XML Schema "fpml-fx-5-9.xsd"
Target Namespace:
http://www.fpml.org/FpML-5/pretrade
Version:
$Revision: 12441 $
Defined Components:
elements (4 global + 99 local), complexTypes (24), element groups (3)
Default Namespace-Qualified Form:
Local Elements: qualified; Local Attributes: unqualified
Schema Location:
D:\Tradeheader\validation-trunk-toolkt-test2\xml\pretrade\fpml-fx-5-9.xsd; see XML source
Includes Schemas (1):
fpml-option-shared-5-9.xsd [src]
Included in Schemas (1):
fpml-main-5-9.xsd [src]
All Element Summary
americanExercise (in fxDigitalOption)
The parameters for defining the exercise period for an American style option.
Type:
FxDigitalAmericanExercise
Content:
complex, 1 attribute, 5 elements
Defined:
locally within FxDigitalOption complexType; see XML source
americanExercise (in fxOption)
The parameters for defining the exercise period for an American style option.
Type:
FxAmericanExercise
Content:
complex, 1 attribute, 6 elements
Defined:
locally within FxOption complexType; see XML source
asian
Type:
FxAsianFeature
Content:
complex, 8 elements
Defined:
locally within FxOptionFeatures complexType; see XML source
averageRateWeightingFactor
An optional factor that can be used for weighting certain observation dates.
Type:
xsd:decimal
Content:
simple
Defined:
locally within FxAverageRateObservation complexType; see XML source
barrier (in features)
Type:
FxBarrierFeature
Content:
complex, 10 elements
Defined:
locally within FxOptionFeatures complexType; see XML source
barrier (in features)
Type:
FxBarrierFeature
Content:
complex, 10 elements
Defined:
locally within FxOptionFeatures complexType; see XML source
barrierType
This specifies whether the option becomes effective ("knock-in") or is annulled ("knock-out") when the respective barrier event occurs.
Type:
FxBarrierTypeEnum
Content:
simple
Defined:
locally within FxBarrierFeature complexType; see XML source
calculationPeriodFrequency (in observationSchedule)
The frequency at which calculation period end dates occur with the regular part of the calculation period schedule and their roll date convention.
Type:
CalculationPeriodFrequency
Content:
complex, 1 attribute, 3 elements
Defined:
locally within FxAverageRateObservationSchedule complexType; see XML source
callCurrency
The currency which: - the option buyer will receive (buy) - the option writer will pay (sell)
Type:
Currency
Content:
simple, 1 attribute
Defined:
locally within PutCallCurrency.model group; see XML source
callCurrencyAmount
The currency amount that the option gives the right to buy.
Type:
NonNegativeMoney
Content:
complex, 1 attribute, 2 elements
Defined:
locally within FxOption complexType; see XML source
cashSettlement (in fxOption)
Specifies the currency and fixing details for cash settlement.
Type:
FxCashSettlement
Content:
complex, 6 elements
Defined:
locally within FxOption complexType; see XML source
commencementDate (defined in FxDigitalAmericanExercise complexType)
The earliest date on which the option can be exercised.
Type:
AdjustableOrRelativeDate
Content:
complex, 1 attribute, 2 elements
Defined:
locally within FxDigitalAmericanExercise complexType; see XML source
cutName (defined in FxDigitalAmericanExercise complexType)
A code by which the expiry time is known in the market.
Type:
CutName
Content:
simple, 1 attribute
Defined:
locally within FxDigitalAmericanExercise complexType; see XML source
cutName (defined in FxEuropeanExercise complexType)
A code by which the expiry time is known in the market.
Type:
CutName
Content:
simple, 1 attribute
Defined:
locally within FxEuropeanExercise complexType; see XML source
date (defined in FxBusinessCenterDateTime complexType)
Type:
xsd:date
Content:
simple
Defined:
locally within FxBusinessCenterDateTime complexType; see XML source
date (in rateObservation in asian)
A specific date for which an observation against a particular rate will be made and will be used for subsequent computations.
Type:
xsd:date
Content:
simple
Defined:
locally within FxAverageRateObservation complexType; see XML source
direction (defined in FxBarrierFeature complexType)
This specifies whether the barrier direction is "Up" or "Down"; that is, that a barrier event occurs if the spot rate is at or above the trigger rate, or at or below the trigger rate during the period of observation of an american barrier, or at the times of observation of a discrete or european barrier.
Type:
FxBarrierDirectionEnum
Content:
simple
Defined:
locally within FxBarrierFeature complexType; see XML source
direction (in touch)
This specifies whether the trigger direction is "AtOrAbove" or "AtOrBelow; that is, that a barrier event occurs if the spot rate is at or above the trigger rate, or at or below the trigger rate during the period of observation of an american trigger, or at the times of observation of a discrete trigger.
Type:
TriggerConditionEnum
Content:
simple
Defined:
locally within FxTouch complexType; see XML source
effectiveDate (in fxDigitalOption)
Effective date for a forward starting derivative.
Type:
AdjustableOrRelativeDate
Content:
complex, 1 attribute, 2 elements
Defined:
locally within FxDigitalOption complexType; see XML source
effectiveDate (in fxOption)
Effective date for a forward starting derivative.
Type:
AdjustableOrRelativeDate
Content:
complex, 1 attribute, 2 elements
Defined:
locally within FxOption complexType; see XML source
endDate
The end of the period over which observations are made to determine whether a trigger event has occurred.
Type:
xsd:date
Content:
simple
Defined:
locally within FxAverageRateObservationSchedule complexType; see XML source
europeanExercise (in fxDigitalOption)
The parameters for defining the exercise period for an European style option.
Type:
FxEuropeanExercise
Content:
complex, 1 attribute, 4 elements
Defined:
locally within FxDigitalOption complexType; see XML source
europeanExercise (in fxOption)
The parameters for defining the exercise period for an European style option.
