All Element Summary |
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Optional account information used to precisely define the origination and destination of financial instruments.
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A reference to the party beneficiary of the account.
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|
An account identifier.
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|
The name by which the account is known.
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accountReference (defined in OnBehalfOf complexType) |
Identifies the account(s) related to the party when they cannot be determined from the party alone, for example in a inter-book trade.
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accountReference (defined in PartyAndAccountReferences.model group) |
Reference to an account.
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|
The type of account. e.g., Client, House
|
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|
A postal or street address.
|
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adjustableDate (defined in AdjustableOrRelativeDate complexType) |
A date that shall be subject to adjustment if it would otherwise fall on a day that is not a business day in the specified business centers, together with the convention for adjusting the date.
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adjustableDates (defined in AdjustableDatesOrRelativeDateOffset complexType) |
A series of adjustable dates
|
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adjustableDates (defined in AdjustableOrRelativeDates complexType) |
A series of dates that shall be subject to adjustment if they would otherwise fall on a day that is not a business day in the specified business centers, together with the convention for adjusting the date.
|
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adjustableDates (defined in AdjustableRelativeOrPeriodicDates complexType) |
A series of dates that shall be subject to adjustment if they would otherwise fall on a day that is not a business day in the specified business centers, together with the convention for adjusting the date.
|
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adjustableDates (defined in AdjustableRelativeOrPeriodicDates2 complexType) |
A series of dates that shall be subject to adjustment if they would otherwise fall on a day that is not a business day in the specified business centers, together with the convention for adjusting the date.
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adjustedDate (defined in AdjustableDate.model group) |
The date once the adjustment has been performed.
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adjustedDate (defined in AdjustableDate2 complexType) |
The date once the adjustment has been performed.
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adjustedDate (defined in AdjustableDates complexType) |
The date once the adjustment has been performed.
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adjustedDate (defined in AdjustableOrAdjustedDate complexType) |
The date once the adjustment has been performed.
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adjustedDate (defined in RelativeDateOffset complexType) |
The date once the adjustment has been performed.
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|
The adjusted fixing date, i.e. the actual date the rate is observed.
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|
Reference to an account.
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|
Reference to a party.
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|
The parameters for defining the exercise period for an American style option together with any rules governing the notional amount of the underlying which can be exercised on any given exercise date and any associated exercise fees.
|
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amount (defined in CashflowNotional complexType) |
The quantity of notional (in currency or other units).
|
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|
The monetary quantity in currency units.
|
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amount (defined in NonNegativeMoney complexType) |
The non negative monetary quantity in currency units.
|
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amount (defined in PositiveMoney complexType) |
The positive monetary quantity in currency units.
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|
A classification of the risk class of the trade.
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|
A human readable document related to this transaction, for example a confirmation.
|
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automaticExercise (defined in ExerciseProcedure complexType) |
If automatic is specified then the notional amount of the underlying swap, not previously exercised under the swaption will be automatically exercised at the expriration time on the expiration date if at such time the buyer is in-the-money, provided that the difference between the settlement rate and the fixed rate under the relevant underlying swap is not less than the specified threshold rate.
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automaticExercise (in exerciseProcedure in optionExpiry defined in OptionsEventsBase.model group) |
If automatic is specified then the notional amount of the underlying swap, not previously exercised under the swaption will be automatically exercised at the expriration time on the expiration date if at such time the buyer is in-the-money, provided that the difference between the settlement rate and the fixed rate under the relevant underlying swap is not less than the specified threshold rate.
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averagingMethod (defined in FloatingRateCalculation complexType) |
If averaging is applicable, this component specifies whether a weighted or unweighted average method of calculation is to be used.
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base64Binary (defined in Resource complexType) |
Provides extra information as binary contents coded in base64.
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|
The ultimate beneficiary of the funds.
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|
The ultimate beneficiary of the funds.
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|
The bank that acts for the ultimate beneficiary of the funds in receiving payments.
|
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|
The bank that acts for the ultimate beneficiary of the funds in receiving payments.
|
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beneficiaryPartyReference (defined in Beneficiary complexType) |
Link to the party acting as beneficiary.
|
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|
The parameters for defining the exercise period for a Bermuda style option together with any rules governing the notional amount of the underlying which can be exercised on any given exercise date and any associated exercise fees.
|
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|
The dates the define the Bermuda option exercise dates and the expiration date.
|
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|
Specifies the deails for a broker confirm.
|
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|
The type of broker confirmation executed between the parties.
|
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businessCenter (defined in BusinessCenters complexType) |
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businessCenter (defined in BusinessCenterTime complexType) |
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businessCenter (defined in ExerciseNotice complexType) |
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businessCenters (defined in BusinessCentersOrReference.model group) |
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A pointer style reference to a set of financial business centers defined elsewhere in the document.
|
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businessDayConvention (defined in BusinessDayAdjustments complexType) |
The convention for adjusting a date if it would otherwise fall on a day that is not a business day.
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businessDayConvention (defined in DateOffset complexType) |
The convention for adjusting a date if it would otherwise fall on a day that is not a business day.
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businessDayConvention (defined in RelativeDateOffset complexType) |
The convention for adjusting a date if it would otherwise fall on a day that is not a business day.
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|
The convention for adjusting a date if it would otherwise fall on a day that is not a business day.
|
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|
Optional organization unit information used to describe the organization units (e.g. trading desks) involved in a transaction or business process .
|
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|
An identifier used to uniquely identify organization unit
|
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|
The unit for which the indvidual works.
|
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|
The unit that is related to this.
|
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|
The buyer of the option
|
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buyer (defined in StrikeSchedule complexType) |
The buyer of the option
|
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|
A reference to the account that buys this instrument.
|
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buyerPartyReference (defined in BuyerSeller.model group) |
A reference to the party that buys this instrument, ie. pays for this instrument and receives the rights defined by it.
|
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|
The ISDA calculation agent responsible for performing duties as defined in the applicable product definitions.
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A pointer style reference to a party identifier defined elsewhere in the document.
|
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|
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calculationPeriodDatesAdjustments (defined in PeriodicDates complexType) |
The business day convention to apply to each calculation period end date if it would otherwise fall on a day that is not a business day in the specified financial business centers.
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calculationPeriodFrequency (defined in PeriodicDates complexType) |
The frequency at which calculation period end dates occur with the regular part of the calculation period schedule and their roll date convention.
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|
The number of days from the adjusted calculation period start date to the adjusted value date, calculated in accordance with the applicable day count fraction.
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The cap rate or cap rate schedule, if any, which applies to the floating rate.
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|
Cash flow amount in a given currency to be paid/received.
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|
Unique identifier for a cash flow.
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|
Defines the type of cash flow.
|
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cashSettlementReferenceBanks (in settlementRateSource defined in YieldCurveMethod complexType) |
A container for a set of reference institutions.
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|
The city component of a postal address.
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The party's industry sector classification.
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Specifies whether the swap resulting from physical settlement of the swaption transaction will clear through a clearing house.
|
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|
Collateral allocation by value.
|
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commencementDate (defined in SharedAmericanExercise complexType) |
The first day of the exercise period for an American style option.
|
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|
The first day of the exercise period for an American style option.
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|
Any additional comments that are deemed necessary.
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|
Text description of the component
|
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|
If more that one calculation period contributes to a single payment amount this element specifies whether compounding is applicable, and if so, what compounding method is to be used.
|
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contactInfo (defined in Party.model group) |
Information on how to contact the party using various means.
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contactInfo (in businessUnit) |
Information on how to contact the unit using various means.
|
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contactInfo (in person) |
Information on how to contact the individual using various means.
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|
The definitions such as those published by ISDA that will define the terms of the trade.
|
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|
A reference to a contractual matrix of elected terms/values (such as those published by ISDA) that shall be deemed to apply to the trade.
|
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|
A contractual supplement (such as those published by ISDA) that will apply to the trade.
|
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|
The information required to identify the correspondent bank that will make delivery of the funds on the paying bank's behalf in the country where the payment is to be made
|
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|
Link to the party acting as correspondent.
|
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|
The ISO 3166 standard code for the country within which the postal address is located.
|
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country (defined in PartyInformation.model group) |
The country where the party is domiciled.
|
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country (in businessUnit) |
The ISO 3166 standard code for the country where the individual works.
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The ISO 3166 standard code for the country where the individual works.
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The party's credit rating.
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The agreement executed between the parties and intended to govern collateral arrangement for all OTC derivatives transactions between those parties.
|
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currency (defined in AmountSchedule complexType) |
The currency in which an amount is denominated.
|
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currency (defined in CashflowNotional complexType) |
The currency in which an amount is denominated.
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The currency in which an amount is denominated.
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currency (defined in NonNegativeAmountSchedule complexType) |
The currency in which an amount is denominated.
|
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currency (defined in PricingStructure complexType) |
The currency that the structure is expressed in (this is relevant mostly for the Interes Rates asset class).
|
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currency1 (defined in QuotedCurrencyPair complexType) |
The first currency specified when a pair of currencies is to be evaluated.
|
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currency2 (defined in QuotedCurrencyPair complexType) |
The second currency specified when a pair of currencies is to be evaluated.
