Schema "fpml-eqd-5-5.xsd"
Target Namespace:
http://www.fpml.org/FpML-5/confirmation
Version:
$Revision: 10089 $
Defined Components:
global elements, 60 local elements, 14 complexTypes, 1 element group
Default Namespace-Qualified Form:
Local Elements: qualified; Local Attributes: unqualified
Schema Location:
C:\Irina-Local\SVN-FpML\trunk\xml\confirmation\fpml-eqd-5-5.xsd; see XML source
Includes Schema:
fpml-eq-shared-5-5.xsd [src]
Included in Schemas (3):
fpml-dividend-swaps-5-5.xsd [src], fpml-main-5-5.xsd [src], fpml-variance-swaps-5-5.xsd [src]
All Element Summary
automaticExercise (defined in EquityExerciseValuationSettlement complexType) If true then each option not previously exercised will be deemed to be exercised at the expiration time on the expiration date without service of notice unless the buyer notifies the seller that it no longer wishes this to occur.
Type:
xsd:boolean
Content:
simple
Defined:
bermudaExerciseDates (in equityBermudaExercise) List of Exercise Dates for a Bermuda option.
Type:
Content:
complex, 1 element
Defined:
locally witnin EquityBermudaExercise complexType; see XML source
brokerageFee
Type:
Content:
complex, 1 attribute, 2 elements
Defined:
locally witnin BrokerEquityOption complexType; see XML source
brokerEquityOption A component describing a Broker View of an Equity Option.
Type:
Content:
complex, 1 attribute, 24 elements
Subst.Gr:
may substitute for element product
Defined:
globally; see XML source
Used:
never
brokerNotes
Type:
xsd:string
Content:
simple
Defined:
locally witnin BrokerEquityOption complexType; see XML source
deltaCrossed
Type:
xsd:boolean
Content:
simple
Defined:
locally witnin BrokerEquityOption complexType; see XML source
dividendConditions (defined in EquityDerivativeLongFormBase complexType)
Type:
Content:
complex, 20 elements
Defined:
equityAmericanExercise The parameters for defining the exercise period for an American style equity option together with the rules governing the quantity of the underlying that can be exercised on any given exercise date.
Type:
Content:
complex, 1 attribute, 9 elements
Defined:
equityBermudaExercise The parameters for defining the exercise period for an Bermuda style equity option together with the rules governing the quantity of the underlying that can be exercised on any given exercise date.
Type:
Content:
complex, 1 attribute, 10 elements
Defined:
equityEffectiveDate Effective date for a forward starting option.
Type:
xsd:date
Content:
simple
Defined:
locally witnin EquityDerivativeBase complexType; see XML source
equityEuropeanExercise The parameters for defining the expiration date and time for a European style equity option.
Type:
Content:
complex, 1 attribute, 4 elements
Defined:
equityExercise (defined in EquityDerivativeBase complexType) The parameters for defining how the equity option can be exercised, how it is valued and how it is settled.
Type:
Content:
complex, 14 elements
Defined:
locally witnin EquityDerivativeBase complexType; see XML source
equityExpirationTime The specific time of day at which the equity option expires.
Type:
Content:
complex, 2 elements
Defined:
equityExpirationTimeType The time of day at which the equity option expires, for example the official closing time of the exchange.
Type:
Content:
simple
Defined:
equityForward A component describing an Equity Forward product.
Type:
Content:
complex, 1 attribute, 21 elements
Subst.Gr:
may substitute for element product
Defined:
globally; see XML source
Used:
never
equityMultipleExercise (in equityAmericanExercise) The presence of this element indicates that the option may be exercised on different days.
Type:
Content:
complex, 3 elements
Defined:
locally witnin EquityAmericanExercise complexType; see XML source
equityMultipleExercise (in equityBermudaExercise) The presence of this element indicates that the option may be exercised on different days.
Type:
Content:
complex, 3 elements
Defined:
locally witnin EquityBermudaExercise complexType; see XML source
equityOption A component describing an Equity Option product.
Type:
Content:
complex, 1 attribute, 25 elements
Subst.Gr:
may substitute for element product
Defined:
globally; see XML source
Used:
never
equityOptionTransactionSupplement A component describing an Equity Option Transaction Supplement.
