XML Schema "fpml-fx-complex-5-8.xsd"
Target Namespace:
http://www.fpml.org/FpML-5/confirmation
Version:
$Revision: 11478 $
Defined Components:
elements (1 global + 89 local), complexTypes (33), element groups (7)
Default Namespace-Qualified Form:
Local Elements: qualified; Local Attributes: unqualified
Schema Location:
D:\Tradeheader\trunk\xml\confirmation\fpml-fx-complex-5-8.xsd; see XML source
Includes Schemas (1):
fpml-fx-5-8.xsd [src]
Included in Schemas (2):
fpml-fx-accruals-5-8.xsd [src], fpml-main-5-8.xsd [src]
All Element Summary
accumulationRegion
Type:
FxTargetAccumulationRegion
Content:
complex, 4 elements
Defined:
locally within FxTarget complexType; see XML source
additionalPayment (in fxTargetForward)
It supports the representation of premiums, fees, etc.
Type:
SimplePayment
Content:
complex, 1 attribute, 6 elements
Defined:
locally within FxTargetKnockoutForwardStrip complexType; see XML source
adjustedDate (defined in FxSchedule complexType)
List of schedule dates.
Type:
xsd:date
Content:
simple
Defined:
locally within FxSchedule complexType; see XML source
adjustedDate (defined in FxSchedule complexType)
List of schedule dates.
Type:
xsd:date
Content:
simple
Defined:
locally within FxSchedule complexType; see XML source
amount (in knockoutLevel)
Target level expressed as notional amount.
Type:
NonNegativeMoney
Content:
complex, 1 attribute, 2 elements
Defined:
locally within FxKnockoutLevel complexType; see XML source
barrierReference
Reference to a perExpiryBarrier component to indicate theat the bound of the region is defined by the barrier component.
Type:
FxBarrierReference
Content:
empty, 1 attribute
Defined:
locally within FxConditionLevel.model group; see XML source
barrierType (in perExpiryBarrier)
It defines whether it is Knockin or Knockout barrier.
Type:
FxBarrierTypeEnum
Content:
simple
Defined:
locally within FxPerExpiryBarrier complexType; see XML source
cashSettlement (defined in FxVanillaPayoffRegion complexType)
Cash settlement currency.
Type:
FxCashSettlementSimple
Content:
complex, 4 elements
Defined:
locally within FxVanillaPayoffRegion complexType; see XML source
condition (defined in FxBarrier.model group)
Defines the condition when the barrier applies: AtOrAbove, AtOrBelow, Above, Below.
Type:
ConditionEnum
Content:
simple
Defined:
locally within FxBarrier.model group; see XML source
condition (defined in FxPayoffCap complexType)
Condition in which Cap or Floor applies.
Type:
ConditionEnum
Content:
simple
Defined:
locally within FxPayoffCap complexType; see XML source
condition (defined in FxRegionLowerBound complexType)
AtOrAbove, Above.
Type:
FxRegionLowerBoundDirectionEnum
Content:
simple
Defined:
locally within FxRegionLowerBound complexType; see XML source
condition (defined in FxRegionUpperBound complexType)
AtOrBelow, Below.
Type:
FxRegionUpperBoundDirectionEnum
Content:
simple
Defined:
locally within FxRegionUpperBound complexType; see XML source
condition (in payoffLeverage defined in FxVanillaPayoffRegion complexType)
Condition in which leverage applies.
Type:
ConditionEnum
Content:
simple
Defined:
locally within FxLeverage complexType; see XML source
conditionalFixings
Number of fixings that are in the money.
Type:
xsd:integer
Content:
simple
Defined:
locally within FxKnockoutCount complexType; see XML source
convention
The FX Offset Convention can be FxSpot or FxForward.
Type:
FxOffsetConventionEnum
Content:
simple
Defined:
locally within FxDateOffset complexType; see XML source
counterCurrencyAmount (in fxTargetForward)
The opposite currency amount of the Target.
Type:
FxCounterCurrencyAmount
Content:
complex, 1 attribute, 4 elements
Defined:
locally within FxTargetKnockoutForwardStrip complexType; see XML source
counterCurrencyAmount (in payoffLeverage defined in FxVanillaPayoffRegion complexType)
The opposite currency amount of the Target.
Type:
FxCounterCurrencyAmount
Content:
complex, 1 attribute, 4 elements
Defined:
locally within FxLeverage complexType; see XML source
currency (defined in ExchangedCurrency complexType)
Type:
Currency
Content:
simple, 1 attribute
Defined:
locally within ExchangedCurrency complexType; see XML source
dateAdjustments (defined in FxSchedule complexType)
Date adjustments applied to the adjusted dates including the business day convention and the business centers.
Type:
BusinessDayAdjustments
Content:
complex, 1 attribute, 3 elements
Defined:
locally within FxSchedule complexType; see XML source
dateAdjustments (defined in ParametricSchedule.model group)
Date adjustments applied to the schedule including the business day convention and the business centers.
Type:
BusinessDayAdjustments
Content:
complex, 1 attribute, 3 elements
Defined:
locally within ParametricSchedule.model group; see XML source
dateOffset (defined in FxSchedule complexType)
The representation of the schedule as an offset relative to another schedule.
Type:
FxDateOffset
Content:
complex, 3 elements
Defined:
locally within FxSchedule complexType; see XML source
digitalPayoffRegion
It defines a region in which a digital payment occurs.
Type:
FxDigitalPayoffRegion
Content:
complex, 9 elements
Defined:
locally within FxTargetKnockoutForwardStrip complexType; see XML source
endDate (defined in ParametricSchedule.model group)
End of the schedule.
Type:
xsd:date
Content:
simple
Defined:
locally within ParametricSchedule.model group; see XML source
exchangedCurrency1 (defined in FxExchangedCurrency.model group)
Indicates the first direction of who pays and receives a specific currency without specifying the amount.
