XML Schema "fpml-fx-accruals-5-8.xsd"
Target Namespace:
http://www.fpml.org/FpML-5/confirmation
Version:
$Revision: 11478 $
Defined Components:
elements (4 global + 87 local), complexTypes (24), element groups (5)
Default Namespace-Qualified Form:
Local Elements: qualified; Local Attributes: unqualified
Schema Location:
D:\Tradeheader\trunk\xml\confirmation\fpml-fx-accruals-5-8.xsd; see XML source
Includes Schemas (1):
fpml-fx-complex-5-8.xsd [src]
Included in Schemas (1):
fpml-main-5-8.xsd [src]
All Element Summary
accrualFactor
A multiplier applied to the notional amount per fixing of each currency to specify the amount accrued each time the spot rate fixes within the accrual region.
Type:
Content:
complex, 1 attribute, 2 elements
Defined:
locally within FxAccrualRegion complexType; see XML source
accrualProcess (in fxAccrualDigitalOption)
Describes accrual features within the product.
Type:
Content:
complex, 1 attribute, 3 elements
Defined:
locally within FxAccrualDigitalOption complexType; see XML source
accrualProcess (in fxAccrualForward)
Describes accrual features within the product.
Type:
Content:
complex, 1 attribute, 3 elements
Defined:
locally within FxAccrualForward complexType; see XML source
accrualProcess (in fxAccrualOption)
Describes accrual features within the product.
Type:
Content:
complex, 1 attribute, 3 elements
Defined:
locally within FxAccrualOption complexType; see XML source
accrualProcess (in fxRangeAccrual)
Describes accrual process within the product.
Type:
Content:
complex, 1 attribute, 3 elements
Defined:
locally within FxRangeAccrual complexType; see XML source
accrualRegion
Defines the regions of the spot rate where fixings generate an accumulation of notional.
Type:
Content:
complex, 10 elements
Defined:
locally within FxAccrualProcess complexType; see XML source
additionalPayment (in fxAccrualForward)
It supports the representation of premiums, fees, etc.
Type:
Content:
complex, 1 attribute, 6 elements
Defined:
locally within FxAccrualForward complexType; see XML source
adjustedDate (defined in FxAdjustedDateAndDateAdjustments complexType)
List of schedule dates.
Type:
xsd:date
Content:
simple
Defined:
averageRate (in fxAccrualForward)
Average Rate Forward: means the average of the Reference Spot Rate on each Business Day from and including the Calculation Start Date up to and including the Calculation End Date rounded to the precision decimal places.
Type:
Content:
complex, 1 attribute, 4 elements
Defined:
locally within FxAccrualForward complexType; see XML source
averageRate (in fxAccrualOption)
Average Rate: means the average of the Reference Spot Rate on each Business Day from and including the Calculation Start Date up to and including the Calculation End Date rounded to the precision decimal places.
Type:
Content:
complex, 1 attribute, 4 elements
Defined:
locally within FxAccrualOption complexType; see XML source
averageStrike (in fxAccrualOption)
Average Strike: means the average of the Reference Spot Rate on each Business Day from and including the Calculation Start Date up to and including the Calculation End Date rounded to the precision decimal places.
Type:
Content:
complex, 1 attribute, 5 elements
Defined:
locally within FxAccrualOption complexType; see XML source
averageStrike (in vanillaPayoffRegion in fxAccrualForward)
Average Strike Forward: means the average of the Reference Spot Rate on each Business Day from and including the Calculation Start Date up to and including the Calculation End Date rounded to the precision decimal places.
Type:
Content:
complex, 1 attribute, 5 elements
Defined:
averageStrikeReference
Reference to an average rate defined within the FX accrual option and forward products.
Type:
Content:
empty, 1 attribute
Defined:
averagingMethod (defined in FxAveragingProcess complexType)
Type:
Content:
simple
Defined:
locally within FxAveragingProcess complexType; see XML source
cashSettlement (in fxAccrualForward)
Cash settlement currency.
Type:
Content:
complex, 4 elements
Defined:
locally within FxAccrualForward complexType; see XML source
condition (defined in FxAccrualKnockoutBarrier.model group)
"Specifies whether the trigger direction is "AtOrAbove", "AtOrBelow", "Above" or "Below"; that is, that a barrier event occurs if the spot rate is at or above,, at or below, strictly above or strictly below the trigger level during the period of observation.
Type:
Content:
simple
Defined:
condition (defined in FxAccrualRegionUpperBound complexType)
AtOrBelow, Below.
Type:
Content:
simple
Defined:
condition (in lowerBound defined in FxAccrualRegionBound.model group)
AtOrAbove, Above.
Type:
Content:
simple
Defined:
condition (in payoffLeverage in vanillaPayoffRegion in fxAccrualForward)
Condition in which leverage applies.
Type:
Content:
simple
Defined:
counterCurrencyAmount (in accrualRegion)
The opposite currency amount.
Type:
Content:
complex, 1 attribute, 4 elements
Defined:
locally within FxAccrualRegion complexType; see XML source
counterCurrencyAmount (in fxAccrualForward)
The opposite currency amount.
Type:
Content:
complex, 1 attribute, 4 elements
Defined:
locally within FxAccrualForward complexType; see XML source
counterCurrencyAmount (in fxAccrualOption)
The opposite currency amount the amount which is not always deterministicl.
Type:
Content:
complex, 1 attribute, 4 elements
Defined:
locally within FxAccrualOption complexType; see XML source
counterCurrencyAmount (in payoffLeverage in vanillaPayoffRegion in fxAccrualForward)
The opposite currency amount.
Type:
Content:
complex, 1 attribute, 4 elements
Defined:
currency (defined in FxCurrencyPayment complexType)
The currency of the payment.
Type:
Content:
simple, 1 attribute
Defined:
locally within FxCurrencyPayment complexType; see XML source
dateAdjustments (defined in FxAdjustedDateAndDateAdjustments complexType)
Date adjustments applied to the adjusted dates including the business day convention and the business centers.
Type:
Content:
complex, 1 attribute, 3 elements
Defined:
endDate (in accrualRegion)
Defines the end date of the observation period for the barrier.
Type:
xsd:date
Content:
simple
Defined:
locally within FxAccrualRegion complexType; see XML source
endDate (in accrualRegion)
Defines the end date of the observation period for the barrier.
Type:
xsd:date
Content:
simple
Defined:
locally within FxAccrualRegion complexType; see XML source
exerciseProcedure (in fxAccrualDigitalOption)
A set of parameters defining procedures associated with the exercise.
Type:
Content:
complex, 5 elements
Defined:
locally within FxAccrualDigitalOption complexType; see XML source
exerciseProcedure (in fxAccrualOption)
A set of parameters defining procedures associated with the exercise.
Type:
Content:
complex, 5 elements
Defined:
locally within FxAccrualOption complexType; see XML source
expiryDate (defined in FxExpiryDateOrSchedule.model group)
Defines the expiry of a single period accrual forward FX transaction.
Type:
Content:
complex, 3 elements
Defined:
expirySchedule (defined in FxExpiryDateOrSchedule.model group)
The parameters for defining a schedule of expiry periods for a accrual forward FX transaction.
Type:
Content:
complex, 1 attribute, 11 elements
Defined:
expiryTime (in expiryDate defined in FxExpiryDateOrSchedule.model group)
Time of expiration of each expiry date.
Type:
Content:
complex, 2 elements
Defined:
locally within FxExpiryDate complexType; see XML source
fixingInformationSource (defined in FxRateObservable complexType)
Information source for fixing the exchange rate.