Type:
FxEuropeanExercise
Content:
complex, 1 attribute, 4 elements
Defined:
locally within FxOption complexType; see XML source
exchangedCurrency1
This is the first of the two currency flows that define a single leg of a standard foreign exchange transaction.
Type:
Payment
Content:
complex, 1 attribute, 7 elements
Defined:
locally within FxCoreDetails.model group; see XML source
exchangedCurrency2
This is the second of the two currency flows that define a single leg of a standard foreign exchange transaction.
Type:
Payment
Content:
complex, 1 attribute, 7 elements
Defined:
locally within FxCoreDetails.model group; see XML source
exchangeRate
The rate of exchange between the two currencies.
Type:
ExchangeRate
Content:
complex, 2 elements
Defined:
locally within FxCoreDetails.model group; see XML source
exerciseProcedure (in fxDigitalOption)
A set of parameters defining procedures associated with the exercise.
Type:
ExerciseProcedure
Content:
complex, 5 elements
Defined:
locally within FxDigitalOption complexType; see XML source
exerciseProcedure (in fxOption)
A set of parameters defining procedures associated with the exercise.
Type:
ExerciseProcedure
Content:
complex, 5 elements
Defined:
locally within FxOption complexType; see XML source
expiryDate (defined in FxDigitalAmericanExercise complexType)
The latest date on which the option can be exercised.
Type:
xsd:date
Content:
simple
Defined:
locally within FxDigitalAmericanExercise complexType; see XML source
expiryDate (defined in FxEuropeanExercise complexType)
Represents a standard expiry date as defined for an FX OTC option.
Type:
xsd:date
Content:
simple
Defined:
locally within FxEuropeanExercise complexType; see XML source
expiryTime (defined in FxDigitalAmericanExercise complexType)
Time at which the option expires on the expiry date, at the specified business center.
Type:
BusinessCenterTime
Content:
complex, 2 elements
Defined:
locally within FxDigitalAmericanExercise complexType; see XML source
expiryTime (defined in FxEuropeanExercise complexType)
Time at which the option expires on the expiry date, at the specified business center.
Type:
BusinessCenterTime
Content:
complex, 2 elements
Defined:
locally within FxEuropeanExercise complexType; see XML source
farLeg
The FX transaction with the latest value date.
Type:
FxSwapLeg
Content:
complex, 1 attribute, 6 elements
Defined:
locally within FxSwap complexType; see XML source
features
Describes additional features within the option.
Type:
FxOptionFeatures
Content:
complex, 3 elements
Defined:
locally within FxOption complexType; see XML source
fixingTime (in asian)
The time at which the spot currency exchange rate will be observed.
Type:
BusinessCenterTime
Content:
complex, 2 elements
Defined:
locally within FxAsianFeature complexType; see XML source
fxDigitalOption
An FX digital option transaction definition.
Type:
FxDigitalOption
Content:
complex, 1 attribute, 16 elements
Subst.Gr:
may substitute for element product
Defined:
globally; see XML source
Used:
never
fxOption
An FX option transaction definition.
Type:
FxOption
Content:
complex, 1 attribute, 20 elements
Subst.Gr:
may substitute for element product
Defined:
globally; see XML source
Used:
never
fxSingleLeg
A simple FX spot or forward transaction definition.
Type:
FxSingleLeg
Content:
complex, 1 attribute, 8 elements
Subst.Gr:
may substitute for element product
Defined:
globally; see XML source
Used:
never
fxSwap
An FX Swap transaction definition.
Type:
FxSwap
Content:
complex, 1 attribute, 5 elements
Subst.Gr:
may substitute for element product
Defined:
globally; see XML source
Used:
never
informationSource (defined in FxBarrierFeature complexType)
The information source where a published or displayed market rate will be obtained, e.g.
Type:
InformationSource
Content:
complex, 3 elements
Defined:
locally within FxBarrierFeature complexType; see XML source
informationSource (in touch)
The information source where a published or displayed market rate will be obtained, e.g.
Type:
InformationSource
Content:
complex, 3 elements
Defined:
locally within FxTouch complexType; see XML source
informationSource (in trigger)
The information source where a published or displayed market rate will be obtained, e.g.
Type:
InformationSource
Content:
complex, 3 elements
Defined:
locally within FxTrigger complexType; see XML source
latestValueDate
The latest date on which both currencies traded will settle.
Type:
xsd:date
Content:
simple
Defined:
locally within FxDigitalAmericanExercise complexType; see XML source
maximumNotionalAmount (in multipleExercise in americanExercise in fxOption)
The maximum amount of notiional that can be exercised.
Type:
NonNegativeMoney
Content:
complex, 1 attribute, 2 elements
Defined:
locally within FxMultipleExercise complexType; see XML source
minimumNotionalAmount (in multipleExercise in americanExercise in fxOption)
The minimum amount of notional that can be exercised.
Type:
NonNegativeMoney
Content:
complex, 1 attribute, 2 elements
Defined:
locally within FxMultipleExercise complexType; see XML source
multipleExercise (in americanExercise in fxOption)
Characteristics for multiple exercise.
Type:
FxMultipleExercise
Content:
complex, 2 elements
Defined:
locally within FxAmericanExercise complexType; see XML source
nearLeg
The FX transaction with the earliest value date.
Type:
FxSwapLeg
Content:
complex, 1 attribute, 6 elements
Defined:
locally within FxSwap complexType; see XML source
nonDeliverableSettlement (defined in FxCoreDetails.model group)
Used to describe a particular type of FX forward transaction that is settled in a single currency (for example, a non-deliverable forward).
Type:
FxCashSettlement
Content:
complex, 6 elements
Defined:
locally within FxCoreDetails.model group; see XML source
observationEndDate (defined in FxBarrierFeature complexType)
The date on which the observation period for an american barrier ends.
Type:
xsd:date
Content:
simple
Defined:
locally within FxBarrierFeature complexType; see XML source
observationEndDate (in touch)
The date on which the observation period for an american trigger ends.