Type:
Content:
complex, 1 attribute, 30 elements
Subst.Gr:
may substitute for element product
Defined:
globally; see XML source
Used:
never
equityPremium (defined in EquityDerivativeShortFormBase complexType) The equity option premium payable by the buyer to the seller.
Type:
Content:
complex, 1 attribute, 10 elements
Defined:
equityPremium (in equityOption) The equity option premium payable by the buyer to the seller.
Type:
Content:
complex, 1 attribute, 10 elements
Defined:
locally witnin EquityOption complexType; see XML source
equityValuation The parameters for defining when valuation of the underlying takes place.
Type:
Content:
complex, 1 attribute, 9 elements
Defined:
exchangeLookAlike (in equityOptionTransactionSupplement) For a share option transaction, a flag used to indicate whether the transaction is to be treated as an 'exchange look-alike'.
Type:
xsd:boolean
Content:
simple
Defined:
exchangeTradedContractNearest (in equityOptionTransactionSupplement) For an index option transaction, a flag used in conjuction with Futures Price Valuation (ISDA defined term) to indicate whether the Nearest Index Contract provision is applicable.
Type:
xsd:boolean
Content:
simple
Defined:
expirationDate (in equityEuropeanExercise) The last day within an exercise period for an American style option.
Type:
Content:
complex, 1 attribute, 2 elements
Defined:
locally witnin EquityEuropeanExercise complexType; see XML source
expirationTimeDetermination Expiration time determination method.
Type:
Content:
simple, 2 attributes
Defined:
extraordinaryEvents (defined in EquityDerivativeLongFormBase complexType) Where the underlying is shares, specifies events affecting the issuer of those shares that may require the terms of the transaction to be adjusted.
Type:
Content:
complex, 13 elements
Defined:
extraordinaryEvents (in equityOptionTransactionSupplement) A component to contain elements that represent an extraordinary event.
Type:
Content:
complex, 13 elements
Defined:
forwardPrice The forward price per share, index or basket.
Type:
Content:
complex, 1 attribute, 2 elements
Defined:
locally witnin EquityForward complexType; see XML source
integralMultipleExercise When multiple exercise is applicable and this element is present it specifies that the number of options that can be exercised on a given exercise date must either be equal to the value of this element or be an integral multiple of it.
Type:
Content:
simple
Defined:
locally witnin EquityMultipleExercise complexType; see XML source
latestExerciseTimeType (in equityAmericanExercise) The latest time of day at which the equity option can be exercised, for example the official closing time of the exchange.
Type:
Content:
simple
Defined:
locally witnin EquityAmericanExercise complexType; see XML source
latestExerciseTimeType (in equityBermudaExercise) The latest time of day at which the equity option can be exercised, for example the official closing time of the exchange.
Type:
Content:
simple
Defined:
locally witnin EquityBermudaExercise complexType; see XML source
localJurisdiction (in equityOptionTransactionSupplement) Local Jurisdiction is a term used in the AEJ Master Confirmation, which is used to determine local taxes, which shall mean taxes, duties, and similar charges imposed by the taxing authority of the Local Jurisdiction If this element is not present Local Jurisdiction is Not Applicable.
Type:
Content:
simple, 1 attribute
Defined:
makeWholeProvisions Provisions covering early exercise of option.
Type:
Content:
complex, 2 elements
Defined:
maximumNumberOfOptions (defined in EquityMultipleExercise complexType) When multiple exercise is applicable this element specifies the maximum number of options that can be exercised on a given exercise date.
Type:
Content:
simple
Defined:
locally witnin EquityMultipleExercise complexType; see XML source
methodOfAdjustment (defined in EquityDerivativeLongFormBase complexType) Defines how adjustments will be made to the contract should one or more of the extraordinary events occur.
Type:
Content:
simple
Defined:
methodOfAdjustment (in equityOptionTransactionSupplement)
Type:
Content:
simple
Defined:
minimumNumberOfOptions (defined in EquityMultipleExercise complexType) When multiple exercise is applicable this element specifies the minimum number of options that can be exercised on a given exercise date.