Type:
Content:
complex, 4 elements
Defined:
locally within FxRateObservable complexType; see XML source
fixingSchedule (defined in FxAccrualProcess complexType)
Describes a parametrc schedule of fixing dates.
Type:
Content:
complex, 6 elements
Defined:
locally within FxAccrualProcess complexType; see XML source
fixingSchedule (defined in FxAveragingProcess complexType)
Describes a parametrc schedule of fixing dates.
Type:
Content:
complex, 6 elements
Defined:
locally within FxAveragingProcess complexType; see XML source
fxAccrualDigitalOption
A type defining an accrual digital option FX transaction.
Type:
Content:
complex, 1 attribute, 19 elements
Subst.Gr:
may substitute for element product
Defined:
globally; see XML source
Used:
never
fxAccrualForward
A structured forward product which consists of a strip of forwards.
Type:
Content:
complex, 1 attribute, 18 elements
Subst.Gr:
may substitute for element product
Defined:
globally; see XML source
Used:
never
fxAccrualOption
A structured option product which consists of a strip of accrual options.
Type:
Content:
complex, 1 attribute, 25 elements
Subst.Gr:
may substitute for element product
Defined:
globally; see XML source
Used:
never
fxRangeAccrual
A type defining an range accrual FX transaction.
Type:
Content:
complex, 1 attribute, 17 elements
Subst.Gr:
may substitute for element product
Defined:
globally; see XML source
Used:
never
informationSource (defined in FxAccrualKnockoutBarrier.model group)
The information source where a published or displayed market rate will be obtained, e.g.
Type:
Content:
complex, 3 elements
Defined:
informationSource (in trigger in fxAccrualDigitalOption)
The information source where a published or displayed market rate will be obtained, e.g.
Type:
Content:
complex, 3 elements
Defined:
locally within FxAccrualTrigger complexType; see XML source
knockoutBarrier (in fxAccrualDigitalOption)
Defines a knockout barrier conditions where if a barrier event occurs, the accrual process is terminated for the duration of all remainin accrual periods.
Type:
Content:
complex, 1 attribute, 12 elements
Defined:
locally within FxAccrualDigitalOption complexType; see XML source
knockoutBarrier (in fxAccrualForward)
Defines a knockout barrier conditions where if a barrier event occurs, the accrual process is terminated for the duration of all remainin accrual periods.
Type:
Content:
complex, 1 attribute, 12 elements
Defined:
locally within FxAccrualForward complexType; see XML source
knockoutBarrier (in fxAccrualOption)
Defines a knockout barrier conditions where if a barrier event occurs, the accrual process is terminated for the duration of all remainin accrual periods.
Type:
Content:
complex, 1 attribute, 12 elements
Defined:
locally within FxAccrualOption complexType; see XML source
knockoutBarrier (in fxRangeAccrual)
Defines a knockout barrier conditions where if a barrier event occurs, the accrual process is terminated for the duration of all remainin accrual periods.
Type:
Content:
complex, 1 attribute, 12 elements
Defined:
locally within FxRangeAccrual complexType; see XML source
level (defined in FxAccrualConditionLevel.model group)
Level expressed as a level.
Type:
xsd:decimal
Content:
simple
Defined:
lowerBound (defined in FxAccrualRegionBound.model group)
Defines the lower bound of a payoff region.
Type:
Content:
complex, 5 elements
Defined:
notionalAmount (in accrualRegion)
Notional amount Schedule.
Type:
Content:
complex, 1 attribute, 3 elements
Defined:
locally within FxAccrualRegion complexType; see XML source
notionalAmount (in fxAccrualDigitalOption)
Notional amount Schedule.
Type:
Content:
complex, 1 attribute, 3 elements
Defined:
locally within FxAccrualDigitalOption complexType; see XML source
notionalAmount (in fxAccrualForward)
Notional amount Schedule.
Type:
Content:
complex, 1 attribute, 3 elements
Defined:
locally within FxAccrualForward complexType; see XML source
notionalAmount (in fxAccrualOption)
Notional amount Schedule.
Type:
Content:
complex, 1 attribute, 3 elements
Defined:
locally within FxAccrualOption complexType; see XML source
notionalAmount (in fxRangeAccrual)
Notional amount Schedule.
Type:
Content:
complex, 1 attribute, 3 elements
Defined:
locally within FxRangeAccrual complexType; see XML source
notionalAmount (in payoffLeverage in vanillaPayoffRegion in fxAccrualForward)
Notional amount Schedule.
Type:
Content:
complex, 1 attribute, 3 elements
Defined:
numberOfFixings
The number of fixing points in the fixing schedule.
Type:
xsd:nonNegativeInteger
Content:
simple
Defined:
locally within FxFixingSchedule complexType; see XML source
observable (defined in FxAccrualProcess complexType)
Type:
Content:
complex, 1 attribute, 2 elements
Defined:
locally within FxAccrualProcess complexType; see XML source
observable (defined in FxAveragingProcess complexType)
Type:
Content:
complex, 1 attribute, 2 elements
Defined:
locally within FxAveragingProcess complexType; see XML source
observableReference (defined in FxAccrualKnockoutBarrier.model group)
Type:
Content:
empty, 1 attribute
Defined:
observableReference (in accrualRegion)
Identifies the FX rate used as the basis for the condition (the accrual region).
Type:
Content:
empty, 1 attribute
Defined:
locally within FxAccrualRegion complexType; see XML source
observationEndDate (defined in FxAccrualKnockoutBarrier.model group)
The date on which the observation period for an american barrier ends.
Type:
xsd:date
Content:
simple
Defined:
observationEndTime (defined in FxAccrualKnockoutBarrier.model group)
The time on the end date at which the observation period for an american barrier ends.
Type:
Content:
complex, 2 elements
Defined:
observationStartDate (defined in FxAccrualKnockoutBarrier.model group)
The date on which the observation period for an american barrier starts.
Type:
xsd:date
Content:
simple
Defined:
observationStartTime (defined in FxAccrualKnockoutBarrier.model group)
The time on the start date at which the observation period for an american barrier starts.
Type:
Content:
complex, 2 elements
Defined:
payoffCap (in vanillaPayoffRegion in fxAccrualForward)
The amount of gain on the client upside or firm upside is limited.
Type:
Content:
complex, 3 elements
Defined:
payoffLeverage (in vanillaPayoffRegion in fxAccrualForward)
These structures define a leverage multiplier to the payoff amounts at settlement points.
Type:
Content:
complex, 1 attribute, 8 elements
Defined:
precision (defined in FxAveragingProcess complexType)
Specifies the rounding precision in terms of a number of decimal places.
Type:
xsd:nonNegativeInteger
Content:
simple
Defined:
locally within FxAveragingProcess complexType; see XML source
premium (in fxAccrualDigitalOption)
Premium amount or premium installment amount for an option.
Type:
Content:
complex, 1 attribute, 8 elements
Defined:
locally within FxAccrualDigitalOption complexType; see XML source
premium (in fxAccrualOption)
Premium amount or premium installment amount for an option.
Type:
Content:
complex, 1 attribute, 8 elements
Defined:
locally within FxAccrualOption complexType; see XML source
premium (in fxRangeAccrual)
Premium amount or premium installment amount for an option.
Type:
Content:
complex, 1 attribute, 8 elements
Defined:
locally within FxRangeAccrual complexType; see XML source
quoteBasis (defined in FxAccrualConditionLevel.model group)
The Quoted Currency Pair that is used accross the product.
Type:
Content:
simple
Defined:
quoteBasis (in strike in vanillaPayoffRegion in fxAccrualForward)
The Quoted Currency Pair that is used accross the product.