Type:
xsd:date
Content:
simple
Defined:
locally within FxTouch complexType; see XML source
observationEndTime (defined in FxBarrierFeature complexType)
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 FxBarrierFeature complexType; see XML source
observationEndTime (in touch)
The time on the end date at which the observation period for an american trigger ends.
Type:
BusinessCenterTime
Content:
complex, 2 elements
Defined:
locally within FxTouch complexType; see XML source
observationPoint (defined in FxBarrierFeature complexType)
The dates and times at which rate observations are made to determine whether a barrier event has occurred for a discrete or european barrier.
Type:
FxBusinessCenterDateTime
Content:
complex, 2 elements
Defined:
locally within FxBarrierFeature complexType; see XML source
observationPoint (in touch)
The dates and times at which rate observations are made to determine whether a barrier event has occurred for a discrete trigger.
Type:
FxBusinessCenterDateTime
Content:
complex, 2 elements
Defined:
locally within FxTouch complexType; see XML source
observationSchedule
Parametric schedule of rate observations.
Type:
FxAverageRateObservationSchedule
Content:
complex, 3 elements
Defined:
locally within FxAsianFeature complexType; see XML source
observationStartDate (defined in FxBarrierFeature complexType)
The date on which the observation period for an american barrier starts.
Type:
xsd:date
Content:
simple
Defined:
locally within FxBarrierFeature complexType; see XML source
observationStartDate (in touch)
The date on which the observation period for an american trigger starts.
Type:
xsd:date
Content:
simple
Defined:
locally within FxTouch complexType; see XML source
observationStartTime (defined in FxBarrierFeature complexType)
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 FxBarrierFeature complexType; see XML source
observationStartTime (in touch)
The time on the start date at which the observation period for an american trigger starts.
Type:
BusinessCenterTime
Content:
complex, 2 elements
Defined:
locally within FxTouch complexType; see XML source
payout
The amount of currency which becomes payable if and when a trigger event occurs.
Type:
FxOptionPayout
Content:
complex, 1 attribute, 4 elements
Defined:
locally within FxDigitalOption complexType; see XML source
payoutFormula
The description of the mathematical computation for how the payout is computed.
Type:
String
Content:
simple
Defined:
locally within FxAsianFeature complexType; see XML source
payoutStyle
The trigger event and payout may be asynchonous.
Type:
PayoutEnum
Content:
simple
Defined:
locally within FxOptionPayout complexType; see XML source
precision (in asian)
Specifies the rounding precision in terms of a number of decimal places.
Type:
xsd:nonNegativeInteger
Content:
simple
Defined:
locally within FxAsianFeature complexType; see XML source
premium (in fxDigitalOption)
Premium amount or premium installment amount for an option.
Type:
FxOptionPremium
Content:
complex, 1 attribute, 8 elements
Defined:
locally within FxDigitalOption complexType; see XML source
premium (in fxOption)
Premium amount or premium installment amount for an option.
Type:
FxOptionPremium
Content:
complex, 1 attribute, 8 elements
Defined:
locally within FxOption complexType; see XML source
primaryRateSource (in asian)
The primary source for where the rate observation will occur.
Type:
InformationSource
Content:
complex, 3 elements
Defined:
locally within FxAsianFeature complexType; see XML source
putCurrency
The currency which: - the option buyer will pay (sell) - the option writer will receive (buy)
Type:
Currency
Content:
simple, 1 attribute
Defined:
locally within PutCallCurrency.model group; see XML source
putCurrencyAmount
The currency amount that the option gives the right to sell.
Type:
NonNegativeMoney
Content:
complex, 1 attribute, 2 elements
Defined:
locally within FxOption complexType; see XML source
quote (defined in FxOptionPremium complexType)
This is the option premium as quoted.
Type:
PremiumQuote
Content:
complex, 2 elements
Defined:
locally within FxOptionPremium complexType; see XML source
quoteBasis (in quote defined in FxOptionPremium complexType)
The method by which the option premium was quoted.
Type:
PremiumQuoteBasisEnum
Content:
simple
Defined:
locally within PremiumQuote complexType; see XML source
quotedCurrencyPair (defined in FxBarrierFeature complexType)
Defines the two currencies for an FX trade and the quotation relationship between the two currencies.
Type:
QuotedCurrencyPair
Content:
complex, 3 elements
Defined:
locally within FxBarrierFeature complexType; see XML source
quotedCurrencyPair (in exchangeRate)
Defines the two currencies for an FX trade and the quotation relationship between the two currencies.
Type:
QuotedCurrencyPair
Content:
complex, 3 elements
Defined:
locally within ExchangeRate complexType; see XML source
quotedCurrencyPair (in touch)
Defines the two currencies for an FX trade and the quotation relationship between the two currencies.
Type:
QuotedCurrencyPair
Content:
complex, 3 elements
Defined:
locally within FxTouch complexType; see XML source
quotedCurrencyPair (in trigger)
Defines the two currencies for an FX trade and the quotation relationship between the two currencies.
Type:
QuotedCurrencyPair
Content:
complex, 3 elements
Defined:
locally within FxTriggerBase complexType; see XML source
rate (in exchangeRate)
The rate of exchange between the two currencies of the leg of a deal.
Type:
PositiveDecimal
Content:
simple
Defined:
locally within ExchangeRate complexType; see XML source
rate (in rateObservation in asian)
The observed rate of exchange between the two option currencies.
Type:
NonNegativeDecimal
Content:
simple
Defined:
locally within FxAverageRateObservation complexType; see XML source
rate (in strike in fxOption)
The rate of exchange between the two currencies of the leg of a deal.
Type:
PositiveDecimal
Content:
simple
Defined:
locally within FxStrikePrice complexType; see XML source
rateObservation (in asian)
One or more specific rate observation dates.
Type:
FxAverageRateObservation
Content:
complex, 3 elements
Defined:
locally within FxRateObservation.model group; see XML source
rateObservationQuoteBasis
The method by which observed rate values are quoted, in terms of the option put/call currencies.
