All Element Summary |
||||||||||||||
accruedInterest (defined in PendingPayment complexType) |
Accrued interest on the dividend or coupon payment.
|
|||||||||||||
Specifies the accrued interest that are part of the dirty price in the case of a fixed income security or a convertible bond.
|
||||||||||||||
amount (defined in ActualPrice complexType) |
Specifies the net price amount.
|
|||||||||||||
amount (defined in PendingPayment complexType) |
The amount of the dividend or coupon payment.
|
|||||||||||||
amountRelativeTo (defined in Price complexType) |
The href attribute value will be a pointer style reference to the element or component elsewhere in the document where the anchor amount is defined.
|
|||||||||||||
|
||||||||||||||
The average amount of individual securities traded in a day or over a specified amount of time.
|
||||||||||||||
Defines the underlying asset when it is a basket.
|
||||||||||||||
Describes the swap's underlyer when it has multiple asset components.
|
||||||||||||||
DEPRECATED.
|
||||||||||||||
Describes each of the components of the basket.
|
||||||||||||||
Specifies the currency for this basket.
|
||||||||||||||
Specifies the basket divisor amount.
|
||||||||||||||
basketId (defined in BasketIdentifier.model group) |
A CDS basket identifier
|
|||||||||||||
basketId (defined in BasketIdentifier.model group) |
A CDS basket identifier
|
|||||||||||||
The name of the basket expressed as a free format string.
|
||||||||||||||
The relative weight of each respective basket constituent, expressed in percentage.
|
||||||||||||||
Basket version, used to record changes in basket composition or weights
|
||||||||||||||
Identifies the underlying asset when it is a series or a class of bonds.
|
||||||||||||||
|
||||||||||||||
|
||||||||||||||
businessCenter (defined in QuoteLocation.model group) |
A city or other business center.
|
|||||||||||||
Identifies a simple underlying asset type that is a cash payment.
|
||||||||||||||
cashflowType (defined in QuotationCharacteristics.model group) |
For cash flows, the type of the cash flows.
|
|||||||||||||
The net price excluding accrued interest.
|
||||||||||||||
Identification of the clearance system associated with the transaction exchange.
|
||||||||||||||
This optional component specifies the commission to be charged for executing the hedge transactions.
|
||||||||||||||
The commission amount, expressed in the way indicated by the commissionType element.
|
||||||||||||||
The type of units used to express a commission.
|
||||||||||||||
The total commission per trade.
|
||||||||||||||
Identifies the underlying asset when it is a listed commodity.
|
||||||||||||||
A coding scheme value to identify the base type of the commodity being traded.
|
||||||||||||||
A coding scheme value to identify the commodity being traded more specifically.
|
||||||||||||||
Identification of all the exchanges where constituents are traded.
|
||||||||||||||
Specifies the weight of each of the underlyer constituent within the basket, either in absolute or relative terms.
|
||||||||||||||
Specifies the contract that can be referenced, besides the undelyer type.
|
||||||||||||||
The contract month of the futures contract. i.e.
|
||||||||||||||
Identifies the underlying asset when it is a convertible bond.
|
||||||||||||||
The next upcoming coupon payment.
|
||||||||||||||
The next upcoming coupon payment.
|
||||||||||||||
Specifies the coupon rate (expressed in percentage) of a fixed income security or convertible bond.
|
||||||||||||||
Specifies if the bond has a variable coupon, step-up/down coupon or a zero-coupon.
|
||||||||||||||
creditAgreementDate (in loan) |
The credit agreement date is the closing date (the date where the agreement has been signed) for the loans in the credit agreement.
|
|||||||||||||
An XML reference a credit entity defined elsewhere in the document.
|
||||||||||||||
currency (defined in ActualPrice complexType) |
Specifies the currency associated with the net price.
|
|||||||||||||
currency (defined in CommodityReferencePriceFramework.model group) |
The currency in which the Commodity Reference Price is published (e.g.
|
|||||||||||||
currency (defined in QuotationCharacteristics.model group) |
The optional currency that the measure is expressed in.
|
|||||||||||||
currency (defined in UnderlyingAsset complexType) |
Trading currency of the underlyer when transacted as a cash instrument.
|
|||||||||||||
The currency in which an amount is denominated.
|
||||||||||||||
currency (in commission) |
The currency in which an amount is denominated.
|
|||||||||||||
The optional currency that the measure is expressed in.
|
||||||||||||||
The part of the mortgage that is currently outstanding.
|
||||||||||||||
Defines the underlying asset when it is a curve instrument.
|
||||||||||||||
dayCountFraction (defined in BondCalculation.model group) |
The day count basis for the bond.
|
|||||||||||||
dayCountFraction (in deposit) |
The day count basis for the deposit.
|
|||||||||||||
The day count basis for the index.
|
||||||||||||||
The day count basis for the FRA.
|
||||||||||||||
The day count basis for the swap.
|
||||||||||||||
definition (defined in UnderlyingAsset complexType) |
An optional reference to a full FpML product that defines the simple product in greater detail.
|
|||||||||||||
deliveryDate (defined in CommodityProduct.model group) |
The Delivery Date is a fixed, single day.
|
|||||||||||||
The 'deliveryDateExpirationConvention' specifies, for a Commodity Transaction that references a listed future via the 'deliveryDates' element, the day on which the specified future will expire ahead of the actual expiration of the referenced future.
|
||||||||||||||
The 'deliveryDateRollConvention' specifies, for a Commodity Transaction that references a listed future via the 'deliveryDates' element, the day on which the specified future will roll to the next nearby month prior to the expiration of the referenced future.
|
||||||||||||||
Deprecated: The 'deliveryDates' element is applicable for a Commodity Reference Price that references a listed future contract (e.g.
|
||||||||||||||
The Delivery Date is a fixed, single month.
|
||||||||||||||
A container for the parametric representation of nearby contracts.
|
||||||||||||||
A time multiplier, e.g. 1, 2 or 3 etc. used in defining Delivery Nearby date.
|
||||||||||||||
Defines a type of the delivery nearby qualifier, expect to be used in conjunction with a delivery nearby multiplier, e.g. 1NearByMonth, 1NearbyWeek, etc.
|
||||||||||||||
Identifies a simple underlying asset that is a term deposit.
|
||||||||||||||
A Depository Receipt is a negotiable certificate issued by a trust company or security depository.
|
||||||||||||||
description (defined in IdentifiedAsset complexType) |
Long name of the underlying asset.
|
|||||||||||||
description (in cash) |
Long name of the underlying asset.
|
|||||||||||||
determinationMethod (defined in Price complexType) |
Specifies the method according to which an amount or a date is determined.
|
|||||||||||||
The next upcoming dividend payment or payments.
|
||||||||||||||
Specifies the dividend payout ratio associated with an equity underlyer.
|
||||||||||||||
Specifies the dividend payout ratio associated with an equity underlyer.
|
||||||||||||||
Specifies the dividend payout conditions that will be applied in the case where the actual ratio is not known, typically because of regulatory or legal uncertainties.
|
||||||||||||||
Specifies the total actual dividend payout ratio associated with the equity underlyer.
|
||||||||||||||
Specifies the cash actual dividend payout ratio associated with the equity underlyer.
|
||||||||||||||
Specifies the non cash actual dividend payout ratio associated with the equity underlyer.
|
||||||||||||||
Specifies the end term of the simple fra, e.g. 9M.
|
||||||||||||||
Identifies the underlying asset when it is a listed equity.
|
||||||||||||||
exchangeId (defined in CommodityReferencePriceFramework.model group) |
For those commodities being traded with reference to the price of a listed instrument, the exchange where that instrument is listed should be specified in the 'exchange' element.
|
|||||||||||||
exchangeId (defined in QuoteLocation.model group) |
The exchange (e.g. stock or futures exchange) from which the quote is obtained.
|
|||||||||||||
exchangeId (defined in UnderlyingAsset complexType) |
Identification of the exchange on which this asset is transacted for the purposes of calculating a contractural payoff.
|
|||||||||||||
Identifies the underlying asset when it is an exchange-traded fund.
|
||||||||||||||
expirationDate (defined in ExchangeTradedContract complexType) |
The date when the contract expires.
|
|||||||||||||
expiryTime (defined in QuotationCharacteristics.model group) |
When does the quote cease to be valid.
|
|||||||||||||
Specifies the total amount of the issue.
|
||||||||||||||
The type of loan facility (letter of credit, revolving, ...).
