XML Schema "fpml-fx-targets-5-11.xsd"
Target Namespace:
http://www.fpml.org/FpML-5/confirmation
Version:
$Revision: 11478 $
Defined Components:
elements (1 global + 115 local), complexTypes (41), element groups (5)
Default Namespace-Qualified Form:
Local Elements: qualified; Local Attributes: unqualified
Includes Schemas (1):
fpml-fx-5-11.xsd [src]
Included in Schemas (2):
fpml-fx-accruals-5-11.xsd [src], fpml-main-5-11.xsd [src]
All Element Summary
accumulationRegion
Type:
FxTargetAccumulationRegion
Content:
complex, 4 elements
Defined:
locally within FxTarget complexType; see XML source
additionalPayment (in fxTargetKnockoutForward)
It supports the representation of premiums, fees, etc.
Type:
SimplePayment
Content:
complex, 1 attribute, 6 elements
Defined:
locally within FxTargetKnockoutForward complexType; see XML source
adjustedDate (defined in FxSchedule complexType)
List of schedule dates.
Type:
xsd:date
Content:
simple
Defined:
locally within FxSchedule complexType; see XML source
adjustedDate (defined in FxSchedule complexType)
List of schedule dates.
Type:
xsd:date
Content:
simple
Defined:
locally within FxSchedule complexType; see XML source
amount (in knockoutLevel)
Target level expressed as a cash amount.
Type:
NonNegativeMoney
Content:
complex, 1 attribute, 2 elements
Defined:
locally within FxKnockoutLevel complexType; see XML source
barrier (in fxTargetKnockoutForward)
Generic FxTarget barrier.
Type:
FxTargetBarrier
Content:
complex, 1 attribute, 10 elements
Defined:
locally within FxTargetKnockoutForward complexType; see XML source
barrier (in settlementPeriod in settlementPeriodSchedule in fxTargetKnockoutForward)
The trigger rate of the barrier (Per Expiry or Global Knockout) for the settlement period.
Type:
FxSettlementPeriodBarrier
Content:
complex, 2 elements
Defined:
locally within FxTargetSettlementPeriod complexType; see XML source
barrierReference (defined in FxSettlementPeriodBarrier complexType)
Reference to the barrier structure within the parametric representation of the product.
Type:
FxComplexBarrierBaseReference
Content:
empty, 1 attribute
Defined:
locally within FxSettlementPeriodBarrier complexType; see XML source
barrierReference (defined in FxTargetConditionLevel.model group)
Reference to a perExpiryBarrier component to indicate theat the bound of the region is defined by the barrier component.
Type:
FxComplexBarrierBaseReference
Content:
empty, 1 attribute
Defined:
locally within FxTargetConditionLevel.model group; see XML source
barrierType (defined in FxComplexBarrierBase complexType)
Specifies the outcome (action) in the event that the barrier is triggered i.e. whether the product becomes active (Knockin) or is extinguished (Knockout).
Type:
FxBarrierTypeSimpleEnum
Content:
simple
Defined:
locally within FxComplexBarrierBase complexType; see XML source
cashSettlement (in fxTargetKnockoutForward)
Cash settlement currency.
Type:
FxCashSettlementSimple
Content:
complex, 4 elements
Defined:
locally within FxTargetKnockoutForward complexType; see XML source
condition (defined in FxComplexBarrierBase complexType)
Defines the condition when the barrier applies: AtOrAbove, AtOrBelow, Above, Below.
Type:
ConditionEnum
Content:
simple
Defined:
locally within FxComplexBarrierBase complexType; see XML source
condition (defined in FxPayoffCap complexType)
Condition in which Cap or Floor applies.
Type:
ConditionEnum
Content:
simple
Defined:
locally within FxPayoffCap complexType; see XML source
condition (defined in FxTargetRegionLowerBound complexType)
AtOrAbove, Above.
Type:
FxRegionLowerBoundDirectionEnum
Content:
simple
Defined:
locally within FxTargetRegionLowerBound complexType; see XML source
condition (defined in FxTargetRegionUpperBound complexType)
AtOrBelow, Below.
Type:
FxRegionUpperBoundDirectionEnum
Content:
simple
Defined:
locally within FxTargetRegionUpperBound complexType; see XML source
condition (in leverage defined in FxTargetLinearPayoffRegion complexType)
Condition in which leverage applies.
Type:
ConditionEnum
Content:
simple
Defined:
locally within FxTargetLeverage complexType; see XML source
conditionalFixings
Number of fixings that are in the money.
Type:
xsd:integer
Content:
simple
Defined:
locally within FxKnockoutCount complexType; see XML source
constantPayoffRegion (in fxTargetKnockoutForward)
A region in which constant payoff applies i.e. the payoff is defined as a contant currency amount or fixing adjustment, unrelated to the fixing.
Type:
FxTargetConstantPayoffRegion
Content:
complex, 1 attribute, 5 elements
Defined:
locally within FxTargetKnockoutForward complexType; see XML source
constantPayoffRegion (in fxTargetKnockoutForward)
It defines a region in which a digital payment occurs.
Type:
FxTargetConstantPayoffRegion
Content:
complex, 1 attribute, 5 elements
Defined:
locally within FxTargetKnockoutForward complexType; see XML source
constantPayoffRegion (in fxTargetKnockoutForward)
It defines a region in which a digital payment occurs.
Type:
FxTargetConstantPayoffRegion
Content:
complex, 1 attribute, 5 elements
Defined:
locally within FxTargetKnockoutForward complexType; see XML source
convention
The FX Offset Convention can be FxSpot or FxForward.
Type:
FxOffsetConventionEnum
Content:
simple
Defined:
locally within FxDateOffset complexType; see XML source
counterCurrencyAmount (defined in FxTargetLinearPayoffRegion complexType)
The opposite currency amount of the Target.
Type:
NonNegativeAmountSchedule
Content:
complex, 1 attribute, 3 elements
Defined:
locally within FxTargetLinearPayoffRegion complexType; see XML source
counterCurrencyAmount (defined in SettlementPeriodLeverage complexType)
Leverage counter currency notional.
Type:
xsd:decimal
Content:
simple
Defined:
locally within SettlementPeriodLeverage complexType; see XML source
counterCurrencyAmount (in leverage defined in FxTargetLinearPayoffRegion complexType)
The opposite currency amount of the Target.
Type:
FxCounterCurrencyAmount
Content:
complex, 1 attribute, 4 elements
Defined:
locally within FxTargetLeverage complexType; see XML source
counterCurrencyAmount (in payoff in settlementPeriod in settlementPeriodSchedule in fxTargetKnockoutForward)
Counter Currency Amount for the settlement period.
Type:
xsd:decimal
Content:
simple
Defined:
locally within FxTargetSettlementPeriodPayoff complexType; see XML source
currency (defined in FxExchangedCurrency complexType)
Type:
Currency
Content:
simple, 1 attribute
Defined:
locally within FxExchangedCurrency complexType; see XML source
dateAdjustments (defined in FxSchedule complexType)
Date adjustments applied to the adjusted dates including the business day convention and the business centers.
Type:
BusinessDayAdjustments
Content:
complex, 1 attribute, 3 elements
Defined:
locally within FxSchedule complexType; see XML source
dateAdjustments (defined in ParametricSchedule.model group)
Date adjustments applied to the schedule including the business day convention and the business centers.
Type:
BusinessDayAdjustments
Content:
complex, 1 attribute, 3 elements
Defined:
locally within ParametricSchedule.model group; see XML source
dateOffset (defined in FxSchedule complexType)
The representation of the schedule as an offset relative to another schedule.
Type:
FxDateOffset
Content:
complex, 3 elements
Defined:
locally within FxSchedule complexType; see XML source
dayType (defined in ParametricSchedule.model group)
A day type classification, e.g.
Type:
DayTypeEnum
Content:
simple
Defined:
locally within ParametricSchedule.model group; see XML source
endDate (defined in ParametricSchedule.model group)
End of the schedule.
Type:
xsd:date
Content:
simple
Defined:
locally within ParametricSchedule.model group; see XML source
endDate (defined in ParametricSchedule.model group)
End of the schedule.
Type:
xsd:date
Content:
simple
Defined:
locally within ParametricSchedule.model group; see XML source
endDate (defined in SettlementPeriodFixingDates complexType)
End date of the period.
