http://www.fpml.org/spec/fpml-4-3-9-tr-1
http://www.fpml.org/spec/fpml-4-3-9-tr-1
http://www.fpml.org/spec/2007/lcwd-fpml-4-3-2007-10-30/
http://www.fpml.org/spec/fpml-4-3-9-tr-1/html/fpml-4-3-errata.html
Document built: Mon 01/14/2008 12:56:32.16
Copyright (c) 1999 - 2006 by INTERNATIONAL SWAPS AND DERIVATIVES ASSOCIATION, INC.
Financial Products Markup Language is subject to the FpML public license
A copy of this license is available at http://www.fpml.org/documents/license.html
The FpML specifications provided are without warranty of any kind, either expressed or implied, including, without limitation, warranties that FpML, or the FpML specifications are free of defects, merchantable, fit for a particular purpose or non-infringing. The entire risk as to the quality and performance of the specifications is with you. Should any of the FpML specifications prove defective in any respect, you assume the cost of any necessary servicing or repair. Under no circumstances and under no legal theory, whether tort (including negligence), contract, or otherwise, shall ISDA, any of its members, or any distributor of documents or software containing any of the FpML specifications, or any supplier of any of such parties, be liable to you or any other person for any indirect, special, incidental, or consequential damages of any character including, without limitation, damages for loss of goodwill, work stoppage, computer failure or malfunction, or any and all other commercial damages or losses, even if such party shall have been informed of the possibility of such damages.
A type for defining the broker equity options.
Inherited element(s): (This definition inherits the content defined by the type EquityDerivativeShortFormBase)
deltaCrossed (exactly one occurrence; of the type xsd:boolean)
brokerageFee (exactly one occurrence; of the type Money)
brokerNotes (exactly one occurrence; of the type xsd:string)
<xsd:complexType name="BrokerEquityOption">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type for defining the broker equity options.
</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="EquityDerivativeShortFormBase">
<xsd:sequence>
<xsd:element name="deltaCrossed" type="xsd:boolean"/>
<xsd:element name="brokerageFee" type="Money"/>
<xsd:element name="brokerNotes" type="xsd:string"/>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
A type for defining exercise procedures associated with an American style exercise of an equity option. This entity inherits from the type SharedAmericanExercise.
Inherited element(s): (This definition inherits the content defined by the type SharedAmericanExercise)
latestExerciseTimeType (zero or one occurrence; of the type TimeTypeEnum)
equityExpirationTimeType (exactly one occurrence; of the type TimeTypeEnum)
equityExpirationTime (zero or one occurrence; of the type BusinessCenterTime)
equityMultipleExercise (zero or one occurrence; of the type EquityMultipleExercise)
<xsd:complexType name="EquityAmericanExercise">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type for defining exercise procedures associated with an
American style exercise of an equity option. This entity inherits
from the type SharedAmericanExercise.
</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="SharedAmericanExercise">
<xsd:sequence>
<xsd:element name="latestExerciseTimeType" type="TimeTypeEnum" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The latest time of day at which the equity option can be
exercised, for example the official closing time of the
exchange.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="equityExpirationTimeType" type="TimeTypeEnum">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The time of day at which the equity option expires, for
example the official closing time of the exchange.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="equityExpirationTime" type="BusinessCenterTime" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The specific time of day at which the equity option
expires.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="equityMultipleExercise" type="EquityMultipleExercise" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The presence of this element indicates that the option
may be exercised on different days. It is not applicable
to European options.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
A type for defining exercise procedures associated with a Bermuda style exercise of an equity option. The term Bermuda is adopted in FpML for consistency with the ISDA Definitions.
Inherited element(s): (This definition inherits the content defined by the type SharedAmericanExercise)
bermudaExerciseDates (exactly one occurrence; of the type DateList)
latestExerciseTimeType (zero or one occurrence; of the type TimeTypeEnum)
equityExpirationTimeType (exactly one occurrence; of the type TimeTypeEnum)
equityExpirationTime (zero or one occurrence; of the type BusinessCenterTime)
equityMultipleExercise (zero or one occurrence; of the type EquityMultipleExercise)
<xsd:complexType name="EquityBermudaExercise">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type for defining exercise procedures associated with a Bermuda
style exercise of an equity option. The term Bermuda is adopted
in FpML for consistency with the ISDA Definitions.