|
||||||||||||||
|
||||||||||||||
Specifies the fund manager that is in charge of the fund.
|
||||||||||||||
fundManager (in mutualFund) |
Specifies the fund manager that is in charge of the fund.
|
|||||||||||||
Identifies the underlying asset when it is a listed future contract.
|
||||||||||||||
Specifies the future contract that can be referenced, besides the equity or index reference defined as part of the UnderlyerAsset type.
|
||||||||||||||
A short form unique identifier for the reference future contract in the case of an index underlyer.
|
||||||||||||||
Identifies a simple underlying asset type that is an FX rate.
|
||||||||||||||
Specifies the currency conversion rate that applies to an amount.
|
||||||||||||||
fxRate (in commission) |
FX Rates that have been used to convert commissions to a single currency.
|
|||||||||||||
fxRate (in fxConversion) |
Specifies a currency conversion rate.
|
|||||||||||||
Specifies the price of the underlyer, before commissions.
|
||||||||||||||
Identifies the underlying asset when it is a financial index.
|
||||||||||||||
informationSource (defined in QuotationCharacteristics.model group) |
The information source where a published or displayed market rate will be obtained, e.g.
|
|||||||||||||
The part of the mortgage that is outstanding on trade inception, i.e. has not been repaid yet as principal.
|
||||||||||||||
instrumentId (defined in IdentifiedAsset complexType) |
Identification of the underlying asset, using public and/or private identifiers.
|
|||||||||||||
instrumentId (in cash) |
Identification of the underlying asset, using public and/or private identifiers.
|
|||||||||||||
|
||||||||||||||
|
||||||||||||||
|
||||||||||||||
issuerPartyReference (defined in FixedIncomeSecurityContent.model group) |
|
|||||||||||||
Specifies the seniority level of the lien.
|
||||||||||||||
Identifies a simple underlying asset that is a loan.
|
||||||||||||||
maturity (defined in FixedIncomeSecurityContent.model group) |
The date when the principal amount of a security becomes due and payable.
|
|||||||||||||
The date when the future contract expires.
|
||||||||||||||
The date when the principal amount of the loan becomes due and payable.
|
||||||||||||||
The type of the value that is measured.
|
||||||||||||||
Identifies a mortgage backed security.
|
||||||||||||||
multiplier (defined in CommodityProduct.model group) |
The 'multiplier' specifies the multiplier associated with the Transaction.
|
|||||||||||||
multiplier (defined in ExchangeTradedContract complexType) |
Specifies the contract multiplier that can be associated with the number of units.
|
|||||||||||||
multiplier (in future) |
The multiplier is the minimum number of the underlying - index or stock - that a participant has to trade while taking a position in the Future contract.
|
|||||||||||||
Identifies the class of unit issued by a fund.
|
||||||||||||||
Specifies the price of the underlyer, net of commissions.
|
||||||||||||||
Boolean indicator to specify whether the mutual fund is an open-ended mutual fund.
|
||||||||||||||
The number of units (index or securities) that constitute the underlyer of the swap.
|
||||||||||||||
openUnits (defined in ConstituentWeight complexType) |
The number of units (index or securities) that constitute the underlyer of the swap.
|
|||||||||||||
openUnits (in singleUnderlyer) |
The number of units (index or securities) that constitute the underlyer of the swap.
|
|||||||||||||
Identifies the underlying asset when it is a listed option contract.
|
||||||||||||||
A short form unique identifier for an exchange on which the reference option contract is listed.
|
||||||||||||||
optionType (in option) |
Specifies whether the option allows the hodler to buy or sell tne underlying asset.
|
|||||||||||||
The initial issued amount of the mortgage obligation.
|
||||||||||||||
Specifies the nominal amount of a fixed income security or convertible bond.
|
||||||||||||||
paymentDate (defined in PendingPayment complexType) |
The date that the dividend or coupon is due.
|
|||||||||||||
paymentFrequency (defined in BondCalculation.model group) |
Specifies the frequency at which the bond pays, e.g. 6M.
|
|||||||||||||
paymentFrequency (in deposit) |
Specifies the frequency at which the deposit pays, e.g. 6M.
|
|||||||||||||
Specifies the frequency at which the index pays, e.g. 6M.
|
||||||||||||||
Specifies the frequency at which the swap pays, e.g. 6M.
|
||||||||||||||
Specifies the frequency at which the swap pays, e.g. 6M.
|
||||||||||||||
The morgage pool that is underneath the mortgage obligation.
|
||||||||||||||
Specifies whether the price is expressed in absolute or relative terms.
|
||||||||||||||
.
|
||||||||||||||
For those commodities being traded with reference to a price distributed by a publication, that publication should be specified in the 'publication' element.
|
||||||||||||||
quotationCharacteristics (defined in Price complexType) |
Allows information about how the price was quoted to be provided.
|
|||||||||||||
quotedCurrencyPair (in fx) |
Defines the two currencies for an FX trade and the quotation relationship between the two currencies.
|
|||||||||||||
The optional units that the measure is expressed in.
|
||||||||||||||
Identifies a simple underlying asset that is an interest rate index.
|
||||||||||||||
rateSource (in fx) |
Defines the source of the FX rate.
|
|||||||||||||
rateSource (in publication) |
The publication in which the rate, price, index or factor is to be found.
|
|||||||||||||
A specific page or screen (in the case of electronically published information) on which the rate source is to be found.
|
||||||||||||||
The heading for the rate source on a given rate source page or screen.
|
||||||||||||||
Earlier date between the convertible bond put dates and its maturity date.
|
||||||||||||||
referenceEntity (defined in CreditEntity.model group) |
The entity for which this is defined.
|
|||||||||||||
A short form unique identifier for a related exchange.
|
||||||||||||||
The sector classification of the mortgage obligation.
|
||||||||||||||
seniority (defined in FixedIncomeSecurityContent.model group) |
The repayment precedence of a debt instrument.
|
|||||||||||||
side (defined in QuotationCharacteristics.model group) |
The side (bid/mid/ask) of the measure.
|
|||||||||||||
Identifies a simple underlying asset that is a credit default swap.
|
||||||||||||||
Identifies a simple underlying asset that is a forward rate agreement.
|
||||||||||||||
Identifies a simple underlying asset that is a swap.
|
||||||||||||||
Describes the swap's underlyer when it has only one asset component.
|
||||||||||||||
A short form unique identifier for a specified exchange.
|
||||||||||||||
The 'specified Price' describes the nature of the underlying price that is observed.
|
||||||||||||||
Specifies the start term of the simple fra, e.g. 3M.
|
||||||||||||||
Specifies the price at which the option can be exercised.
|
||||||||||||||
Specifies the term of the deposit, e.g. 5Y.
|
||||||||||||||
Specifies the term of the simple swap, e.g. 5Y.
|
||||||||||||||
Specifies the term of the simple CD swap, e.g. 5Y.
|
||||||||||||||
term (in simpleIrSwap) |
Specifies the term of the simple swap, e.g. 5Y.
|
|||||||||||||
time (defined in QuotationCharacteristics.model group) |
When the quote was observed or when a calculated value was generated.
|
|||||||||||||
When during a day the quote is for.
|
||||||||||||||
The loan tranche that is subject to the derivative transaction.
|
||||||||||||||
The mortgage obligation tranche that is subject to the derivative transaction.
|
||||||||||||||
Collateral associated with this underlyer.
|
||||||||||||||
Financing terms associated with this underlyer
|
||||||||||||||
Loan rate terms associated with this underlyer.
|
||||||||||||||
Specifies the notional (i.e. price * quantity) that is associated with each of the basket constituents.
|
||||||||||||||
Specifies the price that is associated with each of the basket constituents.
|
||||||||||||||
Provides a link to the spread schedule used for this underlyer.
|
||||||||||||||
Define the underlying asset, either a listed security or other instrument.
|
||||||||||||||
Specifies the equity in which the convertible bond can be converted.
|
||||||||||||||
unit (defined in CommodityReferencePriceFramework.model group) |
A coding scheme value to identify the unit of measure (e.g.
|
|||||||||||||
valuationDate (defined in QuotationCharacteristics.model group) |
When the quote was computed.
|
|||||||||||||
value (defined in Quotation.model group) |
The value of the the quotation.
|
Complex Type Summary |
||||||||||||
|
||||||||||||
A reference to an asset, e.g. a portfolio, trade, or reference instrument..
|
||||||||||||
Abstract base class for all underlying assets.