Type:
Content:
simple
Defined:
locally witnin EquityMultipleExercise complexType; see XML source
multiplier (in equityOptionTransactionSupplement) Specifies the contract multiplier that can be associated with an index option.
Type:
Content:
simple
Defined:
notional (defined in EquityDerivativeBase complexType) The notional amount.
Type:
Content:
complex, 1 attribute, 2 elements
Defined:
locally witnin EquityDerivativeBase complexType; see XML source
numberOfOptions (defined in EquityDerivativeShortFormBase complexType) The number of options comprised in the option transaction.
Type:
Content:
simple
Defined:
numberOfOptions (in equityOption) The number of options comprised in the option transaction.
Type:
Content:
simple
Defined:
locally witnin EquityOption complexType; see XML source
optionEntitlement (in equityOption) The number of shares per option comprised in the option transaction.
Type:
Content:
simple
Defined:
locally witnin EquityOption complexType; see XML source
optionEntitlement (in equityOptionTransactionSupplement) The number of shares per option comprised in the option transaction supplement.
Type:
Content:
simple
Defined:
optionType (defined in EquityDerivativeBase complexType) The type of option transaction.
Type:
Content:
simple
Defined:
locally witnin EquityDerivativeBase complexType; see XML source
prePayment (defined in EquityExerciseValuationSettlement complexType) Prepayment features for Forward.
Type:
Content:
complex, 1 attribute, 7 elements
Defined:
prePayment (in prePayment defined in EquityExerciseValuationSettlement complexType)
Type:
xsd:boolean
Content:
simple
Defined:
locally witnin PrePayment complexType; see XML source
prePaymentAmount
Type:
Content:
complex, 1 attribute, 2 elements
Defined:
locally witnin PrePayment complexType; see XML source
prePaymentDate
Type:
Content:
complex, 1 attribute, 3 elements
Defined:
locally witnin PrePayment complexType; see XML source
settlementAmount (defined in EquityOptionTermination complexType)
Type:
Content:
complex, 1 attribute, 2 elements
Defined:
settlementAmountPaymentDate
Type:
Content:
complex, 1 attribute, 3 elements
Defined:
settlementCurrency (defined in EquityExerciseValuationSettlement complexType) The currency in which a cash settlement for non-deliverable forward and non-deliverable options.
Type:
Content:
simple, 1 attribute
Defined:
settlementDate (defined in EquityExerciseValuationSettlement complexType) Date on which settlement of option premiums will occur.
Type:
Content:
complex, 1 attribute, 2 elements
Defined:
settlementMethodElectingPartyReference
Type:
Content:
empty, 1 attribute
Defined:
settlementMethodElectionDate
Type:
Content:
complex, 1 attribute, 2 elements
Defined:
settlementPriceDefaultElection
Type:
Content:
simple, 1 attribute
Defined:
settlementPriceSource
Type:
Content:
simple, 1 attribute
Defined:
settlementType (defined in EquityExerciseValuationSettlement complexType) How the option will be settled.
Type:
Content:
simple
Defined:
spotPrice (defined in EquityDerivativeShortFormBase complexType) The price per share, index or basket observed on the trade or effective date.
Type:
Content:
simple
Defined:
spotPrice (in equityOption) The price per share, index or basket observed on the trade or effective date.
Type:
Content:
simple
Defined:
locally witnin EquityOption complexType; see XML source
strategyFeature (defined in EquityDerivativeBase complexType) A equity option simple strategy feature.
Type:
Content:
complex, 2 elements
Defined:
locally witnin EquityDerivativeBase complexType; see XML source
strike (defined in EquityDerivativeShortFormBase complexType) Defines whether it is a price or level at which the option has been, or will be, struck.
Type:
Content:
complex, 4 elements
Defined:
strike (in equityOption) Defines whether it is a price or level at which the option has been, or will be, struck.
Type:
Content:
complex, 4 elements
Defined:
locally witnin EquityOption complexType; see XML source
underlyer (defined in EquityDerivativeBase complexType) Specifies the underlying component, which can be either one or many and consists in either equity, index or convertible bond component, or a combination of these.
Type:
Content:
complex, 2 elements
Defined:
locally witnin EquityDerivativeBase complexType; see XML source
Complex Type Summary
A type for defining the broker equity options.