Type:
StrikeQuoteBasisEnum
Content:
simple
Defined:
locally within FxRateObservation.model group; see XML source
secondaryRateSource (in asian)
An alternative, or secondary, source for where the rate observation will occur.
Type:
InformationSource
Content:
complex, 3 elements
Defined:
locally within FxAsianFeature complexType; see XML source
settlementInformation (defined in FxOptionPremium complexType)
The information required to settle a currency payment that results from a trade.
Type:
SettlementInformation
Content:
complex, 2 elements
Defined:
locally within FxOptionPremium complexType; see XML source
settlementInformation (in payout)
The information required to settle a currency payment that results from a trade.
Type:
SettlementInformation
Content:
complex, 2 elements
Defined:
locally within FxOptionPayout complexType; see XML source
soldAs
Indicates how the product was original sold as a Put or a Call.
Type:
PutCallEnum
Content:
simple
Defined:
locally within FxOption complexType; see XML source
spotRate (in fxOption)
An optional element used for FX forwards and certain types of FX OTC options.
Type:
PositiveDecimal
Content:
simple
Defined:
locally within FxOption complexType; see XML source
spotRate (in touch)
An optional element used for FX forwards and certain types of FX OTC options.
Type:
PositiveDecimal
Content:
simple
Defined:
locally within FxTouch complexType; see XML source
spotRate (in trigger)
An optional element used for FX forwards and certain types of FX OTC options.
Type:
PositiveDecimal
Content:
simple
Defined:
locally within FxTriggerBase complexType; see XML source
startDate
The start of the period over which observations are made to determine whether a trigger has occurred.
Type:
xsd:date
Content:
simple
Defined:
locally within FxAverageRateObservationSchedule complexType; see XML source
strike (in fxOption)
Defines the option strike price.
Type:
FxStrikePrice
Content:
complex, 2 elements
Defined:
locally within FxOption complexType; see XML source
strikeQuoteBasis
The method by which the strike rate is quoted.
Type:
StrikeQuoteBasisEnum
Content:
simple
Defined:
locally within FxStrikePrice complexType; see XML source
tenorPeriod (in fxDigitalOption)
A tenor expressed as a period type and multiplier (e.g. 1D, 1Y, etc.)
Type:
Period
Content:
complex, 1 attribute, 2 elements
Defined:
locally within FxDigitalOption complexType; see XML source
tenorPeriod (in fxOption)
A tenor expressed as a period type and multiplier (e.g. 1D, 1Y, etc.)
Type:
Period
Content:
complex, 1 attribute, 2 elements
Defined:
locally within FxOption complexType; see XML source
time (defined in FxBusinessCenterDateTime complexType)
Type:
BusinessCenterTime
Content:
complex, 2 elements
Defined:
locally within FxBusinessCenterDateTime complexType; see XML source
touch
Defines one or more conditions underwhich the option will payout if exercisable.
Type:
FxTouch
Content:
complex, 11 elements
Defined:
locally within FxDigitalOption complexType; see XML source
touchCondition
This specifies whether the applied trigger is a touch or no touch type.
Type:
TouchConditionEnum
Content:
simple
Defined:
locally within FxTouch complexType; see XML source
tradeIdentifierReference (defined in FxSwapLeg complexType)
A reference to a party trade ID.
Type:
PartyTradeIdentifierReference
Content:
empty, 1 attribute
Defined:
locally within FxSwapLeg complexType; see XML source
trigger
Defines one or more conditions underwhich the option will payout if exercisable.
Type:
FxTrigger
Content:
complex, 5 elements
Defined:
locally within FxDigitalOption complexType; see XML source
triggerCondition
The condition that applies to a european trigger applied to an FX digital option.
Type:
TriggerConditionEnum
Content:
simple
Defined:
locally within FxTriggerBase complexType; see XML source
triggerRate (defined in FxBarrierFeature complexType)
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 trigger event is deemed to have occurred.
Type:
PositiveDecimal
Content:
simple
Defined:
locally within FxBarrierFeature complexType; see XML source
triggerRate (in touch)
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:
PositiveDecimal
Content:
simple
Defined:
locally within FxTouch complexType; see XML source
triggerRate (in trigger)
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:
PositiveDecimal
Content:
simple
Defined:
locally within FxTriggerBase complexType; see XML source
value (in quote defined in FxOptionPremium complexType)
The value of the premium quote.
Type:
xsd:decimal
Content:
simple
Defined:
locally within PremiumQuote complexType; see XML source
valueDate (defined in FxCoreDetails.model group)
The date on which both currencies traded will settle.
Type:
xsd:date
Content:
simple
Defined:
locally within FxCoreDetails.model group; see XML source
valueDate (defined in FxEuropeanExercise complexType)
The date on which both currencies traded will settle.
Type:
xsd:date
Content:
simple
Defined:
locally within FxEuropeanExercise complexType; see XML source
Complex Type Summary
CutName
Allows for an option expiry cut time to be described by name, as per established market convention.
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
at 2 locations
ExchangeRate
A type that is used for describing the exchange rate for a particular transaction.
Content:
complex, 2 elements
Defined:
globally; see XML source
Includes:
definitions of 2 elements
Used:
at 1 location
FxAmericanExercise
Describes the characteristics for american exercise of FX products.
Content:
complex, 1 attribute, 6 elements
Defined:
globally; see XML source
Includes:
definition of 1 element
Used:
at 1 location
FxAsianFeature
Descibes the averaging period properties for an asian option.
Content:
complex, 8 elements
Defined:
globally; see XML source
Includes:
definitions of 6 elements
Used:
at 1 location
FxAverageRateObservation
A type that, for average rate options, is used to describe each specific observation date, as opposed to a parametric frequency of rate observations.
Content:
complex, 3 elements
Defined:
globally; see XML source
Includes:
definitions of 3 elements
Used:
at 1 location
FxAverageRateObservationSchedule
A type that describes average rate options rate observations.