|
||||||||||||
A scheme identifying the types of measures that can be used to describe an asset.
|
||||||||||||
Characterise the asset pool behind an asset backed bond.
|
||||||||||||
Reference to an underlying asset.
|
||||||||||||
Some kind of numerical measure about an asset, eg. its NPV, together with characteristics of that measure.
|
||||||||||||
A type describing the underlyer features of a basket swap.
|
||||||||||||
A type describing each of the constituents of a basket.
|
||||||||||||
|
||||||||||||
|
||||||||||||
An exchange traded bond.
|
||||||||||||
|
||||||||||||
A type describing the commission that will be charged for each of the hedge transactions.
|
||||||||||||
A type describing a commodity underlying asset.
|
||||||||||||
|
||||||||||||
Defines a commodity business day calendar.
|
||||||||||||
|
||||||||||||
The publication in which the rate, price, index or factor is to be found.
|
||||||||||||
A type defining the source of a commodity rate, price or index or of a market rate or of a conversion factor (e.g. a fx conversion factor).
|
||||||||||||
A type describing the weight of each of the underlyer constituent within the basket, either in absolute or relative terms.
|
||||||||||||
|
||||||||||||
Defines a scheme of values for specifiying if the bond has a variable coupon, step-up/down coupon or a zero-coupon.
|
||||||||||||
A type defines nearest Delivery Date of the underlying Commodity of expiration of the futures contract.
|
||||||||||||
|
||||||||||||
A type describing the dividend payout ratio associated with an equity underlyer.
|
||||||||||||
An exchange traded equity asset.
|
||||||||||||
An abstract base class for all exchange traded financial products.
|
||||||||||||
Abstract base class for all exchange traded financial products with a price which is calculated from exchange traded constituents.
|
||||||||||||
An exchange traded derivative contract.
|
||||||||||||
An exchange traded fund whose price depends on exchange traded constituents.
|
||||||||||||
An exchange traded option.
|
||||||||||||
A type describing the type of loan facility.
|
||||||||||||
An exchange traded future contract.
|
||||||||||||
A type defining a short form unique identifier for a future contract.
|
||||||||||||
|
||||||||||||
|
||||||||||||
A generic type describing an identified asset.
|
||||||||||||
A published index whose price depends on exchange traded constituents.
|
||||||||||||
A type describing the liens associated with a loan facility.
|
||||||||||||
A type describing a loan underlying asset.
|
||||||||||||
A type describing a mortgage asset.
|
||||||||||||
A type describing the typology of mortgage obligations.
|
||||||||||||
|
||||||||||||
A structure representing a pending dividend or coupon payment.
|
||||||||||||
A type describing the strike price.
|
||||||||||||
The units in which a price is quoted.
|
||||||||||||
A scheme identifying the types of pricing model used to evaluate the price of an asset.
|
||||||||||||
|
||||||||||||
A type representing a set of characteristics that describe a quotation.
|
||||||||||||
The type of the time of the quote.
|
||||||||||||
|
||||||||||||
A scheme identifying the type of currency that was used to report the value of an asset.
|
||||||||||||
|
||||||||||||
|
||||||||||||
|
||||||||||||
A type describing a single underlyer
|
||||||||||||
A type describing the whole set of possible underlyers: single underlyers or multiple underlyers, each of these having either security or index components.
|
||||||||||||
Defines stock loan information where this is required per underlyer.
|
||||||||||||
Abstract base class for all underlying assets.
|
||||||||||||
|
Element Group Summary |
||||||||||
A group that specifies a name and an identifier for a given basket.
|
||||||||||
A group that specifies Bond Calculation elements.
|
||||||||||
A model group which provides choices between all bond underlyers.
|
||||||||||
A group used to specify details of a commodity underlyer.
|
||||||||||
A group used to specify the commodity underlyer in the event that no ISDA Commofity Reference Price exists.
|
||||||||||
An item which has credit characteristics that can be modeled, e.g. a firm, index, or region.
|
||||||||||
|
||||||||||
|
||||||||||
A group that specifies Bond Content elements.
|
||||||||||
Some kind of numerical measure about an asset, eg. its price or NPV, together with characteristics of that measure.
|
||||||||||
A group collecting a set of characteristics that can be used to describe a quotation.
|
||||||||||
A group describing where a quote was or will be obtained, e.g. observed or calculated.
|
<?xml version="1.0" encoding="utf-8"?>
<!--
== Copyright (c) 2002-2016 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: 11781 $" xmlns="http://www.fpml.org/FpML-5/confirmation" xmlns:ecore="http://www.eclipse.org/emf/2002/Ecore" xmlns:fpml-annotation="http://www.fpml.org/annotation" xmlns:xsd="http://www.w3.org/2001/XMLSchema">
<xsd:include schemaLocation="fpml-shared-5-8.xsd"/>
<xsd:sequence>
</xsd:complexType>
<xsd:element minOccurs="0" name="currency" type="Currency">
</xsd:sequence>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
Specifies the currency associated with the net price. This element is not present if the price is expressed in percentage terms (as specified through the priceExpression element).
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
Specifies the net price amount. In the case of a fixed income security or a convertible bond, this price includes the accrued interests.
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
Specifies whether the price is expressed in absolute or relative terms.
</xsd:documentation>
<xsd:annotation>
</xsd:complexType>
<xsd:documentation xml:lang="en">
</xsd:annotation>
A reference to an asset, e.g. a portfolio, trade, or reference instrument..
</xsd:documentation>
<xsd:complexContent>
</xsd:complexContent>
<xsd:annotation>
</xsd:annotation>
</xsd:complexType>
<xsd:annotation>
</xsd:complexType>
<xsd:documentation xml:lang="en">
</xsd:annotation>
A scheme identifying the types of measures that can be used to describe an asset.
</xsd:documentation>
<xsd:simpleContent>
<xsd:extension base="Scheme">
</xsd:simpleContent>
<xsd:attribute default="http://www.fpml.org/coding-scheme/asset-measure" name="assetMeasureScheme" type="NonEmptyURI"/>
</xsd:extension>
<xsd:annotation>
</xsd:complexType>
<xsd:documentation xml:lang="en">
</xsd:annotation>
Characterise the asset pool behind an asset backed bond.
</xsd:documentation>
<xsd:sequence>
<xsd:group minOccurs="0" ref="VersionHistory.model"/>
</xsd:sequence>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
The part of the mortgage that is outstanding on trade inception, i.e. has not been repaid yet as principal. It is expressed as a multiplier factor to the morgage: 1 means that the whole mortage amount is outstanding, 0.8 means that 20% has been repaid.
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
The part of the mortgage that is currently outstanding. It is expressed similarly to the initial factor, as factor multiplier to the mortgage. This term is formally defined as part of the "ISDA Standard Terms Supplement for use with credit derivatives transactions on mortgage-backed security with pas-as-you-go or physical settlement".
</xsd:documentation>
<xsd:annotation>
</xsd:annotation>
</xsd:complexType>
<xsd:complexContent>
</xsd:complexContent>
<xsd:annotation>
</xsd:complexType>
<xsd:documentation xml:lang="en">
</xsd:annotation>
Some kind of numerical measure about an asset, eg. its NPV, together with characteristics of that measure.
</xsd:documentation>
<xsd:sequence>
</xsd:sequence>
<xsd:annotation>
</xsd:complexType>
<xsd:documentation xml:lang="en">
</xsd:annotation>
A type describing the underlyer features of a basket swap. Each of the basket constituents are described through an embedded component, the basketConstituentsType.
</xsd:documentation>
<xsd:complexContent>
<xsd:extension base="Asset">
</xsd:complexContent>
<xsd:sequence>
</xsd:extension>
<xsd:element minOccurs="0" name="openUnits" type="xsd:decimal">
</xsd:sequence>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
The number of units (index or securities) that constitute the underlyer of the swap. In the case of a basket swap, this element is used to reference both the number of basket units, and the number of each asset components of the basket when these are expressed in absolute terms.
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">Describes each of the components of the basket.</xsd:documentation>
</xsd:annotation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
Specifies the basket divisor amount. This value is normally used to adjust the constituent weight for pricing or to adjust for dividends, or other corporate actions.
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
Basket version, used to record changes in basket composition or weights
</xsd:documentation>
<xsd:annotation>
</xsd:group>
<xsd:documentation xml:lang="en">
</xsd:annotation>
Reuses the group that specifies a name and an identifier for a given basket.
