| All Element Summary | ||||||||||||||
| account | Optional account information used to precisely define the origination and destination of financial instruments.
|
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| accountBeneficiary | A reference to the party beneficiary of the account.
|
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| accountId | An account identifier.
|
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| accountName | The name by which the account is known.
|
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| accountReference (defined in OnBehalfOf complexType) | Identifies the account(s) related to the party when they can be determined from the party alone, for example in a inter-book trade.
|
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| accountReference (defined in PartyAndAccountReferences.model group) | Reference to an account.
|
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| address | A postal or street address.
|
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| adjustableDate (defined in AdjustableOrRelativeDate complexType) | A date that shall be subject to adjustment if it would otherwise fall on a day that is not a business day in the specified business centers, together with the convention for adjusting the date.
|
|||||||||||||
| adjustableDates (defined in AdjustableDatesOrRelativeDateOffset complexType) | A series of adjustable dates
|
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| adjustableDates (defined in AdjustableOrRelativeDates complexType) | A series of dates that shall be subject to adjustment if they would otherwise fall on a day that is not a business day in the specified business centers, together with the convention for adjusting the date.
|
|||||||||||||
| adjustableDates (defined in AdjustableRelativeOrPeriodicDates complexType) | A series of dates that shall be subject to adjustment if they would otherwise fall on a day that is not a business day in the specified business centers, together with the convention for adjusting the date.
|
|||||||||||||
| adjustableDates (defined in AdjustableRelativeOrPeriodicDates2 complexType) | A series of dates that shall be subject to adjustment if they would otherwise fall on a day that is not a business day in the specified business centers, together with the convention for adjusting the date.
|
|||||||||||||
| adjustedDate (defined in AdjustableDate.model group) | The date once the adjustment has been performed.
|
|||||||||||||
| adjustedDate (defined in AdjustableDate2 complexType) | The date once the adjustment has been performed.
|
|||||||||||||
| adjustedDate (defined in AdjustableDates complexType) | The date once the adjustment has been performed.
|
|||||||||||||
| adjustedDate (defined in RelativeDateOffset complexType) | The date once the adjustment has been performed.
|
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| adjustedDate (in paymentDate defined in Payment complexType) | The date once the adjustment has been performed.
|
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| adjustedFixingDate | The adjusted fixing date, i.e. the actual date the rate is observed.
|
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| agreement | An agrement that references the related party.
|
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| amendmentDate | A date on which the agreement was amended.
|
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| americanExercise | The parameters for defining the exercise period for an American style option together with any rules governing the notional amount of the underlying which can be exercised on any given exercise date and any associated exercise fees.
|
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| amount (defined in CashflowNotional complexType) | The quantity of notional (in currency or other units).
|
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| amount (defined in Money complexType) | The monetary quantity in currency units.
|
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| amount (defined in NonNegativeMoney complexType) | The non negative monetary quantity in currency units.
|
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| amount (defined in PositiveMoney complexType) | The positive monetary quantity in currency units.
|
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| assetClass | A classification of the risk class of the trade.
|
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| attachment | A human readable document related to this transaction, for example a confirmation.
|
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| attachmentReference | Provides a place to put a reference to an attachment on an HTTP message, such as is used by SOAP with Attachments and ebXML.
|
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| automaticExercise (defined in ExerciseProcedure complexType) | If automatic is specified then the notional amount of the underlying swap, not previously exercised under the swaption will be automatically exercised at the expriration time on the expiration date if at such time the buyer is in-the-money, provided that the difference between the settlement rate and the fixed rate under the relevant underlying swap is not less than the specified threshold rate.
|
|||||||||||||
| automaticExercise (in exerciseProcedure in optionExpiry defined in Events.model group) | If automatic is specified then the notional amount of the underlying swap, not previously exercised under the swaption will be automatically exercised at the expriration time on the expiration date if at such time the buyer is in-the-money, provided that the difference between the settlement rate and the fixed rate under the relevant underlying swap is not less than the specified threshold rate.
|
|||||||||||||
| averagingMethod (defined in FloatingRateCalculation complexType) | If averaging is applicable, this component specifies whether a weighted or unweighted average method of calculation is to be used.
|
|||||||||||||
| base64Binary (defined in ExternalDocument complexType) | Provides extra information as binary contents coded in base64.
|
|||||||||||||
| base64Binary (defined in Resource complexType) | Provides extra information as binary contents coded in base64.
|
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| beneficiary (in settlementInstruction) | The ultimate beneficiary of the funds.
|
|||||||||||||
| beneficiary (in splitSettlement) | The ultimate beneficiary of the funds.
|
|||||||||||||
| beneficiaryBank (in settlementInstruction) | The bank that acts for the ultimate beneficiary of the funds in receiving payments.
|
|||||||||||||
| beneficiaryBank (in splitSettlement) | The bank that acts for the ultimate beneficiary of the funds in receiving payments.
|
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| beneficiaryPartyReference | Link to the party acting as beneficiary.
|
|||||||||||||
| bermudaExercise | The parameters for defining the exercise period for a Bermuda style option together with any rules governing the notional amount of the underlying which can be exercised on any given exercise date and any associated exercise fees.
|
|||||||||||||
| bermudaExerciseDates (in bermudaExercise) | The dates the define the Bermuda option exercise dates and the expiration date.
|
|||||||||||||
| brokerConfirmation | Specifies the deails for a broker confirm.
|
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| brokerConfirmationType | The type of broker confirmation executed between the parties.
|
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| businessCenter (defined in BusinessCenterTime complexType) |
|
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| businessCenter (defined in ExerciseNotice complexType) |
|
|||||||||||||
| businessCenter (in businessCenters) |
|
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| businessCenters |
|
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| businessCentersReference | A pointer style reference to a set of financial business centers defined elsewhere in the document.
|
|||||||||||||
| businessDayConvention (defined in BusinessDayAdjustments complexType) | The convention for adjusting a date if it would otherwise fall on a day that is not a business day.
|
|||||||||||||
| businessDayConvention (defined in DateOffset complexType) | The convention for adjusting a date if it would otherwise fall on a day that is not a business day.
|
|||||||||||||
| businessDayConvention (defined in RelativeDateOffset complexType) | The convention for adjusting a date if it would otherwise fall on a day that is not a business day.
|
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| businessDayConvention (in businessDateRange) | The convention for adjusting a date if it would otherwise fall on a day that is not a business day.
|
|||||||||||||
| businessUnit | Optional organization unit information used to describe the organization units (e.g. trading desks) involved in a transaction or business process .
|
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| businessUnitId | An identifier used to uniquely identify organization unit
|
|||||||||||||
| businessUnitReference (in person) | The unit for which the indvidual works.
|
|||||||||||||
| businessUnitReference (in relatedBusinessUnit) | The unit that is related to this.
|
|||||||||||||
| buyer (defined in Strike complexType) | The buyer of the option
|
|||||||||||||
| buyer (defined in StrikeSchedule complexType) | The buyer of the option
|
|||||||||||||
| buyerAccountReference | A reference to the account that buys this instrument.
|
|||||||||||||
| buyerPartyReference (defined in BuyerSeller.model group) | A reference to the party that buys this instrument, ie. pays for this instrument and receives the rights defined by it.
|
|||||||||||||
| calculationAgentParty | The ISDA calculation agent responsible for performing duties as defined in the applicable product definitions.
|
|||||||||||||
| calculationAgentPartyReference | A pointer style reference to a party identifier defined elsewhere in the document.
|
|||||||||||||
| calculationEndDate |
|
|||||||||||||
| calculationPeriodDatesAdjustments (defined in PeriodicDates complexType) | The business day convention to apply to each calculation period end date if it would otherwise fall on a day that is not a business day in the specified financial business centers.
|
|||||||||||||
| calculationPeriodFrequency (defined in PeriodicDates complexType) | The frequency at which calculation period end dates occur with the regular part of the calculation period schedule and their roll date convention.
|
|||||||||||||
| calculationPeriodNumberOfDays (in futureValueNotional) | The number of days from the adjusted calculation period start date to the adjusted value date, calculated in accordance with the applicable day count fraction.
|
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| calculationStartDate |
|
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| capRateSchedule | The cap rate or cap rate schedule, if any, which applies to the floating rate.
|
|||||||||||||
| cashflowAmount | Cash flow amount in a given currency to be paid/received.
|
|||||||||||||
| cashflowId | Unique identifier for a cash flow.
|
|||||||||||||
| cashflowType (in grossCashflow) | Defines the type of cash flow.
|
|||||||||||||
| cashSettlementReferenceBanks (in settlementRateSource) | A container for a set of reference institutions.
|
|||||||||||||
| city | The city component of a postal address.
|
|||||||||||||
| classification | The party's industry sector classification.
|
|||||||||||||
| commencementDate (defined in SharedAmericanExercise complexType) | The first day of the exercise period for an American style option.
|
|||||||||||||
| commencementDate (in americanExercise) | The first day of the exercise period for an American style option.
|
|||||||||||||
| comments | Any additional comments that are deemed necessary.
|
|||||||||||||
| componentDescription | Text description of the component
|
|||||||||||||
| compoundingMethod (in interestAccrualsMethod) | If more that one calculation period contributes to a single payment amount this element specifies whether compounding is applicable, and if so, what compounding method is to be used.
|
|||||||||||||
| contactInfo (defined in Party complexType) | Information on how to contact the party using various means.
|
|||||||||||||
| contactInfo (in businessUnit) | Information on how to contact the unit using various means.
|
|||||||||||||
| contactInfo (in person) | Information on how to contact the individual using various means.
|
|||||||||||||
| contractualDefinitions (in documentation defined in Trade complexType) | The definitions such as those published by ISDA that will define the terms of the trade.
|
|||||||||||||
| contractualMatrix | A reference to a contractual matrix of elected terms/values (such as those published by ISDA) that shall be deemed to apply to the trade.
|
|||||||||||||
| contractualTermsSupplement (in documentation defined in Trade complexType) | A contractual supplement (such as those published by ISDA) that will apply to the trade.
|
|||||||||||||
| correspondentInformation | The information required to identify the correspondent bank that will make delivery of the funds on the paying bank's behalf in the country where the payment is to be made
|
|||||||||||||
| correspondentPartyReference | Link to the party acting as correspondent.
|
|||||||||||||
| country (defined in Address complexType) | The ISO 3166 standard code for the country within which the postal address is located.
|
|||||||||||||
| country (defined in PartyInformation.model group) | The country where the party is domiciled.
|
|||||||||||||
| country (in businessUnit) | The ISO 3166 standard code for the country where the individual works.
|
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| country (in person) | The ISO 3166 standard code for the country where the individual works.
|
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| creditRating | The party's credit rating.
|
|||||||||||||
| creditSupportAgreement (in documentation defined in PartyRelationship complexType) | An agreement executed between two parties intended to govern collateral arrangement for OTC derivatives transactions between those parties, and that references the related party.
|
|||||||||||||
| creditSupportAgreement (in documentation defined in Trade complexType) | The agreement executed between the parties and intended to govern collateral arrangement for all OTC derivatives transactions between those parties.
|
|||||||||||||
| currency (defined in AmountSchedule complexType) | The currency in which an amount is denominated.
|
|||||||||||||
| currency (defined in CashflowNotional complexType) | The currency in which an amount is denominated.
|
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| currency (defined in MoneyBase complexType) | The currency in which an amount is denominated.
|
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| currency (defined in PositiveAmountSchedule complexType) | The currency in which an amount is denominated.
|
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| currency (defined in PricingStructure complexType) | The currency that the structure is expressed in (this is relevant mostly for the Interes Rates asset class).
|
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| currency (in notionalStepSchedule) | The currency in which an amount is denominated.
|
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| currency1 | The first currency specified when a pair of currencies is to be evaluated.
|
|||||||||||||
| currency2 | The second currency specified when a pair of currencies is to be evaluated.
|
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| date (defined in CreditSupportAgreement complexType) | The date of the agreement executed between the parties and intended to govern collateral arrangements for all OTC derivatives transactions between those parties.
|
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| date (defined in DateList complexType) |
|
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| date (in agreement) | The date on which the agreement was signed.
|
|||||||||||||
| dateAdjustments (defined in AdjustableDate.model group) | The business day convention and financial business centers used for adjusting the date if it would otherwise fall on a day that is not a business date in the specified business centers.
|
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| dateAdjustments (defined in AdjustableDate2 complexType) | The business day convention and financial business centers used for adjusting the date if it would otherwise fall on a day that is not a business dat in the specified business centers.
|
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| dateAdjustments (defined in AdjustableDates complexType) | The business day convention and financial business centers used for adjusting the date if it would otherwise fall on a day that is not a business dat in the specified business centers.
|
|||||||||||||
| dateAdjustmentsReference | A pointer style reference to date adjustments defined elsewhere in the document.
|
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| dateOffset |
|
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| dateRelativeTo (defined in RelativeDateOffset complexType) | Specifies the anchor as an href attribute.
|
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| dateRelativeTo (defined in RelativeDateSequence complexType) | Specifies the anchor as an href attribute.
|
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| dateTime (in averagingDateTimes) |
|
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| dayType (defined in Offset complexType) | In the case of an offset specified as a number of days, this element defines whether consideration is given as to whether a day is a good business day or not.
|
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| depositoryPartyReference | Reference to the depository of the settlement.
|
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| discountFactor (defined in Payment complexType) | The value representing the discount factor used to calculate the present value of the cash flow.
|
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| discountFactor (in premium defined in OptionBaseExtended complexType) | The value representing the discount factor used to calculate the present value of the cash flow.
|
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| documentation (defined in PartyRelationship complexType) | Describes the agreements that define the party relationship.
|
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| earliestExerciseTime (in americanExercise) | The earliest time at which notice of exercise can be given by the buyer to the seller (or seller's agent) i) on the expriation date, in the case of a European style option, (ii) on each bermuda option exercise date and the expiration date, in the case of a Bermuda style option the commencement date to, and including, the expiration date , in the case of an American option.
|
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| earliestExerciseTime (in bermudaExercise) | The earliest time at which notice of exercise can be given by the buyer to the seller (or seller's agent) i) on the expriation date, in the case of a European style option, (ii) on each bermuda option exercise date and the expiration date, in the case of a Bermuda style option the commencement date to, and including, the expiration date , in the case of an American option.
|
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| earliestExerciseTime (in europeanExercise) | The earliest time at which notice of exercise can be given by the buyer to the seller (or seller's agent) i) on the expriation date, in the case of a European style option, (ii) on each bermuda option exercise date and the expiration date, in the case of a Bermuda style option the commencement date to, and including, the expiration date , in the case of an American option.
|
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| effectiveDate (defined in PartyRelationship complexType) | The date on which the relationship begins or began.
|
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| effectiveDate (defined in VersionHistory.model group) | Optionally it is possible to specify a version effective date when a versionId is supplied.
|
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An address on an electronic mail or messaging sysem .
|
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| embeddedOptionType | Describes the type of any embedded optionality in the transaction that might not otherwise be apparent.
|
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| endDate (defined in Period.model group) | Date on which this period ends.
|
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| entityId (defined in LegalEntity complexType) | A legal entity identifier (e.g.
|
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| entityId (defined in LegalEntity complexType) | A legal entity identifier (e.g.
|
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| entityName | The name of the reference entity.
|
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| europeanExercise | The parameters for defining the exercise period for a European style option together with any rules governing the notional amount of the underlying which can be exercised on any given exercise date and any associated exercise fees.
|
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| exercise | An placeholder for the actual option exercise definitions.
|
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| exerciseFee | A fee to be paid on exercise.
|
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| exerciseFeeSchedule (in americanExercise) | The fees associated with an exercise date.
|
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| exerciseFeeSchedule (in bermudaExercise) | The fees associated with an exercise date.
|
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| exerciseNotice (in manualExercise defined in ExerciseProcedure complexType) | Definition of the party to whom notice of exercise should be given.
|
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| exerciseNoticePartyReference | The party referenced is the party to which notice of exercise should be given by the buyer.
|
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| expirationDate (defined in SharedAmericanExercise complexType) | The last day within an exercise period for an American style option.
|
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| expirationDate (in americanExercise) | The last day within an exercise period for an American style option.
|
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| expirationDate (in europeanExercise) | The last day within an exercise period for an American style option.
|
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| expirationTime (in americanExercise) | The latest time for exercise on expirationDate.
|
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| expirationTime (in bermudaExercise) | The latest time for exercise on expirationDate.
|
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| expirationTime (in europeanExercise) | The latest time for exercise on expirationDate.
|
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| fallbackExercise | If fallback exercise is specified then the notional amount of the underlying swap, not previously exercised under the swaption, will be automatically exercised at the expiration time on the expiration date if at such time the buyer is in-the-money, provided that the difference between the settlement rate and the fixed rate under the relevant underlying swap is not less than one tenth of a percentage point (0.10% or 0.001).
|
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| feeAmount | The amount of fee to be paid on exercise.
|
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| feeAmountSchedule | The exercise fee amount schedule.
|
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| feePaymentDate (defined in ExerciseFeeSchedule complexType) | The date on which exercise fee(s) will be paid.
|
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| feePaymentDate (in exerciseFee) | The date on which exercise fee(s) will be paid.
|
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| feeRate | A fee represented as a percentage of some referenced notional.
|
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| feeRateSchedule | The exercise free rate schedule.
|
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| finalExchange | A true/false flag to indicate whether there is a final exchange of principal on the termination date.
|
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| finalRateRounding | The rounding convention to apply to the final rate used in determination of a calculation period amount.
|
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| firstName | Given name, such as John or Mary.
|
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| fixedRate (defined in InterestAccrualsMethod complexType) | The calculation period fixed rate.
|
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| fixing | Specifies the source for and timing of a fixing of an exchange rate.
|
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| fixingDate (in fixing) | Describes the specific date when a non-deliverable forward or cash-settled option will "fix" against a particular rate, which will be used to compute the ultimate cash settlement.
|
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| fixingTime (defined in FxSpotRateSource complexType) | The time at which the spot currency exchange rate will be observed.
|
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| floatingRate (defined in StubValue complexType) | The rates to be applied to the initial or final stub may be the linear interpolation of two different rates.
|
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| floatingRateCalculation (defined in InterestAccrualsMethod complexType) | The floating rate calculation definitions
|
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| floatingRateIndex (defined in FloatingRateIndex.model group) |
|
|||||||||||||
| floatingRateIndex (in forecastRateIndex) | The ISDA Floating Rate Option, i.e. the floating rate index.
|
|||||||||||||
| floatingRateMultiplierSchedule | A rate multiplier or multiplier schedule to apply to the floating rate.
|
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| floorRateSchedule | The floor rate or floor rate schedule, if any, which applies to the floating rate.
|
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| followUpConfirmation (defined in ExerciseProcedure complexType) | A flag to indicate whether follow-up confirmation of exercise (written or electronic) is required following telephonic notice by the buyer to the seller or seller's agent.
|
|||||||||||||
| forecastRate (in rateObservation in floatingRateDefinition) | The value representing the forecast rate used to calculate the forecast future value of the accrual period.A value of 1% should be represented as 0.01
|
|||||||||||||
| formula (in formulaComponent) | Additional formulas required to describe this component
|
|||||||||||||
| formulaComponent | Elements describing the components of the formula.
|
|||||||||||||
| formulaDescription | Text description of the formula
|
|||||||||||||
| fxSpotRateSource (in fixing) | Specifies the methodology (reference source and, optionally, fixing time) to be used for determining a currency conversion rate.
|
|||||||||||||
| governingLaw (in agreement) | Identification of the law governing the agreement.
|
|||||||||||||
| grossCashflow | Payment details of this cash flow component, including currency, amount and payer/payee.
|
|||||||||||||
| hexadecimalBinary (defined in ExternalDocument complexType) | Provides extra information as binary contents coded in hexadecimal.
|
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| hexadecimalBinary (defined in Resource complexType) | Provides extra information as binary contents coded in hexadecimal.
|
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| honorific | An honorific title, such as Mr., Ms., Dr. etc.
|
|||||||||||||
| hourMinuteTime (defined in BusinessCenterTime complexType) | A time specified in hh:mm:ss format where the second component must be '00', e.g. 11am would be represented as 11:00:00.
|
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| hourMinuteTime (defined in PrevailingTime complexType) | A time specified in hh:mm:ss format where the second component must be '00', e.g. 11am would be represented as 11:00:00.
|
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| identifier (defined in CreditSupportAgreement complexType) | An identifier used to uniquely identify the CSA
|
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| identifier (defined in PaymentDetails.model group) | Unique identifier assigned by either party or matching service, as agreed, to a payment.
|
|||||||||||||
| indexTenor (defined in FloatingRateIndex.model group) | The ISDA Designated Maturity, i.e. the tenor of the floating rate.
|
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| indexTenor (in forecastRateIndex) | The ISDA Designated Maturity, i.e. the tenor of the floating rate.
|
|||||||||||||
| informationSource (in settlementRateSource) | The information source where a published or displayed market rate will be obtained, e.g.
|
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| initial |
|
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| initialExchange | A true/false flag to indicate whether there is an initial exchange of principal on the effective date.
|
|||||||||||||
| initialRate | The initial floating rate reset agreed between the principal parties involved in the trade.
|
|||||||||||||
| initialValue (defined in PositiveSchedule complexType) | The strictly-positive initial rate or amount, as the case may be.
|
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| initialValue (defined in Schedule complexType) | The initial rate or amount, as the case may be.
|
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| initialValue (in notionalStepSchedule) | The non-negative initial rate or amount, as the case may be.
|
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| integralMultipleAmount | A notional amount which restricts the amount of notional that can be exercised when partial exercise or multiple exercise is applicable.
|
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| intermediaryInformation | Information to identify an intermediary through which payment will be made by the correspondent bank to the ultimate beneficiary of the funds.
|
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| intermediaryPartyReference | Reference to the party acting as intermediary.
|
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| intermediarySequenceNumber | A sequence number that gives the position of the current intermediary in the chain of payment intermediaries.
|
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| intermediateExchange | A true/false flag to indicate whether there are intermediate or interim exchanges of principal during the term of the swap.
|
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| jurisdiction | The legal jurisdiction of the entity's registration.
|
|||||||||||||
| language | Indicates the language of the resource, described using the ISO 639-2/T Code.
|
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| latestExerciseTime (defined in SharedAmericanExercise complexType) | For a Bermuda or American style option, the latest time on an exercise business day (excluding the expiration date) within the exercise period that notice can be given by the buyer to the seller or seller's agent.
|
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| latestExerciseTime (in americanExercise) | For a Bermuda or American style option, the latest time on an exercise business day (excluding the expiration date) within the exercise period that notice can be given by the buyer to the seller or seller's agent.
|
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| latestExerciseTime (in bermudaExercise) | For a Bermuda or American style option, the latest time on an exercise business day (excluding the expiration date) within the exercise period that notice can be given by the buyer to the seller or seller's agent.
|
|||||||||||||
| latestExerciseTimeDetermination (defined in SharedAmericanExercise complexType) | Latest exercise time determination method.
|
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| length | Indicates the length of the resource.
|
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| lengthUnit | The length unit of the resource.
|
|||||||||||||
| lengthValue | The length value of the resource.
|
|||||||||||||
| limitationPercentage | Specifies the limitation percentage in Average Daily trading volume.
|
|||||||||||||
| limitationPeriod | Specifies the limitation period for Average Daily trading volume in number of days.
|
|||||||||||||
| limitedRightToConfirm | Has the meaning defined as part of the 1997 ISDA Government Bond Option Definitions, section 4.5 Limited Right to Confirm Exercise.
|
|||||||||||||
| location (defined in PrevailingTime complexType) | The geographic location to which the hourMinuteTime applies.
|
|||||||||||||
| manualExercise (defined in ExerciseProcedure complexType) | Specifies that the notice of exercise must be given by the buyer to the seller or seller's agent.
|
|||||||||||||
| manualExercise (in exerciseProcedure in optionExpiry defined in Events.model group) | Specifies that the notice of exercise must be given by the buyer to the seller or seller's agent.
|
|||||||||||||
| masterAgreement (in documentation defined in PartyRelationship complexType) | A agreement executed between two parties that includes or references the related party.
|
|||||||||||||
| masterAgreement (in documentation defined in Trade complexType) | The agreement executed between the parties and intended to govern all OTC derivatives transactions between those parties.
|
|||||||||||||
| masterAgreementDate | The date on which the master agreement was signed.
|
|||||||||||||
| masterAgreementType | The agreement executed between the parties and intended to govern product-specific derivatives transactions between those parties.
|
|||||||||||||
| masterAgreementVersion | The version of the master agreement.
|
|||||||||||||
| masterConfirmation | The agreement executed between the parties and intended to govern all OTC derivatives transactions between those parties.
|
|||||||||||||
| masterConfirmationAnnexDate | The date that an annex to the master confirmation was executed between the parties.
|
|||||||||||||
| masterConfirmationAnnexType | The type of master confirmation annex executed between the parties.
|
|||||||||||||
| masterConfirmationDate (in masterConfirmation) | The date of the confirmation executed between the parties and intended to govern all relevant transactions between those parties.
|
|||||||||||||
| masterConfirmationType | The type of master confirmation executed between the parties.
|
|||||||||||||
| math | An element for containing an XML representation of the formula.
