XML Schema "fpml-shared-5-7.xsd"
Target Namespace:
http://www.fpml.org/FpML-5/legal
Version:
$Revision: 11313 $
Defined Components:
elements (5 global + 176 local), complexTypes (108), simpleTypes (7), element groups (13)
Default Namespace-Qualified Form:
Local Elements: qualified; Local Attributes: unqualified
Schema Location:
W:\Documents\Tradeheader\fpML-5-7-6-REC-2\xml\legal\fpml-shared-5-7.xsd; see XML source
Includes Schemas (1):
fpml-enum-5-7.xsd [src]
Included in Schemas (2):
fpml-asset-5-7.xsd [src], fpml-legal-5-7.xsd [src]
All Element Summary
account
Optional account information used to precisely define the origination and destination of financial instruments.
Type:
Account
Content:
complex, 1 attribute, 6 elements
Defined:
locally within PartiesAndAccounts.model group; see XML source
accountBeneficiary
A reference to the party beneficiary of the account.
Type:
PartyReference
Content:
empty, 1 attribute
Defined:
locally within Account complexType; see XML source
accountId
An account identifier.
Type:
AccountId
Content:
simple, 1 attribute
Defined:
locally within Account complexType; see XML source
accountName
The name by which the account is known.
Type:
AccountName
Content:
simple, 1 attribute
Defined:
locally within Account complexType; see XML source
accountReference
Reference to an account.
Type:
AccountReference
Content:
empty, 1 attribute
Defined:
locally within PartyAndAccountReferences.model group; see XML source
accountType
The type of account. e.g., Client, House
Type:
AccountType
Content:
simple, 1 attribute
Defined:
locally within Account complexType; see XML source
address
A postal or street address.
Type:
Address
Content:
complex, 5 elements
Defined:
locally within ContactInformation complexType; see XML source
adjustableDate
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.
Type:
AdjustableDate
Content:
complex, 1 attribute, 3 elements
Defined:
locally within AdjustableOrRelativeDate complexType; see XML source
adjustableDates
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.
Type:
AdjustableDates
Content:
complex, 1 attribute, 3 elements
Defined:
locally within AdjustableOrRelativeDates complexType; see XML source
adjustedDate (defined in AdjustableDate.model group)
The date once the adjustment has been performed.
Type:
IdentifiedDate
Content:
simple, 1 attribute
Defined:
locally within AdjustableDate.model group; see XML source
adjustedDate (defined in RelativeDateOffset complexType)
The date once the adjustment has been performed.
Type:
IdentifiedDate
Content:
simple, 1 attribute
Defined:
locally within RelativeDateOffset complexType; see XML source
adjustedDate (in adjustableDates)
The date once the adjustment has been performed.
Type:
IdentifiedDate
Content:
simple, 1 attribute
Defined:
locally within AdjustableDates complexType; see XML source
americanExercise
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.
Type:
AmericanExercise
Content:
complex, 1 attribute, 8 elements
Subst.Gr:
may substitute for element exercise
Defined:
globally; see XML source
Used:
never
amount (defined in Money complexType)
The monetary quantity in currency units.
Type:
xsd:decimal
Content:
simple
Defined:
locally within Money complexType; see XML source
assetClass
A classification of the risk class of the trade.
Type:
AssetClass
Content:
simple, 1 attribute
Defined:
locally within Product.model group; see XML source
bermudaExercise
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.
Type:
BermudaExercise
Content:
complex, 1 attribute, 7 elements
Subst.Gr:
may substitute for element exercise
Defined:
globally; see XML source
Used:
never
bermudaExerciseDates
The dates the define the Bermuda option exercise dates and the expiration date.
Type:
AdjustableOrRelativeDates
Content:
complex, 1 attribute, 2 elements
Defined:
locally within BermudaExercise complexType; see XML source
businessCenter (defined in BusinessCenterTime complexType)
Type:
BusinessCenter
Content:
simple, 2 attributes
Defined:
locally within BusinessCenterTime complexType; see XML source
businessCenter (in businessCenters)
Type:
BusinessCenter
Content:
simple, 2 attributes
Defined:
locally within BusinessCenters complexType; see XML source
businessCenters
Type:
BusinessCenters
Content:
complex, 1 attribute, 1 element
Defined:
locally within BusinessCentersOrReference.model group; see XML source
businessCentersReference
A pointer style reference to a set of financial business centers defined elsewhere in the document.
Type:
BusinessCentersReference
Content:
empty, 1 attribute
Defined:
locally within BusinessCentersOrReference.model group; see XML source
businessDayConvention (defined in BusinessDayAdjustments complexType)
The convention for adjusting a date if it would otherwise fall on a day that is not a business day.
Type:
BusinessDayConventionEnum
Content:
simple
Defined:
locally within BusinessDayAdjustments complexType; see XML source
businessDayConvention (defined in RelativeDateOffset complexType)
The convention for adjusting a date if it would otherwise fall on a day that is not a business day.
Type:
BusinessDayConventionEnum
Content:
simple
Defined:
locally within RelativeDateOffset complexType; see XML source
businessUnit (in demandsAndNotices)
Optional organization unit information used to describe the organization units (e.g. trading desks) involved in a transaction or business process .
Type:
BusinessUnit
Content:
complex, 1 attribute, 4 elements
Defined:
locally within PartyContactInformation complexType; see XML source
businessUnit (in party)
Optional organization unit information used to describe the organization units (e.g. trading desks) involved in a transaction or business process .
Type:
BusinessUnit
Content:
complex, 1 attribute, 4 elements
Defined:
locally within Party.model group; see XML source
businessUnitId
An identifier used to uniquely identify organization unit
Type:
Unit
Content:
simple, 1 attribute
Defined:
locally within BusinessUnit complexType; see XML source
businessUnitReference
The unit for which the indvidual works.
Type:
BusinessUnitReference
Content:
empty, 1 attribute
Defined:
locally within Person complexType; see XML source
buyerAccountReference
A reference to the account that buys this instrument.
Type:
AccountReference
Content:
empty, 1 attribute
Defined:
locally within BuyerSeller.model group; see XML source
buyerPartyReference
A reference to the party that buys this instrument, ie. pays for this instrument and receives the rights defined by it.
Type:
PartyReference
Content:
empty, 1 attribute
Defined:
locally within BuyerSeller.model group; see XML source
city
The city component of a postal address.
Type:
xsd:string
Content:
simple
Defined:
locally within Address complexType; see XML source
classification
The party's industry sector classification.
Type:
IndustryClassification
Content:
simple, 1 attribute
Defined:
locally within PartyInformation.model group; see XML source
commencementDate
The first day of the exercise period for an American style option.
Type:
AdjustableOrRelativeDate
Content:
complex, 1 attribute, 2 elements
Defined:
locally within AmericanExercise complexType; see XML source
componentDescription
Text description of the component
Type:
xsd:string
Content:
simple
Defined:
locally within FormulaComponent complexType; see XML source
contactInfo (defined in BusinessUnit complexType)
Information on how to contact the unit using various means.
Type:
ContactInformation
Content:
complex, 3 elements
Defined:
locally within BusinessUnit complexType; see XML source
contactInfo (defined in Person complexType)
Information on how to contact the individual using various means.
Type:
ContactInformation
Content:
complex, 3 elements
Defined:
locally within Person complexType; see XML source
contactInfo (in demandsAndNotices)
Type:
ContactInformation
Content:
complex, 3 elements
Defined:
locally within PartyContactInformation complexType; see XML source
contactInfo (in party)
Information on how to contact the party using various means.
Type:
ContactInformation
Content:
complex, 3 elements
Defined:
locally within Party.model group; see XML source
country (defined in BusinessUnit complexType)
The ISO 3166 standard code for the country where the individual works.
Type:
CountryCode
Content:
simple, 1 attribute
Defined:
locally within BusinessUnit complexType; see XML source
country (defined in Person complexType)
The ISO 3166 standard code for the country where the individual works.
Type:
CountryCode
Content:
simple, 1 attribute
Defined:
locally within Person complexType; see XML source
country (in address)
The ISO 3166 standard code for the country within which the postal address is located.
Type:
CountryCode
Content:
simple, 1 attribute
Defined:
locally within Address complexType; see XML source
country (in party)
The country where the party is domiciled.
Type:
CountryCode
Content:
simple, 1 attribute
Defined:
locally within PartyInformation.model group; see XML source
creditRating
The party's credit rating.
Type:
CreditRating
Content:
simple, 1 attribute
Defined:
locally within PartyInformation.model group; see XML source
currency (defined in MoneyBase complexType)
The currency in which an amount is denominated.
Type:
Currency
Content:
simple, 1 attribute
Defined:
locally within MoneyBase complexType; see XML source
currency (in feeAmountSchedule)
The currency in which an amount is denominated.
Type:
Currency
Content:
simple, 1 attribute
Defined:
locally within AmountSchedule complexType; see XML source
currency1
The first currency specified when a pair of currencies is to be evaluated.
Type:
Currency
Content:
simple, 1 attribute
Defined:
locally within QuotedCurrencyPair complexType; see XML source
currency2
The second currency specified when a pair of currencies is to be evaluated.
Type:
Currency
Content:
simple, 1 attribute
Defined:
locally within QuotedCurrencyPair complexType; see XML source
dateAdjustments (defined in AdjustableDate.model group)
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.
Type:
BusinessDayAdjustments
Content:
complex, 1 attribute, 3 elements
Defined:
locally within AdjustableDate.model group; see XML source
dateAdjustments (in adjustableDates)
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.
Type:
BusinessDayAdjustments
Content:
complex, 1 attribute, 3 elements
Defined:
locally within AdjustableDates complexType; see XML source
dateRelativeTo
Specifies the anchor as an href attribute.
Type:
DateReference
Content:
empty, 1 attribute
Defined:
locally within RelativeDateOffset complexType; see XML source
dayType
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.
Type:
DayTypeEnum
Content:
simple
Defined:
locally within Offset complexType; see XML source
earliestExerciseTime (in americanExercise)
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.
Type:
BusinessCenterTime
Content:
complex, 2 elements
Defined:
locally within AmericanExercise complexType; see XML source
earliestExerciseTime (in bermudaExercise)
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.
Type:
BusinessCenterTime
Content:
complex, 2 elements
Defined:
locally within BermudaExercise complexType; see XML source
earliestExerciseTime (in europeanExercise)
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.
Type:
BusinessCenterTime
Content:
complex, 2 elements
Defined:
locally within EuropeanExercise complexType; see XML source
effectiveDate (defined in VersionHistory.model group)
Optionally it is possible to specify a version effective date when a versionId is supplied.
Type:
IdentifiedDate
Content:
simple, 1 attribute
Defined:
locally within VersionHistory.model group; see XML source
effectiveDate (in underlyerFinancing)
Specifies the effective date of this leg of the swap.
Type:
AdjustableOrRelativeDate
Content:
complex, 1 attribute, 2 elements
Defined:
locally within DirectionalLeg complexType; see XML source
email
An address on an electronic mail or messaging sysem .
Type:
xsd:normalizedString
Content:
simple
Defined:
locally within ContactInformation complexType; see XML source
embeddedOptionType
Describes the type of any embedded optionality in the transaction that might not otherwise be apparent.
Type:
EmbeddedOptionType
Content:
simple, 1 attribute
Defined:
locally within Product.model group; see XML source
entityId (defined in LegalEntity complexType)
A legal entity identifier (e.g.
Type:
EntityId
Content:
simple, 1 attribute
Defined:
locally within LegalEntity complexType; see XML source
entityId (defined in LegalEntity complexType)
A legal entity identifier (e.g.
Type:
EntityId
Content:
simple, 1 attribute
Defined:
locally within LegalEntity complexType; see XML source
entityName
The name of the reference entity.
Type:
EntityName
Content:
simple, 1 attribute
Defined:
locally within LegalEntity complexType; see XML source
europeanExercise
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.
Type:
EuropeanExercise
Content:
complex, 1 attribute, 6 elements
Subst.Gr:
may substitute for element exercise
Defined:
globally; see XML source
Used:
never
exercise
An placeholder for the actual option exercise definitions.
Type:
Exercise
Content:
empty, 1 attribute
Abstract:
(may not be used directly in instance XML documents)
Subst.Gr:
may be substituted with 3 elements
Defined:
globally; see XML source
Used:
at 3 locations
exerciseFee
A fee to be paid on exercise.
Type:
ExerciseFee
Content:
complex, 8 elements
Defined:
locally within EuropeanExercise complexType; see XML source
exerciseFeeSchedule (in americanExercise)
The fees associated with an exercise date.
Type:
ExerciseFeeSchedule
Content:
complex, 8 elements
Defined:
locally within AmericanExercise complexType; see XML source
exerciseFeeSchedule (in bermudaExercise)
The fees associated with an exercise date.
Type:
ExerciseFeeSchedule
Content:
complex, 8 elements
Defined:
locally within BermudaExercise complexType; see XML source
expirationDate (in americanExercise)
The last day within an exercise period for an American style option.