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The date of the agreement executed between the parties and intended to govern collateral arrangements for all OTC derivatives transactions between those parties.
|
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dateAdjustments (defined in AdjustableDate.model group) |
The business day convention and financial business centers used for adjusting the date if it would otherwise fall on a day that is not a business date in the specified business centers.
|
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dateAdjustments (defined in AdjustableDate2 complexType) |
The business day convention and financial business centers used for adjusting the date if it would otherwise fall on a day that is not a business dat in the specified business centers.
|
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dateAdjustments (defined in AdjustableDates complexType) |
The business day convention and financial business centers used for adjusting the date if it would otherwise fall on a day that is not a business dat in the specified business centers.
|
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|
A pointer style reference to date adjustments defined elsewhere in the document.
|
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dateOffset (defined in RelativeDateSequence complexType) |
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dateRelativeTo (defined in RelativeDateOffset complexType) |
Specifies the anchor as an href attribute.
|
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dateRelativeTo (defined in RelativeDateSequence complexType) |
Specifies the anchor as an href attribute.
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In the case of an offset specified as a number of days, this element defines whether consideration is given as to whether a day is a good business day or not.
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Reference to the depository of the settlement.
|
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discountFactor (defined in Payment complexType) |
The value representing the discount factor used to calculate the present value of the cash flow.
|
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discountFactor (in premium defined in OptionBaseExtended complexType) |
The value representing the discount factor used to calculate the present value of the cash flow.
|
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|
The earliest time at which notice of exercise can be given by the buyer to the seller (or seller's agent) i) on the expriation date, in the case of a European style option, (ii) on each bermuda option exercise date and the expiration date, in the case of a Bermuda style option the commencement date to, and including, the expiration date , in the case of an American option.
|
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|
The earliest time at which notice of exercise can be given by the buyer to the seller (or seller's agent) i) on the expriation date, in the case of a European style option, (ii) on each bermuda option exercise date and the expiration date, in the case of a Bermuda style option the commencement date to, and including, the expiration date , in the case of an American option.
|
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|
The earliest time at which notice of exercise can be given by the buyer to the seller (or seller's agent) i) on the expriation date, in the case of a European style option, (ii) on each bermuda option exercise date and the expiration date, in the case of a Bermuda style option the commencement date to, and including, the expiration date , in the case of an American option.
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effectiveDate (defined in DirectionalLeg complexType) |
Specifies the effective date of this leg of the swap.
|
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effectiveDate (defined in VersionHistory.model group) |
Optionally it is possible to specify a version effective date when a versionId is supplied.
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An address on an electronic mail or messaging sysem .
|
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endDate (defined in Period.model group) |
Date on which this period ends.
|
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entityId (defined in LegalEntity complexType) |
A legal entity identifier (e.g.
|
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entityId (defined in LegalEntity complexType) |
A legal entity identifier (e.g.
|
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|
The name of the reference entity.
|
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|
The parameters for defining the exercise period for a European style option together with any rules governing the notional amount of the underlying which can be exercised on any given exercise date and any associated exercise fees.
|
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|
An placeholder for the actual option exercise definitions.
|
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|
A fee to be paid on exercise.
|
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|
The fees associated with an exercise date.
|
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|
The fees associated with an exercise date.
|
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exerciseNotice (in manualExercise defined in ExerciseProcedure complexType) |
Definition of the party to whom notice of exercise should be given.
|
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|
The party referenced is the party to which notice of exercise should be given by the buyer.
|
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expirationDate (defined in SharedAmericanExercise complexType) |
The last day within an exercise period for an American style option.
|
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|
The last day within an exercise period for an American style option.
|
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|
The last day within an exercise period for an American style option.
|
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|
The latest time for exercise on expirationDate.
|
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|
The latest time for exercise on expirationDate.
|
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|
The latest time for exercise on expirationDate.
|
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|
If fallback exercise is specified then the notional amount of the underlying swap, not previously exercised under the swaption, will be automatically exercised at the expiration time on the expiration date if at such time the buyer is in-the-money, provided that the difference between the settlement rate and the fixed rate under the relevant underlying swap is not less than one tenth of a percentage point (0.10% or 0.001).
|
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|
The amount of fee to be paid on exercise.
|
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|
The exercise fee amount schedule.
|
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feePaymentDate (defined in ExerciseFeeSchedule complexType) |
The date on which exercise fee(s) will be paid.
|
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|
The date on which exercise fee(s) will be paid.
|
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|
A fee represented as a percentage of some referenced notional.
|
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|
The exercise free rate schedule.
|
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|
A true/false flag to indicate whether there is a final exchange of principal on the termination date.
|
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|
The rounding convention to apply to the final rate used in determination of a calculation period amount.
|
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|
Given name, such as John or Mary.
|
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fixedRate (defined in InterestAccrualsMethod complexType) |
The calculation period fixed rate.
|
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|
The calculation period fixed rate.
|
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fixing (defined in FxCashSettlement complexType) |
Specifies the source for and timing of a fixing of an exchange rate.
|
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fixing (defined in FxCashSettlementSimple complexType) |
Quoted currency pair.
|
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fixingDate (defined in FxFixing complexType) |
Describes the specific date when a non-deliverable forward or cash-settled option will "fix" against a particular rate, which will be used to compute the ultimate cash settlement.
|
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fixingDate (defined in FxRateSourceFixing complexType) |
The date on which the fixing is scheduled to occur.
|
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fixingTime (defined in FxInformationSource complexType) |
The time that the fixing will be taken along with a business center to define the time zone
|
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fixingTime (defined in FxSpotRateSource complexType) |
The time at which the spot currency exchange rate will be observed.
|
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floatingRate (defined in StubValue complexType) |
The rates to be applied to the initial or final stub may be the linear interpolation of two different rates.
|
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floatingRateCalculation (defined in InterestAccrualsMethod complexType) |
The floating rate calculation definitions
|
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floatingRateIndex (defined in FloatingRateIndex.model group) |
|
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|
The ISDA Floating Rate Option, i.e. the floating rate index.
|
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|
A rate multiplier or multiplier schedule to apply to the floating rate.
|
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|
The floor rate or floor rate schedule, if any, which applies to the floating rate.
|
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followUpConfirmation (defined in ExerciseProcedure complexType) |
A flag to indicate whether follow-up confirmation of exercise (written or electronic) is required following telephonic notice by the buyer to the seller or seller's agent.
|
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|
The value representing the forecast rate used to calculate the forecast future value of the accrual period.A value of 1% should be represented as 0.01
|
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formula (in formulaComponent) |
Additional formulas required to describe this component
|
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|
Elements describing the components of the formula.
|
||||||||||||||
|
Text description of the formula
|
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fxSpotRateSource (defined in FxFixing complexType) |
Specifies the methodology (reference source and, optionally, fixing time) to be used for determining a currency conversion rate.
|
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|
Payment details of this cash flow component, including currency, amount and payer/payee.
|
||||||||||||||
|
Party Group Type, e.g.
|
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hexadecimalBinary (defined in Resource complexType) |
Provides extra information as binary contents coded in hexadecimal.
|
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|
An honorific title, such as Mr., Ms., Dr. etc.
|
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hourMinuteTime (defined in BusinessCenterTime complexType) |
A time specified in hh:mm:ss format where the second component must be '00', e.g. 11am would be represented as 11:00:00.
|
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hourMinuteTime (defined in PrevailingTime complexType) |
A time specified in hh:mm:ss format where the second component must be '00', e.g. 11am would be represented as 11:00:00.
|
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|
An identifier used to uniquely identify the CSA
|
||||||||||||||
|
If true, then increased cost of stock borrow is applicable.
|
||||||||||||||
|
Independent Amount is an amount that usually less creditworthy counterparties are asked to provide.
|
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indexTenor (defined in FloatingRateIndex.model group) |
The ISDA Designated Maturity, i.e. the tenor of the floating rate.
|
|||||||||||||
|
The ISDA Designated Maturity, i.e. the tenor of the floating rate.
|
||||||||||||||
informationSource (in settlementRateSource defined in YieldCurveMethod complexType) |
The information source where a published or displayed market rate will be obtained, e.g.
|
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|
||||||||||||||
|
A true/false flag to indicate whether there is an initial exchange of principal on the effective date.
|
||||||||||||||
|
The initial floating rate reset agreed between the principal parties involved in the trade.
|
||||||||||||||
|
Specifies the initial stock loan rate for Increased Cost of Stock Borrow.
|
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initialValue (defined in NonNegativeSchedule complexType) |
The non-negative initial rate or amount, as the case may be.
|
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initialValue (defined in Schedule complexType) |
The initial rate or amount, as the case may be.
|
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|
A notional amount which restricts the amount of notional that can be exercised when partial exercise or multiple exercise is applicable.
|
||||||||||||||
|
Information to identify an intermediary through which payment will be made by the correspondent bank to the ultimate beneficiary of the funds.
|
||||||||||||||
|
Reference to the party acting as intermediary.
|
||||||||||||||
|
A sequence number that gives the position of the current intermediary in the chain of payment intermediaries.
|
||||||||||||||
|
A true/false flag to indicate whether there are intermediate or interim exchanges of principal during the term of the swap.