|
|||||||||||||
| matrixTerm | Defines any applicable key into the relevant matrix.
|
|||||||||||||
| matrixType | Identifies the form of applicable matrix.
|
|||||||||||||
| maximumNotionalAmount (defined in MultipleExercise complexType) | The maximum notional amount that can be exercised on a given exercise date.
|
|||||||||||||
| maximumNumberOfOptions (defined in MultipleExercise complexType) | The maximum number of options that can be exercised on a given exercise date.
|
|||||||||||||
| middleName |
|
|||||||||||||
| mimeType (defined in ExternalDocument complexType) | Indicates the type of media used to store the content. mimeType is used to determine the software product(s) that can read the content.
|
|||||||||||||
| mimeType (defined in Resource complexType) | Indicates the type of media used to store the content. mimeType is used to determine the software product(s) that can read the content.
|
|||||||||||||
| minimumNotionalAmount (defined in PartialExercise.model group) | The minimum notional amount that can be exercised on a given exercise date.
|
|||||||||||||
| minimumNumberOfOptions (defined in PartialExercise.model group) | The minimum number of options that can be exercised on a given exercise date.
|
|||||||||||||
| multipleExercise (in americanExercise) | As defined in the 2000 ISDA Definitions, Section 12.4.
|
|||||||||||||
| multipleExercise (in bermudaExercise) | As defined in the 2000 ISDA Definitions, Section 12.4.
|
|||||||||||||
| name (defined in PricingStructure complexType) | The name of the structure, e.g "USDLIBOR-3M EOD Curve".
|
|||||||||||||
| name (defined in Resource complexType) | The name of the resource.
|
|||||||||||||
| name (in businessUnit) | A name used to describe the organization unit
|
|||||||||||||
| negativeInterestRateTreatment | The specification of any provisions for calculating payment obligations when a floating rate is negative (either due to a quoted negative floating rate or by operation of a spread that is subtracted from the floating rate).
|
|||||||||||||
| notionalReference (defined in ExerciseFeeSchedule complexType) | A pointer style reference to the associated notional schedule defined elsewhere in the document.
|
|||||||||||||
| notionalReference (defined in PartialExercise.model group) | A pointer style reference to the associated notional schedule defined elsewhere in the document.
|
|||||||||||||
| notionalReference (in exerciseFee) | A pointer style reference to the associated notional schedule defined elsewhere in the document.
|
|||||||||||||
| number (in telephone) | A telephonic contact.
|
|||||||||||||
| observationWeight | The number of days weighting to be associated with the rate observation, i.e. the number of days such rate is in effect.
|
|||||||||||||
| observedRate | The actual observed rate before any required rate treatment is applied, e.g. before converting a rate quoted on a discount basis to an equivalent yield.
|
|||||||||||||
| offset | Indicates whether time applies to the actual day specified (in which case this element should be omitted) the day prior to that day (in which case periodMultiplier should be -1 and period should be Day) or the day subsequent to that day (in which case periodMultiplier should be 1 and period should be Day).
|
|||||||||||||
| onBehalfOf (defined in OnBehalfOf.model group) | Indicates which party (or parties) (and accounts) a trade or event is being processed for.
|
|||||||||||||
| organizationType | The type of an organization's participantion in the OTC derivatives market.
|
|||||||||||||
| partialExercise | As defined in the 2000 ISDA Definitions, Section 12.3.
|
|||||||||||||
| party (defined in PartiesAndAccounts.model group) | A legal entity or a subdivision of a legal entity.
|
|||||||||||||
| partyId | A party identifier, e.g. a S.W.I.F.T. bank identifier code (BIC).
|
|||||||||||||
| partyName | The legal name of the organization.
|
|||||||||||||
| partyReference (defined in ExerciseNotice complexType) | The party referenced has allocated the trade identifier.
|
|||||||||||||
| partyReference (defined in OnBehalfOf complexType) | The party for which the message reciever should work.
|
|||||||||||||
| partyReference (defined in PartyAndAccountReferences.model group) | Reference to a party.
|
|||||||||||||
| partyTradeIdentifierReference | Pointer-style reference to the partyTradeIdentifier block within the tradeIdentifyingItems collection, which identifies the parent trade for this cashflow.
|
|||||||||||||
| payerAccountReference | A reference to the account responsible for making the payments defined by this structure.
|
|||||||||||||
| payerPartyReference | A reference to the party responsible for making the payments defined by this structure.
|
|||||||||||||
| paymentAmount (defined in NonNegativePayment complexType) | Non negative payment amount.
|
|||||||||||||
| paymentAmount (defined in Payment complexType) | The currency amount of the payment.
|
|||||||||||||
| paymentAmount (defined in PaymentDetails.model group) | Payment amount in a given currency to be paid/received.
|
|||||||||||||
| paymentAmount (defined in PositivePayment complexType) | Positive payment amount.
|
|||||||||||||
| paymentAmount (defined in SimplePayment complexType) |
|
|||||||||||||
| paymentDate (defined in Payment complexType) | The payment date.
|
|||||||||||||
| paymentDate (defined in PaymentBaseExtended complexType) | The payment date, which can be expressed as either an adjustable or relative date.
|
|||||||||||||
| paymentDate (defined in SimplePayment complexType) | The payment date.
|
|||||||||||||
| paymentReference | The reference to the identified payment strucutre.
|
|||||||||||||
| paymentType (defined in Payment complexType) | A classification of the type of fee or additional payment, e.g. brokerage, upfront fee etc.
|
|||||||||||||
| percentageOfNotional (in premium defined in OptionBaseExtended complexType) | The amount of premium to be paid expressed as a percentage of the notional value of the transaction.
|
|||||||||||||
| period (defined in Frequency complexType) | A time period, e.g. a day, week, month, year or term of the stream.
|
|||||||||||||
| period (defined in Period complexType) | A time period, e.g. a day, week, month or year of the stream.
|
|||||||||||||
| periodicDates (defined in AdjustableRelativeOrPeriodicDates complexType) |
|
|||||||||||||
| periodicDates (defined in AdjustableRelativeOrPeriodicDates2 complexType) |
|
|||||||||||||
| periodMultiplier (defined in Frequency complexType) | A time period multiplier, e.g. 1, 2 or 3 etc.
|
|||||||||||||
| periodMultiplier (defined in Period complexType) | A time period multiplier, e.g. 1, 2 or 3 etc.
|
|||||||||||||
| periodSkip | The number of periods in the referenced date schedule that are between each date in the relative date schedule.
|
|||||||||||||
| person | Optional information about people involved in a transaction or busines process.
|
|||||||||||||
| personId | An identifier assigned by a system for uniquely identifying the individual
|
|||||||||||||
| personReference | The individual person that is related to this.
|
|||||||||||||
| postalCode | The code, required for computerised mail sorting systems, that is allocated to a physical address by a national postal authority.
|
|||||||||||||
| precision (defined in Rounding complexType) | Specifies the rounding precision in terms of a number of decimal places.
|
|||||||||||||
| premiumType (in premium defined in OptionBaseExtended complexType) | Forward start Premium type
|
|||||||||||||
| presentValueAmount (defined in Payment complexType) | The amount representing the present value of the forecast payment.
|
|||||||||||||
| presentValueAmount (in premium defined in OptionBaseExtended complexType) | The amount representing the present value of the forecast payment.
|
|||||||||||||
| pricePerOption (in premium defined in OptionBaseExtended complexType) | The amount of premium to be paid expressed as a function of the number of options.
|
|||||||||||||
| primaryAssetClass | A classification of the most important risk class of the trade.
|
|||||||||||||
| primaryRateSource (defined in FxSpotRateSource complexType) | The primary source for where the rate observation will occur.
|
|||||||||||||
| product | An abstract element used as a place holder for the substituting product elements.
|
|||||||||||||
| productId (defined in Product.model group) | A product reference identifier.
|
|||||||||||||
| productType (defined in Product.model group) | A classification of the type of product.
|
|||||||||||||
| publicationDate (defined in ContractualTermsSupplement complexType) | Specifies the publication date of the applicable version of the contractual supplement.
|
|||||||||||||
| publicationDate (in contractualMatrix) | Specifies the publication date of the applicable version of the matrix.
|
|||||||||||||
| quoteBasis (defined in QuotedCurrencyPair complexType) | The method by which the exchange rate is quoted.
|
|||||||||||||
| quotedCurrencyPair (defined in FxRate complexType) | Defines the two currencies for an FX trade and the quotation relationship between the two currencies.
|
|||||||||||||
| quotedCurrencyPair (in fixing) | Defines the two currencies for an FX trade and the quotation relationship between the two currencies.
|
|||||||||||||
| rate (defined in FxRate complexType) | The rate of exchange between the two currencies of the leg of a deal.
|
|||||||||||||
| rateReference | A pointer style reference to a floating rate component defined as part of a stub calculation period amount component.
|
|||||||||||||
| rateSource (defined in InformationSource complexType) | An information source for obtaining a market rate.
|
|||||||||||||
| rateSourcePage | A specific page for the rate source for obtaining a market rate.
|
|||||||||||||
| rateSourcePageHeading | The heading for the rate source on a given rate source page.
|
|||||||||||||
| rateTreatment | The specification of any rate conversion which needs to be applied to the observed rate before being used in any calculations.
|
|||||||||||||
| receiverAccountReference | A reference to the account that receives the payments corresponding to this structure.
|
|||||||||||||
| receiverPartyReference | A reference to the party that receives the payments corresponding to this structure.
|
|||||||||||||
| referenceBank | An institution (party) identified by means of a coding scheme and an optional name.
|
|||||||||||||
| referenceBankId | An institution (party) identifier, e.g. a bank identifier code (BIC).
|
|||||||||||||
| referenceBankName | The name of the institution (party).
|
|||||||||||||
| relativeDate (defined in AdjustableDatesOrRelativeDateOffset complexType) | A series of dates specified as a repeating sequence from a base date.
|
|||||||||||||
| relativeDate (defined in AdjustableOrRelativeDate complexType) | A date specified as some offset to another date (the anchor date).
|
|||||||||||||
| relativeDateAdjustments | The business day convention and financial business centers used for adjusting the relative date if it would otherwise fall on a day that is not a business date in the specified business centers.
|
|||||||||||||
| relativeDates (defined in AdjustableOrRelativeDates complexType) | A series of dates specified as some offset to another series of dates (the anchor dates).
|
|||||||||||||
| relativeDates (defined in AdjustableRelativeOrPeriodicDates2 complexType) | A series of dates specified as some offset to another series of dates (the anchor dates).
|
|||||||||||||
| relativeDateSequence (defined in AdjustableRelativeOrPeriodicDates complexType) | A series of dates specified as some offset to other dates (the anchor dates) which can
|
|||||||||||||
| relevantUnderlyingDate (in americanExercise) | The date on the underlying set by the exercise of an option.
|
|||||||||||||
| relevantUnderlyingDate (in bermudaExercise) | The date on the underlying set by the exercise of an option.
|
|||||||||||||
| relevantUnderlyingDate (in europeanExercise) | The date on the underlying set by the exercise of an option.
|
|||||||||||||
| resetDate (in rateObservation in floatingRateDefinition) | The reset date.
|
|||||||||||||
| resourceId | The unique identifier of the resource within the event.
|
|||||||||||||
| resourceType | A description of the type of the resource, e.g. a confirmation.
|
|||||||||||||
| role (defined in PartyRelationship complexType) | The category of the relationship.
|
|||||||||||||
| role (defined in RelatedParty complexType) | The category of the relationship.
|
|||||||||||||
| role (in relatedBusinessUnit) | The category of the relationship.
|
|||||||||||||
| role (in relatedPerson) | The category of the relationship.
|
|||||||||||||
| rollConvention (defined in CalculationPeriodFrequency complexType) | Used in conjunction with a frequency and the regular period start date of a calculation period, determines each calculation period end date within the regular part of a calculation period schedule.
|
|||||||||||||
| roundingDirection | Specifies the rounding direction.
|
|||||||||||||
| routingAccountNumber | An account number via which a payment can be routed.
|
|||||||||||||
| routingAddress | A physical postal address via which a payment can be routed.
|
|||||||||||||
| routingExplicitDetails | A set of details that is used to identify a party involved in the routing of a payment when the party does not have a code that identifies it within one of the recognized payment systems.
|
|||||||||||||
| routingId | A unique identifier for party that is a participant in a recognized payment system.
|
|||||||||||||
| routingIds (defined in RoutingIdentification.model group) | A set of unique identifiers for a party, eachone identifying the party within a payment system.
|
|||||||||||||
| routingIds (in routingIdsAndExplicitDetails) | A set of unique identifiers for a party, eachone identifying the party within a payment system.
|
|||||||||||||
| routingIdsAndExplicitDetails | A combination of coded payment system identifiers and details for physical addressing for a party involved in the routing of a payment.
|
|||||||||||||
| routingName | A real name that is used to identify a party involved in the routing of a payment.
|
|||||||||||||
| routingReferenceText | A piece of free-format text used to assist the identification of a party involved in the routing of a payment.
|
|||||||||||||
| scheduleBounds | The first and last dates of a schedule.
|
|||||||||||||
| secondaryAssetClass | A classification of additional risk classes of the trade, if any.
|
|||||||||||||
| secondaryRateSource (defined in FxSpotRateSource complexType) | An alternative, or secondary, source for where the rate observation will occur.
|
|||||||||||||
| seller (defined in Strike complexType) | The party that has sold.
|
|||||||||||||
| seller (defined in StrikeSchedule complexType) | The party that has sold.
|
|||||||||||||
| sellerAccountReference | A reference to the account that sells this instrument.
|
|||||||||||||
| sellerPartyReference (defined in BuyerSeller.model group) | A reference to the party that sells ("writes") this instrument, i.e. that grants the rights defined by this instrument and in return receives a payment for it.
|
|||||||||||||
| servicingParty (in account) | A reference to the party that services/supports the account.
|
|||||||||||||
| servicingParty (in account) | A reference to the party that services/supports the account.
|
|||||||||||||
| settlementAmount (defined in SettlementAmountOrCurrency.model group) | Settlement Amount
|
|||||||||||||
| settlementCurrency (defined in FxCashSettlement complexType) | The currency in which cash settlement occurs for non-deliverable forwards and cash-settled options (non-deliverable or otherwise).
|
|||||||||||||
| settlementCurrency (defined in SettlementAmountOrCurrency.model group) | Settlement Currency for use where the Settlement Amount cannot be known in advance
|
|||||||||||||
| settlementInformation (defined in Payment complexType) | The information required to settle a currency payment that results from a trade.
|
|||||||||||||
| settlementInformation (defined in PaymentDetails complexType) | The information required to settle a currency payment.
|
|||||||||||||
| settlementInstruction | An explicit specification of how a currency payment is to be made, when the payment is not netted and the route is other than the recipient's standard settlement instruction.
|
|||||||||||||
| settlementMethod | The mechanism by which settlement is to be made.
|
|||||||||||||
| sizeInBytes | Indicates the size of the resource in bytes.
|
|||||||||||||
| splitSettlement | The set of individual payments that are to be made when a currency payment settling a trade needs to be split between a number of ultimate beneficiaries.
|
|||||||||||||
| splitSettlementAmount | One of the monetary amounts in a split settlement payment.
|
|||||||||||||
| splitTicket | Typically applicable to the physical settlement of bond and convertible bond options.
|
|||||||||||||
| spreadSchedule (defined in FloatingRate complexType) | The ISDA Spread or a Spread schedule expressed as explicit spreads and dates.
|
|||||||||||||
| standardSettlementStyle | An optional element used to describe how a trade will settle.
|
|||||||||||||
| startDate (defined in Period.model group) | Date on which this period begins.
|
|||||||||||||
| state | A country subdivision used in postal addresses in some countries.
|
|||||||||||||
| step (defined in PositiveSchedule complexType) | The schedule of step date and strictly-positive value pairs.
|
|||||||||||||
| step (defined in Schedule complexType) | The schedule of step date and value pairs.
|
|||||||||||||
| step (in notionalStepSchedule) | The schedule of step date and non-negative value pairs.
|
|||||||||||||
| stepDate | The date on which the associated stepValue becomes effective.
|
|||||||||||||
| stepValue (defined in Step complexType) | The rate or amount which becomes effective on the associated stepDate.
|
|||||||||||||
| stepValue (in step defined in PositiveSchedule complexType) | The strictly positive rate or amount which becomes effective on the associated stepDate.
|
|||||||||||||
| stepValue (in step in notionalStepSchedule) | The non-negative rate or amount which becomes effective on the associated stepDate.
|
|||||||||||||
| streetAddress | The set of street and building number information that identifies a postal address within a city.
|
|||||||||||||
| streetLine | An individual line of street and building number information, forming part of a postal address.
|
|||||||||||||
| strikeRate | The rate for a cap or floor.
|
|||||||||||||
| string (defined in ExternalDocument complexType) | Provides extra information as string.
|
|||||||||||||
| string (defined in Resource complexType) | Provides extra information as string.
|
|||||||||||||
| stubAmount | An actual amount to apply for the initial or final stub period may have been agreed between th two parties.
|
|||||||||||||
| stubEndDate | End date of stub period.
|
|||||||||||||
| stubRate | An actual rate to apply for the initial or final stub period may have been agreed between the principal parties (in a similar way to how an initial rate may have been agreed for the first regular period).
|
|||||||||||||
| stubStartDate | Start date of stub period.
|
|||||||||||||
| suffix | Name suffix, such as Jr., III, etc.
|
|||||||||||||
| surname | Family name, such as Smith or Jones.
|
|||||||||||||
| telephone | A telephonic contact.
|
|||||||||||||
| terminationDate (defined in PartyRelationship complexType) | The date on which the relationship ends or ended.
|
|||||||||||||
| thresholdRate | A threshold rate.
|
|||||||||||||
| time (defined in OffsetPrevailingTime complexType) |
|
|||||||||||||
| treatedForecastRate | The value representing the forecast rate after applying rate treatment rules.
|
|||||||||||||
| treatedRate | The observed rate after any required rate treatment is applied.
|
|||||||||||||
| type (defined in ContractualTermsSupplement complexType) | Identifies the form of applicable contractual supplement.
|
|||||||||||||
| type (defined in CreditSupportAgreement complexType) | The type of ISDA Credit Support Agreement
|
|||||||||||||
| type (defined in PartyRelationship complexType) | Additional definition refining the type of relationship.
|
|||||||||||||
| type (defined in RelatedParty complexType) | Additional definition refining the type of relationship.
|
|||||||||||||
| type (in agreement) | The type of agreement executed between the parties.
|
|||||||||||||
| type (in spreadSchedule defined in FloatingRate complexType) |
|
|||||||||||||
| type (in telephone) | The type of telephone number (work, personal, mobile).
|
|||||||||||||
| unadjustedDate (defined in AdjustableDate.model group) | A date subject to adjustment.
|
|||||||||||||
| unadjustedDate (defined in AdjustableDate2 complexType) | A date subject to adjustment.
|
|||||||||||||
| unadjustedDate (defined in AdjustableDates complexType) | A date subject to adjustment.
|
|||||||||||||
| unadjustedFirstDate | The first date of a date range.
|
|||||||||||||
| unadjustedLastDate | The last date of a date range.
|
|||||||||||||
| units | The units in which an amount (not monetary) is denominated.
|
|||||||||||||
| url (defined in ExternalDocument complexType) | Provides extra information as URL that references the information on a web server accessible to the message recipient.
|
|||||||||||||
| url (defined in Resource complexType) | Indicates where the resource can be found, as a URL that references the information on a web server accessible to the message recipient.
|
|||||||||||||
| valueDate (in futureValueNotional) | Adjusted value date of the future value amount.
|
|||||||||||||
| version (defined in VersionHistory.model group) | The version number
|
|||||||||||||
| version (in agreement) | The version of the agreement.
|
|||||||||||||
| weeklyRollConvention | The day of the week on which a weekly reset date occurs.
|
|||||||||||||
| Complex Type Summary | ||||||||||||
| A generic account that represents any party's account at another party. | ||||||||||||
The data type used for account identifiers.
|
||||||||||||
The data type used for the name of the account.
|
||||||||||||
Reference to an account.
|
||||||||||||
A type that represents a physical postal address.
|
||||||||||||
A type for defining a date that shall be subject to adjustment if it would otherwise fall on a day that is not a business day in the specified business centers, together with the convention for adjusting the date.
|
||||||||||||
| A type that is different from AdjustableDate in two regards. | ||||||||||||
| A type for defining a series of dates that shall be subject to adjustment if they would otherwise fall on a day that is not a business day in the specified business centers, together with the convention for adjusting the dates. | ||||||||||||
A type for defining a series of dates, either as a list of adjustable dates, or a as a repeating sequence from a base date
|
||||||||||||
| A type for defining a date that shall be subject to adjustment if it would otherwise fall on a day that is not a business day in the specified business centers, together with the convention for adjusting the date. | ||||||||||||
| A type giving the choice between defining a date as an explicit date together with applicable adjustments or as relative to some other (anchor) date. | ||||||||||||
| A type giving the choice between defining a series of dates as an explicit list of dates together with applicable adjustments or as relative to some other series of (anchor) dates. | ||||||||||||
|
||||||||||||
| A type giving the choice between defining a series of dates as an explicit list of dates together with applicable adjustments, or as relative to some other series of (anchor) dates, or as a set of factors to specify periodic occurences. | ||||||||||||
A type defining a date (referred to as the derived date) as a relative offset from another date (referred to as the anchor date) plus optional date adjustments.
|
||||||||||||
|
||||||||||||
|
||||||||||||
A type defining the exercise period for an American style option together with any rules governing the notional amount of the underlying which can be exercised on any given exercise date and any associated exercise fees.
|
||||||||||||
Specifies a reference to a monetary amount.
|
||||||||||||
A type defining a currency amount or a currency amount schedule.
|
||||||||||||
|
||||||||||||
A type to define automatic exercise of a swaption.
|
||||||||||||
To indicate the limitation percentage and limitation period.
|
||||||||||||
A type defining the beneficiary of the funds.
|
||||||||||||
A type defining the Bermuda option exercise dates and the expiration date together with any rules govenerning the notional amount of the underlying which can be exercised on any given exercise date and any associated exercise fee.
|
||||||||||||
Identifies the market sector in which the trade has been arranged.
|
||||||||||||
Identifies the market sector in which the trade has been arranged.
|
||||||||||||
A code identifying a business day calendar location.
|
||||||||||||
| A type for defining business day calendar used in determining whether a day is a business day or not. | ||||||||||||
A pointer style reference to a set of business day calendar defined elsewhere in the document.
|
||||||||||||
A type for defining a time with respect to a business day calendar location.
|
||||||||||||
A type defining a range of contiguous business days by defining an unadjusted first date, an unadjusted last date and a business day convention and business centers for adjusting the first and last dates if they would otherwise fall on a non business day in the specified business centers.
|
||||||||||||
| A type defining the business day convention and financial business centers used for adjusting any relevant date if it would otherwise fall on a day that is not a business day in the specified business centers. | ||||||||||||
Reference to a business day adjustments structure.
|
||||||||||||
| A type that represents information about a unit within an organization. | ||||||||||||
Reference to an organizational unit.
|
||||||||||||
A type describing a role played by a unit in one or more transactions.
|
||||||||||||
A type defining the ISDA calculation agent responsible for performing duties as defined in the applicable product definitions.
|
||||||||||||
A type defining the frequency at which calculation period end dates occur within the regular part of the calculation period schedule and thier roll date convention.
|
||||||||||||
An identifier used to identify a single component cashflow.
|
||||||||||||
| The notional/principal value/quantity/volume used to compute the cashflow. | ||||||||||||
A coding scheme used to describe the type or purpose of a cash flow or cash flow component.
|
||||||||||||
| A type defining the list of reference institutions polled for relevant rates or prices when determining the cash settlement amount for a product where cash settlement is applicable. | ||||||||||||
Unless otherwise specified, the principal clearance system customarily used for settling trades in the relevant underlying.
|
||||||||||||
A type that represents how to contact an individual or organization.
|
||||||||||||
The definitions, such as those published by ISDA, that will define the terms of the trade.
|
||||||||||||
|
||||||||||||
A contractual supplement (such as those published by ISDA) that will apply to the trade.
|
||||||||||||
A contractual supplement (such as those published by ISDA) and its publication date that will apply to the trade.
|
||||||||||||
A type that describes the information to identify a correspondent bank that will make delivery of the funds on the paying bank's behalf in the country where the payment is to be made.
|
||||||||||||
The code representation of a country or an area of special sovereignty.
|
||||||||||||
A party's credit rating.
|
||||||||||||
The repayment precedence of a debt instrument.
|
||||||||||||
The agreement executed between the parties and intended to govern collateral arrangement for all OTC derivatives transactions between those parties.
|
||||||||||||
|
||||||||||||
|
||||||||||||
The code representation of a currency or fund.
|
||||||||||||
List of Dates
|
||||||||||||
A type defining an offset used in calculating a date when this date is defined in reference to another date through a date offset.
|
||||||||||||
A type defining a contiguous series of calendar dates.
|
||||||||||||
Reference to an identified date or a complex date structure.
|
||||||||||||
List of DateTimes
|
||||||||||||
The specification for how the number of days between two dates is calculated for purposes of calculation of a fixed or floating payment amount and the basis for how many days are assumed to be in a year.