Type:
Content:
simple
Defined:
locally within FxForwardStrikePrice complexType; see XML source
quotedCurrencyPair (defined in FxAccrualKnockoutBarrier.model group)
Defines the two currencies for an FX trade and the quotation relationship between the two currencies.
Type:
Content:
complex, 3 elements
Defined:
quotedCurrencyPair (defined in FxRateObservable complexType)
FX rate to be observed.
Type:
Content:
complex, 3 elements
Defined:
locally within FxRateObservable complexType; see XML source
rate (in strike in vanillaPayoffRegion in fxAccrualForward)
The rate of exchange between the two currencies of the leg of a deal.
Type:
Content:
simple
Defined:
locally within FxForwardStrikePrice complexType; see XML source
ratio (in payoffLeverage in vanillaPayoffRegion in fxAccrualForward)
Leverage rate with optional steps.
Type:
Content:
complex, 1 attribute, 2 elements
Defined:
settlementDate (defined in FxSettlementDateOrSchedule.model group)
The date on which settlement takes place for a settlement period.
Type:
Content:
complex, 2 elements
Defined:
settlementSchedule (defined in FxSettlementDateOrSchedule.model group)
The parameters for defining a schedule of settlement periods for a accrual forward FX transaction.
Type:
Content:
complex, 1 attribute, 10 elements
Defined:
spotRate (in fxAccrualForward)
An optional element used for FX forwards and certain types of FX OTC options.
Type:
Content:
simple
Defined:
locally within FxAccrualForward complexType; see XML source
spotRate (in fxAccrualOption)
An optional element used for FX forwards and certain types of FX OTC options.
Type:
Content:
simple
Defined:
locally within FxAccrualOption complexType; see XML source
startDate (in accrualRegion)
Defines the start date of the observation period for the barrier.
Type:
xsd:date
Content:
simple
Defined:
locally within FxAccrualRegion complexType; see XML source
strike (in fxAccrualOption)
Defines the option strike price.
Type:
Content:
complex, 2 elements
Defined:
locally within FxAccrualOption complexType; see XML source
strike (in vanillaPayoffRegion in fxAccrualForward)
The rate of exchange between the two currencies.
Type:
Content:
complex, 1 attribute, 2 elements
Defined:
strikeAdjustment
A layer an Adjustment on the top of the average of the fixings across the schedule.
Type:
xsd:decimal
Content:
simple
Defined:
locally within FxAverageStrike complexType; see XML source
strikeReference (defined in FxAccrualConditionLevel.model group)
Reference to a strike defined within the FX product.
Type:
Content:
empty, 1 attribute
Defined:
style (defined in FxAccrualKnockoutBarrier complexType)
Whether it is an European or American knock out.
Type:
Content:
simple
Defined:
trigger (in fxAccrualDigitalOption)
Defines one or more conditions underwhich the option will payout if exercisable.
Type:
Content:
complex, 5 elements
Defined:
locally within FxAccrualDigitalOption complexType; see XML source
triggerRate (defined in FxAccrualKnockoutBarrier.model group)
The market rate is observed relative to the trigger rate, and if it is found to be on the predefined side of (above or below) the trigger rate, a barrier event is deemed to have occurred.
Type:
Content:
complex, 1 attribute, 2 elements
Defined:
triggerRate (defined in FxAccrualKnockoutBarrier.model group)
The market rate is observed relative to the trigger rate, and if it is found to be on the predefined side of (above or below) the trigger rate, a barrier event is deemed to have occurred.
Type:
Content:
complex, 1 attribute, 2 elements
Defined:
type (defined in FxAccrualKnockoutBarrier complexType)
"Keep" means that the parties retain settlement rights at the end of the current accrual period fixed at the prevailing accrued notional and settlement rights for all other accrual periods are extinguished.
Type:
Content:
simple
Defined:
upperBound (defined in FxAccrualRegionBound.model group)
Defines the upper bound of a payoff region.
Type:
Content:
complex, 5 elements
Defined:
upperBound (defined in FxAccrualRegionBound.model group)
Defines the upper bound of a payoff region.
Type:
Content:
complex, 5 elements
Defined:
vanillaPayoffRegion (in fxAccrualForward)
A region in which a vanilla payoff occurs.
Type:
Content:
complex, 9 elements
Defined:
locally within FxAccrualForward complexType; see XML source
Complex Type Summary
An FX Accrual Digital Option product The product defines a list of fixing (or observation) dates.
Content:
complex, 1 attribute, 19 elements
Defined:
globally; see XML source
Includes:
definitions of 6 elements
Used:
The product defines a list of fixing (or observation) dates.
Content:
complex, 1 attribute, 18 elements
Defined:
globally; see XML source
Includes:
definitions of 9 elements
Used:
Content:
complex, 1 attribute, 12 elements
Defined:
globally; see XML source
Includes:
definitions of 2 elements
Used:
An FX Accrual Option product The product defines a list of fixing (or observation) dates.
Content:
complex, 1 attribute, 25 elements
Defined:
globally; see XML source
Includes:
definitions of 10 elements
Used:
Content:
complex, 1 attribute, 8 elements
Defined:
globally; see XML source
Includes:
definitions of 1 attribute, 4 elements
Used:
Accrual calculation process.
Content:
complex, 1 attribute, 3 elements
Defined:
globally; see XML source
Includes:
definitions of 1 attribute, 3 elements
Used:
Defines a region of spot rate where the notional for the settlement period accrues by the accrued amount per fixing each time the spot rate fixes withing the region.
Content:
complex, 10 elements
Defined:
globally; see XML source
Includes:
definitions of 7 elements
Used:
Content:
complex, 5 elements
Defined:
globally; see XML source
Includes:
definition of 1 element
Used:
Content:
complex, 5 elements
Defined:
globally; see XML source
Includes:
definition of 1 element
Used:
Describes a european trigger applied to an FX digtal option.
Content:
complex, 5 elements
Defined:
globally; see XML source
Includes:
definition of 1 element
Used:
A region in which a vanilla payoff occurs.
Content:
complex, 9 elements
Defined:
globally; see XML source
Includes:
definitions of 4 elements
Used:
Defines the expiry/observation schedule of the target.
Content:
complex, 2 elements
Defined:
globally; see XML source
Includes:
definitions of 2 elements
Used:
Content:
complex, 1 attribute, 4 elements
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
Content:
complex, 1 attribute, 5 elements
Defined:
globally; see XML source
Includes:
definitions of 1 attribute, 1 element
Used:
Reference to an average rate structure.
Content:
empty, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
Accrual calculation process.
Content:
complex, 4 elements
Defined:
globally; see XML source
Includes:
definitions of 4 elements
Used:
A type for defining the payment of an undefined amount of currency in an FX transaction.
Content:
complex, 5 elements
Defined:
globally; see XML source
Includes:
definition of 1 element
Used:
never
Defines the expiry/observation schedule of the accrual.
Content:
complex, 3 elements
Defined:
globally; see XML source
Includes:
definition of 1 element
Used:
Describes a parametric schedule of fixing dates.
Content:
complex, 6 elements
Defined:
globally; see XML source
Includes:
definition of 1 element
Used:
A type that describes the rate of exchange at which the option has been struck.
Content:
complex, 1 attribute, 2 elements
Defined:
globally; see XML source
Includes:
definitions of 1 attribute, 2 elements
Used:
Reference to a strike structure in Accruals products.
Content:
empty, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
An FX Range Accrual product.
Content:
complex, 1 attribute, 17 elements
Defined:
globally; see XML source
Includes:
definitions of 4 elements
Used:
Content:
complex, 1 attribute, 2 elements
Defined:
globally; see XML source
Includes:
definitions of 1 attribute, 2 elements
Used:
Reference to an "FxRateObservable" structure.