Type:
AdjustableOrRelativeDate
Content:
complex, 1 attribute, 2 elements
Defined:
locally within AmericanExercise complexType; see XML source
expirationDate (in europeanExercise)
The last day within an exercise period for an American style option.
Type:
AdjustableOrRelativeDate
Content:
complex, 1 attribute, 2 elements
Defined:
locally within EuropeanExercise complexType; see XML source
expirationTime (in americanExercise)
The latest time for exercise on expirationDate.
Type:
BusinessCenterTime
Content:
complex, 2 elements
Defined:
locally within AmericanExercise complexType; see XML source
expirationTime (in bermudaExercise)
The latest time for exercise on expirationDate.
Type:
BusinessCenterTime
Content:
complex, 2 elements
Defined:
locally within BermudaExercise complexType; see XML source
expirationTime (in europeanExercise)
The latest time for exercise on expirationDate.
Type:
BusinessCenterTime
Content:
complex, 2 elements
Defined:
locally within EuropeanExercise complexType; see XML source
feeAmount
The amount of fee to be paid on exercise.
Type:
xsd:decimal
Content:
simple
Defined:
locally within ExerciseFee complexType; see XML source
feeAmountSchedule
The exercise fee amount schedule.
Type:
AmountSchedule
Content:
complex, 1 attribute, 3 elements
Defined:
locally within ExerciseFeeSchedule complexType; see XML source
feePaymentDate (defined in ExerciseFeeSchedule complexType)
The date on which exercise fee(s) will be paid.
Type:
RelativeDateOffset
Content:
complex, 1 attribute, 8 elements
Defined:
locally within ExerciseFeeSchedule complexType; see XML source
feePaymentDate (in exerciseFee)
The date on which exercise fee(s) will be paid.
Type:
RelativeDateOffset
Content:
complex, 1 attribute, 8 elements
Defined:
locally within ExerciseFee complexType; see XML source
feeRate
A fee represented as a percentage of some referenced notional.
Type:
xsd:decimal
Content:
simple
Defined:
locally within ExerciseFee complexType; see XML source
feeRateSchedule
The exercise free rate schedule.
Type:
Schedule
Content:
complex, 1 attribute, 2 elements
Defined:
locally within ExerciseFeeSchedule complexType; see XML source
firstName
Given name, such as John or Mary.
Type:
xsd:normalizedString
Content:
simple
Defined:
locally within Person complexType; see XML source
fixedRate (in underlyerFinancing)
The calculation period fixed rate.
Type:
xsd:decimal
Content:
simple
Defined:
locally within UnderlyerInterestLeg complexType; see XML source
fixingTime
The time at which the spot currency exchange rate will be observed.
Type:
BusinessCenterTime
Content:
complex, 2 elements
Defined:
locally within FxSpotRateSource complexType; see XML source
formula
Additional formulas required to describe this component
Type:
Formula
Content:
complex, 3 elements
Defined:
locally within FormulaComponent complexType; see XML source
formulaComponent
Elements describing the components of the formula.
Type:
FormulaComponent
Content:
complex, 1 attribute, 2 elements
Defined:
locally within Formula complexType; see XML source
formulaDescription
Text description of the formula
Type:
xsd:string
Content:
simple
Defined:
locally within Formula complexType; see XML source
groupType
Party Group Type, e.g.
Type:
PartyGroupType
Content:
simple, 1 attribute
Defined:
locally within Party complexType; see XML source
honorific
An honorific title, such as Mr., Ms., Dr. etc.
Type:
xsd:normalizedString
Content:
simple
Defined:
locally within Person complexType; see XML source
hourMinuteTime
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.
Type:
HourMinuteTime
Content:
simple
Defined:
locally within BusinessCenterTime complexType; see XML source
increasedCostOfStockBorrow
If true, then increased cost of stock borrow is applicable.
Type:
xsd:boolean
Content:
simple
Defined:
locally within StockLoan.model group; see XML source
independentAmount
Independent Amount is an amount that usually less creditworthy counterparties are asked to provide.
Type:
IndependentAmount
Content:
complex, 5 elements
Defined:
locally within Collateral complexType; see XML source
initial
Type:
Initial
Content:
simple
Defined:
locally within Person complexType; see XML source
initialStockLoanRate
Specifies the initial stock loan rate for Increased Cost of Stock Borrow.
Type:
RestrictedPercentage
Content:
simple
Defined:
locally within StockLoan.model group; see XML source
initialValue
The initial rate or amount, as the case may be.
Type:
xsd:decimal
Content:
simple
Defined:
locally within Schedule complexType; see XML source
integralMultipleAmount
A notional amount which restricts the amount of notional that can be exercised when partial exercise or multiple exercise is applicable.
Type:
xsd:decimal
Content:
simple
Defined:
locally within PartialExercise.model group; see XML source
issuer (defined in IssuerTradeId.model group)
Type:
IssuerId
Content:
simple, 1 attribute
Defined:
locally within IssuerTradeId.model group; see XML source
jurisdiction
The legal jurisdiction of the entity's registration.
Type:
GoverningLaw
Content:
simple, 1 attribute
Defined:
locally within PartyInformation.model group; see XML source
latestExerciseTime (in americanExercise)
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.
Type:
BusinessCenterTime
Content:
complex, 2 elements
Defined:
locally within AmericanExercise complexType; see XML source
latestExerciseTime (in bermudaExercise)
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.
Type:
BusinessCenterTime
Content:
complex, 2 elements
Defined:
locally within BermudaExercise complexType; see XML source
legId
Identity of this leg.
Type:
LegId
Content:
simple, 1 attribute
Defined:
locally within LegIdentifier complexType; see XML source
legIdentifier
Version aware identification of this leg.
Type:
LegIdentifier
Content:
complex, 3 elements
Defined:
locally within DirectionalLeg complexType; see XML source
lossOfStockBorrow
If true, then loss of stock borrow is applicable.
Type:
xsd:boolean
Content:
simple
Defined:
locally within StockLoan.model group; see XML source
math
An element for containing an XML representation of the formula.
Type:
Math
Content:
mixed (allows character data), elem. wildcard
Defined:
locally within Formula complexType; see XML source
maximumNotionalAmount
The maximum notional amount that can be exercised on a given exercise date.
Type:
xsd:decimal
Content:
simple
Defined:
locally within MultipleExercise complexType; see XML source
maximumNumberOfOptions
The maximum number of options that can be exercised on a given exercise date.
Type:
NonNegativeDecimal
Content:
simple
Defined:
locally within MultipleExercise complexType; see XML source
maximumStockLoanRate
Specifies the maximum stock loan rate for Loss of Stock Borrow.
Type:
RestrictedPercentage
Content:
simple
Defined:
locally within StockLoan.model group; see XML source
middleName
Type:
xsd:normalizedString
Content:
simple
Defined:
locally within Person complexType; see XML source
minimumNotionalAmount
The minimum notional amount that can be exercised on a given exercise date.
Type:
xsd:decimal
Content:
simple
Defined:
locally within PartialExercise.model group; see XML source
minimumNumberOfOptions
The minimum number of options that can be exercised on a given exercise date.
Type:
xsd:nonNegativeInteger
Content:
simple
Defined:
locally within PartialExercise.model group; see XML source
multipleExercise (in americanExercise)
As defined in the 2000 ISDA Definitions, Section 12.4.
Type:
MultipleExercise
Content:
complex, 6 elements
Defined:
locally within AmericanExercise complexType; see XML source
multipleExercise (in bermudaExercise)
As defined in the 2000 ISDA Definitions, Section 12.4.
Type:
MultipleExercise
Content:
complex, 6 elements
Defined:
locally within BermudaExercise complexType; see XML source
name (defined in BusinessUnit complexType)
A name used to describe the organization unit
Type:
xsd:string
Content:
simple
Defined:
locally within BusinessUnit complexType; see XML source
notionalReference (defined in ExerciseFeeSchedule complexType)
A pointer style reference to the associated notional schedule defined elsewhere in the document.
Type:
ScheduleReference
Content:
empty, 1 attribute
Defined:
locally within ExerciseFeeSchedule complexType; see XML source
notionalReference (defined in PartialExercise.model group)
A pointer style reference to the associated notional schedule defined elsewhere in the document.
Type:
NotionalReference
Content:
empty, 1 attribute
Defined:
locally within PartialExercise.model group; see XML source
notionalReference (in exerciseFee)
A pointer style reference to the associated notional schedule defined elsewhere in the document.
Type:
NotionalReference
Content:
empty, 1 attribute
Defined:
locally within ExerciseFee complexType; see XML source
number (in telephone)
A telephonic contact.
Type:
xsd:string
Content:
simple
Defined:
locally within TelephoneNumber complexType; see XML source
organizationType
The type of an organization's participantion in the OTC derivatives market.
Type:
OrganizationType
Content:
simple, 1 attribute
Defined:
locally within PartyInformation.model group; see XML source
partialExercise
As defined in the 2000 ISDA Definitions, Section 12.3.
Type:
PartialExercise
Content:
complex, 4 elements
Defined:
locally within EuropeanExercise complexType; see XML source
party
A legal entity or a subdivision of a legal entity.
Type:
Party
Content:
complex, 1 attribute, 13 elements
Defined:
locally within PartiesAndAccounts.model group; see XML source
partyId
A party identifier, e.g. a S.W.I.F.T. bank identifier code (BIC).
Type:
PartyId
Content:
simple, 1 attribute
Defined:
locally within Party.model group; see XML source
partyName
The legal name of the organization.
Type:
PartyName
Content:
simple, 1 attribute
Defined:
locally within Party.model group; see XML source
partyReference (defined in PartyAndAccountReferences.model group)
Reference to a party.
Type:
PartyReference
Content:
empty, 1 attribute
Defined:
locally within PartyAndAccountReferences.model group; see XML source
partyReference (in demandsAndNotices)
The party to which the terms apply.
Type:
PartyReference
Content:
empty, 1 attribute
Defined:
locally within PartyContactInformation complexType; see XML source
partyReference (in party)
Reference to a party that is a member of the group of entities that are acting together as a single party in a transaction.
Type:
PartyReference
Content:
empty, 1 attribute
Defined:
locally within Party complexType; see XML source
payerAccountReference
A reference to the account responsible for making the payments defined by this structure.
Type:
AccountReference
Content:
empty, 1 attribute
Defined:
locally within PayerReceiver.model group; see XML source
payerPartyReference
A reference to the party responsible for making the payments defined by this structure.
Type:
PartyReference
Content:
empty, 1 attribute
Defined:
locally within PayerReceiver.model group; see XML source
paymentAmount (in paymentDetail)
A fixed payment amount.
Type:
Money
Content:
complex, 1 attribute, 2 elements
Defined:
locally within PaymentDetail complexType; see XML source
paymentAmount (in paymentDetail)
A fixed payment amount.
Type:
Money
Content:
complex, 1 attribute, 2 elements
Defined:
locally within PaymentDetail complexType; see XML source
paymentDate (in paymentDetail)
Payment date.
Type:
AdjustableOrRelativeDate
Content:
complex, 1 attribute, 2 elements
Defined:
locally within PaymentDetail complexType; see XML source
paymentDetail
A container element allowing a schedule of payments associated with the Independent Amount.
Type:
PaymentDetail
Content:
complex, 1 attribute, 4 elements
Defined:
locally within IndependentAmount complexType; see XML source
paymentRule
A type defining the calculation rule.
Type:
PaymentRule
Content:
empty
Defined:
locally within PaymentDetail complexType; see XML source
period
A time period, e.g. a day, week, month or year of the stream.
Type:
PeriodEnum
Content:
simple
Defined:
locally within Period complexType; see XML source
periodMultiplier
A time period multiplier, e.g. 1, 2 or 3 etc.
Type:
xsd:integer
Content:
simple
Defined:
locally within Period complexType; see XML source
periodSkip
The number of periods in the referenced date schedule that are between each date in the relative date schedule.
Type:
xsd:positiveInteger
Content:
simple
Defined:
locally within RelativeDates complexType; see XML source
person (in demandsAndNotices)
Optional information about people involved in a transaction or busines process.
Type:
Person
Content:
complex, 1 attribute, 10 elements
Defined:
locally within PartyContactInformation complexType; see XML source
person (in party)
Optional information about people involved in a transaction or busines process.
Type:
Person
Content:
complex, 1 attribute, 10 elements
Defined:
locally within Party.model group; see XML source
personId
An identifier assigned by a system for uniquely identifying the individual
Type:
PersonId
Content:
simple, 1 attribute
Defined:
locally within Person complexType; see XML source
postalCode
The code, required for computerised mail sorting systems, that is allocated to a physical address by a national postal authority.
Type:
xsd:string
Content:
simple
Defined:
locally within Address complexType; see XML source
primaryAssetClass
A classification of the most important risk class of the trade.
Type:
AssetClass
Content:
simple, 1 attribute
Defined:
locally within Product.model group; see XML source
primaryRateSource
The primary source for where the rate observation will occur.