|
||||||||||||
Coding scheme that specifies the method according to which an amount or a date is determined.
|
||||||||||||
A reference to the return swap notional determination method.
|
||||||||||||
An entity for defining the definitions that govern the document and should include the year and type of definitions referenced, along with any relevant documentation (such as master agreement) and the date it was signed.
|
||||||||||||
A flexible description of the type or characteristics of an option embbedded within another product.
|
||||||||||||
A special type meant to be used for elements with no content and no attributes.
|
||||||||||||
A legal entity identifier (e.g.
|
||||||||||||
The name of the reference entity.
|
||||||||||||
A type defining the exercise period for a European style option together with any rules governing the notional amount of the underlying which can be exercised on any given exercise date and any associated exercise fees.
|
||||||||||||
A short form unique identifier for an exchange.
|
||||||||||||
The abstract base class for all types which define way in which options may be exercised.
|
||||||||||||
A type defining the fee payable on exercise of an option.
|
||||||||||||
A type to define a fee or schedule of fees to be payable on the exercise of an option.
|
||||||||||||
A type defining to whom and where notice of execution should be given.
|
||||||||||||
A type describing how notice of exercise should be given.
|
||||||||||||
A type describing how notice of exercise should be given.
|
||||||||||||
A for holding information about documents external to the FpML.
|
||||||||||||
A type defining a floating rate.
|
||||||||||||
A type defining the floating rate and definitions relating to the calculation of floating rate amounts.
|
||||||||||||
The ISDA Floating Rate Option, i.e. the floating rate index.
|
||||||||||||
A type defining a rate index.
|
||||||||||||
A type describing a financial formula, with its description and components.
|
||||||||||||
| Elements describing the components of the formula. | ||||||||||||
| A type defining a time frequency, e.g. one day, three months. | ||||||||||||
A type defining a currency amount as at a future value date.
|
||||||||||||
A type that is used for describing cash settlement of an option / non deliverable forward.
|
||||||||||||
A type that specifies the source for and timing of a fixing of an exchange rate.
|
||||||||||||
A type describing the rate of a currency conversion: pair of currency, quotation mode and exchange rate.
|
||||||||||||
A type defining the source and time for an fx rate.
|
||||||||||||
An entity for defining a generic agreement executed between two parties for any purpose.
|
||||||||||||
Identification of the law governing the transaction.
|
||||||||||||
A payment component owed from one party to the other for the cash flow date.
|
||||||||||||
A special type that allows references to HTTP attachments identified with an HTTP "Content-ID" header, as is done with SOAP with Attachments (http://www.w3.org/TR/SOAP-attachments).
|
||||||||||||
Specifies Currency with ID attribute.
|
||||||||||||
Reference to a currency with ID attribute
|
||||||||||||
A date which can be referenced elsewhere.
|
||||||||||||
A type extending the PayerReceiverEnum type wih an id attribute.
|
||||||||||||
A party's industry sector classification.
|
||||||||||||
|
||||||||||||
A type defining the source for a piece of information (e.g. a rate refix or an fx fixing).
|
||||||||||||
A short form unique identifier for a security.
|
||||||||||||
A type defining the way in which interests are accrued: the applicable rate (fixed or floating reference) and the compounding method.
|
||||||||||||
A type describing the method for accruing interests on dividends.
|
||||||||||||
A type that describes the information to identify an intermediary through which payment will be made by the correspondent bank to the ultimate beneficiary of the funds.
|
||||||||||||
The type of interpolation used.
|
||||||||||||
The data type used for indicating the language of the resource, described using the ISO 639-2/T Code.
|
||||||||||||
A supertype of leg.
|
||||||||||||
| A type defining a legal entity. | ||||||||||||
References a credit entity defined elsewhere in the document.
|
||||||||||||
A type to define the main publication source.
|
||||||||||||
A type defining manual exercise, i.e. that the option buyer counterparty must give notice to the option seller of exercise.
|
||||||||||||
An entity for defining the agreement executed between the parties and intended to govern all OTC derivatives transactions between those parties.
|
||||||||||||
|
||||||||||||
|
||||||||||||
An entity for defining the master confirmation agreement executed between the parties.
|
||||||||||||
|
||||||||||||
|
||||||||||||
An identifier used to identify matched cashflows.
|
||||||||||||
A type defining a mathematical expression.
|
||||||||||||
|
||||||||||||
|
||||||||||||
The type that indicates the type of media used to store the content.
|
||||||||||||
A type defining a currency amount.
|
||||||||||||
| Abstract base class for all money types. | ||||||||||||
A type defining multiple exercises.
|
||||||||||||
A type defining a currency amount or a currency amount schedule.
|
||||||||||||
A type defining a non negative money amount.
|
||||||||||||
A complex type to specify non negative payments.
|
||||||||||||
| A type defining a schedule of non-negative rates or amounts in terms of an initial value and then a series of step date and value pairs. | ||||||||||||
A type defining a step date and non-negative step value pair.
|
||||||||||||
A complex type to specify the notional amount.
|
||||||||||||
A reference to the notional amount.
|
||||||||||||
A reference to the notional amount.
|
||||||||||||
A type defining an offset used in calculating a new date relative to a reference date.
|
||||||||||||
Allows the specification of a time that may be on a day prior or subsequent to the day in question.
|
||||||||||||
|
||||||||||||
A code that describes what type of role an organization plays, for example a SwapsDealer, a Major Swaps Participant, or Other
|
||||||||||||
|
||||||||||||
A type defining partial exercise.
|
||||||||||||
| A type defining a legal entity or a subdivision of a legal entity. | ||||||||||||
The data type used for party identifiers.
|
||||||||||||
The data type used for the legal name of an organization.
|
||||||||||||
Reference to a party.
|
||||||||||||
|
||||||||||||
A description of the legal agreement(s) and definitions that document a party's relationships with other parties
|
||||||||||||
A type describing a role played by a party in one or more transactions.
|
||||||||||||
A type refining the role a role played by a party in one or more transactions.
|
||||||||||||
A reference to a partyTradeIdentifier object.
|
||||||||||||
A type for defining payments
|
||||||||||||
An abstract base class for payment types.
|
||||||||||||
Base type for payments.
|
||||||||||||
Details on the referenced payment. e.g.
|
||||||||||||
An identifier used to identify a matchable payment.
|
||||||||||||
Reference to a payment.
|
||||||||||||
|
||||||||||||
| A type to define recurring periods or time offsets. | ||||||||||||
|
||||||||||||
| A type that represents information about a person connected with a trade or business process. | ||||||||||||
An identifier used to identify an individual person.
|
||||||||||||
Reference to an individual.
|
||||||||||||
A type describing a role played by a person in one or more transactions.
|
||||||||||||
A type defining a currency amount or a currency amount schedule.
|
||||||||||||
A type defining a positive money amount
|
||||||||||||
A complex type to specify positive payments.
|
||||||||||||
| A type defining a schedule of strictly-postive rates or amounts in terms of an initial value and then a series of step date and value pairs. | ||||||||||||
A type defining a step date and strictly-positive step value pair.
|
||||||||||||
A type for defining a time with respect to a geographic location, for example 11:00 Phoenix, USA.
|
||||||||||||
| An abstract pricing structure base type. | ||||||||||||
Reference to a pricing structure or any derived components (i.e. yield curve).
|
||||||||||||
| A type defining which principal exchanges occur for the stream. | ||||||||||||
The base type which all FpML products extend.
|
||||||||||||
|
||||||||||||
Reference to a full FpML product.
|
||||||||||||
|
||||||||||||
A type that describes the composition of a rate that has been quoted or is to be quoted.
|
||||||||||||
The abstract base class for all types which define interest rate streams.
|
||||||||||||
| A type defining parameters associated with an individual observation or fixing. | ||||||||||||
Reference to any rate (floating, inflation) derived from the abstract Rate component.
|
||||||||||||
|
||||||||||||
The abstract base class for all types which define intra-document pointers.
|
||||||||||||
Specifies the reference amount using a scheme.
|
||||||||||||
A type to describe an institution (party) identified by means of a coding scheme and an optional name.
|
||||||||||||
|
||||||||||||
|
||||||||||||
|
||||||||||||
|
||||||||||||
A type defining a date (referred to as the derived date) as a relative offset from another date (referred to as the anchor date).
|
||||||||||||
A type describing a set of dates defined as relative to another set of dates.
|
||||||||||||
A type describing a date when this date is defined in reference to another date through one or several date offsets.
|
||||||||||||
|
||||||||||||
A date with a required identifier which can be referenced elsewhere.
|
||||||||||||
A type defining the reset frequency.
|
||||||||||||
Describes the resource that contains the media representation of a business event (i.e used for stating the Publicly Available Information).
|
||||||||||||
The data type used for resource identifiers.
|
||||||||||||
The type that indicates the length of the resource.
|
||||||||||||
The data type used for describing the type or purpose of a resource, e.g.
|
||||||||||||
A reference to the return swap notional amount.
|
||||||||||||
A type defining a rounding direction and precision to be used in the rounding of a rate.
|
||||||||||||
A type that provides three alternative ways of identifying a party involved in the routing of a payment.
|
||||||||||||
A type that models name, address and supplementary textual information for the purposes of identifying a party involved in the routing of a payment.
|
||||||||||||
|
||||||||||||
A type that provides for identifying a party involved in the routing of a payment by means of one or more standard identification codes.
|
||||||||||||
A type that provides a combination of payment system identification codes with physical postal address details, for the purposes of identifying a party involved in the routing of a payment.
|
||||||||||||
| A type defining a schedule of rates or amounts in terms of an initial value and then a series of step date and value pairs. | ||||||||||||
Reference to a schedule of rates or amounts.
|
||||||||||||
A type that represents the choice of methods for settling a potential currency payment resulting from a trade: by means of a standard settlement instruction, by netting it out with other payments, or with an explicit settlement instruction.
|
||||||||||||
A type that models a complete instruction for settling a currency payment, including the settlement method to be used, the correspondent bank, any intermediary banks and the ultimate beneficary.
|
||||||||||||
|
||||||||||||
Coding scheme that specifies the settlement price default election.
|
||||||||||||
The source from which the settlement price is to be obtained, e.g. a Reuters page, Prezzo di Riferimento, etc.
|
||||||||||||
A type describing the method for obtaining a settlement rate.
|
||||||||||||
TBA
|
||||||||||||
A complex type to specified payments in a simpler fashion than the Payment type.
|
||||||||||||
A type that supports the division of a gross settlement amount into a number of split settlements, each requiring its own settlement instruction.
|
||||||||||||
Adds an optional spread type element to the Schedule to identify a long or short spread value.
|
||||||||||||
Provides a reference to a spread schedule.
|
||||||||||||
Defines a Spread Type Scheme to identify a long or short spread value.
|
||||||||||||
A type defining a step date and step value pair.
|
||||||||||||
| A type defining a step date and step value pair. | ||||||||||||
A type that describes the set of street and building number information that identifies a postal address within a city.
|
||||||||||||
| A type describing a single cap or floor rate. | ||||||||||||
A type describing a schedule of cap or floor rates.
|
||||||||||||
A type defining how a stub calculation period amount is calculated and the start and end date of the stub.
|
||||||||||||
A type defining how a stub calculation period amount is calculated.
|
||||||||||||
A type that represents a telephonic contact.
|
||||||||||||
A geophraphic location for the purposes of defining a prevailing time according to the tz database.
|
||||||||||||
A type used to record information about a unit, subdivision, desk, or other similar business entity.
|
||||||||||||
| Simple Type Summary | ||||||
A type defining a number specified as a decimal between -1 and 1 inclusive.
|
||||||
A type defining a time specified in hh:mm:ss format where the second component must be '00', e.g. 11am would be represented as 11:00:00.
|
||||||
|
||||||
A type defining a number specified as non negative decimal greater than 0 inclusive.
|
||||||
A type defining a number specified as positive decimal greater than 0 exclusive.
|
||||||
A type defining a percentage specified as decimal from 0 to 1.
|
||||||
The base class for all types which define coding schemes.
|
||||||
A type defining a token of length between 1 and 60 characters inclusive.
|
||||||
| Element Group Summary | ||||||||||
|
||||||||||
|
||||||||||
|
||||||||||
|
||||||||||
|
||||||||||
|
||||||||||
Supporting party and account definitions.
|
||||||||||
|
||||||||||
Information about a party for reporting purposes.
|
||||||||||
|
||||||||||
A group that covers key elements used in payment reporting messages.
|
||||||||||
A model group for representing the discounting elements that can be associated with a payment.
|
||||||||||
|
||||||||||
A model group for representing the option premium when expressed in a way other than an amount.
|
||||||||||
|
||||||||||
|
||||||||||
|
||||||||||
|
||||||||||
|
||||||||||
| <?xml version="1.0" encoding="utf-8"?> <!-- == Copyright (c) 2002-2012 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: 9209 $" 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:annotation> <xsd:documentation xml:lang="en"> A type defining a number specified as a decimal between -1 and 1 inclusive. </xsd:documentation> </xsd:annotation> <xsd:restriction base="xsd:decimal"> <xsd:minInclusive value="-1"/> <xsd:maxInclusive value="1"/> </xsd:restriction> </xsd:simpleType> <xsd:annotation> <xsd:documentation xml:lang="en"> A type defining a time specified in hh:mm:ss format where the second component must be '00', e.g. 11am would be represented as 11:00:00. </xsd:documentation> </xsd:annotation> <xsd:restriction base="xsd:time"> <xsd:pattern value="[0-2][0-9]:[0-5][0-9]:00"/> </xsd:restriction> </xsd:simpleType> <xsd:annotation> <xsd:documentation xml:lang="en"> A type defining a number specified as non negative decimal greater than 0 inclusive. </xsd:documentation> </xsd:annotation> <xsd:restriction base="xsd:decimal"> <xsd:minInclusive value="0"/> </xsd:restriction> </xsd:simpleType> <xsd:annotation> <xsd:documentation xml:lang="en"> A type defining a number specified as positive decimal greater than 0 exclusive. </xsd:documentation> </xsd:annotation> <xsd:restriction base="xsd:decimal"> <xsd:minExclusive value="0"/> </xsd:restriction> </xsd:simpleType> <xsd:annotation> <xsd:documentation xml:lang="en"> A type defining a percentage specified as decimal from 0 to 1. A percentage of 5% would be represented as 0.05. </xsd:documentation> </xsd:annotation> <xsd:restriction base="xsd:decimal"> <xsd:minInclusive value="0"/> <xsd:maxInclusive value="1"/> </xsd:restriction> </xsd:simpleType> <xsd:annotation> <xsd:documentation xml:lang="en"> The base class for all types which define coding schemes. </xsd:documentation> </xsd:annotation> <xsd:restriction base="xsd:normalizedString"> <xsd:maxLength value="255"/> </xsd:restriction> </xsd:simpleType> <xsd:annotation> <xsd:documentation xml:lang="en"> A type defining a token of length between 1 and 60 characters inclusive. </xsd:documentation> </xsd:annotation> <xsd:restriction base="xsd:token"> <xsd:minLength value="1"/> <xsd:maxLength value="60"/> </xsd:restriction> </xsd:simpleType> <xsd:annotation> <xsd:documentation xml:lang="en"> A generic account that represents any party's account at another party. Parties may be identified by the account at another party. </xsd:documentation> </xsd:annotation> <xsd:sequence> <xsd:annotation> <xsd:documentation xml:lang="en"> An account identifier. For example an Account number. </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation xml:lang="en">The name by which the account is known.</xsd:documentation> </xsd:annotation> </xsd:element> <xsd:choice> <xsd:sequence> <xsd:annotation> <xsd:documentation xml:lang="en"> A reference to the party beneficiary of the account. </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation xml:lang="en"> A reference to the party that services/supports the account. </xsd:documentation> </xsd:annotation> </xsd:element> </xsd:sequence> <xsd:annotation> <xsd:documentation xml:lang="en"> A reference to the party that services/supports the account. </xsd:documentation> </xsd:annotation> </xsd:element> </xsd:choice> </xsd:sequence> <xsd:annotation> <xsd:documentation xml:lang="en"> The unique identifier for the account within the document. </xsd:documentation> </xsd:annotation> </xsd:attribute> </xsd:complexType> <xsd:annotation> <xsd:documentation xml:lang="en">The data type used for account identifiers.</xsd:documentation> </xsd:annotation> <xsd:simpleContent> <xsd:annotation> <xsd:documentation xml:lang="en"> The identifier scheme used with this accountId. A unique URI to determine the authoritative issuer of these identifiers. </xsd:documentation> </xsd:annotation> </xsd:attribute> </xsd:extension> </xsd:simpleContent> </xsd:complexType> <xsd:annotation> <xsd:documentation xml:lang="en">The data type used for the name of the account.</xsd:documentation> </xsd:annotation> <xsd:simpleContent> <xsd:annotation> <xsd:documentation xml:lang="en"> The identifier scheme used with this accountName. A unique URI to determine the source of the account name. </xsd:documentation> </xsd:annotation> </xsd:attribute> </xsd:extension> </xsd:simpleContent> </xsd:complexType> <xsd:annotation> <xsd:documentation xml:lang="en">Reference to an account.</xsd:documentation> </xsd:annotation> <xsd:complexContent> </xsd:extension> </xsd:complexContent> </xsd:complexType> <xsd:annotation> <xsd:documentation xml:lang="en">A type that represents a physical postal address.</xsd:documentation> </xsd:annotation> <xsd:sequence> <xsd:annotation> <xsd:documentation xml:lang="en"> The set of street and building number information that identifies a postal address within a city. </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation xml:lang="en">The city component of a postal address.</xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation xml:lang="en"> A country subdivision used in postal addresses in some countries. For example, US states, Canadian provinces, Swiss cantons. </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation xml:lang="en"> The ISO 3166 standard code for the country within which the postal address is located. </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation xml:lang="en"> The code, required for computerised mail sorting systems, that is allocated to a physical address by a national postal authority. </xsd:documentation> </xsd:annotation> </xsd:element> </xsd:sequence> </xsd:complexType> <xsd:annotation> <xsd:documentation xml:lang="en"> A type that represents information about a unit within an organization. </xsd:documentation> </xsd:annotation> <xsd:sequence> <xsd:annotation> <xsd:documentation xml:lang="en">A name used to describe the organization unit</xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation xml:lang="en"> An identifier used to uniquely identify organization unit </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation xml:lang="en"> Information on how to contact the unit using various means. </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation xml:lang="en"> The ISO 3166 standard code for the country where the individual works. </xsd:documentation> </xsd:annotation> </xsd:element> </xsd:sequence> </xsd:complexType> <xsd:annotation> <xsd:documentation xml:lang="en"> A type that represents information about a person connected with a trade or business process. </xsd:documentation> </xsd:annotation> <xsd:sequence> <xsd:sequence minOccurs="0"> <xsd:annotation> <xsd:documentation xml:lang="en">An honorific title, such as Mr., Ms., Dr. etc.</xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation xml:lang="en">Given name, such as John or Mary.</xsd:documentation> </xsd:annotation> </xsd:element> <xsd:choice minOccurs="0"> </xsd:choice> <xsd:annotation> <xsd:documentation xml:lang="en">Family name, such as Smith or Jones.</xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation xml:lang="en">Name suffix, such as Jr., III, etc.</xsd:documentation> </xsd:annotation> </xsd:element> </xsd:sequence> <xsd:annotation> <xsd:documentation xml:lang="en"> An identifier assigned by a system for uniquely identifying the individual </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation xml:lang="en">The unit for which the indvidual works.</xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation xml:lang="en"> Information on how to contact the individual using various means. </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation xml:lang="en"> The ISO 3166 standard code for the country where the individual works. </xsd:documentation> </xsd:annotation> </xsd:element> </xsd:sequence> </xsd:complexType> <xsd:restriction base="xsd:normalizedString"> <xsd:length value="1"/> </xsd:restriction> </xsd:simpleType> <xsd:annotation> <xsd:documentation xml:lang="en"> An identifier used to identify an individual person. </xsd:documentation> </xsd:annotation> <xsd:simpleContent> </xsd:extension> </xsd:simpleContent> </xsd:complexType> <xsd:annotation> <xsd:documentation xml:lang="en"> A type used to record information about a unit, subdivision, desk, or other similar business entity. </xsd:documentation> </xsd:annotation> <xsd:simpleContent> </xsd:extension> </xsd:simpleContent> </xsd:complexType> <xsd:annotation> <xsd:documentation xml:lang="en"> A type that represents how to contact an individual or organization. </xsd:documentation> </xsd:annotation> <xsd:sequence> <xsd:annotation> <xsd:documentation xml:lang="en">A telephonic contact.</xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation xml:lang="en"> An address on an electronic mail or messaging sysem . </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation xml:lang="en">A postal or street address.</xsd:documentation> </xsd:annotation> </xsd:element> </xsd:sequence> </xsd:complexType> <xsd:annotation> <xsd:documentation xml:lang="en">A type that represents a telephonic contact.</xsd:documentation> </xsd:annotation> <xsd:sequence> <xsd:annotation> <xsd:documentation xml:lang="en"> The type of telephone number (work, personal, mobile). </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation xml:lang="en">A telephonic contact.</xsd:documentation> </xsd:annotation> </xsd:element> </xsd:sequence> </xsd:complexType> <xsd:annotation> <xsd:documentation xml:lang="en"> A type for defining a date that shall be subject to adjustment if it would otherwise fall on a day that is not a business day in the specified business centers, together with the convention for adjusting the date. </xsd:documentation> </xsd:annotation> </xsd:complexType> <xsd:annotation> <xsd:documentation xml:lang="en"> A type that is different from AdjustableDate in two regards. First, date adjustments can be specified with either a dateAdjustments element or a reference to an existing dateAdjustments element. Second, it does not require the specification of date adjustments. </xsd:documentation> </xsd:annotation> <xsd:sequence> <xsd:annotation> <xsd:documentation xml:lang="en">A date subject to adjustment.</xsd:documentation> </xsd:annotation> </xsd:element> <xsd:choice minOccurs="0"> <xsd:annotation> <xsd:documentation xml:lang="en"> The business day convention and financial business centers used for adjusting the date if it would otherwise fall on a day that is not a business dat in the specified business centers. </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation xml:lang="en"> A pointer style reference to date adjustments defined elsewhere in the document. </xsd:documentation> </xsd:annotation> </xsd:element> </xsd:choice> <xsd:annotation> <xsd:documentation xml:lang="en"> The date once the adjustment has been performed. (Note that this date may change if the business center holidays change). </xsd:documentation> </xsd:annotation> </xsd:element> </xsd:sequence> </xsd:complexType> <xsd:annotation> <xsd:documentation xml:lang="en"> A type for defining a series of dates that shall be subject to adjustment if they would otherwise fall on a day that is not a business day in the specified business centers, together with the convention for adjusting the dates. </xsd:documentation> </xsd:annotation> <xsd:sequence> <xsd:annotation> <xsd:documentation xml:lang="en">A date subject to adjustment.</xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation xml:lang="en"> The business day convention and financial business centers used for adjusting the date if it would otherwise fall on a day that is not a business dat in the specified business centers. </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation xml:lang="en"> The date once the adjustment has been performed. (Note that this date may change if the business center holidays change). </xsd:documentation> </xsd:annotation> </xsd:element> </xsd:sequence> </xsd:complexType> <xsd:annotation> <xsd:documentation xml:lang="en"> A type for defining a series of dates, either as a list of adjustable dates, or a as a repeating sequence from a base date </xsd:documentation> </xsd:annotation> <xsd:choice> <xsd:annotation> <xsd:documentation xml:lang="en">A series of adjustable dates</xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation xml:lang="en"> A series of dates specified as a repeating sequence from a base date. </xsd:documentation> </xsd:annotation> </xsd:element> </xsd:choice> </xsd:complexType> <xsd:annotation> <xsd:documentation xml:lang="en"> A type for defining a date that shall be subject to adjustment if it would otherwise fall on a day that is not a business day in the specified business centers, together with the convention for adjusting the date. </xsd:documentation> </xsd:annotation> <xsd:choice> <xsd:annotation> <xsd:documentation xml:lang="en"> The date once the adjustment has been performed. (Note that this date may change if the business center holidays change). </xsd:documentation> </xsd:annotation> </xsd:element> </xsd:choice> </xsd:complexType> <xsd:annotation> <xsd:documentation xml:lang="en"> A type giving the choice between defining a date as an explicit date together with applicable adjustments or as relative to some other (anchor) date. </xsd:documentation> </xsd:annotation> <xsd:choice> <xsd:annotation> <xsd:documentation xml:lang="en"> A date that shall be subject to adjustment if it would otherwise fall on a day that is not a business day in the specified business centers, together with the convention for adjusting the date. </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation xml:lang="en"> A date specified as some offset to another date (the anchor date). </xsd:documentation> </xsd:annotation> </xsd:element> </xsd:choice> </xsd:complexType> <xsd:annotation> <xsd:documentation xml:lang="en"> A type giving the choice between defining a series of dates as an explicit list of dates together with applicable adjustments or as relative to some other series of (anchor) dates. </xsd:documentation> </xsd:annotation> <xsd:choice> <xsd:annotation> <xsd:documentation xml:lang="en"> A series of dates that shall be subject to adjustment if they would otherwise fall on a day that is not a business day in the specified business centers, together with the convention for adjusting the date. </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation xml:lang="en"> A series of dates specified as some offset to another series of dates (the anchor dates). </xsd:documentation> </xsd:annotation> </xsd:element> </xsd:choice> </xsd:complexType> <xsd:choice> <xsd:annotation> <xsd:documentation xml:lang="en"> A series of dates that shall be subject to adjustment if they would otherwise fall on a day that is not a business day in the specified business centers, together with the convention for adjusting the date. </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation xml:lang="en"> A series of dates specified as some offset to other dates (the anchor dates) which can </xsd:documentation> </xsd:annotation> </xsd:element> </xsd:choice> </xsd:complexType> <xsd:annotation> <xsd:documentation xml:lang="en"> A type giving the choice between defining a series of dates as an explicit list of dates together with applicable adjustments, or as relative to some other series of (anchor) dates, or as a set of factors to specify periodic occurences. </xsd:documentation> </xsd:annotation> <xsd:choice> <xsd:annotation> <xsd:documentation xml:lang="en"> A series of dates that shall be subject to adjustment if they would otherwise fall on a day that is not a business day in the specified business centers, together with the convention for adjusting the date. </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation xml:lang="en"> A series of dates specified as some offset to another series of dates (the anchor dates). </xsd:documentation> </xsd:annotation> </xsd:element> </xsd:choice> </xsd:complexType> <xsd:annotation> <xsd:documentation xml:lang="en"> A type defining a date (referred to as the derived date) as a relative offset from another date (referred to as the anchor date) plus optional date adjustments. </xsd:documentation> </xsd:annotation> <xsd:complexContent> <xsd:sequence> <xsd:annotation> <xsd:documentation xml:lang="en"> The business day convention and financial business centers used for adjusting the relative date if it would otherwise fall on a day that is not a business date in the specified business centers. </xsd:documentation> </xsd:annotation> </xsd:element> </xsd:sequence> </xsd:extension> </xsd:complexContent> </xsd:complexType> <xsd:simpleContent> </xsd:extension> </xsd:simpleContent> </xsd:complexType> <xsd:simpleContent> </xsd:extension> </xsd:simpleContent> </xsd:complexType> <xsd:annotation> <xsd:documentation xml:lang="en"> A type defining the exercise period for an American style option together with any rules governing the notional amount of the underlying which can be exercised on any given exercise date and any associated exercise fees. </xsd:documentation> </xsd:annotation> <xsd:complexContent> <xsd:sequence> <xsd:annotation> <xsd:documentation xml:lang="en"> The first day of the exercise period for an American style option. </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation xml:lang="en"> The last day within an exercise period for an American style option. For a European style option it is the only day within the exercise period. </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation xml:lang="en"> The date on the underlying set by the exercise of an option. What this date is depends on the option (e.g. in a swaption it is the swap effective date, in an extendible/cancelable provision it is the swap termination date). </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation xml:lang="en"> The earliest time at which notice of exercise can be given by the buyer to the seller (or seller's agent) i) on the expriation date, in the case of a European style option, (ii) on each bermuda option exercise date and the expiration date, in the case of a Bermuda style option the commencement date to, and including, the expiration date , in the case of an American option. </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation xml:lang="en"> For a Bermuda or American style option, the latest time on an exercise business day (excluding the expiration date) within the exercise period that notice can be given by the buyer to the seller or seller's agent. Notice of exercise given after this time will be deemed to have been given on the next exercise business day. </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation xml:lang="en">The latest time for exercise on expirationDate.</xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation xml:lang="en"> As defined in the 2000 ISDA Definitions, Section 12.4. Multiple Exercise, the buyer of the option has the right to exercise all or less than all the unexercised notional amount of the underlying swap on one or more days in the exercise period, but on any such day may not exercise less than the minimum notional amount or more that the maximum notional amount, and if an integral multiple amount is specified, the notional amount exercised must be equal to, or be an intergral multiple of, the integral multiple amount. </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation xml:lang="en"> The fees associated with an exercise date. The fees are conditional on the exercise occuring. The fees can be specified as actual currency amounts or as percentages of the notional amount being exercised. </xsd:documentation> </xsd:annotation> </xsd:element> </xsd:sequence> </xsd:extension> </xsd:complexContent> </xsd:complexType> <xsd:annotation> <xsd:documentation xml:lang="en">Specifies a reference to a monetary amount.</xsd:documentation> </xsd:annotation> <xsd:complexContent> </xsd:extension> </xsd:complexContent> </xsd:complexType> <xsd:annotation> <xsd:documentation xml:lang="en"> A type defining a currency amount or a currency amount schedule. </xsd:documentation> </xsd:annotation> <xsd:complexContent> <xsd:sequence> <xsd:annotation> <xsd:documentation xml:lang="en">The currency in which an amount is denominated.</xsd:documentation> </xsd:annotation> </xsd:element> </xsd:sequence> </xsd:extension> </xsd:complexContent> </xsd:complexType> <xsd:simpleContent> <xsd:attribute default="http://www.fpml.org/coding-scheme/asset-class-simple" name="assetClassScheme" type="xsd:anyURI"/> </xsd:extension> </xsd:simpleContent> </xsd:complexType> <xsd:annotation> <xsd:documentation xml:lang="en"> A type to define automatic exercise of a swaption. With automatic exercise the option is deemed to have exercised if it is in the money by more than the threshold amount on the exercise date. </xsd:documentation> </xsd:annotation> <xsd:sequence> <xsd:annotation> <xsd:documentation xml:lang="en"> A threshold rate. The threshold of 0.10% would be represented as 0.001 </xsd:documentation> </xsd:annotation> </xsd:element> </xsd:sequence> </xsd:complexType> <xsd:annotation> <xsd:documentation xml:lang="en"> To indicate the limitation percentage and limitation period. </xsd:documentation> </xsd:annotation> <xsd:sequence> <xsd:annotation> <xsd:documentation xml:lang="en"> Specifies the limitation percentage in Average Daily trading volume. </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation xml:lang="en"> Specifies the limitation period for Average Daily trading volume in number of days. </xsd:documentation> </xsd:annotation> </xsd:element> </xsd:sequence> </xsd:complexType> <xsd:annotation> <xsd:documentation xml:lang="en">A type defining the beneficiary of the funds.</xsd:documentation> </xsd:annotation> <xsd:sequence> <xsd:annotation> <xsd:documentation xml:lang="en"> Link to the party acting as beneficiary. This element can only appear within the beneficiary container element. </xsd:documentation> </xsd:annotation> </xsd:element> </xsd:sequence> </xsd:complexType> <xsd:annotation> <xsd:documentation xml:lang="en"> A type defining the Bermuda option exercise dates and the expiration date together with any rules govenerning the notional amount of the underlying which can be exercised on any given exercise date and any associated exercise fee. </xsd:documentation> </xsd:annotation> <xsd:complexContent> <xsd:sequence> <xsd:annotation> <xsd:documentation xml:lang="en"> The dates the define the Bermuda option exercise dates and the expiration date. The last specified date is assumed to be the expiration date. The dates can either be specified as a series of explicit dates and associated adjustments or as a series of dates defined relative to another schedule of dates, for example, the calculation period start dates. Where a relative series of dates are defined the first and last possible exercise dates can be separately specified. </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation xml:lang="en"> The date on the underlying set by the exercise of an option. What this date is depends on the option (e.g. in a swaption it is the swap effective date, in an extendible/cancelable provision it is the swap termination date). </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation xml:lang="en"> The earliest time at which notice of exercise can be given by the buyer to the seller (or seller's agent) i) on the expriation date, in the case of a European style option, (ii) on each bermuda option exercise date and the expiration date, in the case of a Bermuda style option the commencement date to, and including, the expiration date , in the case of an American option. </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation xml:lang="en"> For a Bermuda or American style option, the latest time on an exercise business day (excluding the expiration date) within the exercise period that notice can be given by the buyer to the seller or seller's agent. Notice of exercise given after this time will be deemed to have been given on the next exercise business day. </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation xml:lang="en">The latest time for exercise on expirationDate.</xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation xml:lang="en"> As defined in the 2000 ISDA Definitions, Section 12.4. Multiple Exercise, the buyer of the option has the right to exercise all or less than all the unexercised notional amount of the underlying swap on one or more days in the exercise period, but on any such day may not exercise less than the minimum notional amount or more that the maximum notional amount, and if an integral multiple amount is specified, the notional amount exercised must be equal to, or be an intergral multiple of, the integral multiple amount. </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation xml:lang="en"> The fees associated with an exercise date. The fees are conditional on the exercise occuring. The fees can be specified as actual currency amounts or as percentages of the notional amount being exercised. </xsd:documentation> </xsd:annotation> </xsd:element> </xsd:sequence> </xsd:extension> </xsd:complexContent> </xsd:complexType> <xsd:annotation> <xsd:documentation xml:lang="en"> Identifies the market sector in which the trade has been arranged. </xsd:documentation> </xsd:annotation> <xsd:sequence> <xsd:annotation> <xsd:documentation xml:lang="en"> The type of broker confirmation executed between the parties. </xsd:documentation> </xsd:annotation> </xsd:element> </xsd:sequence> </xsd:complexType> <xsd:annotation> <xsd:documentation xml:lang="en"> Identifies the market sector in which the trade has been arranged. </xsd:documentation> </xsd:annotation> <xsd:simpleContent> <xsd:attribute default="http://www.fpml.org/coding-scheme/broker-confirmation-type" name="brokerConfirmationTypeScheme" type="xsd:anyURI"/> </xsd:extension> </xsd:simpleContent> </xsd:complexType> <xsd:annotation> <xsd:documentation xml:lang="en"> A code identifying a business day calendar location. A business day calendar location is drawn from the list identified by the business day calendar location scheme. </xsd:documentation> </xsd:annotation> <xsd:simpleContent> <xsd:attribute default="http://www.fpml.org/coding-scheme/business-center" name="businessCenterScheme" type="xsd:anyURI"/> </xsd:extension> </xsd:simpleContent> </xsd:complexType> <xsd:annotation> <xsd:documentation xml:lang="en"> A type for defining business day calendar used in determining whether a day is a business day or not. A list of business day calendar locations may be ordered in the document alphabetically based on business day calendar location code. An FpML document containing an unordered business day calendar location list is still regarded as a conformant document. </xsd:documentation> </xsd:annotation> <xsd:sequence> </xsd:sequence> </xsd:complexType> <xsd:annotation> <xsd:documentation xml:lang="en"> A pointer style reference to a set of business day calendar defined elsewhere in the document. </xsd:documentation> </xsd:annotation> <xsd:complexContent> </xsd:extension> </xsd:complexContent> </xsd:complexType> <xsd:annotation> <xsd:documentation xml:lang="en"> A type for defining a time with respect to a business day calendar location. For example, 11:00am London time. </xsd:documentation> </xsd:annotation> <xsd:sequence> <xsd:annotation> <xsd:documentation xml:lang="en"> A time specified in hh:mm:ss format where the second component must be '00', e.g. 11am would be represented as 11:00:00. </xsd:documentation> </xsd:annotation> </xsd:element> </xsd:sequence> </xsd:complexType> <xsd:annotation> <xsd:documentation xml:lang="en"> A type defining a range of contiguous business days by defining an unadjusted first date, an unadjusted last date and a business day convention and business centers for adjusting the first and last dates if they would otherwise fall on a non business day in the specified business centers. The days between the first and last date must also be good business days in the specified centers to be counted in the range. </xsd:documentation> </xsd:annotation> <xsd:complexContent> <xsd:sequence> <xsd:annotation> <xsd:documentation xml:lang="en"> The convention for adjusting a date if it would otherwise fall on a day that is not a business day. </xsd:documentation> </xsd:annotation> </xsd:element> </xsd:sequence> </xsd:extension> </xsd:complexContent> </xsd:complexType> <xsd:annotation> <xsd:documentation xml:lang="en"> A type defining the business day convention and financial business centers used for adjusting any relevant date if it would otherwise fall on a day that is not a business day in the specified business centers. </xsd:documentation> </xsd:annotation> <xsd:sequence> <xsd:annotation> <xsd:documentation xml:lang="en"> The convention for adjusting a date if it would otherwise fall on a day that is not a business day. </xsd:documentation> </xsd:annotation> </xsd:element> </xsd:sequence> </xsd:complexType> <xsd:annotation> <xsd:documentation xml:lang="en"> Reference to a business day adjustments structure. </xsd:documentation> </xsd:annotation> <xsd:complexContent> <xsd:attribute ecore:reference="BusinessDayAdjustments" name="href" type="xsd:IDREF" use="required"/> </xsd:extension> </xsd:complexContent> </xsd:complexType> <xsd:annotation> <xsd:documentation xml:lang="en"> A type defining the ISDA calculation agent responsible for performing duties as defined in the applicable product definitions. </xsd:documentation> </xsd:annotation> <xsd:choice> <xsd:annotation> <xsd:documentation xml:lang="en"> A pointer style reference to a party identifier defined elsewhere in the document. The party referenced is the ISDA Calculation Agent for the trade. If more than one party is referenced then the parties are assumed to be co-calculation agents, i.e. they have joint responsibility. </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation xml:lang="en"> The ISDA calculation agent responsible for performing duties as defined in the applicable product definitions. For example, the Calculation Agent may be defined as being the Non-exercising Party. </xsd:documentation> </xsd:annotation> </xsd:element> </xsd:choice> </xsd:complexType> <xsd:annotation> <xsd:documentation xml:lang="en"> A type defining the frequency at which calculation period end dates occur within the regular part of the calculation period schedule and thier roll date convention. In case the calculation frequency is of value T (term), the period is defined by the swap\swapStream\calculationPerioDates\effectiveDate and the swap\swapStream\calculationPerioDates\terminationDate. </xsd:documentation> </xsd:annotation> <xsd:complexContent> <xsd:sequence> <xsd:annotation> <xsd:documentation xml:lang="en"> Used in conjunction with a frequency and the regular period start date of a calculation period, determines each calculation period end date within the regular part of a calculation period schedule. </xsd:documentation> </xsd:annotation> </xsd:element> </xsd:sequence> </xsd:extension> </xsd:complexContent> </xsd:complexType> <xsd:annotation> <xsd:documentation xml:lang="en"> An identifier used to identify a single component cashflow. </xsd:documentation> </xsd:annotation> <xsd:simpleContent> </xsd:extension> </xsd:simpleContent> </xsd:complexType> <xsd:annotation> <xsd:documentation xml:lang="en"> The notional/principal value/quantity/volume used to compute the cashflow. </xsd:documentation> </xsd:annotation> <xsd:sequence> <xsd:choice> <xsd:annotation> <xsd:documentation xml:lang="en">The currency in which an amount is denominated.</xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation xml:lang="en"> The units in which an amount (not monetary) is denominated. </xsd:documentation> </xsd:annotation> </xsd:element> </xsd:choice> <xsd:annotation> <xsd:documentation xml:lang="en"> The quantity of notional (in currency or other units). </xsd:documentation> </xsd:annotation> </xsd:element> </xsd:sequence> </xsd:complexType> <xsd:annotation> <xsd:documentation xml:lang="en"> A coding scheme used to describe the type or purpose of a cash flow or cash flow component. </xsd:documentation> </xsd:annotation> <xsd:simpleContent> <xsd:attribute default="http://www.fpml.org/coding-scheme/cashflow-type" name="cashflowTypeScheme" type="xsd:anyURI"/> </xsd:extension> </xsd:simpleContent> </xsd:complexType> <xsd:annotation> <xsd:documentation xml:lang="en"> A type defining the list of reference institutions polled for relevant rates or prices when determining the cash settlement amount for a product where cash settlement is applicable. </xsd:documentation> </xsd:annotation> <xsd:sequence> <xsd:annotation> <xsd:documentation xml:lang="en"> An institution (party) identified by means of a coding scheme and an optional name. </xsd:documentation> </xsd:annotation> </xsd:element> </xsd:sequence> </xsd:complexType> <xsd:annotation> <xsd:documentation xml:lang="en"> Unless otherwise specified, the principal clearance system customarily used for settling trades in the relevant underlying. </xsd:documentation> </xsd:annotation> <xsd:simpleContent> <xsd:attribute default="http://www.fpml.org/coding-scheme/clearance-system" name="clearanceSystemScheme" type="xsd:anyURI"/> </xsd:extension> </xsd:simpleContent> </xsd:complexType> <xsd:annotation> <xsd:documentation xml:lang="en"> The definitions, such as those published by ISDA, that will define the terms of the trade. </xsd:documentation> </xsd:annotation> <xsd:simpleContent> <xsd:attribute default="http://www.fpml.org/coding-scheme/contractual-definitions" name="contractualDefinitionsScheme" type="xsd:anyURI"/> </xsd:extension> </xsd:simpleContent> </xsd:complexType> <xsd:sequence> <xsd:annotation> <xsd:documentation xml:lang="en">Identifies the form of applicable matrix.</xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation xml:lang="en"> Specifies the publication date of the applicable version of the matrix. When this element is omitted, the ISDA supplemental language for incorporation of the relevant matrix will generally define rules for which version of the matrix is applicable. </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation xml:lang="en"> Defines any applicable key into the relevant matrix. For example, the Transaction Type would be the single term required for the Credit Derivatives Physical Settlement Matrix. This element should be omitted in the case of the 2000 ISDA Definitions Settlement Matrix for Early Termination and Swaptions. </xsd:documentation> </xsd:annotation> </xsd:element> </xsd:sequence> </xsd:complexType> <xsd:annotation> <xsd:documentation xml:lang="en"> A contractual supplement (such as those published by ISDA) that will apply to the trade. </xsd:documentation> </xsd:annotation> <xsd:simpleContent> <xsd:attribute default="http://www.fpml.org/coding-scheme/contractual-supplement" name="contractualSupplementScheme" type="xsd:anyURI"/> </xsd:extension> </xsd:simpleContent> </xsd:complexType> <xsd:annotation> <xsd:documentation xml:lang="en"> A contractual supplement (such as those published by ISDA) and its publication date that will apply to the trade. </xsd:documentation> </xsd:annotation> <xsd:sequence> <xsd:annotation> <xsd:documentation xml:lang="en"> Identifies the form of applicable contractual supplement. </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation xml:lang="en"> Specifies the publication date of the applicable version of the contractual supplement. </xsd:documentation> </xsd:annotation> </xsd:element> </xsd:sequence> </xsd:complexType> <xsd:annotation> <xsd:documentation xml:lang="en"> A type that describes the information to identify a correspondent bank that will make delivery of the funds on the paying bank's behalf in the country where the payment is to be made. </xsd:documentation> </xsd:annotation> <xsd:sequence> <xsd:annotation> <xsd:documentation xml:lang="en"> Link to the party acting as correspondent. This element can only appear within the correspondentInformation container element. </xsd:documentation> </xsd:annotation> </xsd:element> </xsd:sequence> </xsd:complexType> <xsd:annotation> <xsd:documentation xml:lang="en"> The code representation of a country or an area of special sovereignty. By default it is a valid 2 character country code as defined by the ISO standard 3166-1 alpha-2 - Codes for representation of countries http://www.niso.org/standards/resources/3166.html. </xsd:documentation> </xsd:annotation> <xsd:simpleContent> <xsd:extension base="xsd:token"> </xsd:extension> </xsd:simpleContent> </xsd:complexType> <xsd:annotation> <xsd:documentation source="http://www.FpML.org" xml:lang="en">The repayment precedence of a debt instrument.</xsd:documentation> </xsd:annotation> <xsd:simpleContent> <xsd:attribute default="http://www.fpml.org/coding-scheme/credit-seniority" name="creditSeniorityScheme" type="xsd:anyURI"> <xsd:annotation> <xsd:documentation xml:lang="en"> creditSeniorityTradingScheme overrides creditSeniorityScheme when the underlyer defines the reference obligation used in a single name credit default swap trade. </xsd:documentation> </xsd:annotation> </xsd:attribute> </xsd:extension> </xsd:simpleContent> </xsd:complexType> <xsd:annotation> <xsd:documentation xml:lang="en"> The agreement executed between the parties and intended to govern collateral arrangement for all OTC derivatives transactions between those parties. </xsd:documentation> </xsd:annotation> <xsd:sequence> <xsd:annotation> <xsd:documentation xml:lang="en">The type of ISDA Credit Support Agreement</xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation xml:lang="en"> The date of the agreement executed between the parties and intended to govern collateral arrangements for all OTC derivatives transactions between those parties. </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation xml:lang="en">An identifier used to uniquely identify the CSA</xsd:documentation> </xsd:annotation> </xsd:element> </xsd:sequence> </xsd:complexType> <xsd:simpleContent> </xsd:extension> </xsd:simpleContent> </xsd:complexType> <xsd:simpleContent> <xsd:attribute default="http://www.fpml.org/coding-scheme/credit-support-agreement-type" name="creditSupportAgreementTypeScheme" type="xsd:anyURI"/> </xsd:extension> </xsd:simpleContent> </xsd:complexType> <xsd:annotation> <xsd:documentation xml:lang="en">A party's credit rating.</xsd:documentation> </xsd:annotation> <xsd:simpleContent> <xsd:attribute default="http://www.fpml.org/ext/moodys" name="creditRatingScheme" type="xsd:anyURI"/> </xsd:extension> </xsd:simpleContent> </xsd:complexType> <xsd:annotation> <xsd:documentation xml:lang="en"> The code representation of a currency or fund. By default it is a valid currency code as defined by the ISO standard 4217 - Codes for representation of currencies and funds http://www.iso.org/iso/en/prods-services/popstds/currencycodeslist.html. </xsd:documentation> </xsd:annotation> <xsd:simpleContent> <xsd:attribute default="http://www.fpml.org/ext/iso4217-2001-08-15" name="currencyScheme" type="xsd:anyURI"/> </xsd:extension> </xsd:simpleContent> </xsd:complexType> <xsd:annotation> <xsd:documentation xml:lang="en">List of Dates</xsd:documentation> </xsd:annotation> <xsd:sequence> </xsd:sequence> </xsd:complexType> <xsd:annotation> <xsd:documentation xml:lang="en"> A type defining an offset used in calculating a date when this date is defined in reference to another date through a date offset. The type includes the convention for adjusting the date and an optional sequence element to indicate the order in a sequence of multiple date offsets. </xsd:documentation> </xsd:annotation> <xsd:complexContent> <xsd:sequence> <xsd:annotation> <xsd:documentation xml:lang="en"> The convention for adjusting a date if it would otherwise fall on a day that is not a business day. </xsd:documentation> </xsd:annotation> </xsd:element> </xsd:sequence> </xsd:extension> </xsd:complexContent> </xsd:complexType> <xsd:annotation> <xsd:documentation xml:lang="en"> A type defining a contiguous series of calendar dates. The date range is defined as all the dates between and including the first and the last date. The first date must fall before the last date. </xsd:documentation> </xsd:annotation> <xsd:sequence> <xsd:annotation> <xsd:documentation xml:lang="en">The first date of a date range.</xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation xml:lang="en">The last date of a date range.</xsd:documentation> </xsd:annotation> </xsd:element> </xsd:sequence> </xsd:complexType> <xsd:annotation> <xsd:documentation xml:lang="en"> Reference to an identified date or a complex date structure. </xsd:documentation> </xsd:annotation> <xsd:complexContent> </xsd:extension> </xsd:complexContent> </xsd:complexType> <xsd:annotation> <xsd:documentation xml:lang="en">List of DateTimes</xsd:documentation> </xsd:annotation> <xsd:sequence> </xsd:sequence> </xsd:complexType> <xsd:annotation> <xsd:documentation xml:lang="en"> The specification for how the number of days between two dates is calculated for purposes of calculation of a fixed or floating payment amount and the basis for how many days are assumed to be in a year. Day Count Fraction is an ISDA term. The equivalent AFB (Association Francaise de Banques) term is Calculation Basis. </xsd:documentation> </xsd:annotation> <xsd:simpleContent> <xsd:attribute default="http://www.fpml.org/coding-scheme/day-count-fraction" name="dayCountFractionScheme" type="xsd:anyURI"/> </xsd:extension> </xsd:simpleContent> </xsd:complexType> <xsd:annotation> <xsd:documentation xml:lang="en"> Coding scheme that specifies the method according to which an amount or a date is determined. </xsd:documentation> </xsd:annotation> <xsd:simpleContent> <xsd:attribute default="http://www.fpml.org/coding-scheme/determination-method" name="determinationMethodScheme" type="xsd:anyURI"/> </xsd:extension> </xsd:simpleContent> </xsd:complexType> <xsd:annotation> <xsd:documentation xml:lang="en"> A reference to the return swap notional determination method. </xsd:documentation> </xsd:annotation> <xsd:complexContent> </xsd:extension> </xsd:complexContent> </xsd:complexType> <xsd:annotation> <xsd:documentation xml:lang="en"> An entity for defining the definitions that govern the document and should include the year and type of definitions referenced, along with any relevant documentation (such as master agreement) and the date it was signed. </xsd:documentation> </xsd:annotation> <xsd:sequence> <xsd:annotation> <xsd:documentation xml:lang="en"> The agreement executed between the parties and intended to govern all OTC derivatives transactions between those parties. </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:choice minOccurs="0"> <xsd:annotation> <xsd:documentation xml:lang="en"> The agreement executed between the parties and intended to govern all OTC derivatives transactions between those parties. </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation xml:lang="en">Specifies the deails for a broker confirm.