Type:
xsd:date
Content:
simple
Defined:
locally within SettlementPeriodFixingDates complexType; see XML source
exchangedCurrency1 (defined in FxExchangedCurrency.model group)
Indicates the first direction of who pays and receives a specific currency without specifying the amount.
Type:
FxExchangedCurrency
Content:
complex, 5 elements
Defined:
locally within FxExchangedCurrency.model group; see XML source
exchangedCurrency2 (defined in FxExchangedCurrency.model group)
Indicates the second direction of who pays and receives a specific currency without specifying the amount.
Type:
FxExchangedCurrency
Content:
complex, 5 elements
Defined:
locally within FxExchangedCurrency.model group; see XML source
expiryDate (defined in SettlementPeriod complexType)
Expiry date for the settlement period.
Type:
xsd:date
Content:
simple
Defined:
locally within SettlementPeriod complexType; see XML source
expirySchedule (in fxTargetKnockoutForward)
Defines the expiry/observation schedule of the target product.
Type:
FxExpirySchedule
Content:
complex, 1 attribute, 14 elements
Defined:
locally within FxTargetKnockoutForward complexType; see XML source
expiryTime (defined in FxExpirySchedule complexType)
Time of expiration of each expiry date.
Type:
BusinessCenterTime
Content:
complex, 2 elements
Defined:
locally within FxExpirySchedule complexType; see XML source
finalExpiryDate (defined in FxExpirySchedule complexType)
The final expiry date facilitates informing the final date without having to process all expiry dates in the schedule.
Type:
xsd:date
Content:
simple
Defined:
locally within FxExpirySchedule complexType; see XML source
finalSettlementDate (defined in FxSettlementSchedule complexType)
The final settlement date facilitates informing the final date without having to process all settlement dates in the schedule.
Type:
xsd:date
Content:
simple
Defined:
locally within FxSettlementSchedule complexType; see XML source
fixingAdjustment
Payoff (gain) expressed as a fixing adjustment.
Type:
xsd:decimal
Content:
simple
Defined:
locally within FxTargetConstantPayoff complexType; see XML source
fixingDate (defined in SettlementPeriodFixingDates complexType)
Observation date in a fixing period.
Type:
xsd:date
Content:
simple
Defined:
locally within SettlementPeriodFixingDates complexType; see XML source
fixingInformationSource (in fxTargetKnockoutForward)
Information source for fixing the exchange rate.
Type:
FxInformationSource
Content:
complex, 4 elements
Defined:
locally within FxTargetKnockoutForward complexType; see XML source
fxTargetKnockoutForward
A structured forward product which consists of a strip of forwards.
Type:
FxTargetKnockoutForward
Content:
complex, 1 attribute, 23 elements
Subst.Gr:
may substitute for element product
Defined:
globally; see XML source
Used:
never
intrinsicValue
Target level expressed as intrinsic value (cumulative benefit over the prevailing spot rate at each observation point).
Type:
xsd:decimal
Content:
simple
Defined:
locally within FxKnockoutLevel complexType; see XML source
knockoutCount
Type:
FxKnockoutCount
Content:
complex, 2 elements
Defined:
locally within FxTarget complexType; see XML source
knockoutLevel
Type:
FxKnockoutLevel
Content:
complex, 4 elements
Defined:
locally within FxTarget complexType; see XML source
level (defined in FxTargetConditionLevel.model group)
Level expressed as a level with optional steps different from strike, pivot, or barrier.
Type:
FxLevel
Content:
complex, 1 attribute, 2 elements
Defined:
locally within FxTargetConditionLevel.model group; see XML source
levelReference
Reference to a level defined within the FX product.
Type:
FxLevelReference
Content:
empty, 1 attribute
Defined:
locally within FxTargetConditionLevel.model group; see XML source
leverage (defined in FxTargetLinearPayoffRegion complexType)
Notional leverage.
Type:
FxTargetLeverage
Content:
complex, 1 attribute, 9 elements
Defined:
locally within FxTargetLinearPayoffRegion complexType; see XML source
leverage (in payoff in settlementPeriod in settlementPeriodSchedule in fxTargetKnockoutForward)
Leverage within the period expressed as either an amount or ratio.
Type:
SettlementPeriodLeverage
Content:
complex, 3 elements
Defined:
locally within FxTargetSettlementPeriodPayoff complexType; see XML source
linearPayoffRegion (in fxTargetKnockoutForward)
A region in which linear payoff applies i.e. the payoff bears a linear relationship to the fixing value (increases/decreases linearly with the fixing).
Type:
FxTargetLinearPayoffRegion
Content:
complex, 1 attribute, 8 elements
Defined:
locally within FxTargetKnockoutForward complexType; see XML source
linearPayoffRegion (in fxTargetKnockoutForward)
A region in which linear payoff applies i.e. the payoff bears a linear relationship to the fixing value (increases/decreases linearly with the fixing).
Type:
FxTargetLinearPayoffRegion
Content:
complex, 1 attribute, 8 elements
Defined:
locally within FxTargetKnockoutForward complexType; see XML source
linearPayoffRegion (in fxTargetKnockoutForward)
A region in which linear payoff applies i.e. the payoff bears a linear relationship to the fixing value (increases/decreases linearly with the fixing).
Type:
FxTargetLinearPayoffRegion
Content:
complex, 1 attribute, 8 elements
Defined:
locally within FxTargetKnockoutForward complexType; see XML source
lowerBound (defined in FxTargetLinearPayoffRegion complexType)
Defines the lower bound of a payoff region.
Type:
FxTargetRegionLowerBound
Content:
complex, 6 elements
Defined:
locally within FxTargetLinearPayoffRegion complexType; see XML source
lowerBound (defined in FxTargetRegionBound.model group)
Defines the lower bound of a payoff region.
Type:
FxTargetRegionLowerBound
Content:
complex, 6 elements
Defined:
locally within FxTargetRegionBound.model group; see XML source
lowerBound (in payoff in settlementPeriod in settlementPeriodSchedule in fxTargetKnockoutForward)
Lower bound to the region.
Type:
xsd:decimal
Content:
simple
Defined:
locally within FxTargetSettlementPeriodPayoff complexType; see XML source
multiplier (in accumulationRegion)
This is the factor that increases gain, not notional.
Type:
xsd:decimal
Content:
simple
Defined:
locally within FxTargetAccumulationRegion complexType; see XML source
notionalAmount (defined in SettlementPeriod complexType)
Notional Amount for the settlement period.
Type:
xsd:decimal
Content:
simple
Defined:
locally within SettlementPeriod complexType; see XML source
notionalAmount (defined in SettlementPeriodLeverage complexType)
Leverage notional.
Type:
xsd:decimal
Content:
simple
Defined:
locally within SettlementPeriodLeverage complexType; see XML source
notionalAmount (in fxTargetKnockoutForward)
Notional amount of the Target.
Type:
NonNegativeAmountSchedule
Content:
complex, 1 attribute, 3 elements
Defined:
locally within FxTargetKnockoutForward complexType; see XML source
notionalAmount (in leverage defined in FxTargetLinearPayoffRegion complexType)
Leveraged notional expressed as amount with optional steps.
Type:
NonNegativeAmountSchedule
Content:
complex, 1 attribute, 3 elements
Defined:
locally within FxTargetLeverage complexType; see XML source
numberOfFixings (defined in SettlementPeriodFixingDates complexType)
Number of fixings between the fixing start and end date.
Type:
xsd:integer
Content:
simple
Defined:
locally within SettlementPeriodFixingDates complexType; see XML source
observationEndDate (defined in FxComplexBarrierBase complexType)
The date on which the observation period for an american barrier ends.
Type:
xsd:date
Content:
simple
Defined:
locally within FxComplexBarrierBase complexType; see XML source
observationEndTime (defined in FxComplexBarrierBase 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 FxComplexBarrierBase complexType; see XML source
observationFrequency
Defines the frequency at which calculation period end dates occur within the period schedule and their roll date convention.
Type:
ObservationFrequency
Content:
complex, 1 attribute, 3 elements
Defined:
locally within ParametricSchedule.model group; see XML source
observationStartDate (defined in FxComplexBarrierBase complexType)
The date on which the observation period for an american barrier starts.