</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="SharedAmericanExercise">
<xsd:sequence>
<xsd:element name="bermudaExerciseDates" type="DateList">
<xsd:annotation>
<xsd:documentation xml:lang="en">
List of Exercise Dates for a Bermuda option
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="latestExerciseTimeType" type="TimeTypeEnum" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The latest time of day at which the equity option can be
exercised, for example the official closing time of the
exchange.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="equityExpirationTimeType" type="TimeTypeEnum">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The time of day at which the equity option expires, for
example the official closing time of the exchange.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="equityExpirationTime" type="BusinessCenterTime" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The specific time of day at which the equity option
expires.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="equityMultipleExercise" type="EquityMultipleExercise" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The presence of this element indicates that the option
may be exercised on different days. It is not applicable
to European options.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
A type for defining the common features of equity derivatives.
Inherited element(s): (This definition inherits the content defined by the type Product)
buyerPartyReference (exactly one occurrence; of the type PartyOrTradeSideReference)
sellerPartyReference (exactly one occurrence; of the type PartyOrTradeSideReference)
optionType (exactly one occurrence; of the type OptionTypeEnum)
equityEffectiveDate (zero or one occurrence; of the type xsd:date)
underlyer (exactly one occurrence; of the type Underlyer)
notional (zero or one occurrence; of the type Money)
equityExercise (exactly one occurrence; of the type EquityExerciseValuationSettlement)
feature (zero or one occurrence; of the type OptionFeatures)
fxFeature (zero or one occurrence; of the type FxFeature)
strategyFeature (zero or one occurrence; of the type StrategyFeature)
<xsd:complexType name="EquityDerivativeBase" abstract="true">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type for defining the common features of equity derivatives.
</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="Product">
<xsd:sequence>
<xsd:group ref="BuyerSeller.model"/>
<xsd:element name="optionType" type="OptionTypeEnum">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The type of option transaction.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="equityEffectiveDate" type="xsd:date" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Effective date for a forward starting option
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="underlyer" type="Underlyer">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies the underlying component, which can be either
one or many and consists in either equity, index or
convertible bond component, or a combination of these.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="notional" type="Money" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The notional amount.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="equityExercise" type="EquityExerciseValuationSettlement">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The parameters for defining how the equity option can be
exercised, how it is valued and how it is settled.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:group ref="Feature.model" minOccurs="0"/>
<xsd:element name="strategyFeature" type="StrategyFeature" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A equity option simple strategy feature
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
type for defining the common features of equity derivatives.
Inherited element(s): (This definition inherits the content defined by the type EquityDerivativeBase)
dividendConditions (zero or one occurrence; of the type DividendConditions)
methodOfAdjustment (exactly one occurrence; of the type MethodOfAdjustmentEnum)
extraordinaryEvents (exactly one occurrence; of the type ExtraordinaryEvents)
equityFeatures (zero or one occurrence; of the type OptionFeatures)
<xsd:complexType name="EquityDerivativeLongFormBase" abstract="true">
<xsd:annotation>
<xsd:documentation xml:lang="en">
type for defining the common features of equity derivatives.
</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="EquityDerivativeBase">
<xsd:sequence>
<xsd:element name="dividendConditions" type="DividendConditions" minOccurs="0"/>
<xsd:element name="methodOfAdjustment" type="MethodOfAdjustmentEnum">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Defines how adjustments will be made to the contract
should one or more of the extraordinary events occur.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="extraordinaryEvents" type="ExtraordinaryEvents">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Where the underlying is shares, specifies events
affecting the issuer of those shares that may require the
terms of the transaction to be adjusted.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="equityFeatures" type="OptionFeatures" minOccurs="0" fpml-annotation:deprecated="true" fpml-annotation:deprecatedReason="Option Features content is accessible in the complex type EquityDerivativeBase through the model group Feature.model">
<xsd:annotation>
<xsd:documentation xml:lang="en">
DEPRECATED This element will be removed in the next FpML
major version. Use the "feature" element for option
features such as asian, barrier, knock.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
A type for defining short form equity option basic features
Inherited element(s): (This definition inherits the content defined by the type EquityDerivativeBase)
strike (exactly one occurrence; of the type EquityStrike)
spotPrice (zero or one occurrence; of the type NonNegativeDecimal)
numberOfOptions (exactly one occurrence; of the type PositiveDecimal)
equityPremium (exactly one occurrence; of the type EquityPremium)
<xsd:complexType name="EquityDerivativeShortFormBase" abstract="true">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type for defining short form equity option basic features
</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="EquityDerivativeBase">
<xsd:sequence>
<xsd:element name="strike" type="EquityStrike"/>
<xsd:element name="spotPrice" type="NonNegativeDecimal" minOccurs="0"/>
<xsd:element name="numberOfOptions" type="PositiveDecimal"/>
<xsd:element name="equityPremium" type="EquityPremium"/>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
A type for defining exercise procedures associated with a European style exercise of an equity option.