</xsd:documentation> </xsd:annotation> </xsd:element> </xsd:choice> <xsd:element maxOccurs="unbounded" minOccurs="0" name="contractualDefinitions" type="ContractualDefinitions"> <xsd:annotation> <xsd:documentation xml:lang="en"> The definitions such as those published by ISDA that will define the terms of the trade. </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:element maxOccurs="unbounded" minOccurs="0" name="contractualTermsSupplement" type="ContractualTermsSupplement"> <xsd:annotation> <xsd:documentation xml:lang="en"> A contractual supplement (such as those published by ISDA) that will apply to the trade. </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation xml:lang="en"> A reference to a contractual matrix of elected terms/values (such as those published by ISDA) that shall be deemed to apply to the trade. The applicable matrix is identified by reference to a name and optionally a publication date. Depending on the structure of the matrix, an additional term (specified in the matrixTerm element) may be required to further identify a subset of applicable terms/values within the matrix. </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation xml:lang="en"> The agreement executed between the parties and intended to govern collateral arrangement for all OTC derivatives transactions between those parties. </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation xml:lang="en"> A human readable document related to this transaction, for example a confirmation. </xsd:documentation> </xsd:annotation> </xsd:element> </xsd:sequence> </xsd:complexType> <xsd:annotation> <xsd:documentation xml:lang="en"> A for holding information about documents external to the FpML. </xsd:documentation> </xsd:annotation> <xsd:sequence> <xsd:annotation> <xsd:documentation xml:lang="en"> Indicates the type of media used to store the content. mimeType is used to determine the software product(s) that can read the content. MIME Types are described in RFC 2046. </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:choice> <xsd:annotation> <xsd:documentation xml:lang="en"> Provides extra information as string. In case the extra information is in XML format, a CDATA section must be placed around the source message to prevent its interpretation as XML content. </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation xml:lang="en"> Provides extra information as binary contents coded in hexadecimal. </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation xml:lang="en"> Provides extra information as binary contents coded in base64. </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation xml:lang="en"> Provides extra information as URL that references the information on a web server accessible to the message recipient. </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation xml:lang="en"> Provides a place to put a reference to an attachment on an HTTP message, such as is used by SOAP with Attachments and ebXML. </xsd:documentation> </xsd:annotation> </xsd:element> </xsd:choice> </xsd:sequence> </xsd:complexType> <xsd:annotation> <xsd:documentation xml:lang="en"> A special type that allows references to HTTP attachments identified with an HTTP "Content-ID" header, as is done with SOAP with Attachments (http://www.w3.org/TR/SOAP-attachments). Unlike with a normal FpML @href, the type is not IDREF, as the target is not identified by an XML @id attribute. </xsd:documentation> </xsd:annotation> <xsd:complexContent> </xsd:extension> </xsd:complexContent> </xsd:complexType> <xsd:annotation> <xsd:documentation xml:lang="en"> A special type meant to be used for elements with no content and no attributes. </xsd:documentation> </xsd:annotation> </xsd:complexType> <xsd:annotation> <xsd:documentation xml:lang="en">A legal entity identifier (e.g. RED entity code).</xsd:documentation> </xsd:annotation> <xsd:simpleContent> <xsd:attribute default="http://www.fpml.org/spec/2003/entity-id-RED-1-0" name="entityIdScheme" type="xsd:anyURI"/> </xsd:extension> </xsd:simpleContent> </xsd:complexType> <xsd:annotation> <xsd:documentation xml:lang="en"> The name of the reference entity. A free format string. FpML does not define usage rules for this element. </xsd:documentation> </xsd:annotation> <xsd:simpleContent> <xsd:attribute default="http://www.fpml.org/spec/2003/entity-name-RED-1-0" name="entityNameScheme" type="xsd:anyURI"/> </xsd:extension> </xsd:simpleContent> </xsd:complexType> <xsd:annotation> <xsd:documentation xml:lang="en"> A type defining the exercise period for a European style option together with any rules governing the notional amount of the underlying which can be exercised on any given exercise date and any associated exercise fees. </xsd:documentation> </xsd:annotation> <xsd:complexContent> <xsd:sequence> <xsd:annotation> <xsd:documentation xml:lang="en"> The last day within an exercise period for an American style option. For a European style option it is the only day within the exercise period. </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation xml:lang="en"> The date on the underlying set by the exercise of an option. What this date is depends on the option (e.g. in a swaption it is the swap effective date, in an extendible/cancelable provision it is the swap termination date). </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation xml:lang="en"> The earliest time at which notice of exercise can be given by the buyer to the seller (or seller's agent) i) on the expriation date, in the case of a European style option, (ii) on each bermuda option exercise date and the expiration date, in the case of a Bermuda style option the commencement date to, and including, the expiration date , in the case of an American option. </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation xml:lang="en">The latest time for exercise on expirationDate.</xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation xml:lang="en"> As defined in the 2000 ISDA Definitions, Section 12.3. Partial Exercise, the buyer of the option has the right to exercise all or less than all the notional amount of the underlying swap on the expiration date, but may not exercise less than the minimum notional amount, and if an integral multiple amount is specified, the notional amount exercised must be equal to, or be an integral multiple of, the integral multiple amount. </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation xml:lang="en"> A fee to be paid on exercise. This could be represented as an amount or a rate and notional reference on which to apply the rate. </xsd:documentation> </xsd:annotation> </xsd:element> </xsd:sequence> </xsd:extension> </xsd:complexContent> </xsd:complexType> <xsd:annotation> <xsd:documentation xml:lang="en"> A short form unique identifier for an exchange. If the element is not present then the exchange shall be the primary exchange on which the underlying is listed. The term "Exchange" is assumed to have the meaning as defined in the ISDA 2002 Equity Derivatives Definitions. </xsd:documentation> </xsd:annotation> <xsd:simpleContent> <xsd:attribute default="http://www.fpml.org/spec/2002/exchange-id-MIC-1-0" name="exchangeIdScheme" type="xsd:anyURI"/> </xsd:extension> </xsd:simpleContent> </xsd:complexType> <xsd:annotation> <xsd:documentation xml:lang="en"> The abstract base class for all types which define way in which options may be exercised. </xsd:documentation> </xsd:annotation> </xsd:complexType> <xsd:annotation> <xsd:documentation xml:lang="en"> A type defining the fee payable on exercise of an option. This fee may be defined as an amount or a percentage of the notional exercised. </xsd:documentation> </xsd:annotation> <xsd:sequence> <xsd:annotation> <xsd:documentation xml:lang="en"> A pointer style reference to the associated notional schedule defined elsewhere in the document. </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:choice> <xsd:annotation> <xsd:documentation xml:lang="en"> The amount of fee to be paid on exercise. The fee currency is that of the referenced notional. </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation xml:lang="en"> A fee represented as a percentage of some referenced notional. A percentage of 5% would be represented as 0.05. </xsd:documentation> </xsd:annotation> </xsd:element> </xsd:choice> <xsd:annotation> <xsd:documentation xml:lang="en"> The date on which exercise fee(s) will be paid. It is specified as a relative date. </xsd:documentation> </xsd:annotation> </xsd:element> </xsd:sequence> </xsd:complexType> <xsd:annotation> <xsd:documentation xml:lang="en"> A type to define a fee or schedule of fees to be payable on the exercise of an option. This fee may be defined as an amount or a percentage of the notional exercised. </xsd:documentation> </xsd:annotation> <xsd:sequence> <xsd:annotation> <xsd:documentation xml:lang="en"> A pointer style reference to the associated notional schedule defined elsewhere in the document. </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:choice> <xsd:annotation> <xsd:documentation xml:lang="en"> The exercise fee amount schedule. The fees are expressed as currency amounts. The currency of the fee is assumed to be that of the notional schedule referenced. </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation xml:lang="en"> The exercise free rate schedule. The fees are expressed as percentage rates of the notional being exercised. The currency of the fee is assumed to be that of the notional schedule referenced. </xsd:documentation> </xsd:annotation> </xsd:element> </xsd:choice> <xsd:annotation> <xsd:documentation xml:lang="en"> The date on which exercise fee(s) will be paid. It is specified as a relative date. </xsd:documentation> </xsd:annotation> </xsd:element> </xsd:sequence> </xsd:complexType> <xsd:annotation> <xsd:documentation xml:lang="en"> A type defining to whom and where notice of execution should be given. The partyReference refers to one of the principal parties of the trade. If present the exerciseNoticePartyReference refers to a party, other than the principal party, to whome notice should be given. </xsd:documentation> </xsd:annotation> <xsd:sequence> <xsd:annotation> <xsd:documentation xml:lang="en"> The party referenced has allocated the trade identifier. </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation xml:lang="en"> The party referenced is the party to which notice of exercise should be given by the buyer. </xsd:documentation> </xsd:annotation> </xsd:element> </xsd:sequence> </xsd:complexType> <xsd:annotation> <xsd:documentation xml:lang="en"> A type describing how notice of exercise should be given. This can be either manual or automatic. </xsd:documentation> </xsd:annotation> <xsd:sequence> <xsd:choice> <xsd:annotation> <xsd:documentation xml:lang="en"> Specifies that the notice of exercise must be given by the buyer to the seller or seller's agent. </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation xml:lang="en"> If automatic is specified then the notional amount of the underlying swap, not previously exercised under the swaption will be automatically exercised at the expriration time on the expiration date if at such time the buyer is in-the-money, provided that the difference between the settlement rate and the fixed rate under the relevant underlying swap is not less than the specified threshold rate. The term in-the-money is assumed to have the meaning defining in the 2000 ISDA Definitions, Section 17.4 In-the-money. </xsd:documentation> </xsd:annotation> </xsd:element> </xsd:choice> <xsd:annotation> <xsd:documentation xml:lang="en"> A flag to indicate whether follow-up confirmation of exercise (written or electronic) is required following telephonic notice by the buyer to the seller or seller's agent. </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation xml:lang="en"> Has the meaning defined as part of the 1997 ISDA Government Bond Option Definitions, section 4.5 Limited Right to Confirm Exercise. If present, (i) the Seller may request the Buyer to confirm its intent if not done on or before the expiration time on the Expiration date (ii) specific rules will apply in relation to the settlement mode. </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation xml:lang="en"> Typically applicable to the physical settlement of bond and convertible bond options. If present, means that the Party required to deliver the bonds will divide those to be delivered as notifying party desires to facilitate delivery obligations. </xsd:documentation> </xsd:annotation> </xsd:element> </xsd:sequence> </xsd:complexType> <xsd:annotation> <xsd:documentation xml:lang="en"> A type describing how notice of exercise should be given. This can be either manual or automatic. </xsd:documentation> </xsd:annotation> <xsd:choice> <xsd:annotation> <xsd:documentation xml:lang="en"> Specifies that the notice of exercise must be given by the buyer to the seller or seller's agent. </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation xml:lang="en"> If automatic is specified then the notional amount of the underlying swap, not previously exercised under the swaption will be automatically exercised at the expriration time on the expiration date if at such time the buyer is in-the-money, provided that the difference between the settlement rate and the fixed rate under the relevant underlying swap is not less than the specified threshold rate. The term in-the-money is assumed to have the meaning defining in the 2000 ISDA Definitions, Section 17.4 In-the-money. </xsd:documentation> </xsd:annotation> </xsd:element> </xsd:choice> </xsd:complexType> <xsd:annotation> <xsd:documentation xml:lang="en">A type defining a floating rate.</xsd:documentation> </xsd:annotation> <xsd:complexContent> <xsd:sequence> <xsd:annotation> <xsd:documentation xml:lang="en"> A rate multiplier or multiplier schedule to apply to the floating rate. A multiplier schedule is expressed as explicit multipliers and dates. In the case of a schedule, the step dates may be subject to adjustment in accordance with any adjustments specified in the calculationPeriodDatesAdjustments. The multiplier can be a positive or negative decimal. This element should only be included if the multiplier is not equal to 1 (one) for the term of the stream. </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation xml:lang="en"> The ISDA Spread or a Spread schedule expressed as explicit spreads and dates. In the case of a schedule, the step dates may be subject to adjustment in accordance with any adjustments specified in calculationPeriodDatesAdjustments. The spread is a per annum rate, expressed as a decimal. For purposes of determining a calculation period amount, if positive the spread will be added to the floating rate and if negative the spread will be subtracted from the floating rate. A positive 10 basis point (0.1%) spread would be represented as 0.001. </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation xml:lang="en"> The specification of any rate conversion which needs to be applied to the observed rate before being used in any calculations. The two common conversions are for securities quoted on a bank discount basis which will need to be converted to either a Money Market Yield or Bond Equivalent Yield. See the Annex to the 2000 ISDA Definitions, Section 7.3. Certain General Definitions Relating to Floating Rate Options, paragraphs (g) and (h) for definitions of these terms. </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation xml:lang="en"> The cap rate or cap rate schedule, if any, which applies to the floating rate. The cap rate (strike) is only required where the floating rate on a swap stream is capped at a certain level. A cap rate schedule is expressed as explicit cap rates and dates and the step dates may be subject to adjustment in accordance with any adjustments specified in calculationPeriodDatesAdjustments. The cap rate is assumed to be exclusive of any spread and is a per annum rate, expressed as a decimal. A cap rate of 5% would be represented as 0.05. </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation xml:lang="en"> The floor rate or floor rate schedule, if any, which applies to the floating rate. The floor rate (strike) is only required where the floating rate on a swap stream is floored at a certain strike level. A floor rate schedule is expressed as explicit floor rates and dates and the step dates may be subject to adjustment in accordance with any adjustments specified in calculationPeriodDatesAdjustments. The floor rate is assumed to be exclusive of any spread and is a per annum rate, expressed as a decimal. A floor rate of 5% would be represented as 0.05. </xsd:documentation> </xsd:annotation> </xsd:element> </xsd:sequence> </xsd:extension> </xsd:complexContent> </xsd:complexType> <xsd:annotation> <xsd:documentation xml:lang="en"> A type defining the floating rate and definitions relating to the calculation of floating rate amounts. </xsd:documentation> </xsd:annotation> <xsd:complexContent> <xsd:sequence> <xsd:annotation> <xsd:documentation xml:lang="en"> The initial floating rate reset agreed between the principal parties involved in the trade. This is assumed to be the first required reset rate for the first regular calculation period. It should only be included when the rate is not equal to the rate published on the source implied by the floating rate index. An initial rate of 5% would be represented as 0.05. </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation xml:lang="en"> The rounding convention to apply to the final rate used in determination of a calculation period amount. </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation xml:lang="en"> If averaging is applicable, this component specifies whether a weighted or unweighted average method of calculation is to be used. The component must only be included when averaging applies. </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:element minOccurs="0" name="negativeInterestRateTreatment" type="NegativeInterestRateTreatmentEnum"> <xsd:annotation> <xsd:documentation xml:lang="en"> The specification of any provisions for calculating payment obligations when a floating rate is negative (either due to a quoted negative floating rate or by operation of a spread that is subtracted from the floating rate). </xsd:documentation> </xsd:annotation> </xsd:element> </xsd:sequence> </xsd:extension> </xsd:complexContent> </xsd:complexType> <xsd:annotation> <xsd:documentation xml:lang="en"> The ISDA Floating Rate Option, i.e. the floating rate index. </xsd:documentation> </xsd:annotation> <xsd:simpleContent> <xsd:attribute default="http://www.fpml.org/coding-scheme/floating-rate-index" name="floatingRateIndexScheme" type="xsd:anyURI"/> </xsd:extension> </xsd:simpleContent> </xsd:complexType> <xsd:annotation> <xsd:documentation xml:lang="en">A type defining a rate index.</xsd:documentation> </xsd:annotation> <xsd:sequence> <xsd:annotation> <xsd:documentation xml:lang="en"> The ISDA Floating Rate Option, i.e. the floating rate index. </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation xml:lang="en"> The ISDA Designated Maturity, i.e. the tenor of the floating rate. </xsd:documentation> </xsd:annotation> </xsd:element> </xsd:sequence> </xsd:complexType> <xsd:annotation> <xsd:documentation xml:lang="en"> A type describing a financial formula, with its description and components. </xsd:documentation> </xsd:annotation> <xsd:sequence> <xsd:annotation> <xsd:documentation xml:lang="en">Text description of the formula</xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation xml:lang="en"> An element for containing an XML representation of the formula. Defined using xsd:any currently for flexibility in choice of language (MathML, OpenMath) </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation xml:lang="en"> Elements describing the components of the formula. The name attribute points to a value used in the math element. The href attribute points to a value elsewhere in the document </xsd:documentation> </xsd:annotation> </xsd:element> </xsd:sequence> </xsd:complexType> <xsd:annotation> <xsd:documentation xml:lang="en"> Elements describing the components of the formula. The name attribute points to a value used in the math element. The href attribute points to a numeric value defined elsewhere in the document that is used by the formula component. </xsd:documentation> </xsd:annotation> <xsd:sequence> <xsd:annotation> <xsd:documentation xml:lang="en">Text description of the component</xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation xml:lang="en"> Additional formulas required to describe this component </xsd:documentation> </xsd:annotation> </xsd:element> </xsd:sequence> </xsd:complexType> <xsd:annotation> <xsd:documentation xml:lang="en"> A type defining a time frequency, e.g. one day, three months. Used for specifying payment or calculation frequencies at which the value T (Term) is applicable. </xsd:documentation> </xsd:annotation> <xsd:sequence> <xsd:annotation> <xsd:documentation xml:lang="en"> A time period multiplier, e.g. 1, 2 or 3 etc. If the period value is T (Term) then periodMultiplier must contain the value 1. </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation xml:lang="en"> A time period, e.g. a day, week, month, year or term of the stream. </xsd:documentation> </xsd:annotation> </xsd:element> </xsd:sequence> </xsd:complexType> <xsd:annotation> <xsd:documentation xml:lang="en"> A type defining a currency amount as at a future value date. </xsd:documentation> </xsd:annotation> <xsd:complexContent> <xsd:sequence> <xsd:annotation> <xsd:documentation xml:lang="en"> The number of days from the adjusted calculation period start date to the adjusted value date, calculated in accordance with the applicable day count fraction. </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation xml:lang="en">Adjusted value date of the future value amount.</xsd:documentation> </xsd:annotation> </xsd:element> </xsd:sequence> </xsd:extension> </xsd:complexContent> </xsd:complexType> <xsd:annotation> <xsd:documentation xml:lang="en"> A type that specifies the source for and timing of a fixing of an exchange rate. This is used in the agreement of non-deliverable forward trades as well as various types of FX OTC options that require observations against a particular rate. </xsd:documentation> </xsd:annotation> <xsd:sequence> <xsd:annotation> <xsd:documentation xml:lang="en"> Defines the two currencies for an FX trade and the quotation relationship between the two currencies. </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation xml:lang="en"> Describes the specific date when a non-deliverable forward or cash-settled option will "fix" against a particular rate, which will be used to compute the ultimate cash settlement. This element should be omitted where a single, discrete fixing date cannot be identified e.g. on an american option, where fixing may occur at any date on a continuous range. </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation xml:lang="en"> Specifies the methodology (reference source and, optionally, fixing time) to be used for determining a currency conversion rate. </xsd:documentation> </xsd:annotation> </xsd:element> </xsd:sequence> </xsd:complexType> <xsd:annotation> <xsd:documentation xml:lang="en"> A type that is used for describing cash settlement of an option / non deliverable forward. It includes the currency to settle into together with the fixings required to calculate the currency amount. </xsd:documentation> </xsd:annotation> <xsd:sequence> <xsd:annotation> <xsd:documentation xml:lang="en"> The currency in which cash settlement occurs for non-deliverable forwards and cash-settled options (non-deliverable or otherwise). </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation xml:lang="en"> Specifies the source for and timing of a fixing of an exchange rate. This is used in the agreement of non-deliverable forward trades as well as various types of FX OTC options that require observations against a particular rate. This element is optional, permitting it to be omitted where fixing details are unavailable at the point of message creation. It has multiple occurrence to support the case where fixing details must be specified for more than one currency pair e.g. on an option settled into a third currency (that is not one of the option currencies). </xsd:documentation> </xsd:annotation> </xsd:element> </xsd:sequence> </xsd:complexType> <xsd:annotation> <xsd:documentation xml:lang="en"> A type describing the rate of a currency conversion: pair of currency, quotation mode and exchange rate. </xsd:documentation> </xsd:annotation> <xsd:sequence> <xsd:annotation> <xsd:documentation xml:lang="en"> Defines the two currencies for an FX trade and the quotation relationship between the two currencies. </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation xml:lang="en"> The rate of exchange between the two currencies of the leg of a deal. Must be specified with a quote basis. </xsd:documentation> </xsd:annotation> </xsd:element> </xsd:sequence> </xsd:complexType> <xsd:annotation> <xsd:documentation xml:lang="en"> A type defining the source and time for an fx rate. </xsd:documentation> </xsd:annotation> <xsd:sequence> <xsd:annotation> <xsd:documentation xml:lang="en"> The primary source for where the rate observation will occur. Will typically be either a page or a reference bank published rate. </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation xml:lang="en"> An alternative, or secondary, source for where the rate observation will occur. Will typically be either a page or a reference bank published rate. </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation xml:lang="en"> The time at which the spot currency exchange rate will be observed. It is specified as a time in a business day calendar location, e.g. 11:00am London time. </xsd:documentation> </xsd:annotation> </xsd:element> </xsd:sequence> </xsd:complexType> <xsd:annotation> <xsd:documentation xml:lang="en"> An entity for defining a generic agreement executed between two parties for any purpose. </xsd:documentation> </xsd:annotation> <xsd:sequence> <xsd:annotation> <xsd:documentation xml:lang="en"> The type of agreement executed between the parties. </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation xml:lang="en">The version of the agreement.</xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation xml:lang="en">The date on which the agreement was signed.</xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation xml:lang="en">A date on which the agreement was amended.</xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation xml:lang="en"> Identification of the law governing the agreement. </xsd:documentation> </xsd:annotation> </xsd:element> </xsd:sequence> </xsd:complexType> <xsd:annotation> <xsd:documentation xml:lang="en"> Identification of the law governing the transaction. </xsd:documentation> </xsd:annotation> <xsd:simpleContent> <xsd:attribute default="http://www.fpml.org/coding-scheme/governing-law" name="governingLawScheme" type="xsd:anyURI"/> </xsd:extension> </xsd:simpleContent> </xsd:complexType> <xsd:annotation> <xsd:documentation xml:lang="en"> A payment component owed from one party to the other for the cash flow date. This payment component should by of only a single type, e.g. a fee or a cashflow from a cashflow stream. </xsd:documentation> </xsd:annotation> <xsd:sequence> <xsd:sequence minOccurs="0"> <xsd:annotation> <xsd:documentation xml:lang="en">Unique identifier for a cash flow.</xsd:documentation> </xsd:annotation> </xsd:element> <xsd:element minOccurs="0" name="partyTradeIdentifierReference" type="PartyTradeIdentifierReference"> <xsd:annotation> <xsd:documentation> Pointer-style reference to the partyTradeIdentifier block within the tradeIdentifyingItems collection, which identifies the parent trade for this cashflow. </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation xml:lang="en"> Cash flow amount in a given currency to be paid/received. </xsd:documentation> </xsd:annotation> </xsd:element> </xsd:sequence> <xsd:annotation> <xsd:documentation xml:lang="en"> Defines the type of cash flow. For instance, a type of fee, premium, principal exchange, leg fee. </xsd:documentation> </xsd:annotation> </xsd:element> </xsd:sequence> </xsd:complexType> <xsd:annotation> <xsd:documentation xml:lang="en">Specifies Currency with ID attribute.</xsd:documentation> </xsd:annotation> <xsd:simpleContent> </xsd:extension> </xsd:simpleContent> </xsd:complexType> <xsd:annotation> <xsd:documentation xml:lang="en">Reference to a currency with ID attribute</xsd:documentation> </xsd:annotation> <xsd:complexContent> </xsd:extension> </xsd:complexContent> </xsd:complexType> <xsd:annotation> <xsd:documentation xml:lang="en">A date which can be referenced elsewhere.</xsd:documentation> </xsd:annotation> <xsd:simpleContent> <xsd:extension base="xsd:date"> </xsd:extension> </xsd:simpleContent> </xsd:complexType> <xsd:annotation> <xsd:documentation xml:lang="en"> A type extending the PayerReceiverEnum type wih an id attribute. </xsd:documentation> </xsd:annotation> <xsd:simpleContent> </xsd:extension> </xsd:simpleContent> </xsd:complexType> <xsd:annotation> <xsd:documentation xml:lang="en">A party's industry sector classification.