Type:
xsd:date
Content:
simple
Defined:
locally within FxComplexBarrierBase complexType; see XML source
observationStartTime (defined in FxComplexBarrierBase 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 FxComplexBarrierBase complexType; see XML source
offset (in dateOffset defined in FxSchedule complexType)
The settlement offset to the expiry schedule or the expiry offset to the settlement schedule.
Type:
Period
Content:
complex, 1 attribute, 2 elements
Defined:
locally within FxDateOffset complexType; see XML source
outstandingGain
Rebate expressed as amount of outstanding gain.
Type:
FxOutstandingGain
Content:
complex, 2 elements
Defined:
locally within FxTargetRebate complexType; see XML source
payment (in payoff defined in FxTargetConstantPayoffRegion complexType)
Cash payment.
Type:
PositiveMoney
Content:
complex, 1 attribute, 2 elements
Defined:
locally within FxTargetConstantPayoff complexType; see XML source
payment (in rebate in barrier in fxTargetKnockoutForward)
Rebate amount expressed as a payment between the two parties.
Type:
SimplePayment
Content:
complex, 1 attribute, 6 elements
Defined:
locally within FxTargetRebate complexType; see XML source
payoff (defined in FxTargetConstantPayoffRegion complexType)
A binary|digital payoff, expressed either as a cash payment, or a (non-zero) fixing adjustment.
Type:
FxTargetConstantPayoff
Content:
complex, 6 elements
Defined:
locally within FxTargetConstantPayoffRegion complexType; see XML source
payoff (in settlementPeriod in settlementPeriodSchedule in fxTargetKnockoutForward)
Payoff Region within the settlement period to link strike with the relevant payoff components.
Type:
FxTargetSettlementPeriodPayoff
Content:
complex, 7 elements
Defined:
locally within FxTargetSettlementPeriod complexType; see XML source
payoffCap (defined in FxTargetLinearPayoffRegion complexType)
The amount of gain on the client upside or firm upside is limited.
Type:
FxPayoffCap
Content:
complex, 3 elements
Defined:
locally within FxTargetLinearPayoffRegion complexType; see XML source
payoffCap (in payoff in settlementPeriod in settlementPeriodSchedule in fxTargetKnockoutForward)
The amount of gain on the client upside or firm upside is limited.
Type:
xsd:decimal
Content:
simple
Defined:
locally within FxTargetSettlementPeriodPayoff complexType; see XML source
payoffRegionReference (in payoff in settlementPeriod in settlementPeriodSchedule in fxTargetKnockoutForward)
Optional reference to the Payoff Region in the parametric representation of the product.
Type:
FxTargetPayoffRegionReference
Content:
empty, 1 attribute
Defined:
locally within FxTargetSettlementPeriodPayoff complexType; see XML source
physicalSettlement (defined in FxTargetConstantPayoffRegion complexType)
Type:
FxTargetPhysicalSettlement
Content:
complex, 5 elements
Defined:
locally within FxTargetConstantPayoffRegion complexType; see XML source
pivot (in fxTargetKnockoutForward)
The boundary where the contract flips from being long and short is the pivot point.
Type:
FxPivot
Content:
complex, 1 attribute, 2 elements
Defined:
locally within FxTargetKnockoutForward complexType; see XML source
pivot (in settlementPeriod in settlementPeriodSchedule in fxTargetKnockoutForward)
Pivot for the settlement period.
Type:
xsd:decimal
Content:
simple
Defined:
locally within FxTargetSettlementPeriod complexType; see XML source
pivotReference
Reference to the pivot defined within the FX product.
Type:
FxPivotReference
Content:
empty, 1 attribute
Defined:
locally within FxTargetConditionLevel.model group; see XML source
quotedCurrencyPair (in fxTargetKnockoutForward)
The Quoted Currency Pair that is used accross the product.
Type:
QuotedCurrencyPair
Content:
complex, 3 elements
Defined:
locally within FxTargetKnockoutForward complexType; see XML source
rate (defined in FxPayoffCap complexType)
Cap/Floor rate.
Type:
Schedule
Content:
complex, 1 attribute, 2 elements
Defined:
locally within FxPayoffCap complexType; see XML source
ratio (defined in SettlementPeriodLeverage complexType)
Leverage expressed as ratio.
Type:
xsd:decimal
Content:
simple
Defined:
locally within SettlementPeriodLeverage complexType; see XML source
ratio (in leverage defined in FxTargetLinearPayoffRegion complexType)
Leverage rate with optional steps.
Type:
Schedule
Content:
complex, 1 attribute, 2 elements
Defined:
locally within FxTargetLeverage complexType; see XML source
rebate (in barrier in fxTargetKnockoutForward)
A rebate payable in the event of knockout.
Type:
FxTargetRebate
Content:
complex, 2 elements
Defined:
locally within FxTargetBarrier complexType; see XML source
relativeTo
Indicates whether the settlement schedule is relative to the expiry schedule or the expiry schedule is relative to the settlement schedule.
Type:
FxScheduleReference
Content:
empty, 1 attribute
Defined:
locally within FxDateOffset complexType; see XML source
scope
The scope of the barrier (PerExpiry|Global).
Type:
FxBarrierScopeEnum
Content:
simple
Defined:
locally within FxComplexBarrierBase complexType; see XML source
settlementAdjustmentStyle (defined in FxPayoffCap complexType)
The Settlement Adjustment Style can be VariedStrike or VariedNotional.
Type:
FxSettlementAdjustmentMethodEnum
Content:
simple
Defined:
locally within FxPayoffCap complexType; see XML source
settlementAdjustmentStyle (in knockoutLevel)
Specifies the calculation method by which the final accumulated value is adjusted equal to the target value, in the case where the target style is "Exact".
Type:
FxSettlementAdjustmentMethodEnum
Content:
simple
Defined:
locally within FxKnockoutLevel complexType; see XML source
settlementAdjustmentStyle (in outstandingGain)
The Settlement Adjustment Style can be VariedStrike or VariedNotional.
Type:
FxSettlementAdjustmentMethodEnum
Content:
simple
Defined:
locally within FxOutstandingGain complexType; see XML source
settlementAdjustmentStyle (in physicalSettlement defined in FxTargetConstantPayoffRegion complexType)
The Settlement Adjustment Style can be VariedStrike or VariedNotional.
Type:
FxSettlementAdjustmentMethodEnum
Content:
simple
Defined:
locally within FxTargetPhysicalSettlement complexType; see XML source
settlementAtKnockout
Whether there is settlement at knockout.
Type:
xsd:boolean
Content:
simple
Defined:
locally within FxKnockoutCount complexType; see XML source
settlementDate (defined in SettlementPeriod complexType)
Settlement date for the settlement period.
Type:
xsd:date
Content:
simple
Defined:
locally within SettlementPeriod complexType; see XML source
settlementPeriod (in settlementPeriodSchedule in fxTargetKnockoutForward)
Defines each settlement period in the tabular/matrix representation of the product.
Type:
FxTargetSettlementPeriod
Content:
complex, 6 elements
Defined:
locally within FxTargetSettlementPeriodSchedule complexType; see XML source
settlementPeriodSchedule (in fxTargetKnockoutForward)
It supports the representation of a matrix/tabular approach of the product by defining a set of settlement periods.
Type:
FxTargetSettlementPeriodSchedule
Content:
complex, 1 element
Defined:
locally within FxTargetKnockoutForward complexType; see XML source
settlementSchedule (in fxTargetKnockoutForward)
Defines the settlement/payment schedule of the target product.
Type:
FxSettlementSchedule
Content:
complex, 1 attribute, 13 elements
Defined:
locally within FxTargetKnockoutForward complexType; see XML source
spotRate (in fxTargetKnockoutForward)
Spot rate
Type:
NonNegativeDecimal
Content:
simple
Defined:
locally within FxTargetKnockoutForward complexType; see XML source
startDate (defined in ParametricSchedule.model group)
Start of the schedule.
Type:
xsd:date
Content:
simple
Defined:
locally within ParametricSchedule.model group; see XML source
startDate (defined in SettlementPeriodFixingDates complexType)
Start date of the period.
Type:
xsd:date
Content:
simple
Defined:
locally within SettlementPeriodFixingDates complexType; see XML source
strike (defined in FxTargetLinearPayoffRegion complexType)
Strike price of the Target.
