XML Schema "fpml-dividend-swaps-5-11.xsd"
Target Namespace:
http://www.fpml.org/FpML-5/confirmation
Version:
$Revision: 13737 $
Defined Components:
elements (2 global + 19 local), complexTypes (6)
Default Namespace-Qualified Form:
Local Elements: qualified; Local Attributes: unqualified
Includes Schemas (1):
fpml-eqd-5-11.xsd [src]
Included in Schemas (1):
fpml-main-5-11.xsd [src]
All Element Summary
clearingInstructions (in dividendSwapOptionTransactionSupplement)
Specifies any instructions on how the physical settlement is to be effected when the option is exercised.
Type:
SwaptionPhysicalSettlement
Content:
complex, 2 elements
Defined:
locally within DividendSwapOptionTransactionSupplement complexType; see XML source
dividendLeg
Dividend leg.
Type:
DividendLeg
Content:
complex, 1 attribute, 18 elements
Defined:
locally within DividendSwapTransactionSupplement complexType; see XML source
dividendPeriod (in dividendLeg)
One to many time bounded dividend payment periods, each with a fixed strike and dividend payment date per period.
Type:
DividendPeriodPayment
Content:
complex, 1 attribute, 7 elements
Defined:
locally within DividendLeg complexType; see XML source
dividendSwapOptionTransactionSupplement
Specifies the structure of the dividend swap transaction supplement.
Type:
DividendSwapOptionTransactionSupplement
Content:
complex, 1 attribute, 18 elements
Subst.Gr:
may substitute for element product
Defined:
globally; see XML source
Used:
never
dividendSwapTransactionSupplement
Specifies the structure of the dividend swap transaction supplement.
Type:
DividendSwapTransactionSupplement
Content:
complex, 1 attribute, 11 elements
Subst.Gr:
may substitute for element product
Defined:
globally; see XML source
Used:
never
dividendSwapTransactionSupplement (in dividendSwapOptionTransactionSupplement)
The variance swap details.
Type:
DividendSwapTransactionSupplement
Content:
complex, 1 attribute, 11 elements
Defined:
locally within DividendSwapOptionTransactionSupplement complexType; see XML source
equityExercise (in dividendSwapOptionTransactionSupplement)
The parameters for defining how the equity option can be exercised, how it is valued and how it is settled.
Type:
EquityExerciseValuationSettlement
Content:
complex, 14 elements
Defined:
locally within DividendSwapOptionTransactionSupplement complexType; see XML source
equityPremium (in dividendSwapOptionTransactionSupplement)
The variance option premium payable by the buyer to the seller.
Type:
EquityPremium
Content:
complex, 1 attribute, 10 elements
Defined:
locally within DividendSwapOptionTransactionSupplement complexType; see XML source
exchangeLookAlike (in dividendSwapOptionTransactionSupplement)
For a share option transaction, a flag used to indicate whether the transaction is to be treated as an 'exchange look-alike'.
Type:
xsd:boolean
Content:
simple
Defined:
locally within DividendSwapOptionTransactionSupplement complexType; see XML source
fixedLeg (defined in DividendSwapTransactionSupplement complexType)
Fixed payment leg.
Type:
FixedPaymentLeg
Content:
complex, 1 attribute, 8 elements
Defined:
locally within DividendSwapTransactionSupplement complexType; see XML source
fixedPayment
Fixed payment of a dividend swap, payment date is relative to a dividend period payment date.
Type:
FixedPaymentAmount
Content:
complex, 1 attribute, 2 elements
Defined:
locally within FixedPaymentLeg complexType; see XML source
fixedStrike
Fixed strike.
Type:
PositiveDecimal
Content:
simple
Defined:
locally within DividendPeriodPayment complexType; see XML source
materialDividend
If present and true, then material non cash dividends are applicable.
Type:
xsd:boolean
Content:
simple
Defined:
locally within DividendLeg complexType; see XML source
methodOfAdjustment (in dividendSwapOptionTransactionSupplement)
Defines how adjustments will be made to the contract should one or more of the extraordinary events occur.