Type:
InformationSource
Content:
complex, 3 elements
Defined:
locally within FxSpotRateSource complexType; see XML source
product
An abstract element used as a place holder for the substituting product elements.
Type:
Product
Content:
complex, 1 attribute, 6 elements
Abstract:
(may not be used directly in instance XML documents)
Subst.Gr:
may be substituted with 2 elements
Defined:
globally; see XML source
Used:
at 3 locations
productId
A product reference identifier.
Type:
ProductId
Content:
simple, 1 attribute
Defined:
locally within Product.model group; see XML source
productType
A classification of the type of product.
Type:
ProductType
Content:
simple, 1 attribute
Defined:
locally within Product.model group; see XML source
quoteBasis
The method by which the exchange rate is quoted.
Type:
QuoteBasisEnum
Content:
simple
Defined:
locally within QuotedCurrencyPair complexType; see XML source
quotedCurrencyPair (defined in FxRate complexType)
Defines the two currencies for an FX trade and the quotation relationship between the two currencies.
Type:
QuotedCurrencyPair
Content:
complex, 3 elements
Defined:
locally within FxRate complexType; see XML source
rate
The rate of exchange between the two currencies of the leg of a deal.
Type:
xsd:decimal
Content:
simple
Defined:
locally within FxRate complexType; see XML source
rateSource (defined in InformationSource complexType)
An information source for obtaining a market rate.
Type:
InformationProvider
Content:
simple, 1 attribute
Defined:
locally within InformationSource complexType; see XML source
rateSourcePage (defined in InformationSource complexType)
A specific page for the rate source for obtaining a market rate.
Type:
RateSourcePage
Content:
simple, 1 attribute
Defined:
locally within InformationSource complexType; see XML source
rateSourcePageHeading (defined in InformationSource complexType)
The heading for the rate source on a given rate source page.
Type:
xsd:string
Content:
simple
Defined:
locally within InformationSource complexType; see XML source
receiverAccountReference
A reference to the account that receives the payments corresponding to this structure.
Type:
AccountReference
Content:
empty, 1 attribute
Defined:
locally within PayerReceiver.model group; see XML source
receiverPartyReference
A reference to the party that receives the payments corresponding to this structure.
Type:
PartyReference
Content:
empty, 1 attribute
Defined:
locally within PayerReceiver.model group; see XML source
region
A code for a grouping of countries to which this belongs.
Type:
Region
Content:
simple, 1 attribute
Defined:
locally within PartyInformation.model group; see XML source
relativeDate
A date specified as some offset to another date (the anchor date).
Type:
RelativeDateOffset
Content:
complex, 1 attribute, 8 elements
Defined:
locally within AdjustableOrRelativeDate complexType; see XML source
relativeDates
A series of dates specified as some offset to another series of dates (the anchor dates).
Type:
RelativeDates
Content:
complex, 1 attribute, 10 elements
Defined:
locally within AdjustableOrRelativeDates complexType; see XML source
relevantUnderlyingDate (in americanExercise)
The date on the underlying set by the exercise of an option.
Type:
AdjustableOrRelativeDates
Content:
complex, 1 attribute, 2 elements
Defined:
locally within AmericanExercise complexType; see XML source
relevantUnderlyingDate (in bermudaExercise)
The date on the underlying set by the exercise of an option.
Type:
AdjustableOrRelativeDates
Content:
complex, 1 attribute, 2 elements
Defined:
locally within BermudaExercise complexType; see XML source
relevantUnderlyingDate (in europeanExercise)
The date on the underlying set by the exercise of an option.
Type:
AdjustableOrRelativeDates
Content:
complex, 1 attribute, 2 elements
Defined:
locally within EuropeanExercise complexType; see XML source
role
The category of the relationship.
Type:
PartyRole
Content:
simple, 1 attribute
Defined:
locally within RelatedParty complexType; see XML source
scheduleBounds
The first and last dates of a schedule.
Type:
DateRange
Content:
complex, 2 elements
Defined:
locally within RelativeDates complexType; see XML source
secondaryAssetClass
A classification of additional risk classes of the trade, if any.
Type:
AssetClass
Content:
simple, 1 attribute
Defined:
locally within Product.model group; see XML source
secondaryRateSource
An alternative, or secondary, source for where the rate observation will occur.
Type:
InformationSource
Content:
complex, 3 elements
Defined:
locally within FxSpotRateSource complexType; see XML source
sellerAccountReference
A reference to the account that sells this instrument.
Type:
AccountReference
Content:
empty, 1 attribute
Defined:
locally within BuyerSeller.model group; see XML source
sellerPartyReference
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.
Type:
PartyReference
Content:
empty, 1 attribute
Defined:
locally within BuyerSeller.model group; see XML source
servicingParty (in account)
A reference to the party that services/supports the account.
Type:
PartyReference
Content:
empty, 1 attribute
Defined:
locally within Account complexType; see XML source
servicingParty (in account)
A reference to the party that services/supports the account.
Type:
PartyReference
Content:
empty, 1 attribute
Defined:
locally within Account complexType; see XML source
spreadSchedule
The ISDA Spread or a Spread schedule expressed as explicit spreads and dates.
Type:
SpreadSchedule
Content:
complex, 1 attribute, 3 elements
Defined:
locally within UnderlyerInterestLeg complexType; see XML source
state
A country subdivision used in postal addresses in some countries.
Type:
xsd:string
Content:
simple
Defined:
locally within Address complexType; see XML source
step
The schedule of step date and value pairs.
Type:
Step
Content:
complex, 1 attribute, 2 elements
Defined:
locally within Schedule complexType; see XML source
stepDate
The date on which the associated stepValue becomes effective.
Type:
xsd:date
Content:
simple
Defined:
locally within StepBase complexType; see XML source
stepValue
The rate or amount which becomes effective on the associated stepDate.
Type:
xsd:decimal
Content:
simple
Defined:
locally within Step complexType; see XML source
streetAddress
The set of street and building number information that identifies a postal address within a city.
Type:
StreetAddress
Content:
complex, 1 element
Defined:
locally within Address complexType; see XML source
streetLine
An individual line of street and building number information, forming part of a postal address.
Type:
xsd:string
Content:
simple
Defined:
locally within StreetAddress complexType; see XML source
suffix
Name suffix, such as Jr., III, etc.
Type:
xsd:normalizedString
Content:
simple
Defined:
locally within Person complexType; see XML source
surname
Family name, such as Smith or Jones.
Type:
xsd:normalizedString
Content:
simple
Defined:
locally within Person complexType; see XML source
telephone
A telephonic contact.
Type:
TelephoneNumber
Content:
complex, 2 elements
Defined:
locally within ContactInformation complexType; see XML source
terminationDate
Specifies the termination date of this leg of the swap.
Type:
AdjustableOrRelativeDate
Content:
complex, 1 attribute, 2 elements
Defined:
locally within DirectionalLeg complexType; see XML source
tradeId (defined in IssuerTradeId.model group)
Type:
TradeId
Content:
simple, 2 attributes
Defined:
locally within IssuerTradeId.model group; see XML source
type (in relatedParty)
Additional definition refining the type of relationship.
Type:
PartyRoleType
Content:
simple, 1 attribute
Defined:
locally within RelatedParty complexType; see XML source
type (in spreadSchedule)
Type:
SpreadScheduleType
Content:
simple, 1 attribute
Defined:
locally within SpreadSchedule complexType; see XML source
type (in telephone)
The type of telephone number (work, personal, mobile).
Type:
TelephoneTypeEnum
Content:
simple
Defined:
locally within TelephoneNumber complexType; see XML source
unadjustedDate (defined in AdjustableDate.model group)
A date subject to adjustment.
Type:
IdentifiedDate
Content:
simple, 1 attribute
Defined:
locally within AdjustableDate.model group; see XML source
unadjustedDate (in adjustableDates)
A date subject to adjustment.
Type:
IdentifiedDate
Content:
simple, 1 attribute
Defined:
locally within AdjustableDates complexType; see XML source
unadjustedFirstDate
The first date of a date range.
Type:
xsd:date
Content:
simple
Defined:
locally within DateRange complexType; see XML source
unadjustedLastDate
The last date of a date range.
Type:
xsd:date
Content:
simple
Defined:
locally within DateRange complexType; see XML source
version (defined in VersionHistory.model group)
The version number
Type:
xsd:nonNegativeInteger
Content:
simple
Defined:
locally within VersionHistory.model group; see XML source
Complex Type Summary
Account
A generic account that represents any party's account at another party.
Content:
complex, 1 attribute, 6 elements
Defined:
globally; see XML source
Includes:
definitions of 1 attribute, 6 elements
Used:
at 1 location
AccountId
The data type used for account identifiers.
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
at 1 location
AccountName
The data type used for the name of the account.
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
at 1 location
AccountReference
Reference to an account.
Content:
empty, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
at 5 locations
AccountType
The data type used for account type.
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
at 1 location
Address
A type that represents a physical postal address.
Content:
complex, 5 elements
Defined:
globally; see XML source
Includes:
definitions of 5 elements
Used:
at 1 location
AdjustableDate
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.
Content:
complex, 1 attribute, 3 elements
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
at 2 locations
AdjustableDates
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.
Content:
complex, 1 attribute, 3 elements
Defined:
globally; see XML source
Includes:
definitions of 1 attribute, 3 elements
Used:
at 1 location
AdjustableOrRelativeDate
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.
Content:
complex, 1 attribute, 2 elements
Defined:
globally; see XML source
Includes:
definitions of 1 attribute, 2 elements
Used:
at 7 locations
AdjustableOrRelativeDates
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.
Content:
complex, 1 attribute, 2 elements
Defined:
globally; see XML source
Includes:
definitions of 1 attribute, 2 elements
Used:
at 4 locations
AmericanExercise
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.
Content:
complex, 1 attribute, 8 elements
Defined:
globally; see XML source
Includes:
definitions of 8 elements
Used:
at 1 location
AmountReference
Specifies a reference to a monetary amount.
Content:
empty, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
at 2 locations
AmountSchedule
A type defining a currency amount or a currency amount schedule.
Content:
complex, 1 attribute, 3 elements
Defined:
globally; see XML source
Includes:
definition of 1 element
Used:
at 1 location
AssetClass
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
at 3 locations
BermudaExercise
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.
Content:
complex, 1 attribute, 7 elements
Defined:
globally; see XML source
Includes:
definitions of 7 elements
Used:
at 1 location
BusinessCenter
A code identifying a business day calendar location.
Content:
simple, 2 attributes
Defined:
globally; see XML source
Includes:
definitions of 2 attributes
Used:
at 3 locations
BusinessCenters
A type for defining business day calendar used in determining whether a day is a business day or not.
Content:
complex, 1 attribute, 1 element
Defined:
globally; see XML source
Includes:
definitions of 1 attribute, 1 element
Used:
at 1 location
BusinessCentersReference
A pointer style reference to a set of business day calendar defined elsewhere in the document.
Content:
empty, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
at 1 location
BusinessCenterTime
A type for defining a time with respect to a business day calendar location.
Content:
complex, 2 elements
Defined:
globally; see XML source
Includes:
definitions of 2 elements
Used:
at 10 locations
BusinessDayAdjustments
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.
Content:
complex, 1 attribute, 3 elements
Defined:
globally; see XML source
Includes:
definitions of 1 attribute, 1 element
Used:
at 2 locations
BusinessUnit
A type that represents information about a unit within an organization.
Content:
complex, 1 attribute, 4 elements
Defined:
globally; see XML source
Includes:
definitions of 1 attribute, 4 elements
Used:
at 2 locations
BusinessUnitReference
Reference to an organizational unit.
Content:
empty, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
at 1 location
CashflowType
A coding scheme used to describe the type or purpose of a cash flow or cash flow component.
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
at 1 location
ClearanceSystem
Unless otherwise specified, the principal clearance system customarily used for settling trades in the relevant underlying.
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
at 1 location
Collateral
A type for defining the obligations of the counterparty subject to credit support requirements.
Content:
complex, 1 element
Defined:
globally; see XML source
Includes:
definition of 1 element
Used:
at 1 location
ContactInformation
A type that represents how to contact an individual or organization.
Content:
complex, 3 elements
Defined:
globally; see XML source
Includes:
definitions of 3 elements
Used:
at 4 locations
CountryCode
The code representation of a country or an area of special sovereignty.
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
at 4 locations
CreditRating
A party's credit rating.
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
at 1 location
CreditSeniority
The repayment precedence of a debt instrument.
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
at 1 location
Currency
The code representation of a currency or fund.
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
at 14 locations
DateRange
A type defining a contiguous series of calendar dates.
Content:
complex, 2 elements
Defined:
globally; see XML source
Includes:
definitions of 2 elements
Used:
at 1 location
DateReference
Reference to an identified date or a complex date structure.
Content:
empty, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
at 1 location
DayCountFraction
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.
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
at 5 locations
DeterminationMethod
Coding scheme that specifies the method according to which an amount or a date is determined.