Type:
FxStrike
Content:
complex, 1 attribute, 2 elements
Defined:
locally within FxTargetLinearPayoffRegion complexType; see XML source
strike (in payoff in settlementPeriod in settlementPeriodSchedule in fxTargetKnockoutForward)
Strike for the settlement period.
Type:
xsd:decimal
Content:
simple
Defined:
locally within FxTargetSettlementPeriodPayoff complexType; see XML source
strike (in physicalSettlement defined in FxTargetConstantPayoffRegion complexType)
Strike price of the Target.
Type:
FxStrike
Content:
complex, 1 attribute, 2 elements
Defined:
locally within StrikeOrStrikeReference.model group; see XML source
strikeReference (defined in FxCounterCurrencyAmount complexType)
In case of multiple counter currency notionals, a strike reference to the appropriate strike may be provided.
Type:
FxStrikeReference
Content:
empty, 1 attribute
Defined:
locally within FxCounterCurrencyAmount complexType; see XML source
strikeReference (defined in FxTargetConditionLevel.model group)
Reference to a strike defined within the FX product.
Type:
FxStrikeReference
Content:
empty, 1 attribute
Defined:
locally within FxTargetConditionLevel.model group; see XML source
strikeReference (in physicalSettlement defined in FxTargetConstantPayoffRegion complexType)
Reference to an existing strike structure within the FX product.
Type:
FxStrikeReference
Content:
empty, 1 attribute
Defined:
locally within StrikeOrStrikeReference.model group; see XML source
style
The barrier observation style: continuous (American) or discrete (European).
Type:
FxBarrierStyleEnum
Content:
simple
Defined:
locally within FxComplexBarrierBase complexType; see XML source
target
It defines the target level of gain.
Type:
FxTarget
Content:
complex, 1 attribute, 3 elements
Defined:
locally within FxTargetKnockoutForward complexType; see XML source
targetReference
Reference to a target structure within the product.
Type:
FxTargetReference
Content:
empty, 1 attribute
Defined:
locally within FxOutstandingGain complexType; see XML source
targetStyle
Target style when it settles, whether it is Inclusive, Exclusive, or Exact.
Type:
FxTargetStyleEnum
Content:
simple
Defined:
locally within FxKnockoutLevel complexType; see XML source
triggerRate (defined in FxComplexBarrierBase 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 barrier event is deemed to have occurred.
Type:
Schedule
Content:
complex, 1 attribute, 2 elements
Defined:
locally within FxComplexBarrierBase complexType; see XML source
triggerRate (defined in FxSettlementPeriodBarrier complexType)
Barrier trigger rate.
Type:
xsd:decimal
Content:
simple
Defined:
locally within FxSettlementPeriodBarrier complexType; see XML source
upperBound (defined in FxTargetLinearPayoffRegion complexType)
Defines the upper bound of a payoff region.
Type:
FxTargetRegionUpperBound
Content:
complex, 6 elements
Defined:
locally within FxTargetLinearPayoffRegion complexType; see XML source
upperBound (defined in FxTargetRegionBound.model group)
Defines the upper bound of a payoff region.
Type:
FxTargetRegionUpperBound
Content:
complex, 6 elements
Defined:
locally within FxTargetRegionBound.model group; see XML source
upperBound (defined in FxTargetRegionBound.model group)
Defines the upper bound of a payoff region.
Type:
FxTargetRegionUpperBound
Content:
complex, 6 elements
Defined:
locally within FxTargetRegionBound.model group; see XML source
upperBound (in payoff in settlementPeriod in settlementPeriodSchedule in fxTargetKnockoutForward)
Upper bound to the region.
Type:
xsd:decimal
Content:
simple
Defined:
locally within FxTargetSettlementPeriodPayoff complexType; see XML source
Complex Type Summary
FxComplexBarrierBase
Content:
complex, 1 attribute, 9 elements
Defined:
globally; see XML source
Includes:
definitions of 1 attribute, 9 elements
Used:
at 2 locations
FxComplexBarrierBaseReference
Reference to a barrier structure defined within the parametric representation.
Content:
empty, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
at 2 locations
FxCounterCurrencyAmount
Content:
complex, 1 attribute, 4 elements
Defined:
globally; see XML source
Includes:
definition of 1 element
Used:
at 3 locations
FxDateOffset
The representation of the schedule as an offset relative to another schedule.
Content:
complex, 3 elements
Defined:
globally; see XML source
Includes:
definitions of 3 elements
Used:
at 1 location
FxExchangedCurrency
Indicates the direction who pays and receives a specific currency without specifying the amount.
Content:
complex, 5 elements
Defined:
globally; see XML source
Includes:
definition of 1 element
Used:
at 2 locations
FxExpirySchedule
Defines the expiry/observation schedule of the target.
Content:
complex, 1 attribute, 14 elements
Defined:
globally; see XML source
Includes:
definitions of 2 elements
Used:
at 2 locations
FxKnockoutCount
Content:
complex, 2 elements
Defined:
globally; see XML source
Includes:
definitions of 2 elements
Used:
at 1 location
FxKnockoutLevel
Defines the Target level of gain.
Content:
complex, 4 elements
Defined:
globally; see XML source
Includes:
definitions of 4 elements
Used:
at 1 location
FxLevel
Level is expressed as Schedule, with an initial value and optional steps.
Content:
complex, 1 attribute, 2 elements
Defined:
globally; see XML source
Used:
at 2 locations
FxLevelReference
Reference to a level structure.
Content:
empty, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
at 1 location
FxOutstandingGain
Content:
complex, 2 elements
Defined:
globally; see XML source
Includes:
definitions of 2 elements
Used:
at 1 location
FxPayoffCap
The amount of gain on the client upside or firm upside is limited.
Content:
complex, 3 elements
Defined:
globally; see XML source
Includes:
definitions of 3 elements
Used:
at 2 locations
FxPivot
Pivot is expressed as Schedule, with an initial value and optional steps.
Content:
complex, 1 attribute, 2 elements
Defined:
globally; see XML source
Used:
at 1 location
FxPivotReference
Reference to a pivot structure.
Content:
empty, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
at 1 location
FxSchedule
The FxSchedule may be expressed as explicit adjusted dates, or a parametric representation plus optional adjusted dates, or as an offset plus optional adusted dates.
Content:
complex, 1 attribute, 12 elements
Defined:
globally; see XML source
Includes:
definitions of 1 attribute, 4 elements
Used:
at 2 locations
FxScheduleReference
Reference to a FX Schedule structure.
Content:
empty, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
at 1 location
FxSettlementPeriodBarrier
Content:
complex, 2 elements
Defined:
globally; see XML source
Includes:
definitions of 2 elements
Used:
at 2 locations
FxSettlementSchedule
Content:
complex, 1 attribute, 13 elements
Defined:
globally; see XML source
Includes:
definition of 1 element
Used:
at 2 locations
FxStrike
Strike is expressed as Schedule, with an initial value and optional steps.
Content:
complex, 1 attribute, 2 elements
Defined:
globally; see XML source
Used:
at 2 locations
FxStrikeReference
Reference to a strike structure.
Content:
empty, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
at 3 locations
FxTarget
Content:
complex, 1 attribute, 3 elements
Defined:
globally; see XML source
Includes:
definitions of 1 attribute, 3 elements
Used:
at 1 location
FxTargetAccumulationRegion
Content:
complex, 4 elements
Defined:
globally; see XML source
Includes:
definition of 1 element
Used:
at 1 location
FxTargetBarrier
Content:
complex, 1 attribute, 10 elements
Defined:
globally; see XML source
Includes:
definition of 1 element
Used:
at 1 location
FxTargetConstantPayoff
Content:
complex, 6 elements
Defined:
globally; see XML source
Includes:
definitions of 2 elements
Used:
at 1 location
FxTargetConstantPayoffRegion
A fixing region in which the payoff is a constant value (a binary|digital payoff, or zero).
Content:
complex, 1 attribute, 5 elements
Defined:
globally; see XML source
Includes:
definitions of 2 elements
Used:
at 3 locations
FxTargetKnockoutForward
A structured forward product which consists of a strip of forwards.
Content:
complex, 1 attribute, 23 elements
Defined:
globally; see XML source
Includes:
definitions of 18 elements
Used:
at 1 location
FxTargetLeverage
Content:
complex, 1 attribute, 9 elements
Defined:
globally; see XML source
Includes:
definitions of 1 attribute, 4 elements
Used:
at 1 location
FxTargetLinearPayoffRegion
A fixing region in which the payoff varies linearly with the fixing value.
