option has been struck. </xsd:documentation> </xsd:annotation> <xsd:sequence> <xsd:element minOccurs="0" name="rate" type="PositiveDecimal"> <xsd:annotation> <xsd:documentation xml:lang="en"> The rate of exchange between the two currencies of the leg of a deal. </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:element minOccurs="0" name="strikeQuoteBasis" type="StrikeQuoteBasisEnum"> <xsd:annotation> <xsd:documentation xml:lang="en">The method by which the strike rate is quoted.</xsd:documentation> </xsd:annotation> </xsd:element> </xsd:sequence> </xsd:complexType> <xsd:complexType name="FxSwap"> <xsd:annotation> <xsd:documentation xml:lang="en"> A type defining either a spot/forward or forward/forward FX swap transaction. </xsd:documentation> </xsd:annotation> <xsd:complexContent> <xsd:extension base="Product"> <xsd:sequence> <xsd:element name="nearLeg" type="FxSwapLeg"> <xsd:annotation> <xsd:documentation xml:lang="en">The FX transaction with the earliest value date.</xsd:documentation> </xsd:annotation> </xsd:element> <xsd:element name="farLeg" type="FxSwapLeg"> <xsd:annotation> <xsd:documentation xml:lang="en">The FX transaction with the latest value date.</xsd:documentation> </xsd:annotation> </xsd:element> </xsd:sequence> </xsd:extension> </xsd:complexContent> </xsd:complexType> <xsd:complexType name="FxSwapLeg"> <xsd:complexContent> <xsd:extension base="Leg"> <xsd:annotation> <xsd:documentation xml:lang="en"> A type defining the details for one of the transactions in an FX swap. </xsd:documentation> </xsd:annotation> <xsd:sequence> <xsd:element minOccurs="0" name="tradeIdentifierReference" type="PartyTradeIdentifierReference"> <xsd:annotation> <xsd:documentation xml:lang="en"> A reference to a party trade ID. This is provided in case the message creator wishes to record that the swap leg is assocatiated with a particular trade identifier; typically this is used for identifying a USI assocatied wih the leg. </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:group ref="FxCoreDetails.model"/> </xsd:sequence> </xsd:extension> </xsd:complexContent> </xsd:complexType> <!--IY: FX refactoring work - added new element "direction" ofType "TriggerConditionEnum"; updated documentation--> <xsd:complexType name="FxTouch"> <xsd:annotation> <xsd:documentation> Describes an american or discrete touch or no-touch trigger applied to an FX binary or digital option. </xsd:documentation> </xsd:annotation> <xsd:sequence> <!--View Generation: SKIPPED touchCondition - Unsupported--> <!--View Generation: SKIPPED direction - Unsupported--> <xsd:element minOccurs="0" 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> <!--View Generation: SKIPPED triggerRate - Unsupported--> <!--View Generation: SKIPPED spotRate - Unsupported--> <!--View Generation: SKIPPED informationSource - Unsupported--> <!--View Generation: Skipped an empty choice.--> </xsd:sequence> </xsd:complexType> <!--IY: FX Refactoring: DEPRECATE: Values "Above" and "Below" are deprecated from the "triggerCondition"; documentation updated--> <xsd:complexType name="FxTrigger"> <xsd:annotation> <xsd:documentation xml:lang="en"> Describes a european trigger applied to an FX digtal option. </xsd:documentation> </xsd:annotation> <xsd:sequence> <!--View Generation: SKIPPED triggerCondition - Unsupported--> <xsd:element minOccurs="0" 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> <!--View Generation: SKIPPED triggerRate - Unsupported--> <!--View Generation: SKIPPED spotRate - Unsupported--> <!--View Generation: SKIPPED informationSource - Unsupported--> </xsd:sequence> </xsd:complexType> <!--View Generation: SKIPPED LowerBound - NonStandardFeature--> <!--View Generation: SKIPPED MoneyReference - NonStandardFeature--> <!