|
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issuer (defined in IssuerTradeId.model group) |
|
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|
The legal jurisdiction of the entity's registration.
|
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|
Indicates the language of the resource, described using the ISO 639-2/T Code.
|
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latestExerciseTime (defined in SharedAmericanExercise complexType) |
For a Bermuda or American style option, the latest time on an exercise business day (excluding the expiration date) within the exercise period that notice can be given by the buyer to the seller or seller's agent.
|
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|
For a Bermuda or American style option, the latest time on an exercise business day (excluding the expiration date) within the exercise period that notice can be given by the buyer to the seller or seller's agent.
|
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|
For a Bermuda or American style option, the latest time on an exercise business day (excluding the expiration date) within the exercise period that notice can be given by the buyer to the seller or seller's agent.
|
||||||||||||||
latestExerciseTimeDetermination (defined in SharedAmericanExercise complexType) |
Latest exercise time determination method.
|
|||||||||||||
|
Identity of this leg.
|
||||||||||||||
|
Version aware identification of this leg.
|
||||||||||||||
|
Indicates the length of the resource.
|
||||||||||||||
|
The length unit of the resource.
|
||||||||||||||
|
The length value of the resource.
|
||||||||||||||
|
Specifies the limitation percentage in Average Daily trading volume.
|
||||||||||||||
|
Specifies the limitation period for Average Daily trading volume in number of days.
|
||||||||||||||
|
Has the meaning defined as part of the 1997 ISDA Government Bond Option Definitions, section 4.5 Limited Right to Confirm Exercise.
|
||||||||||||||
location (defined in PrevailingTime complexType) |
The geographic location to which the hourMinuteTime applies.
|
|||||||||||||
|
If true, then loss of stock borrow is applicable.
|
||||||||||||||
manualExercise (defined in ExerciseProcedure complexType) |
Specifies that the notice of exercise must be given by the buyer to the seller or seller's agent.
|
|||||||||||||
manualExercise (in exerciseProcedure in optionExpiry defined in OptionsEventsBase.model group) |
Specifies that the notice of exercise must be given by the buyer to the seller or seller's agent.
|
|||||||||||||
|
The agreement executed between the parties and intended to govern all OTC derivatives transactions between those parties.
|
||||||||||||||
|
The date on which the master agreement was signed.
|
||||||||||||||
|
An identifier that has been created to identify the master agreement.
|
||||||||||||||
|
The agreement executed between the parties and intended to govern product-specific derivatives transactions between those parties.
|
||||||||||||||
|
The version of the master agreement.
|
||||||||||||||
|
The agreement executed between the parties and intended to govern all OTC derivatives transactions between those parties.
|
||||||||||||||
|
The date that an annex to the master confirmation was executed between the parties.
|
||||||||||||||
|
The type of master confirmation annex executed between the parties.
|
||||||||||||||
|
The date of the confirmation executed between the parties and intended to govern all relevant transactions between those parties.
|
||||||||||||||
|
The type of master confirmation executed between the parties.
|
||||||||||||||
|
An element for containing an XML representation of the formula.
|
||||||||||||||
|
Defines any applicable key into the relevant matrix.
|
||||||||||||||
|
Identifies the form of applicable matrix.
|
||||||||||||||
maximumNotionalAmount (defined in MultipleExercise complexType) |
The maximum notional amount that can be exercised on a given exercise date.
|
|||||||||||||
maximumNumberOfOptions (defined in MultipleExercise complexType) |
The maximum number of options that can be exercised on a given exercise date.
|
|||||||||||||
|
Specifies the maximum stock loan rate for Loss of Stock Borrow.
|
||||||||||||||
|
||||||||||||||
|
Indicates the type of media used to store the content. mimeType is used to determine the software product(s) that can read the content.
|
||||||||||||||
minimumNotionalAmount (defined in PartialExercise.model group) |
The minimum notional amount that can be exercised on a given exercise date.
|
|||||||||||||
minimumNumberOfOptions (defined in PartialExercise.model group) |
The minimum number of options that can be exercised on a given exercise date.
|
|||||||||||||
|
As defined in the 2000 ISDA Definitions, Section 12.4.
|
||||||||||||||
|
As defined in the 2000 ISDA Definitions, Section 12.4.
|
||||||||||||||
name (defined in PricingStructure complexType) |
The name of the structure, e.g "USDLIBOR-3M EOD Curve".
|
|||||||||||||
|
The name of the resource.
|
||||||||||||||
name (in businessUnit) |
A name used to describe the organization unit
|
|||||||||||||
|
The specification of any provisions for calculating payment obligations when a floating rate is negative (either due to a quoted negative floating rate or by operation of a spread that is subtracted from the floating rate).
|
||||||||||||||
|
Indicates that a non-standard rate source will be used for the fixing.
|
||||||||||||||
notionalAmount (defined in FxCashSettlement complexType) |
The amount of money that the settlement will be derived from.
|
|||||||||||||
notionalReference (defined in ExerciseFeeSchedule complexType) |
A pointer style reference to the associated notional schedule defined elsewhere in the document.
|
|||||||||||||
notionalReference (defined in PartialExercise.model group) |
A pointer style reference to the associated notional schedule defined elsewhere in the document.
|
|||||||||||||
|
A pointer style reference to the associated notional schedule defined elsewhere in the document.
|
||||||||||||||
|
A telephonic contact.
|
||||||||||||||
|
The number of units (index or securities).
|
||||||||||||||
|
The number of days weighting to be associated with the rate observation, i.e. the number of days such rate is in effect.
|
||||||||||||||
|
The actual observed rate before any required rate treatment is applied, e.g. before converting a rate quoted on a discount basis to an equivalent yield.
|
||||||||||||||
offset (defined in OffsetPrevailingTime complexType) |
Indicates whether time applies to the actual day specified (in which case this element should be omitted) the day prior to that day (in which case periodMultiplier should be -1 and period should be Day) or the day subsequent to that day (in which case periodMultiplier should be 1 and period should be Day).
|
|||||||||||||
onBehalfOf (defined in OnBehalfOf.model group) |
Indicates which party (or parties) (and accounts) a trade or event is being processed for.
|
|||||||||||||
|
The type of an organization's participantion in the OTC derivatives market.
|
||||||||||||||
|
As defined in the 2000 ISDA Definitions, Section 12.3.
|
||||||||||||||
party (defined in PartiesAndAccounts.model group) |
A legal entity or a subdivision of a legal entity.
|
|||||||||||||
|
A party identifier, e.g. a S.W.I.F.T. bank identifier code (BIC).
|
||||||||||||||
|
The legal name of the organization.
|
||||||||||||||
partyReference (defined in ExerciseNotice complexType) |
The party referenced has allocated the trade identifier.
|
|||||||||||||
partyReference (defined in OnBehalfOf complexType) |
The party for which the message reciever should work.
|
|||||||||||||
partyReference (defined in Party complexType) |
Reference to a party that is a member of the group of entities that are acting together as a single party in a transaction.
|
|||||||||||||
partyReference (defined in PartyAndAccountReferences.model group) |
Reference to a party.
|
|||||||||||||
|
Pointer-style reference to the partyTradeIdentifier block within the tradeIdentifyingItems collection, which identifies the parent trade for this cashflow.
|
||||||||||||||
|
A reference to the account responsible for making the payments defined by this structure.
|
||||||||||||||
payerPartyReference (defined in Payer.model group) |
A reference to the party responsible for making the payments defined by this structure.
|
|||||||||||||
paymentAmount (defined in NonNegativePayment complexType) |
Non negative payment amount.
|
|||||||||||||
paymentAmount (defined in Payment complexType) |
The currency amount of the payment.
|
|||||||||||||
paymentAmount (defined in SimplePayment complexType) |
|
|||||||||||||
|
A fixed payment amount.
|
||||||||||||||
|
A fixed payment amount.
|
||||||||||||||
paymentDate (defined in Payment complexType) |
The payment date.
|
|||||||||||||
paymentDate (defined in PaymentBaseExtended complexType) |
The payment date, which can be expressed as either an adjustable or relative date.
|
|||||||||||||
paymentDate (defined in SimplePayment complexType) |
The payment date.
|
|||||||||||||
paymentDate (in paymentDetail) |
Payment date.
|
|||||||||||||
|
A container element allowing a schedule of payments associated with the Independent Amount.
|
||||||||||||||
|
The reference to the identified payment strucutre.
|
||||||||||||||
|
A type defining the calculation rule.
|
||||||||||||||
paymentType (defined in Payment complexType) |
A classification of the type of fee or additional payment, e.g. brokerage, upfront fee etc.
|
|||||||||||||
percentageOfNotional (in premium defined in OptionBaseExtended complexType) |
The amount of premium to be paid expressed as a percentage of the notional value of the transaction.
|
|||||||||||||
|
A time period, e.g. a day, week, month, year or term of the stream.
|
||||||||||||||
|
A time period, e.g. a day, week, month or year of the stream.
|
||||||||||||||
|
Used in conjunction with a frequency and the regular period start date of an observation period, determines each observation period end date within the regular part of a observation period schedule.