Inherited element(s): (This definition inherits the content defined by the type Exercise)
expirationDate (exactly one occurrence; of the type AdjustableOrRelativeDate)
equityExpirationTimeType (exactly one occurrence; of the type TimeTypeEnum)
equityExpirationTime (zero or one occurrence; of the type BusinessCenterTime)
<xsd:complexType name="EquityEuropeanExercise">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type for defining exercise procedures associated with a
European style exercise of an equity option.
</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="Exercise">
<xsd:sequence>
<xsd:element name="expirationDate" type="AdjustableOrRelativeDate">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The last day within an exercise period for an American
style option. For a European style option it is the only
day within the exercise period.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="equityExpirationTimeType" type="TimeTypeEnum">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The time of day at which the equity option expires, for
example the official closing time of the exchange.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="equityExpirationTime" type="BusinessCenterTime" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The specific time of day at which the equity option
expires.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
A type for defining exercise procedures for equity options.
equityEuropeanExercise (exactly one occurrence; of the type EquityEuropeanExercise)
Or
equityAmericanExercise (exactly one occurrence; of the type EquityAmericanExercise)
Or
equityBermudaExercise (exactly one occurrence; of the type EquityBermudaExercise)
prePayment (exactly one occurrence; of the type PrePayment)
equityValuation (exactly one occurrence; of the type EquityValuation)
settlementDate (zero or one occurrence; of the type AdjustableOrRelativeDate)
settlementCurrency (exactly one occurrence; of the type Currency)
settlementPriceSource (zero or one occurrence; of the type SettlementPriceSource)
settlementType (exactly one occurrence; of the type SettlementTypeEnum)
settlementMethodElectionDate (zero or one occurrence; of the type AdjustableOrRelativeDate)
settlementMethodElectingPartyReference (zero or one occurrence; of the type PartyReference)
<xsd:complexType name="EquityExerciseValuationSettlement">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type for defining exercise procedures for equity options.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:choice>
<xsd:element name="equityEuropeanExercise" type="EquityEuropeanExercise">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The parameters for defining the expiration date and time
for a European style equity option
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="equityAmericanExercise" type="EquityAmericanExercise">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The parameters for defining the exercise period for an
American style equity option together with the rules
governing the quantity of the underlying that can be
exercised on any given exercise date.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="equityBermudaExercise" type="EquityBermudaExercise">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The parameters for defining the exercise period for an
Bermuda style equity option together with the rules
governing the quantity of the underlying that can be
exercised on any given exercise date.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:choice>
<xsd:choice>
<xsd:sequence>
<xsd:element name="automaticExercise" type="xsd:boolean">
<xsd:annotation>
<xsd:documentation xml:lang="en">
If true then each option not previously exercised will be
deemed to be exercised at the expiration time on the
expiration date without service of notice unless the
buyer notifies the seller that it no longer wishes this
to occur.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="makeWholeProvisions" type="MakeWholeProvisions" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Provisions covering early exercise of option.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
<xsd:element name="prePayment" type="PrePayment">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Prepayment features for Forward.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:choice>
<xsd:element name="equityValuation" type="EquityValuation">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The parameters for defining when valuation of the underlying
takes place.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="settlementDate" type="AdjustableOrRelativeDate" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Date on which settlement of option premiums will occur.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="settlementCurrency" type="Currency">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The currency in which a cash settlement for non-deliverable
forward and non-deliverable options.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="settlementPriceSource" type="SettlementPriceSource" minOccurs="0"/>
<xsd:element name="settlementType" type="SettlementTypeEnum">
<xsd:annotation>
<xsd:documentation xml:lang="en">
How the option will be settled.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="settlementMethodElectionDate" type="AdjustableOrRelativeDate" minOccurs="0"/>
<xsd:element name="settlementMethodElectingPartyReference" type="PartyReference" minOccurs="0"/>
</xsd:sequence>
</xsd:complexType>
A type for defining equity forwards.