--View Generation: SKIPPED ObservationSchedule - NonStandardFeature--> <xsd:complexType name="PremiumQuote"> <xsd:annotation> <xsd:documentation xml:lang="en"> A type that describes the option premium as quoted. </xsd:documentation> </xsd:annotation> <xsd:sequence> <xsd:element minOccurs="0" name="value" type="xsd:decimal"> <xsd:annotation> <xsd:documentation xml:lang="en"> The value of the premium quote. In general this will be either a percentage or an explicit amount. </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:element minOccurs="0" name="quoteBasis" type="PremiumQuoteBasisEnum"> <xsd:annotation> <xsd:documentation xml:lang="en"> The method by which the option premium was quoted. </xsd:documentation> </xsd:annotation> </xsd:element> </xsd:sequence> </xsd:complexType> <!--View Generation: SKIPPED TermDeposit - Unsupported--> <!--View Generation: SKIPPED TermDepositFeatures - Unsupported--> <!--View Generation: SKIPPED UpperBound - NonStandardFeature--> <xsd:group name="FxCoreDetails.model"> <xsd:annotation> <xsd:documentation xml:lang="en"> The elements common to FX spot, forward and swap legs. </xsd:documentation> </xsd:annotation> <xsd:sequence> <xsd:element name="exchangedCurrency1" type="Payment"> <xsd:annotation> <xsd:documentation xml:lang="en"> This is the first of the two currency flows that define a single leg of a standard foreign exchange transaction. </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:element name="exchangedCurrency2" type="Payment"> <xsd:annotation> <xsd:documentation xml:lang="en"> This is the second of the two currency flows that define a single leg of a standard foreign exchange transaction. </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:element minOccurs="0" name="dealtCurrency" type="DealtCurrencyEnum"> <xsd:annotation> <xsd:documentation xml:lang="en">Indicates which currency was dealt.</xsd:documentation> </xsd:annotation> </xsd:element> <xsd:group minOccurs="0" ref="FxTenor.model"/> <xsd:choice> <xsd:element name="valueDate" type="xsd:date"> <xsd:annotation> <xsd:documentation xml:lang="en"> The date on which both currencies traded will settle. </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:sequence> <xsd:element name="currency1ValueDate" type="xsd:date"> <xsd:annotation> <xsd:documentation xml:lang="en"> The date on which the currency1 amount will be settled. To be used in a split value date scenario. </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:element name="currency2ValueDate" type="xsd:date"> <xsd:annotation> <xsd:documentation xml:lang="en"> The date on which the currency2 amount will be settled. To be used in a split value date scenario. </xsd:documentation> </xsd:annotation> </xsd:element> </xsd:sequence> </xsd:choice> <xsd:element minOccurs="0" name="exchangeRate" type="ExchangeRate"> <xsd:annotation> <xsd:documentation xml:lang="en">The rate of exchange between the two currencies.</xsd:documentation> </xsd:annotation> </xsd:element> <xsd:element minOccurs="0" name="nonDeliverableSettlement" type="FxCashSettlement"> <xsd:annotation> <xsd:documentation xml:lang="en"> Used to describe a particular type of FX forward transaction that is settled in a single currency (for example, a non-deliverable forward). </xsd:documentation> </xsd:annotation> </xsd:element> <!--View Generation: SKIPPED disruption - Unsupported--> </xsd:sequence> </xsd:group> <!