Type:
MethodOfAdjustmentEnum
Content:
simple
Defined:
locally within DividendSwapOptionTransactionSupplement complexType; see XML source
multiplier (in dividendSwapOptionTransactionSupplement)
Specifies the contract multiplier that can be associated with an index option.
Type:
PositiveDecimal
Content:
simple
Defined:
locally within DividendSwapOptionTransactionSupplement complexType; see XML source
optionEntitlement (in dividendSwapOptionTransactionSupplement)
The number of shares per option comprised in the option transaction supplement.
Type:
PositiveDecimal
Content:
simple
Defined:
locally within DividendSwapOptionTransactionSupplement complexType; see XML source
paymentAmount (in fixedPayment)
Payment amount, which is optional since the payment amount may be calculated using fixed strike and number of open units.
Type:
NonNegativeMoney
Content:
complex, 1 attribute, 2 elements
Defined:
locally within FixedPaymentAmount complexType; see XML source
paymentDate (in dividendPeriod in dividendLeg)
Dividend period amount payment date.
Type:
AdjustableOrRelativeDate
Content:
complex, 1 attribute, 2 elements
Defined:
locally within DividendPeriodPayment complexType; see XML source
paymentDate (in fixedPayment)
Payment date relative to another date.
Type:
RelativeDateOffset
Content:
complex, 1 attribute, 8 elements
Defined:
locally within FixedPaymentAmount complexType; see XML source
specialDividends (in dividendLeg)
If present and true, then special dividends and memorial dividends are applicable.
Type:
xsd:boolean
Content:
simple
Defined:
locally within DividendLeg complexType; see XML source
valuationDate (in dividendPeriod in dividendLeg)
Dividend period amount valuation date.
Type:
AdjustableOrRelativeDate
Content:
complex, 1 attribute, 2 elements
Defined:
locally within DividendPeriodPayment complexType; see XML source
Complex Type Summary
DividendLeg
Floating Payment Leg of a Dividend Swap.
Content:
complex, 1 attribute, 18 elements
Defined:
globally; see XML source
Includes:
definitions of 3 elements
Used:
at 1 location
DividendPeriodPayment
A time bounded dividend period, with fixed strike and a dividend payment date per period.
Content:
complex, 1 attribute, 7 elements
Defined:
globally; see XML source
Includes:
definitions of 3 elements
Used:
at 1 location
DividendSwapOptionTransactionSupplement
Content:
complex, 1 attribute, 18 elements
Defined:
globally; see XML source
Includes:
definitions of 8 elements
Used:
at 1 location
DividendSwapTransactionSupplement
A Dividend Swap Transaction Supplement.
Content:
complex, 1 attribute, 11 elements
Defined:
globally; see XML source
Includes:
definitions of 2 elements
Used:
at 2 locations
FixedPaymentAmount
Fixed payment amount within a Dividend Swap.
Content:
complex, 1 attribute, 2 elements
Defined:
globally; see XML source
Includes:
definitions of 2 elements
Used:
at 1 location
FixedPaymentLeg
Fixed Payment Leg of a Dividend Swap.
Content:
complex, 1 attribute, 8 elements
Defined:
globally; see XML source
Includes:
definition of 1 element
Used:
at 1 location
XML Source
<?xml version="1.0" encoding="utf-8"?>
<!--
== Copyright (c) 2018-2019 All rights reserved.
== Financial Products Markup Language is subject to the FpML public license.