Type:
ExchangedCurrency
Content:
complex, 5 elements
Defined:
locally within FxExchangedCurrency.model group; see XML source
exchangedCurrency2 (defined in FxExchangedCurrency.model group)
Indicates the second direction of who pays and receives a specific currency without specifying the amount.
Type:
ExchangedCurrency
Content:
complex, 5 elements
Defined:
locally within FxExchangedCurrency.model group; see XML source
expirySchedule (in fxTargetForward)
Defines the expiry/observation schedule of the target product.
Type:
FxExpirySchedule
Content:
complex, 1 attribute, 11 elements
Defined:
locally within FxTargetKnockoutForwardStrip complexType; see XML source
expiryTime (defined in FxExpirySchedule complexType)
Time of expiration of each expiry date.
Type:
BusinessCenterTime
Content:
complex, 2 elements
Defined:
locally within FxExpirySchedule complexType; see XML source
finalExpiryDate (defined in FxExpirySchedule complexType)
The final expiry date facilitates informing the final date without having to process all expiry dates in the schedule.
Type:
xsd:date
Content:
simple
Defined:
locally within FxExpirySchedule complexType; see XML source
finalSettlementDate (defined in FxSettlementSchedule complexType)
The final settlement date facilitates informing the final date without having to process all settlement dates in the schedule.
Type:
xsd:date
Content:
simple
Defined:
locally within FxSettlementSchedule complexType; see XML source
fixingAdjustment
The fixing adjustment expresses the bonus.
Type:
xsd:decimal
Content:
simple
Defined:
locally within FxDigitalPayoffRegion complexType; see XML source
fixingInformationSource (in fxTargetForward)
Information source for fixing the exchange rate.
Type:
FxInformationSource
Content:
complex, 4 elements
Defined:
locally within FxTargetKnockoutForwardStrip complexType; see XML source
fxTargetForward
A structured forward product which consists of a strip of forwards.
Type:
FxTargetKnockoutForwardStrip
Content:
complex, 1 attribute, 21 elements
Subst.Gr:
may substitute for element product
Defined:
globally; see XML source
Used:
never
intrinsicValue
Target level expressed as intrinsic value.
Type:
xsd:decimal
Content:
simple
Defined:
locally within FxKnockoutLevel complexType; see XML source
knockoutBarrier (in fxTargetForward)
A TARF with a full knock out feature i.e. it applies to the trade as a whole; If spot settles Above/below the Barrier, the product terminates.
Type:
FxGlobalKnockout
Content:
complex, 1 attribute, 8 elements
Defined:
locally within FxTargetKnockoutForwardStrip complexType; see XML source
knockoutCount
Type:
FxKnockoutCount
Content:
complex, 2 elements
Defined:
locally within FxTarget complexType; see XML source
knockoutLevel
Type:
FxKnockoutLevel
Content:
complex, 4 elements
Defined:
locally within FxTarget complexType; see XML source
level (defined in FxConditionLevel.model group)
Level expressed as a level with optional steps different from strike, pivot, or barrier.
Type:
FxLevel
Content:
complex, 1 attribute, 2 elements
Defined:
locally within FxConditionLevel.model group; see XML source
levelReference
Reference to a level defined within the FX product.
Type:
FxLevelReference
Content:
empty, 1 attribute
Defined:
locally within FxConditionLevel.model group; see XML source
lowerBound (defined in FlexibleFxRegionBound.model group)
Defines the lower bound of a payoff region.
Type:
FxRegionLowerBound
Content:
complex, 6 elements
Defined:
locally within FlexibleFxRegionBound.model group; see XML source
lowerBound (defined in FxRegionBound.model group)
Defines the lower bound of a payoff region.
Type:
FxRegionLowerBound
Content:
complex, 6 elements
Defined:
locally within FxRegionBound.model group; see XML source
multiplier (in accumulationRegion)
This is the factor that increases gain, not notional.
Type:
xsd:decimal
Content:
simple
Defined:
locally within FxTargetAccumulationRegion complexType; see XML source
notionalAmount (in fxTargetForward)
Notional amount of the Target.
Type:
NonNegativeAmountSchedule
Content:
complex, 1 attribute, 3 elements
Defined:
locally within FxTargetKnockoutForwardStrip complexType; see XML source
notionalAmount (in payoffLeverage defined in FxVanillaPayoffRegion complexType)
Leveraged notional expressed as amount with optional steps.
Type:
NonNegativeAmountSchedule
Content:
complex, 1 attribute, 3 elements
Defined:
locally within FxLeverage complexType; see XML source
observationDayType
Type:
DayTypeEnum
Content:
simple
Defined:
locally within ParametricSchedule.model group; see XML source
observationEndDate (defined in FxBarrier.model group)
The date on which the observation period for an american barrier ends.
Type:
xsd:date
Content:
simple
Defined:
locally within FxBarrier.model group; see XML source
observationEndTime (defined in FxBarrier.model group)
The time on the end date at which the observation period for an american barrier ends.
Type:
BusinessCenterTime
Content:
complex, 2 elements
Defined:
locally within FxBarrier.model group; see XML source
observationFrequency
It defines the frequency at which calculation period end dates occur within the period schedule and thier roll date convention.
Type:
ObservationFrequency
Content:
complex, 1 attribute, 3 elements
Defined:
locally within ParametricSchedule.model group; see XML source
observationStartDate (defined in FxBarrier.model group)
The date on which the observation period for an american barrier starts.
Type:
xsd:date
Content:
simple
Defined:
locally within FxBarrier.model group; see XML source
observationStartTime (defined in FxBarrier.model group)
The time on the start date at which the observation period for an american barrier starts.
Type:
BusinessCenterTime
Content:
complex, 2 elements
Defined:
locally within FxBarrier.model group; see XML source
offset (in dateOffset defined in FxSchedule complexType)
The settlement offset to the expiry schedule or the expiry offset to the settlement schedule.