--View Generation: SKIPPED FxRateObservation.model - Unsupported--> <xsd:group name="FxTenor.model"> <xsd:choice> <xsd:element name="tenorName" type="FxTenorPeriodEnum"> <xsd:annotation> <xsd:documentation xml:lang="en"> A tenor expressed with a standard business term (i.e. Spot, TomorrowNext, etc.) </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:element name="tenorPeriod" type="Period"> <xsd:annotation> <xsd:documentation xml:lang="en"> A tenor expressed as a period type and multiplier (e.g. 1D, 1Y, etc.) </xsd:documentation> </xsd:annotation> </xsd:element> </xsd:choice> </xsd:group> <xsd:group name="PutCallCurrency.model"> <xsd:sequence> <xsd:element minOccurs="0" name="putCurrency" type="Currency"> <xsd:annotation> <xsd:documentation xml:lang="en"> The currency which: - the option buyer will pay (sell) - the option writer will receive (buy) </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:element minOccurs="0" name="callCurrency" type="Currency"> <xsd:annotation> <xsd:documentation xml:lang="en"> The currency which: - the option buyer will receive (buy) - the option writer will pay (sell) </xsd:documentation> </xsd:annotation> </xsd:element> </xsd:sequence> </xsd:group> <xsd:element name="fxDigitalOption" substitutionGroup="product" type="FxDigitalOption"> <xsd:annotation> <xsd:documentation xml:lang="en">An FX digital option transaction definition.</xsd:documentation> </xsd:annotation> </xsd:element> <xsd:element name="fxFlexibleForward" substitutionGroup="product" type="FxFlexibleForward"> <xsd:annotation> <xsd:documentation xml:lang="en">A flexible term fx forward product definition.</xsd:documentation> </xsd:annotation> </xsd:element> <xsd:element name="fxSingleLeg" substitutionGroup="product" type="FxSingleLeg"> <xsd:annotation> <xsd:documentation xml:lang="en"> A simple FX spot or forward transaction definition. </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:element name="fxSwap" substitutionGroup="product" type="FxSwap"> <xsd:annotation> <xsd:documentation xml:lang="en">An FX Swap transaction definition.</xsd:documentation> </xsd:annotation> </xsd:element> <xsd:element name="fxOption" substitutionGroup="product" type="FxOption"> <xsd:annotation> <xsd:documentation xml:lang="en">An FX option transaction definition.</xsd:documentation> </xsd:annotation> </xsd:element> <!--View Generation: SKIPPED termDeposit - Unsupported--> <!--AJ: Fx Disruption--> <!--View Generation: SKIPPED FxDisruption - Unsupported--> <!--View Generation: SKIPPED FxDisruptionEvent - Unsupported--> <!--View Generation: SKIPPED FxDisruptionEvents - Unsupported--> <!--View Generation: SKIPPED FxDisruptionFallback - Unsupported--> <!--View Generation: SKIPPED FxDisruptionFallbacks - Unsupported--> <!--View Generation: SKIPPED FxDisruptionProvisions - Unsupported--> <!--View Generation: SKIPPED FxFallbackReferencePrice - Unsupported--> <!--View Generation: SKIPPED FxTemplateTerms - Unsupported--> <!--View Generation: SKIPPED NonDeliverableSubstitute - Unsupported--> <!--View Generation: SKIPPED Postponement - Unsupported--> <!--View Generation: SKIPPED PriceMateriality - Unsupported--> <!--View Generation: SKIPPED PrioritizedRateSource.model - Unsupported--> <!--View Generation: SKIPPED calculationAgentDetermination - Unsupported--> <!--View Generation: SKIPPED dualExchangeRate - Unsupported--> <!--View Generation: SKIPPED exchangeRestrictions - Unsupported--> <!--View Generation: SKIPPED fallbackReferencePrice - Unsupported--> <!--View Generation: SKIPPED fxDisruptionEvent - Unsupported--> <!--View Generation: SKIPPED fxDisruptionFallback - Unsupported--> <!--View Generation: SKIPPED noFaultTermination - Unsupported--> <!--View Generation: SKIPPED nonDeliverableSubstitute - Unsupported--> <!--View Generation: SKIPPED priceSourceDisruption - Unsupported--> <!--View Generation: SKIPPED priceMateriality - Unsupported--> <!--View Generation: SKIPPED settlementPostponement - Unsupported--> <!--View Generation: SKIPPED valuationPostponement - Unsupported--> </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.