Content:
complex, 1 attribute, 24 elements
Defined:
globally; see XML source
Includes:
definitions of 3 elements
Used:
A type for defining exercise procedures associated with an American style exercise of an equity option.
Content:
complex, 1 attribute, 9 elements
Defined:
globally; see XML source
Includes:
definitions of 2 elements
Used:
A type for defining exercise procedures associated with a Bermuda style exercise of an equity option.
Content:
complex, 1 attribute, 10 elements
Defined:
globally; see XML source
Includes:
definitions of 3 elements
Used:
A type for defining the common features of equity derivatives.
Content:
complex, 1 attribute, 17 elements
Abstract:
(cannot be assigned directly to elements used in instance XML documents)
Defined:
globally; see XML source
Includes:
definitions of 6 elements
Used:
type for defining the common features of equity derivatives.
Content:
complex, 1 attribute, 20 elements
Abstract:
(cannot be assigned directly to elements used in instance XML documents)
Defined:
globally; see XML source
Includes:
definitions of 3 elements
Used:
A type for defining short form equity option basic features.
Content:
complex, 1 attribute, 21 elements
Abstract:
(cannot be assigned directly to elements used in instance XML documents)
Defined:
globally; see XML source
Includes:
definitions of 4 elements
Used:
A type for defining exercise procedures associated with a European style exercise of an equity option.
Content:
complex, 1 attribute, 4 elements
Defined:
globally; see XML source
Includes:
definition of 1 element
Used:
A type for defining exercise procedures for equity options.
Content:
complex, 14 elements
Defined:
globally; see XML source
Includes:
definitions of 14 elements
Used:
A type for defining equity forwards.
Content:
complex, 1 attribute, 21 elements
Defined:
globally; see XML source
Includes:
definition of 1 element
Used:
A type for defining the multiple exercise provisions of an American or Bermuda style equity option.
Content:
complex, 3 elements
Defined:
globally; see XML source
Includes:
definitions of 3 elements
Used:
A type for defining equity options.
Content:
complex, 1 attribute, 25 elements
Defined:
globally; see XML source
Includes:
definitions of 5 elements
Used:
A type for defining Equity Option Termination.
Content:
complex, 2 elements
Defined:
globally; see XML source
Includes:
definitions of 2 elements
Used:
never
A type for defining equity option transaction supplements.
Content:
complex, 1 attribute, 30 elements
Defined:
globally; see XML source
Includes:
definitions of 7 elements
Used:
A type for defining PrePayment.
Content:
complex, 1 attribute, 7 elements
Defined:
globally; see XML source
Includes:
definitions of 3 elements
Used:
Element Group Summary
Choice between expiration expressed as symbolic and optional literal time, or using a determination method.
Content:
Defined:
globally; see XML source
Includes:
definitions of 3 elements
Used:
XML Source
<?xml version="1.0" encoding="utf-8"?>
<!--
== Copyright (c) 2002-2013 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: 10089 $" 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">
<!--IY: ETTF pretrade IRS and CDS-->
<xsd:include schemaLocation="fpml-eq-shared-5-5.xsd"/>
<xsd:complexType name="BrokerEquityOption">
<xsd:annotation>
<xsd:documentation xml:lang="en">A type for defining the broker equity options.</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="EquityDerivativeShortFormBase">
<xsd:sequence>
<xsd:element name="deltaCrossed" type="xsd:boolean"/>
<xsd:element name="brokerageFee" type="Money"/>
<xsd:element name="brokerNotes" type="xsd:string"/>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="EquityAmericanExercise">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type for defining exercise procedures associated with an American style exercise of an equity option. This entity inherits from the type SharedAmericanExercise.
</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="SharedAmericanExercise">
<xsd:sequence>
<xsd:element minOccurs="0" name="latestExerciseTimeType" type="TimeTypeEnum">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The latest time of day at which the equity option can be exercised, for example the official closing time of the exchange.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:group ref="EquityExpiration.model"/>
<xsd:element minOccurs="0" name="equityMultipleExercise" type="EquityMultipleExercise">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The presence of this element indicates that the option may be exercised on different days. It is not applicable to European options.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="EquityBermudaExercise">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type for defining exercise procedures associated with a Bermuda style exercise of an equity option. The term Bermuda is adopted in FpML for consistency with the ISDA Definitions.