</xsd:documentation>
<xsd:annotation>
</xsd:annotation>
</xsd:element>
<xsd:annotation>
</xsd:complexType>
</xsd:complexType>
</xsd:complexType>
<xsd:documentation xml:lang="en">
</xsd:annotation>
A type describing each of the constituents of a basket.
</xsd:documentation>
<xsd:sequence>
<xsd:group minOccurs="0" ref="PayerReceiver.model">
</xsd:sequence>
<xsd:annotation>
</xsd:group>
<xsd:documentation xml:lang="en">
</xsd:annotation>
Specifies the direction of performance payment of this underlyer constituent within the basket. This must be used where the basket contains a mix of long and short performance from the perspective of one party to the trade
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
Specifies the weight of each of the underlyer constituent within the basket, either in absolute or relative terms. This is an optional component, as certain swaps do not specify a specific weight for each of their basket constituents.
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
Specifies the dividend payout ratio associated with an equity underlyer. A basket swap can have different payout ratios across the various underlying constituents. In certain cases the actual ratio is not known on trade inception, and only general conditions are then specified. Users should note that FpML makes a distinction between the derivative contract and the underlyer of the contract. It would be better if the agreed dividend payout on a derivative contract was modelled at the level of the derivative contract, an approach which may be adopted in the next major version of FpML.
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
Specifies the price that is associated with each of the basket constituents. This component is optional, as it is not absolutely required to accurately describe the economics of the trade, considering the price that characterizes the equity swap is associated to the leg of the trade.
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
Specifies the notional (i.e. price * quantity) that is associated with each of the basket constituents. This component is optional, as it is not absolutely required to accurately describe the economics of the trade, considering the notional that characterizes the equity swap is associated to the leg of the trade.
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
Provides a link to the spread schedule used for this underlyer.
</xsd:documentation>
<xsd:annotation>
</xsd:annotation>
</xsd:element>
<xsd:annotation>
</xsd:annotation>
</xsd:element>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
Loan rate terms associated with this underlyer. Commonly used for stock loan. You must not duplicate data elements already contained within dividend conditions at transaction level
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
Collateral associated with this underlyer. Note that this is not typical usage, collateral is more often at transaction level
</xsd:documentation>
<xsd:annotation>
</xsd:annotation>
</xsd:complexType>
<xsd:complexContent>
<xsd:extension base="UnderlyingAsset">
</xsd:complexContent>
<xsd:sequence>
</xsd:extension>
<xsd:group ref="FixedIncomeSecurityContent.model"/>
</xsd:sequence>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
Specifies the nominal amount of a fixed income security or convertible bond.
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
Specifies the total amount of the issue. Corresponds to the par value multiplied by the number of issued security.
</xsd:documentation>
<xsd:complexContent>
</xsd:complexType>
<xsd:extension base="Asset">
</xsd:complexContent>
<xsd:sequence>
</xsd:extension>
<xsd:element maxOccurs="unbounded" minOccurs="0" name="instrumentId" type="InstrumentId">
</xsd:sequence>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
Identification of the underlying asset, using public and/or private identifiers.
</xsd:documentation>
<xsd:annotation>
</xsd:annotation>
</xsd:element>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">The currency in which an amount is denominated.</xsd:documentation>
</xsd:annotation>
<xsd:annotation>
</xsd:complexType>
<xsd:documentation xml:lang="en">
</xsd:annotation>
A type describing the commission that will be charged for each of the hedge transactions.
</xsd:documentation>
<xsd:sequence>
<xsd:element name="commissionDenomination" type="CommissionDenominationEnum">
</xsd:sequence>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">The type of units used to express a commission.</xsd:documentation>
</xsd:annotation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
The commission amount, expressed in the way indicated by the commissionType element.
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">The currency in which an amount is denominated.</xsd:documentation>
</xsd:annotation>
<xsd:annotation>
</xsd:annotation>
</xsd:element>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
FX Rates that have been used to convert commissions to a single currency.
</xsd:documentation>
<xsd:annotation>
</xsd:complexType>
</xsd:complexType>
<xsd:documentation xml:lang="en">A type describing a commodity underlying asset.</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
</xsd:complexContent>
<xsd:annotation>
</xsd:annotation>
</xsd:complexType>
</xsd:complexType>
<xsd:simpleContent>
<xsd:extension base="Scheme">
</xsd:simpleContent>
<xsd:attribute default="http://www.fpml.org/coding-scheme/commodity-business-calendar" name="commodityBusinessCalendarScheme" type="NonEmptyURI"/>
</xsd:extension>
<xsd:annotation>
</xsd:complexType>
<xsd:documentation xml:lang="en">
</xsd:annotation>
The publication in which the rate, price, index or factor is to be found. (e.g Gas Daily, Platts Bloomberg.)
</xsd:documentation>
<xsd:simpleContent>
<xsd:extension base="Scheme">
</xsd:simpleContent>
<xsd:attribute default="http://www.fpml.org/coding-scheme/commodity-information-provider" name="informationProviderScheme" type="NonEmptyURI"/>
</xsd:extension>
<xsd:annotation>
</xsd:complexType>
<xsd:documentation xml:lang="en">
</xsd:annotation>
A type defining the source of a commodity rate, price or index or of a market rate or of a conversion factor (e.g. a fx conversion factor).
</xsd:documentation>
<xsd:sequence>
<xsd:element name="rateSource" type="CommodityInformationProvider">
</xsd:sequence>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
The publication in which the rate, price, index or factor is to be found. (e.g Gas Daily, Platts Bloomberg.)
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
A specific page or screen (in the case of electronically published information) on which the rate source is to be found.
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
The heading for the rate source on a given rate source page or screen.
</xsd:documentation>
<xsd:annotation>
</xsd:complexType>
<xsd:documentation xml:lang="en">
</xsd:annotation>
A type describing the weight of each of the underlyer constituent within the basket, either in absolute or relative terms.
</xsd:documentation>
<xsd:sequence>
<xsd:element minOccurs="0" name="openUnits" type="xsd:decimal">
</xsd:sequence>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
The number of units (index or securities) that constitute the underlyer of the swap. In the case of a basket swap, this element is used to reference both the number of basket units, and the number of each asset components of the basket when these are expressed in absolute terms.
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
The relative weight of each respective basket constituent, expressed in percentage. A basket percentage of 5% would be represented as 0.05.
</xsd:documentation>
<xsd:element fpml-annotation:deprecated="true" fpml-annotation:deprecatedReason="Basket Amount is not present in ISDA documentation or otherwise, basket is weighted on percentage (relative weight) or open units (absolute weight), both of which are stable expressions." minOccurs="0" name="basketAmount" type="Money">
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
DEPRECATED. The relative weight of each respective basket constituent, expressed as a monetary amount.
</xsd:documentation>
<xsd:complexContent>
</xsd:complexType>
<xsd:extension base="Bond">
</xsd:complexContent>
<xsd:sequence>
</xsd:extension>
<xsd:element minOccurs="0" name="underlyingEquity" type="EquityAsset">
</xsd:sequence>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
Specifies the equity in which the convertible bond can be converted.
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
Earlier date between the convertible bond put dates and its maturity date.
</xsd:documentation>
<xsd:annotation>
</xsd:complexType>
<xsd:documentation xml:lang="en">
</xsd:annotation>
Defines a scheme of values for specifiying if the bond has a variable coupon, step-up/down coupon or a zero-coupon.
</xsd:documentation>
<xsd:simpleContent>
<xsd:extension base="Scheme">
</xsd:simpleContent>
<xsd:attribute default="http://www.fpml.org/coding-scheme/coupon-type" name="couponTypeScheme" type="NonEmptyURI"/>
</xsd:extension>
<xsd:annotation>
</xsd:complexType>
<xsd:documentation xml:lang="en">
</xsd:annotation>
A type defines nearest Delivery Date of the underlying Commodity of expiration of the futures contract.
</xsd:documentation>
<xsd:sequence>
<xsd:element name="deliveryNearbyMultiplier" type="xsd:positiveInteger">
</xsd:sequence>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
A time multiplier, e.g. 1, 2 or 3 etc. used in defining Delivery Nearby date.
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
Defines a type of the delivery nearby qualifier, expect to be used in conjunction with a delivery nearby multiplier, e.g. 1NearByMonth, 1NearbyWeek, etc. If 'CalculationPeriod' is used, the delivery nearby multiplier is expected to be '0'. To represent 'Spot', the value of the delivery nearby type should be 'NearbyMonth' and the delivery period multiplier should be set to '0' (zero).