Type:
Period
Content:
complex, 1 attribute, 2 elements
Defined:
locally within FxDateOffset complexType; see XML source
outstandingGain
Rebate expressed as amount of outstanding gain.
Type:
FxOutstandingGain
Content:
complex, 2 elements
Defined:
locally within FxTargetRebate complexType; see XML source
payment (in rebate)
Rebate amount expressed as a payment between the two parties.
Type:
SimplePayment
Content:
complex, 1 attribute, 6 elements
Defined:
locally within FxTargetRebate complexType; see XML source
payoff
Digital amount.
Type:
NonNegativeMoney
Content:
complex, 1 attribute, 2 elements
Defined:
locally within FxDigitalPayoffRegion complexType; see XML source
payoffCap (defined in FxVanillaPayoffRegion complexType)
The amount of gain on the client upside or firm upside is limited.
Type:
FxPayoffCap
Content:
complex, 3 elements
Defined:
locally within FxVanillaPayoffRegion complexType; see XML source
payoffLeverage (defined in FxVanillaPayoffRegion complexType)
Notional leverage.
Type:
FxLeverage
Content:
complex, 1 attribute, 9 elements
Defined:
locally within FxVanillaPayoffRegion complexType; see XML source
perExpiryBarrier
TARF with a European KI Barrier.
Type:
FxPerExpiryBarrier
Content:
complex, 1 attribute, 8 elements
Defined:
locally within FxTargetKnockoutForwardStrip complexType; see XML source
physicalSettlement (in digitalPayoffRegion)
Type:
FxPhysicalSettlement
Content:
complex, 5 elements
Defined:
locally within FxDigitalPayoffRegion complexType; see XML source
physicalSettlement (in zeroPayoffRegion)
Type:
FxPhysicalSettlement
Content:
complex, 5 elements
Defined:
locally within FxZeroPayoffRegion complexType; see XML source
pivot
The boundary where the contract flips from being long and short is the pivot point.
Type:
FxPivot
Content:
complex, 1 attribute, 2 elements
Defined:
locally within FxTargetKnockoutForwardStrip complexType; see XML source
pivotReference
Reference to the pivot defined within the FX product.
Type:
FxPivotReference
Content:
empty, 1 attribute
Defined:
locally within FxConditionLevel.model group; see XML source
quotedCurrencyPair (in fxTargetForward)
The Quoted Currency Pair that is used accross the product.
Type:
QuotedCurrencyPair
Content:
complex, 3 elements
Defined:
locally within FxTargetKnockoutForwardStrip complexType; see XML source
rate (defined in FxPayoffCap complexType)
Cap/Floor rate.
Type:
Schedule
Content:
complex, 1 attribute, 2 elements
Defined:
locally within FxPayoffCap complexType; see XML source
ratio (in payoffLeverage defined in FxVanillaPayoffRegion complexType)
Leverage rate with optional steps.
Type:
Schedule
Content:
complex, 1 attribute, 2 elements
Defined:
locally within FxLeverage complexType; see XML source
rebate
A rebate may be applied to the target once it is knocked out.
Type:
FxTargetRebate
Content:
complex, 2 elements
Defined:
locally within FxGlobalKnockout complexType; see XML source
relativeTo
Indicates whether the settlement schedule is relative to the expiry schedule or the expiry schedule is relative to the settlement schedule.
Type:
FxScheduleReference
Content:
empty, 1 attribute
Defined:
locally within FxDateOffset complexType; see XML source
settlementAdjustmentStyle (defined in FxPayoffCap complexType)
The Settlement Adjustment Style can be VariedStrike or VariedNotional.
Type:
FxTargetSettlementAdjustmentMethodEnum
Content:
simple
Defined:
locally within FxPayoffCap complexType; see XML source
settlementAdjustmentStyle (defined in FxPhysicalSettlement complexType)
The Settlement Adjustment Style can be VariedStrike or VariedNotional.
Type:
FxTargetSettlementAdjustmentMethodEnum
Content:
simple
Defined:
locally within FxPhysicalSettlement complexType; see XML source
settlementAdjustmentStyle (in knockoutLevel)
If Target Style is Exact, then Settlement Style should be present.
Type:
FxTargetSettlementAdjustmentMethodEnum
Content:
simple
Defined:
locally within FxKnockoutLevel complexType; see XML source
settlementAdjustmentStyle (in outstandingGain)
The Settlement Adjustment Style can be VariedStrike or VariedNotional.
Type:
FxTargetSettlementAdjustmentMethodEnum
Content:
simple
Defined:
locally within FxOutstandingGain complexType; see XML source
settlementAtKnockout
Whether there is settlement at knockout.
Type:
xsd:boolean
Content:
simple
Defined:
locally within FxKnockoutCount complexType; see XML source
settlementSchedule (in fxTargetForward)
Defines the settlement/payment schedule of the target product.
Type:
FxSettlementSchedule
Content:
complex, 1 attribute, 10 elements
Defined:
locally within FxTargetKnockoutForwardStrip complexType; see XML source
spotRate (in fxTargetForward)
Spot rate
Type:
NonNegativeDecimal
Content:
simple
Defined:
locally within FxTargetKnockoutForwardStrip complexType; see XML source
startDate (defined in ParametricSchedule.model group)
Start of the schedule.
Type:
xsd:date
Content:
simple
Defined:
locally within ParametricSchedule.model group; see XML source
strike (defined in FxVanillaPayoffRegion complexType)
Strike price of the Target.
Type:
FxStrike
Content:
complex, 1 attribute, 2 elements
Defined:
locally within FxVanillaPayoffRegion complexType; see XML source
strike (defined in StrikeOrStrikeReference.model group)
Strike price of the Target.
Type:
FxStrike
Content:
complex, 1 attribute, 2 elements
Defined:
locally within StrikeOrStrikeReference.model group; see XML source
strikeReference (defined in FxConditionLevel.model group)
Reference to a strike defined within the FX product.