Content:
empty, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
Element Group Summary
Conditions can be expressed in different ways: as a specific level, as strike, pivot, or barrier.
Content:
Defined:
globally; see XML source
Includes:
definitions of 4 elements
Used:
Content:
Defined:
globally; see XML source
Includes:
definitions of 10 elements
Used:
Content:
Defined:
globally; see XML source
Includes:
definitions of 3 elements
Used:
Content:
Defined:
globally; see XML source
Includes:
definitions of 2 elements
Used:
Content:
Defined:
globally; see XML source
Includes:
definitions of 2 elements
Used:
XML Source
<?xml version="1.0" encoding="utf-8"?>
<!--
== Copyright (c) 2002- 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="conf" ecore:package="org.fpml.confirmation" elementFormDefault="qualified" targetNamespace="http://www.fpml.org/FpML-5/confirmation" version="$Revision: 11478 $" xmlns="http://www.fpml.org/FpML-5/confirmation" 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-fx-complex-5-8.xsd"/>
<!--
================
complexTypes
================
-->
<xsd:complexType name="FxAccrualDigitalOption">
<xsd:annotation>
<xsd:documentation xml:lang="en">
An FX Accrual Digital Option product The product defines a list of fixing (or observation) dates. There are m total fixings. At the expiry date of the product, the buyer of the option has the right to an FX settlement with n/m * Notional. Payout can be cash or physical.
</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="Option">
<xsd:sequence>
<xsd:sequence>
<!--2015-2-05: FpML FX WG: agreed to remove "effectiveDate" of type "AdjustableOrRelativeDate" and "tenorPeriod" of type "Period". Rationale: it is not clear where you need this information. We could always add it back when we see the requirements.-->
<!--2015-2-05: FpML FX WG: agreed to replace "notionalAmount" type with "NonNegativeAmountSchedule" type to support Strips, contract with multiple notionals -->
<xsd:element name="notionalAmount" type="NonNegativeAmountSchedule">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Notional amount Schedule. The notional value of the product. This number divided by the total number of fixings in the fixing schedule is the amount that is accrued at each fixing if the accrual factor is one.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:annotation>
<xsd:documentation xml:lang="en">
Defines the expiry/observation date or schedule of the accrual product. The default dates' adjustments are as specified in the definitions.
</xsd:documentation>
</xsd:annotation>
</xsd:group>
<xsd:annotation>
<xsd:documentation xml:lang="en">
Defines the settlement/payment date or schedule of the accrual product. The default dates' adjustments are as specified in the definitions.
</xsd:documentation>
</xsd:annotation>
</xsd:group>
<xsd:element minOccurs="0" name="exerciseProcedure" type="ExerciseProcedure">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A set of parameters defining procedures associated with the exercise.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="trigger" type="FxAccrualTrigger">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Defines one or more conditions underwhich the option will payout if exercisable.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="accrualProcess" type="FxAccrualProcess">
<xsd:annotation>
<xsd:documentation xml:lang="en">Describes accrual features within the product.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<!--2015-02-05:FpML FX WG: agreed to rename "accrualKnockoutBarrier" to "knockoutBarrier" -->
<xsd:element maxOccurs="unbounded" minOccurs="0" name="knockoutBarrier" type="FxAccrualKnockoutBarrier">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Defines a knockout barrier conditions where if a barrier event occurs, the accrual process is terminated for the duration of all remainin accrual periods. Settlement rights for the next settlement are either retained or extinguished.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element maxOccurs="unbounded" minOccurs="0" name="premium" type="FxOptionPremium">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Premium amount or premium installment amount for an option.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<!--2015-01-08: FpML FX WG added FxCurrencyPayment component for FX Accrual Forward product-->
<xsd:complexType name="FxAccrualForward">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The product defines a list of fixing (or observation) dates. There are m total fixings. In this Strategy, one accumulates a fixed proportion of Notional for every business day (or chosen frequency) that spot fixes within the pre-defined limits. If spot breaks the limits, the Notional stops accumulating during the fixings outside the limits, but continues accruing once spot comes back to the accruing region. At expiry, one buys the accrued Notional at the pre-agreed hedge rate. Payout can be cash or physical.
</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="Product">
<xsd:sequence>
<!--2015-02-05: FpML FX WG: agreed to move "exchangedCurrency1" ofType "FxCurrencyPayment" and "exchangedCurrency2" ofType "FxCurrencyPayment" inside "vanillaPayoffRegion" component-->
<!--2015-02-05: FpML FX WG: agreed not to include "quotedCurrencyPair" component-->
<!--2015-02-05: FpML FX WG: agreed to remove "effectiveDate" of type "AdjustableOrRelativeDate" and "tenorPeriod" of type "Period". Rationale: it is not clear where you need this information. We could always add it back when we see the requirements.-->
<!--2015-02-05: FpML FX WG: agreed to replace "notionalAmount" element's "NonNegativeMoney" type with "NonNegativeAmountSchedule" type to support Strips, contract with multiple notionals -->
<xsd:sequence>
<xsd:element name="notionalAmount" type="NonNegativeAmountSchedule">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Notional amount Schedule. The notional value of the product per settlement period. This number divided by the total number of fixings in the fixing schedule is the amount that is accrued at each fixing if the accrual factor is one.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<!--2015-02-05: FpML FX WG: agreed to replace "counterCurrencyAmount" element's "NonNegativeMoney" type with "NonNegativeAmountSchedule" type to support Strips, contract with multiple notionals -->
<!--2015-01-29: FpML FX WG: made element optional to support Average Strike Accrual Option-->
<xsd:element maxOccurs="unbounded" minOccurs="0" name="counterCurrencyAmount" type="FxCounterCurrencyAmount">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The opposite currency amount. The counterCurrencyAmount element is only optional if averageStrike component is present, in all other cases this element must be populated.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
<!--2015-01-13: GFXD: agreed to call the end of accrual period - expiryDate - for accrual forward as well-->
<xsd:annotation>
<xsd:documentation xml:lang="en">
Defines the expiry/observation date or schedule of the accrual product.
</xsd:documentation>
</xsd:annotation>
</xsd:group>
<xsd:annotation>
<xsd:documentation xml:lang="en">
Defines the settlement/payment date or schedule of the accrual product.
</xsd:documentation>
</xsd:annotation>
</xsd:group>
<!--2015-02-02: Removed exerciseProcedure: not relevant for forward-->
<!--2015-02-05: FpML FX WG: agreed to move "strike" ofType "FxForwardStrikePrice" and "averageStrike" ofType="FxAverageStrike" inside "vanillaPayoffRegion" component-->
<!--2015-01-29:FpML FX WG: agreed to add support for averageStrike/averageRate product component-->
<!--2015-02-05: renamed back to spotRate to align all FX products-->
<!--2015-02-02: renamed from spotRate to align with Target product-->
<xsd:element minOccurs="0" name="spotRate" type="PositiveDecimal">
<xsd:annotation>
<xsd:documentation xml:lang="en">
An optional element used for FX forwards and certain types of FX OTC options. For deals consumated in the FX Forwards Market, this represents the current market rate for a particular currency pair. For barrier and digital/binary options, it can be useful to include the spot rate at the time the option was executed to make it easier to know whether the option needs to move "up" or "down" to be triggered.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:sequence>
<!--2015-01-29: FpML FX WG: propose payoffRegion to support collar -->
<xsd:element maxOccurs="unbounded" name="vanillaPayoffRegion" type="FxAccrualVanillaPayoffRegion">
<xsd:annotation>
<xsd:documentation xml:lang="en">A region in which a vanilla payoff occurs.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<!--2015-01-29: FpML FX WG: added support for Average Rate Accrual Forward.