Content:
complex, 3 elements
Defined:
globally; see XML source
Includes:
definitions of 3 elements
Used:
at 1 location
FxBarrierFeature
Describes the properties of an FX barrier.
Content:
complex, 10 elements
Defined:
globally; see XML source
Includes:
definitions of 10 elements
Used:
at 2 locations
FxBusinessCenterDateTime
Content:
complex, 2 elements
Defined:
globally; see XML source
Includes:
definitions of 2 elements
Used:
at 2 locations
FxDigitalAmericanExercise
Descrines the characteristics for American exercise in FX digital options.
Content:
complex, 1 attribute, 5 elements
Defined:
globally; see XML source
Includes:
definitions of 5 elements
Used:
at 2 locations
FxDigitalOption
Describes an option having a triggerable fixed payout.
Content:
complex, 1 attribute, 16 elements
Defined:
globally; see XML source
Includes:
definitions of 9 elements
Used:
at 1 location
FxEuropeanExercise
Describes the characteristics for European exercise of FX products.
Content:
complex, 1 attribute, 4 elements
Defined:
globally; see XML source
Includes:
definitions of 4 elements
Used:
at 2 locations
FxMultipleExercise
Describes the limits on the size of notional when multiple exercise is allowed.
Content:
complex, 2 elements
Defined:
globally; see XML source
Includes:
definitions of 2 elements
Used:
at 1 location
FxOption
Describes an FX option with optional asian and barrier features.
Content:
complex, 1 attribute, 20 elements
Defined:
globally; see XML source
Includes:
definitions of 13 elements
Used:
at 1 location
FxOptionFeatures
A type describing the features that may be present in an FX option.
Content:
complex, 3 elements
Defined:
globally; see XML source
Includes:
definitions of 3 elements
Used:
at 1 location
FxOptionPayout
A type that contains full details of a predefined fixed payout which may occur (or not) in a Barrier Option or Digital Option when a trigger event occurs (or not).
Content:
complex, 1 attribute, 4 elements
Defined:
globally; see XML source
Includes:
definitions of 2 elements
Used:
at 1 location
FxOptionPremium
A type that specifies the premium exchanged for a single option trade or option strategy.
Content:
complex, 1 attribute, 8 elements
Defined:
globally; see XML source
Includes:
definitions of 2 elements
Used:
at 2 locations
FxSingleLeg
A type defining either a spot or forward FX transactions.
Content:
complex, 1 attribute, 8 elements
Defined:
globally; see XML source
Used:
at 1 location
FxStrikePrice
A type that describes the rate of exchange at which the option has been struck.
Content:
complex, 2 elements
Defined:
globally; see XML source
Includes:
definitions of 2 elements
Used:
at 1 location
FxSwap
A type defining either a spot/forward or forward/forward FX swap transaction.
Content:
complex, 1 attribute, 5 elements
Defined:
globally; see XML source
Includes:
definitions of 2 elements
Used:
at 1 location
FxSwapLeg
Content:
complex, 1 attribute, 6 elements
Defined:
globally; see XML source
Includes:
definition of 1 element
Used:
at 2 locations
FxTouch
Describes an american or discrete touch or no-touch trigger applied to an FX binary or digital option.
Content:
complex, 11 elements
Defined:
globally; see XML source
Includes:
definitions of 11 elements
Used:
at 1 location
FxTrigger
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:
at 1 location
FxTriggerBase
Describes a european trigger applied to an FX digtal option.
Content:
complex, 4 elements
Defined:
globally; see XML source
Includes:
definitions of 4 elements
Used:
at 1 location
PremiumQuote
A type that describes the option premium as quoted.
Content:
complex, 2 elements
Defined:
globally; see XML source
Includes:
definitions of 2 elements
Used:
at 1 location
Element Group Summary
FxCoreDetails.model
The elements common to FX spot, forward and swap legs.
Content:
5 elements
Defined:
globally; see XML source
Includes:
definitions of 5 elements
Used:
at 2 locations
FxRateObservation.model
The elements common to FX rate observation.
Content:
2 elements
Defined:
globally; see XML source
Includes:
definitions of 2 elements
Used:
at 1 location
PutCallCurrency.model
Content:
2 elements
Defined:
globally; see XML source
Includes:
definitions of 2 elements
Used:
never
XML Source
<?xml version="1.0" encoding="utf-8"?>
<!--
== Copyright (c) 2002-2016 All rights reserved.
== Financial Products Markup Language is subject to the FpML public license.
== A copy of this license is available at http://www.fpml.org/license/license.html
-->
<xsd:schema attributeFormDefault="unqualified" ecore:documentRoot="FpML" ecore:nsPrefix="pre" ecore:package="org.fpml.pretrade" elementFormDefault="qualified" targetNamespace="http://www.fpml.org/FpML-5/pretrade" version="$Revision: 12441 $" xmlns="http://www.fpml.org/FpML-5/pretrade" xmlns:ecore="http://www.eclipse.org/emf/2002/Ecore" xmlns:fpml-annotation="http://www.fpml.org/annotation" xmlns:xsd="http://www.w3.org/2001/XMLSchema">
<xsd:include schemaLocation="fpml-option-shared-5-9.xsd"/>
<xsd:complexType name="CutName">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Allows for an option expiry cut time to be described by name, as per established market convention. Note: the FX Working Group has resolved not to extend the cutNameScheme coding scheme. The expiryTime element should be used in preference to cutName as the formal definition of FX option expiry time.
</xsd:documentation>
</xsd:annotation>
<xsd:simpleContent>
<xsd:extension base="Scheme">
<xsd:attribute default="http://www.fpml.org/coding-scheme/cut-name" name="cutNameScheme" type="NonEmptyURI"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<xsd:complexType name="ExchangeRate">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type that is used for describing the exchange rate for a particular transaction.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element name="quotedCurrencyPair" type="QuotedCurrencyPair">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Defines the two currencies for an FX trade and the quotation relationship between the two currencies.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="rate" type="PositiveDecimal">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The rate of exchange between the two currencies of the leg of a deal. Must be specified with a quote basis.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="FxAmericanExercise">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Describes the characteristics for american exercise of FX products.
