All Element Summary | ||||||||||||
exchangedCurrency1 | This is the first of the two currency flows that define a single leg of a standard foreign exchange transaction.
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exchangedCurrency2 | This is the second of the two currency flows that define a single leg of a standard foreign exchange transaction.
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exchangeRate | The rate of exchange between the two currencies.
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fxSingleLeg | A simple FX spot or forward transaction definition.
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nonDeliverableSettlement (in fxSingleLeg) | Used to describe a particular type of FX forward transaction that is settled in a single currency (for example, a non-deliverable forward).
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quotedCurrencyPair (in exchangeRate) | Defines the two currencies for an FX trade and the quotation relationship between the two currencies.
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rate (in exchangeRate) | The rate of exchange between the two currencies of the leg of a deal.
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valueDate (in fxSingleLeg) | The date on which both currencies traded will settle.
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Complex Type Summary | ||||||||||
A type that is used for describing the exchange rate for a particular transaction.
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A type defining either a spot or forward FX transactions.
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Element Group Summary | ||||||||||
The elements common to FX spot, forward and swap legs.
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<?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="pre" ecore:package="org.fpml.pretrade" elementFormDefault="qualified" targetNamespace="http://www.fpml.org/FpML-5/pretrade" version="$Revision: 10357 $" xmlns="http://www.fpml.org/FpML-5/pretrade" 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--> <!--View Generation: SKIPPED PointValue - Unsupported--> <!--View Generation: SKIPPED CrossRate - Unsupported--> <!--View Generation: SKIPPED CutName - Unsupported--> <!--View Generation: SKIPPED DualCurrencyFeature - Unsupported--> <!--View Generation: SKIPPED DualCurrencyStrikePrice - Unsupported--> <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: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: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> <!--View Generation: Skipped an empty sequence.--> <!--View Generation: SKIPPED crossRate - Unsupported--> </xsd:sequence> </xsd:complexType> <!--View Generation: SKIPPED FxAmericanExercise - Unsupported--> <!--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--> <!--View Generation: SKIPPED FxBusinessCenterDateTime - Unsupported--> <!--View Generation: SKIPPED FxDigitalAmericanExercise - Unsupported--> <!--View Generation: SKIPPED FxDigitalOption - Unsupported--> <!--View Generation: SKIPPED FxEuropeanExercise - Unsupported--> <!--View Generation: SKIPPED FxFlexibleForwardExecutionPeriod - Unsupported--> <!--View Generation: SKIPPED FxFlexibleForward - Unsupported--> <!--View Generation: SKIPPED FxFlexibleForwardRate - Unsupported--> <!--View Generation: SKIPPED FxMultipleExercise - Unsupported--> <!--View Generation: SKIPPED FxOption - Unsupported--> <!--View Generation: SKIPPED FxOptionFeatures - NonStandardFeature--> <!--View Generation: SKIPPED FxOptionPayout - Unsupported--> <!--View Generation: SKIPPED FxOptionPremium - Unsupported--> <xsd:annotation> <xsd:documentation xml:lang="en"> A type defining either a spot or forward FX transactions. </xsd:documentation> </xsd:annotation> <xsd:complexContent> <xsd:sequence> </xsd:sequence> </xsd:extension> </xsd:complexContent> </xsd:complexType> <!--View Generation: SKIPPED FxStrikePrice - Unsupported--> <!--View Generation: SKIPPED FxSwap - Unsupported--> <!--View Generation: SKIPPED FxSwapLeg - Unsupported--> <!--IY: FX refactoring work - added new element "direction" ofType "TriggerConditionEnum"; updated documentation--> <!--View Generation: SKIPPED FxTouch - Unsupported--> <!--IY: FX Refactoring: DEPRECATE: Values "Above" and "Below" are deprecated from the "triggerCondition"; documentation updated--> <!--View Generation: SKIPPED FxTrigger - Unsupported--> <!--View Generation: SKIPPED LowerBound - Unsupported--> <!--View Generation: SKIPPED MoneyReference - Unsupported--> <!--View Generation: SKIPPED ObservationSchedule - Unsupported--> <!--View Generation: SKIPPED PremiumQuote - Unsupported--> <!--View Generation: SKIPPED TermDeposit - Unsupported--> <!--View Generation: SKIPPED TermDepositFeatures - Unsupported--> <!--View Generation: SKIPPED UpperBound - NonStandardFeature--> <xsd:annotation> <xsd:documentation xml:lang="en"> The elements common to FX spot, forward and swap legs. </xsd:documentation> </xsd:annotation> <xsd:sequence> <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: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> <!--View Generation: SKIPPED dealtCurrency - Unsupported--> <!--View Generation: SKIPPED - Unsupported--> <!--View Generation: Removed a degenerate choice.--> <xsd:annotation> <xsd:documentation xml:lang="en"> The date on which both currencies traded will settle. </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation xml:lang="en">The rate of exchange between the two currencies.</xsd:documentation> </xsd:annotation> </xsd:element> <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--> <!--View Generation: SKIPPED FxTenor.model - Unsupported--> <!--View Generation: SKIPPED PutCallCurrency.model - Unsupported--> <!--View Generation: SKIPPED fxDigitalOption - Unsupported--> <!--View Generation: SKIPPED fxFlexibleForward - Unsupported--> <xsd:annotation> <xsd:documentation xml:lang="en"> A simple FX spot or forward transaction definition. </xsd:documentation> </xsd:annotation> </xsd:element> <!--View Generation: SKIPPED fxSwap - Unsupported--> <!--View Generation: SKIPPED fxOption - Unsupported--> <!--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. |