- This is a property you would calculate for the product as a whole at maturity and
which you would then use with a relevant payoff region to establish the payoff
-->
<xsd:element minOccurs="0" name="averageRate" type="FxAverageRate">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Average Rate Forward: means the average of the Reference Spot Rate on each Business Day from and including the Calculation Start Date up to and including the Calculation End Date rounded to the precision decimal places.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
<xsd:element name="accrualProcess" type="FxAccrualProcess">
<xsd:annotation>
<xsd:documentation xml:lang="en">Describes accrual features within the product.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<!--2015-02-05:FpML FX WG: agreed to rename "accrualKnockoutBarrier" to "knockoutBarrier" -->
<xsd:element maxOccurs="unbounded" minOccurs="0" name="knockoutBarrier" type="FxAccrualKnockoutBarrier">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Defines a knockout barrier conditions where if a barrier event occurs, the accrual process is terminated for the duration of all remainin accrual periods. Settlement rights for the next settlement are either retained or extinguished.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<!--2015-02-05: FpML FX WG: agreed to move "payoffLeverage" ofType "FxAccrualPayoffLeverage" inside "vanillaPayoffRegion" component-->
<xsd:element minOccurs="0" name="cashSettlement" type="FxCashSettlementSimple">
<xsd:annotation>
<xsd:documentation xml:lang="en">Cash settlement currency.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element maxOccurs="unbounded" minOccurs="0" name="additionalPayment" type="SimplePayment">
<xsd:annotation>
<xsd:documentation xml:lang="en">
It supports the representation of premiums, fees, etc.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="FxAccrualKnockoutBarrier">
<xsd:complexContent>
<xsd:extension base="FxBarrier">
<xsd:sequence>
<xsd:element name="style" type="FxBarrierStyleEnum">
<xsd:annotation>
<xsd:documentation xml:lang="en">Whether it is an European or American knock out.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="type" type="FxAccrualKnockoutBarrierTypeEnum">
<xsd:annotation>
<xsd:documentation xml:lang="en">
"Keep" means that the parties retain settlement rights at the end of the current accrual period fixed at the prevailing accrued notional and settlement rights for all other accrual periods are extinguished. "Lose" means settlement rights for all accrual periods are extinguished and the product is effectively extinguished.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:annotation>
<xsd:documentation>
Defines a knockout barrier where if a barrier event occurs, the accrual process is terminated for the duration of all remainin accrual periods. Settlement rights for the next settlement are either retained or extinguished.
</xsd:documentation>
</xsd:annotation>
</xsd:group>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="FxAccrualOption">
<xsd:annotation>
<xsd:documentation xml:lang="en">
An FX Accrual Option product The product defines a list of fixing (or observation) dates. There are m total fixings. At the expiry date of the product, the buyer of the option has the right to an FX settlement with n/m * Notional. Payout can be cash or physical.
</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="Option">
<xsd:sequence>
<!--2015-02-05: FpML FX WG: agreed to remove "effectiveDate" of type "AdjustableOrRelativeDate" and "tenorPeriod" of type "Period". Rationale: it is not clear where you need this information. We could always add it back when we see the requirements.-->
<!--What defines the underlying product that is going to be paid-->
<xsd:group ref="PutCallCurrency.model">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A model defining the currencies exchanged by the parties to an option.
</xsd:documentation>
</xsd:annotation>
</xsd:group>
<xsd:sequence>
<!--2015-02-05: FpML FX WG: agreed to replace "notionalAmount" element's "NonNegativeMoney" type with "NonNegativeAmountSchedule" type to support Strips, contract with multiple notionals -->
<xsd:element name="notionalAmount" type="NonNegativeAmountSchedule">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Notional amount Schedule. The notional value of the product. This number divided by the total number of fixings in the fixing schedule is the amount that is accrued at each fixing if the accrual factor is one.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<!--2015-02-05: FpML FX WG: agreed to replace "counterCurrencyAmount" element's "NonNegativeMoney" type with "NonNegativeAmountSchedule" type to support Strips, contract with multiple notionals -->
<!--2015-01-15:FpML FX WG: the counterCurrencyAmount element should not be unbounded-->
<xsd:element minOccurs="0" name="counterCurrencyAmount" type="FxCounterCurrencyAmount">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The opposite currency amount the amount which is not always deterministicl.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
<xsd:annotation>
<xsd:documentation xml:lang="en">
Defines the expiry/observation date or schedule of the accrual product.
</xsd:documentation>
</xsd:annotation>
</xsd:group>
<xsd:annotation>
<xsd:documentation xml:lang="en">
Defines the settlement/payment date or schedule of the accrual product.
</xsd:documentation>
</xsd:annotation>
</xsd:group>
<xsd:element minOccurs="0" name="exerciseProcedure" type="ExerciseProcedure">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A set of parameters defining procedures associated with the exercise.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<!--2015-02-05: renamed back to spotRate to align all FX products-->
<!--2015-02-02: renamed from spotRate-->
<xsd:element minOccurs="0" name="spotRate" type="PositiveDecimal">
<xsd:annotation>
<xsd:documentation xml:lang="en">
An optional element used for FX forwards and certain types of FX OTC options. For deals consumated in the FX Forwards Market, this represents the current market rate for a particular currency pair. For barrier and digital/binary options, it can be useful to include the spot rate at the time the option was executed to make it easier to know whether the option needs to move "up" or "down" to be triggered.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:choice>
<xsd:element name="strike" type="FxStrikePrice">
<xsd:annotation>
<xsd:documentation xml:lang="en">Defines the option strike price.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<!--2015-01-29: FpML FX WG: added support for Average Strike Accrual Option-->
<xsd:element name="averageStrike" type="FxAverageStrike">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Average Strike: means the average of the Reference Spot Rate on each Business Day from and including the Calculation Start Date up to and including the Calculation End Date rounded to the precision decimal places.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:choice>
<!--2015-01-29: FpML FX WG: added support for Average Rate Accrual Option-->
<xsd:element minOccurs="0" name="averageRate" type="FxAverageRate">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Average Rate: means the average of the Reference Spot Rate on each Business Day from and including the Calculation Start Date up to and including the Calculation End Date rounded to the precision decimal places.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="accrualProcess" type="FxAccrualProcess">
<xsd:annotation>
<xsd:documentation xml:lang="en">Describes accrual features within the product.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<!--2015-02-05:FpML FX WG: agreed to rename "accrualKnockoutBarrier" to "knockoutBarrier" -->
<xsd:element maxOccurs="unbounded" minOccurs="0" name="knockoutBarrier" type="FxAccrualKnockoutBarrier">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Defines a knockout barrier conditions where if a barrier event occurs, the accrual process is terminated for the duration of all remainin accrual periods. Settlement rights for the next settlement are either retained or extinguished.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element maxOccurs="unbounded" minOccurs="0" name="premium" type="FxOptionPremium">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Premium amount or premium installment amount for an option.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<!--2015-01-15: FpML FX WG: Add leverage - Condition, Level, Choice of ratio or notionalAmount-->
<xsd:complexType name="FxAccrualPayoffLeverage">
<xsd:sequence>
<xsd:element name="condition" type="ConditionEnum">
<xsd:annotation>
<xsd:documentation xml:lang="en">Condition in which leverage applies.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:choice>
<xsd:element name="ratio" type="Schedule">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Leverage rate with optional steps. Format is 2 for 200%.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:sequence>
<xsd:element name="notionalAmount" type="NonNegativeAmountSchedule">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Notional amount Schedule. The notional value of the product per settlement period. This number divided by the total number of fixings in the fixing schedule is the amount that is accrued at each fixing if the accrual factor is one.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<!--2015-02-05: FpML FX WG: agreed to replace "counterCurrencyAmount" element's "NonNegativeMoney" type with "NonNegativeAmountSchedule" type to support Strips, contract with multiple notionals -->
<!--2015-01-29: FpML FX WG: made element optional to support Average Strike Accrual Option-->
<xsd:element minOccurs="0" name="counterCurrencyAmount" type="FxCounterCurrencyAmount">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The opposite currency amount. The counterCurrencyAmount element is only optional if averageStrike component is present, in all other cases this element must be populated.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:choice>
</xsd:sequence>
<xsd:attribute name="id" type="xsd:ID"/>
</xsd:complexType>
<xsd:complexType name="FxAccrualProcess">
<xsd:annotation>
<xsd:documentation xml:lang="en">Accrual calculation process.</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element maxOccurs="unbounded" minOccurs="1" name="observable" type="FxRateObservable"/>
<xsd:element maxOccurs="unbounded" name="accrualRegion" type="FxAccrualRegion">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Defines the regions of the spot rate where fixings generate an accumulation of notional.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="fixingSchedule" type="FxFixingSchedule">
<xsd:annotation>
<xsd:documentation xml:lang="en">Describes a parametrc schedule of fixing dates.</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
<xsd:attribute name="id" type="xsd:ID" use="optional"/>
</xsd:complexType>
<xsd:complexType name="FxAccrualRegion">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Defines a region of spot rate where the notional for the settlement period accrues by the accrued amount per fixing each time the spot rate fixes withing the region.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<!--2015-01-08: FpML FX WG: Added an observableReference inside the accrualRegion -->
<xsd:annotation>
<xsd:documentation xml:lang="en">
Identifies the FX rate used as the basis for the condition (the accrual region).