</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="FxDigitalAmericanExercise">
<xsd:sequence>
<xsd:element minOccurs="0" name="multipleExercise" type="FxMultipleExercise">
<xsd:annotation>
<xsd:documentation xml:lang="en">Characteristics for multiple exercise.</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="FxAsianFeature">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Descibes the averaging period properties for an asian option.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element name="primaryRateSource" type="InformationSource">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The primary source for where the rate observation will occur. Will typically be either a page or a reference bank published rate.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="secondaryRateSource" type="InformationSource">
<xsd:annotation>
<xsd:documentation xml:lang="en">
An alternative, or secondary, source for where the rate observation will occur. Will typically be either a page or a reference bank published rate.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="fixingTime" type="BusinessCenterTime">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The time at which the spot currency exchange rate will be observed. It is specified as a time in a business day calendar location, e.g. 11:00am London time.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:choice>
<xsd:sequence>
<xsd:element name="observationSchedule" type="FxAverageRateObservationSchedule">
<xsd:annotation>
<xsd:documentation xml:lang="en">Parametric schedule of rate observations.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:group minOccurs="0" ref="FxRateObservation.model"/>
</xsd:sequence>
<xsd:group ref="FxRateObservation.model"/>
</xsd:choice>
<xsd:element minOccurs="0" name="payoutFormula" type="String">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The description of the mathematical computation for how the payout is computed.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<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>
<xsd:complexType name="FxAverageRateObservation">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type that, for average rate options, is used to describe each specific observation date, as opposed to a parametric frequency of rate observations.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element name="date" type="xsd:date">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A specific date for which an observation against a particular rate will be made and will be used for subsequent computations.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="averageRateWeightingFactor" type="xsd:decimal">
<xsd:annotation>
<xsd:documentation xml:lang="en">
An optional factor that can be used for weighting certain observation dates. Typically, firms will weight each date with a factor of 1 if there are standard, unweighted adjustments.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="rate" type="NonNegativeDecimal">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The observed rate of exchange between the two option currencies. In the absence of rateObservationQuoteBasis, the rate is assumed to be quoted as per option strike/strikeQuoteBasis.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="FxAverageRateObservationSchedule">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type that describes average rate options rate observations. This is used to describe a parametric frequency of rate observations against a particular rate. Typical frequencies might include daily, every Friday, etc.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element name="startDate" type="xsd:date">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The start of the period over which observations are made to determine whether a trigger has occurred.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="endDate" type="xsd:date">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The end of the period over which observations are made to determine whether a trigger event has occurred.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:annotation>
<xsd:documentation xml:lang="en">
The frequency at which calculation period end dates occur with the regular part of the calculation period schedule and their roll date convention.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="FxBarrierFeature">
<xsd:annotation>
<xsd:documentation xml:lang="en">Describes the properties of an FX barrier.</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element name="barrierType" type="FxBarrierTypeEnum">
<xsd:annotation>
<xsd:documentation xml:lang="en">
This specifies whether the option becomes effective ("knock-in") or is annulled ("knock-out") when the respective barrier event occurs.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="direction" type="FxBarrierDirectionEnum">
<xsd:annotation>
<xsd:documentation xml:lang="en">
This specifies whether the barrier direction is "Up" or "Down"; that is, that a barrier event occurs if the spot rate is at or above the trigger rate, or at or below the trigger rate during the period of observation of an american barrier, or at the times of observation of a discrete or european barrier.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="quotedCurrencyPair" type="QuotedCurrencyPair">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Defines the two currencies for an FX trade and the quotation relationship between the two currencies.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="triggerRate" type="PositiveDecimal">
<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 trigger event is deemed to have occurred.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<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:choice minOccurs="0">
<xsd:sequence>
<xsd:sequence>
<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:element maxOccurs="unbounded" minOccurs="0" name="observationPoint" type="FxBusinessCenterDateTime">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The dates and times at which rate observations are made to determine whether a barrier event has occurred for a discrete or european barrier. 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:choice>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="FxBusinessCenterDateTime">
<xsd:sequence>
<xsd:element name="date" type="xsd:date"/>
<xsd:element minOccurs="0" name="time" type="BusinessCenterTime"/>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="FxDigitalAmericanExercise">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Descrines the characteristics for American exercise in FX digital options.
</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="Exercise">
<xsd:sequence>
<xsd:element minOccurs="0" name="commencementDate" type="AdjustableOrRelativeDate">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The earliest date on which the option can be exercised.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="expiryDate" type="xsd:date">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The latest date on which the option can be exercised.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="expiryTime" type="BusinessCenterTime">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Time at which the option expires on the expiry date, at the specified business center. This component represents the formal definition of option expiry time.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="cutName" type="CutName">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A code by which the expiry time is known in the market. This element is available to supplement the formal definition of expiry time, and must not be used in absence of the expiryTime element.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="latestValueDate" type="xsd:date">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The latest date on which both currencies traded will settle.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="FxDigitalOption">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Describes an option having a triggerable fixed payout.
</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="Option">
<xsd:sequence>
<xsd:element minOccurs="0" name="effectiveDate" type="AdjustableOrRelativeDate">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Effective date for a forward starting derivative. If this element is not present, the effective date is the trade date.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="tenorPeriod" type="Period">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A tenor expressed as a period type and multiplier (e.g. 1D, 1Y, etc.)
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:sequence>
<xsd:annotation>
<xsd:documentation xml:lang="en">Defines the parameters for option exercise.</xsd:documentation>
</xsd:annotation>
<xsd:choice>
<xsd:sequence>
<xsd:element name="americanExercise" type="FxDigitalAmericanExercise">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The parameters for defining the exercise period for an American style option.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element maxOccurs="unbounded" name="touch" type="FxTouch">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Defines one or more conditions underwhich the option will payout if exercisable.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
<xsd:sequence>
<xsd:element name="europeanExercise" type="FxEuropeanExercise">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The parameters for defining the exercise period for an European style option.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element maxOccurs="unbounded" name="trigger" type="FxTrigger">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Defines one or more conditions underwhich the option will payout if exercisable.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:choice>
<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:sequence>
<xsd:element name="payout" type="FxOptionPayout">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The amount of currency which becomes payable if and when a trigger event occurs.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element maxOccurs="unbounded" 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>
<xsd:complexType name="FxEuropeanExercise">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Describes the characteristics for European exercise of FX products.