</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="SharedAmericanExercise">
<xsd:sequence>
<xsd:element name="bermudaExerciseDates" type="DateList">
<xsd:annotation>
<xsd:documentation xml:lang="en">List of Exercise Dates for a Bermuda option.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="latestExerciseTimeType" type="TimeTypeEnum">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The latest time of day at which the equity option can be exercised, for example the official closing time of the exchange.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:group ref="EquityExpiration.model"/>
<xsd:element minOccurs="0" name="equityMultipleExercise" type="EquityMultipleExercise">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The presence of this element indicates that the option may be exercised on different days. It is not applicable to European options.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType abstract="true" name="EquityDerivativeBase">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type for defining the common features of equity derivatives.
</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="Product">
<xsd:sequence>
<xsd:group ref="BuyerSeller.model"/>
<xsd:element name="optionType" type="EquityOptionTypeEnum">
<xsd:annotation>
<xsd:documentation xml:lang="en">The type of option transaction.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="equityEffectiveDate" type="xsd:date">
<xsd:annotation>
<xsd:documentation xml:lang="en">Effective date for a forward starting option.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="underlyer" type="Underlyer">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies the underlying component, which can be either one or many and consists in either equity, index or convertible bond component, or a combination of these.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="notional" type="NonNegativeMoney">
<xsd:annotation>
<xsd:documentation xml:lang="en">The notional amount.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:annotation>
<xsd:documentation xml:lang="en">
The parameters for defining how the equity option can be exercised, how it is valued and how it is settled.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:group minOccurs="0" ref="Feature.model"/>
<xsd:element minOccurs="0" name="strategyFeature" type="StrategyFeature">
<xsd:annotation>
<xsd:documentation xml:lang="en">A equity option simple strategy feature.</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType abstract="true" name="EquityDerivativeLongFormBase">
<xsd:annotation>
<xsd:documentation xml:lang="en">
type for defining the common features of equity derivatives.
</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="EquityDerivativeBase">
<xsd:sequence>
<xsd:element minOccurs="0" name="dividendConditions" type="DividendConditions"/>
<xsd:element name="methodOfAdjustment" type="MethodOfAdjustmentEnum">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Defines how adjustments will be made to the contract should one or more of the extraordinary events occur.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="extraordinaryEvents" type="ExtraordinaryEvents">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Where the underlying is shares, specifies events affecting the issuer of those shares that may require the terms of the transaction to be adjusted.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType abstract="true" name="EquityDerivativeShortFormBase">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type for defining short form equity option basic features.
</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="EquityDerivativeBase">
<xsd:sequence>
<xsd:element name="strike" type="EquityStrike">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Defines whether it is a price or level at which the option has been, or will be, struck.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="spotPrice" type="NonNegativeDecimal">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The price per share, index or basket observed on the trade or effective date.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="numberOfOptions" type="NonNegativeDecimal">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The number of options comprised in the option transaction.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="equityPremium" type="EquityPremium">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The equity option premium payable by the buyer to the seller.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="EquityEuropeanExercise">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type for defining exercise procedures associated with a European style exercise of an equity option.
</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="Exercise">
<xsd:sequence>
<xsd:element name="expirationDate" type="AdjustableOrRelativeDate">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The last day within an exercise period for an American style option. For a European style option it is the only day within the exercise period.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:group ref="EquityExpiration.model"/>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="EquityExerciseValuationSettlement">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type for defining exercise procedures for equity options.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:choice>
<xsd:annotation>
<xsd:documentation xml:lang="en">
The parameters for defining how the equity option can be exercised, how it is valued and how it is settled.