Inherited element(s): (This definition inherits the content defined by the type EquityDerivativeLongFormBase)
forwardPrice (zero or one occurrence; of the type Money)
<xsd:complexType name="EquityForward">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type for defining equity forwards.
</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="EquityDerivativeLongFormBase">
<xsd:sequence>
<xsd:element name="forwardPrice" type="Money" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The forward price per share, index or basket.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
A type for defining the multiple exercise provisions of an American or Bermuda style equity option.
integralMultipleExercise (zero or one occurrence; of the type PositiveDecimal)
minimumNumberOfOptions (exactly one occurrence; of the type PositiveDecimal)
maximumNumberOfOptions (exactly one occurrence; of the type PositiveDecimal)
<xsd:complexType name="EquityMultipleExercise">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type for defining the multiple exercise provisions of an
American or Bermuda style equity option.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element name="integralMultipleExercise" type="PositiveDecimal" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
When multiple exercise is applicable and this element is
present it specifies that the number of options that can be
exercised on a given exercise date must either be equal to
the value of this element or be an integral multiple of it.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="minimumNumberOfOptions" type="PositiveDecimal">
<xsd:annotation>
<xsd:documentation xml:lang="en">
When multiple exercise is applicable this element specifies
the minimum number of options that can be exercised on a
given exercise date. If this element is not present then the
minimum number is deemed to be 1. Its value can be a
fractional number as a result of corporate actions.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="maximumNumberOfOptions" type="PositiveDecimal">
<xsd:annotation>
<xsd:documentation xml:lang="en">
When multiple exercise is applicable this element specifies
the maximum number of options that can be exercised on a
given exercise date. If this element is not present then the
maximum number is deemed to be the same as the number of
options. Its value can be a fractional number as a result of
corporate actions.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:complexType>
A type for defining equity options.
Inherited element(s): (This definition inherits the content defined by the type EquityDerivativeLongFormBase)
strike (zero or one occurrence; of the type EquityStrike)
spotPrice (zero or one occurrence; of the type NonNegativeDecimal)
numberOfOptions (zero or one occurrence; of the type PositiveDecimal)
optionEntitlement (exactly one occurrence; of the type PositiveDecimal)
equityPremium (exactly one occurrence; of the type EquityPremium)
<xsd:complexType name="EquityOption">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type for defining equity options.
</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="EquityDerivativeLongFormBase">
<xsd:sequence>
<xsd:element name="strike" type="EquityStrike" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Defines whether it is a price or level at which the
option has been, or will be, struck.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="spotPrice" type="NonNegativeDecimal" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The price per share, index or basket observed on the
trade or effective date.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="numberOfOptions" type="PositiveDecimal" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The number of options comprised in the option
transaction.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="optionEntitlement" type="PositiveDecimal">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The number of shares per option comprised in the option
transaction.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="equityPremium" type="EquityPremium">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The equity option premium payable by the buyer to the
seller.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
A type for defining Equity Option Termination
settlementAmountPaymentDate (exactly one occurrence; of the type AdjustableDate)
settlementAmount (exactly one occurrence; of the type Money)
<xsd:complexType name="EquityOptionTermination">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type for defining Equity Option Termination
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element name="settlementAmountPaymentDate" type="AdjustableDate"/>
<xsd:element name="settlementAmount" type="Money"/>
</xsd:sequence>
</xsd:complexType>
A type for defining equity option transaction supplements
Inherited element(s): (This definition inherits the content defined by the type EquityDerivativeShortFormBase)
exchangeLookAlike (zero or one occurrence; of the type xsd:boolean)
exchangeTradedContractNearest (zero or one occurrence; of the type xsd:boolean)
multipleExchangeIndexAnnexFallback (zero or one occurrence; of the type xsd:boolean)
methodOfAdjustment (zero or one occurrence; of the type MethodOfAdjustmentEnum)
localJurisdiction (zero or one occurrence; of the type Country)
optionEntitlement (exactly one occurrence; of the type PositiveDecimal)
Or
multiplier (exactly one occurrence; of the type PositiveDecimal)
<xsd:complexType name="EquityOptionTransactionSupplement">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type for defining equity option transaction supplements
</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="EquityDerivativeShortFormBase">
<xsd:sequence>
<xsd:element name="exchangeLookAlike" type="xsd:boolean" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
For a share option transaction, a flag used to indicate
whether the transaction is to be treated as an 'exchange
look-alike'. This designation has significance for how
share adjustments (arising from corporate actions) will
be determined for the transaction. For an 'exchange
look-alike' transaction the relevant share adjustments
will follow that for a corresponding designated contract
listed on the related exchange (referred to as Options
Exchange Adjustment (ISDA defined term), otherwise the
share adjustments will be determined by the calculation
agent (referred to as Calculation Agent Adjustment (ISDA
defined term)).