</xsd:documentation>
<xsd:complexContent>
</xsd:complexType>
<xsd:extension base="UnderlyingAsset">
</xsd:complexContent>
<xsd:sequence>
</xsd:extension>
<xsd:element name="term" type="Period">
</xsd:sequence>
<xsd:annotation>
</xsd:annotation>
</xsd:element>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
Specifies the frequency at which the deposit pays, e.g. 6M.
</xsd:documentation>
<xsd:annotation>
</xsd:annotation>
</xsd:element>
<xsd:annotation>
</xsd:complexType>
<xsd:documentation xml:lang="en">
</xsd:annotation>
A type describing the dividend payout ratio associated with an equity underlyer. In certain cases the actual ratio is not known on trade inception, and only general conditions are then specified.
</xsd:documentation>
<xsd:sequence>
<xsd:choice>
</xsd:sequence>
<xsd:sequence>
</xsd:choice>
<xsd:annotation>
</xsd:sequence>
<xsd:documentation xml:lang="en">
</xsd:annotation>
A sequence group to describe the total, cash, and non cash dividend payout ratio associated with an equity underlyer. In certain cases the actual ratio is not known on trade inception, and only general conditions are then specified. Good practice is to specify only two of the three values, to avoid any inconsistency
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
Specifies the total actual dividend payout ratio associated with the equity underlyer.
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
Specifies the cash actual dividend payout ratio associated with the equity underlyer.
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
Specifies the non cash actual dividend payout ratio associated with the equity underlyer.
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
Specifies the dividend payout conditions that will be applied in the case where the actual ratio is not known, typically because of regulatory or legal uncertainties.
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">The next upcoming dividend payment or payments.</xsd:documentation>
</xsd:annotation>
<xsd:annotation>
</xsd:annotation>
</xsd:complexType>
<xsd:complexContent>
</xsd:complexContent>
<xsd:annotation>
</xsd:complexType>
<xsd:documentation xml:lang="en">
</xsd:annotation>
An abstract base class for all exchange traded financial products.
</xsd:documentation>
<xsd:complexContent>
</xsd:complexContent>
<xsd:annotation>
</xsd:complexType>
<xsd:documentation xml:lang="en">
</xsd:annotation>
Abstract base class for all exchange traded financial products with a price which is calculated from exchange traded constituents.
</xsd:documentation>
<xsd:complexContent>
<xsd:extension base="ExchangeTraded">
</xsd:complexContent>
<xsd:sequence>
</xsd:extension>
<xsd:element maxOccurs="unbounded" minOccurs="0" name="constituentExchangeId" type="ExchangeId">
</xsd:sequence>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
Identification of all the exchanges where constituents are traded. The term "Exchange" is assumed to have the meaning as defined in the ISDA 2002 Equity Derivatives Definitions.
</xsd:documentation>
<xsd:annotation>
</xsd:annotation>
</xsd:complexType>
<xsd:complexContent>
<xsd:extension base="ExchangeTraded">
</xsd:complexContent>
<xsd:sequence>
</xsd:extension>
<xsd:element minOccurs="0" name="multiplier" type="xsd:positiveInteger">
</xsd:sequence>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
Specifies the contract multiplier that can be associated with the number of units.
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
Specifies the contract that can be referenced, besides the undelyer type.
</xsd:documentation>
<xsd:annotation>
</xsd:annotation>
</xsd:element>
<xsd:annotation>
</xsd:complexType>
<xsd:documentation xml:lang="en">
</xsd:annotation>
An exchange traded fund whose price depends on exchange traded constituents.
</xsd:documentation>
<xsd:complexContent>
<xsd:extension base="ExchangeTradedCalculatedPrice">
</xsd:complexContent>
<xsd:sequence>
</xsd:extension>
<xsd:element minOccurs="0" name="fundManager" type="String">
</xsd:sequence>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
Specifies the fund manager that is in charge of the fund.
</xsd:documentation>
<xsd:annotation>
</xsd:annotation>
</xsd:complexType>
<xsd:complexContent>
<xsd:extension base="ExchangeTradedContract">
</xsd:complexContent>
<xsd:sequence>
</xsd:extension>
<xsd:element name="strike" type="xsd:decimal">
</xsd:sequence>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
Specifies the price at which the option can be exercised.
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
Specifies whether the option allows the hodler to buy or sell tne underlying asset.
</xsd:documentation>
<xsd:annotation>
</xsd:annotation>
</xsd:complexType>
<xsd:simpleContent>
<xsd:extension base="Scheme">
</xsd:simpleContent>
<xsd:attribute default="http://www.fpml.org/coding-scheme/facility-type" name="facilityTypeScheme" type="NonEmptyURI"/>
</xsd:extension>
<xsd:annotation>
</xsd:annotation>
</xsd:complexType>
<xsd:complexContent>
<xsd:extension base="ExchangeTraded">
</xsd:complexContent>
<xsd:sequence>
</xsd:extension>
<xsd:element minOccurs="0" name="multiplier" type="xsd:positiveInteger">
</xsd:sequence>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
The multiplier is the minimum number of the underlying - index or stock - that a participant has to trade while taking a position in the Future contract. The purpose of the multiplier is to inflate the value of the contract to add leverage to the trade. The multiplier for the Dow is 10, for the Nasdaq it is 100 and it is 250 for the Standard and Poor's index.
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
Specifies the future contract that can be referenced, besides the equity or index reference defined as part of the UnderlyerAsset type.
</xsd:documentation>
<xsd:choice minOccurs="0">
<xsd:element name="maturity" type="xsd:date">
</xsd:choice>
<xsd:annotation>
</xsd:annotation>
</xsd:element>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
The contract month of the futures contract. i.e. F13 WTI NYMEX Contract is 2013-01.
</xsd:documentation>
<xsd:annotation>
</xsd:complexType>
<xsd:documentation xml:lang="en">
</xsd:annotation>
A type defining a short form unique identifier for a future contract.
</xsd:documentation>
<xsd:simpleContent>
</xsd:simpleContent>
<xsd:choice>
</xsd:complexType>
<xsd:element name="amountRelativeTo" type="AmountReference"/>
</xsd:choice>
<xsd:annotation>
</xsd:annotation>
</xsd:element>
<xsd:complexContent>
</xsd:complexType>
<xsd:extension base="UnderlyingAsset">
</xsd:complexContent>
<xsd:sequence>
</xsd:extension>
<xsd:element name="quotedCurrencyPair" type="QuotedCurrencyPair">
</xsd:sequence>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
Defines the two currencies for an FX trade and the quotation relationship between the two currencies.
</xsd:documentation>
<xsd:annotation>
</xsd:annotation>
</xsd:element>
<xsd:annotation>
</xsd:annotation>
</xsd:complexType>
<xsd:complexContent>
<xsd:extension base="Asset">
</xsd:complexContent>
<xsd:sequence>
</xsd:extension>
<xsd:element maxOccurs="unbounded" name="instrumentId" type="InstrumentId">
</xsd:sequence>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
Identification of the underlying asset, using public and/or private identifiers.
</xsd:documentation>
<xsd:annotation>
</xsd:annotation>
</xsd:element>
<xsd:annotation>
</xsd:complexType>
<xsd:documentation xml:lang="en">
</xsd:annotation>
A published index whose price depends on exchange traded constituents.
</xsd:documentation>
<xsd:complexContent>
<xsd:extension base="ExchangeTradedCalculatedPrice">
</xsd:complexContent>
<xsd:sequence>
</xsd:extension>
<xsd:element minOccurs="0" name="futureId" type="FutureId">
</xsd:sequence>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
A short form unique identifier for the reference future contract in the case of an index underlyer.
</xsd:documentation>
<xsd:annotation>
</xsd:complexType>
<xsd:documentation xml:lang="en">
</xsd:annotation>
A type describing the liens associated with a loan facility.
</xsd:documentation>
<xsd:simpleContent>
<xsd:extension base="Scheme">
</xsd:simpleContent>
<xsd:attribute default="http://www.fpml.org/coding-scheme/designated-priority" name="lienScheme" type="NonEmptyURI"/>
</xsd:extension>
<xsd:annotation>
</xsd:annotation>
</xsd:complexType>
<xsd:complexContent>
<xsd:extension base="UnderlyingAsset">
</xsd:complexContent>
<xsd:sequence>
</xsd:extension>
<xsd:choice maxOccurs="unbounded" minOccurs="0">
</xsd:sequence>
<xsd:annotation>
</xsd:choice>
<xsd:documentation xml:lang="en">
</xsd:annotation>
Specifies the borrower. There can be more than one borrower. It is meant to be used in the event that there is no Bloomberg Id or the Secured List isn't applicable.