Content:
simple, 2 attributes
Defined:
globally; see XML source
Includes:
definitions of 2 attributes
Used:
at 1 location
DirectionalLeg
An abstract base class for all directional leg types with effective date, termination date, where a payer makes a stream of payments of greater than zero value to a receiver.
Content:
complex, 1 attribute, 7 elements
Abstract:
(cannot be assigned directly to elements used in instance XML documents)
Defined:
globally; see XML source
Includes:
definitions of 3 elements
Used:
at 1 location
EmbeddedOptionType
A flexible description of the type or characteristics of an option embbedded within another product.
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
at 1 location
EntityId
A legal entity identifier (e.g.
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
at 2 locations
EntityName
The name of the reference entity.
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
at 1 location
EuropeanExercise
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.
Content:
complex, 1 attribute, 6 elements
Defined:
globally; see XML source
Includes:
definitions of 6 elements
Used:
at 1 location
ExchangeId
A short form unique identifier for an exchange.
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
at 7 locations
Exercise
The abstract base class for all types which define way in which options may be exercised.
Content:
empty, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
at 4 locations
ExerciseFee
A type defining the fee payable on exercise of an option.
Content:
complex, 8 elements
Defined:
globally; see XML source
Includes:
definitions of 4 elements
Used:
at 1 location
ExerciseFeeSchedule
A type to define a fee or schedule of fees to be payable on the exercise of an option.
Content:
complex, 8 elements
Defined:
globally; see XML source
Includes:
definitions of 4 elements
Used:
at 2 locations
FloatingRateIndex
The ISDA Floating Rate Option, i.e. the floating rate index.
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
at 2 locations
Formula
A type describing a financial formula, with its description and components.
Content:
complex, 3 elements
Defined:
globally; see XML source
Includes:
definitions of 3 elements
Used:
at 1 location
FormulaComponent
Elements describing the components of the formula.
Content:
complex, 1 attribute, 2 elements
Defined:
globally; see XML source
Includes:
definitions of 1 attribute, 2 elements
Used:
at 1 location
FxRate
A type describing the rate of a currency conversion: pair of currency, quotation mode and exchange rate.
Content:
complex, 2 elements
Defined:
globally; see XML source
Includes:
definitions of 2 elements
Used:
at 2 locations
FxSpotRateSource
A type defining the source and time for an fx rate.
Content:
complex, 3 elements
Defined:
globally; see XML source
Includes:
definitions of 3 elements
Used:
at 1 location
GoverningLaw
Identification of the law governing the transaction.
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
at 1 location
IdentifiedCurrency
Specifies Currency with ID attribute.
Content:
simple, 2 attributes
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
at 1 location
IdentifiedDate
A date which can be referenced elsewhere.
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
at 6 locations
IndependentAmount
Content:
complex, 5 elements
Defined:
globally; see XML source
Includes:
definition of 1 element
Used:
at 1 location
IndustryClassification
A party's industry sector classification.
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
at 1 location
InformationProvider
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
at 1 location
InformationSource
A type defining the source for a piece of information (e.g. a rate refix or an fx fixing).
Content:
complex, 3 elements
Defined:
globally; see XML source
Includes:
definitions of 3 elements
Used:
at 3 locations
InstrumentId
A short form unique identifier for a security.
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
at 2 locations
IssuerId
The data type used for issuer identifiers.
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
at 2 locations
Leg
A supertype of leg.
Content:
empty, 1 attribute
Abstract:
(cannot be assigned directly to elements used in instance XML documents)
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
at 1 location
LegalEntity
A type defining a legal entity.
Content:
complex, 1 attribute, 3 elements
Defined:
globally; see XML source
Includes:
definitions of 1 attribute, 3 elements
Used:
at 3 locations
LegalEntityReference
References a credit entity defined elsewhere in the document.
Content:
empty, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
at 3 locations
LegId
Leg identity.
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
at 1 location
LegIdentifier
Version aware identification of a leg.
Content:
complex, 3 elements
Defined:
globally; see XML source
Includes:
definition of 1 element
Used:
at 1 location
Math
A type defining a mathematical expression.
Content:
mixed (allows character data), elem. wildcard
Defined:
globally; see XML source
Includes:
definition of elem. wildcard
Used:
at 1 location
Money
A type defining a currency amount.
Content:
complex, 1 attribute, 2 elements
Defined:
globally; see XML source
Includes:
definition of 1 element
Used:
at 8 locations
MoneyBase
Abstract base class for all money types.
Content:
complex, 1 attribute, 1 element
Abstract:
(cannot be assigned directly to elements used in instance XML documents)
Defined:
globally; see XML source
Includes:
definitions of 1 attribute, 1 element
Used:
at 1 location
MultipleExercise
A type defining multiple exercises.
Content:
complex, 6 elements
Defined:
globally; see XML source
Includes:
definitions of 2 elements
Used:
at 2 locations
NotionalReference
A reference to the notional amount.
Content:
empty, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
at 2 locations
Offset
A type defining an offset used in calculating a new date relative to a reference date.
Content:
complex, 1 attribute, 3 elements
Defined:
globally; see XML source
Includes:
definition of 1 element
Used:
at 3 locations
OrganizationType
A code that describes what type of role an organization plays, for example a SwapsDealer, a Major Swaps Participant, or Other
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
at 1 location
PartialExercise
A type defining partial exercise.
Content:
complex, 4 elements
Defined:
globally; see XML source
Used:
at 1 location
Party
A type defining a legal entity or a subdivision of a legal entity.
Content:
complex, 1 attribute, 13 elements
Defined:
globally; see XML source
Includes:
definitions of 1 attribute, 2 elements
Used:
at 1 location
PartyContactInformation
Content:
complex, 4 elements
Defined:
globally; see XML source
Includes:
definitions of 4 elements
Used:
at 1 location
PartyGroupType
The data type used for party group classification.
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
at 1 location
PartyId
The data type used for party identifiers.
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
at 1 location
PartyName
The data type used for the legal name of an organization.
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
at 1 location
PartyReference
Reference to a party.
Content:
empty, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
at 18 locations
PartyRole
A type describing a role played by a party in one or more transactions.
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
at 1 location
PartyRoleType
A type refining the role a role played by a party in one or more transactions.
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
at 1 location
PartyTradeIdentifierReference
A reference to a partyTradeIdentifier object.
Content:
empty, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
at 1 location
PaymentBase
An abstract base class for payment types.
Content:
empty, 1 attribute
Abstract:
(cannot be assigned directly to elements used in instance XML documents)
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
at 2 locations
PaymentDetail
Content:
complex, 1 attribute, 4 elements
Defined:
globally; see XML source
Includes:
definitions of 4 elements
Used:
at 1 location
PaymentRule
The abstract base type from which all calculation rules of the independent amount must be derived.
Content:
empty
Abstract:
(cannot be assigned directly to elements used in instance XML documents)
Defined:
globally; see XML source
Used:
at 1 location
Period
A type to define recurring periods or time offsets.
Content:
complex, 1 attribute, 2 elements
Defined:
globally; see XML source
Includes:
definitions of 1 attribute, 2 elements
Used:
at 14 locations
Person
A type that represents information about a person connected with a trade or business process.
Content:
complex, 1 attribute, 10 elements
Defined:
globally; see XML source
Includes:
definitions of 1 attribute, 10 elements
Used:
at 2 locations
PersonId
An identifier used to identify an individual person.
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
at 1 location
Product
The base type which all FpML products extend.
Content:
complex, 1 attribute, 6 elements
Abstract:
(cannot be assigned directly to elements used in instance XML documents)
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
at 3 locations
ProductId
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
at 1 location
ProductReference
Reference to a full FpML product.
Content:
empty, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
at 4 locations
ProductType
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
at 1 location
QuotedCurrencyPair
A type that describes the composition of a rate that has been quoted or is to be quoted.
Content:
complex, 3 elements
Defined:
globally; see XML source
Includes:
definitions of 3 elements
Used:
at 2 locations
RateSourcePage
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
at 2 locations
Reference
The abstract base class for all types which define intra-document pointers.
Content:
empty
Abstract:
(cannot be assigned directly to elements used in instance XML documents)
Defined:
globally; see XML source
Used:
at 13 locations
Region
A code that describes the world region of a counterparty.
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
at 1 location
RelatedParty
Content:
complex, 4 elements
Defined:
globally; see XML source
Includes:
definitions of 2 elements
Used:
at 1 location
RelativeDateOffset
A type defining a date (referred to as the derived date) as a relative offset from another date (referred to as the anchor date).
Content:
complex, 1 attribute, 8 elements
Defined:
globally; see XML source
Includes:
definitions of 3 elements
Used:
at 4 locations
RelativeDates
A type describing a set of dates defined as relative to another set of dates.
Content:
complex, 1 attribute, 10 elements
Defined:
globally; see XML source
Includes:
definitions of 2 elements
Used:
at 1 location
Schedule
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.
Content:
complex, 1 attribute, 2 elements
Defined:
globally; see XML source
Includes:
definitions of 1 attribute, 2 elements
Used:
at 3 locations
ScheduleReference
Reference to a schedule of rates or amounts.
Content:
empty, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
at 1 location
SpreadSchedule
Adds an optional spread type element to the Schedule to identify a long or short spread value.
Content:
complex, 1 attribute, 3 elements
Defined:
globally; see XML source
Includes:
definition of 1 element
Used:
at 1 location
SpreadScheduleReference
Provides a reference to a spread schedule.
Content:
empty, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
at 1 location
SpreadScheduleType
Defines a Spread Type Scheme to identify a long or short spread value.
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
at 1 location
Step
A type defining a step date and step value pair.
Content:
complex, 1 attribute, 2 elements
Defined:
globally; see XML source
Includes:
definition of 1 element
Used:
at 1 location
StepBase
A type defining a step date and step value pair.
Content:
complex, 1 attribute, 1 element
Abstract:
(cannot be assigned directly to elements used in instance XML documents)
Defined:
globally; see XML source
Includes:
definitions of 1 attribute, 1 element
Used:
at 1 location
StreetAddress
A type that describes the set of street and building number information that identifies a postal address within a city.
Content:
complex, 1 element
Defined:
globally; see XML source
Includes:
definition of 1 element
Used:
at 1 location
TelephoneNumber
A type that represents a telephonic contact.
Content:
complex, 2 elements
Defined:
globally; see XML source
Includes:
definitions of 2 elements
Used:
at 1 location
TradeId
A trade reference identifier allocated by a party.
Content:
simple, 2 attributes
Defined:
globally; see XML source
Includes:
definitions of 2 attributes
Used:
at 5 locations
UnderlyerInterestLeg
A type describing interest payments associated with and underlyer, such as financing
Content:
complex, 1 attribute, 9 elements
Defined:
globally; see XML source
Includes:
definitions of 2 elements
Used:
at 1 location
Unit
A type used to record information about a unit, subdivision, desk, or other similar business entity.
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
at 1 location
Simple Type Summary
HourMinuteTime
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.
Defined:
globally; see XML source
Used:
at 1 location
Initial
Defined:
globally; see XML source
Used:
at 1 location
NonNegativeDecimal
A type defining a number specified as non negative decimal greater than 0 inclusive.
Defined:
globally; see XML source
Used:
at 1 location
PositiveDecimal
A type defining a number specified as positive decimal greater than 0 exclusive.
Defined:
globally; see XML source
Used:
at 1 location
RestrictedPercentage
A type defining a percentage specified as decimal from 0 to 1.
Defined:
globally; see XML source
Used:
at 4 locations
Scheme
The base class for all types which define coding schemes.
Defined:
globally; see XML source
Used:
at 73 locations
Token60
A type defining a token of length between 1 and 60 characters inclusive.
Defined:
globally; see XML source
Used:
at 1 location
Element Group Summary
AdjustableDate.model
Content:
3 elements
Defined:
globally; see XML source
Includes:
definitions of 3 elements
Used:
at 1 location
BusinessCentersOrReference.model
Content:
2 elements
Defined:
globally; see XML source
Includes:
definitions of 2 elements
Used:
at 2 locations
BuyerSeller.model
Content:
4 elements
Defined:
globally; see XML source
Includes:
definitions of 4 elements
Used:
at 1 location
IssuerTradeId.model
A model group for a two part identifier such as a USI.
Content:
2 elements
Defined:
globally; see XML source
Includes:
definitions of 2 elements
Used:
at 1 location
PartialExercise.model
Content:
4 elements
Defined:
globally; see XML source
Includes:
definitions of 4 elements
Used:
at 2 locations
PartiesAndAccounts.model
Supporting party and account definitions.
Content:
2 elements
Defined:
globally; see XML source
Includes:
definitions of 2 elements
Used:
at 1 location
Party.model
A model group with the content model of a party.
Content:
11 elements
Defined:
globally; see XML source
Includes:
definitions of 5 elements
Used:
at 1 location
PartyAndAccountReferences.model
Content:
2 elements
Defined:
globally; see XML source
Includes:
definitions of 2 elements
Used:
at 2 locations
PartyInformation.model
Information about a party for reporting purposes.