|
||||||||||||||
periodicDates (defined in AdjustableRelativeOrPeriodicDates complexType) |
|
|||||||||||||
periodicDates (defined in AdjustableRelativeOrPeriodicDates2 complexType) |
|
|||||||||||||
periodMultiplier (defined in Frequency complexType) |
A time period multiplier, e.g. 1, 2 or 3 etc.
|
|||||||||||||
periodMultiplier (defined in Period complexType) |
A time period multiplier, e.g. 1, 2 or 3 etc.
|
|||||||||||||
|
The number of periods in the referenced date schedule that are between each date in the relative date schedule.
|
||||||||||||||
|
Optional information about people involved in a transaction or busines process.
|
||||||||||||||
|
An identifier assigned by a system for uniquely identifying the individual
|
||||||||||||||
|
The individual person that is related to this.
|
||||||||||||||
|
The code, required for computerised mail sorting systems, that is allocated to a physical address by a national postal authority.
|
||||||||||||||
|
Specifies the rounding precision in terms of a number of decimal places.
|
||||||||||||||
|
A reference to the clearing organization (CCP, DCO) to which the trade should be cleared.
|
||||||||||||||
premiumType (in premium defined in OptionBaseExtended complexType) |
Forward start Premium type
|
|||||||||||||
presentValueAmount (defined in Payment complexType) |
The amount representing the present value of the forecast payment.
|
|||||||||||||
presentValueAmount (in premium defined in OptionBaseExtended complexType) |
The amount representing the present value of the forecast payment.
|
|||||||||||||
pricePerOption (in premium defined in OptionBaseExtended complexType) |
The amount of premium to be paid expressed as a function of the number of options.
|
|||||||||||||
|
A classification of the most important risk class of the trade.
|
||||||||||||||
primaryRateSource (defined in FxSpotRateSource complexType) |
The primary source for where the rate observation will occur.
|
|||||||||||||
|
An abstract element used as a place holder for the substituting product elements.
|
||||||||||||||
productId (defined in Product.model group) |
A product reference identifier.
|
|||||||||||||
productType (defined in Product.model group) |
A classification of the type of product.
|
|||||||||||||
publicationDate (defined in ContractualTermsSupplement complexType) |
Specifies the publication date of the applicable version of the contractual supplement.
|
|||||||||||||
|
Specifies the publication date of the applicable version of the matrix.
|
||||||||||||||
quoteBasis (defined in QuotedCurrencyPair complexType) |
The method by which the exchange rate is quoted.
|
|||||||||||||
quotedCurrencyPair (defined in FxFixing complexType) |
Defines the two currencies for an FX trade and the quotation relationship between the two currencies.
|
|||||||||||||
quotedCurrencyPair (defined in FxRate complexType) |
Defines the two currencies for an FX trade and the quotation relationship between the two currencies.
|
|||||||||||||
|
The rate of exchange between the two currencies of the leg of a deal.
|
||||||||||||||
|
A pointer style reference to a floating rate component defined as part of a stub calculation period amount component.
|
||||||||||||||
rateSource (defined in InformationSource complexType) |
An information source for obtaining a market rate.
|
|||||||||||||
rateSourceFixing (defined in FxCashSettlement complexType) |
Specifies the source for and timing of a fixing of an exchange rate.
|
|||||||||||||
rateSourceFixing (defined in FxCashSettlementSimple complexType) |
Settlement Rate Source and Fixing Date.
|
|||||||||||||
rateSourcePage (defined in InformationSource complexType) |
A specific page for the rate source for obtaining a market rate.
|
|||||||||||||
rateSourcePageHeading (defined in InformationSource complexType) |
The heading for the rate source on a given rate source page.
|
|||||||||||||
|
The specification of any rate conversion which needs to be applied to the observed rate before being used in any calculations.
|
||||||||||||||
|
A reference to the account that receives the payments corresponding to this structure.
|
||||||||||||||
|
A reference to the party that receives the payments corresponding to this structure.
|
||||||||||||||
|
An institution (party) identified by means of a coding scheme and an optional name.
|
||||||||||||||
|
An institution (party) identifier, e.g. a bank identifier code (BIC).
|
||||||||||||||
|
The name of the institution (party).
|
||||||||||||||
referenceCurrency (defined in FxCashSettlement complexType) |
|
|||||||||||||
referenceCurrency (defined in FxCashSettlementSimple complexType) |
Reference Currency.
|
|||||||||||||
|
A code for a grouping of countries to which this belongs.
|
||||||||||||||
relativeDate (defined in AdjustableDatesOrRelativeDateOffset complexType) |
A series of dates specified as a repeating sequence from a base date.
|
|||||||||||||
relativeDate (defined in AdjustableOrRelativeDate complexType) |
A date specified as some offset to another date (the anchor date).
|
|||||||||||||
|
The business day convention and financial business centers used for adjusting the relative date if it would otherwise fall on a day that is not a business date in the specified business centers.
|
||||||||||||||
relativeDates (defined in AdjustableOrRelativeDates complexType) |
A series of dates specified as some offset to another series of dates (the anchor dates).
|
|||||||||||||
relativeDates (defined in AdjustableRelativeOrPeriodicDates2 complexType) |
A series of dates specified as some offset to another series of dates (the anchor dates).
|
|||||||||||||
relativeDateSequence (defined in AdjustableRelativeOrPeriodicDates complexType) |
A series of dates specified as some offset to other dates (the anchor dates) which can
|
|||||||||||||
|
The date on the underlying set by the exercise of an option.
|
||||||||||||||
|
The date on the underlying set by the exercise of an option.
|
||||||||||||||
|
The date on the underlying set by the exercise of an option.
|
||||||||||||||
|
The reset date.
|
||||||||||||||
|
The unique identifier of the resource within the event.
|
||||||||||||||
|
A description of the type of the resource, e.g. a confirmation.
|
||||||||||||||
role (defined in RelatedParty complexType) |
The category of the relationship.
|
|||||||||||||
role (in relatedBusinessUnit) |
The category of the relationship.
|
|||||||||||||
role (in relatedPerson) |
The category of the relationship.
|
|||||||||||||
rollConvention (defined in CalculationPeriodFrequency complexType) |
Used in conjunction with a frequency and the regular period start date of a calculation period, determines each calculation period end date within the regular part of a calculation period schedule.
|
|||||||||||||
|
Specifies the rounding direction.
|
||||||||||||||
|
An account number via which a payment can be routed.
|
||||||||||||||
|
A physical postal address via which a payment can be routed.
|
||||||||||||||
|
A set of details that is used to identify a party involved in the routing of a payment when the party does not have a code that identifies it within one of the recognized payment systems.
|
||||||||||||||
|
A unique identifier for party that is a participant in a recognized payment system.
|
||||||||||||||
routingIds (defined in RoutingIdentification.model group) |
A set of unique identifiers for a party, eachone identifying the party within a payment system.
|
|||||||||||||
|
A set of unique identifiers for a party, eachone identifying the party within a payment system.
|
||||||||||||||
|
A combination of coded payment system identifiers and details for physical addressing for a party involved in the routing of a payment.
|
||||||||||||||
|
A real name that is used to identify a party involved in the routing of a payment.
|
||||||||||||||
|
A piece of free-format text used to assist the identification of a party involved in the routing of a payment.
|
||||||||||||||
|
The first and last dates of a schedule.
|
||||||||||||||
|
A classification of additional risk classes of the trade, if any.
|
||||||||||||||
secondaryRateSource (defined in FxSpotRateSource complexType) |
An alternative, or secondary, source for where the rate observation will occur.
|
|||||||||||||
|
The party that has sold.
|
||||||||||||||
seller (defined in StrikeSchedule complexType) |
The party that has sold.
|
|||||||||||||
|
A reference to the account that sells this instrument.
|
||||||||||||||
sellerPartyReference (defined in BuyerSeller.model group) |
A reference to the party that sells ("writes") this instrument, i.e. that grants the rights defined by this instrument and in return receives a payment for it.
|
|||||||||||||
servicingParty (in account) |
A reference to the party that services/supports the account.
|
|||||||||||||
servicingParty (in account) |
A reference to the party that services/supports the account.
|
|||||||||||||
settlementAmount (defined in SettlementAmountOrCurrency.model group) |
Settlement Amount
|
|||||||||||||
settlementCurrency (defined in FxCashSettlement complexType) |
The currency in which cash settlement occurs for non-deliverable forwards and cash-settled options (non-deliverable or otherwise).
|
|||||||||||||
settlementCurrency (defined in FxCashSettlementSimple complexType) |
The currency in which cash settlement occurs.
|
|||||||||||||
settlementCurrency (defined in SettlementAmountOrCurrency.model group) |
Settlement Currency for use where the Settlement Amount cannot be known in advance
|
|||||||||||||
settlementDate (defined in FxCashSettlement complexType) |
The date on which settlement is scheduled to occur
|
|||||||||||||
settlementInformation (defined in Payment complexType) |
The information required to settle a currency payment that results from a trade.
|
|||||||||||||
settlementInformation (defined in PaymentDetails complexType) |
The information required to settle a currency payment.
|
|||||||||||||
|
An explicit specification of how a currency payment is to be made, when the payment is not netted and the route is other than the recipient's standard settlement instruction.