Type:
FxStrikeReference
Content:
empty, 1 attribute
Defined:
locally within FxConditionLevel.model group; see XML source
strikeReference (defined in FxCounterCurrencyAmount complexType)
In case of multiple counter currency notionals, a strike reference to the appropriate strike may be provided.
Type:
FxStrikeReference
Content:
empty, 1 attribute
Defined:
locally within FxCounterCurrencyAmount complexType; see XML source
strikeReference (defined in StrikeOrStrikeReference.model group)
Reference to an existing strike structure within the FX product.
Type:
FxStrikeReference
Content:
empty, 1 attribute
Defined:
locally within StrikeOrStrikeReference.model group; see XML source
style (in knockoutBarrier in fxTargetForward)
Whether it is an European or American knock out.
Type:
FxBarrierStyleEnum
Content:
simple
Defined:
locally within FxGlobalKnockout complexType; see XML source
style (in perExpiryBarrier)
Whether it is an European or American knock out.
Type:
FxBarrierStyleEnum
Content:
simple
Defined:
locally within FxPerExpiryBarrier complexType; see XML source
target
It defines the target level of gain.
Type:
FxTarget
Content:
complex, 1 attribute, 3 elements
Defined:
locally within FxTargetKnockoutForwardStrip complexType; see XML source
targetReference
Reference to a target structure within the product.
Type:
FxTargetReference
Content:
empty, 1 attribute
Defined:
locally within FxOutstandingGain complexType; see XML source
targetStyle
Target style when it settles, whether it is Inclusive, Exclusive, or Exact.
Type:
FxTargetStyleEnum
Content:
simple
Defined:
locally within FxKnockoutLevel complexType; see XML source
triggerRate (defined in FxBarrier.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:
Schedule
Content:
complex, 1 attribute, 2 elements
Defined:
locally within FxBarrier.model group; see XML source
upperBound (defined in FlexibleFxRegionBound.model group)
Defines the upper bound of a payoff region.
Type:
FxRegionUpperBound
Content:
complex, 6 elements
Defined:
locally within FlexibleFxRegionBound.model group; see XML source
upperBound (defined in FxRegionBound.model group)
Defines the upper bound of a payoff region.
Type:
FxRegionUpperBound
Content:
complex, 6 elements
Defined:
locally within FxRegionBound.model group; see XML source
upperBound (defined in FxRegionBound.model group)
Defines the upper bound of a payoff region.
Type:
FxRegionUpperBound
Content:
complex, 6 elements
Defined:
locally within FxRegionBound.model group; see XML source
vanillaPayoffRegion (in fxTargetForward)
A region in which a vanilla payoff occurs.
Type:
FxVanillaPayoffRegion
Content:
complex, 8 elements
Defined:
locally within FxTargetKnockoutForwardStrip complexType; see XML source
vanillaPayoffRegion (in fxTargetForward)
A region in which a vanilla payoff occurs.
Type:
FxVanillaPayoffRegion
Content:
complex, 8 elements
Defined:
locally within FxTargetKnockoutForwardStrip complexType; see XML source
zeroPayoffRegion
It defines zero settlement region.
Type:
FxZeroPayoffRegion
Content:
complex, 4 elements
Defined:
locally within FxTargetKnockoutForwardStrip complexType; see XML source
Complex Type Summary
ExchangedCurrency
Indicates the direction who pays and receives a specific currency without specifying the amount.
Content:
complex, 5 elements
Defined:
globally; see XML source
Includes:
definition of 1 element
Used:
at 2 locations
FxBarrier
Global Knockout and Per Expiry Barriers are derived from the abstract FxBarrier.
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 3 locations
FxBarrierReference
Reference to a barrier structure.
Content:
empty, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
at 1 location
FxCounterCurrencyAmount
Content:
complex, 1 attribute, 4 elements
Defined:
globally; see XML source
Includes:
definition of 1 element
Used:
at 6 locations
FxDateOffset
The representation of the schedule as an offset relative to another schedule.
Content:
complex, 3 elements
Defined:
globally; see XML source
Includes:
definitions of 3 elements
Used:
at 1 location
FxDigitalPayoffRegion
Content:
complex, 9 elements
Defined:
globally; see XML source
Includes:
definitions of 3 elements
Used:
at 1 location
FxExpirySchedule
Defines the expiry/observation schedule of the target.
Content:
complex, 1 attribute, 11 elements
Defined:
globally; see XML source
Includes:
definitions of 2 elements
Used:
at 2 locations
FxGlobalKnockout
Content:
complex, 1 attribute, 8 elements
Defined:
globally; see XML source
Includes:
definitions of 2 elements
Used:
at 1 location
FxKnockoutCount
Content:
complex, 2 elements
Defined:
globally; see XML source
Includes:
definitions of 2 elements
Used:
at 1 location
FxKnockoutLevel
Defines the Target level of gain.
Content:
complex, 4 elements
Defined:
globally; see XML source
Includes:
definitions of 4 elements
Used:
at 1 location
FxLevel
Level is expressed as Schedule, with an initial value and optional steps.
Content:
complex, 1 attribute, 2 elements
Defined:
globally; see XML source
Used:
at 1 location
FxLevelReference
Reference to a level structure.
Content:
empty, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
at 1 location
FxLeverage
Content:
complex, 1 attribute, 9 elements
Defined:
globally; see XML source
Includes:
definitions of 1 attribute, 4 elements
Used:
at 1 location
FxOutstandingGain
Content:
complex, 2 elements
Defined:
globally; see XML source
Includes:
definitions of 2 elements
Used:
at 1 location
FxPayoffCap
The amount of gain on the client upside or firm upside is limited.
Content:
complex, 3 elements
Defined:
globally; see XML source
Includes:
definitions of 3 elements
Used:
at 2 locations
FxPerExpiryBarrier
Each settlement has a KI or KO barrier on the client side or the firm side.