</xsd:documentation>
<xsd:annotation>
</xsd:annotation>
</xsd:element>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
The type of loan facility (letter of credit, revolving, ...).
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
The date when the principal amount of the loan becomes due and payable.
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
The credit agreement date is the closing date (the date where the agreement has been signed) for the loans in the credit agreement. Funding of the facilities occurs on (or sometimes a little after) the Credit Agreement date. This underlyer attribute is used to help identify which of the company's outstanding loans are being referenced by knowing to which credit agreement it belongs. ISDA Standards Terms Supplement term: Date of Original Credit Agreement.
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
The loan tranche that is subject to the derivative transaction. It will typically be referenced as the Bloomberg tranche number. ISDA Standards Terms Supplement term: Bloomberg Tranche Number.
</xsd:documentation>
<xsd:annotation>
</xsd:annotation>
</xsd:complexType>
<xsd:complexContent>
<xsd:extension base="UnderlyingAsset">
</xsd:complexContent>
<xsd:sequence>
</xsd:extension>
<xsd:choice minOccurs="0">
</xsd:sequence>
<xsd:annotation>
</xsd:choice>
<xsd:documentation xml:lang="en">
</xsd:annotation>
Applicable to the case of default swaps on MBS terms. For specifying the insurer name, when applicable (when the element is not present, it signifies that the insurer is Not Applicable)
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
The initial issued amount of the mortgage obligation.
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
The morgage pool that is underneath the mortgage obligation.
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
The sector classification of the mortgage obligation.
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
The mortgage obligation tranche that is subject to the derivative transaction.
</xsd:documentation>
<xsd:annotation>
</xsd:complexType>
<xsd:documentation xml:lang="en">
</xsd:annotation>
A type describing the typology of mortgage obligations.
</xsd:documentation>
<xsd:simpleContent>
<xsd:extension base="Scheme">
</xsd:simpleContent>
<xsd:attribute default="http://www.fpml.org/coding-scheme/mortgage-sector" name="mortgageSectorScheme" type="NonEmptyURI"/>
</xsd:extension>
<xsd:complexContent>
</xsd:complexType>
<xsd:extension base="UnderlyingAsset">
</xsd:complexContent>
<xsd:sequence>
</xsd:extension>
<xsd:element minOccurs="0" name="openEndedFund" type="xsd:boolean">
</xsd:sequence>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
Boolean indicator to specify whether the mutual fund is an open-ended mutual fund.
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
Specifies the fund manager that is in charge of the fund.
</xsd:documentation>
<xsd:annotation>
</xsd:complexType>
<xsd:documentation xml:lang="en">
</xsd:annotation>
A structure representing a pending dividend or coupon payment.
</xsd:documentation>
<xsd:complexContent>
<xsd:extension base="PaymentBase">
</xsd:complexContent>
<xsd:sequence>
</xsd:extension>
<xsd:element name="paymentDate" type="xsd:date">
</xsd:sequence>
<xsd:annotation>
</xsd:annotation>
</xsd:element>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
The amount of the dividend or coupon payment. Value of dividends or coupon between ex and pay date. Stock: if we are between ex-date and pay-date and the dividend is payable under the swap, then this should be the ex-div amount * # of securities. Bond: regardless of where we are vis-a-vis resets: (coupon % * face of bonds on swap * (bond day count fraction using days last coupon pay date of the bond through today).
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
Accrued interest on the dividend or coupon payment. When the TRS is structured to pay a dividend or coupon on reset after payable date, you may earn interest on these amounts. This field indicates the interest accrued on dividend/coupon from pay date to statement date. This will only apply to a handful of agreements where dividendss are held to the next reset AND you receive/pay interest on unpaid amounts.
</xsd:documentation>
<xsd:annotation>
</xsd:annotation>
</xsd:complexType>
<xsd:sequence>
<xsd:element minOccurs="0" name="commission" type="Commission">
</xsd:sequence>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
This optional component specifies the commission to be charged for executing the hedge transactions.
</xsd:documentation>
<xsd:choice>
<xsd:sequence>
</xsd:choice>
<xsd:element name="determinationMethod" type="DeterminationMethod">
</xsd:sequence>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
Specifies the method according to which an amount or a date is determined.
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
The href attribute value will be a pointer style reference to the element or component elsewhere in the document where the anchor amount is defined.
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
The net price excluding accrued interest. The "Dirty Price" for bonds is put in the "netPrice" element, which includes accrued interest. Thus netPrice - cleanNetPrice = accruedInterest. The currency and price expression for this field are the same as those for the (dirty) netPrice.
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
Allows information about how the price was quoted to be provided.
</xsd:documentation>
<xsd:annotation>
</xsd:complexType>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">The units in which a price is quoted.</xsd:documentation>
</xsd:annotation>
<xsd:simpleContent>
<xsd:extension base="Scheme">
</xsd:simpleContent>
<xsd:attribute default="http://www.fpml.org/coding-scheme/price-quote-units" name="priceQuoteUnitsScheme" type="NonEmptyURI"/>
</xsd:extension>
<xsd:annotation>
</xsd:complexType>
<xsd:documentation xml:lang="en">
</xsd:annotation>
A scheme identifying the types of pricing model used to evaluate the price of an asset. Examples include Intrinsic, ClosedForm, MonteCarlo, BackwardInduction.
</xsd:documentation>
<xsd:simpleContent>
<xsd:extension base="Scheme">
</xsd:simpleContent>
<xsd:attribute default="http://www.fpml.org/coding-scheme/pricing-model" name="pricingModelScheme" type="NonEmptyURI"/>
</xsd:extension>
<xsd:simpleContent>
</xsd:complexType>
<xsd:extension base="Scheme">
</xsd:simpleContent>
<xsd:attribute default="http://www.fpml.org/coding-scheme/price-quote-units" name="quantityUnitScheme" type="NonEmptyURI"/>
</xsd:extension>
<xsd:annotation>
</xsd:complexType>
<xsd:documentation xml:lang="en">
</xsd:annotation>
A type representing a set of characteristics that describe a quotation.
</xsd:documentation>
<xsd:sequence>
</xsd:sequence>
<xsd:annotation>
</xsd:complexType>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">The type of the time of the quote.</xsd:documentation>
</xsd:annotation>
<xsd:simpleContent>
<xsd:extension base="Scheme">
</xsd:simpleContent>
<xsd:attribute default="http://www.fpml.org/coding-scheme/quote-timing" name="quoteTimingScheme" type="NonEmptyURI"/>
</xsd:extension>
<xsd:complexContent>
</xsd:complexType>
<xsd:extension base="UnderlyingAsset">
</xsd:complexContent>
<xsd:sequence>
</xsd:extension>
<xsd:element name="floatingRateIndex" type="FloatingRateIndex"/>
</xsd:sequence>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">Specifies the term of the simple swap, e.g. 5Y.</xsd:documentation>
</xsd:annotation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
Specifies the frequency at which the index pays, e.g. 6M.
</xsd:documentation>
<xsd:annotation>
</xsd:annotation>
</xsd:element>
<xsd:annotation>
</xsd:complexType>
<xsd:documentation xml:lang="en">
</xsd:annotation>
A scheme identifying the type of currency that was used to report the value of an asset. For example, this could contain values like SettlementCurrency, QuoteCurrency, UnitCurrency, etc.
</xsd:documentation>
<xsd:simpleContent>
<xsd:extension base="Scheme">
</xsd:simpleContent>
<xsd:attribute default="http://www.fpml.org/coding-scheme/reporting-currency-type" name="reportingCurrencyTypeScheme" type="NonEmptyURI"/>
</xsd:extension>
<xsd:complexContent>
</xsd:complexType>
<xsd:extension base="UnderlyingAsset">
</xsd:complexContent>
<xsd:sequence>
</xsd:extension>
<xsd:group ref="CreditEntity.model">
</xsd:sequence>
<xsd:annotation>
</xsd:group>
<xsd:documentation xml:lang="en">
</xsd:annotation>
The reference entity, index, etc. upon which the CDS is based.
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
Specifies the term of the simple CD swap, e.g. 5Y.
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
Specifies the frequency at which the swap pays, e.g. 6M.