Content:
complex, 1 attribute, 8 elements
Defined:
globally; see XML source
Includes:
definitions of 6 elements
Used:
at 3 locations
FxTargetPayoffRegion
Content:
empty, 1 attribute
Abstract:
(cannot be assigned directly to elements used in instance XML documents)
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
at 2 locations
FxTargetPayoffRegionReference
Reference to a FX Target Payoff Region.
Content:
empty, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
at 1 location
FxTargetPhysicalSettlement
Content:
complex, 5 elements
Defined:
globally; see XML source
Includes:
definition of 1 element
Used:
at 1 location
FxTargetRebate
A rebate can be expressed as a payment amount or as amount of outstanding gain.
Content:
complex, 2 elements
Defined:
globally; see XML source
Includes:
definitions of 2 elements
Used:
at 1 location
FxTargetReference
Reference to a target structure.
Content:
empty, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
at 1 location
FxTargetRegionLowerBound
Content:
complex, 6 elements
Defined:
globally; see XML source
Includes:
definition of 1 element
Used:
at 2 locations
FxTargetRegionUpperBound
Content:
complex, 6 elements
Defined:
globally; see XML source
Includes:
definition of 1 element
Used:
at 3 locations
FxTargetSettlementPeriod
Content:
complex, 6 elements
Defined:
globally; see XML source
Includes:
definitions of 3 elements
Used:
at 1 location
FxTargetSettlementPeriodPayoff
Payoff region
Content:
complex, 7 elements
Defined:
globally; see XML source
Includes:
definitions of 7 elements
Used:
at 1 location
FxTargetSettlementPeriodSchedule
Content:
complex, 1 element
Defined:
globally; see XML source
Includes:
definition of 1 element
Used:
at 1 location
SettlementPeriod
Content:
complex, 3 elements
Abstract:
(cannot be assigned directly to elements used in instance XML documents)
Defined:
globally; see XML source
Includes:
definitions of 3 elements
Used:
at 2 locations
SettlementPeriodFixingDates
Content:
complex, 4 elements
Defined:
globally; see XML source
Includes:
definitions of 4 elements
Used:
at 3 locations
SettlementPeriodLeverage
Content:
complex, 3 elements
Defined:
globally; see XML source
Includes:
definitions of 3 elements
Used:
at 2 locations
Element Group Summary
FxExchangedCurrency.model
Indicates the directions of who pays and receives a specific currency without specifying the amount.
Content:
2 elements
Defined:
globally; see XML source
Includes:
definitions of 2 elements
Used:
at 3 locations
FxTargetConditionLevel.model
Conditions can be expressed in different ways: as a specific level, as strike, pivot, or barrier.
Content:
5 elements
Defined:
globally; see XML source
Includes:
definitions of 5 elements
Used:
at 3 locations
FxTargetRegionBound.model
Content:
3 elements
Defined:
globally; see XML source
Includes:
definitions of 3 elements
Used:
at 2 locations
ParametricSchedule.model
The schedule defined by the set of parameters to be able to calculate the schedule of adjusted date.
Content:
8 elements
Defined:
globally; see XML source
Includes:
definitions of 6 elements
Used:
at 3 locations
StrikeOrStrikeReference.model
Content:
2 elements
Defined:
globally; see XML source
Includes:
definitions of 2 elements
Used:
at 1 location
XML Source
<?xml version="1.0" encoding="utf-8"?>
<!--
== Copyright (c) 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: 11478 $" xmlns="http://www.fpml.org/FpML-5/confirmation" xmlns:ecore="http://www.eclipse.org/emf/2002/Ecore" xmlns:fpml-annotation="http://www.fpml.org/annotation" xmlns:xsd="http://www.w3.org/2001/XMLSchema">
<xsd:include schemaLocation="fpml-fx-5-11.xsd"/>
<!--
================
complexTypes
================
-->
<xsd:complexType name="FxComplexBarrierBase">
<xsd:sequence>
<xsd:element name="barrierType" type="FxBarrierTypeSimpleEnum">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies the outcome (action) in the event that the barrier is triggered i.e. whether the product becomes active (Knockin) or is extinguished (Knockout).
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="style" type="FxBarrierStyleEnum">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The barrier observation style: continuous (American) or discrete (European).
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="scope" type="FxBarrierScopeEnum">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The scope of the barrier (PerExpiry|Global). Specifies whether the barrier has effect for the current expiry period (in the case of a multi-phase product), or for the product as a whole.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="condition" type="ConditionEnum">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Defines the condition when the barrier applies: AtOrAbove, AtOrBelow, Above, Below.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="triggerRate" type="Schedule">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The market rate is observed relative to the trigger rate, and if it is found to be on the predefined side of (above or below) the trigger rate, a barrier event is deemed to have occurred.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:sequence minOccurs="0">
<xsd:element name="observationStartDate" type="xsd:date">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The date on which the observation period for an american barrier starts. If the start date is not present, then the date and time of the start of the period is deemed to be the date and time the transaction was entered into.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="observationStartTime" type="BusinessCenterTime">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The time on the start date at which the observation period for an american barrier starts. If the time is not present and the start date is equivalent to the transaction date, the time is deemed to be the time the transaction was entered into. If the time is not present and the start date is other than the transaction date, then the time is deemed to be the same as the expiration time.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
<xsd:sequence minOccurs="0">
<xsd:element name="observationEndDate" type="xsd:date">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The date on which the observation period for an american barrier ends. If the end date is not present, then the date and time of the end of the period is deemed to be the date and time of expiration.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="observationEndTime" type="BusinessCenterTime">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The time on the end date at which the observation period for an american barrier ends. If the time is not present, then the time is deemed to be the same as the expiration time.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:sequence>
<xsd:attribute name="id" type="xsd:ID" use="optional">
<xsd:annotation>
<xsd:documentation xml:lang="en">Attribute to be able to point to the</xsd:documentation>
</xsd:annotation>
</xsd:attribute>
</xsd:complexType>
<xsd:complexType name="FxComplexBarrierBaseReference">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Reference to a barrier structure defined within the parametric representation.
</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="Reference">
<xsd:attribute ecore:reference="FxComplexBarrierBase" name="href" type="xsd:IDREF" use="required"/>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="FxCounterCurrencyAmount">
<xsd:complexContent>
<xsd:extension base="NonNegativeAmountSchedule">
<xsd:sequence>
<xsd:element minOccurs="0" name="strikeReference" type="FxStrikeReference">
<xsd:annotation>
<xsd:documentation xml:lang="en">
In case of multiple counter currency notionals, a strike reference to the appropriate strike may be provided.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="FxDateOffset">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The representation of the schedule as an offset relative to another schedule. For example, the settlement schedule may be relative to the expiry schedule by an FxForward offset.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element name="convention" type="FxOffsetConventionEnum">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The FX Offset Convention can be FxSpot or FxForward.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="offset" type="Period">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The settlement offset to the expiry schedule or the expiry offset to the settlement schedule. It is only specified when the settlement convention is FxForward.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="relativeTo" type="FxScheduleReference">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Indicates whether the settlement schedule is relative to the expiry schedule or the expiry schedule is relative to the settlement schedule.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="FxExchangedCurrency">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Indicates the direction who pays and receives a specific currency without specifying the amount.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:group ref="PayerReceiver.model"/>
<xsd:element name="currency" type="Currency"/>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="FxExpirySchedule">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Defines the expiry/observation schedule of the target.
</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="FxSchedule">
<xsd:sequence>
<xsd:element minOccurs="0" name="finalExpiryDate" type="xsd:date">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The final expiry date facilitates informing the final date without having to process all expiry dates in the schedule.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="expiryTime" type="BusinessCenterTime">
<xsd:annotation>
<xsd:documentation xml:lang="en">Time of expiration of each expiry date.</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="FxKnockoutCount">
<xsd:sequence>
<xsd:element name="conditionalFixings" type="xsd:integer">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Number of fixings that are in the money. No accumulation process.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="settlementAtKnockout" type="xsd:boolean">
<xsd:annotation>
<xsd:documentation xml:lang="en">Whether there is settlement at knockout.</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="FxKnockoutLevel">
<xsd:annotation>
<xsd:documentation xml:lang="en">Defines the Target level of gain.</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:choice>
<xsd:element name="amount" type="NonNegativeMoney">
<xsd:annotation>
<xsd:documentation xml:lang="en">Target level expressed as a cash amount.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="intrinsicValue" type="xsd:decimal">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Target level expressed as intrinsic value (cumulative benefit over the prevailing spot rate at each observation point).