Content:
complex, 1 attribute, 8 elements
Defined:
globally; see XML source
Includes:
definitions of 2 elements
Used:
at 1 location
FxPhysicalSettlement
Content:
complex, 5 elements
Defined:
globally; see XML source
Includes:
definition of 1 element
Used:
at 2 locations
FxPivot
Pivot is expressed as Schedule, with an initial value and optional steps.
Content:
complex, 1 attribute, 2 elements
Defined:
globally; see XML source
Used:
at 1 location
FxPivotReference
Reference to a pivot structure.
Content:
empty, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
at 1 location
FxRegionLowerBound
Content:
complex, 6 elements
Defined:
globally; see XML source
Includes:
definition of 1 element
Used:
at 2 locations
FxRegionUpperBound
Content:
complex, 6 elements
Defined:
globally; see XML source
Includes:
definition of 1 element
Used:
at 3 locations
FxSchedule
The FxSchedule may be expressed as explicit adjusted dates, or a parametric representation plus optional adjusted dates, or as an offset plus optional adusted dates.
Content:
complex, 1 attribute, 9 elements
Defined:
globally; see XML source
Includes:
definitions of 1 attribute, 4 elements
Used:
at 2 locations
FxScheduleReference
Reference to a FX Schedule structure.
Content:
empty, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
at 1 location
FxSettlementSchedule
Content:
complex, 1 attribute, 10 elements
Defined:
globally; see XML source
Includes:
definition of 1 element
Used:
at 2 locations
FxStrike
Strike is expressed as Schedule, with an initial value and optional steps.
Content:
complex, 1 attribute, 2 elements
Defined:
globally; see XML source
Used:
at 2 locations
FxStrikeReference
Reference to a strike structure.
Content:
empty, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
at 3 locations
FxTarget
Content:
complex, 1 attribute, 3 elements
Defined:
globally; see XML source
Includes:
definitions of 1 attribute, 3 elements
Used:
at 1 location
FxTargetAccumulationRegion
Content:
complex, 4 elements
Defined:
globally; see XML source
Includes:
definition of 1 element
Used:
at 1 location
FxTargetKnockoutForwardStrip
A structured forward product which consists of a strip of forwards.
Content:
complex, 1 attribute, 21 elements
Defined:
globally; see XML source
Includes:
definitions of 16 elements
Used:
at 1 location
FxTargetRebate
A rebate can be expressed as a payment amount or as amount of outstanding gain.
Content:
complex, 2 elements
Defined:
globally; see XML source
Includes:
definitions of 2 elements
Used:
at 1 location
FxTargetReference
Reference to a target structure.
Content:
empty, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
at 1 location
FxVanillaPayoffRegion
A region in which a vanilla payoff occurs.
Content:
complex, 8 elements
Defined:
globally; see XML source
Includes:
definitions of 4 elements
Used:
at 2 locations
FxZeroPayoffRegion
Region to explicitly specify a zero payoff region.
Content:
complex, 4 elements
Defined:
globally; see XML source
Includes:
definition of 1 element
Used:
at 1 location
Element Group Summary
FlexibleFxRegionBound.model
Content:
2 elements
Defined:
globally; see XML source
Includes:
definitions of 2 elements
Used:
at 2 locations
FxBarrier.model
Content:
6 elements
Defined:
globally; see XML source
Includes:
definitions of 6 elements
Used:
at 2 locations
FxConditionLevel.model
Conditions can be expressed in different ways: as a specific level, as strike, pivot, or barrier.
Content:
5 elements
Defined:
globally; see XML source
Includes:
definitions of 5 elements
Used:
at 3 locations
FxExchangedCurrency.model
Content:
2 elements
Defined:
globally; see XML source
Includes:
definitions of 2 elements
Used:
at 3 locations
FxRegionBound.model
Content:
3 elements
Defined:
globally; see XML source
Includes:
definitions of 3 elements
Used:
at 2 locations
ParametricSchedule.model
The schedule defined by the set of parameters to be able to calculate the schedule of adjusted date.
Content:
5 elements
Defined:
globally; see XML source
Includes:
definitions of 5 elements
Used:
at 2 locations
StrikeOrStrikeReference.model
Content:
2 elements
Defined:
globally; see XML source
Includes:
definitions of 2 elements
Used:
at 1 location
XML Source
<?xml version="1.0" encoding="utf-8"?>
<!--
== Copyright (c) 2002- 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-5-8.xsd"/>
<!--
================
complexTypes
================
-->
<xsd:complexType name="FxTargetAccumulationRegion">
<xsd:sequence>
<xsd:group ref="FxRegionBound.model">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Defines the lower/upper bound in which the target accumulation applies.
</xsd:documentation>
</xsd:annotation>
</xsd:group>
<xsd:element minOccurs="0" name="multiplier" type="xsd:decimal">
<xsd:annotation>
<xsd:documentation xml:lang="en">
This is the factor that increases gain, not notional. Used to support Accelerated TARFs.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="ExchangedCurrency">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Indicates the direction who pays and receives a specific currency without specifying the amount.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:group ref="PayerReceiver.model"/>
<xsd:element name="currency" type="Currency"/>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="FxSchedule">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The FxSchedule may be expressed as explicit adjusted dates, or a parametric representation plus optional adjusted dates, or as an offset plus optional adusted dates.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:choice>
<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.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element maxOccurs="unbounded" 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:choice>
<xsd:group ref="ParametricSchedule.model">
<xsd:annotation>
<xsd:documentation xml:lang="en">Parametric representation of the schedule.</xsd:documentation>
</xsd:annotation>
</xsd:group>
<xsd:element name="dateOffset" type="FxDateOffset">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The representation of the schedule as an offset relative to another schedule. For example, the settlement schedule may be relative to the expiry schedule by an FxForward offset.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:choice>
<xsd:element maxOccurs="unbounded" minOccurs="0" 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:choice>
</xsd:sequence>
<xsd:attribute name="id" type="xsd:ID"/>
</xsd:complexType>
<xsd:complexType name="FxExpirySchedule">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Defines the expiry/observation schedule of the target.