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="exchangeTradedContractNearest" type="xsd:boolean" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
For an index option transaction, a flag used in
conjuction with Futures Price Valuation (ISDA defined
term) to indicate whether the Nearest Index Contract
provision is applicable. The Nearest Index Contract
provision is a rule for determining the Exchange-traded
Contract (ISDA defined term) without having to explicitly
state the actual contract, delivery month and exchange on
which it is traded.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="multipleExchangeIndexAnnexFallback" type="xsd:boolean" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
For an index option transaction, a flag to indicate
whether a relevant Multiple Exchange Index Annex is
applicable to the transaction. This annex defines
additional provisions which are applicable where an index
is comprised of component securities that are traded on
multiple exchanges.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="methodOfAdjustment" type="MethodOfAdjustmentEnum" minOccurs="0"/>
<xsd:element name="localJurisdiction" type="Country" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Local Jurisdiction is a term used in the AEJ Master
Confirmation, which is used to determine local taxes,
which shall mean taxes, duties, and similar charges
imposed by the taxing authority of the Local Jurisdiction
If this element is not present Local Jurisdiction is Not
Applicable.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:choice minOccurs="0">
<xsd:element name="optionEntitlement" type="PositiveDecimal">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The number of shares per option comprised in the option
transaction supplement.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="multiplier" type="PositiveDecimal">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies the contract multiplier that can be
associated with an index option.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:choice>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
A type for defining PrePayment.
payerPartyReference (exactly one occurrence; of the type PartyOrAccountReference)
receiverPartyReference (exactly one occurrence; of the type PartyOrAccountReference)
prePayment (exactly one occurrence; of the type xsd:boolean)
prePaymentAmount (exactly one occurrence; of the type Money)
prePaymentDate (exactly one occurrence; of the type AdjustableDate)
<xsd:complexType name="PrePayment">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type for defining PrePayment.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:group ref="PayerReceiver.model"/>
<xsd:element name="prePayment" type="xsd:boolean"/>
<xsd:element name="prePaymentAmount" type="Money"/>
<xsd:element name="prePaymentDate" type="AdjustableDate"/>
</xsd:sequence>
</xsd:complexType>
A component describing a Broker View of an Equity Option.
Element brokerEquityOption is defined by the complex type BrokerEquityOption
<xsd:element name="brokerEquityOption" type="BrokerEquityOption" substitutionGroup="product">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A component describing a Broker View of an Equity Option.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
A component describing an Equity Forward product.
Element equityForward is defined by the complex type EquityForward
<xsd:element name="equityForward" type="EquityForward" substitutionGroup="product">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A component describing an Equity Forward product.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
A component describing an Equity Option product.
Element equityOption is defined by the complex type EquityOption
<xsd:element name="equityOption" type="EquityOption" substitutionGroup="product">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A component describing an Equity Option product.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
A component describing an Equity Option Transaction Supplement.