|
||||||||||||||
|
The mechanism by which settlement is to be made.
|
||||||||||||||
settlementRateOption (in settlementRateSource defined in FxRateSourceFixing complexType) |
Indicates that an officially defined rate settlement rate option will be the used for the fixing.
|
|||||||||||||
settlementRateSource (defined in FxRateSourceFixing complexType) |
|
|||||||||||||
|
Indicates the size of the resource in bytes.
|
||||||||||||||
|
The set of individual payments that are to be made when a currency payment settling a trade needs to be split between a number of ultimate beneficiaries.
|
||||||||||||||
|
One of the monetary amounts in a split settlement payment.
|
||||||||||||||
|
Typically applicable to the physical settlement of bond and convertible bond options.
|
||||||||||||||
spreadSchedule (defined in FloatingRate complexType) |
The ISDA Spread or a Spread schedule expressed as explicit spreads and dates.
|
|||||||||||||
|
The ISDA Spread or a Spread schedule expressed as explicit spreads and dates.
|
||||||||||||||
|
An optional element used to describe how a trade will settle.
|
||||||||||||||
startDate (defined in Period.model group) |
Date on which this period begins.
|
|||||||||||||
|
A country subdivision used in postal addresses in some countries.
|
||||||||||||||
step (defined in NonNegativeSchedule complexType) |
The schedule of step date and non-negative value pairs.
|
|||||||||||||
|
The schedule of step date and value pairs.
|
||||||||||||||
|
The date on which the associated stepValue becomes effective.
|
||||||||||||||
|
The rate or amount which becomes effective on the associated stepDate.
|
||||||||||||||
stepValue (in step defined in NonNegativeSchedule complexType) |
The non-negative rate or amount which becomes effective on the associated stepDate.
|
|||||||||||||
|
The set of street and building number information that identifies a postal address within a city.
|
||||||||||||||
|
An individual line of street and building number information, forming part of a postal address.
|
||||||||||||||
|
The rate for a cap or floor.
|
||||||||||||||
|
Provides extra information as string.
|
||||||||||||||
|
An actual amount to apply for the initial or final stub period may have been agreed between th two parties.
|
||||||||||||||
|
End date of stub period.
|
||||||||||||||
|
An actual rate to apply for the initial or final stub period may have been agreed between the principal parties (in a similar way to how an initial rate may have been agreed for the first regular period).
|
||||||||||||||
|
Start date of stub period.
|
||||||||||||||
|
Name suffix, such as Jr., III, etc.
|
||||||||||||||
|
Family name, such as Smith or Jones.
|
||||||||||||||
|
A telephonic contact.
|
||||||||||||||
terminationDate (defined in DirectionalLeg complexType) |
Specifies the termination date of this leg of the swap.
|
|||||||||||||
|
A threshold rate.
|
||||||||||||||
time (defined in OffsetPrevailingTime complexType) |
|
|||||||||||||
tradeId (defined in IssuerTradeId.model group) |
|
|||||||||||||
|
The value representing the forecast rate after applying rate treatment rules.
|
||||||||||||||
|
The observed rate after any required rate treatment is applied.
|
||||||||||||||
type (defined in ContractualTermsSupplement complexType) |
Identifies the form of applicable contractual supplement.
|
|||||||||||||
type (defined in RelatedParty complexType) |
Additional definition refining the type of relationship.
|
|||||||||||||
type (defined in SpreadSchedule complexType) |
|
|||||||||||||
|
The type of allocation e.g.
|
||||||||||||||
|
The type of ISDA Credit Support Agreement
|
||||||||||||||
|
The type of telephone number (work, personal, mobile).
|
||||||||||||||
unadjustedDate (defined in AdjustableDate.model group) |
A date subject to adjustment.
|
|||||||||||||
unadjustedDate (defined in AdjustableDate2 complexType) |
A date subject to adjustment.
|
|||||||||||||
unadjustedDate (defined in AdjustableDates complexType) |
A date subject to adjustment.
|
|||||||||||||
|
The first date of a date range.
|
||||||||||||||
|
The last date of a date range.
|
||||||||||||||
|
The price of each unit.
|
||||||||||||||
units (defined in CashflowNotional complexType) |
The units in which an amount (not monetary) is denominated.
|
|||||||||||||
|
Indicates where the resource can be found, as a URL that references the information on a web server accessible to the message recipient.
|
||||||||||||||
|
||||||||||||||
|
Adjusted value date of the future value amount.
|
||||||||||||||
version (defined in VersionHistory.model group) |
The version number
|
|||||||||||||
|
The day of the week on which a weekly reset date occurs.
|
||||||||||||||
Complex Type Summary |
||||||||||||
|
A generic account that represents any party's account at another party.
|
||||||||||||
|
The data type used for account identifiers.
|
||||||||||||
|
The data type used for the name of the account.
|
||||||||||||
|
Reference to an account.
|
||||||||||||
|
The data type used for account type.
|
||||||||||||
|
The data type used for ESMA action type.
|
||||||||||||
|
A type that represents a physical postal address.
|
||||||||||||
|
A type for defining a date that shall be subject to adjustment if it would otherwise fall on a day that is not a business day in the specified business centers, together with the convention for adjusting the date.
|
||||||||||||
|
A type that is different from AdjustableDate in two regards.
|
||||||||||||
|
A type for defining a series of dates that shall be subject to adjustment if they would otherwise fall on a day that is not a business day in the specified business centers, together with the convention for adjusting the dates.
|
||||||||||||
|
A type for defining a series of dates, either as a list of adjustable dates, or a as a repeating sequence from a base date
|
||||||||||||
|
A type for defining a date that shall be subject to adjustment if it would otherwise fall on a day that is not a business day in the specified business centers, together with the convention for adjusting the date.
|
||||||||||||
|
A type giving the choice between defining a date as an explicit date together with applicable adjustments or as relative to some other (anchor) date.
|
||||||||||||
|
A type giving the choice between defining a series of dates as an explicit list of dates together with applicable adjustments or as relative to some other series of (anchor) dates.
|
||||||||||||
|
||||||||||||
|
A type giving the choice between defining a series of dates as an explicit list of dates together with applicable adjustments, or as relative to some other series of (anchor) dates, or as a set of factors to specify periodic occurences.
|
||||||||||||
|
A type defining a date (referred to as the derived date) as a relative offset from another date (referred to as the anchor date) plus optional date adjustments.
|
||||||||||||
|
A type defining the exercise period for an American style option together with any rules governing the notional amount of the underlying which can be exercised on any given exercise date and any associated exercise fees.
|
||||||||||||
|
Specifies a reference to a monetary amount.
|
||||||||||||
|
A type defining a currency amount or a currency amount schedule.
|
||||||||||||
|
||||||||||||
|
A type to define automatic exercise of a swaption.
|
||||||||||||
|
To indicate the limitation percentage and limitation period.
|
||||||||||||
|
A type defining the beneficiary of the funds.
|
||||||||||||
|
A type defining the Bermuda option exercise dates and the expiration date together with any rules govenerning the notional amount of the underlying which can be exercised on any given exercise date and any associated exercise fee.
|
||||||||||||
|
Identifies the market sector in which the trade has been arranged.
|
||||||||||||
|
Identifies the market sector in which the trade has been arranged.
|
||||||||||||
|
A code identifying a business day calendar location.
|
||||||||||||
|
A type for defining business day calendar used in determining whether a day is a business day or not.
|
||||||||||||
|
A pointer style reference to a set of business day calendar defined elsewhere in the document.
|
||||||||||||
|
A type for defining a time with respect to a business day calendar location.
|
||||||||||||
|
A type defining a range of contiguous business days by defining an unadjusted first date, an unadjusted last date and a business day convention and business centers for adjusting the first and last dates if they would otherwise fall on a non business day in the specified business centers.
|
||||||||||||
|
A type defining the business day convention and financial business centers used for adjusting any relevant date if it would otherwise fall on a day that is not a business day in the specified business centers.
|
||||||||||||
|
Reference to a business day adjustments structure.
|
||||||||||||
|
A type that represents information about a unit within an organization.
|
||||||||||||
|
Reference to an organizational unit.
|
||||||||||||
|
A type describing a role played by a unit in one or more transactions.
|
||||||||||||
|
A type defining the ISDA calculation agent responsible for performing duties as defined in the applicable product definitions.
|
||||||||||||
|
A type defining the frequency at which calculation period end dates occur within the regular part of the calculation period schedule and thier roll date convention.
|
||||||||||||
|
An identifier used to identify a single component cashflow.
|
||||||||||||
|
The notional/principal value/quantity/volume used to compute the cashflow.
|
||||||||||||
|
A coding scheme used to describe the type or purpose of a cash flow or cash flow component.
|
||||||||||||
|
A type defining the list of reference institutions polled for relevant rates or prices when determining the cash settlement amount for a product where cash settlement is applicable.
|
||||||||||||
|
Unless otherwise specified, the principal clearance system customarily used for settling trades in the relevant underlying.
|
||||||||||||
|
A type for defining the obligations of the counterparty subject to credit support requirements.