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<!--2015-01-08: FpML FX WG: Added an observableTime inside the accrualRegion -->
<xsd:group ref="FxAccrualRegionBound.model">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Defines the boundaries of the accrual region. If an upper or lower barrier is not defined then it is understood that if the barrier is missing in the direction facing the strike then the region is bounded by the strike but excludes the strike; if the barrier is missing in the direction facing away from the strike then the accrual region is unbounded in that direction. If the region is bounded by the strike then a barrier should be included to define whether the region includes or excludes the strike. If accrual regions overlap, it is understood that if one is nested within another wider region, the nested region takes precedence over the spot range that it applies. If there is an overlap but no nesting then this is invalid and barriers must be used to unequivocally define the regions.
</xsd:documentation>
</xsd:annotation>
</xsd:group>
<!--2015-01-08: FpML FX WG: Added an optional startDate and endDate in the accrualRegion.-->
<xsd:choice minOccurs="0">
<xsd:sequence>
<xsd:element name="startDate" type="xsd:date">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Defines the start date of the observation period for the barrier. If ommitted, the first barrier observation point is understood to be the first fixing date in the fxing schedule.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="endDate" type="xsd:date">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Defines the end date of the observation period for the barrier. If ommitted, the last barrier observation point is understood to be the last fixing date in the fixing schedule.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
<xsd:element name="endDate" type="xsd:date">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Defines the end date of the observation period for the barrier. If ommitted, the last barrier observation point is understood to be the last fixing date in the fixing schedule.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:choice>
<xsd:choice minOccurs="0">
<!--2015-01-08: FpML FX WG: need to know the difference with accrualFactor before adding an optional multiplier in the accrualRegion-->
<!--<xsd:element name="accrualFactor" type="xsd:decimal" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">A multiplier applied to the notional amount per fixing of each currency to specify the amount accrued each time the spot rate fixes within the accrual region. If the accrualFactor is omitted, the factor is one.</xsd:documentation>
</xsd:annotation>
</xsd:element>
-->
<xsd:element name="accrualFactor" type="Schedule">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A multiplier applied to the notional amount per fixing of each currency to specify the amount accrued each time the spot rate fixes within the accrual region. If the accrualFactor is omitted, the factor is one.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:sequence>
<xsd:element name="notionalAmount" type="NonNegativeAmountSchedule">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Notional amount Schedule. The notional value of the product per settlement period. This number divided by the total number of fixings in the fixing schedule is the amount that is accrued at each fixing if the accrual factor is one.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<!--2015-02-05: FpML FX WG: agreed to replace "counterCurrencyAmount" element's "NonNegativeMoney" type with "NonNegativeAmountSchedule" type to support Strips, contract with multiple notionals -->
<!--2015-01-29: FpML FX WG: made element optional to support Average Strike Accrual Option-->
<xsd:element minOccurs="0" name="counterCurrencyAmount" type="FxCounterCurrencyAmount">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The opposite currency amount. The counterCurrencyAmount element is only optional if averageStrike component is present, in all other cases this element must be populated.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:choice>
</xsd:sequence>
</xsd:complexType>
<!--2015-01-29:FpML FX WG: added FxAccrualRegionBound.model to segregate from Target references that ae not applicable to Accruals -->
<xsd:complexType name="FxAccrualRegionLowerBound">
<xsd:sequence>
<xsd:element name="condition" type="FxRegionLowerBoundDirectionEnum">
<xsd:annotation>
<xsd:documentation xml:lang="en">AtOrAbove, Above.</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:complexType>
<!--2015-01-29:FpML FX WG: added FxAccrualRegionBound.model to segregate from Target references that ae not applicable to Accruals -->
<xsd:complexType name="FxAccrualRegionUpperBound">
<xsd:sequence>
<xsd:element name="condition" type="FxRegionUpperBoundDirectionEnum">
<xsd:annotation>
<xsd:documentation xml:lang="en">AtOrBelow, Below.</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="FxAccrualTrigger">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Describes a european trigger applied to an FX digtal option.
</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="FxTriggerBase">
<xsd:sequence>
<xsd:element maxOccurs="unbounded" minOccurs="0" name="informationSource" type="InformationSource">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The information source where a published or displayed market rate will be obtained, e.g. Telerate Page 3750.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="FxAccrualVanillaPayoffRegion">
<xsd:annotation>
<xsd:documentation xml:lang="en">A region in which a vanilla payoff occurs.</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:group ref="FxExchangedCurrency.model"/>
<!--2015-02-03: IY: Check why exchangedCurrency2 was optional-->
<!--<xsd:element name="exchangedCurrency1" type="FxCurrencyPayment">
<xsd:annotation>
<xsd:documentation xml:lang="en">The first of two currencies that define each foreign exchange transaction within the structure.</xsd:documentation>
<xsd:appinfo>
<view:override view="transparency" minOccurs="1"/>
<view:override view="recordkeeping" minOccurs="1"/>
</xsd:appinfo>
</xsd:annotation>
</xsd:element>
<xsd:element name="exchangedCurrency2" type="FxCurrencyPayment" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">The second of two currencies that define each foreign exchange transaction within the structure.</xsd:documentation>
<xsd:appinfo>
<view:override view="transparency" minOccurs="1"/>
<view:override view="recordkeeping" minOccurs="1"/>
</xsd:appinfo>
</xsd:annotation>
</xsd:element>
-->
<xsd:choice>
<xsd:element name="strike" type="FxForwardStrikePrice">
<xsd:annotation>
<xsd:documentation xml:lang="en">The rate of exchange between the two currencies.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<!--2015-01-29: FpML FX WG: added support for Average Strike Accrual Forward.