Element equityOptionTransactionSupplement is defined by the complex type EquityOptionTransactionSupplement
<xsd:element name="equityOptionTransactionSupplement" type="EquityOptionTransactionSupplement" substitutionGroup="product">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A component describing an Equity Option Transaction Supplement.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:schema ecore:nsPrefix="fpml" ecore:package="org.fpml" ecore:documentRoot="FpML" targetNamespace="http://www.fpml.org/2007/FpML-4-3" version="$Revision: 2865 $" attributeFormDefault="unqualified" elementFormDefault="qualified">
<xsd:include schemaLocation="fpml-eq-shared-4-3.xsd"/>
<xsd:complexType name="BrokerEquityOption">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type for defining the broker equity options.
</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="EquityDerivativeShortFormBase">
<xsd:sequence>
<xsd:element name="deltaCrossed" type="xsd:boolean"/>
<xsd:element name="brokerageFee" type="Money"/>
<xsd:element name="brokerNotes" type="xsd:string"/>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="EquityAmericanExercise">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type for defining exercise procedures associated with an
American style exercise of an equity option. This entity
inherits from the type SharedAmericanExercise.
</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="SharedAmericanExercise">
<xsd:sequence>
<xsd:element name="latestExerciseTimeType" type="TimeTypeEnum" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The latest time of day at which the equity option can
be exercised, for example the official closing time of
the exchange.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="equityExpirationTimeType" type="TimeTypeEnum">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The time of day at which the equity option expires, for
example the official closing time of the exchange.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="equityExpirationTime" type="BusinessCenterTime" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The specific time of day at which the equity option
expires.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="equityMultipleExercise" type="EquityMultipleExercise" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The presence of this element indicates that the option
may be exercised on different days. It is not
applicable to European options.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="EquityBermudaExercise">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type for defining exercise procedures associated with a
Bermuda style exercise of an equity option. The term Bermuda is
adopted in FpML for consistency with the ISDA Definitions.
</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="SharedAmericanExercise">
<xsd:sequence>
<xsd:element name="bermudaExerciseDates" type="DateList">
<xsd:annotation>
<xsd:documentation xml:lang="en">
List of Exercise Dates for a Bermuda option
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="latestExerciseTimeType" type="TimeTypeEnum" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The latest time of day at which the equity option can
be exercised, for example the official closing time of
the exchange.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="equityExpirationTimeType" type="TimeTypeEnum">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The time of day at which the equity option expires, for
example the official closing time of the exchange.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="equityExpirationTime" type="BusinessCenterTime" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The specific time of day at which the equity option
expires.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="equityMultipleExercise" type="EquityMultipleExercise" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The presence of this element indicates that the option
may be exercised on different days. It is not
applicable to European options.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="EquityDerivativeBase" abstract="true">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type for defining the common features of equity derivatives.
</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="Product">
<xsd:sequence>
<xsd:group ref="BuyerSeller.model"/>
<xsd:element name="optionType" type="OptionTypeEnum">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The type of option transaction.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="equityEffectiveDate" type="xsd:date" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Effective date for a forward starting option
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="underlyer" type="Underlyer">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies the underlying component, which can be either
one or many and consists in either equity, index or
convertible bond component, or a combination of these.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="notional" type="Money" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The notional amount.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="equityExercise" type="EquityExerciseValuationSettlement">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The parameters for defining how the equity option can
be exercised, how it is valued and how it is settled.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:group ref="Feature.model" minOccurs="0"/>
<xsd:element name="strategyFeature" type="StrategyFeature" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A equity option simple strategy feature
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="EquityDerivativeLongFormBase" abstract="true">
<xsd:annotation>
<xsd:documentation xml:lang="en">
type for defining the common features of equity derivatives.