</xsd:documentation>
</xsd:annotation>
<xsd:annotation>
<xsd:documentation xml:lang="en">
The parameters for defining the expiration date and time for a European style equity option.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:annotation>
<xsd:documentation xml:lang="en">
The parameters for defining the exercise period for an American style equity option together with the rules governing the quantity of the underlying that can be exercised on any given exercise date.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="equityBermudaExercise" type="EquityBermudaExercise">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The parameters for defining the exercise period for an Bermuda style equity option together with the rules governing the quantity of the underlying that can be exercised on any given exercise date.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:choice>
<xsd:choice>
<xsd:sequence>
<xsd:element name="automaticExercise" type="xsd:boolean">
<xsd:annotation>
<xsd:documentation xml:lang="en">
If true then each option not previously exercised will be deemed to be exercised at the expiration time on the expiration date without service of notice unless the buyer notifies the seller that it no longer wishes this to occur.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="makeWholeProvisions" type="MakeWholeProvisions">
<xsd:annotation>
<xsd:documentation xml:lang="en">Provisions covering early exercise of option.</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
<xsd:element name="prePayment" type="PrePayment">
<xsd:annotation>
<xsd:documentation xml:lang="en">Prepayment features for Forward.</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:choice>
<xsd:element name="equityValuation" type="EquityValuation">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The parameters for defining when valuation of the underlying takes place.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="settlementDate" type="AdjustableOrRelativeDate">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Date on which settlement of option premiums will occur.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="settlementCurrency" type="Currency">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The currency in which a cash settlement for non-deliverable forward and non-deliverable options.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="settlementPriceSource" type="SettlementPriceSource"/>
<xsd:element name="settlementType" type="SettlementTypeEnum">
<xsd:annotation>
<xsd:documentation xml:lang="en">How the option will be settled.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="settlementMethodElectionDate" type="AdjustableOrRelativeDate"/>
<xsd:element minOccurs="0" name="settlementMethodElectingPartyReference" type="PartyReference"/>
<xsd:element minOccurs="0" name="settlementPriceDefaultElection" type="SettlementPriceDefaultElection"/>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="EquityForward">
<xsd:annotation>
<xsd:documentation xml:lang="en">A type for defining equity forwards.</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="EquityDerivativeLongFormBase">
<xsd:sequence>
<xsd:element minOccurs="0" name="forwardPrice" type="NonNegativeMoney">
<xsd:annotation>
<xsd:documentation xml:lang="en">The forward price per share, index or basket.</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="EquityMultipleExercise">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type for defining the multiple exercise provisions of an American or Bermuda style equity option.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element minOccurs="0" name="integralMultipleExercise" type="PositiveDecimal">
<xsd:annotation>
<xsd:documentation xml:lang="en">
When multiple exercise is applicable and this element is present it specifies that the number of options that can be exercised on a given exercise date must either be equal to the value of this element or be an integral multiple of it.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="minimumNumberOfOptions" type="NonNegativeDecimal">
<xsd:annotation>
<xsd:documentation xml:lang="en">
When multiple exercise is applicable this element specifies the minimum number of options that can be exercised on a given exercise date. If this element is not present then the minimum number is deemed to be 1. Its value can be a fractional number as a result of corporate actions.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="maximumNumberOfOptions" type="NonNegativeDecimal">
<xsd:annotation>
<xsd:documentation xml:lang="en">
When multiple exercise is applicable this element specifies the maximum number of options that can be exercised on a given exercise date. If this element is not present then the maximum number is deemed to be the same as the number of options. Its value can be a fractional number as a result of corporate actions.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="EquityOption">
<xsd:annotation>
<xsd:documentation xml:lang="en">A type for defining equity options.</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="EquityDerivativeLongFormBase">
<xsd:sequence>
<xsd:element minOccurs="0" name="strike" type="EquityStrike">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Defines whether it is a price or level at which the option has been, or will be, struck.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="spotPrice" type="NonNegativeDecimal">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The price per share, index or basket observed on the trade or effective date.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="numberOfOptions" type="NonNegativeDecimal">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The number of options comprised in the option transaction.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="optionEntitlement" type="PositiveDecimal">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The number of shares per option comprised in the option transaction.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="equityPremium" type="EquityPremium">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The equity option premium payable by the buyer to the seller.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="EquityOptionTermination">
<xsd:annotation>
<xsd:documentation xml:lang="en">A type for defining Equity Option Termination.</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element name="settlementAmountPaymentDate" type="AdjustableDate"/>
<xsd:element name="settlementAmount" type="NonNegativeMoney"/>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="EquityOptionTransactionSupplement">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type for defining equity option transaction supplements.