</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="FxSchedule">
<xsd:sequence>
<xsd:element minOccurs="0" name="finalExpiryDate" type="xsd:date">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The final expiry date facilitates informing the final date without having to process all expiry dates in the schedule.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<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="FxDateOffset">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The representation of the schedule as an offset relative to another schedule. For example, the settlement schedule may be relative to the expiry schedule by an FxForward offset.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element name="convention" type="FxOffsetConventionEnum">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The FX Offset Convention can be FxSpot or FxForward.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="offset" type="Period">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The settlement offset to the expiry schedule or the expiry offset to the settlement schedule. It is only specified when the settlement convention is FxForward.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="relativeTo" type="FxScheduleReference">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Indicates whether the settlement schedule is relative to the expiry schedule or the expiry schedule is relative to the settlement schedule.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="FxTargetKnockoutForwardStrip">
<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:complexContent>
<xsd:extension base="Product">
<xsd:sequence>
<xsd:sequence>
<xsd:element name="quotedCurrencyPair" type="QuotedCurrencyPair">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The Quoted Currency Pair that is used accross the product.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="notionalAmount" type="NonNegativeAmountSchedule">
<xsd:annotation>
<xsd:documentation xml:lang="en">Notional amount of the Target.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element maxOccurs="unbounded" minOccurs="0" name="counterCurrencyAmount" type="FxCounterCurrencyAmount">
<xsd:annotation>
<xsd:documentation xml:lang="en">The opposite currency amount of the Target.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="expirySchedule" type="FxExpirySchedule">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Defines the expiry/observation schedule of the target product.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="settlementSchedule" type="FxSettlementSchedule">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Defines the settlement/payment schedule of the target 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>
<!--2015-02-05: renamed from "initialSpotRate" to spotRate to align all FX products-->
<xsd:element minOccurs="0" name="spotRate" type="NonNegativeDecimal">
<xsd:annotation>
<xsd:documentation xml:lang="en">Spot rate</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:choice>
<xsd:sequence>
<xsd:element name="pivot" type="FxPivot">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The boundary where the contract flips from being long and short is the pivot point. So the pivot indicates the level in which there is a change in direction of the currencies exchanged by the parties.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element maxOccurs="unbounded" minOccurs="2" name="vanillaPayoffRegion" type="FxVanillaPayoffRegion">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A region in which a vanilla payoff occurs. In case of a Pivot Target, at least two vanilla payoff regions are provided, each one with a specific direction of the currencies exchanged by the parties.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
<xsd:sequence>
<xsd:element maxOccurs="unbounded" name="vanillaPayoffRegion" type="FxVanillaPayoffRegion">
<xsd:annotation>
<xsd:documentation xml:lang="en">A region in which a vanilla payoff occurs.</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:choice>
<xsd:element maxOccurs="unbounded" minOccurs="0" name="digitalPayoffRegion" type="FxDigitalPayoffRegion">
<xsd:annotation>
<xsd:documentation xml:lang="en">
It defines a region in which a digital payment occurs.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element maxOccurs="unbounded" minOccurs="0" name="zeroPayoffRegion" type="FxZeroPayoffRegion">
<xsd:annotation>
<xsd:documentation xml:lang="en">
It defines zero settlement region. There is no exchange of currencies. A zero payoff must not be represented using the digital payoff structure with zero amount.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="target" type="FxTarget">
<xsd:annotation>
<xsd:documentation xml:lang="en">
It defines the 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>
<!--2015-02-05:FpML FX WG: agreed to rename "globalKnockout" to "knockoutBarrier" -->
<xsd:element maxOccurs="unbounded" minOccurs="0" name="knockoutBarrier" type="FxGlobalKnockout">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A TARF with a full knock out feature i.e. it applies to the trade as a whole; If spot settles Above/below the Barrier, the product terminates. The Global Knockout barrier may be American (i.e. continuous) or European (i.e. applying only at the settlement fixing dates). There is a variation where a rebate is payable on the KO.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element maxOccurs="unbounded" minOccurs="0" name="perExpiryBarrier" type="FxPerExpiryBarrier">
<xsd:annotation>
<xsd:documentation xml:lang="en">
TARF with a European KI Barrier. Each settlement has a european KI barrier on the client side or the firm side.
</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:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="FxCounterCurrencyAmount">
<xsd:complexContent>
<xsd:extension base="NonNegativeAmountSchedule">
<xsd:sequence>
<xsd:element minOccurs="0" name="strikeReference" type="FxStrikeReference">
<xsd:annotation>
<xsd:documentation xml:lang="en">
In case of multiple counter currency notionals, a strike reference to the appropriate strike may be provided.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="FxSettlementSchedule">
<xsd:complexContent>
<xsd:extension base="FxSchedule">
<xsd:sequence>
<xsd:element minOccurs="0" name="finalSettlementDate" type="xsd:date">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The final settlement date facilitates informing the final date without having to process all settlement dates in the schedule.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType abstract="true" name="FxBarrier">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Global Knockout and Per Expiry Barriers are derived from the abstract FxBarrier.
</xsd:documentation>
</xsd:annotation>
<xsd:attribute name="id" type="xsd:ID" use="optional"/>
</xsd:complexType>
<xsd:complexType name="FxGlobalKnockout">
<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:group ref="FxBarrier.model"/>
<xsd:element minOccurs="0" name="rebate" type="FxTargetRebate">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A rebate may be applied to the target once it is knocked out.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="FxPerExpiryBarrier">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Each settlement has a KI or KO barrier on the client side or the firm side.