</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="EquityDerivativeBase">
<xsd:sequence>
<xsd:element name="dividendConditions" type="DividendConditions" minOccurs="0"/>
<xsd:element name="methodOfAdjustment" type="MethodOfAdjustmentEnum">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Defines how adjustments will be made to the contract
should one or more of the extraordinary events occur.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="extraordinaryEvents" type="ExtraordinaryEvents">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Where the underlying is shares, specifies events
affecting the issuer of those shares that may require
the terms of the transaction to be adjusted.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="equityFeatures" type="OptionFeatures" minOccurs="0" fpml-annotation:deprecated="true" fpml-annotation:deprecatedReason="Option Features content is accessible in the complex type EquityDerivativeBase through the model group Feature.model">
<xsd:annotation>
<xsd:documentation xml:lang="en">
DEPRECATED This element will be removed in the next
FpML major version. Use the "feature" element for
option features such as asian, barrier, knock.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="EquityDerivativeShortFormBase" abstract="true">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type for defining short form equity option basic features
</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="EquityDerivativeBase">
<xsd:sequence>
<xsd:element name="strike" type="EquityStrike"/>
<xsd:element name="spotPrice" type="NonNegativeDecimal" minOccurs="0"/>
<xsd:element name="numberOfOptions" type="PositiveDecimal"/>
<xsd:element name="equityPremium" type="EquityPremium"/>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="EquityEuropeanExercise">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type for defining exercise procedures associated with a
European style exercise of an equity option.
</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="Exercise">
<xsd:sequence>
<xsd:element name="expirationDate" type="AdjustableOrRelativeDate">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The last day within an exercise period for an American
style option. For a European style option it is the
only day within the exercise period.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="equityExpirationTimeType" type="TimeTypeEnum">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The time of day at which the equity option expires, for
example the official closing time of the exchange.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="equityExpirationTime" type="BusinessCenterTime" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The specific time of day at which the equity option
expires.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="EquityExerciseValuationSettlement">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type for defining exercise procedures for equity options.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:choice>
<xsd:element name="equityEuropeanExercise" type="EquityEuropeanExercise">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The parameters for defining the expiration date and time
for a European style equity option
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="equityAmericanExercise" type="EquityAmericanExercise">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The parameters for defining the exercise period for an
American style equity option together with the rules
governing the quantity of the underlying that can be
exercised on any given exercise date.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="equityBermudaExercise" type="EquityBermudaExercise">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The parameters for defining the exercise period for an
Bermuda style equity option together with the rules
governing the quantity of the underlying that can be
exercised on any given exercise date.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:choice>
<xsd:choice>
<xsd:sequence>
<xsd:element name="automaticExercise" type="xsd:boolean">
<xsd:annotation>
<xsd:documentation xml:lang="en">
If true then each option not previously exercised will
be deemed to be exercised at the expiration time on the
expiration date without service of notice unless the
buyer notifies the seller that it no longer wishes this
to occur.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="makeWholeProvisions" type="MakeWholeProvisions" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Provisions covering early exercise of option.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
<xsd:element name="prePayment" type="PrePayment">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Prepayment features for Forward.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:choice>
<xsd:element name="equityValuation" type="EquityValuation">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The parameters for defining when valuation of the
underlying takes place.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="settlementDate" type="AdjustableOrRelativeDate" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Date on which settlement of option premiums will occur.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="settlementCurrency" type="Currency">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The currency in which a cash settlement for non-deliverable
forward and non-deliverable options.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="settlementPriceSource" type="SettlementPriceSource" minOccurs="0"/>
<xsd:element name="settlementType" type="SettlementTypeEnum">
<xsd:annotation>
<xsd:documentation xml:lang="en">
How the option will be settled.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="settlementMethodElectionDate" type="AdjustableOrRelativeDate" minOccurs="0"/>
<xsd:element name="settlementMethodElectingPartyReference" type="PartyReference" minOccurs="0"/>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="EquityForward">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type for defining equity forwards.
</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="EquityDerivativeLongFormBase">
<xsd:sequence>
<xsd:element name="forwardPrice" type="Money" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The forward price per share, index or basket.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="EquityMultipleExercise">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type for defining the multiple exercise provisions of an
American or Bermuda style equity option.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element name="integralMultipleExercise" type="PositiveDecimal" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
When multiple exercise is applicable and this element is
present it specifies that the number of options that can be
exercised on a given exercise date must either be equal to
the value of this element or be an integral multiple of it.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="minimumNumberOfOptions" type="PositiveDecimal">
<xsd:annotation>
<xsd:documentation xml:lang="en">
When multiple exercise is applicable this element specifies
the minimum number of options that can be exercised on a
given exercise date. If this element is not present then
the minimum number is deemed to be 1. Its value can be a
fractional number as a result of corporate actions.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="maximumNumberOfOptions" type="PositiveDecimal">
<xsd:annotation>
<xsd:documentation xml:lang="en">
When multiple exercise is applicable this element specifies
the maximum number of options that can be exercised on a
given exercise date. If this element is not present then
the maximum number is deemed to be the same as the number
of options. Its value can be a fractional number as a
result of corporate actions.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="EquityOption">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type for defining equity options.