Content:
6 elements
Defined:
globally; see XML source
Includes:
definitions of 6 elements
Used:
at 1 location
PayerReceiver.model
Content:
4 elements
Defined:
globally; see XML source
Includes:
definitions of 4 elements
Used:
at 5 locations
Product.model
Content:
6 elements
Defined:
globally; see XML source
Includes:
definitions of 6 elements
Used:
at 1 location
StockLoan.model
Stock Loan Content Model
Content:
4 elements
Defined:
globally; see XML source
Includes:
definitions of 4 elements
Used:
at 1 location
VersionHistory.model
Content:
2 elements
Defined:
globally; see XML source
Includes:
definitions of 2 elements
Used:
at 3 locations
XML Source
<?xml version="1.0" encoding="utf-8"?>
<!--
== Copyright (c) 2002-2014 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="" ecore:package="org.fpml.legal" elementFormDefault="qualified" targetNamespace="http://www.fpml.org/FpML-5/legal" version="$Revision: 11313 $" xmlns="http://www.fpml.org/FpML-5/legal" 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">
<xsd:include schemaLocation="fpml-enum-5-7.xsd"/>
<!--View Generation: SKIPPED CorrelationValue - Unsupported-->
<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="Initial">
<xsd:restriction base="xsd:normalizedString">
<xsd:length value="1"/>
</xsd:restriction>
</xsd:simpleType>
<xsd:simpleType name="NonNegativeDecimal">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type defining a number specified as non negative decimal greater than 0 inclusive.
</xsd:documentation>
</xsd:annotation>
<xsd:restriction base="xsd:decimal">
<xsd:minInclusive value="0"/>
</xsd:restriction>
</xsd:simpleType>
<xsd:simpleType name="PositiveDecimal">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type defining a number specified as positive decimal greater than 0 exclusive.
</xsd:documentation>
</xsd:annotation>
<xsd:restriction base="xsd:decimal">
<xsd:minExclusive value="0"/>
</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:simpleType name="Scheme">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The base class for all types which define coding schemes.
</xsd:documentation>
</xsd:annotation>
<xsd:restriction base="xsd:normalizedString">
<xsd:maxLength value="255"/>
</xsd:restriction>
</xsd:simpleType>
<xsd:simpleType name="Token60">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type defining a token of length between 1 and 60 characters inclusive.
</xsd:documentation>
</xsd:annotation>
<xsd:restriction base="xsd:token">
<xsd:minLength value="1"/>
<xsd:maxLength value="60"/>
</xsd:restriction>
</xsd:simpleType>
<xsd:complexType name="Account">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A generic account that represents any party's account at another party. Parties may be identified by the account at another party.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element maxOccurs="unbounded" name="accountId" type="AccountId">
<xsd:annotation>
<xsd:documentation xml:lang="en">
An account identifier. For example an Account number.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="accountName" type="AccountName">
<xsd:annotation>
<xsd:documentation xml:lang="en">The name by which the account is known.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="accountType" type="AccountType">
<xsd:annotation>
<xsd:documentation xml:lang="en">The type of account. e.g., Client, House</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:choice>
<xsd:sequence>
<xsd:element name="accountBeneficiary" type="PartyReference">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A reference to the party beneficiary of the account.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="servicingParty" type="PartyReference">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A reference to the party that services/supports the account.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
<xsd:element name="servicingParty" type="PartyReference">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A reference to the party that services/supports the account.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:choice>
</xsd:sequence>
<xsd:attribute name="id" type="xsd:ID" use="required">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The unique identifier for the account within the document.
</xsd:documentation>
</xsd:annotation>
</xsd:attribute>
</xsd:complexType>
<xsd:complexType name="AccountId">
<xsd:annotation>
<xsd:documentation xml:lang="en">The data type used for account identifiers.</xsd:documentation>
</xsd:annotation>
<xsd:simpleContent>
<xsd:extension base="Scheme">
<xsd:attribute name="accountIdScheme" type="xsd:anyURI">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The identifier scheme used with this accountId. A unique URI to determine the authoritative issuer of these identifiers.
</xsd:documentation>
</xsd:annotation>
</xsd:attribute>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<xsd:complexType name="AccountName">
<xsd:annotation>
<xsd:documentation xml:lang="en">The data type used for the name of the account.</xsd:documentation>
</xsd:annotation>
<xsd:simpleContent>
<xsd:extension base="Scheme">
<xsd:attribute name="accountNameScheme" type="xsd:anyURI" use="optional">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The identifier scheme used with this accountName. A unique URI to determine the source of the account name.
</xsd:documentation>
</xsd:annotation>
</xsd:attribute>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<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:attribute ecore:reference="Account" name="href" type="xsd:IDREF" use="required"/>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="AccountType">
<xsd:annotation>
<xsd:documentation xml:lang="en">The data type used for account type.</xsd:documentation>
</xsd:annotation>
<xsd:simpleContent>
<xsd:extension base="Scheme">
<xsd:attribute default="http://www.fpml.org/coding-scheme/account-type" name="accountTypeScheme" type="xsd:anyURI">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The identifier scheme used with this accountType. A unique URI to determine the the type of account.
</xsd:documentation>
</xsd:annotation>
</xsd:attribute>
</xsd:extension>
</xsd:simpleContent>
</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 minOccurs="0" name="streetAddress" type="StreetAddress">
<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 minOccurs="0" name="city" type="xsd:string">
<xsd:annotation>
<xsd:documentation xml:lang="en">The city component of a postal address.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="state" type="xsd:string">
<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 minOccurs="0" name="country" type="CountryCode">
<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 minOccurs="0" name="postalCode" type="xsd:string">
<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:group ref="AdjustableDate.model"/>
<xsd:attribute name="id" type="xsd:ID"/>
</xsd:complexType>
<!--View Generation: SKIPPED AdjustableDate2 - Unsupported-->
<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 maxOccurs="unbounded" name="unadjustedDate" type="IdentifiedDate">
<xsd:annotation>
<xsd:documentation xml:lang="en">A date subject to adjustment.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" 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 maxOccurs="unbounded" minOccurs="0" name="adjustedDate" type="IdentifiedDate">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The date once the adjustment has been performed. (Note that this date may change if the business center holidays change).
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
<xsd:attribute name="id" type="xsd:ID" use="optional"/>
</xsd:complexType>
<!--View Generation: SKIPPED AdjustableDatesOrRelativeDateOffset - Unsupported-->
<!--View Generation: SKIPPED AdjustableOrAdjustedDate - Documentation-->
<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>
<!--View Generation: SKIPPED AdjustableRelativeOrPeriodicDates - Unsupported-->
<!--View Generation: SKIPPED AdjustableRelativeOrPeriodicDates2 - Unsupported-->
<!--View Generation: SKIPPED AdjustedRelativeDateOffset - Unsupported-->
<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 minOccurs="0" name="relevantUnderlyingDate" type="AdjustableOrRelativeDates">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The date 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 swap effective date, in an extendible/cancelable provision it is the swap termination date).
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" 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 minOccurs="0" name="latestExerciseTime" type="BusinessCenterTime">
<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 minOccurs="0" 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 minOccurs="0" name="multipleExercise" type="MultipleExercise">
<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 minOccurs="0" name="exerciseFeeSchedule" type="ExerciseFeeSchedule">
<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:attribute name="href" type="xsd:IDREF" use="required"/>
</xsd:extension>
</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="AssetClass">
<xsd:simpleContent>
<xsd:extension base="Scheme">
<xsd:attribute default="http://www.fpml.org/coding-scheme/asset-class" name="assetClassScheme" type="xsd:anyURI"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<!--View Generation: SKIPPED AutomaticExercise - Unsupported-->
<!--View Generation: SKIPPED AverageDailyTradingVolumeLimit - Unsupported-->
<!--View Generation: SKIPPED Beneficiary - Documentation-->
<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 minOccurs="0" 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 minOccurs="0" name="relevantUnderlyingDate" type="AdjustableOrRelativeDates">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The date 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 swap effective date, in an extendible/cancelable provision it is the swap termination date).
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" 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 minOccurs="0" name="latestExerciseTime" type="BusinessCenterTime">
<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 minOccurs="0" 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 minOccurs="0" name="multipleExercise" type="MultipleExercise">
<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 minOccurs="0" name="exerciseFeeSchedule" type="ExerciseFeeSchedule">
<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>
<!--View Generation: SKIPPED BrokerConfirmation - Documentation-->
<!--View Generation: SKIPPED BrokerConfirmationType - Documentation-->
<xsd:complexType name="BusinessCenter">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A code identifying a business day calendar location. A business day calendar location is drawn from the list identified by the business day calendar location scheme.
</xsd:documentation>
</xsd:annotation>
<xsd:simpleContent>
<xsd:extension base="Scheme">
<xsd:attribute default="http://www.fpml.org/coding-scheme/business-center" name="businessCenterScheme" type="xsd:anyURI"/>
<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 business day calendar used in determining whether a day is a business day or not. A list of business day calendar locations may be ordered in the document alphabetically based on business day calendar location code. An FpML document containing an unordered business day calendar location list is still regarded as a conformant document.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element maxOccurs="unbounded" name="businessCenter" type="BusinessCenter"/>
</xsd:sequence>
<xsd:attribute name="id" type="xsd:ID"/>
</xsd:complexType>
<xsd:complexType name="BusinessCentersReference">
<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:complexContent>
<xsd:extension base="Reference">
<xsd:attribute ecore:reference="BusinessCenters" name="href" type="xsd:IDREF" use="required"/>
</xsd:extension>
</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 day calendar 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>
<!--View Generation: SKIPPED BusinessDateRange - Unsupported-->
<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 minOccurs="0" 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 minOccurs="0" ref="BusinessCentersOrReference.model"/>
</xsd:sequence>
<xsd:attribute name="id" type="xsd:ID"/>
</xsd:complexType>
<!--View Generation: SKIPPED BusinessDayAdjustmentsReference - DateAdjustments-->
<xsd:complexType name="BusinessUnit">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type that represents information about a unit within an organization.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element minOccurs="0" name="name" type="xsd:string">
<xsd:annotation>
<xsd:documentation xml:lang="en">A name used to describe the organization unit</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="businessUnitId" type="Unit">
<xsd:annotation>
<xsd:documentation xml:lang="en">
An identifier used to uniquely identify organization unit
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="contactInfo" type="ContactInformation">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Information on how to contact the unit using various means.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="country" type="CountryCode">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The ISO 3166 standard code for the country where the individual works.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
<xsd:attribute name="id" type="xsd:ID"/>
</xsd:complexType>
<xsd:complexType name="BusinessUnitReference">
<xsd:annotation>
<xsd:documentation xml:lang="en">Reference to an organizational unit.</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="Reference">
<xsd:attribute ecore:reference="BusinessUnit" name="href" type="xsd:IDREF" use="required"/>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<!--View Generation: SKIPPED BusinessUnitRole - PartySpecific-->
<!--View Generation: SKIPPED CalculationAgent - Documentation-->
<!--View Generation: SKIPPED CalculationPeriodFrequency - Unsupported-->
<!--View Generation: SKIPPED CashflowId - Unsupported-->
<!--View Generation: SKIPPED CashflowNotional - Unsupported-->
<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="Scheme">
<xsd:attribute default="http://www.fpml.org/coding-scheme/cashflow-type" name="cashflowTypeScheme" type="xsd:anyURI"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<!--View Generation: SKIPPED CashSettlementReferenceBanks - Documentation-->
<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:annotation>
<xsd:simpleContent>
<xsd:extension base="Scheme">
<xsd:attribute default="http://www.fpml.org/coding-scheme/clearance-system" name="clearanceSystemScheme" type="xsd:anyURI"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<!--View Generation: SKIPPED SwaptionPhysicalSettlement - Documentation-->
<xsd:complexType name="Collateral">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type for defining the obligations of the counterparty subject to credit support requirements.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element name="independentAmount" type="IndependentAmount">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Independent Amount is an amount that usually less creditworthy counterparties are asked to provide. It can either be a fixed amount or a percentage of the Transaction's value. The Independent Amount can be: (i) transferred before any trading between the parties occurs (as a deposit at a third party's account or with the counterparty) or (ii) callable after trading has occurred (typically because a downgrade has occurred). In situation (i), the Independent Amount is not included in the calculation of Exposure, but in situation (ii), it is included in the calculation of Exposure. Thus, for situation (ii), the Independent Amount may be transferred along with any collateral call. Independent Amount is a defined term in the ISDA Credit Support Annex. ("with respect to a party, the amount specified as such for that party in Paragraph 13; if no amount is specified, zero").
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:complexType>
<!--View Generation: SKIPPED CollateralValueAllocation - Unsupported-->
<xsd:complexType name="ContactInformation">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type that represents how to contact an individual or organization.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element maxOccurs="unbounded" minOccurs="0" name="telephone" type="TelephoneNumber">
<xsd:annotation>
<xsd:documentation xml:lang="en">A telephonic contact.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element maxOccurs="unbounded" minOccurs="0" name="email" type="xsd:normalizedString">
<xsd:annotation>
<xsd:documentation xml:lang="en">
An address on an electronic mail or messaging sysem .