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:choice>
<xsd:element name="targetStyle" type="FxTargetStyleEnum">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Target style when it settles, whether it is Inclusive, Exclusive, or Exact. Exclusive: the gain for the knockout period is adjusted to zero i.e. the target yields zero value in the final period. Exact: the gain for the knockout period is adjusted to yield a final accumulated value equal to the target level. Inclusive: the gain for the knockout period is equal to the whole benefit of the final fixing over spot i.e. the final accumulated value may exceed the target level.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="settlementAdjustmentStyle" type="FxSettlementAdjustmentMethodEnum">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies the calculation method by which the final accumulated value is adjusted equal to the target value, in the case where the target style is "Exact". This element must be produced (only) where the target style is "Exact", and should be omitted otherwise.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="FxLevel">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Level is expressed as Schedule, with an initial value and optional steps.
</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="Schedule"/>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="FxLevelReference">
<xsd:annotation>
<xsd:documentation xml:lang="en">Reference to a level structure.</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="Reference">
<xsd:attribute ecore:reference="FxLevel" name="href" type="xsd:IDREF" use="required"/>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="FxOutstandingGain">
<xsd:sequence>
<xsd:element name="targetReference" type="FxTargetReference">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Reference to a target structure within the product.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="settlementAdjustmentStyle" type="FxSettlementAdjustmentMethodEnum">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The Settlement Adjustment Style can be VariedStrike or VariedNotional.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="FxPayoffCap">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The amount of gain on the client upside or firm upside is limited. If spot settles above the cap, or below the floor, the payout is adjusted to limit the gain. The adjustment may be made by varying the strike, or by maintaining the strike, but varying the payout notionals.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element name="condition" type="ConditionEnum">
<xsd:annotation>
<xsd:documentation xml:lang="en">Condition in which Cap or Floor applies.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="rate" type="Schedule">
<xsd:annotation>
<xsd:documentation xml:lang="en">Cap/Floor rate.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:annotation>
<xsd:documentation xml:lang="en">
The Settlement Adjustment Style can be VariedStrike or VariedNotional.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="FxPivot">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Pivot is expressed as Schedule, with an initial value and optional steps.
</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="Schedule"/>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="FxPivotReference">
<xsd:annotation>
<xsd:documentation xml:lang="en">Reference to a pivot structure.</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="Reference">
<xsd:attribute ecore:reference="FxPivot" name="href" type="xsd:IDREF" use="required"/>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="FxSchedule">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The FxSchedule may be expressed as explicit adjusted dates, or a parametric representation plus optional adjusted dates, or as an offset plus optional adusted dates.
</xsd:documentation>
</xsd:annotation>
<xsd:choice>
<xsd:sequence>
<xsd:element minOccurs="0" name="dateAdjustments" type="BusinessDayAdjustments">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Date adjustments applied to the adjusted dates including the business day convention and the business centers.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element maxOccurs="unbounded" name="adjustedDate" type="xsd:date">
<xsd:annotation>
<xsd:documentation xml:lang="en">
List of schedule dates. These dates have been subject to adjustments based on the dateAdjustments structure.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
<xsd:sequence>
<xsd:choice>
<xsd:group ref="ParametricSchedule.model">
<xsd:annotation>
<xsd:documentation xml:lang="en">Parametric representation of the schedule.</xsd:documentation>
</xsd:annotation>
</xsd:group>
<xsd:element name="dateOffset" type="FxDateOffset">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The representation of the schedule as an offset relative to another schedule. For example, the settlement schedule may be relative to the expiry schedule by an FxForward offset.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:choice>
<xsd:element maxOccurs="unbounded" minOccurs="0" name="adjustedDate" type="xsd:date">
<xsd:annotation>
<xsd:documentation xml:lang="en">
List of schedule dates. These dates have been subject to adjustments based on the dateAdjustments structure.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:choice>
<xsd:attribute name="id" type="xsd:ID"/>
</xsd:complexType>
<xsd:complexType name="FxScheduleReference">
<xsd:annotation>
<xsd:documentation xml:lang="en">Reference to a FX Schedule structure.</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="Reference">
<xsd:attribute ecore:reference="FxTarget" name="href" type="xsd:IDREF" use="required"/>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="FxSettlementPeriodBarrier">
<xsd:sequence>
<xsd:element minOccurs="0" name="barrierReference" type="FxComplexBarrierBaseReference">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Reference to the barrier structure within the parametric representation of the product.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="triggerRate" type="xsd:decimal">
<xsd:annotation>
<xsd:documentation xml:lang="en">Barrier trigger rate.</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="FxSettlementSchedule">
<xsd:complexContent>
<xsd:extension base="FxSchedule">
<xsd:sequence>
<xsd:element minOccurs="0" name="finalSettlementDate" type="xsd:date">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The final settlement date facilitates informing the final date without having to process all settlement dates in the schedule.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="FxStrike">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Strike is expressed as Schedule, with an initial value and optional steps.
</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="Schedule"/>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="FxStrikeReference">
<xsd:annotation>
<xsd:documentation xml:lang="en">Reference to a strike structure.</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="Reference">
<xsd:attribute ecore:reference="FxStrike" name="href" type="xsd:IDREF" use="required"/>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="FxTarget">
<xsd:sequence>
<xsd:element maxOccurs="2" name="accumulationRegion" type="FxTargetAccumulationRegion"/>
<xsd:choice>
<xsd:element name="knockoutLevel" type="FxKnockoutLevel"/>
<xsd:element name="knockoutCount" type="FxKnockoutCount"/>
</xsd:choice>
</xsd:sequence>
<xsd:attribute name="id" type="xsd:ID" use="optional"/>
</xsd:complexType>
<xsd:complexType name="FxTargetAccumulationRegion">
<xsd:sequence>
<xsd:group ref="FxTargetRegionBound.model">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Defines the lower/upper bound in which the target accumulation applies.
</xsd:documentation>
</xsd:annotation>
</xsd:group>
<xsd:element minOccurs="0" name="multiplier" type="xsd:decimal">
<xsd:annotation>
<xsd:documentation xml:lang="en">
This is the factor that increases gain, not notional. Used to support Accelerated TARFs.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="FxTargetBarrier">
<xsd:complexContent>
<xsd:extension base="FxComplexBarrierBase">
<xsd:sequence>
<xsd:element minOccurs="0" name="rebate" type="FxTargetRebate">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A rebate payable in the event of knockout. This element may be produced in conjunction with a Global Knockout barrier (barrierType = "Knockout" scope = "Global"), and must be omitted otherwise.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="FxTargetConstantPayoff">
<xsd:choice>
<xsd:sequence>
<xsd:group ref="PayerReceiver.model"/>
<xsd:element name="payment" type="PositiveMoney">
<xsd:annotation>
<xsd:documentation xml:lang="en">Cash payment.</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
<xsd:element name="fixingAdjustment" type="xsd:decimal">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Payoff (gain) expressed as a fixing adjustment. This style is used in the "bonus collar" TARF.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:choice>
</xsd:complexType>
<xsd:complexType name="FxTargetConstantPayoffRegion">
<xsd:annotation>
<xsd:documentation>
A fixing region in which the payoff is a constant value (a binary|digital payoff, or zero).
</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="FxTargetPayoffRegion">
<xsd:sequence>
<xsd:group ref="FxTargetRegionBound.model"/>
<xsd:element minOccurs="0" name="payoff" type="FxTargetConstantPayoff">
<xsd:annotation>
<xsd:documentation>
A binary|digital payoff, expressed either as a cash payment, or a (non-zero) fixing adjustment.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="physicalSettlement" type="FxTargetPhysicalSettlement"/>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="FxTargetKnockoutForward">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A structured forward product which consists of a strip of forwards. Each forward may be settled as an exchange of currencies or cash settled. At each settlement, the amount of gain that one party achieves is measured. The product has a target level of gain. Once the accumulated gain exceeds the target level, the product terminates and there are no further settlements.