</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="EquityDerivativeLongFormBase">
<xsd:sequence>
<xsd:element name="strike" type="EquityStrike" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Defines whether it is a price or level at which the
option has been, or will be, struck.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="spotPrice" type="NonNegativeDecimal" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The price per share, index or basket observed on the
trade or effective date.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="numberOfOptions" type="PositiveDecimal" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The number of options comprised in the option
transaction.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="optionEntitlement" type="PositiveDecimal">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The number of shares per option comprised in the option
transaction.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="equityPremium" type="EquityPremium">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The equity option premium payable by the buyer to the
seller.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="EquityOptionTermination">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type for defining Equity Option Termination
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element name="settlementAmountPaymentDate" type="AdjustableDate"/>
<xsd:element name="settlementAmount" type="Money"/>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="EquityOptionTransactionSupplement">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type for defining equity option transaction supplements
</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="EquityDerivativeShortFormBase">
<xsd:sequence>
<xsd:element name="exchangeLookAlike" type="xsd:boolean" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
For a share option transaction, a flag used to indicate
whether the transaction is to be treated as an
'exchange look-alike'. This designation has
significance for how share adjustments (arising from
corporate actions) will be determined for the
transaction. For an 'exchange look-alike' transaction
the relevant share adjustments will follow that for a
corresponding designated contract listed on the related
exchange (referred to as Options Exchange Adjustment
(ISDA defined term), otherwise the share adjustments
will be determined by the calculation agent (referred
to as Calculation Agent Adjustment (ISDA defined
term)).
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="exchangeTradedContractNearest" type="xsd:boolean" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
For an index option transaction, a flag used in
conjuction with Futures Price Valuation (ISDA defined
term) to indicate whether the Nearest Index Contract
provision is applicable. The Nearest Index Contract
provision is a rule for determining the Exchange-traded
Contract (ISDA defined term) without having to
explicitly state the actual contract, delivery month
and exchange on which it is traded.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="multipleExchangeIndexAnnexFallback" type="xsd:boolean" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
For an index option transaction, a flag to indicate
whether a relevant Multiple Exchange Index Annex is
applicable to the transaction. This annex defines
additional provisions which are applicable where an
index is comprised of component securities that are
traded on multiple exchanges.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="methodOfAdjustment" type="MethodOfAdjustmentEnum" minOccurs="0"/>
<xsd:element name="localJurisdiction" type="Country" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Local Jurisdiction is a term used in the AEJ Master
Confirmation, which is used to determine local taxes,
which shall mean taxes, duties, and similar charges
imposed by the taxing authority of the Local
Jurisdiction If this element is not present Local
Jurisdiction is Not Applicable.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:choice minOccurs="0">
<xsd:element name="optionEntitlement" type="PositiveDecimal">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The number of shares per option comprised in the
option transaction supplement.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="multiplier" type="PositiveDecimal">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies the contract multiplier that can be
associated with an index option.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:choice>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="PrePayment">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type for defining PrePayment.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:group ref="PayerReceiver.model"/>
<xsd:element name="prePayment" type="xsd:boolean"/>
<xsd:element name="prePaymentAmount" type="Money"/>
<xsd:element name="prePaymentDate" type="AdjustableDate"/>
</xsd:sequence>
</xsd:complexType>
<xsd:element name="brokerEquityOption" type="BrokerEquityOption" substitutionGroup="product">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A component describing a Broker View of an Equity Option.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="equityForward" type="EquityForward" substitutionGroup="product">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A component describing an Equity Forward product.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="equityOption" type="EquityOption" substitutionGroup="product">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A component describing an Equity Option product.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="equityOptionTransactionSupplement" type="EquityOptionTransactionSupplement" substitutionGroup="product">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A component describing an Equity Option Transaction Supplement.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:schema>