|
||||||||||||
|
||||||||||||
|
A type that represents how to contact an individual or organization.
|
||||||||||||
|
The definitions, such as those published by ISDA, that will define the terms of the trade.
|
||||||||||||
|
||||||||||||
|
A contractual supplement (such as those published by ISDA) that will apply to the trade.
|
||||||||||||
|
A contractual supplement (such as those published by ISDA) and its publication date that will apply to the trade.
|
||||||||||||
|
A type that describes the information to identify a correspondent bank that will make delivery of the funds on the paying bank's behalf in the country where the payment is to be made.
|
||||||||||||
|
The code representation of a country or an area of special sovereignty.
|
||||||||||||
|
A party's credit rating.
|
||||||||||||
|
The repayment precedence of a debt instrument.
|
||||||||||||
|
The agreement executed between the parties and intended to govern collateral arrangement for all OTC derivatives transactions between those parties.
|
||||||||||||
|
||||||||||||
|
||||||||||||
|
The code representation of a currency or fund.
|
||||||||||||
|
List of Dates
|
||||||||||||
|
A type defining an offset used in calculating a date when this date is defined in reference to another date through a date offset.
|
||||||||||||
|
A type defining a contiguous series of calendar dates.
|
||||||||||||
|
Reference to an identified date or a complex date structure.
|
||||||||||||
|
List of DateTimes
|
||||||||||||
|
The specification for how the number of days between two dates is calculated for purposes of calculation of a fixed or floating payment amount and the basis for how many days are assumed to be in a year.
|
||||||||||||
|
Coding scheme that specifies the method according to which an amount or a date is determined.
|
||||||||||||
|
A reference to the return swap notional determination method.
|
||||||||||||
|
An abstract base class for all directional leg types with effective date, termination date, where a payer makes a stream of payments of greater than zero value to a receiver.
|
||||||||||||
|
An entity for defining the definitions that govern the document and should include the year and type of definitions referenced, along with any relevant documentation (such as master agreement) and the date it was signed.
|
||||||||||||
|
A special type meant to be used for elements with no content and no attributes.
|
||||||||||||
|
A legal entity identifier (e.g.
|
||||||||||||
|
The name of the reference entity.
|
||||||||||||
|
A type defining the exercise period for a European style option together with any rules governing the notional amount of the underlying which can be exercised on any given exercise date and any associated exercise fees.
|
||||||||||||
|
A short form unique identifier for an exchange.
|
||||||||||||
|
The abstract base class for all types which define way in which options may be exercised.
|
||||||||||||
|
A type defining the fee payable on exercise of an option.
|
||||||||||||
|
A type to define a fee or schedule of fees to be payable on the exercise of an option.
|
||||||||||||
|
A type defining to whom and where notice of execution should be given.
|
||||||||||||
|
A type describing how notice of exercise should be given.
|
||||||||||||
|
A type describing how notice of exercise should be given.
|
||||||||||||
|
A type defining a floating rate.
|
||||||||||||
|
A type defining the floating rate and definitions relating to the calculation of floating rate amounts.
|
||||||||||||
|
The ISDA Floating Rate Option, i.e. the floating rate index.
|
||||||||||||
|
A type defining a rate index.
|
||||||||||||
|
A type describing a financial formula, with its description and components.
|
||||||||||||
|
Elements describing the components of the formula.
|
||||||||||||
|
A type defining a time frequency, e.g. one day, three months.
|
||||||||||||
|
A type defining a currency amount as at a future value date.
|
||||||||||||
|
A type that is used for describing cash settlement of an option / non deliverable forward.
|
||||||||||||
|
A type that is used for describing cash settlement of a variance or volatility swap option.
|
||||||||||||
|
A type that specifies the source for and timing of a fixing of an exchange rate.
|
||||||||||||
|
||||||||||||
|
A type describing the rate of a currency conversion: pair of currency, quotation mode and exchange rate.
|
||||||||||||
|
Describes a rate source to be fixed and the date the fixing occurs
|
||||||||||||
|
||||||||||||
|
A type defining the rate source and fixing time for an fx rate.
|
||||||||||||
|
Identification of the law governing the transaction.
|
||||||||||||
|
A payment component owed from one party to the other for the cash flow date.
|
||||||||||||
|
Specifies Currency with ID attribute.
|
||||||||||||
|
Reference to a currency with ID attribute
|
||||||||||||
|
A date which can be referenced elsewhere.
|
||||||||||||
|
A type extending the PayerReceiverEnum type wih an id attribute.
|
||||||||||||
|
A rate which can be referenced elsewhere.
|
||||||||||||
|
||||||||||||
|
A party's industry sector classification.
|
||||||||||||
|
||||||||||||
|
A type defining the source for a piece of information (e.g. a rate refix or an fx fixing).
|
||||||||||||
|
A short form unique identifier for a security.
|
||||||||||||
|
A type defining the way in which interests are accrued: the applicable rate (fixed or floating reference) and the compounding method.
|
||||||||||||
|
A type describing the method for accruing interests on dividends.
|
||||||||||||
|
A type that describes the information to identify an intermediary through which payment will be made by the correspondent bank to the ultimate beneficiary of the funds.
|
||||||||||||
|
The type of interpolation used.
|
||||||||||||
|
The data type used for issuer identifiers.
|
||||||||||||
|
A complex type for a two part identifier such as a USI.
|
||||||||||||
|
The data type used for indicating the language of the resource, described using the ISO 639-2/T Code.
|
||||||||||||
|
A supertype of leg.
|
||||||||||||
|
A type defining a legal entity.
|
||||||||||||
|
References a credit entity defined elsewhere in the document.
|
||||||||||||
|
Leg identity.
|
||||||||||||
|
Version aware identification of a leg.
|
||||||||||||
|
A type to define the main publication source.
|
||||||||||||
|
A type defining manual exercise, i.e. that the option buyer counterparty must give notice to the option seller of exercise.
|
||||||||||||
|
An entity for defining the agreement executed between the parties and intended to govern all OTC derivatives transactions between those parties.
|
||||||||||||
|
A master agreement identifier allocated by a party.
|
||||||||||||
|
||||||||||||
|
||||||||||||
|
An entity for defining the master confirmation agreement executed between the parties.
|
||||||||||||
|
||||||||||||
|
||||||||||||
|
An identifier used to identify matched cashflows.
|
||||||||||||
|
A type defining a mathematical expression.
|
||||||||||||
|
||||||||||||
|
||||||||||||
|
The type that indicates the type of media used to store the content.
|
||||||||||||
|
A type defining a currency amount.
|
||||||||||||
|
Abstract base class for all money types.
|
||||||||||||
|
A type defining multiple exercises.
|
||||||||||||
|
A type defining a currency amount or a currency amount schedule.
|
||||||||||||
|
A type defining a non negative money amount.
|
||||||||||||
|
A complex type to specify non negative payments.
|
||||||||||||
|
A type defining a schedule of non-negative rates or amounts in terms of an initial value and then a series of step date and value pairs.
|
||||||||||||
|
A type defining a step date and non-negative step value pair.
|
||||||||||||
|
A complex type to specify the notional amount.
|
||||||||||||
|
A reference to the notional amount.
|
||||||||||||
|
A reference to the notional amount.
|
||||||||||||
|
A reference to the number of options.
|
||||||||||||
|
A reference to the number of units.
|
||||||||||||
|
A type defining the frequency at which calculation period end dates occur within the regular part of the calculation period schedule and thier roll date convention.
|
||||||||||||
|
A type defining an offset used in calculating a new date relative to a reference date.
|
||||||||||||
|
Allows the specification of a time that may be on a day prior or subsequent to the day in question.
|
||||||||||||
|
||||||||||||
|
A code that describes what type of role an organization plays, for example a SwapsDealer, a Major Swaps Participant, or Other
|
||||||||||||
|
||||||||||||
|
A type defining partial exercise.
|
||||||||||||
|
A type defining a legal entity or a subdivision of a legal entity.
|
||||||||||||
|
The data type used for party group classification.
|
||||||||||||
|
The data type used for party identifiers.
|
||||||||||||
|
The data type used for the legal name of an organization.
|
||||||||||||
|
Reference to a party.
|
||||||||||||
|
A type describing a role played by a party in one or more transactions.
|
||||||||||||
|
A type refining the role a role played by a party in one or more transactions.
|
||||||||||||
|
A reference to a partyTradeIdentifier object.
|
||||||||||||
|
A type for defining payments.
|
||||||||||||
|
An abstract base class for payment types.
|
||||||||||||
|
Base type for payments.
|
||||||||||||
|
||||||||||||
|
Details on the referenced payment. e.g.
|
||||||||||||
|
Reference to a payment.
|
||||||||||||
|
The abstract base type from which all calculation rules of the independent amount must be derived.
|
||||||||||||
|
||||||||||||
|
A type to define recurring periods or time offsets.
|
||||||||||||
|
||||||||||||
|
A type that represents information about a person connected with a trade or business process.
|
||||||||||||
|
An identifier used to identify an individual person.
|
||||||||||||
|
Reference to an individual.
|
||||||||||||
|
A type describing a role played by a person in one or more transactions.