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="address" type="Address">
<xsd:annotation>
<xsd:documentation xml:lang="en">A postal or street address.</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:complexType>
<!--View Generation: SKIPPED ContractualDefinitions - Documentation-->
<!--View Generation: SKIPPED ContractualMatrix - Documentation-->
<!--View Generation: SKIPPED ContractualSupplement - Documentation-->
<!--View Generation: SKIPPED ContractualTermsSupplement - Documentation-->
<!--View Generation: SKIPPED CorrespondentInformation - Documentation-->
<xsd:complexType name="CountryCode">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The code representation of a country or an area of special sovereignty. By default it is a valid 2 character country code as defined by the ISO standard 3166-1 alpha-2 - Codes for representation of countries http://www.niso.org/standards/resources/3166.html.
</xsd:documentation>
</xsd:annotation>
<xsd:simpleContent>
<xsd:extension base="xsd:token">
<xsd:attribute default="http://www.fpml.org/coding-scheme/external/iso3166" name="countryScheme" type="xsd:anyURI"/>
</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="Scheme">
<xsd:attribute default="http://www.fpml.org/coding-scheme/credit-seniority" name="creditSeniorityScheme" type="xsd:anyURI">
<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>
<!--View Generation: SKIPPED CreditSupportAgreement - Unsupported-->
<!--View Generation: SKIPPED CreditSupportAgreementIdentifier - Unsupported-->
<!--View Generation: SKIPPED CreditSupportAgreementType - Unsupported-->
<xsd:complexType name="CreditRating">
<xsd:annotation>
<xsd:documentation xml:lang="en">A party's credit rating.</xsd:documentation>
</xsd:annotation>
<xsd:simpleContent>
<xsd:extension base="Scheme">
<xsd:attribute default="http://www.fpml.org/coding-scheme/external/moodys" name="creditRatingScheme" type="xsd:anyURI"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<xsd:complexType name="Currency">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The code representation of a currency or fund. By default it is a valid currency code as defined by the ISO standard 4217 - Codes for representation of currencies and funds http://www.iso.org/iso/en/prods-services/popstds/currencycodeslist.html.
</xsd:documentation>
</xsd:annotation>
<xsd:simpleContent>
<xsd:extension base="Scheme">
<xsd:attribute default="http://www.fpml.org/coding-scheme/external/iso4217-2001-08-15" name="currencyScheme" type="xsd:anyURI"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<!--View Generation: SKIPPED DateList - Unsupported-->
<!--View Generation: SKIPPED DateOffset - Unsupported-->
<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 a complex date structure.
</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="Reference">
<xsd:attribute name="href" type="xsd:IDREF" use="required"/>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<!--View Generation: SKIPPED DateTimeList - Unsupported-->
<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="Scheme">
<xsd:attribute default="http://www.fpml.org/coding-scheme/day-count-fraction" name="dayCountFractionScheme" type="xsd:anyURI"/>
</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="Scheme">
<xsd:attribute default="http://www.fpml.org/coding-scheme/determination-method" name="determinationMethodScheme" type="xsd:anyURI"/>
<xsd:attribute name="id" type="xsd:ID"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<!--View Generation: SKIPPED DeterminationMethodReference - Unsupported-->
<xsd:complexType abstract="true" name="DirectionalLeg">
<xsd:annotation>
<xsd:documentation xml:lang="en">
An abstract base class for all directional leg types with effective date, termination date, where a payer makes a stream of payments of greater than zero value to a receiver.
</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="Leg">
<xsd:sequence>
<xsd:element maxOccurs="unbounded" minOccurs="0" name="legIdentifier" type="LegIdentifier">
<xsd:annotation>
<xsd:documentation xml:lang="en">Version aware identification of this leg.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:group ref="PayerReceiver.model"/>
<xsd:element minOccurs="0" name="effectiveDate" type="AdjustableOrRelativeDate">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies the effective date of this leg of the swap. When defined in relation to a date specified somewhere else in the document (through the relativeDate component), this element will typically point to the effective date of the other leg of the swap.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="terminationDate" type="AdjustableOrRelativeDate">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies the termination date of this leg of the swap. When defined in relation to a date specified somewhere else in the document (through the relativeDate component), this element will typically point to the termination date of the other leg of the swap.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<!--View Generation: SKIPPED Documentation - Documentation-->
<xsd:complexType name="EmbeddedOptionType">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A flexible description of the type or characteristics of an option embbedded within another product. For example, a cancelable provision or an optional early termination provision.
</xsd:documentation>
</xsd:annotation>
<xsd:simpleContent>
<xsd:extension base="Scheme">
<xsd:attribute default="http://www.fpml.org/coding-scheme/embedded-option-type" name="embeddedOptionTypeScheme" type="xsd:anyURI">
<xsd:annotation>
<xsd:documentation xml:lang="en">The type scheme used with this option type.</xsd:documentation>
</xsd:annotation>
</xsd:attribute>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<!--View Generation: SKIPPED Empty - Unsupported-->
<xsd:complexType name="EntityId">
<xsd:annotation>
<xsd:documentation xml:lang="en">A legal entity identifier (e.g. RED entity code).</xsd:documentation>
</xsd:annotation>
<xsd:simpleContent>
<xsd:extension base="Scheme">
<xsd:attribute default="http://www.fpml.org/coding-scheme/external/entity-id-RED-1-0" name="entityIdScheme" type="xsd:anyURI"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<xsd:complexType name="EntityName">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The name of the reference entity. A free format string. FpML does not define usage rules for this element.
</xsd:documentation>
</xsd:annotation>
<xsd:simpleContent>
<xsd:extension base="Scheme">
<xsd:attribute default="http://www.fpml.org/coding-scheme/external/entity-name-RED-1-0" name="entityNameScheme" type="xsd:anyURI"/>
</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 minOccurs="0" name="relevantUnderlyingDate" type="AdjustableOrRelativeDates">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The date 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 swap effective date, in an extendible/cancelable provision it is the swap termination date).
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" 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 minOccurs="0" 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 minOccurs="0" name="partialExercise" type="PartialExercise">
<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 minOccurs="0" name="exerciseFee" type="ExerciseFee">
<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:annotation>
<xsd:simpleContent>
<xsd:extension base="Scheme">
<xsd:attribute default="http://www.fpml.org/coding-scheme/external/exchange-id-MIC-1-0" name="exchangeIdScheme" type="xsd:anyURI"/>
</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="NotionalReference">
<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>
<!--View Generation: SKIPPED ExerciseNotice - Unsupported-->
<!--View Generation: SKIPPED ExerciseProcedure - Unsupported-->
<!--View Generation: SKIPPED ExerciseProcedureOption - Unsupported-->
<!--View Generation: SKIPPED FloatingRate - Unsupported-->
<!--View Generation: SKIPPED FloatingRateCalculation - Unsupported-->
<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="Scheme">
<xsd:attribute default="http://www.fpml.org/coding-scheme/floating-rate-index" name="floatingRateIndexScheme" type="xsd:anyURI"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<!--View Generation: SKIPPED ForecastRateIndex - Unsupported-->
<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 minOccurs="0" name="formulaDescription" type="xsd:string">
<xsd:annotation>
<xsd:documentation xml:lang="en">Text description of the formula</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="math" type="Math">
<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 maxOccurs="unbounded" minOccurs="0" name="formulaComponent" type="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 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 minOccurs="0" name="formula" type="Formula">
<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:complexType>
<!--View Generation: SKIPPED Frequency - Unsupported-->
<!--View Generation: SKIPPED FutureValueAmount - NonStandardFeature-->
<!--View Generation: SKIPPED FxCashSettlement - Unsupported-->
<!--View Generation: SKIPPED FxInformationSource - Unsupported-->
<!--View Generation: SKIPPED FxFixing - Unsupported-->
<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>
<!--View Generation: SKIPPED FxRateSourceFixing - Unsupported-->
<!--View Generation: SKIPPED FxSettlementRateSource - Unsupported-->
<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 minOccurs="0" name="secondaryRateSource" type="InformationSource">
<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 minOccurs="0" 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 business day calendar location, 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="Scheme">
<xsd:attribute default="http://www.fpml.org/coding-scheme/governing-law" name="governingLawScheme" type="xsd:anyURI"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<!--View Generation: SKIPPED GrossCashflow - Unsupported-->
<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>
<!--View Generation: SKIPPED IdentifiedCurrencyReference - Unsupported-->
<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>
<!--View Generation: SKIPPED IdentifiedPayerReceiver - Unsupported-->
<!--View Generation: SKIPPED IdentifiedRate - Unsupported-->
<xsd:complexType name="IndependentAmount">
<xsd:sequence>
<xsd:group ref="PayerReceiver.model"/>
<xsd:element maxOccurs="unbounded" name="paymentDetail" type="PaymentDetail">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A container element allowing a schedule of payments associated with the Independent Amount.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="IndustryClassification">
<xsd:annotation>
<xsd:documentation xml:lang="en">A party's industry sector classification.</xsd:documentation>
</xsd:annotation>
<xsd:simpleContent>
<xsd:extension base="Scheme">
<xsd:attribute default="http://www.fpml.org/coding-scheme/regulatory-corporate-sector" name="industryClassificationScheme" type="xsd:anyURI"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<xsd:complexType name="InformationProvider">
<xsd:simpleContent>
<xsd:extension base="Scheme">
<xsd:attribute default="http://www.fpml.org/coding-scheme/information-provider" name="informationProviderScheme" type="xsd:anyURI"/>
</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 minOccurs="0" name="rateSourcePage" type="RateSourcePage">
<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 minOccurs="0" name="rateSourcePageHeading" type="xsd:string">
<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:annotation>
<xsd:simpleContent>
<xsd:extension base="Scheme">
<xsd:attribute name="instrumentIdScheme" type="xsd:anyURI" use="required"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<!--View Generation: SKIPPED InterestAccrualsCompoundingMethod - Unsupported-->
<!--View Generation: SKIPPED InterestAccrualsMethod - Unsupported-->
<!--View Generation: SKIPPED IntermediaryInformation - Documentation-->
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<!--View Generation: SKIPPED Language - Unsupported-->
<xsd:complexType abstract="true" name="Leg">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A supertype of leg. All swap legs extend this type.
</xsd:documentation>
</xsd:annotation>
<xsd:attribute name="id" type="xsd:ID"/>
</xsd:complexType>
<xsd:complexType name="LegId">
<xsd:annotation>
<xsd:documentation xml:lang="en">Leg identity.</xsd:documentation>
</xsd:annotation>
<xsd:simpleContent>
<xsd:extension base="Token60">
<xsd:attribute name="legIdScheme" type="xsd:anyURI" use="required"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<xsd:complexType name="LegIdentifier">
<xsd:annotation>
<xsd:documentation xml:lang="en">Version aware identification of a leg.</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element name="legId" type="LegId">
<xsd:annotation>
<xsd:documentation xml:lang="en">Identity of this leg.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:group minOccurs="0" ref="VersionHistory.model"/>
</xsd:sequence>
</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 reference entity. A free format string. FpML does not define usage rules for this element.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element maxOccurs="unbounded" minOccurs="0" name="entityId" type="EntityId">
<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 maxOccurs="unbounded" name="entityId" type="EntityId">
<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:attribute ecore:reference="LegalEntity" name="href" type="xsd:IDREF" use="required"/>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<!--View Generation: SKIPPED MainPublication - Unsupported-->
<!--View Generation: SKIPPED ManualExercise - Unsupported-->
<!--View Generation: SKIPPED MasterAgreement - Documentation-->
<!--View Generation: SKIPPED MasterAgreementId - Documentation-->
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<!--View Generation: SKIPPED MasterConfirmation - Documentation-->
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<!--View Generation: SKIPPED MatchId - Unsupported-->
<xsd:complexType mixed="true" name="Math">
<xsd:annotation>
<xsd:documentation xml:lang="en">A type defining a mathematical expression.</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:any maxOccurs="unbounded" namespace="##any" processContents="skip"/>
</xsd:sequence>
</xsd:complexType>
<!--View Generation: SKIPPED MatrixType - Documentation-->
<!--View Generation: SKIPPED MatrixTerm - Documentation-->
<!--View Generation: SKIPPED MimeType - Unsupported-->
<xsd:complexType name="Money">
<xsd:annotation>
<xsd:documentation xml:lang="en">A type defining a currency amount.</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="MoneyBase">
<xsd:sequence>
<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:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType abstract="true" name="MoneyBase">
<xsd:annotation>
<xsd:documentation xml:lang="en">Abstract base class for all money types.</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: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:sequence>
<xsd:group ref="PartialExercise.model"/>
<xsd:choice minOccurs="0">
<xsd:element name="maximumNotionalAmount" type="xsd:decimal">
<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:element name="maximumNumberOfOptions" type="NonNegativeDecimal">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The maximum number of options that can be exercised on a given exercise date. If the number is not specified, it means that the maximum number of options corresponds to the remaining unexercised options.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:choice>
</xsd:sequence>
</xsd:complexType>
<!--View Generation: SKIPPED NonNegativeAmountSchedule - Unsupported-->
<!--View Generation: SKIPPED NonNegativeMoney - Unsupported-->
<!--View Generation: SKIPPED NonNegativePayment - Unsupported-->
<!--View Generation: SKIPPED NonNegativeSchedule - Unsupported-->
<!--View Generation: SKIPPED NonNegativeStep - NonStandardFeature-->
<!--View Generation: SKIPPED NotionalAmount - Unsupported-->
<!--View Generation: SKIPPED NotionalAmountReference - Unsupported-->
<xsd:complexType name="NotionalReference">
<xsd:annotation>
<xsd:documentation xml:lang="en">A reference to the notional amount.</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="Reference">
<xsd:attribute ecore:reference="Notional" name="href" type="xsd:IDREF" use="required"/>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<!--View Generation: SKIPPED NumberOfOptionsReference - Unsupported-->
<!--View Generation: SKIPPED NumberOfUnitsReference - Unsupported-->
<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. E.g. calendar days, business days, Commodity Business days, etc..