</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="FxBarrier">
<xsd:sequence>
<xsd:element name="barrierType" type="FxBarrierTypeEnum">
<xsd:annotation>
<xsd:documentation xml:lang="en">
It defines whether it is Knockin or Knockout barrier.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="style" type="FxBarrierStyleEnum">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Whether it is an European or American knock out. In case of a Knockin, the style is always European so it may not need to be specified.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:group ref="FxBarrier.model"/>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="FxLeverage">
<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:group ref="FxConditionLevel.model"/>
<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>
<!--2015-01-22: FpML FX WG: added "counterCurrencyAmount"-->
<xsd:sequence>
<xsd:element name="notionalAmount" type="NonNegativeAmountSchedule">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Leveraged notional expressed as amount with optional steps.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element maxOccurs="unbounded" minOccurs="0" name="counterCurrencyAmount" type="FxCounterCurrencyAmount">
<xsd:annotation>
<xsd:documentation xml:lang="en">The opposite currency amount of the Target.</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:choice>
</xsd:sequence>
<xsd:attribute name="id" type="xsd:ID"/>
</xsd:complexType>
<xsd:complexType name="FxRegionLowerBound">
<xsd:sequence>
<xsd:element name="condition" type="FxRegionLowerBoundDirectionEnum">
<xsd:annotation>
<xsd:documentation xml:lang="en">AtOrAbove, Above.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:group ref="FxConditionLevel.model"/>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="FxRegionUpperBound">
<xsd:sequence>
<xsd:element name="condition" type="FxRegionUpperBoundDirectionEnum">
<xsd:annotation>
<xsd:documentation xml:lang="en">AtOrBelow, Below.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:group ref="FxConditionLevel.model"/>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="FxTarget">
<xsd:sequence>
<xsd:element maxOccurs="unbounded" name="accumulationRegion" type="FxTargetAccumulationRegion"/>
<xsd:choice>
<xsd:element name="knockoutLevel" type="FxKnockoutLevel"/>
<xsd:element name="knockoutCount" type="FxKnockoutCount"/>
</xsd:choice>
</xsd:sequence>
<xsd:attribute name="id" type="xsd:ID" use="optional"/>
</xsd:complexType>
<xsd:complexType name="FxTargetRebate">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A rebate can be expressed as a payment amount or as amount of outstanding gain.
</xsd:documentation>
</xsd:annotation>
<xsd:choice>
<xsd:element name="payment" type="SimplePayment">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Rebate amount expressed as a payment between the two parties.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="outstandingGain" type="FxOutstandingGain">
<xsd:annotation>
<xsd:documentation xml:lang="en">Rebate expressed as amount of outstanding gain.</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:choice>
</xsd:complexType>
<xsd:complexType name="FxOutstandingGain">
<xsd:sequence>
<xsd:element name="targetReference" type="FxTargetReference">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Reference to a target structure within the product.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="settlementAdjustmentStyle" type="FxTargetSettlementAdjustmentMethodEnum">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The Settlement Adjustment Style can be VariedStrike or VariedNotional.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="FxKnockoutCount">
<xsd:sequence>
<xsd:element name="conditionalFixings" type="xsd:integer">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Number of fixings that are in the money. No accumulation process.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="settlementAtKnockout" type="xsd:boolean">
<xsd:annotation>
<xsd:documentation xml:lang="en">Whether there is settlement at knockout.</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="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:sequence>
<xsd:element name="condition" type="ConditionEnum">
<xsd:annotation>
<xsd:documentation xml:lang="en">Condition in which Cap or Floor applies.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="rate" type="Schedule">
<xsd:annotation>
<xsd:documentation xml:lang="en">Cap/Floor rate.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:annotation>
<xsd:documentation xml:lang="en">
The Settlement Adjustment Style can be VariedStrike or VariedNotional.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="FxDigitalPayoffRegion">
<xsd:sequence>
<xsd:group ref="PayerReceiver.model"/>
<xsd:choice>
<xsd:element name="payoff" type="NonNegativeMoney">
<xsd:annotation>
<xsd:documentation xml:lang="en">Digital amount.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="fixingAdjustment" type="xsd:decimal">
<xsd:annotation>
<xsd:documentation xml:lang="en">The fixing adjustment expresses the bonus.</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:choice>
<xsd:group ref="FlexibleFxRegionBound.model"/>
<xsd:element minOccurs="0" name="physicalSettlement" type="FxPhysicalSettlement"/>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="FxZeroPayoffRegion">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Region to explicitly specify a zero payoff region.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:group ref="FxRegionBound.model"/>
<xsd:element minOccurs="0" name="physicalSettlement" type="FxPhysicalSettlement"/>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="FxKnockoutLevel">
<xsd:annotation>
<xsd:documentation xml:lang="en">Defines the Target level of gain.</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:choice>
<xsd:element name="amount" type="NonNegativeMoney">
<xsd:annotation>
<xsd:documentation xml:lang="en">Target level expressed as notional amount.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="intrinsicValue" type="xsd:decimal">
<xsd:annotation>
<xsd:documentation xml:lang="en">Target level expressed as intrinsic value.</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:choice>
<xsd:element name="targetStyle" type="FxTargetStyleEnum">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Target style when it settles, whether it is Inclusive, Exclusive, or Exact.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="settlementAdjustmentStyle" type="FxTargetSettlementAdjustmentMethodEnum">
<xsd:annotation>
<xsd:documentation xml:lang="en">
If Target Style is Exact, then Settlement Style should be present.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:complexType>
<!--FpML FX WG: corrected an error - within "FxVanillaPayoffRegion", removed "fixingAdjustment" -->
<xsd:complexType name="FxVanillaPayoffRegion">
<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"/>
<xsd:element name="strike" type="FxStrike">
<xsd:annotation>
<xsd:documentation xml:lang="en">Strike price of the Target.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:group ref="FlexibleFxRegionBound.model"/>
<!--2015-02-02: Renamed to align with Accruals-->
<xsd:element minOccurs="0" name="payoffLeverage" type="FxLeverage">
<xsd:annotation>
<xsd:documentation xml:lang="en">Notional leverage.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<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="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="FxPhysicalSettlement">
<xsd:sequence>
<xsd:group ref="FxExchangedCurrency.model">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Indicates the direction of physical settlement exchanges.