|
||||||||||||
|
A type defining a positive money amount
|
||||||||||||
|
A type for defining a time with respect to a geographic location, for example 11:00 Phoenix, USA.
|
||||||||||||
|
An abstract pricing structure base type.
|
||||||||||||
|
Reference to a pricing structure or any derived components (i.e. yield curve).
|
||||||||||||
|
A type defining which principal exchanges occur for the stream.
|
||||||||||||
|
The base type which all FpML products extend.
|
||||||||||||
|
||||||||||||
|
Reference to a full FpML product.
|
||||||||||||
|
||||||||||||
|
The proposed collateral allocation.
|
||||||||||||
|
A type that describes the composition of a rate that has been quoted or is to be quoted.
|
||||||||||||
|
The abstract base class for all types which define interest rate streams.
|
||||||||||||
|
A type defining parameters associated with an individual observation or fixing.
|
||||||||||||
|
Reference to any rate (floating, inflation) derived from the abstract Rate component.
|
||||||||||||
|
||||||||||||
|
The abstract base class for all types which define intra-document pointers.
|
||||||||||||
|
Specifies the reference amount using a scheme.
|
||||||||||||
|
A type to describe an institution (party) identified by means of a coding scheme and an optional name.
|
||||||||||||
|
||||||||||||
|
A code that describes the world region of a counterparty.
|
||||||||||||
|
||||||||||||
|
||||||||||||
|
||||||||||||
|
A type defining a date (referred to as the derived date) as a relative offset from another date (referred to as the anchor date).
|
||||||||||||
|
A type describing a set of dates defined as relative to another set of dates.
|
||||||||||||
|
A type describing a date when this date is defined in reference to another date through one or several date offsets.
|
||||||||||||
|
An identifier of an reporting regime or format used for regulatory reporting, for example DoddFrankAct, MiFID, HongKongOTCDRepository, etc.
|
||||||||||||
|
||||||||||||
|
A date with a required identifier which can be referenced elsewhere.
|
||||||||||||
|
A type defining the reset frequency.
|
||||||||||||
|
Describes the resource that contains the media representation of a business event (i.e used for stating the Publicly Available Information).
|
||||||||||||
|
The data type used for resource identifiers.
|
||||||||||||
|
The type that indicates the length of the resource.
|
||||||||||||
|
The data type used for describing the type or purpose of a resource, e.g.
|
||||||||||||
|
A reference to the return swap notional amount.
|
||||||||||||
|
A type defining a rounding direction and precision to be used in the rounding of a rate.
|
||||||||||||
|
A type that provides three alternative ways of identifying a party involved in the routing of a payment.
|
||||||||||||
|
A type that models name, address and supplementary textual information for the purposes of identifying a party involved in the routing of a payment.
|
||||||||||||
|
||||||||||||
|
A type that provides for identifying a party involved in the routing of a payment by means of one or more standard identification codes.
|
||||||||||||
|
A type that provides a combination of payment system identification codes with physical postal address details, for the purposes of identifying a party involved in the routing of a payment.
|
||||||||||||
|
A type defining a schedule of rates or amounts in terms of an initial value and then a series of step date and value pairs.
|
||||||||||||
|
Reference to a schedule of rates or amounts.
|
||||||||||||
|
A type that represents the choice of methods for settling a potential currency payment resulting from a trade: by means of a standard settlement instruction, by netting it out with other payments, or with an explicit settlement instruction.
|
||||||||||||
|
A type that models a complete instruction for settling a currency payment, including the settlement method to be used, the correspondent bank, any intermediary banks and the ultimate beneficary.
|
||||||||||||
|
||||||||||||
|
Coding scheme that specifies the settlement price default election.
|
||||||||||||
|
The source from which the settlement price is to be obtained, e.g. a Reuters page, Prezzo di Riferimento, etc.
|
||||||||||||
|
A type defining the settlement rate options through a scheme reflecting the terms of the Annex A to the 1998 FX and Currency Option Definitions.
|
||||||||||||
|
A type describing the method for obtaining a settlement rate.
|
||||||||||||
|
TBA
|
||||||||||||
|
A complex type to specified payments in a simpler fashion than the Payment type.
|
||||||||||||
|
A type that supports the division of a gross settlement amount into a number of split settlements, each requiring its own settlement instruction.
|
||||||||||||
|
Adds an optional spread type element to the Schedule to identify a long or short spread value.
|
||||||||||||
|
Provides a reference to a spread schedule.
|
||||||||||||
|
Defines a Spread Type Scheme to identify a long or short spread value.
|
||||||||||||
|
A type defining a step date and step value pair.
|
||||||||||||
|
A type defining a step date and step value pair.
|
||||||||||||
|
A type that describes the set of street and building number information that identifies a postal address within a city.
|
||||||||||||
|
A type describing a single cap or floor rate.
|
||||||||||||
|
A type describing a schedule of cap or floor rates.
|
||||||||||||
|
A type defining how a stub calculation period amount is calculated and the start and end date of the stub.
|
||||||||||||
|
A type defining how a stub calculation period amount is calculated.
|
||||||||||||
|
An identifier of an organization that supervises or regulates trading activity, e.g.
|
||||||||||||
|
||||||||||||
|
A type that represents a telephonic contact.
|
||||||||||||
|
A geophraphic location for the purposes of defining a prevailing time according to the tz database.
|
||||||||||||
|
A trade reference identifier allocated by a party.
|
||||||||||||
|
A type describing interest payments associated with and underlyer, such as financing
|
||||||||||||
|
A type used to record information about a unit, subdivision, desk, or other similar business entity.
|
||||||||||||
Simple Type Summary |
||||||
|
A type defining a number specified as a decimal between -1 and 1 inclusive.
|
||||||
|
A type defining a time specified in hh:mm:ss format where the second component must be '00', e.g. 11am would be represented as 11:00:00.
|
||||||
|
||||||
|
The base class for all types which define coding schemes that must be populated.
|
||||||
|
A URI that cannot be empty.
|
||||||
|
A type defining a number specified as non negative decimal greater than 0 inclusive.
|
||||||
|
A normalized string that may not be empty
|
||||||
|
A type defining a number specified as positive decimal greater than 0 exclusive.
|
||||||
|
A type defining a percentage specified as decimal from 0 to 1.
|
||||||
|
The base class for all types which define coding schemes that are allowed to be empty.
|
||||||
|
A string that may not be empty
|
||||||
|
A token that may not be empty
|
||||||
|
A type defining a token of length between 1 and 60 characters inclusive.
|
||||||
Element Group Summary |
||||||||||
|
||||||||||
|
||||||||||
|
||||||||||
|
||||||||||
|
||||||||||
|
A model group for a two part identifier such as a USI.
|
||||||||||
|
||||||||||
|
||||||||||
|
Supporting party and account definitions.
|
||||||||||
|
A model group with the content model of a party.
|
||||||||||
|
||||||||||
|
Information about a party for reporting purposes.
|
||||||||||
|
||||||||||
|
||||||||||
|
A model group for representing the discounting elements that can be associated with a payment.
|
||||||||||
|
||||||||||
|
A model group for representing the option premium when expressed in a way other than an amount.
|
||||||||||
|
||||||||||
|
||||||||||
|
||||||||||
|
||||||||||
|
||||||||||
|
Stock Loan Content Model
|
||||||||||
|
A group which has unit based trade elements (copied from FpML Extensions 2.2 - fpmlext-repo.xsd).
|
||||||||||
|
||||||||||
|
<?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: 12102 $" 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-enum-5-8.xsd"/>
<xsd:annotation>
</xsd:simpleType>
<xsd:documentation xml:lang="en">
</xsd:annotation>
A type defining a number specified as a decimal between -1 and 1 inclusive.
</xsd:documentation>
<xsd:restriction base="xsd:decimal">
<xsd:minInclusive value="-1"/>
</xsd:restriction>
<xsd:maxInclusive value="1"/>
<xsd:annotation>
</xsd:simpleType>
<xsd:documentation xml:lang="en">
</xsd:annotation>
A type defining a time specified in hh:mm:ss format where the second component must be '00', e.g. 11am would be represented as 11:00:00.
</xsd:documentation>
<xsd:restriction base="xsd:time">
<xsd:pattern value="[0-2][0-9]:[0-5][0-9]:00"/>
</xsd:restriction>
<xsd:restriction base="xsd:normalizedString">
</xsd:simpleType>
<xsd:length value="1"/>
</xsd:restriction>
<xsd:annotation>
</xsd:simpleType>
<xsd:documentation xml:lang="en">
</xsd:annotation>
A type defining a number specified as non negative decimal greater than 0 inclusive.
</xsd:documentation>
<xsd:restriction base="xsd:decimal">
<xsd:minInclusive value="0"/>
</xsd:restriction>
<xsd:annotation>
</xsd:simpleType>
<xsd:documentation xml:lang="en">
</xsd:annotation>
A type defining a number specified as positive decimal greater than 0 exclusive.
</xsd:documentation>
<xsd:restriction base="xsd:decimal">
<xsd:minExclusive value="0"/>
</xsd:restriction>
<xsd:annotation>
</xsd:simpleType>
<xsd:documentation xml:lang="en">
</xsd:annotation>
A type defining a percentage specified as decimal from 0 to 1. A percentage of 5% would be represented as 0.05.