</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="Product">
<xsd:sequence>
<xsd:element name="quotedCurrencyPair" type="QuotedCurrencyPair">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The Quoted Currency Pair that is used accross the product.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="notionalAmount" type="NonNegativeAmountSchedule">
<xsd:annotation>
<xsd:documentation xml:lang="en">Notional amount of the Target.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element maxOccurs="2" name="target" type="FxTarget">
<xsd:annotation>
<xsd:documentation xml:lang="en">
It defines the target level of gain. Once the accumulated gain exceeds the target level, the product terminates and there are no further settlements.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="expirySchedule" type="FxExpirySchedule">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Defines the expiry/observation schedule of the target product.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="settlementSchedule" type="FxSettlementSchedule">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Defines the settlement/payment schedule of the target product.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="fixingInformationSource" type="FxInformationSource">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Information source for fixing the exchange rate. It is the same for all fixing periods.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="spotRate" type="NonNegativeDecimal">
<xsd:annotation>
<xsd:documentation xml:lang="en">Spot rate</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:sequence>
<xsd:sequence minOccurs="0">
<xsd:element name="pivot" type="FxPivot">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The boundary where the contract flips from being long and short is the pivot point. So the pivot indicates the level in which there is a change in direction of the currencies exchanged by the parties.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element maxOccurs="unbounded" minOccurs="0" name="constantPayoffRegion" type="FxTargetConstantPayoffRegion">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A region in which constant payoff applies i.e. the payoff is defined as a contant currency amount or fixing adjustment, unrelated to the fixing. In absence of the "payoff" element, zero payoff is assumed (note: zero payoff does not necessarily imply that no settlement occurs).
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:annotation>
<xsd:documentation xml:lang="en">
A region in which linear payoff applies i.e. the payoff bears a linear relationship to the fixing value (increases/decreases linearly with the fixing).
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
<xsd:sequence>
<xsd:element maxOccurs="unbounded" minOccurs="0" name="constantPayoffRegion" type="FxTargetConstantPayoffRegion">
<xsd:annotation>
<xsd:documentation xml:lang="en">
It defines a region in which a digital payment occurs.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:annotation>
<xsd:documentation xml:lang="en">
A region in which linear payoff applies i.e. the payoff bears a linear relationship to the fixing value (increases/decreases linearly with the fixing).
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
<xsd:choice maxOccurs="unbounded" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Choice permitting digital-, vanilla- and zero- PayoffRegions to be combined arbitrarily.
</xsd:documentation>
</xsd:annotation>
<xsd:annotation>
<xsd:documentation xml:lang="en">
It defines a region in which a digital payment occurs.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:annotation>
<xsd:documentation xml:lang="en">
A region in which linear payoff applies i.e. the payoff bears a linear relationship to the fixing value (increases/decreases linearly with the fixing).
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:choice>
</xsd:sequence>
<xsd:element maxOccurs="unbounded" minOccurs="0" name="barrier" type="FxTargetBarrier">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Generic FxTarget barrier. Element "scope" specifies whether the barrier has effect for the expiry period in which it is observed, or globally for whole product. Optional element "rebate" may be produced in conjunction with a Global Knockout barrier, to specify a rebate payable in the event of knockout.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element maxOccurs="unbounded" minOccurs="0" name="additionalPayment" type="SimplePayment">
<xsd:annotation>
<xsd:documentation xml:lang="en">
It supports the representation of premiums, fees, etc.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="cashSettlement" type="FxCashSettlementSimple">
<xsd:annotation>
<xsd:documentation xml:lang="en">Cash settlement currency.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="settlementPeriodSchedule" type="FxTargetSettlementPeriodSchedule">
<xsd:annotation>
<xsd:documentation xml:lang="en">
It supports the representation of a matrix/tabular approach of the product by defining a set of settlement periods.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="FxTargetLeverage">
<xsd:sequence>
<xsd:element name="condition" type="ConditionEnum">
<xsd:annotation>
<xsd:documentation xml:lang="en">Condition in which leverage applies.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:group ref="FxTargetConditionLevel.model"/>
<xsd:choice>
<xsd:element name="ratio" type="Schedule">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Leverage rate with optional steps. Format is 2 for 200%.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:sequence>
<xsd:element name="notionalAmount" type="NonNegativeAmountSchedule">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Leveraged notional expressed as amount with optional steps.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element maxOccurs="unbounded" minOccurs="0" name="counterCurrencyAmount" type="FxCounterCurrencyAmount">
<xsd:annotation>
<xsd:documentation xml:lang="en">The opposite currency amount of the Target.</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:choice>
</xsd:sequence>
<xsd:attribute name="id" type="xsd:ID"/>
</xsd:complexType>
<xsd:complexType name="FxTargetLinearPayoffRegion">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A fixing region in which the payoff varies linearly with the fixing value.
</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="FxTargetPayoffRegion">
<xsd:sequence>
<xsd:group ref="FxExchangedCurrency.model"/>
<xsd:element name="strike" type="FxStrike">
<xsd:annotation>
<xsd:documentation xml:lang="en">Strike price of the Target.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="counterCurrencyAmount" type="NonNegativeAmountSchedule">
<xsd:annotation>
<xsd:documentation xml:lang="en">The opposite currency amount of the Target.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="lowerBound" type="FxTargetRegionLowerBound">
<xsd:annotation>
<xsd:documentation xml:lang="en">Defines the lower bound of a payoff region.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="upperBound" type="FxTargetRegionUpperBound">
<xsd:annotation>
<xsd:documentation xml:lang="en">Defines the upper bound of a payoff region.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="leverage" type="FxTargetLeverage">
<xsd:annotation>
<xsd:documentation xml:lang="en">Notional leverage.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element maxOccurs="unbounded" minOccurs="0" name="payoffCap" type="FxPayoffCap">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The amount of gain on the client upside or firm upside is limited. If spot settles above the cap, or below the floor, the payout is adjusted to limit the gain. The adjustment may be made by varying the strike, or by maintaining the strike, but varying the payout notionals.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType abstract="true" name="FxTargetPayoffRegion">
<xsd:attribute name="id" type="xsd:ID" use="optional"/>
</xsd:complexType>
<xsd:complexType name="FxTargetPayoffRegionReference">
<xsd:annotation>
<xsd:documentation xml:lang="en">Reference to a FX Target Payoff Region.</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="Reference">
<xsd:attribute ecore:reference="FxTargetPayoffRegion" name="href" type="xsd:IDREF" use="required"/>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="FxTargetRebate">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A rebate can be expressed as a payment amount or as amount of outstanding gain.
</xsd:documentation>
</xsd:annotation>
<xsd:choice>
<xsd:element name="payment" type="SimplePayment">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Rebate amount expressed as a payment between the two parties.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="outstandingGain" type="FxOutstandingGain">
<xsd:annotation>
<xsd:documentation xml:lang="en">Rebate expressed as amount of outstanding gain.</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:choice>
</xsd:complexType>
<xsd:complexType name="FxTargetRegionLowerBound">
<xsd:sequence>
<xsd:element name="condition" type="FxRegionLowerBoundDirectionEnum">
<xsd:annotation>
<xsd:documentation xml:lang="en">AtOrAbove, Above.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:group ref="FxTargetConditionLevel.model"/>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="FxTargetRegionUpperBound">
<xsd:sequence>
<xsd:element name="condition" type="FxRegionUpperBoundDirectionEnum">
<xsd:annotation>
<xsd:documentation xml:lang="en">AtOrBelow, Below.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:group ref="FxTargetConditionLevel.model"/>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="FxTargetSettlementPeriodPayoff">
<xsd:annotation>
<xsd:documentation xml:lang="en">Payoff region</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element minOccurs="0" name="payoffRegionReference" type="FxTargetPayoffRegionReference">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Optional reference to the Payoff Region in the parametric representation of the product.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="strike" type="xsd:decimal">
<xsd:annotation>
<xsd:documentation xml:lang="en">Strike for the settlement period.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="counterCurrencyAmount" type="xsd:decimal">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Counter Currency Amount for the settlement period. Multiple Counter Currency Amount elements may appear if there are more than one strike in the settlement period.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="lowerBound" type="xsd:decimal">
<xsd:annotation>
<xsd:documentation xml:lang="en">Lower bound to the region.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="upperBound" type="xsd:decimal">
<xsd:annotation>
<xsd:documentation xml:lang="en">Upper bound to the region.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="leverage" type="SettlementPeriodLeverage">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Leverage within the period expressed as either an amount or ratio.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="payoffCap" type="xsd:decimal">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The amount of gain on the client upside or firm upside is limited. If spot settles above the cap, or below the floor, the payout is adjusted to limit the gain. The adjustment may be made by varying the strike, or by maintaining the strike, but varying the payout notionals.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="FxTargetSettlementPeriodSchedule">
<xsd:sequence>
<xsd:element maxOccurs="unbounded" name="settlementPeriod" type="FxTargetSettlementPeriod">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Defines each settlement period in the tabular/matrix representation of the product.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="FxTargetSettlementPeriod">
<xsd:complexContent>
<xsd:extension base="SettlementPeriod">
<xsd:sequence>
<xsd:element minOccurs="0" name="pivot" type="xsd:decimal">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Pivot for the settlement period. When pivot is present, at least two payoff elements must be present within the settlement period.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element maxOccurs="unbounded" name="payoff" type="FxTargetSettlementPeriodPayoff">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Payoff Region within the settlement period to link strike with the relevant payoff components.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element maxOccurs="unbounded" minOccurs="0" name="barrier" type="FxSettlementPeriodBarrier">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The trigger rate of the barrier (Per Expiry or Global Knockout) for the settlement period.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="FxTargetPhysicalSettlement">
<xsd:sequence>
<xsd:group ref="FxExchangedCurrency.model">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Indicates the direction of physical settlement exchanges.