</xsd:documentation> </xsd:annotation> <xsd:simpleContent> <xsd:attribute default="http://www.fpml.org/coding-scheme/external/north-american-industry-classification-system" name="industryClassificationScheme" type="xsd:anyURI"/> </xsd:extension> </xsd:simpleContent> </xsd:complexType> <xsd:simpleContent> <xsd:attribute default="http://www.fpml.org/coding-scheme/information-provider" name="informationProviderScheme" type="xsd:anyURI"/> </xsd:extension> </xsd:simpleContent> </xsd:complexType> <xsd:annotation> <xsd:documentation xml:lang="en"> A type defining the source for a piece of information (e.g. a rate refix or an fx fixing). </xsd:documentation> </xsd:annotation> <xsd:sequence> <xsd:annotation> <xsd:documentation xml:lang="en"> An information source for obtaining a market rate. For example Bloomberg, Reuters, Telerate etc. </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation xml:lang="en"> A specific page for the rate source for obtaining a market rate. </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation xml:lang="en"> The heading for the rate source on a given rate source page. </xsd:documentation> </xsd:annotation> </xsd:element> </xsd:sequence> </xsd:complexType> <xsd:annotation> <xsd:documentation xml:lang="en">A short form unique identifier for a security.</xsd:documentation> </xsd:annotation> <xsd:simpleContent> </xsd:extension> </xsd:simpleContent> </xsd:complexType> <xsd:annotation> <xsd:documentation xml:lang="en"> A type defining the way in which interests are accrued: the applicable rate (fixed or floating reference) and the compounding method. </xsd:documentation> </xsd:annotation> <xsd:complexContent> <xsd:sequence minOccurs="0"> <xsd:annotation> <xsd:documentation xml:lang="en"> If more that one calculation period contributes to a single payment amount this element specifies whether compounding is applicable, and if so, what compounding method is to be used. This element must only be included when more that one calculation period contributes to a single payment amount. </xsd:documentation> </xsd:annotation> </xsd:element> </xsd:sequence> </xsd:extension> </xsd:complexContent> </xsd:complexType> <xsd:annotation> <xsd:documentation xml:lang="en"> A type describing the method for accruing interests on dividends. Can be either a fixed rate reference or a floating rate reference. </xsd:documentation> </xsd:annotation> <xsd:choice> <xsd:annotation> <xsd:documentation xml:lang="en">The floating rate calculation definitions</xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation xml:lang="en"> The calculation period fixed rate. A per annum rate, expressed as a decimal. A fixed rate of 5% would be represented as 0.05. </xsd:documentation> </xsd:annotation> </xsd:element> </xsd:choice> </xsd:complexType> <xsd:annotation> <xsd:documentation xml:lang="en"> A type that describes the information to identify an intermediary through which payment will be made by the correspondent bank to the ultimate beneficiary of the funds. </xsd:documentation> </xsd:annotation> <xsd:sequence> <xsd:annotation> <xsd:documentation xml:lang="en"> A sequence number that gives the position of the current intermediary in the chain of payment intermediaries. The assumed domain value set is an ascending sequence of integers starting from 1. </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation xml:lang="en">Reference to the party acting as intermediary.</xsd:documentation> </xsd:annotation> </xsd:element> </xsd:sequence> </xsd:complexType> <xsd:annotation> <xsd:documentation source="http://www.FpML.org" xml:lang="en">The type of interpolation used.</xsd:documentation> </xsd:annotation> <xsd:simpleContent> <xsd:attribute default="http://www.fpml.org/coding-scheme/interpolation-method" name="interpolationMethodScheme" type="xsd:anyURI"/> </xsd:extension> </xsd:simpleContent> </xsd:complexType> <xsd:annotation> <xsd:documentation xml:lang="en"> The data type used for indicating the language of the resource, described using the ISO 639-2/T Code. </xsd:documentation> </xsd:annotation> <xsd:simpleContent> </xsd:extension> </xsd:simpleContent> </xsd:complexType> <xsd:annotation> <xsd:documentation xml:lang="en"> A supertype of leg. All swap legs extend this type. </xsd:documentation> </xsd:annotation> </xsd:complexType> <xsd:annotation> <xsd:documentation xml:lang="en">A type defining a legal entity.</xsd:documentation> </xsd:annotation> <xsd:choice> <xsd:sequence> <xsd:annotation> <xsd:documentation xml:lang="en"> The name of the reference entity. A free format string. FpML does not define usage rules for this element. </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation xml:lang="en">A legal entity identifier (e.g. RED entity code).</xsd:documentation> </xsd:annotation> </xsd:element> </xsd:sequence> <xsd:annotation> <xsd:documentation xml:lang="en"> A legal entity identifier (e.g. RED entity code).. </xsd:documentation> </xsd:annotation> </xsd:element> </xsd:choice> </xsd:complexType> <xsd:annotation> <xsd:documentation xml:lang="en"> References a credit entity defined elsewhere in the document. </xsd:documentation> </xsd:annotation> <xsd:complexContent> </xsd:extension> </xsd:complexContent> </xsd:complexType> <xsd:annotation> <xsd:documentation xml:lang="en">A type to define the main publication source.</xsd:documentation> </xsd:annotation> <xsd:simpleContent> <xsd:attribute default="http://www.fpml.org/coding-scheme/inflation-main-publication" name="mainPublicationScheme" type="xsd:anyURI"/> </xsd:extension> </xsd:simpleContent> </xsd:complexType> <xsd:annotation> <xsd:documentation xml:lang="en"> A type defining manual exercise, i.e. that the option buyer counterparty must give notice to the option seller of exercise. </xsd:documentation> </xsd:annotation> <xsd:sequence> <xsd:annotation> <xsd:documentation xml:lang="en"> Definition of the party to whom notice of exercise should be given. </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation xml:lang="en"> If fallback exercise is specified then the notional amount of the underlying swap, not previously exercised under the swaption, will be automatically exercised at the expiration time on the expiration date if at such time the buyer is in-the-money, provided that the difference between the settlement rate and the fixed rate under the relevant underlying swap is not less than one tenth of a percentage point (0.10% or 0.001). The term in-the-money is assumed to have the meaning defined in the 2000 ISDA Definitions, Section 17.4. In-the-money. </xsd:documentation> </xsd:annotation> </xsd:element> </xsd:sequence> </xsd:complexType> <xsd:annotation> <xsd:documentation xml:lang="en"> An entity for defining the agreement executed between the parties and intended to govern all OTC derivatives transactions between those parties. </xsd:documentation> </xsd:annotation> <xsd:sequence> <xsd:annotation> <xsd:documentation xml:lang="en"> The agreement executed between the parties and intended to govern product-specific derivatives transactions between those parties. </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation xml:lang="en">The version of the master agreement.</xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation xml:lang="en"> The date on which the master agreement was signed. </xsd:documentation> </xsd:annotation> </xsd:element> </xsd:sequence> </xsd:complexType> <xsd:simpleContent> <xsd:attribute default="http://www.fpml.org/coding-scheme/master-agreement-type" name="masterAgreementTypeScheme" type="xsd:anyURI"/> </xsd:extension> </xsd:simpleContent> </xsd:complexType> <xsd:simpleContent> <xsd:attribute default="http://www.fpml.org/coding-scheme/master-agreement-version" name="masterAgreementVersionScheme" type="xsd:anyURI"/> </xsd:extension> </xsd:simpleContent> </xsd:complexType> <xsd:annotation> <xsd:documentation xml:lang="en"> An entity for defining the master confirmation agreement executed between the parties. </xsd:documentation> </xsd:annotation> <xsd:sequence> <xsd:annotation> <xsd:documentation xml:lang="en"> The type of master confirmation executed between the parties. </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation xml:lang="en"> The date of the confirmation executed between the parties and intended to govern all relevant transactions between those parties. </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation xml:lang="en"> The date that an annex to the master confirmation was executed between the parties. </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation xml:lang="en"> The type of master confirmation annex executed between the parties. </xsd:documentation> </xsd:annotation> </xsd:element> </xsd:sequence> </xsd:complexType> <xsd:simpleContent> <xsd:attribute default="http://www.fpml.org/coding-scheme/master-confirmation-annex-type" name="masterConfirmationAnnexTypeScheme" type="xsd:anyURI"/> </xsd:extension> </xsd:simpleContent> </xsd:complexType> <xsd:simpleContent> <xsd:attribute default="http://www.fpml.org/coding-scheme/master-confirmation-type" name="masterConfirmationTypeScheme" type="xsd:anyURI"/> </xsd:extension> </xsd:simpleContent> </xsd:complexType> <xsd:annotation> <xsd:documentation xml:lang="en">An identifier used to identify matched cashflows.</xsd:documentation> </xsd:annotation> <xsd:simpleContent> </xsd:extension> </xsd:simpleContent> </xsd:complexType> <xsd:annotation> <xsd:documentation xml:lang="en">A type defining a mathematical expression.</xsd:documentation> </xsd:annotation> <xsd:sequence> <xsd:any maxOccurs="unbounded" namespace="##any" processContents="skip"/> </xsd:sequence> </xsd:complexType> <xsd:simpleContent> <xsd:attribute default="http://www.fpml.org/coding-scheme/matrix-type" name="matrixTypeScheme" type="xsd:anyURI"/> </xsd:extension> </xsd:simpleContent> </xsd:complexType> <xsd:simpleContent> <xsd:attribute default="http://www.fpml.org/coding-scheme/credit-matrix-transaction-type" name="matrixTermScheme" type="xsd:anyURI"/> </xsd:extension> </xsd:simpleContent> </xsd:complexType> <xsd:annotation> <xsd:documentation xml:lang="en"> The type that indicates the type of media used to store the content. MimeType is used to determine the software product(s) that can read the content. MIME types are described in RFC 2046. </xsd:documentation> </xsd:annotation> <xsd:simpleContent> </xsd:extension> </xsd:simpleContent> </xsd:complexType> <xsd:annotation> <xsd:documentation xml:lang="en">A type defining a currency amount.</xsd:documentation> </xsd:annotation> <xsd:complexContent> <xsd:sequence> <xsd:annotation> <xsd:documentation xml:lang="en">The monetary quantity in currency units.</xsd:documentation> </xsd:annotation> </xsd:element> </xsd:sequence> </xsd:extension> </xsd:complexContent> </xsd:complexType> <xsd:annotation> <xsd:documentation xml:lang="en">Abstract base class for all money types.</xsd:documentation> </xsd:annotation> <xsd:sequence> <xsd:annotation> <xsd:documentation xml:lang="en">The currency in which an amount is denominated.</xsd:documentation> </xsd:annotation> </xsd:element> </xsd:sequence> </xsd:complexType> <xsd:annotation> <xsd:documentation xml:lang="en"> A type defining multiple exercises. As defining in the 2000 ISDA Definitions, Section 12.4. Multiple Exercise, the buyer of the option has the right to exercise all or less than all the unexercised notional amount of the underlying swap on one or more days in the exercise period, but on any such day may not exercise less than the minimum notional amount or more than the maximum notional amount, and if an integral multiple amount is specified, the notional exercised must be equal to or, be an integral multiple of, the integral multiple amount. </xsd:documentation> </xsd:annotation> <xsd:sequence> <xsd:choice minOccurs="0"> <xsd:annotation> <xsd:documentation xml:lang="en"> The maximum notional amount that can be exercised on a given exercise date. </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation> The maximum number of options that can be exercised on a given exercise date. If the number is not specified, it means that the maximum number of options corresponds to the remaining unexercised options. </xsd:documentation> </xsd:annotation> </xsd:element> </xsd:choice> </xsd:sequence> </xsd:complexType> <xsd:annotation> <xsd:documentation xml:lang="en"> A type defining a currency amount or a currency amount schedule. </xsd:documentation> </xsd:annotation> <xsd:complexContent> <xsd:sequence> <xsd:annotation> <xsd:documentation xml:lang="en">The currency in which an amount is denominated.</xsd:documentation> </xsd:annotation> </xsd:element> </xsd:sequence> </xsd:extension> </xsd:complexContent> </xsd:complexType> <xsd:annotation> <xsd:documentation xml:lang="en">A type defining a non negative money amount.</xsd:documentation> </xsd:annotation> <xsd:complexContent> <xsd:sequence> <xsd:annotation> <xsd:documentation xml:lang="en"> The non negative monetary quantity in currency units. </xsd:documentation> </xsd:annotation> </xsd:element> </xsd:sequence> </xsd:extension> </xsd:complexContent> </xsd:complexType> <xsd:annotation> <xsd:documentation xml:lang="en">A complex type to specify non negative payments.</xsd:documentation> </xsd:annotation> <xsd:complexContent> <xsd:sequence> <xsd:annotation> <xsd:documentation xml:lang="en">Non negative payment amount.</xsd:documentation> </xsd:annotation> </xsd:element> </xsd:sequence> </xsd:extension> </xsd:complexContent> </xsd:complexType> <xsd:annotation> <xsd:documentation xml:lang="en"> A type defining a schedule of non-negative rates or amounts in terms of an initial value and then a series of step date and value pairs. On each step date the rate or amount changes to the new step value. The series of step date and value pairs are optional. If not specified, this implies that the initial value remains unchanged over time. </xsd:documentation> </xsd:annotation> <xsd:sequence> <xsd:annotation> <xsd:documentation xml:lang="en"> The non-negative initial rate or amount, as the case may be. An initial rate of 5% would be represented as 0.05. </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation xml:lang="en"> The schedule of step date and non-negative value pairs. On each step date the associated step value becomes effective. A list of steps may be ordered in the document by ascending step date. An FpML document containing an unordered list of steps is still regarded as a conformant document. </xsd:documentation> </xsd:annotation> </xsd:element> </xsd:sequence> </xsd:complexType> <xsd:annotation> <xsd:documentation> A type defining a step date and non-negative step value pair. This step definitions are used to define varying rate or amount schedules, e.g. a notional amortization or a step-up coupon schedule. </xsd:documentation> </xsd:annotation> <xsd:complexContent> <xsd:sequence> <xsd:annotation> <xsd:documentation> The non-negative rate or amount which becomes effective on the associated stepDate. A rate of 5% would be represented as 0.05. </xsd:documentation> </xsd:annotation> </xsd:element> </xsd:sequence> </xsd:extension> </xsd:complexContent> </xsd:complexType> <xsd:annotation> <xsd:documentation xml:lang="en">A complex type to specify the notional amount.</xsd:documentation> </xsd:annotation> <xsd:complexContent> </xsd:complexContent> </xsd:complexType> <xsd:annotation> <xsd:documentation xml:lang="en">A reference to the notional amount.</xsd:documentation> </xsd:annotation> <xsd:complexContent> </xsd:extension> </xsd:complexContent> </xsd:complexType> <xsd:annotation> <xsd:documentation xml:lang="en">A reference to the notional amount.</xsd:documentation> </xsd:annotation> <xsd:complexContent> </xsd:extension> </xsd:complexContent> </xsd:complexType> <xsd:annotation> <xsd:documentation xml:lang="en"> A type defining an offset used in calculating a new date relative to a reference date. Currently, the only offsets defined are expected to be expressed as either calendar or business day offsets. </xsd:documentation> </xsd:annotation> <xsd:complexContent> <xsd:sequence> <xsd:annotation> <xsd:documentation xml:lang="en"> In the case of an offset specified as a number of days, this element defines whether consideration is given as to whether a day is a good business day or not. If a day type of business days is specified then non-business days are ignored when calculating the offset. The financial business centers to use for determination of business days are implied by the context in which this element is used. This element must only be included when the offset is specified as a number of days. If the offset is zero days then the dayType element should not be included. </xsd:documentation> </xsd:annotation> </xsd:element> </xsd:sequence> </xsd:extension> </xsd:complexContent> </xsd:complexType> <xsd:annotation> <xsd:documentation> Allows the specification of a time that may be on a day prior or subsequent to the day in question. This type is intended for use with a day of the week (i.e. where no actual date is specified) as part of, for example, a period that runs from 23:00-07:00 on a series of days and where holidays on the actual days would affect the entire time period. </xsd:documentation> </xsd:annotation> <xsd:sequence> <xsd:annotation> <xsd:documentation> Indicates whether time applies to the actual day specified (in which case this element should be omitted) the day prior to that day (in which case periodMultiplier should be -1 and period should be Day) or the day subsequent to that day (in which case periodMultiplier should be 1 and period should be Day). </xsd:documentation> </xsd:annotation> </xsd:element> </xsd:sequence> </xsd:complexType> <xsd:sequence> <xsd:annotation> <xsd:documentation> The party for which the message reciever should work. </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation> Identifies the account(s) related to the party when they can be determined from the party alone, for example in a inter-book trade. </xsd:documentation> </xsd:annotation> </xsd:element> </xsd:sequence> </xsd:complexType> <xsd:simpleContent> <xsd:attribute default="http://www.fpml.org/coding-scheme/originating-event" name="originatingEventScheme" type="xsd:anyURI"/> </xsd:extension> </xsd:simpleContent> </xsd:complexType> <xsd:annotation> <xsd:documentation xml:lang="en"> A type defining partial exercise. As defined in the 2000 ISDA Definitions, Section 12.3 Partial Exercise, the buyer of the option may exercise all or less than all the notional amount of the underlying swap but may not be less than the minimum notional amount (if specified) and must be an integral multiple of the integral multiple amount if specified. </xsd:documentation> </xsd:annotation> <xsd:sequence> </xsd:sequence> </xsd:complexType> <xsd:annotation> <xsd:documentation xml:lang="en"> A type defining a legal entity or a subdivision of a legal entity. </xsd:documentation> <xsd:documentation xml:lang="en"> Parties can perform multiple roles in a trade lifecycle. For example, the principal parties obligated to make payments from time to time during the term of the trade, but may include other parties involved in, or incidental to, the trade, such as parties acting in the role of novation transferor/transferee, broker, calculation agent, etc. In FpML roles are defined in multiple places within a document. </xsd:documentation> </xsd:annotation> <xsd:sequence> <xsd:annotation> <xsd:documentation xml:lang="en"> A party identifier, e.g. a S.W.I.F.T. bank identifier code (BIC). </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation xml:lang="en"> The legal name of the organization. A free format string. FpML does not define usage rules for this element. </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation xml:lang="en"> Descriptive/categorization information for a party. </xsd:documentation> </xsd:annotation> </xsd:group> <xsd:annotation> <xsd:documentation xml:lang="en"> Information on how to contact the party using various means. </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation xml:lang="en"> Optional organization unit information used to describe the organization units (e.g. trading desks) involved in a transaction or business process . </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation xml:lang="en"> Optional information about people involved in a transaction or busines process. (These are eomployees of the party). </xsd:documentation> </xsd:annotation> </xsd:element> </xsd:sequence> <xsd:annotation> <xsd:documentation xml:lang="en"> The id uniquely identifying the Party within the document. </xsd:documentation> </xsd:annotation> </xsd:attribute> </xsd:complexType> <xsd:annotation> <xsd:documentation xml:lang="en">The data type used for party identifiers.</xsd:documentation> </xsd:annotation> <xsd:simpleContent> </xsd:extension> </xsd:simpleContent> </xsd:complexType> <xsd:annotation> <xsd:documentation xml:lang="en"> The data type used for the legal name of an organization. </xsd:documentation> </xsd:annotation> <xsd:simpleContent> </xsd:extension> </xsd:simpleContent> </xsd:complexType> <xsd:annotation> <xsd:documentation xml:lang="en">Reference to a party.</xsd:documentation> </xsd:annotation> <xsd:complexContent> </xsd:extension> </xsd:complexContent> </xsd:complexType> <xsd:sequence> <xsd:annotation> <xsd:documentation xml:lang="en"> The category of the relationship. The related party performs the role specified in this field for the base party. For example, if the role is "Guarantor", the related party acts as a guarantor for the base party. </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation xml:lang="en"> Additional definition refining the type of relationship. For example, if the "role" is Guarantor, this element may be used to specify whether all positions are guaranteed, or only a subset of them. </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation xml:lang="en"> The date on which the relationship begins or began. </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation xml:lang="en">The date on which the relationship ends or ended.</xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation xml:lang="en"> Describes the agreements that define the party relationship. </xsd:documentation> </xsd:annotation> </xsd:element> </xsd:sequence> </xsd:complexType> <xsd:annotation> <xsd:documentation xml:lang="en"> A description of the legal agreement(s) and definitions that document a party's relationships with other parties </xsd:documentation> </xsd:annotation> <xsd:sequence> <xsd:choice maxOccurs="unbounded" minOccurs="1"> <xsd:annotation> <xsd:documentation xml:lang="en"> A agreement executed between two parties that includes or references the related party. </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation xml:lang="en"> An agreement executed between two parties intended to govern collateral arrangement for OTC derivatives transactions between those parties, and that references the related party. </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation xml:lang="en">An agrement that references the related party.</xsd:documentation> </xsd:annotation> </xsd:element> </xsd:choice> </xsd:sequence> </xsd:complexType> <xsd:annotation> <xsd:documentation xml:lang="en"> A type describing a role played by a party in one or more transactions. Examples include roles such as guarantor, custodian, confirmation service provider, etc. This can be extended to provide custom roles. </xsd:documentation> </xsd:annotation> <xsd:simpleContent> <xsd:attribute default="http://www.fpml.org/coding-scheme/party-role" name="partyRoleScheme" type="xsd:anyURI"/> </xsd:extension> </xsd:simpleContent> </xsd:complexType> <xsd:annotation> <xsd:documentation xml:lang="en"> A type refining the role a role played by a party in one or more transactions. Examples include "AllPositions" and "SomePositions" for Guarantor. This can be extended to provide custom types. </xsd:documentation> </xsd:annotation> <xsd:simpleContent> <xsd:attribute default="http://www.fpml.org/coding-scheme/party-role-type" name="partyRoleTypeScheme" type="xsd:anyURI"/> </xsd:extension> </xsd:simpleContent> </xsd:complexType> <xsd:annotation> <xsd:documentation xml:lang="en">Reference to an organizational unit.</xsd:documentation> </xsd:annotation> <xsd:complexContent> </xsd:extension> </xsd:complexContent> </xsd:complexType> <xsd:annotation> <xsd:documentation xml:lang="en">Reference to an individual.</xsd:documentation> </xsd:annotation> <xsd:complexContent> </xsd:extension> </xsd:complexContent> </xsd:complexType> <xsd:annotation> <xsd:documentation xml:lang="en">A reference to a partyTradeIdentifier object.</xsd:documentation> </xsd:annotation> <xsd:complexContent> </xsd:extension> </xsd:complexContent> </xsd:complexType> <xsd:annotation> <xsd:documentation xml:lang="en">A type for defining payments</xsd:documentation> </xsd:annotation> <xsd:complexContent> <xsd:sequence> <xsd:annotation> <xsd:documentation xml:lang="en">The currency amount of the payment.</xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation xml:lang="en"> The payment date. This date is subject to adjustment in accordance with any applicable business day convention. </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation xml:lang="en"> A classification of the type of fee or additional payment, e.g. brokerage, upfront fee etc. FpML does not define domain values for this element. </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation xml:lang="en"> The information required to settle a currency payment that results from a trade. </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation xml:lang="en"> The value representing the discount factor used to calculate the present value of the cash flow. </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation xml:lang="en"> The amount representing the present value of the forecast payment. </xsd:documentation> </xsd:annotation> </xsd:element> </xsd:sequence> <xsd:annotation> <xsd:documentation xml:lang="en"> Can be used to reference the yield curve used to estimate the discount factor </xsd:documentation> </xsd:annotation> </xsd:attribute> </xsd:extension> </xsd:complexContent> </xsd:complexType> <xsd:annotation> <xsd:documentation xml:lang="en">An abstract base class for payment types.</xsd:documentation> </xsd:annotation> </xsd:complexType> <xsd:annotation> <xsd:documentation xml:lang="en">Base type for payments.</xsd:documentation> </xsd:annotation> <xsd:complexContent> <xsd:sequence> <xsd:annotation> <xsd:documentation xml:lang="en"> The payment date, which can be expressed as either an adjustable or relative date. </xsd:documentation> </xsd:annotation> </xsd:element> </xsd:sequence> </xsd:extension> </xsd:complexContent> </xsd:complexType> <xsd:annotation> <xsd:documentation xml:lang="en"> Details on the referenced payment. e.g. Its cashflow components, settlement details. </xsd:documentation> </xsd:annotation> <xsd:sequence> <xsd:annotation> <xsd:documentation xml:lang="en"> The reference to the identified payment strucutre. </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation xml:lang="en"> Payment details of this cash flow component, including currency, amount and payer/payee. </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation xml:lang="en"> The information required to settle a currency payment. </xsd:documentation> </xsd:annotation> </xsd:element> </xsd:sequence> </xsd:complexType> <xsd:annotation> <xsd:documentation xml:lang="en"> A group that covers key elements used in payment reporting messages. </xsd:documentation> </xsd:annotation> <xsd:sequence> <xsd:annotation> <xsd:documentation xml:lang="en"> Unique identifier assigned by either party or matching service, as agreed, to a payment. </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation xml:lang="en"> Payment amount in a given currency to be paid/received. </xsd:documentation> </xsd:annotation> </xsd:element> </xsd:sequence> </xsd:group> <xsd:annotation> <xsd:documentation xml:lang="en"> An identifier used to identify a matchable payment. </xsd:documentation> </xsd:annotation> <xsd:simpleContent> </xsd:extension> </xsd:simpleContent> </xsd:complexType> <xsd:annotation> <xsd:documentation xml:lang="en">Reference to a payment.</xsd:documentation> </xsd:annotation> <xsd:complexContent> </xsd:extension> </xsd:complexContent> </xsd:complexType> <xsd:simpleContent> </xsd:extension> </xsd:simpleContent> </xsd:complexType> <xsd:annotation> <xsd:documentation xml:lang="en"> A type to define recurring periods or time offsets. </xsd:documentation> </xsd:annotation> <xsd:sequence> <xsd:annotation> <xsd:documentation xml:lang="en"> A time period multiplier, e.g. 1, 2 or 3 etc. A negative value can be used when specifying an offset relative to another date, e.g. -2 days. </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation xml:lang="en"> A time period, e.g. a day, week, month or year of the stream. If the periodMultiplier value is 0 (zero) then period must contain the value D (day). </xsd:documentation> </xsd:annotation> </xsd:element> </xsd:sequence> </xsd:complexType> <xsd:sequence> <xsd:annotation> <xsd:documentation xml:lang="en"> The frequency at which calculation period end dates occur with the regular part of the calculation period schedule and their roll date convention. </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation xml:lang="en"> The business day convention to apply to each calculation period end date if it would otherwise fall on a day that is not a business day in the specified financial business centers. </xsd:documentation> </xsd:annotation> </xsd:element> </xsd:sequence> </xsd:complexType> <xsd:annotation> <xsd:documentation xml:lang="en"> A type defining a currency amount or a currency amount schedule. </xsd:documentation> </xsd:annotation> <xsd:complexContent> <xsd:sequence> <xsd:annotation> <xsd:documentation xml:lang="en">The currency in which an amount is denominated.