</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="Exercise">
<xsd:sequence>
<xsd:element name="expiryDate" type="xsd:date">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Represents a standard expiry date as defined for an FX OTC option.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="expiryTime" type="BusinessCenterTime">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Time at which the option expires on the expiry date, at the specified business center. This component represents the formal definition of option expiry time.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="cutName" type="CutName">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A code by which the expiry time is known in the market. This element is available to supplement the formal definition of expiry time, and must not be used in absence of the expiryTime element.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="valueDate" type="xsd:date">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The date on which both currencies traded will settle.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="FxMultipleExercise">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Describes the limits on the size of notional when multiple exercise is allowed.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element minOccurs="0" name="minimumNotionalAmount" type="NonNegativeMoney">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The minimum amount of notional that can be exercised.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="maximumNotionalAmount" type="NonNegativeMoney">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The maximum amount of notiional that can be exercised.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="FxOption">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Describes an FX option with optional asian and barrier features.
</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="Option">
<xsd:sequence>
<xsd:element minOccurs="0" name="effectiveDate" type="AdjustableOrRelativeDate">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Effective date for a forward starting derivative. If this element is not present, the effective date is the trade date.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="tenorPeriod" type="Period">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A tenor expressed as a period type and multiplier (e.g. 1D, 1Y, etc.)
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:sequence>
<xsd:annotation>
<xsd:documentation xml:lang="en">Defines the parameters for option exercise.</xsd:documentation>
</xsd:annotation>
<xsd:choice>
<xsd:element name="americanExercise" type="FxAmericanExercise">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The parameters for defining the exercise period for an American style option.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="europeanExercise" type="FxEuropeanExercise">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The parameters for defining the exercise period for an European style option.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:choice>
<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:sequence>
<xsd:sequence>
<xsd:annotation>
<xsd:documentation xml:lang="en">Defines the underlying FX transaction.</xsd:documentation>
</xsd:annotation>
<xsd:element name="putCurrencyAmount" type="NonNegativeMoney">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The currency amount that the option gives the right to sell.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="callCurrencyAmount" type="NonNegativeMoney">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The currency amount that the option gives the right to buy.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
<xsd:element minOccurs="0" name="soldAs" type="PutCallEnum">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Indicates how the product was original sold as a Put or a Call.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:sequence>
<xsd:element name="strike" type="FxStrikePrice">
<xsd:annotation>
<xsd:documentation xml:lang="en">Defines the option strike price.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="spotRate" type="PositiveDecimal">
<xsd:annotation>
<xsd:documentation xml:lang="en">
An optional element used for FX forwards and certain types of FX OTC options. For deals consumated in the FX Forwards Market, this represents the current market rate for a particular currency pair. For barrier and digital/binary options, it can be useful to include the spot rate at the time the option was executed to make it easier to know whether the option needs to move "up" or "down" to be triggered.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
<xsd:element minOccurs="0" name="features" type="FxOptionFeatures">
<xsd:annotation>
<xsd:documentation xml:lang="en">Describes additional features within the option.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element maxOccurs="unbounded" name="premium" type="FxOptionPremium">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Premium amount or premium installment amount for an option.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="cashSettlement" type="FxCashSettlement">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies the currency and fixing details for cash settlement. This optional element is produced only where it has been specified at execution time that the option wlll be settled into a single cash payment - for example, in the case of a non-deliverable option (although note that an Fx option may be contractually cash settled, without necessarily being non-deliverable).
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="FxOptionFeatures">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type describing the features that may be present in an FX option.
</xsd:documentation>
</xsd:annotation>
<xsd:choice>
<xsd:sequence>
<xsd:element name="asian" type="FxAsianFeature"/>
<xsd:element maxOccurs="unbounded" minOccurs="0" name="barrier" type="FxBarrierFeature"/>
</xsd:sequence>
<xsd:element maxOccurs="unbounded" name="barrier" type="FxBarrierFeature"/>
</xsd:choice>
</xsd:complexType>
<xsd:complexType name="FxOptionPayout">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type that contains full details of a predefined fixed payout which may occur (or not) in a Barrier Option or Digital Option when a trigger event occurs (or not).
</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="NonNegativeMoney">
<xsd:sequence>
<xsd:element name="payoutStyle" type="PayoutEnum">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The trigger event and payout may be asynchonous. A payout may become due on the trigger event, or the payout may (by agreeement at initiation) be deferred (for example) to the maturity date.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="settlementInformation" type="SettlementInformation">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The information required to settle a currency payment that results from a trade.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="FxOptionPremium">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type that specifies the premium exchanged for a single option trade or option strategy.
</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="NonNegativePayment">
<xsd:sequence>
<xsd:element minOccurs="0" name="settlementInformation" type="SettlementInformation">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The information required to settle a currency payment that results from a trade.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="quote" type="PremiumQuote">
<xsd:annotation>
<xsd:documentation xml:lang="en">
This is the option premium as quoted. It is expected to be consistent with the premiumAmount and is for information only.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="FxSingleLeg">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type defining either a spot or forward FX transactions.
</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="Product">
<xsd:sequence>
<xsd:group ref="FxCoreDetails.model"/>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="FxStrikePrice">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type that describes the rate of exchange at which the option has been struck.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element name="rate" type="PositiveDecimal">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The rate of exchange between the two currencies of the leg of a deal.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="strikeQuoteBasis" type="StrikeQuoteBasisEnum">
<xsd:annotation>
<xsd:documentation xml:lang="en">The method by which the strike rate is quoted.</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="FxSwap">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type defining either a spot/forward or forward/forward FX swap transaction.