</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="EquityDerivativeShortFormBase">
<xsd:sequence>
<xsd:element minOccurs="0" name="exchangeLookAlike" type="xsd:boolean">
<xsd:annotation>
<xsd:documentation xml:lang="en">
For a share option transaction, a flag used to indicate whether the transaction is to be treated as an 'exchange look-alike'. This designation has significance for how share adjustments (arising from corporate actions) will be determined for the transaction. For an 'exchange look-alike' transaction the relevant share adjustments will follow that for a corresponding designated contract listed on the related exchange (referred to as Options Exchange Adjustment (ISDA defined term), otherwise the share adjustments will be determined by the calculation agent (referred to as Calculation Agent Adjustment (ISDA defined term)).
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="exchangeTradedContractNearest" type="xsd:boolean">
<xsd:annotation>
<xsd:documentation xml:lang="en">
For an index option transaction, a flag used in conjuction with Futures Price Valuation (ISDA defined term) to indicate whether the Nearest Index Contract provision is applicable. The Nearest Index Contract provision is a rule for determining the Exchange-traded Contract (ISDA defined term) without having to explicitly state the actual contract, delivery month and exchange on which it is traded.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:group minOccurs="0" ref="IndexAnnexFallback.model"/>
<xsd:element minOccurs="0" name="methodOfAdjustment" type="MethodOfAdjustmentEnum"/>
<xsd:element minOccurs="0" name="localJurisdiction" type="CountryCode">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Local Jurisdiction is a term used in the AEJ Master Confirmation, which is used to determine local taxes, which shall mean taxes, duties, and similar charges imposed by the taxing authority of the Local Jurisdiction If this element is not present Local Jurisdiction is Not Applicable.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:choice minOccurs="0">
<xsd:element name="optionEntitlement" type="PositiveDecimal">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The number of shares per option comprised in the option transaction supplement.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="multiplier" type="PositiveDecimal">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies the contract multiplier that can be associated with an index option.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:choice>
<xsd:element minOccurs="0" name="extraordinaryEvents" type="ExtraordinaryEvents">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A component to contain elements that represent an extraordinary event.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="PrePayment">
<xsd:annotation>
<xsd:documentation xml:lang="en">A type for defining PrePayment.</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="PaymentBase">
<xsd:sequence>
<xsd:group ref="PayerReceiver.model"/>
<xsd:element name="prePayment" type="xsd:boolean"/>
<xsd:element name="prePaymentAmount" type="NonNegativeMoney"/>
<xsd:element name="prePaymentDate" type="AdjustableDate"/>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:element name="brokerEquityOption" substitutionGroup="product" type="BrokerEquityOption">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A component describing a Broker View of an Equity Option.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="equityForward" substitutionGroup="product" type="EquityForward">
<xsd:annotation>
<xsd:documentation xml:lang="en">A component describing an Equity Forward product.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="equityOption" substitutionGroup="product" type="EquityOption">
<xsd:annotation>
<xsd:documentation xml:lang="en">A component describing an Equity Option product.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="equityOptionTransactionSupplement" substitutionGroup="product" type="EquityOptionTransactionSupplement">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A component describing an Equity Option Transaction Supplement.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:group name="EquityExpiration.model">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Choice between expiration expressed as symbolic and optional literal time, or using a determination method.
</xsd:documentation>
</xsd:annotation>
<xsd:choice>
<xsd:sequence>
<xsd:element name="equityExpirationTimeType" type="TimeTypeEnum">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The time of day at which the equity option expires, for example the official closing time of the exchange.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="equityExpirationTime" type="BusinessCenterTime">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The specific time of day at which the equity option expires.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
<xsd:annotation>
<xsd:documentation xml:lang="en">Expiration time determination method.</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:choice>
</xsd:group>
</xsd:schema>

XML schema documentation generated with DocFlex/XML 1.8.6b2 using DocFlex/XML XSDDoc 2.5.1 template set. All content model diagrams generated by Altova XMLSpy via DocFlex/XML XMLSpy Integration.