averageStrike is a property of a payoff region in a choice with strike
-->
<xsd:element name="averageStrike" type="FxAverageStrike">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Average Strike Forward: means the average of the Reference Spot Rate on each Business Day from and including the Calculation Start Date up to and including the Calculation End Date rounded to the precision decimal places.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:choice>
<!--upperBound and lowerBound are both optional - as in the target, where there is only one vanillaPayoffRegion, neither would be used-->
<xsd:group minOccurs="0" ref="FxAccrualRegionBound.model"/>
<!--<xsd:element name="leverage" type="FxLeverage" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">Notional leverage.</xsd:documentation>
</xsd:annotation>
</xsd:element>
-->
<!--2015-01-15: FpML FX WG: moved after "accrualKnockoutBarrier"; renamed from "leverage"; changed cardinality from [0..unbounded]-->
<!--2015-01-15: FpML FX WG: Add leverage - Condition, Level, Choice of ratio or notionalAmount-->
<xsd:element minOccurs="0" name="payoffLeverage" type="FxAccrualPayoffLeverage">
<xsd:annotation>
<xsd:documentation xml:lang="en">
These structures define a leverage multiplier to the payoff amounts at settlement points.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element maxOccurs="unbounded" minOccurs="0" name="payoffCap" type="FxPayoffCap">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The amount of gain on the client upside or firm upside is limited. If spot settles above the cap, or below the floor, the payout is adjusted to limit the gain. The adjustment may be made by varying the strike, or by maintaining the strike, but varying the payout notionals.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="FxAdjustedDateAndDateAdjustments">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Defines the expiry/observation schedule of the target.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:sequence>
<xsd:element minOccurs="0" name="dateAdjustments" type="BusinessDayAdjustments">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Date adjustments applied to the adjusted dates including the business day convention and the business centers. The date adjustments are as specified in the definitions.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="adjustedDate" type="xsd:date">
<xsd:annotation>
<xsd:documentation xml:lang="en">
List of schedule dates. These dates have been subject to adjustments based on the dateAdjustments structure.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="FxAverageRate">
<xsd:complexContent>
<xsd:extension base="FxAveragingProcess">
<xsd:attribute name="id" type="xsd:ID" use="optional"/>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<!--2015-01-29:FpML FX WG: added suport for AverageRate/Strike -->
<!--<xsd:complexType name="FxAverageRateReference">
<xsd:annotation>
<xsd:documentation xml:lang="en">Reference to an average rate structure.</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="Reference">
<xsd:attribute name="href" type="xsd:IDREF" use="required" ecore:reference="FxAverageRate"/>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
-->
<xsd:complexType name="FxAverageStrike">
<xsd:complexContent>
<xsd:extension base="FxAveragingProcess">
<xsd:sequence>
<xsd:element name="strikeAdjustment" type="xsd:decimal">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A layer an Adjustment on the top of the average of the fixings across the schedule.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
<xsd:attribute name="id" type="xsd:ID" use="optional"/>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<!--2015-01-29:FpML FX WG: added suport for AverageRate/Strike -->
<xsd:complexType name="FxAverageStrikeReference">
<xsd:annotation>
<xsd:documentation xml:lang="en">Reference to an average rate structure.</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="Reference">
<xsd:attribute ecore:reference="FxAverageStrike" name="href" type="xsd:IDREF" use="required"/>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="FxAveragingProcess">
<xsd:annotation>
<xsd:documentation xml:lang="en">Accrual calculation process.</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element maxOccurs="unbounded" minOccurs="1" name="observable" type="FxRateObservable"/>
<xsd:element name="fixingSchedule" type="FxFixingSchedule">
<xsd:annotation>
<xsd:documentation xml:lang="en">Describes a parametrc schedule of fixing dates.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="averagingMethod" type="FxAveragingMethodEnum"/>
<xsd:element minOccurs="0" name="precision" type="xsd:nonNegativeInteger">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies the rounding precision in terms of a number of decimal places. Note how a percentage rate rounding of 5 decimal places is expressed as a rounding precision of 7 in the FpML document since the percentage is expressed as a decimal, e.g. 9.876543% (or 0.09876543) being rounded to the nearest 5 decimal places is 9.87654% (or 0.0987654).
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:complexType>
<!--2015-02-02: Created a specific accrual type. it cannot reused "FxStrike"-->
<xsd:complexType name="FxForwardStrikePriceReference">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Reference to a strike structure in Accruals products.
</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="Reference">
<xsd:attribute ecore:reference="FxForwardStrikePrice" name="href" type="xsd:IDREF" use="required"/>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="FxCurrencyPayment">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type for defining the payment of an undefined amount of currency in an FX transaction.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:group ref="PayerReceiver.model"/>
<xsd:element name="currency" type="Currency">
<xsd:annotation>
<xsd:documentation xml:lang="en">The currency of the payment.</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="FxExpiryDate">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Defines the expiry/observation schedule of the accrual.
</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="FxAdjustedDateAndDateAdjustments">
<xsd:sequence>
<xsd:element minOccurs="0" name="expiryTime" type="BusinessCenterTime">
<xsd:annotation>
<xsd:documentation xml:lang="en">Time of expiration of each expiry date.</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="FxFixingSchedule">
<xsd:annotation>
<xsd:documentation xml:lang="en">Describes a parametric schedule of fixing dates.</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:group ref="ParametricSchedule.model">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A parametric description of a schedule of fixing dates.
</xsd:documentation>
</xsd:annotation>
</xsd:group>
<xsd:element minOccurs="0" name="numberOfFixings" type="xsd:nonNegativeInteger">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The number of fixing points in the fixing schedule.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:complexType>
<!--2015-02-02: added attribute id-->
<xsd:complexType name="FxForwardStrikePrice">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type that describes the rate of exchange at which the option has been struck.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element name="rate" type="PositiveDecimal">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The rate of exchange between the two currencies of the leg of a deal.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<!--2015-01-13:GFXD: Agreed to keep separately the option strike model from the forward strike model (for accrual forwards).
Remove quotedCurrencyPair component, use QuoteBasisEnum directly
-->
<xsd:element name="quoteBasis" type="QuoteBasisEnum">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The Quoted Currency Pair that is used accross the product.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
<xsd:attribute name="id" type="xsd:ID" use="optional"/>
</xsd:complexType>
<xsd:complexType name="FxRangeAccrual">
<xsd:annotation>
<xsd:documentation xml:lang="en">
An FX Range Accrual product. A strip of Digital Options product The product defines a list of fixing (or observation) dates. There are m total fixings. On the relevant Settlement Date, the Option Seller shall pay to the Option Buyer an amount, in the Settlement Currency, calculated according to the following formula: Accrual Currency and Notional Amount x (the total number of Accrual Days / Total Number of Calendar Days in the Accrual Period). Payout can be cash.
</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="Product">
<xsd:sequence>
<xsd:sequence>
<xsd:group ref="PayerReceiver.model"/>
<!--2015-2-05: FpML FX WG: agreed to remove "effectiveDate" of type "AdjustableOrRelativeDate" and "tenorPeriod" of type "Period". Rationale: it is not clear where you need this information. We could always add it back when we see the requirements.-->
<!--2015-2-05: FpML FX WG: agreed to replace "notionalAmount" type with "NonNegativeAmountSchedule" type to support Strips, contract with multiple notionals -->
<xsd:element name="notionalAmount" type="NonNegativeAmountSchedule">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Notional amount Schedule. The notional value of the product. This number divided by the total number of fixings in the fixing schedule is the amount that is accrued at each fixing if the accrual factor is one.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:annotation>
<xsd:documentation xml:lang="en">
Defines the expiry/observation date or schedule of the accrual product.
</xsd:documentation>
</xsd:annotation>
</xsd:group>
<xsd:annotation>
<xsd:documentation xml:lang="en">
Defines the settlement/payment date or schedule of the accrual product.