</xsd:documentation>
</xsd:annotation>
</xsd:group>
<xsd:annotation>
<xsd:documentation xml:lang="en">
The Settlement Adjustment Style can be VariedStrike or VariedNotional.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:group minOccurs="0" ref="StrikeOrStrikeReference.model">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The strike should be specified if the Settlement Style is VariedNotional.
</xsd:documentation>
</xsd:annotation>
</xsd:group>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="FxTargetReference">
<xsd:annotation>
<xsd:documentation xml:lang="en">Reference to a target structure.</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="Reference">
<xsd:attribute ecore:reference="FxTarget" name="href" type="xsd:IDREF" use="required"/>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType abstract="true" name="SettlementPeriod">
<xsd:sequence>
<xsd:element name="expiryDate" type="xsd:date">
<xsd:annotation>
<xsd:documentation xml:lang="en">Expiry date for the settlement period.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="settlementDate" type="xsd:date">
<xsd:annotation>
<xsd:documentation xml:lang="en">Settlement date for the settlement period.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="notionalAmount" type="xsd:decimal">
<xsd:annotation>
<xsd:documentation xml:lang="en">Notional Amount for the settlement period.</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="SettlementPeriodFixingDates">
<xsd:sequence>
<xsd:choice>
<xsd:element maxOccurs="unbounded" name="fixingDate" type="xsd:date">
<xsd:annotation>
<xsd:documentation xml:lang="en">Observation date in a fixing period.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:sequence>
<xsd:element name="startDate" type="xsd:date">
<xsd:annotation>
<xsd:documentation xml:lang="en">Start date of the period.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="endDate" type="xsd:date">
<xsd:annotation>
<xsd:documentation xml:lang="en">End date of the period.</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
<xsd:element name="numberOfFixings" type="xsd:integer">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Number of fixings between the fixing start and end date.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:choice>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="SettlementPeriodLeverage">
<xsd:choice>
<xsd:element name="ratio" type="xsd:decimal">
<xsd:annotation>
<xsd:documentation xml:lang="en">Leverage expressed as ratio.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:sequence>
<xsd:element name="notionalAmount" type="xsd:decimal">
<xsd:annotation>
<xsd:documentation xml:lang="en">Leverage notional.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="counterCurrencyAmount" type="xsd:decimal">
<xsd:annotation>
<xsd:documentation xml:lang="en">Leverage counter currency notional.</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:choice>
</xsd:complexType>
<!--
================
elements
================
-->
<xsd:element name="fxTargetKnockoutForward" substitutionGroup="product" type="FxTargetKnockoutForward">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A structured forward product which consists of a strip of forwards. Each forward may be settled as an exchange of currencies or cash settled. At each settlement, the amount of gain that one party achieves is measured. The product has a target level of gain. Once the accumulated gain exceeds the target level, the product terminates and there are no further settlements.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<!--
================
groups
================
-->
<xsd:group name="FxExchangedCurrency.model">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Indicates the directions of who pays and receives a specific currency without specifying the amount.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element name="exchangedCurrency1" type="FxExchangedCurrency">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Indicates the first direction of who pays and receives a specific currency without specifying the amount.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="exchangedCurrency2" type="FxExchangedCurrency">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Indicates the second direction of who pays and receives a specific currency without specifying the amount.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:group>
<xsd:group name="FxTargetConditionLevel.model">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Conditions can be expressed in different ways: as a specific level, as strike, pivot, or barrier.
</xsd:documentation>
</xsd:annotation>
<xsd:choice>
<xsd:element name="level" type="FxLevel">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Level expressed as a level with optional steps different from strike, pivot, or barrier.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="strikeReference" type="FxStrikeReference">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Reference to a strike defined within the FX product.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="pivotReference" type="FxPivotReference">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Reference to the pivot defined within the FX product.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:annotation>
<xsd:documentation xml:lang="en">
Reference to a perExpiryBarrier component to indicate theat the bound of the region is defined by the barrier component.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="levelReference" type="FxLevelReference">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Reference to a level defined within the FX product.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:choice>
</xsd:group>
<xsd:group name="FxTargetRegionBound.model">
<xsd:choice>
<xsd:element name="upperBound" type="FxTargetRegionUpperBound">
<xsd:annotation>
<xsd:documentation xml:lang="en">Defines the upper bound of a payoff region.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:sequence>
<xsd:element name="lowerBound" type="FxTargetRegionLowerBound">
<xsd:annotation>
<xsd:documentation xml:lang="en">Defines the lower bound of a payoff region.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="upperBound" type="FxTargetRegionUpperBound">
<xsd:annotation>
<xsd:documentation xml:lang="en">Defines the upper bound of a payoff region.</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:choice>
</xsd:group>
<xsd:group name="ParametricSchedule.model">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The schedule defined by the set of parameters to be able to calculate the schedule of adjusted date. The combination of the [start/endDate + dayType + businessCenters] will be used only to represent a daily schedule and the combination of [start/endDate + observationFrequency + dateAdjustments] for parametric representation of the schedules other than daily schedule.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:choice>
<xsd:sequence>
<xsd:element name="startDate" type="xsd:date">
<xsd:annotation>
<xsd:documentation xml:lang="en">Start of the schedule.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="endDate" type="xsd:date">
<xsd:annotation>
<xsd:documentation xml:lang="en">End of the schedule.</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
<xsd:element name="endDate" type="xsd:date">
<xsd:annotation>
<xsd:documentation xml:lang="en">End of the schedule.</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:choice>
<xsd:choice>
<xsd:sequence>
<xsd:element name="observationFrequency" type="ObservationFrequency">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Defines the frequency at which calculation period end dates occur within the period schedule and their roll date convention.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="dateAdjustments" type="BusinessDayAdjustments">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Date adjustments applied to the schedule including the business day convention and the business centers.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
<xsd:sequence>
<xsd:element name="dayType" type="DayTypeEnum">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A day type classification, e.g. Business, Calendar, etc.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:group minOccurs="0" ref="BusinessCentersOrReference.model">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Business day calender location, or pointer style reference.
</xsd:documentation>
</xsd:annotation>
</xsd:group>
</xsd:sequence>
</xsd:choice>
</xsd:sequence>
</xsd:group>
<xsd:choice>
<xsd:element name="strike" type="FxStrike">
<xsd:annotation>
<xsd:documentation xml:lang="en">Strike price of the Target.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="strikeReference" type="FxStrikeReference">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Reference to an existing strike structure within the FX product.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:choice>
</xsd:group>
</xsd:schema>
XML schema documentation generated with DocFlex/XML 1.10b5 using DocFlex/XML XSDDoc 2.8.1 template set. All content model diagrams generated by Altova XMLSpy via DocFlex/XML XMLSpy Integration.