</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="Product">
<xsd:sequence>
<xsd:element minOccurs="0" name="nearLeg" type="FxSwapLeg">
<xsd:annotation>
<xsd:documentation xml:lang="en">The FX transaction with the earliest value date.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="farLeg" type="FxSwapLeg">
<xsd:annotation>
<xsd:documentation xml:lang="en">The FX transaction with the latest value date.</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="FxSwapLeg">
<xsd:complexContent>
<xsd:extension base="Leg">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type defining the details for one of the transactions in an FX swap.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element maxOccurs="unbounded" minOccurs="0" name="tradeIdentifierReference" type="PartyTradeIdentifierReference">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A reference to a party trade ID. This is provided in case the message creator wishes to record that the swap leg is assocatiated with a particular trade identifier; typically this is used for identifying a USI assocatied wih the leg.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:group ref="FxCoreDetails.model"/>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="FxTouch">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Describes an american or discrete touch or no-touch trigger applied to an FX binary or digital option.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element name="touchCondition" type="TouchConditionEnum">
<xsd:annotation>
<xsd:documentation xml:lang="en">
This specifies whether the applied trigger is a touch or no touch type.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="direction" type="TriggerConditionEnum">
<xsd:annotation>
<xsd:documentation xml:lang="en">
This specifies whether the trigger direction is "AtOrAbove" or "AtOrBelow; that is, that a barrier event occurs if the spot rate is at or above the trigger rate, or at or below the trigger rate during the period of observation of an american trigger, or at the times of observation of a discrete trigger. DEPRECATE: Values "Above" and "Below" are deprecated.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="quotedCurrencyPair" type="QuotedCurrencyPair">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Defines the two currencies for an FX trade and the quotation relationship between the two currencies.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="triggerRate" type="PositiveDecimal">
<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: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 market rate needs to move "up" or "down" to trigger a barrier event.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<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:choice minOccurs="0">
<xsd:sequence>
<xsd:sequence>
<xsd:element name="observationStartDate" type="xsd:date">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The date on which the observation period for an american trigger 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 trigger 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 trigger 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 trigger 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:element maxOccurs="unbounded" minOccurs="0" name="observationPoint" type="FxBusinessCenterDateTime">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The dates and times at which rate observations are made to determine whether a barrier event has occurred for a discrete trigger. 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:choice>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="FxTrigger">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Describes a european trigger applied to an FX digtal option.
</xsd:documentation>
</xsd:annotation>
<xsd: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="FxTriggerBase">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Describes a european trigger applied to an FX digtal option.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element name="triggerCondition" type="TriggerConditionEnum">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The condition that applies to a european trigger applied to an FX digital option. It determines where the rate at expiry date and time at must be relative to the triggerRate for the option to be exercisable. The allowed values are "AtOrAbove" and "AtOrBelow". DEPRECATE: Values "Above" and "Below" are deprecated.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="quotedCurrencyPair" type="QuotedCurrencyPair">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Defines the two currencies for an FX trade and the quotation relationship between the two currencies.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="triggerRate" type="PositiveDecimal">
<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: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 market rate needs to move "up" or "down" to trigger a barrier event.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="PremiumQuote">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type that describes the option premium as quoted.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element name="value" type="xsd:decimal">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The value of the premium quote. In general this will be either a percentage or an explicit amount.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="quoteBasis" type="PremiumQuoteBasisEnum">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The method by which the option premium was quoted.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:complexType>
<xsd:element name="fxDigitalOption" substitutionGroup="product" type="FxDigitalOption">
<xsd:annotation>
<xsd:documentation xml:lang="en">An FX digital option transaction definition.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="fxSingleLeg" substitutionGroup="product" type="FxSingleLeg">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A simple FX spot or forward transaction definition.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="fxSwap" substitutionGroup="product" type="FxSwap">
<xsd:annotation>
<xsd:documentation xml:lang="en">An FX Swap transaction definition.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="fxOption" substitutionGroup="product" type="FxOption">
<xsd:annotation>
<xsd:documentation xml:lang="en">An FX option transaction definition.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:group name="FxCoreDetails.model">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The elements common to FX spot, forward and swap legs.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element name="exchangedCurrency1" type="Payment">
<xsd:annotation>
<xsd:documentation xml:lang="en">
This is the first of the two currency flows that define a single leg of a standard foreign exchange transaction.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="exchangedCurrency2" type="Payment">
<xsd:annotation>
<xsd:documentation xml:lang="en">
This is the second of the two currency flows that define a single leg of a standard foreign exchange transaction.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="valueDate" type="xsd:date">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The date on which both currencies traded will settle.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="exchangeRate" type="ExchangeRate">
<xsd:annotation>
<xsd:documentation xml:lang="en">The rate of exchange between the two currencies.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="nonDeliverableSettlement" type="FxCashSettlement">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Used to describe a particular type of FX forward transaction that is settled in a single currency (for example, a non-deliverable forward).
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:group>
<xsd:group name="FxRateObservation.model">
<xsd:annotation>
<xsd:documentation xml:lang="en">The elements common to FX rate observation.</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element maxOccurs="unbounded" name="rateObservation" type="FxAverageRateObservation">
<xsd:annotation>
<xsd:documentation xml:lang="en">One or more specific rate observation dates.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="rateObservationQuoteBasis" type="StrikeQuoteBasisEnum">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The method by which observed rate values are quoted, in terms of the option put/call currencies. In the absence of this element, rate observations are assumed to be quoted as per the option strikeQuoteBasis.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:group>
<xsd:group name="PutCallCurrency.model">
<xsd:sequence>
<xsd:element name="putCurrency" type="Currency">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The currency which: - the option buyer will pay (sell) - the option writer will receive (buy)
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="callCurrency" type="Currency">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The currency which: - the option buyer will receive (buy) - the option writer will pay (sell)
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:group>
</xsd: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.