</xsd:documentation>
</xsd:annotation>
</xsd:group>
<xsd:element name="accrualProcess" type="FxAccrualProcess">
<xsd:annotation>
<xsd:documentation xml:lang="en">Describes accrual process within the product.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<!--2015-02-05:FpML FX WG: agreed to rename "accrualKnockoutBarrier" to "knockoutBarrier" -->
<xsd:element maxOccurs="unbounded" minOccurs="0" name="knockoutBarrier" type="FxAccrualKnockoutBarrier">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Defines a knockout barrier conditions where if a barrier event occurs, the accrual process is terminated for the duration of all remainin accrual periods. Settlement rights for the next settlement are either retained or extinguished.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element maxOccurs="unbounded" minOccurs="0" name="premium" type="FxOptionPremium">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Premium amount or premium installment amount for an option.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="FxRateObservable">
<xsd:sequence>
<xsd:element name="quotedCurrencyPair" type="QuotedCurrencyPair">
<xsd:annotation>
<xsd:documentation xml:lang="en">
FX rate to be observed. The Quoted Currency Pair that is used accross the product.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="fixingInformationSource" type="FxInformationSource">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Information source for fixing the exchange rate. It is the same for all fixing periods.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
<xsd:attribute name="id" type="xsd:ID"/>
</xsd:complexType>
<xsd:complexType name="FxRateObservableReference">
<xsd:annotation>
<xsd:documentation xml:lang="en">Reference to an "FxRateObservable" structure.</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="Reference">
<xsd:attribute ecore:reference="FxRateObservable" name="href" type="xsd:IDREF" use="required"/>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<!--
================
elements
================
-->
<xsd:element name="fxAccrualDigitalOption" substitutionGroup="product" type="FxAccrualDigitalOption">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type defining an accrual digital option FX transaction.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="fxAccrualForward" substitutionGroup="product" type="FxAccrualForward">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A structured forward product which consists of a strip of forwards. Each forward may be settled as an exchange of currencies or cash settled. At each settlement, the amount of gain that one party achieves is measured. The product has a target level of gain. Once the accumulated gain exceeds the target level, the product terminates and there are no further settlements.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="fxAccrualOption" substitutionGroup="product" type="FxAccrualOption">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A structured option product which consists of a strip of accrual options. Each Option may be settled as an exchange of currencies or cash settled. At each settlement, the amount of gain that one party achieves is measured. The product has a target level of gain. Once the accumulated gain exceeds the target level, the product terminates and there are no further settlements.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="fxRangeAccrual" substitutionGroup="product" type="FxRangeAccrual">
<xsd:annotation>
<xsd:documentation xml:lang="en">A type defining an range accrual FX transaction.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<!--
================
groups
================
-->
<!--2015-01-29:FpML FX WG: added FxAccrualConditionLevel.model to segregate from Target references that ae not applicable to Accruals -->
<xsd:annotation>
<xsd:documentation xml:lang="en">
Conditions can be expressed in different ways: as a specific level, as strike, pivot, or barrier.
</xsd:documentation>
</xsd:annotation>
<xsd:choice>
<xsd:sequence>
<xsd:element name="level" type="xsd:decimal">
<xsd:annotation>
<xsd:documentation xml:lang="en">Level expressed as a level.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="quoteBasis" type="QuoteBasisEnum">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The Quoted Currency Pair that is used accross the product.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
<xsd:annotation>
<xsd:documentation xml:lang="en">
Reference to a strike defined within the FX product.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:annotation>
<xsd:documentation xml:lang="en">
Reference to an average rate defined within the FX accrual option and forward products.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:choice>
</xsd:group>
<xsd:sequence>
<xsd:element name="condition" type="ConditionEnum">
<xsd:annotation>
<xsd:documentation xml:lang="en">
"Specifies whether the trigger direction is "AtOrAbove", "AtOrBelow", "Above" or "Below"; that is, that a barrier event occurs if the spot rate is at or above,, at or below, strictly above or strictly below the trigger level during the period of observation.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<!--2015-01-08: FpML FX WG: add choice of [triggerRate+optional informationSource] / observableReference-->
<xsd:choice>
<xsd:sequence>
<xsd:element name="observableReference" type="FxRateObservableReference"/>
<!--2015-02-02: Added triggerRate, as it applies to both cases -->
<xsd:element name="triggerRate" type="Schedule">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The market rate is observed relative to the trigger rate, and if it is found to be on the predefined side of (above or below) the trigger rate, a barrier event is deemed to have occurred.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
<xsd:sequence>
<!--2015-01-06:GFXD: Added for Accruals (TBD with FpML FX WG)-->
<xsd:element minOccurs="0" name="quotedCurrencyPair" type="QuotedCurrencyPair">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Defines the two currencies for an FX trade and the quotation relationship between the two currencies.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="triggerRate" type="Schedule">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The market rate is observed relative to the trigger rate, and if it is found to be on the predefined side of (above or below) the trigger rate, a barrier event is deemed to have occurred.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<!--2015-01-06:GFXD: Added for Accruals (TBD with FpML FX WG)-->
<xsd:element maxOccurs="unbounded" minOccurs="0" name="informationSource" type="InformationSource">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The information source where a published or displayed market rate will be obtained, e.g. Telerate Page 3750.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:choice>
<xsd:sequence minOccurs="0">
<xsd:element name="observationStartDate" type="xsd:date">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The date on which the observation period for an american barrier starts. If the start date is not present, then the date and time of the start of the period is deemed to be the date and time the transaction was entered into.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="observationStartTime" type="BusinessCenterTime">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The time on the start date at which the observation period for an american barrier starts. If the time is not present and the start date is equivalent to the transaction date, the time is deemed to be the time the transaction was entered into. If the time is not present and the start date is other than the transaction date, then the time is deemed to be the same as the expiration time.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
<xsd:sequence minOccurs="0">
<xsd:element name="observationEndDate" type="xsd:date">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The date on which the observation period for an american barrier ends. If the end date is not present, then the date and time of the end of the period is deemed to be the date and time of expiration.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="observationEndTime" type="BusinessCenterTime">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The time on the end date at which the observation period for an american barrier ends. If the time is not present, then the time is deemed to be the same as the expiration time.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:sequence>
</xsd:group>
<!--2015-01-29:FpML FX WG: added FxAccrualRegionBound.model to segregate from Target references that ae not applicable to Accruals -->
<xsd:group name="FxAccrualRegionBound.model">
<xsd:choice>
<xsd:element name="upperBound" type="FxAccrualRegionUpperBound">
<xsd:annotation>
<xsd:documentation xml:lang="en">Defines the upper bound of a payoff region.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:sequence>
<xsd:element name="lowerBound" type="FxAccrualRegionLowerBound">
<xsd:annotation>
<xsd:documentation xml:lang="en">Defines the lower bound of a payoff region.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="upperBound" type="FxAccrualRegionUpperBound">
<xsd:annotation>
<xsd:documentation xml:lang="en">Defines the upper bound of a payoff region.</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:choice>
</xsd:group>
<xsd:group name="FxExpiryDateOrSchedule.model">
<xsd:choice>
<xsd:element name="expiryDate" type="FxExpiryDate">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Defines the expiry of a single period accrual forward FX transaction.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="expirySchedule" type="FxExpirySchedule">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The parameters for defining a schedule of expiry periods for a accrual forward FX transaction.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:choice>
</xsd:group>
<xsd:choice>
<xsd:element name="settlementDate" type="FxAdjustedDateAndDateAdjustments">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The date on which settlement takes place for a settlement period.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="settlementSchedule" type="FxSettlementSchedule">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The parameters for defining a schedule of settlement periods for a accrual forward FX transaction.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:choice>
</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.