== A copy of this license is available at http://www.fpml.org/license/license.html
-->
<xsd:schema attributeFormDefault="unqualified" ecore:documentRoot="FpML" ecore:nsPrefix="conf" ecore:package="org.fpml.confirmation" elementFormDefault="qualified" targetNamespace="http://www.fpml.org/FpML-5/confirmation" version="$Revision: 13737 $" xmlns="http://www.fpml.org/FpML-5/confirmation" xmlns:ecore="http://www.eclipse.org/emf/2002/Ecore" xmlns:fpml-annotation="http://www.fpml.org/annotation" xmlns:xsd="http://www.w3.org/2001/XMLSchema">
<xsd:include schemaLocation="fpml-eqd-5-11.xsd"/>
<!-- <xsd:include schemaLocation="fpml-shared.xsd"/>-->
<xsd:complexType name="DividendLeg">
<xsd:annotation>
<xsd:documentation xml:lang="en">Floating Payment Leg of a Dividend Swap.</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="DirectionalLegUnderlyer">
<xsd:sequence>
<xsd:group ref="DeclaredCashAndCashEquivalentDividendPercentage.model"/>
<xsd:element maxOccurs="unbounded" name="dividendPeriod" type="DividendPeriodPayment">
<xsd:annotation>
<xsd:documentation xml:lang="en">
One to many time bounded dividend payment periods, each with a fixed strike and dividend payment date per period.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="specialDividends" type="xsd:boolean">
<xsd:annotation>
<xsd:documentation xml:lang="en">
If present and true, then special dividends and memorial dividends are applicable.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="materialDividend" type="xsd:boolean">
<xsd:annotation>
<xsd:documentation xml:lang="en">
If present and true, then material non cash dividends are applicable.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="DividendPeriodPayment">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A time bounded dividend period, with fixed strike and a dividend payment date per period.
</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="DividendPeriod">
<xsd:sequence>
<xsd:element name="fixedStrike" type="PositiveDecimal">
<xsd:annotation>
<xsd:documentation xml:lang="en">Fixed strike.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="paymentDate" type="AdjustableOrRelativeDate">
<xsd:annotation>
<xsd:documentation xml:lang="en">Dividend period amount payment date.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="valuationDate" type="AdjustableOrRelativeDate">
<xsd:annotation>
<xsd:documentation xml:lang="en">Dividend period amount valuation date.</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexContent>
<xsd:extension base="OptionBase">
<xsd:sequence>
<xsd:element name="equityPremium" type="EquityPremium">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The variance option premium payable by the buyer to the seller.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<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:element minOccurs="0" name="exchangeLookAlike" type="xsd:boolean">
<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 minOccurs="0" 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: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:element minOccurs="0" name="clearingInstructions" type="SwaptionPhysicalSettlement">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies any instructions on how the physical settlement is to be effected when the option is exercised.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:annotation>
<xsd:documentation xml:lang="en">The variance swap details.</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="DividendSwapTransactionSupplement">
<xsd:annotation>
<xsd:documentation xml:lang="en">A Dividend Swap Transaction Supplement.</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="Product">
<xsd:sequence>
<xsd:element name="dividendLeg" type="DividendLeg">
<xsd:annotation>
<xsd:documentation xml:lang="en">Dividend leg.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="fixedLeg" type="FixedPaymentLeg">
<xsd:annotation>
<xsd:documentation xml:lang="en">Fixed payment leg.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:group minOccurs="0" ref="EquityUnderlyerProvisions.model"/>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="FixedPaymentAmount">
<xsd:annotation>
<xsd:documentation xml:lang="en">Fixed payment amount within a Dividend Swap.</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="PaymentBase">
<xsd:sequence>
<xsd:element minOccurs="0" name="paymentAmount" type="NonNegativeMoney">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Payment amount, which is optional since the payment amount may be calculated using fixed strike and number of open units.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="paymentDate" type="RelativeDateOffset">
<xsd:annotation>
<xsd:documentation xml:lang="en">Payment date relative to another date.</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="FixedPaymentLeg">
<xsd:annotation>
<xsd:documentation xml:lang="en">Fixed Payment Leg of a Dividend Swap.</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="DirectionalLeg">
<xsd:sequence>
<xsd:element maxOccurs="unbounded" name="fixedPayment" type="FixedPaymentAmount">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Fixed payment of a dividend swap, payment date is relative to a dividend period payment date. Commonly the dividend leg and the fixed payment leg will pay out on the same date, and the payments will be netted.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies the structure of the dividend swap transaction supplement.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="dividendSwapTransactionSupplement" substitutionGroup="product" type="DividendSwapTransactionSupplement">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies the structure of the dividend swap transaction supplement.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:schema>
XML schema documentation generated with DocFlex/XML 1.10b5 using DocFlex/XML XSDDoc 2.8.1 template set. All content model diagrams generated by Altova XMLSpy via DocFlex/XML XMLSpy Integration.