</xsd:documentation>
<xsd:complexContent>
</xsd:complexType>
<xsd:extension base="UnderlyingAsset">
</xsd:complexContent>
<xsd:sequence>
</xsd:extension>
<xsd:element name="startTerm" type="Period">
</xsd:sequence>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
Specifies the start term of the simple fra, e.g. 3M.
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
Specifies the end term of the simple fra, e.g. 9M.
</xsd:documentation>
<xsd:annotation>
</xsd:annotation>
</xsd:element>
<xsd:complexContent>
</xsd:complexType>
<xsd:extension base="UnderlyingAsset">
</xsd:complexContent>
<xsd:sequence>
</xsd:extension>
<xsd:element name="term" type="Period">
</xsd:sequence>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">Specifies the term of the simple swap, e.g. 5Y.</xsd:documentation>
</xsd:annotation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
Specifies the frequency at which the swap pays, e.g. 6M.
</xsd:documentation>
<xsd:annotation>
</xsd:annotation>
</xsd:element>
<xsd:annotation>
</xsd:annotation>
</xsd:complexType>
<xsd:sequence>
<xsd:element ref="underlyingAsset"/>
</xsd:sequence>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
The number of units (index or securities) that constitute the underlyer of the swap. In the case of a basket swap, this element is used to reference both the number of basket units, and the number of each asset components of the basket when these are expressed in absolute terms.
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
Specifies the dividend payout ratio associated with an equity underlyer. A basket swap can have different payout ratios across the various underlying constituents. In certain cases the actual ratio is not known on trade inception, and only general conditions are then specified. Users should note that FpML makes a distinction between the derivative contract and the underlyer of the contract. It would be better if the agreed dividend payout on a derivative contract was modelled at the level of the derivative contract, an approach which may be adopted in the next major version of FpML.
</xsd:documentation>
<xsd:annotation>
</xsd:annotation>
</xsd:element>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
The average amount of individual securities traded in a day or over a specified amount of time.
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
A Depository Receipt is a negotiable certificate issued by a trust company or security depository. This element is used to represent whether a Depository Receipt is applicable or not to the underlyer.
</xsd:documentation>
<xsd:annotation>
</xsd:complexType>
<xsd:documentation xml:lang="en">
</xsd:annotation>
A type describing the whole set of possible underlyers: single underlyers or multiple underlyers, each of these having either security or index components.
</xsd:documentation>
<xsd:choice>
<xsd:element name="singleUnderlyer" type="SingleUnderlyer">
</xsd:choice>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
Describes the swap's underlyer when it has only one asset component.
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
Describes the swap's underlyer when it has multiple asset components.
</xsd:documentation>
<xsd:annotation>
</xsd:annotation>
</xsd:complexType>
</xsd:complexType>
<xsd:complexContent>
<xsd:extension base="IdentifiedAsset">
</xsd:complexContent>
<xsd:sequence>
</xsd:extension>
<xsd:element minOccurs="0" name="currency" type="IdentifiedCurrency">
</xsd:sequence>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
Trading currency of the underlyer when transacted as a cash instrument.
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
Identification of the exchange on which this asset is transacted for the purposes of calculating a contractural payoff. The term "Exchange" is assumed to have the meaning as defined in the ISDA 2002 Equity Derivatives Definitions.
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
Identification of the clearance system associated with the transaction exchange.
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
An optional reference to a full FpML product that defines the simple product in greater detail. In case of inconsistency between the terms of the simple product and those of the detailed definition, the values in the simple product override those in the detailed definition.
</xsd:documentation>
<xsd:annotation>
</xsd:complexType>
<xsd:documentation xml:lang="en">
</xsd:annotation>
Defines stock loan information where this is required per underlyer. You must not duplicate infromation within dividend conditions at transaction level
</xsd:documentation>
<xsd:sequence>
</xsd:sequence>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">Defines the underlying asset when it is a basket.</xsd:documentation>
</xsd:annotation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
Identifies the underlying asset when it is a series or a class of bonds.
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
Identifies a simple underlying asset type that is a cash payment. Used for specifying discounting factors for future cash flows in the pricing and risk model.
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
Identifies the underlying asset when it is a listed commodity.
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
Identifies the underlying asset when it is a convertible bond.
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
Defines the underlying asset when it is a curve instrument.
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
Identifies a simple underlying asset that is a term deposit.
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
Identifies the underlying asset when it is a listed equity.
</xsd:documentation>
<xsd:element name="exchangeTradedFund" substitutionGroup="underlyingAsset" type="ExchangeTradedFund">
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
Identifies the underlying asset when it is an exchange-traded fund.
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
Identifies the underlying asset when it is a listed future contract.
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
Identifies a simple underlying asset type that is an FX rate. Used for specifying FX rates in the pricing and risk model.
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
Identifies the underlying asset when it is a financial index.
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
Identifies a simple underlying asset that is a loan.
</xsd:documentation>
<xsd:annotation>
</xsd:annotation>
</xsd:element>
<xsd:annotation>
</xsd:annotation>
</xsd:element>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
Identifies the underlying asset when it is a listed option contract.
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
Identifies a simple underlying asset that is an interest rate index. Used for specifying benchmark assets in the market environment in the pricing and risk model.
</xsd:documentation>
<xsd:element name="simpleCreditDefaultSwap" substitutionGroup="curveInstrument" type="SimpleCreditDefaultSwap">
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
Identifies a simple underlying asset that is a credit default swap.
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
Identifies a simple underlying asset that is a forward rate agreement.
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
Identifies a simple underlying asset that is a swap.
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
Define the underlying asset, either a listed security or other instrument.
</xsd:documentation>
<xsd:annotation>
</xsd:group>
<xsd:documentation xml:lang="en">
</xsd:annotation>
A group that specifies a name and an identifier for a given basket.
</xsd:documentation>
<xsd:choice>
<xsd:sequence>
</xsd:choice>
<xsd:element name="basketName" type="BasketName">
</xsd:sequence>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
The name of the basket expressed as a free format string. FpML does not define usage rules for this element.
</xsd:documentation>
<xsd:annotation>
</xsd:annotation>
</xsd:element>
<xsd:annotation>
</xsd:annotation>
</xsd:element>
<xsd:annotation>
</xsd:group>
<xsd:documentation xml:lang="en">A group that specifies Bond Calculation elements.</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element minOccurs="0" name="paymentFrequency" type="Period">
</xsd:sequence>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
Specifies the frequency at which the bond pays, e.g. 6M.
</xsd:documentation>
<xsd:annotation>
</xsd:annotation>
</xsd:element>
<xsd:annotation>
</xsd:group>
<xsd:documentation xml:lang="en">
</xsd:annotation>
A model group which provides choices between all bond underlyers.
</xsd:documentation>
<xsd:choice>
<xsd:element ref="bond">
</xsd:choice>
<xsd:annotation>
</xsd:annotation>
</xsd:element>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
A convertible bond instrument referenced by a contract.
</xsd:documentation>
<xsd:annotation>
</xsd:group>
<xsd:documentation xml:lang="en">
</xsd:annotation>
A group used to specify details of a commodity underlyer.
</xsd:documentation>
<xsd:sequence>
<xsd:group minOccurs="0" ref="CommodityReferencePriceFramework.model"/>
</xsd:sequence>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
The 'specified Price' describes the nature of the underlying price that is observed. It must be be stated in the underlyer definition as it is not defined in the Commodity Reference Price. Example values of 'specifiedPrice' are 'Settlement' (for a futures contract) and 'WeightedAverage' (for some published prices and indices).
</xsd:documentation>
<xsd:sequence minOccurs="0">
<xsd:choice>
</xsd:sequence>
<xsd:choice>
</xsd:choice>
<xsd:element fpml-annotation:deprecated="true" fpml-annotation:deprecatedReason="Enumerated representation of deliveryDates is deprecate in favor of a parametric representation. Rationale: There is a need to track all the possible nearby contracts used for pricing. The 'DeliveryDatesEnum' list can grow significantly. Use instead 'deliveryNearby' component that contain a deliveryNearbyMultiplier (e.g. 0, 1, 2, 3, ...) and a deliveryNearbyType (e.g. NearByMonth, NearByWeek, etc.)." name="deliveryDates" type="DeliveryDatesEnum">
</xsd:choice>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
Deprecated: The 'deliveryDates' element is applicable for a Commodity Reference Price that references a listed future contract (e.g. The Delivery Date is a NearbyMonth).
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
A container for the parametric representation of nearby contracts.