</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="Period">
<xsd:sequence>
<xsd:element minOccurs="0" name="dayType" type="DayTypeEnum">
<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>
<!--View Generation: SKIPPED OffsetPrevailingTime - Unsupported-->
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<xsd:complexType name="OrganizationType">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A code that describes what type of role an organization plays, for example a SwapsDealer, a Major Swaps Participant, or Other
</xsd:documentation>
</xsd:annotation>
<xsd:simpleContent>
<xsd:extension base="xsd:token">
<xsd:attribute default="http://www.fpml.org/coding-scheme/organization-type" name="organizationTypeScheme" type="xsd:anyURI"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<!--View Generation: SKIPPED OriginatingEvent - Unsupported-->
<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:group ref="PartialExercise.model"/>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="Party">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type defining a legal entity or a subdivision of a legal entity.
</xsd:documentation>
<xsd:documentation xml:lang="en">
Parties can perform multiple roles in a trade lifecycle. For example, the principal parties obligated to make payments from time to time during the term of the trade, but may include other parties involved in, or incidental to, the trade, such as parties acting in the role of novation transferor/transferee, broker, calculation agent, etc. In FpML roles are defined in multiple places within a document.
</xsd:documentation>
</xsd:annotation>
<xsd:choice>
<xsd:group ref="Party.model"/>
<xsd:sequence>
<xsd:annotation>
<xsd:documentation xml:lang="en">
A group of parties acting as a single party (e.g. joint and several).
</xsd:documentation>
</xsd:annotation>
<xsd:element name="groupType" type="PartyGroupType">
<xsd:annotation>
<xsd:documentation xml:lang="en">Party Group Type, e.g. JointAndSeveralLiability</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element maxOccurs="unbounded" minOccurs="2" name="partyReference" type="PartyReference">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Reference to a party that is a member of the group of entities that are acting together as a single party in a transaction.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:choice>
<xsd:attribute name="id" type="xsd:ID" use="required">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The id uniquely identifying the Party within the document.
</xsd:documentation>
</xsd:annotation>
</xsd:attribute>
</xsd:complexType>
<xsd:complexType name="PartyContactInformation">
<xsd:sequence>
<xsd:element name="partyReference" type="PartyReference">
<xsd:annotation>
<xsd:documentation>The party to which the terms apply.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="contactInfo" type="ContactInformation"/>
<xsd:element maxOccurs="unbounded" minOccurs="0" name="businessUnit" type="BusinessUnit">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Optional organization unit information used to describe the organization units (e.g. trading desks) involved in a transaction or business process .
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element maxOccurs="unbounded" minOccurs="0" name="person" type="Person">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Optional information about people involved in a transaction or busines process. (These are eomployees of the party).
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:complexType>
<xsd:group name="Party.model">
<xsd:annotation>
<xsd:documentation xml:lang="en">A model group with the content model of a party.</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element maxOccurs="unbounded" name="partyId" type="PartyId">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A party identifier, e.g. a S.W.I.F.T. bank identifier code (BIC).
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="partyName" type="PartyName">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The legal name of the organization. A free format string. FpML does not define usage rules for this element.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:group minOccurs="0" ref="PartyInformation.model">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Descriptive/categorization information for a party.
</xsd:documentation>
</xsd:annotation>
</xsd:group>
<xsd:element minOccurs="0" name="contactInfo" type="ContactInformation">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Information on how to contact the party using various means.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element maxOccurs="unbounded" minOccurs="0" name="businessUnit" type="BusinessUnit">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Optional organization unit information used to describe the organization units (e.g. trading desks) involved in a transaction or business process .
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element maxOccurs="unbounded" minOccurs="0" name="person" type="Person">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Optional information about people involved in a transaction or busines process. (These are eomployees of the party).
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:group>
<xsd:complexType name="PartyGroupType">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The data type used for party group classification.
</xsd:documentation>
</xsd:annotation>
<xsd:simpleContent>
<xsd:extension base="Scheme">
<xsd:attribute name="partyGroupTypeScheme" type="xsd:anyURI"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<xsd:complexType name="PartyId">
<xsd:annotation>
<xsd:documentation xml:lang="en">The data type used for party identifiers.</xsd:documentation>
</xsd:annotation>
<xsd:simpleContent>
<xsd:extension base="Scheme">
<xsd:attribute default="http://www.fpml.org/coding-scheme/external/iso9362" name="partyIdScheme" type="xsd:anyURI"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<xsd:complexType name="PartyName">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The data type used for the legal name of an organization.
</xsd:documentation>
</xsd:annotation>
<xsd:simpleContent>
<xsd:extension base="Scheme">
<xsd:attribute name="partyNameScheme" type="xsd:anyURI" use="optional"/>
</xsd:extension>
</xsd:simpleContent>
</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:attribute ecore:reference="Party" name="href" type="xsd:IDREF" use="required"/>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="PartyRole">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type describing a role played by a party in one or more transactions. Examples include roles such as guarantor, custodian, confirmation service provider, etc. This can be extended to provide custom roles.
</xsd:documentation>
</xsd:annotation>
<xsd:simpleContent>
<xsd:extension base="Scheme">
<xsd:attribute default="http://www.fpml.org/coding-scheme/party-role" name="partyRoleScheme" type="xsd:anyURI"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<xsd:complexType name="PartyRoleType">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type refining the role a role played by a party in one or more transactions. Examples include "AllPositions" and "SomePositions" for Guarantor. This can be extended to provide custom types.
</xsd:documentation>
</xsd:annotation>
<xsd:simpleContent>
<xsd:extension base="Scheme">
<xsd:attribute default="http://www.fpml.org/coding-scheme/party-role-type" name="partyRoleTypeScheme" type="xsd:anyURI"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<!--View Generation: SKIPPED PersonReference - PartySpecific-->
<xsd:complexType name="PartyTradeIdentifierReference">
<xsd:annotation>
<xsd:documentation xml:lang="en">A reference to a partyTradeIdentifier object.</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="Reference">
<xsd:attribute ecore:reference="PartyTradeIdentifier" name="href" type="xsd:IDREF" use="required"/>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<!--View Generation: SKIPPED Payment - Unsupported-->
<xsd:complexType abstract="true" name="PaymentBase">
<xsd:annotation>
<xsd:documentation xml:lang="en">An abstract base class for payment types.</xsd:documentation>
</xsd:annotation>
<xsd:attribute name="id" type="xsd:ID"/>
</xsd:complexType>
<!--View Generation: SKIPPED PaymentBaseExtended - Unsupported-->
<xsd:complexType name="PaymentDetail">
<xsd:complexContent>
<xsd:extension base="PaymentBase">
<xsd:sequence>
<xsd:element minOccurs="0" name="paymentDate" type="AdjustableOrRelativeDate">
<xsd:annotation>
<xsd:documentation xml:lang="en">Payment date.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:choice>
<xsd:element name="paymentAmount" type="Money">
<xsd:annotation>
<xsd:documentation xml:lang="en">A fixed payment amount.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:sequence>
<xsd:element name="paymentRule" type="PaymentRule">
<xsd:annotation>
<xsd:documentation xml:lang="en">A type defining the calculation rule.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="paymentAmount" type="Money">
<xsd:annotation>
<xsd:documentation xml:lang="en">A fixed payment amount.</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:choice>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<!--View Generation: SKIPPED PaymentDetails - Unsupported-->
<!--View Generation: SKIPPED PaymentReference - Unsupported-->
<xsd:complexType abstract="true" name="PaymentRule">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The abstract base type from which all calculation rules of the independent amount must be derived.
</xsd:documentation>
</xsd:annotation>
</xsd:complexType>
<!--View Generation: SKIPPED PaymentType - Unsupported-->
<xsd:complexType name="Period">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type to define recurring periods or time offsets.
</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.
</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 or year 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>
<!--View Generation: SKIPPED PeriodicDates - Unsupported-->
<xsd:complexType name="Person">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type that represents information about a person connected with a trade or business process.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:sequence minOccurs="0">
<xsd:element minOccurs="0" name="honorific" type="xsd:normalizedString">
<xsd:annotation>
<xsd:documentation xml:lang="en">An honorific title, such as Mr., Ms., Dr. etc.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="firstName" type="xsd:normalizedString">
<xsd:annotation>
<xsd:documentation xml:lang="en">Given name, such as John or Mary.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:choice minOccurs="0">
<xsd:element maxOccurs="unbounded" name="middleName" type="xsd:normalizedString"/>
<xsd:element maxOccurs="unbounded" name="initial" type="Initial"/>
</xsd:choice>
<xsd:element name="surname" type="xsd:normalizedString">
<xsd:annotation>
<xsd:documentation xml:lang="en">Family name, such as Smith or Jones.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="suffix" type="xsd:normalizedString">
<xsd:annotation>
<xsd:documentation xml:lang="en">Name suffix, such as Jr., III, etc.</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
<xsd:element maxOccurs="unbounded" minOccurs="0" name="personId" type="PersonId">
<xsd:annotation>
<xsd:documentation xml:lang="en">
An identifier assigned by a system for uniquely identifying the individual
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="businessUnitReference" type="BusinessUnitReference">
<xsd:annotation>
<xsd:documentation xml:lang="en">The unit for which the indvidual works.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="contactInfo" type="ContactInformation">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Information on how to contact the individual using various means.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="country" type="CountryCode">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The ISO 3166 standard code for the country where the individual works.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
<xsd:attribute name="id" type="xsd:ID"/>
</xsd:complexType>
<xsd:complexType name="PersonId">
<xsd:annotation>
<xsd:documentation xml:lang="en">
An identifier used to identify an individual person.
</xsd:documentation>
</xsd:annotation>
<xsd:simpleContent>
<xsd:extension base="Scheme">
<xsd:attribute name="personIdScheme" type="xsd:anyURI"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<!--View Generation: SKIPPED PersonRole - NonStandardFeature-->
<!--View Generation: SKIPPED PositiveMoney - Unsupported-->
<!--View Generation: SKIPPED PrevailingTime - Unsupported-->
<!--View Generation: SKIPPED PricingStructure - Unsupported-->
<!--View Generation: SKIPPED PrincipalExchanges - Unsupported-->
<xsd:complexType abstract="true" name="Product">
<xsd:annotation>
<xsd:documentation xml:lang="en">The base type which all FpML products extend.</xsd:documentation>
</xsd:annotation>
<xsd:group minOccurs="0" ref="Product.model"/>
<xsd:attribute name="id" type="xsd:ID"/>
</xsd:complexType>
<xsd:complexType name="ProductId">
<xsd:simpleContent>
<xsd:extension base="Scheme">
<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:attribute ecore:reference="Product" name="href" type="xsd:IDREF" use="required"/>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="ProductType">
<xsd:simpleContent>
<xsd:extension base="Scheme">
<xsd:attribute default="http://www.fpml.org/coding-scheme/product-taxonomy" name="productTypeScheme" type="xsd:anyURI"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<!--View Generation: SKIPPED ProposedCollateralAllocation - Unsupported-->
<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>
<!--View Generation: SKIPPED Rate - Unsupported-->
<!--View Generation: SKIPPED RateObservation - Documentation-->
<!--View Generation: SKIPPED RateReference - Documentation-->
<xsd:complexType name="RateSourcePage">
<xsd:simpleContent>
<xsd:extension base="Scheme">
<xsd:attribute name="rateSourcePageScheme" type="xsd:anyURI"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<xsd:complexType abstract="true" name="Reference">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The abstract base class for all types which define intra-document pointers.
</xsd:documentation>
</xsd:annotation>
</xsd:complexType>
<!--View Generation: SKIPPED ReferenceAmount - Unsupported-->
<!--View Generation: SKIPPED ReferenceBank - Documentation-->
<!--View Generation: SKIPPED ReferenceBankId - Documentation-->
<xsd:complexType name="Region">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A code that describes the world region of a counterparty. For example, NorthAmerica, Europe, Asia.