</xsd:documentation>
</xsd:annotation>
</xsd:group>
<xsd:annotation>
<xsd:documentation xml:lang="en">
The Settlement Adjustment Style can be VariedStrike or VariedNotional.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:group minOccurs="0" ref="StrikeOrStrikeReference.model">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The strike should be specified if the Settlement Style is VariedNotional.
</xsd:documentation>
</xsd:annotation>
</xsd:group>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="FxPivot">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Pivot is expressed as Schedule, with an initial value and optional steps.
</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="Schedule"/>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="FxStrike">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Strike is expressed as Schedule, with an initial value and optional steps.
</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="Schedule"/>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="FxLevel">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Level is expressed as Schedule, with an initial value and optional steps.
</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="Schedule"/>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="FxBarrierReference">
<xsd:annotation>
<xsd:documentation xml:lang="en">Reference to a barrier structure.</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="Reference">
<xsd:attribute ecore:reference="FxBarrier" name="href" type="xsd:IDREF" use="required"/>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="FxLevelReference">
<xsd:annotation>
<xsd:documentation xml:lang="en">Reference to a level structure.</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="Reference">
<xsd:attribute ecore:reference="FxBarrier" name="href" type="xsd:IDREF" use="required"/>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="FxPivotReference">
<xsd:annotation>
<xsd:documentation xml:lang="en">Reference to a pivot structure.</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="Reference">
<xsd:attribute ecore:reference="FxPivot" name="href" type="xsd:IDREF" use="required"/>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="FxScheduleReference">
<xsd:annotation>
<xsd:documentation xml:lang="en">Reference to a FX Schedule structure.</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="Reference">
<xsd:attribute ecore:reference="FxTarget" name="href" type="xsd:IDREF" use="required"/>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="FxStrikeReference">
<xsd:annotation>
<xsd:documentation xml:lang="en">Reference to a strike structure.</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="Reference">
<xsd:attribute ecore:reference="FxStrike" name="href" type="xsd:IDREF" use="required"/>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="FxTargetReference">
<xsd:annotation>
<xsd:documentation xml:lang="en">Reference to a target structure.</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="Reference">
<xsd:attribute ecore:reference="FxTarget" name="href" type="xsd:IDREF" use="required"/>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<!--
================
elements
================
-->
<xsd:element name="fxTargetForward" substitutionGroup="product" type="FxTargetKnockoutForwardStrip">
<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>
<!--
================
groups
================
-->
<xsd:group name="FxBarrier.model">
<xsd:sequence>
<xsd:element name="condition" type="ConditionEnum">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Defines the condition when the barrier applies: AtOrAbove, AtOrBelow, Above, Below.
</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>
<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>
<xsd:group name="FxConditionLevel.model">
<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:element name="level" type="FxLevel">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Level expressed as a level with optional steps different from strike, pivot, or barrier.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="strikeReference" type="FxStrikeReference">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Reference to a strike defined within the FX product.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="pivotReference" type="FxPivotReference">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Reference to the pivot defined within the FX product.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="barrierReference" type="FxBarrierReference">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Reference to a perExpiryBarrier component to indicate theat the bound of the region is defined by the barrier component.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="levelReference" type="FxLevelReference">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Reference to a level defined within the FX product.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:choice>
</xsd:group>
<xsd:group name="FxExchangedCurrency.model">
<xsd:sequence>
<xsd:element name="exchangedCurrency1" type="ExchangedCurrency">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Indicates the first direction of who pays and receives a specific currency without specifying the amount.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="exchangedCurrency2" type="ExchangedCurrency">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Indicates the second direction of who pays and receives a specific currency without specifying the amount.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:group>
<xsd:group name="FxRegionBound.model">
<xsd:choice>
<xsd:element name="upperBound" type="FxRegionUpperBound">
<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="FxRegionLowerBound">
<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="FxRegionUpperBound">
<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="FlexibleFxRegionBound.model">
<xsd:sequence>
<xsd:element minOccurs="0" name="lowerBound" type="FxRegionLowerBound">
<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="FxRegionUpperBound">
<xsd:annotation>
<xsd:documentation xml:lang="en">Defines the upper bound of a payoff region.</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:group>
<xsd:group name="ParametricSchedule.model">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The schedule defined by the set of parameters to be able to calculate the schedule of adjusted date.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element name="startDate" type="xsd:date">
<xsd:annotation>
<xsd:documentation xml:lang="en">Start of the schedule.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="endDate" type="xsd:date">
<xsd:annotation>
<xsd:documentation xml:lang="en">End of the schedule.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="observationFrequency" type="ObservationFrequency">
<xsd:annotation>
<xsd:documentation xml:lang="en">
It defines the frequency at which calculation period end dates occur within the period schedule and thier roll date convention.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<!--2015-01-06: GFXD: agreed that for the parametric form of fixing schedule, the existing FpML mechanism to specify day type is sufficient.
FpML: DayTypeEnum:
- Business - typical situation
- Calendar - understood implicitly as a Friday carries over for Saturday and Sunday (Friday observation will be used 3 times)-->
<xsd:element minOccurs="0" name="observationDayType" type="DayTypeEnum"/>
<xsd:element name="dateAdjustments" type="BusinessDayAdjustments">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Date adjustments applied to the schedule including the business day convention and the business centers.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:group>
<xsd:choice>
<xsd:element name="strike" type="FxStrike">
<xsd:annotation>
<xsd:documentation xml:lang="en">Strike price of the Target.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="strikeReference" type="FxStrikeReference">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Reference to an existing strike structure within the FX product.
</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.