</xsd:documentation>
<xsd:annotation>
</xsd:annotation>
</xsd:element>
<xsd:annotation>
</xsd:annotation>
</xsd:element>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
The 'deliveryDateRollConvention' specifies, for a Commodity Transaction that references a listed future via the 'deliveryDates' element, the day on which the specified future will roll to the next nearby month prior to the expiration of the referenced future. If the future will not roll at all - i.e. the price will be taken from the expiring contract, 0 should be specified here. If the future will roll to the next nearby on the last trading day - i.e. the price will be taken from the next nearby on the last trading day, then 1 should be specified and so on.
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
The 'deliveryDateExpirationConvention' specifies, for a Commodity Transaction that references a listed future via the 'deliveryDates' element, the day on which the specified future will expire ahead of the actual expiration of the referenced future. For example: Z21 Contract expires on 19Nov21, with an adjust of 2D the "expire" will be 16Nov21. DeliveryDateRollConvention takes precedence. Example: Pricing on the Z21 Contract with NearbyContractDay and a deliveryDateRoll of 10D, Sampling of the F22 Contract will occur on 8Nov21 through the last Date of the Z21 Contract. With an ExpConvention of 5D, the last sampling date on the F22 contract will be 12Nov21.
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
The 'multiplier' specifies the multiplier associated with the Transaction. The 'multiplier' element has two uses: (1) for Freight Transactions or any Calculation Period specified for a Freight Transaction, if an amount is specified as the Multiplier then it is captured by this element and (2) if the Transaction is a heat rate option, the heat rate multiplier is represented in this element. If multiplier is not provided, multiplier is assumed to be 1. (i.e. rate source states 1 BBL of Oil as 90 Dollars. Multiplier of 10 will change the value to 900 dollars.)
</xsd:documentation>
<xsd:annotation>
</xsd:group>
<xsd:documentation xml:lang="en">
</xsd:annotation>
A group used to specify the commodity underlyer in the event that no ISDA Commofity Reference Price exists.
</xsd:documentation>
<xsd:sequence>
<xsd:element name="commodityBase" type="CommodityBase">
</xsd:sequence>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
A coding scheme value to identify the base type of the commodity being traded. Where possible, this should follow the naming convention used in the 2005 ISDA Commodity Definitions. For example, 'Oil'.
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
A coding scheme value to identify the commodity being traded more specifically. Where possible, this should follow the naming convention used in the 2005 ISDA Commodity Definitions. For example, 'Brent'.
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
A coding scheme value to identify the unit of measure (e.g. Therms) in which the undelryer is denominated. Where possible, this should follow the naming convention used in the 2005 ISDA Commodity Definitions.
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
The currency in which the Commodity Reference Price is published (e.g. GBP).
</xsd:documentation>
<xsd:choice>
<xsd:element name="exchangeId" type="ExchangeId">
</xsd:choice>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
For those commodities being traded with reference to the price of a listed instrument, the exchange where that instrument is listed should be specified in the 'exchange' element.
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
For those commodities being traded with reference to a price distributed by a publication, that publication should be specified in the 'publication' element.
</xsd:documentation>
<xsd:annotation>
</xsd:group>
<xsd:documentation xml:lang="en">
</xsd:annotation>
An item which has credit characteristics that can be modeled, e.g. a firm, index, or region.
</xsd:documentation>
<xsd:choice>
<xsd:element name="referenceEntity" type="LegalEntity">
</xsd:choice>
<xsd:annotation>
</xsd:annotation>
</xsd:element>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
An XML reference a credit entity defined elsewhere in the document.
</xsd:documentation>
<xsd:sequence>
</xsd:group>
<xsd:element minOccurs="0" name="grossPrice" type="ActualPrice">
</xsd:sequence>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
Specifies the price of the underlyer, before commissions.
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
Specifies the price of the underlyer, net of commissions.
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
Specifies the accrued interest that are part of the dirty price in the case of a fixed income security or a convertible bond. Expressed in percentage of the notional.
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
Specifies the currency conversion rate that applies to an amount. This rate can either be defined elsewhere in the document (case of a quanto swap), or explicitly described through this component.
</xsd:documentation>
<xsd:sequence>
</xsd:group>
<xsd:element maxOccurs="unbounded" minOccurs="0" name="relatedExchangeId" type="ExchangeId">
</xsd:sequence>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
A short form unique identifier for a related exchange. If the element is not present then the exchange shall be the primary exchange on which listed futures and options on the underlying are listed. The term "Exchange" is assumed to have the meaning as defined in the ISDA 2002 Equity Derivatives Definitions.
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
A short form unique identifier for an exchange on which the reference option contract is listed. This is to address the case where the reference exchange for the future is different than the one for the option. The options Exchange is referenced on share options when Merger Elections are selected as Options Exchange Adjustment.
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
A short form unique identifier for a specified exchange. If the element is not present then the exchange shall be default terms as defined in the MCA; unless otherwise specified in the Transaction Supplement.
</xsd:documentation>
<xsd:annotation>
</xsd:annotation>
</xsd:group>
<xsd:sequence>
<xsd:choice minOccurs="0">
</xsd:sequence>
<xsd:annotation>
</xsd:choice>
<xsd:documentation xml:lang="en">
</xsd:annotation>
Specifies the issuer name of a fixed income security or convertible bond. This name can either be explicitly stated, or specified as an href into another element of the document, such as the obligor.
</xsd:documentation>
<xsd:annotation>
</xsd:annotation>
</xsd:element>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
Specifies if the bond has a variable coupon, step-up/down coupon or a zero-coupon.
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
Specifies the coupon rate (expressed in percentage) of a fixed income security or convertible bond.
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
The date when the principal amount of a security becomes due and payable.
</xsd:documentation>
<xsd:annotation>
</xsd:group>
<xsd:documentation xml:lang="en">
</xsd:annotation>
Some kind of numerical measure about an asset, eg. its price or NPV, together with characteristics of that measure.
</xsd:documentation>
<xsd:sequence>
<xsd:element minOccurs="0" name="value" type="xsd:decimal">
</xsd:sequence>
<xsd:annotation>
</xsd:annotation>
</xsd:element>
<xsd:annotation>
</xsd:annotation>
</xsd:group>
<xsd:annotation>
</xsd:group>
<xsd:documentation xml:lang="en">
</xsd:annotation>
A group collecting a set of characteristics that can be used to describe a quotation.
</xsd:documentation>
<xsd:sequence>
<xsd:element minOccurs="0" name="measureType" type="AssetMeasureType">
</xsd:sequence>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
The type of the value that is measured. This could be an NPV, a cash flow, a clean price, etc.
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
The optional units that the measure is expressed in. If not supplied, this is assumed to be a price/value in currency units.
</xsd:documentation>
<xsd:annotation>
</xsd:annotation>
</xsd:element>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
The optional currency that the measure is expressed in. If not supplied, this is defaulted from the reportingCurrency in the valuationScenarioDefinition.
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
The optional currency that the measure is expressed in. If not supplied, this is defaulted from the reportingCurrency in the valuationScenarioDefinition.
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
When during a day the quote is for. Typically, if this element is supplied, the QuoteLocation needs also to be supplied.
</xsd:documentation>
<xsd:annotation>
</xsd:annotation>
</xsd:group>
<xsd:annotation>
</xsd:element>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
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:documentation xml:lang="en">
</xsd:annotation>
When the quote was observed or when a calculated value was generated.
</xsd:documentation>
<xsd:annotation>
</xsd:annotation>
</xsd:element>
<xsd:annotation>
</xsd:annotation>
</xsd:element>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
For cash flows, the type of the cash flows. Examples include: Coupon payment, Premium Fee, Settlement Fee, Brokerage Fee, etc.
</xsd:documentation>
<xsd:annotation>
</xsd:group>
<xsd:documentation xml:lang="en">
</xsd:annotation>
A group describing where a quote was or will be obtained, e.g. observed or calculated.
</xsd:documentation>
<xsd:choice>
<xsd:element name="businessCenter" type="BusinessCenter">
</xsd:choice>
<xsd:annotation>
</xsd:annotation>
</xsd:element>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
The exchange (e.g. stock or futures exchange) from which the quote is obtained.
</xsd:documentation>
</xsd:schema>
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XML schema documentation generated with DocFlex/XML 1.10b5 using DocFlex/XML XSDDoc 2.8.1 template set. All content model diagrams generated by Altova XMLSpy via DocFlex/XML XMLSpy Integration.
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