</xsd:documentation> </xsd:annotation> </xsd:element> </xsd:sequence> </xsd:extension> </xsd:complexContent> </xsd:complexType> <xsd:annotation> <xsd:documentation xml:lang="en">A type defining a positive money amount</xsd:documentation> </xsd:annotation> <xsd:complexContent> <xsd:sequence> <xsd:annotation> <xsd:documentation xml:lang="en">The positive monetary quantity in currency units.</xsd:documentation> </xsd:annotation> </xsd:element> </xsd:sequence> </xsd:extension> </xsd:complexContent> </xsd:complexType> <xsd:annotation> <xsd:documentation xml:lang="en">A complex type to specify positive payments.</xsd:documentation> </xsd:annotation> <xsd:complexContent> <xsd:sequence> <xsd:annotation> <xsd:documentation xml:lang="en">Positive payment amount.</xsd:documentation> </xsd:annotation> </xsd:element> </xsd:sequence> </xsd:extension> </xsd:complexContent> </xsd:complexType> <xsd:annotation> <xsd:documentation xml:lang="en"> A type defining a schedule of strictly-postive rates or amounts in terms of an initial value and then a series of step date and value pairs. On each step date the rate or amount changes to the new step value. The series of step date and value pairs are optional. If not specified, this implies that the initial value remains unchanged over time. </xsd:documentation> </xsd:annotation> <xsd:sequence> <xsd:annotation> <xsd:documentation xml:lang="en"> The strictly-positive initial rate or amount, as the case may be. An initial rate of 5% would be represented as 0.05. </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation xml:lang="en"> The schedule of step date and strictly-positive value pairs. On each step date the associated step value becomes effective. A list of steps may be ordered in the document by ascending step date. An FpML document containing an unordered list of steps is still regarded as a conformant document. </xsd:documentation> </xsd:annotation> </xsd:element> </xsd:sequence> </xsd:complexType> <xsd:annotation> <xsd:documentation> A type defining a step date and strictly-positive step value pair. This step definitions are used to define varying rate or amount schedules, e.g. a notional amortization or a step-up coupon schedule. </xsd:documentation> </xsd:annotation> <xsd:complexContent> <xsd:sequence> <xsd:annotation> <xsd:documentation> The strictly positive rate or amount which becomes effective on the associated stepDate. A rate of 5% would be represented as 0.05. </xsd:documentation> </xsd:annotation> </xsd:element> </xsd:sequence> </xsd:extension> </xsd:complexContent> </xsd:complexType> <xsd:annotation> <xsd:documentation> A type for defining a time with respect to a geographic location, for example 11:00 Phoenix, USA. This type should be used where a wider range of locations than those available as business centres is required. </xsd:documentation> </xsd:annotation> <xsd:sequence> <xsd:annotation> <xsd:documentation xml:lang="en"> A time specified in hh:mm:ss format where the second component must be '00', e.g. 11am would be represented as 11:00:00. </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation> The geographic location to which the hourMinuteTime applies. The time takes into account any current day light saving changes or other adjustments i.e. it is the prevaling time at the location. </xsd:documentation> </xsd:annotation> </xsd:element> </xsd:sequence> </xsd:complexType> <xsd:annotation> <xsd:documentation xml:lang="en"> An abstract pricing structure base type. Used as a base for structures such as yield curves and volatility matrices. </xsd:documentation> </xsd:annotation> <xsd:sequence> <xsd:annotation> <xsd:documentation xml:lang="en"> The name of the structure, e.g "USDLIBOR-3M EOD Curve". </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation xml:lang="en"> The currency that the structure is expressed in (this is relevant mostly for the Interes Rates asset class). </xsd:documentation> </xsd:annotation> </xsd:element> </xsd:sequence> </xsd:complexType> <xsd:annotation> <xsd:documentation xml:lang="en"> Reference to a pricing structure or any derived components (i.e. yield curve). </xsd:documentation> </xsd:annotation> <xsd:complexContent> </xsd:extension> </xsd:complexContent> </xsd:complexType> <xsd:annotation> <xsd:documentation xml:lang="en"> A type defining which principal exchanges occur for the stream. </xsd:documentation> </xsd:annotation> <xsd:sequence> <xsd:annotation> <xsd:documentation xml:lang="en"> A true/false flag to indicate whether there is an initial exchange of principal on the effective date. </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation xml:lang="en"> A true/false flag to indicate whether there is a final exchange of principal on the termination date. </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation xml:lang="en"> A true/false flag to indicate whether there are intermediate or interim exchanges of principal during the term of the swap. </xsd:documentation> </xsd:annotation> </xsd:element> </xsd:sequence> </xsd:complexType> <xsd:annotation> <xsd:documentation xml:lang="en">The base type which all FpML products extend.</xsd:documentation> </xsd:annotation> </xsd:complexType> <xsd:simpleContent> </xsd:extension> </xsd:simpleContent> </xsd:complexType> <xsd:annotation> <xsd:documentation xml:lang="en">Reference to a full FpML product.</xsd:documentation> </xsd:annotation> <xsd:complexContent> </xsd:extension> </xsd:complexContent> </xsd:complexType> <xsd:simpleContent> <xsd:attribute default="http://www.fpml.org/coding-scheme/product-taxonomy" name="productTypeScheme" type="xsd:anyURI"/> </xsd:extension> </xsd:simpleContent> </xsd:complexType> <!-- added BAL 2011-02-20 to address CFTC reporting requirements --> <!-- <xsd:complexType name="ProductSubType"> <xsd:simpleContent> <xsd:extension base="Scheme"> <xsd:attribute name="productSubTypeScheme" type="xsd:anyURI" default="http://www.fpml.org/coding-scheme/product-subtype-simple"/> </xsd:extension> </xsd:simpleContent> </xsd:complexType> --> <!-- end BAL 2011-02-20 --> <xsd:annotation> <xsd:documentation xml:lang="en"> A type that describes the composition of a rate that has been quoted or is to be quoted. This includes the two currencies and the quotation relationship between the two currencies and is used as a building block throughout the FX specification. </xsd:documentation> </xsd:annotation> <xsd:sequence> <xsd:annotation> <xsd:documentation xml:lang="en"> The first currency specified when a pair of currencies is to be evaluated. </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation xml:lang="en"> The second currency specified when a pair of currencies is to be evaluated. </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation xml:lang="en">The method by which the exchange rate is quoted.</xsd:documentation> </xsd:annotation> </xsd:element> </xsd:sequence> </xsd:complexType> <xsd:annotation> <xsd:documentation xml:lang="en"> The abstract base class for all types which define interest rate streams. </xsd:documentation> </xsd:annotation> </xsd:complexType> <xsd:annotation> <xsd:documentation xml:lang="en"> Reference to any rate (floating, inflation) derived from the abstract Rate component. </xsd:documentation> </xsd:annotation> </xsd:complexType> <xsd:annotation> <xsd:documentation xml:lang="en"> A type defining parameters associated with an individual observation or fixing. This type forms part of the cashflow representation of a stream. </xsd:documentation> </xsd:annotation> <xsd:sequence> <xsd:annotation> <xsd:documentation xml:lang="en">The reset date.</xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation xml:lang="en"> The adjusted fixing date, i.e. the actual date the rate is observed. The date should already be adjusted for any applicable business day convention. </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation xml:lang="en"> The actual observed rate before any required rate treatment is applied, e.g. before converting a rate quoted on a discount basis to an equivalent yield. An observed rate of 5% would be represented as 0.05. </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation xml:lang="en"> The observed rate after any required rate treatment is applied. A treated rate of 5% would be represented as 0.05. </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation xml:lang="en"> The number of days weighting to be associated with the rate observation, i.e. the number of days such rate is in effect. This is applicable in the case of a weighted average method of calculation where more than one reset date is established for a single calculation period. </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation xml:lang="en"> A pointer style reference to a floating rate component defined as part of a stub calculation period amount component. It is only required when it is necessary to distinguish two rate observations for the same fixing date which could occur when linear interpolation of two different rates occurs for a stub calculation period. </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation xml:lang="en"> The value representing the forecast rate used to calculate the forecast future value of the accrual period.A value of 1% should be represented as 0.01 </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation xml:lang="en"> The value representing the forecast rate after applying rate treatment rules. A value of 1% should be represented as 0.01 </xsd:documentation> </xsd:annotation> </xsd:element> </xsd:sequence> </xsd:complexType> <xsd:simpleContent> </xsd:extension> </xsd:simpleContent> </xsd:complexType> <xsd:annotation> <xsd:documentation xml:lang="en"> The abstract base class for all types which define intra-document pointers. </xsd:documentation> </xsd:annotation> </xsd:complexType> <xsd:annotation> <xsd:documentation xml:lang="en">Specifies the reference amount using a scheme.</xsd:documentation> </xsd:annotation> <xsd:simpleContent> </xsd:extension> </xsd:simpleContent> </xsd:complexType> <xsd:annotation> <xsd:documentation xml:lang="en"> A type to describe an institution (party) identified by means of a coding scheme and an optional name. </xsd:documentation> </xsd:annotation> <xsd:sequence> <xsd:annotation> <xsd:documentation xml:lang="en"> An institution (party) identifier, e.g. a bank identifier code (BIC). </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation xml:lang="en"> The name of the institution (party). A free format string. FpML does not define usage rules for the element. </xsd:documentation> </xsd:annotation> </xsd:element> </xsd:sequence> </xsd:complexType> <xsd:simpleContent> </xsd:extension> </xsd:simpleContent> </xsd:complexType> <xsd:sequence> <!-- <xsd:choice> --> <xsd:annotation> <xsd:documentation xml:lang="en">The unit that is related to this.</xsd:documentation> </xsd:annotation> </xsd:element> <!-- <xsd:sequence> <xsd:element name="businessUnitId" type="Unit" minOccurs="0"> <xsd:annotation> <xsd:documentation xml:lang="en">The unit that is related to this.</xsd:documentation> </xsd:annotation> </xsd:element> <xsd:element name="country" type="CountryCode" minOccurs="0"> <xsd:annotation> <xsd:documentation xml:lang="en">The location that the unit does business.</xsd:documentation> </xsd:annotation> </xsd:element> </xsd:sequence> </xsd:choice> --> <xsd:annotation> <xsd:documentation xml:lang="en"> The category of the relationship. The related unit performs the role specified in this field for the base party. For example, if the role is "Trader", the related unit acts acts or acted as the base party's trading unit. </xsd:documentation> </xsd:annotation> </xsd:element> </xsd:sequence> </xsd:complexType> <xsd:sequence> <xsd:annotation> <xsd:documentation xml:lang="en"> The category of the relationship. The related party performs the role specified in this field for the base party. For example, if the role is "Guarantor", the related party acts as a guarantor for the base party. </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation xml:lang="en"> Additional definition refining the type of relationship. For example, if the "role" is Guarantor, this element may be used to specify whether all positions are guaranteed, or only a subset of them. </xsd:documentation> </xsd:annotation> </xsd:element> </xsd:sequence> </xsd:complexType> <xsd:sequence> <xsd:annotation> <xsd:documentation xml:lang="en">The individual person that is related to this.</xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation xml:lang="en"> The category of the relationship. The related individual performs the role specified in this field for the base party. For example, if the role is "Trader", the related person acts acts or acted as the base party's trader. </xsd:documentation> </xsd:annotation> </xsd:element> </xsd:sequence> </xsd:complexType> <xsd:annotation> <xsd:documentation xml:lang="en"> A type describing a role played by a unit in one or more transactions. Examples include roles such as Trader, Collateral, Confirmation, Settlement, etc. This can be extended to provide custom roles. </xsd:documentation> </xsd:annotation> <xsd:simpleContent> <xsd:attribute default="http://www.fpml.org/coding-scheme/unit-role" name="unitRoleScheme" type="xsd:anyURI"/> </xsd:extension> </xsd:simpleContent> </xsd:complexType> <xsd:annotation> <xsd:documentation xml:lang="en"> A type describing a role played by a person in one or more transactions. Examples include roles such as Trader, Broker, MiddleOffice, Legal, etc. This can be extended to provide custom roles. </xsd:documentation> </xsd:annotation> <xsd:simpleContent> <xsd:attribute default="http://www.fpml.org/coding-scheme/person-role" name="personRoleScheme" type="xsd:anyURI"/> </xsd:extension> </xsd:simpleContent> </xsd:complexType> <xsd:annotation> <xsd:documentation xml:lang="en"> A type defining a date (referred to as the derived date) as a relative offset from another date (referred to as the anchor date). If the anchor date is itself an adjustable date then the offset is assumed to be calculated from the adjusted anchor date. A number of different scenarios can be supported, namely; 1) the derived date may simply be a number of calendar periods (days, weeks, months or years) preceding or following the anchor date; 2) the unadjusted derived date may be a number of calendar periods (days, weeks, months or years) preceding or following the anchor date with the resulting unadjusted derived date subject to adjustment in accordance with a specified business day convention, i.e. the derived date must fall on a good business day; 3) the derived date may be a number of business days preceding or following the anchor date. Note that the businessDayConvention specifies any required adjustment to the unadjusted derived date. A negative or positive value in the periodMultiplier indicates whether the unadjusted derived precedes or follows the anchor date. The businessDayConvention should contain a value NONE if the day type element contains a value of Business (since specifying a negative or positive business days offset would already guarantee that the derived date would fall on a good business day in the specified business centers). </xsd:documentation> </xsd:annotation> <xsd:complexContent> <xsd:sequence> <xsd:annotation> <xsd:documentation xml:lang="en"> The convention for adjusting a date if it would otherwise fall on a day that is not a business day. </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation xml:lang="en"> Specifies the anchor as an href attribute. The href attribute value is a pointer style reference to the element or component elsewhere in the document where the anchor date is defined. </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation xml:lang="en"> The date once the adjustment has been performed. (Note that this date may change if the business center holidays change). </xsd:documentation> </xsd:annotation> </xsd:element> </xsd:sequence> </xsd:extension> </xsd:complexContent> </xsd:complexType> <xsd:annotation> <xsd:documentation xml:lang="en"> A type describing a set of dates defined as relative to another set of dates. </xsd:documentation> </xsd:annotation> <xsd:complexContent> <xsd:sequence> <xsd:annotation> <xsd:documentation xml:lang="en"> The number of periods in the referenced date schedule that are between each date in the relative date schedule. Thus a skip of 2 would mean that dates are relative to every second date in the referenced schedule. If present this should have a value greater than 1. </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation xml:lang="en"> The first and last dates of a schedule. This can be used to restrict the range of values in a reference series of dates. </xsd:documentation> </xsd:annotation> </xsd:element> </xsd:sequence> </xsd:extension> </xsd:complexContent> </xsd:complexType> <xsd:annotation> <xsd:documentation xml:lang="en"> A type describing a date when this date is defined in reference to another date through one or several date offsets. </xsd:documentation> </xsd:annotation> <xsd:sequence> <xsd:annotation> <xsd:documentation xml:lang="en"> Specifies the anchor as an href attribute. The href attribute value is a pointer style reference to the element or component elsewhere in the document where the anchor date is defined. </xsd:documentation> </xsd:annotation> </xsd:element> </xsd:sequence> </xsd:complexType> <xsd:annotation> <xsd:documentation xml:lang="en"> A date with a required identifier which can be referenced elsewhere. </xsd:documentation> </xsd:annotation> <xsd:simpleContent> <xsd:extension base="xsd:date"> </xsd:extension> </xsd:simpleContent> </xsd:complexType> <xsd:annotation> <xsd:documentation xml:lang="en"> A type defining the reset frequency. In the case of a weekly reset, also specifies the day of the week that the reset occurs. If the reset frequency is greater than the calculation period frequency the this implies that more or more reset dates is established for each calculation period and some form of rate averaginhg is applicable. The specific averaging method of calculation is specified in FloatingRateCalculation. In case the reset frequency is of value T (term), the period is defined by the swap\swapStream\calculationPerioDates\effectiveDate and the swap\swapStream\calculationPerioDates\terminationDate. </xsd:documentation> </xsd:annotation> <xsd:complexContent> <xsd:sequence> <xsd:annotation> <xsd:documentation xml:lang="en"> The day of the week on which a weekly reset date occurs. This element must be included if the reset frequency is defined as weekly and not otherwise. </xsd:documentation> </xsd:annotation> </xsd:element> </xsd:sequence> </xsd:extension> </xsd:complexContent> </xsd:complexType> <xsd:simpleContent> <xsd:attribute default="http://www.fpml.org/coding-scheme/requested-action" name="requestedActionScheme" type="xsd:anyURI"/> </xsd:extension> </xsd:simpleContent> </xsd:complexType> <xsd:annotation> <xsd:documentation xml:lang="en"> Describes the resource that contains the media representation of a business event (i.e used for stating the Publicly Available Information). For example, can describe a file or a URL that represents the event. This type is an extended version of a type defined by RIXML (www.rixml.org). </xsd:documentation> </xsd:annotation> <xsd:sequence> <xsd:annotation> <xsd:documentation xml:lang="en"> The unique identifier of the resource within the event. </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation xml:lang="en"> A description of the type of the resource, e.g. a confirmation. </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation xml:lang="en"> Indicates the language of the resource, described using the ISO 639-2/T Code. </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation xml:lang="en"> Indicates the size of the resource in bytes. It could be used by the end user to estimate the download time and storage needs. </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation xml:lang="en"> Indicates the length of the resource. For example, if the resource were a PDF file, the length would be in pages. </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation xml:lang="en"> Indicates the type of media used to store the content. mimeType is used to determine the software product(s) that can read the content. MIME Types are described in RFC 2046. </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation xml:lang="en">The name of the resource.</xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation xml:lang="en"> Any additional comments that are deemed necessary. For example, which software version is required to open the document? Or, how does this resource relate to the others for this event? </xsd:documentation> </xsd:annotation> </xsd:element> <!-- BAL 2011-10-06 set cardinality to optional for consistency with 5.2 --> <xsd:choice minOccurs="0"> <xsd:annotation> <xsd:documentation xml:lang="en"> Provides extra information as string. In case the extra information is in XML format, a CDATA section must be placed around the source message to prevent its interpretation as XML content. </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation xml:lang="en"> Provides extra information as binary contents coded in hexadecimal. </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation xml:lang="en"> Provides extra information as binary contents coded in base64. </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation xml:lang="en"> Indicates where the resource can be found, as a URL that references the information on a web server accessible to the message recipient. </xsd:documentation> </xsd:annotation> </xsd:element> <!-- commented out pending business interest <xsd:element name="attachmentReference" type="HTTPAttachmentReference"> <xsd:annotation> <xsd:documentation xml:lang="en">Provides a place to put a reference to an attachment on an HTTP message, such as is used by SOAP with Attachments and ebXML.</xsd:documentation> </xsd:annotation> </xsd:element> --> </xsd:choice> </xsd:sequence> </xsd:complexType> <xsd:annotation> <xsd:documentation xml:lang="en">The data type used for resource identifiers.</xsd:documentation> </xsd:annotation> <xsd:simpleContent> </xsd:extension> </xsd:simpleContent> </xsd:complexType> <xsd:annotation> <xsd:documentation xml:lang="en"> The type that indicates the length of the resource. </xsd:documentation> </xsd:annotation> <xsd:sequence> <xsd:annotation> <xsd:documentation xml:lang="en"> The length unit of the resource. For example, pages (pdf, text documents) or time (audio, video files). </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation xml:lang="en">The length value of the resource.</xsd:documentation> </xsd:annotation> </xsd:element> </xsd:sequence> </xsd:complexType> <xsd:annotation> <xsd:documentation xml:lang="en"> The data type used for describing the type or purpose of a resource, e.g. "Confirmation". </xsd:documentation> </xsd:annotation> <xsd:simpleContent> <xsd:attribute default="http://www.fpml.org/coding-scheme/resource-type" name="resourceTypeScheme" type="xsd:anyURI"/> </xsd:extension> </xsd:simpleContent> </xsd:complexType> <xsd:annotation> <xsd:documentation xml:lang="en">A reference to the return swap notional amount.</xsd:documentation> </xsd:annotation> <xsd:complexContent> </xsd:extension> </xsd:complexContent> </xsd:complexType> <xsd:annotation> <xsd:documentation xml:lang="en"> A type defining a rounding direction and precision to be used in the rounding of a rate. </xsd:documentation> </xsd:annotation> <xsd:sequence> <xsd:annotation> <xsd:documentation xml:lang="en">Specifies the rounding direction.</xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation xml:lang="en"> Specifies the rounding precision in terms of a number of decimal places. Note how a percentage rate rounding of 5 decimal places is expressed as a rounding precision of 7 in the FpML document since the percentage is expressed as a decimal, e.g. 9.876543% (or 0.09876543) being rounded to the nearest 5 decimal places is 9.87654% (or 0.0987654). </xsd:documentation> </xsd:annotation> </xsd:element> </xsd:sequence> </xsd:complexType> <xsd:annotation> <xsd:documentation xml:lang="en"> A type that provides three alternative ways of identifying a party involved in the routing of a payment. The identification may use payment system identifiers only; actual name, address and other reference information; or a combination of both. </xsd:documentation> </xsd:annotation> </xsd:complexType> <xsd:annotation> <xsd:documentation xml:lang="en"> A type that models name, address and supplementary textual information for the purposes of identifying a party involved in the routing of a payment. </xsd:documentation> </xsd:annotation> </xsd:complexType> <xsd:simpleContent> <xsd:attribute default="http://www.fpml.org/ext/iso9362" name="routingIdCodeScheme" type="xsd:anyURI"/> </xsd:extension> </xsd:simpleContent> </xsd:complexType> <xsd:annotation> <xsd:documentation xml:lang="en"> A type that provides for identifying a party involved in the routing of a payment by means of one or more standard identification codes. For example, both a SWIFT BIC code and a national bank identifier may be required. </xsd:documentation> </xsd:annotation> <xsd:sequence> <xsd:annotation> <xsd:documentation xml:lang="en"> A unique identifier for party that is a participant in a recognized payment system. </xsd:documentation> </xsd:annotation> </xsd:element> </xsd:sequence> </xsd:complexType> <xsd:annotation> <xsd:documentation xml:lang="en"> A type that provides a combination of payment system identification codes with physical postal address details, for the purposes of identifying a party involved in the routing of a payment. </xsd:documentation> </xsd:annotation> <xsd:sequence> <xsd:annotation> <xsd:documentation xml:lang="en"> A set of unique identifiers for a party, eachone identifying the party within a payment system. The assumption is that each party will not have more than one identifier within the same payment system. </xsd:documentation> </xsd:annotation> </xsd:element> </xsd:sequence> </xsd:complexType> <xsd:annotation> <xsd:documentation xml:lang="en"> A type defining a schedule of rates or amounts in terms of an initial value and then a series of step date and value pairs. On each step date the rate or amount changes to the new step value. The series of step date and value pairs are optional. If not specified, this implies that the initial value remains unchanged over time. </xsd:documentation> </xsd:annotation> <xsd:sequence> <xsd:annotation> <xsd:documentation xml:lang="en"> The initial rate or amount, as the case may be. An initial rate of 5% would be represented as 0.05. </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation xml:lang="en"> The schedule of step date and value pairs. On each step date the associated step value becomes effective A list of steps may be ordered in the document by ascending step date. An FpML document containing an unordered list of steps is still regarded as a conformant document. </xsd:documentation> </xsd:annotation> </xsd:element> </xsd:sequence> </xsd:complexType> <xsd:annotation> <xsd:documentation xml:lang="en">Reference to a schedule of rates or amounts.</xsd:documentation> </xsd:annotation> <xsd:complexContent> </xsd:extension> </xsd:complexContent> </xsd:complexType> <xsd:annotation> <xsd:documentation xml:lang="en"> A type that represents the choice of methods for settling a potential currency payment resulting from a trade: by means of a standard settlement instruction, by netting it out with other payments, or with an explicit settlement instruction. </xsd:documentation> </xsd:annotation> <xsd:choice> <xsd:annotation> <xsd:documentation xml:lang="en"> An optional element used to describe how a trade will settle. This defines a scheme and is used for identifying trades that are identified as settling standard and/or flagged for settlement netting. </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation xml:lang="en"> An explicit specification of how a currency payment is to be made, when the payment is not netted and the route is other than the recipient's standard settlement instruction. </xsd:documentation> </xsd:annotation> </xsd:element> </xsd:choice> </xsd:complexType> <xsd:annotation> <xsd:documentation xml:lang="en"> A type that models a complete instruction for settling a currency payment, including the settlement method to be used, the correspondent bank, any intermediary banks and the ultimate beneficary. </xsd:documentation> </xsd:annotation> <xsd:sequence> <xsd:annotation> <xsd:documentation xml:lang="en"> The mechanism by which settlement is to be made. The scheme of domain values will include standard mechanisms such as CLS, Fedwire, Chips ABA, Chips UID, SWIFT, CHAPS and DDA. </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation xml:lang="en"> The information required to identify the correspondent bank that will make delivery of the funds on the paying bank's behalf in the country where the payment is to be made </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:element maxOccurs="unbounded" minOccurs="0" name="intermediaryInformation" type="IntermediaryInformation"> <xsd:annotation> <xsd:documentation xml:lang="en"> Information to identify an intermediary through which payment will be made by the correspondent bank to the ultimate beneficiary of the funds. </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation xml:lang="en"> The bank that acts for the ultimate beneficiary of the funds in receiving payments. </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation xml:lang="en"> The ultimate beneficiary of the funds. The beneficiary can be identified either by an account at the beneficiaryBank (qv) or by explicit routingInformation. This element provides for the latter. </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation xml:lang="en">Reference to the depository of the settlement.</xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation xml:lang="en"> The set of individual payments that are to be made when a currency payment settling a trade needs to be split between a number of ultimate beneficiaries. Each split payment may need to have its own routing information. </xsd:documentation> </xsd:annotation> </xsd:element> </xsd:sequence> </xsd:complexType> <xsd:simpleContent> <xsd:attribute default="http://www.fpml.org/coding-scheme/settlement-method" name="settlementMethodScheme" type="xsd:anyURI"/> </xsd:extension> </xsd:simpleContent> </xsd:complexType> <xsd:annotation> <xsd:documentation xml:lang="en"> Coding scheme that specifies the settlement price default election. </xsd:documentation> </xsd:annotation> <xsd:simpleContent> <xsd:attribute default="http://www.fpml.org/coding-scheme/settlement-price-default-election" name="settlementPriceDefaultElectionScheme" type="xsd:anyURI"/> </xsd:extension> </xsd:simpleContent> </xsd:complexType> <xsd:annotation> <xsd:documentation xml:lang="en"> The source from which the settlement price is to be obtained, e.g. a Reuters page, Prezzo di Riferimento, etc. </xsd:documentation> </xsd:annotation> <xsd:simpleContent> <xsd:attribute default="http://www.fpml.org/coding-scheme/settlement-price-source" name="settlementPriceSourceScheme" type="xsd:anyURI"/> </xsd:extension> </xsd:simpleContent> </xsd:complexType> <xsd:annotation> <xsd:documentation xml:lang="en"> A type describing the method for obtaining a settlement rate. </xsd:documentation> </xsd:annotation> <xsd:choice> <xsd:annotation> <xsd:documentation xml:lang="en"> The information source where a published or displayed market rate will be obtained, e.g. Telerate Page 3750. </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation xml:lang="en"> A container for a set of reference institutions. These reference institutions may be called upon to provide rate quotations as part of the method to determine the applicable cash settlement amount. If institutions are not specified, it is assumed that reference institutions will be agreed between the parties on the exercise date, or in the case of swap transaction to which mandatory early termination is applicable, the cash settlement valuation date. </xsd:documentation> </xsd:annotation> </xsd:element> </xsd:choice> </xsd:complexType> <xsd:annotation> <xsd:documentation xml:lang="en">TBA</xsd:documentation> </xsd:annotation> <xsd:complexContent> <xsd:sequence> <xsd:annotation> <xsd:documentation xml:lang="en"> The first day of the exercise period for an American style option. </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation xml:lang="en"> The last day within an exercise period for an American style option. For a European style option it is the only day within the exercise period. </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:choice minOccurs="0"> <xsd:annotation> <xsd:documentation xml:lang="en"> Choice between latest exercise time expressed as literal time, or using a determination method. </xsd:documentation> </xsd:annotation> <xsd:annotation> <xsd:documentation xml:lang="en"> For a Bermuda or American style option, the latest time on an exercise business day (excluding the expiration date) within the exercise period that notice can be given by the buyer to the seller or seller's agent. Notice of exercise given after this time will be deemed to have been given on the next exercise business day. </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation xml:lang="en">Latest exercise time determination method.</xsd:documentation> </xsd:annotation> </xsd:element> </xsd:choice> </xsd:sequence> </xsd:extension> </xsd:complexContent> </xsd:complexType> <xsd:annotation> <xsd:documentation xml:lang="en"> A complex type to specified payments in a simpler fashion than the Payment type. This construct should be used from the version 4.3 onwards. </xsd:documentation> </xsd:annotation> <xsd:complexContent> <xsd:sequence> <xsd:annotation> <xsd:documentation xml:lang="en"> The payment date. This date is subject to adjustment in accordance with any applicable business day convention. </xsd:documentation> </xsd:annotation> </xsd:element> </xsd:sequence> </xsd:extension> </xsd:complexContent> </xsd:complexType> <xsd:annotation> <xsd:documentation xml:lang="en"> A type that supports the division of a gross settlement amount into a number of split settlements, each requiring its own settlement instruction. </xsd:documentation> </xsd:annotation> <xsd:sequence> <xsd:annotation> <xsd:documentation xml:lang="en"> One of the monetary amounts in a split settlement payment. </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation xml:lang="en"> The bank that acts for the ultimate beneficiary of the funds in receiving payments. </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation xml:lang="en"> The ultimate beneficiary of the funds. The beneficiary can be identified either by an account at the beneficiaryBank (qv) or by explicit routingInformation. This element provides for the latter. </xsd:documentation> </xsd:annotation> </xsd:element> </xsd:sequence> </xsd:complexType> <xsd:annotation> <xsd:documentation xml:lang="en"> Adds an optional spread type element to the Schedule to identify a long or short spread value. </xsd:documentation> </xsd:annotation> <xsd:complexContent> <xsd:sequence> </xsd:sequence> </xsd:extension> </xsd:complexContent> </xsd:complexType> <xsd:annotation> <xsd:documentation xml:lang="en">Provides a reference to a spread schedule.</xsd:documentation> </xsd:annotation> <xsd:complexContent> </xsd:extension> </xsd:complexContent> </xsd:complexType> <xsd:annotation> <xsd:documentation xml:lang="en"> Defines a Spread Type Scheme to identify a long or short spread value. </xsd:documentation> </xsd:annotation> <xsd:simpleContent> <xsd:attribute default="http://www.fpml.org/coding-scheme/spread-schedule-type" name="spreadScheduleTypeScheme" type="xsd:anyURI"/> </xsd:extension> </xsd:simpleContent> </xsd:complexType> <xsd:annotation> <xsd:documentation xml:lang="en"> A type defining a step date and step value pair. This step definitions are used to define varying rate or amount schedules, e.g. a notional amortization or a step-up coupon schedule. </xsd:documentation> </xsd:annotation> <xsd:complexContent> <xsd:sequence> <xsd:annotation> <xsd:documentation xml:lang="en"> The rate or amount which becomes effective on the associated stepDate. A rate of 5% would be represented as 0.05. </xsd:documentation> </xsd:annotation> </xsd:element> </xsd:sequence> </xsd:extension> </xsd:complexContent> </xsd:complexType> <xsd:annotation> <xsd:documentation xml:lang="en"> A type defining a step date and step value pair. This step definitions are used to define varying rate or amount schedules, e.g. a notional amortization or a step-up coupon schedule. </xsd:documentation> </xsd:annotation> <xsd:sequence> <xsd:annotation> <xsd:documentation xml:lang="en"> The date on which the associated stepValue becomes effective. This day may be subject to adjustment in accordance with a business day convention. </xsd:documentation> </xsd:annotation> </xsd:element> </xsd:sequence> </xsd:complexType> <xsd:annotation> <xsd:documentation xml:lang="en"> A type that describes the set of street and building number information that identifies a postal address within a city. </xsd:documentation> </xsd:annotation> <xsd:sequence> <xsd:annotation> <xsd:documentation xml:lang="en"> An individual line of street and building number information, forming part of a postal address. </xsd:documentation> </xsd:annotation> </xsd:element> </xsd:sequence> </xsd:complexType> <xsd:annotation> <xsd:documentation xml:lang="en">A type describing a single cap or floor rate.</xsd:documentation> </xsd:annotation> <xsd:sequence> <xsd:annotation> <xsd:documentation xml:lang="en">The rate for a cap or floor.</xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation xml:lang="en">The buyer of the option</xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation xml:lang="en">The party that has sold.</xsd:documentation> </xsd:annotation> </xsd:element> </xsd:sequence> </xsd:complexType> <xsd:annotation> <xsd:documentation xml:lang="en"> A type describing a schedule of cap or floor rates. </xsd:documentation> </xsd:annotation> <xsd:complexContent> <xsd:sequence> <xsd:annotation> <xsd:documentation xml:lang="en">The buyer of the option</xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation xml:lang="en">The party that has sold.</xsd:documentation> </xsd:annotation> </xsd:element> </xsd:sequence> </xsd:extension> </xsd:complexContent> </xsd:complexType> <xsd:annotation> <xsd:documentation xml:lang="en"> A type defining how a stub calculation period amount is calculated and the start and end date of the stub. A single floating rate tenor different to that used for the regular part of the calculation periods schedule may be specified, or two floating rate tenors many be specified. If two floating rate tenors are specified then Linear Interpolation (in accordance with the 2000 ISDA Definitions, Section 8.3 Interpolation) is assumed to apply. Alternatively, an actual known stub rate or stub amount may be specified. </xsd:documentation> </xsd:annotation> <xsd:complexContent> <xsd:sequence> <xsd:annotation> <xsd:documentation xml:lang="en"> Start date of stub period. This was created to support use of the InterestRateStream within the Equity Derivative sphere, and this element is not expected to be produced in the representation of Interest Rate products. </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation xml:lang="en"> End date of stub period. This was created to support use of the InterestRateStream within the Equity Derivative sphere, and this element is not expected to be produced in the representation of Interest Rate products. </xsd:documentation> </xsd:annotation> </xsd:element> </xsd:sequence> </xsd:extension> </xsd:complexContent> </xsd:complexType> <xsd:annotation> <xsd:documentation xml:lang="en"> A type defining how a stub calculation period amount is calculated. A single floating rate tenor different to that used for the regular part of the calculation periods schedule may be specified, or two floating rate tenors many be specified. If two floating rate tenors are specified then Linear Interpolation (in accordance with the 2000 ISDA Definitions, Section 8.3 Interpolation) is assumed to apply. Alternatively, an actual known stub rate or stub amount may be specified. </xsd:documentation> </xsd:annotation> <xsd:choice> <xsd:annotation> <xsd:documentation xml:lang="en"> The rates to be applied to the initial or final stub may be the linear interpolation of two different rates. While the majority of the time, the rate indices will be the same as that specified in the stream and only the tenor itself will be different, it is possible to specift two different rates. For example, a 2 month stub period may use the linear interpolation of a 1 month and 3 month rate. The different rates would be specified in this component. Note that a maximum of two rates can be specified. If a stub period uses the same floating rate index, including tenor, as the regular calculation periods then this should not be specified again within this component, i.e. the stub calculation period amount component may not need to be specified even if there is an initial or final stub period. If a stub period uses a different floating rate index compared to the regular calculation periods then this should be specified within this component. If specified here, they are likely to have id attributes, allowing them to be referenced from within the cashflows component. </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation xml:lang="en"> An actual rate to apply for the initial or final stub period may have been agreed between the principal parties (in a similar way to how an initial rate may have been agreed for the first regular period). If an actual stub rate has been agreed then it would be included in this component. It will be a per annum rate, expressed as a decimal. A stub rate of 5% would be represented as 0.05. </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation xml:lang="en"> An actual amount to apply for the initial or final stub period may have been agreed between th two parties. If an actual stub amount has been agreed then it would be included in this component. </xsd:documentation> </xsd:annotation> </xsd:element> </xsd:choice> </xsd:complexType> <xsd:annotation> <xsd:documentation> A geophraphic location for the purposes of defining a prevailing time according to the tz database. </xsd:documentation> </xsd:annotation> <xsd:simpleContent> <xsd:attribute default="http://www.fpml.org/coding-scheme/external/tzdatabase" name="timezoneLocationScheme" type="xsd:anyURI"/> </xsd:extension> </xsd:simpleContent> </xsd:complexType> <xsd:annotation> <xsd:documentation xml:lang="en"> The parameters for defining the exercise period for an American style option together with any rules governing the notional amount of the underlying which can be exercised on any given exercise date and any associated exercise fees. </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation xml:lang="en"> The parameters for defining the exercise period for a Bermuda style option together with any rules governing the notional amount of the underlying which can be exercised on any given exercise date and any associated exercise fees. </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation xml:lang="en"> The parameters for defining the exercise period for a European style option together with any rules governing the notional amount of the underlying which can be exercised on any given exercise date and any associated exercise fees. </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation xml:lang="en"> An placeholder for the actual option exercise definitions. </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation xml:lang="en"> An abstract element used as a place holder for the substituting product elements. </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:sequence> <xsd:annotation> <xsd:documentation xml:lang="en">A date subject to adjustment.</xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation xml:lang="en"> The business day convention and financial business centers used for adjusting the date if it would otherwise fall on a day that is not a business date in the specified business centers. </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation xml:lang="en"> The date once the adjustment has been performed. (Note that this date may change if the business center holidays change). </xsd:documentation> </xsd:annotation> </xsd:element> </xsd:sequence> </xsd:group> <xsd:choice> <xsd:annotation> <xsd:documentation xml:lang="en"> A pointer style reference to a set of financial business centers defined elsewhere in the document. This set of business centers is used to determine whether a particular day is a business day or not. </xsd:documentation> </xsd:annotation> </xsd:element> </xsd:choice> </xsd:group> <xsd:sequence> <xsd:annotation> <xsd:documentation xml:lang="en"> A reference to the party that buys this instrument, ie. pays for this instrument and receives the rights defined by it. See 2000 ISDA definitions Article 11.1 (b). In the case of FRAs this the fixed rate payer. </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation xml:lang="en"> A reference to the account that buys this instrument. </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation xml:lang="en"> A reference to the party that sells ("writes") this instrument, i.e. that grants the rights defined by this instrument and in return receives a payment for it. See 2000 ISDA definitions Article 11.1 (a). In the case of FRAs this is the floating rate payer. </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation xml:lang="en"> A reference to the account that sells this instrument. </xsd:documentation> </xsd:annotation> </xsd:element> </xsd:sequence> </xsd:group> <xsd:sequence> <xsd:annotation> <xsd:documentation xml:lang="en"> The ISDA Designated Maturity, i.e. the tenor of the floating rate. </xsd:documentation> </xsd:annotation> </xsd:element> </xsd:sequence> </xsd:group> <!-- moved OnBehalfOf to shared BAL 2011-03 for SDR reporting to allow data docs to use it --> <xsd:sequence> <xsd:annotation> <xsd:documentation> Indicates which party (or parties) (and accounts) a trade or event is being processed for. Normally there will only be a maximum of 2 parties, but in the case of a novation there could be a transferor, transferee, remaining party, and other remaining party. Except for this case, there should be no more than two onABehalfOf references in a message. </xsd:documentation> </xsd:annotation> </xsd:element> </xsd:sequence> </xsd:group> <xsd:sequence> <xsd:annotation> <xsd:documentation xml:lang="en"> A pointer style reference to the associated notional schedule defined elsewhere in the document. This element has been made optional as part of its integration in the OptionBaseExtended, because not required for the options on securities. </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation xml:lang="en"> A notional amount which restricts the amount of notional that can be exercised when partial exercise or multiple exercise is applicable. The integral multiple amount defines a lower limit of notional that can be exercised and also defines a unit multiple of notional that can be exercised, i.e. only integer multiples of this amount can be exercised. </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:choice> <xsd:annotation> <xsd:documentation xml:lang="en"> The minimum notional amount that can be exercised on a given exercise date. See multipleExercise. </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation> The minimum number of options that can be exercised on a given exercise date. </xsd:documentation> </xsd:annotation> </xsd:element> </xsd:choice> </xsd:sequence> </xsd:group> <xsd:annotation> <xsd:documentation>Supporting party and account definitions.</xsd:documentation> </xsd:annotation> <xsd:sequence> <xsd:annotation> <xsd:documentation xml:lang="en"> A legal entity or a subdivision of a legal entity. </xsd:documentation> <xsd:documentation xml:lang="en"> Parties can perform multiple roles in a trade lifecycle. For example, the principal parties obligated to make payments from time to time during the term of the trade, but may include other parties involved in, or incidental to, the trade, such as parties acting in the role of novation transferor/transferee, broker, calculation agent, etc. In FpML roles are defined in multiple places within a document. </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation xml:lang="en"> Optional account information used to precisely define the origination and destination of financial instruments. </xsd:documentation> </xsd:annotation> </xsd:element> </xsd:sequence> </xsd:group> <xsd:sequence> <xsd:annotation> <xsd:documentation xml:lang="en">Reference to a party.</xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation xml:lang="en">Reference to an account.</xsd:documentation> </xsd:annotation> </xsd:element> </xsd:sequence> </xsd:group> <xsd:annotation> <xsd:documentation xml:lang="en">Information about a party for reporting purposes.</xsd:documentation> </xsd:annotation> <xsd:sequence> <xsd:element maxOccurs="unbounded" minOccurs="0" name="classification" type="IndustryClassification"> <xsd:annotation> <xsd:documentation xml:lang="en">The party's industry sector classification.</xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation xml:lang="en">The party's credit rating.</xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation xml:lang="en">The country where the party is domiciled.</xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation xml:lang="en"> The legal jurisdiction of the entity's registration. </xsd:documentation> </xsd:annotation> </xsd:element> <!-- added BAL 2012-01-23 for CFTC final rules --> <xsd:annotation> <xsd:documentation xml:lang="en"> The type of an organization's participantion in the OTC derivatives market. </xsd:documentation> </xsd:annotation> </xsd:element> </xsd:sequence> </xsd:group> <!-- added BAL 2012-01-23 for CFTC final rules --> <xsd:annotation> <xsd:documentation xml:lang="en"> A code that describes what type of role an organization plays, for example a SwapsDealer, a Major Swaps Participant, or Other </xsd:documentation> </xsd:annotation> <xsd:simpleContent> <xsd:extension base="xsd:token"> <xsd:attribute default="http://www.fpml.org/coding-scheme/organization-type" name="organizationTypeScheme" type="xsd:anyURI"/> </xsd:extension> </xsd:simpleContent> </xsd:complexType> <xsd:sequence> <xsd:annotation> <xsd:documentation xml:lang="en"> A reference to the party responsible for making the payments defined by this structure. </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation xml:lang="en"> A reference to the account responsible for making the payments defined by this structure. </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation xml:lang="en"> A reference to the party that receives the payments corresponding to this structure. </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation xml:lang="en"> A reference to the account that receives the payments corresponding to this structure. </xsd:documentation> </xsd:annotation> </xsd:element> </xsd:sequence> </xsd:group> <xsd:annotation> <xsd:documentation> A model group for representing the discounting elements that can be associated with a payment. </xsd:documentation> </xsd:annotation> <xsd:sequence> <xsd:annotation> <xsd:documentation xml:lang="en"> The value representing the discount factor used to calculate the present value of the cash flow. </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation xml:lang="en"> The amount representing the present value of the forecast payment. </xsd:documentation> </xsd:annotation> </xsd:element> </xsd:sequence> </xsd:group> <xsd:sequence> <xsd:annotation> <xsd:documentation xml:lang="en">Date on which this period begins.</xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation xml:lang="en">Date on which this period ends.</xsd:documentation> </xsd:annotation> </xsd:element> </xsd:sequence> </xsd:group> <xsd:annotation> <xsd:documentation> A model group for representing the option premium when expressed in a way other than an amount. </xsd:documentation> </xsd:annotation> <xsd:sequence> <xsd:annotation> <xsd:documentation xml:lang="en">Forward start Premium type</xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation xml:lang="en"> The amount of premium to be paid expressed as a function of the number of options. </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation xml:lang="en"> The amount of premium to be paid expressed as a percentage of the notional value of the transaction. A percentage of 5% would be expressed as 0.05. </xsd:documentation> </xsd:annotation> </xsd:element> </xsd:sequence> </xsd:group> <xsd:sequence> <xsd:annotation> <xsd:documentation xml:lang="en"> A classification of the most important risk class of the trade. FpML defines a simple asset class categorization using a coding scheme. </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation xml:lang="en"> A classification of additional risk classes of the trade, if any. FpML defines a simple asset class categorization using a coding scheme. </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation xml:lang="en"> A classification of the type of product. FpML defines a simple product categorization using a coding scheme. </xsd:documentation> </xsd:annotation> </xsd:element> <!-- end BAL 2011-02-20 --> <xsd:annotation> <xsd:documentation xml:lang="en"> A product reference identifier. The product ID is an identifier that describes the key economic characteristics of the trade type, with the exception of concepts such as size (notional, quantity, number of units) and price (fixed rate, strike, etc.) that are negotiated for each transaction. It can be used to hold identifiers such as the "UPI" (universal product identifier) required by certain regulatory reporting rules. It can also be used to hold identifiers of benchmark products or product temnplates used by certain trading systems or facilities. FpML does not define the domain values associated with this element. Note that the domain values for this element are not strictly an enumerated list. </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:element fpml-annotation:deprecated="true" fpml-annotation:deprecatedReason="This element has been moved to before productType" maxOccurs="unbounded" minOccurs="0" name="assetClass" type="AssetClass"> <xsd:annotation> <xsd:documentation xml:lang="en"> A classification of the risk class of the trade. FpML defines a simple asset class categorization using a coding scheme. </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation xml:lang="en"> Describes the type of any embedded optionality in the transaction that might not otherwise be apparent. Can be used to represent embedded optionality such as early termination provisions, extendible provisions, or cancelable provisions, etc., where applicable. If omitted, no embedded optionality is applicable. </xsd:documentation> </xsd:annotation> </xsd:element> </xsd:sequence> </xsd:group> <xsd:annotation> <xsd:documentation xml:lang="en"> A flexible description of the type or characteristics of an option embbedded within another product. For example, a cancelable provision or an optional early termination provision. </xsd:documentation> </xsd:annotation> <xsd:simpleContent> <xsd:attribute default="http://www.fpml.org/coding-scheme/embedded-option-type" name="embeddedOptionTypeScheme" type="xsd:anyURI"> <xsd:annotation> <xsd:documentation xml:lang="en">The type scheme used with this option type.</xsd:documentation> </xsd:annotation> </xsd:attribute> </xsd:extension> </xsd:simpleContent> </xsd:complexType> <xsd:sequence> <xsd:annotation> <xsd:documentation xml:lang="en"> A real name that is used to identify a party involved in the routing of a payment. </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation xml:lang="en"> A physical postal address via which a payment can be routed. </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation xml:lang="en"> An account number via which a payment can be routed. </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation xml:lang="en"> A piece of free-format text used to assist the identification of a party involved in the routing of a payment. </xsd:documentation> </xsd:annotation> </xsd:element> </xsd:sequence> </xsd:group> <xsd:choice> <xsd:annotation> <xsd:documentation xml:lang="en"> A set of unique identifiers for a party, eachone identifying the party within a payment system. The assumption is that each party will not have more than one identifier within the same payment system. </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation xml:lang="en"> A set of details that is used to identify a party involved in the routing of a payment when the party does not have a code that identifies it within one of the recognized payment systems. </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation xml:lang="en"> A combination of coded payment system identifiers and details for physical addressing for a party involved in the routing of a payment. </xsd:documentation> </xsd:annotation> </xsd:element> </xsd:choice> </xsd:group> <xsd:choice> <xsd:annotation> <xsd:documentation xml:lang="en">Settlement Amount</xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation xml:lang="en"> Settlement Currency for use where the Settlement Amount cannot be known in advance </xsd:documentation> </xsd:annotation> </xsd:element> </xsd:choice> </xsd:group> <xsd:sequence> <xsd:annotation> <xsd:documentation xml:lang="en">The version number</xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation xml:lang="en"> Optionally it is possible to specify a version effective date when a versionId is supplied. </xsd:documentation> </xsd:annotation> </xsd:element> </xsd:sequence> </xsd:group> </xsd:schema> |
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