</xsd:documentation>
</xsd:annotation>
<xsd:simpleContent>
<xsd:extension base="Scheme">
<xsd:attribute default="http://www.fpml.org/coding-scheme/region" name="regionScheme" type="xsd:anyURI"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<!--View Generation: SKIPPED RelatedBusinessUnit - PartySpecific-->
<xsd:complexType name="RelatedParty">
<xsd:sequence>
<xsd:group ref="PartyAndAccountReferences.model"/>
<xsd:element name="role" type="PartyRole">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The category of the relationship. The related party performs the role specified in this field for the base party. For example, if the role is "Guarantor", the related party acts as a guarantor for the base party.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="type" type="PartyRoleType">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Additional definition refining the type of relationship. For example, if the "role" is Guarantor, this element may be used to specify whether all positions are guaranteed, or only a subset of them.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:complexType>
<!--View Generation: SKIPPED RelatedPerson - PartySpecific-->
<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 may 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 minOccurs="0" ref="BusinessCentersOrReference.model"/>
<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 minOccurs="0" name="adjustedDate" type="IdentifiedDate">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The date once the adjustment has been performed. (Note that this date may change if the business center holidays change).
</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 minOccurs="0" name="periodSkip" type="xsd:positiveInteger">
<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 minOccurs="0" name="scheduleBounds" type="DateRange">
<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>
<!--View Generation: SKIPPED RelativeDateSequence - Unsupported-->
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<!--View Generation: SKIPPED RequiredIdentifierDate - Unsupported-->
<!--View Generation: SKIPPED ResetFrequency - Unsupported-->
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<!--View Generation: SKIPPED Rounding - Documentation-->
<!--View Generation: SKIPPED Routing - Documentation-->
<!--View Generation: SKIPPED RoutingExplicitDetails - Documentation-->
<!--View Generation: SKIPPED RoutingId - Documentation-->
<!--View Generation: SKIPPED RoutingIds - Documentation-->
<!--View Generation: SKIPPED RoutingIdsAndExplicitDetails - Documentation-->
<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 maxOccurs="unbounded" minOccurs="0" name="step" type="Step">
<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:attribute ecore:reference="Schedule" name="href" type="xsd:IDREF" use="required"/>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<!--View Generation: SKIPPED SettlementInformation - Documentation-->
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<!--View Generation: SKIPPED SettlementRateSource - Documentation-->
<!--View Generation: SKIPPED SharedAmericanExercise - Unsupported-->
<!--View Generation: SKIPPED SimplePayment - Unsupported-->
<!--View Generation: SKIPPED SplitSettlement - Documentation-->
<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 minOccurs="0" name="type" type="SpreadScheduleType"/>
</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:attribute ecore:reference="SpreadSchedule" name="href" type="xsd:IDREF" use="required"/>
</xsd:extension>
</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="Scheme">
<xsd:attribute default="http://www.fpml.org/coding-scheme/spread-schedule-type" name="spreadScheduleTypeScheme" type="xsd:anyURI"/>
</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:complexContent>
<xsd:extension base="StepBase">
<xsd:sequence>
<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:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType abstract="true" name="StepBase">
<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: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 maxOccurs="unbounded" name="streetLine" type="xsd:string">
<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>
<!--View Generation: SKIPPED Strike - Documentation-->
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<xsd:complexType name="TelephoneNumber">
<xsd:annotation>
<xsd:documentation xml:lang="en">A type that represents a telephonic contact.</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element minOccurs="0" name="type" type="TelephoneTypeEnum">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The type of telephone number (work, personal, mobile).
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="number" type="xsd:string">
<xsd:annotation>
<xsd:documentation xml:lang="en">A telephonic contact.</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:complexType>
<!--View Generation: SKIPPED TimezoneLocation - Unsupported-->
<xsd:complexType name="TradeId">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A trade 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:simpleContent>
<xsd:extension base="Scheme">
<xsd:attribute name="tradeIdScheme" type="xsd:anyURI"/>
<xsd:attribute name="id" type="xsd:ID"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<xsd:complexType name="UnderlyerInterestLeg">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type describing interest payments associated with and underlyer, such as financing
</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="DirectionalLeg">
<xsd:sequence>
<xsd:choice>
<xsd:element minOccurs="0" 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:element maxOccurs="unbounded" minOccurs="0" name="spreadSchedule" type="SpreadSchedule">
<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:choice>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="Unit">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type used to record information about a unit, subdivision, desk, or other similar business entity.
</xsd:documentation>
</xsd:annotation>
<xsd:simpleContent>
<xsd:extension base="Scheme">
<xsd:attribute name="unitScheme" type="xsd:anyURI" use="optional"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<xsd:element name="americanExercise" substitutionGroup="exercise" type="AmericanExercise">
<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" substitutionGroup="exercise" type="BermudaExercise">
<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" substitutionGroup="exercise" type="EuropeanExercise">
<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 abstract="true" name="exercise" type="Exercise">
<xsd:annotation>
<xsd:documentation xml:lang="en">
An placeholder for the actual option exercise definitions.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element abstract="true" name="product" type="Product">
<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="AdjustableDate.model">
<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:element minOccurs="0" name="adjustedDate" type="IdentifiedDate">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The date once the adjustment has been performed. (Note that this date may change if the business center holidays change).
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:group>
<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="PartyReference">
<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 minOccurs="0" name="buyerAccountReference" type="AccountReference">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A reference to the account that buys this instrument.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="sellerPartyReference" type="PartyReference">
<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:element minOccurs="0" name="sellerAccountReference" type="AccountReference">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A reference to the account that sells this instrument.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:group>
<!--View Generation: SKIPPED CollateralPartyAndAccountReferences.model - Unsupported-->
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<xsd:group name="PartialExercise.model">
<xsd:sequence>
<xsd:element maxOccurs="unbounded" minOccurs="0" name="notionalReference" type="NotionalReference">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A pointer style reference to the associated notional schedule defined elsewhere in the document. This element has been made optional as part of its integration in the OptionBaseExtended, because not required for the options on securities.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="integralMultipleAmount" type="xsd:decimal">
<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:choice>
<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:element name="minimumNumberOfOptions" type="xsd:nonNegativeInteger">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The minimum number of options that can be exercised on a given exercise date.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:choice>
</xsd:sequence>
</xsd:group>
<xsd:group name="PartiesAndAccounts.model">
<xsd:annotation>
<xsd:documentation xml:lang="en">Supporting party and account definitions.</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element maxOccurs="unbounded" name="party" type="Party">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A legal entity or a subdivision of a legal entity.
</xsd:documentation>
<xsd:documentation xml:lang="en">
Parties can perform multiple roles in a trade lifecycle. For example, the principal parties obligated to make payments from time to time during the term of the trade, but may include other parties involved in, or incidental to, the trade, such as parties acting in the role of novation transferor/transferee, broker, calculation agent, etc. In FpML roles are defined in multiple places within a document.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element maxOccurs="unbounded" minOccurs="0" name="account" type="Account">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Optional account information used to precisely define the origination and destination of financial instruments.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:group>
<xsd:sequence>
<xsd:element name="partyReference" type="PartyReference">
<xsd:annotation>
<xsd:documentation xml:lang="en">Reference to a party.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="accountReference" type="AccountReference">
<xsd:annotation>
<xsd:documentation xml:lang="en">Reference to an account.</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:group>
<xsd:group name="PartyInformation.model">
<xsd:annotation>
<xsd:documentation xml:lang="en">Information about a party for reporting purposes.</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element maxOccurs="unbounded" minOccurs="0" name="classification" type="IndustryClassification">
<xsd:annotation>
<xsd:documentation xml:lang="en">The party's industry sector classification.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element maxOccurs="unbounded" minOccurs="0" name="creditRating" type="CreditRating">
<xsd:annotation>
<xsd:documentation xml:lang="en">The party's credit rating.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="country" type="CountryCode">
<xsd:annotation>
<xsd:documentation xml:lang="en">The country where the party is domiciled.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element maxOccurs="unbounded" minOccurs="0" name="region" type="Region">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A code for a grouping of countries to which this belongs.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element maxOccurs="unbounded" minOccurs="0" name="jurisdiction" type="GoverningLaw">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The legal jurisdiction of the entity's registration.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="organizationType" type="OrganizationType">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The type of an organization's participantion in the OTC derivatives market.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:group>
<xsd:group name="PayerReceiver.model">
<xsd:sequence>
<xsd:element name="payerPartyReference" type="PartyReference">
<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 minOccurs="0" name="payerAccountReference" type="AccountReference">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A reference to the account responsible for making the payments defined by this structure.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="receiverPartyReference" type="PartyReference">
<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:element minOccurs="0" name="receiverAccountReference" type="AccountReference">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A reference to the account that receives the payments corresponding to this structure.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:group>
<!--View Generation: SKIPPED PaymentDiscounting.model - Unsupported-->
<!--View Generation: SKIPPED Period.model - Unsupported-->
<!--View Generation: SKIPPED Premium.model - Unsupported-->
<xsd:group name="Product.model">
<xsd:sequence>
<xsd:element minOccurs="0" name="primaryAssetClass" type="AssetClass">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A classification of the most important risk class of the trade. FpML defines a simple asset class categorization using a coding scheme.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element maxOccurs="unbounded" minOccurs="0" name="secondaryAssetClass" type="AssetClass">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A classification of additional risk classes of the trade, if any. FpML defines a simple asset class categorization using a coding scheme.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element maxOccurs="unbounded" minOccurs="0" name="productType" type="ProductType">
<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 maxOccurs="unbounded" minOccurs="0" name="productId" type="ProductId">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A product reference identifier. The product ID is an identifier that describes the key economic characteristics of the trade type, with the exception of concepts such as size (notional, quantity, number of units) and price (fixed rate, strike, etc.) that are negotiated for each transaction. It can be used to hold identifiers such as the "UPI" (universal product identifier) required by certain regulatory reporting rules. It can also be used to hold identifiers of benchmark products or product temnplates used by certain trading systems or facilities. 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:element fpml-annotation:deprecated="true" fpml-annotation:deprecatedReason="This element has been moved to before productType" maxOccurs="unbounded" minOccurs="0" name="assetClass" type="AssetClass">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A classification of the risk class of the trade. FpML defines a simple asset class categorization using a coding scheme.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element maxOccurs="2" minOccurs="0" name="embeddedOptionType" type="EmbeddedOptionType">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Describes the type of any embedded optionality in the transaction that might not otherwise be apparent. Can be used to represent embedded optionality such as early termination provisions, extendible provisions, or cancelable provisions, etc., where applicable. If omitted, no embedded optionality is applicable.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:group>
<!--View Generation: SKIPPED RoutingExplicitDetails.model - Documentation-->
<!--View Generation: SKIPPED RoutingIdentification.model - Documentation-->
<!--View Generation: SKIPPED SettlementAmountOrCurrency.model - Unsupported-->
<xsd:group name="StockLoan.model">
<xsd:annotation>
<xsd:documentation xml:lang="en">Stock Loan Content Model</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element minOccurs="0" name="lossOfStockBorrow" type="xsd:boolean">
<xsd:annotation>
<xsd:documentation xml:lang="en">If true, then loss of stock borrow is applicable.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="maximumStockLoanRate" type="RestrictedPercentage">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies the maximum stock loan rate for Loss of Stock Borrow.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="increasedCostOfStockBorrow" type="xsd:boolean">
<xsd:annotation>
<xsd:documentation xml:lang="en">
If true, then increased cost of stock borrow is applicable.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="initialStockLoanRate" type="RestrictedPercentage">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies the initial stock loan rate for Increased Cost of Stock Borrow.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:group>
<xsd:complexType name="IssuerId">
<xsd:annotation>
<xsd:documentation xml:lang="en">The data type used for issuer identifiers.</xsd:documentation>
</xsd:annotation>
<xsd:simpleContent>
<xsd:extension base="Scheme">
<xsd:attribute name="issuerIdScheme" type="xsd:anyURI"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<!--View Generation: SKIPPED IssuerTradeId - Unsupported-->
<xsd:group name="IssuerTradeId.model">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A model group for a two part identifier such as a USI.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element name="issuer" type="IssuerId"/>
<xsd:element name="tradeId" type="TradeId"/>
</xsd:sequence>
</xsd:group>
<xsd:group name="VersionHistory.model">
<xsd:sequence>
<xsd:element name="version" type="xsd:nonNegativeInteger">
<xsd:annotation>
<xsd:documentation xml:lang="en">The version number</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="effectiveDate" type="IdentifiedDate">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Optionally it is possible to specify a version effective date when a versionId is supplied.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:group>
</xsd:schema>
XML schema documentation generated with DocFlex/XML 1.9.0 using DocFlex/XML XSDDoc 2.8.0 template set. All content model diagrams generated by Altova XMLSpy via DocFlex/XML XMLSpy Integration.