</xsd:documentation>
<xsd:restriction base="xsd:decimal">
<xsd:minInclusive value="0"/>
</xsd:restriction>
<xsd:maxInclusive value="1"/>
<xsd:annotation>
</xsd:simpleType>
<xsd:documentation xml:lang="en">
</xsd:annotation>
The base class for all types which define coding schemes that are allowed to be empty.
</xsd:documentation>
<xsd:maxLength value="255"/>
</xsd:restriction>
<xsd:annotation>
</xsd:simpleType>
<xsd:documentation xml:lang="en">
</xsd:annotation>
The base class for all types which define coding schemes that must be populated.
</xsd:documentation>
<xsd:minLength value="1"/>
</xsd:restriction>
<xsd:maxLength value="255"/>
<xsd:annotation>
</xsd:annotation>
</xsd:simpleType>
<xsd:restriction base="xsd:anyURI">
<xsd:minLength value="1"/>
</xsd:restriction>
<xsd:annotation>
</xsd:annotation>
</xsd:simpleType>
<xsd:restriction base="xsd:string">
<xsd:maxLength value="255"/>
</xsd:restriction>
<xsd:annotation>
</xsd:annotation>
</xsd:simpleType>
<xsd:restriction base="xsd:normalizedString">
<xsd:minLength value="0"/>
</xsd:restriction>
<xsd:annotation>
</xsd:annotation>
</xsd:simpleType>
<xsd:restriction base="xsd:token">
<xsd:minLength value="0"/>
</xsd:restriction>
<xsd:annotation>
</xsd:simpleType>
<xsd:documentation xml:lang="en">
</xsd:annotation>
A type defining a token of length between 1 and 60 characters inclusive.
</xsd:documentation>
<xsd:minLength value="1"/>
</xsd:restriction>
<xsd:maxLength value="60"/>
<xsd:annotation>
</xsd:complexType>
<xsd:documentation xml:lang="en">
</xsd:annotation>
A generic account that represents any party's account at another party. Parties may be identified by the account at another party.
</xsd:documentation>
<xsd:sequence>
<xsd:element maxOccurs="unbounded" name="accountId" type="AccountId">
</xsd:sequence>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
An account identifier. For example an Account number.
</xsd:documentation>
<xsd:annotation>
</xsd:annotation>
</xsd:element>
<xsd:annotation>
</xsd:annotation>
</xsd:element>
<xsd:choice>
<xsd:sequence>
</xsd:choice>
<xsd:element name="accountBeneficiary" type="PartyReference">
</xsd:sequence>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
A reference to the party beneficiary of the account.
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
A reference to the party that services/supports the account.
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
A reference to the party that services/supports the account.
</xsd:documentation>
<xsd:annotation>
</xsd:attribute>
<xsd:documentation xml:lang="en">
</xsd:annotation>
The unique identifier for the account within the document.
</xsd:documentation>
<xsd:annotation>
</xsd:annotation>
</xsd:complexType>
<xsd:simpleContent>
<xsd:extension base="NonEmptyScheme">
</xsd:simpleContent>
<xsd:attribute name="accountIdScheme" type="NonEmptyURI">
</xsd:extension>
<xsd:annotation>
</xsd:attribute>
<xsd:documentation xml:lang="en">
</xsd:annotation>
The identifier scheme used with this accountId. A unique URI to determine the authoritative issuer of these identifiers.
</xsd:documentation>
<xsd:annotation>
</xsd:complexType>
<xsd:documentation xml:lang="en">The data type used for the name of the account.</xsd:documentation>
</xsd:annotation>
<xsd:simpleContent>
<xsd:extension base="Scheme">
</xsd:simpleContent>
<xsd:attribute name="accountNameScheme" type="NonEmptyURI" use="optional">
</xsd:extension>
<xsd:annotation>
</xsd:attribute>
<xsd:documentation xml:lang="en">
</xsd:annotation>
The identifier scheme used with this accountName. A unique URI to determine the source of the account name.
</xsd:documentation>
<xsd:annotation>
</xsd:annotation>
</xsd:complexType>
<xsd:complexContent>
</xsd:complexContent>
<xsd:annotation>
</xsd:annotation>
</xsd:complexType>
<xsd:simpleContent>
<xsd:extension base="Scheme">
</xsd:simpleContent>
<xsd:attribute default="http://www.fpml.org/coding-scheme/account-type" name="accountTypeScheme" type="NonEmptyURI">
</xsd:extension>
<xsd:annotation>
</xsd:attribute>
<xsd:documentation xml:lang="en">
</xsd:annotation>
The identifier scheme used with this accountType. A unique URI to determine the the type of account.
</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/action-type" name="actionTypeScheme" type="xsd:anyURI">
</xsd:extension>
<xsd:annotation>
</xsd:attribute>
<xsd:documentation xml:lang="en">
</xsd:annotation>
The identifier scheme used with this actionType. A unique URI to determine the the type of action.
</xsd:documentation>
<xsd:annotation>
</xsd:complexType>
<xsd:documentation xml:lang="en">A type that represents a physical postal address.</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element minOccurs="0" name="streetAddress" type="StreetAddress">
</xsd:sequence>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
The set of street and building number information that identifies a postal address within a city.
</xsd:documentation>
<xsd:annotation>
</xsd:annotation>
</xsd:element>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
A country subdivision used in postal addresses in some countries. For example, US states, Canadian provinces, Swiss cantons.
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
The ISO 3166 standard code for the country within which the postal address is located.
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
The code, required for computerised mail sorting systems, that is allocated to a physical address by a national postal authority.
</xsd:documentation>
<xsd:annotation>
</xsd:complexType>
<xsd:documentation xml:lang="en">
</xsd:annotation>
A type for defining a date that shall be subject to adjustment if it would otherwise fall on a day that is not a business day in the specified business centers, together with the convention for adjusting the date.
</xsd:documentation>
<xsd:annotation>
</xsd:complexType>
<xsd:documentation xml:lang="en">
</xsd:annotation>
A type that is different from AdjustableDate in two regards. First, date adjustments can be specified with either a dateAdjustments element or a reference to an existing dateAdjustments element. Second, it does not require the specification of date adjustments.
</xsd:documentation>
<xsd:sequence>
<xsd:element name="unadjustedDate" type="IdentifiedDate">
</xsd:sequence>
<xsd:annotation>
</xsd:annotation>
</xsd:element>
<xsd:choice minOccurs="0">
<xsd:element name="dateAdjustments" type="BusinessDayAdjustments">
</xsd:choice>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
The business day convention and financial business centers used for adjusting the date if it would otherwise fall on a day that is not a business dat in the specified business centers.
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
A pointer style reference to date adjustments defined elsewhere in the document.
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
The date once the adjustment has been performed. (Note that this date may change if the business center holidays change).
</xsd:documentation>
<xsd:annotation>
</xsd:complexType>
<xsd:documentation xml:lang="en">
</xsd:annotation>
A type for defining a series of dates that shall be subject to adjustment if they would otherwise fall on a day that is not a business day in the specified business centers, together with the convention for adjusting the dates.
</xsd:documentation>
<xsd:sequence>
<xsd:element maxOccurs="unbounded" name="unadjustedDate" type="IdentifiedDate">
</xsd:sequence>
<xsd:annotation>
</xsd:annotation>
</xsd:element>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
The business day convention and financial business centers used for adjusting the date if it would otherwise fall on a day that is not a business dat in the specified business centers.
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
The date once the adjustment has been performed. (Note that this date may change if the business center holidays change).
</xsd:documentation>
<xsd:annotation>
</xsd:complexType>
<xsd:documentation xml:lang="en">
</xsd:annotation>
A type for defining a series of dates, either as a list of adjustable dates, or a as a repeating sequence from a base date
</xsd:documentation>
<xsd:choice>
<xsd:element name="adjustableDates" type="AdjustableDates">
</xsd:choice>
<xsd:annotation>
</xsd:annotation>
</xsd:element>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
A series of dates specified as a repeating sequence from a base date.
</xsd:documentation>
<xsd:annotation>
</xsd:complexType>
<xsd:documentation xml:lang="en">
</xsd:annotation>
A type for defining a date that shall be subject to adjustment if it would otherwise fall on a day that is not a business day in the specified business centers, together with the convention for adjusting the date.
</xsd:documentation>
<xsd:choice>
<xsd:group ref="AdjustableDate.model"/>
</xsd:choice>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
The date once the adjustment has been performed. (Note that this date may change if the business center holidays change).
</xsd:documentation>
<xsd:annotation>
</xsd:complexType>
<xsd:documentation xml:lang="en">
</xsd:annotation>
A type giving the choice between defining a date as an explicit date together with applicable adjustments or as relative to some other (anchor) date.
</xsd:documentation>
<xsd:choice>
<xsd:element name="adjustableDate" type="AdjustableDate">
</xsd:choice>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
A date that shall be subject to adjustment if it would otherwise fall on a day that is not a business day in the specified business centers, together with the convention for adjusting the date.
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
A date specified as some offset to another date (the anchor date).
</xsd:documentation>
<xsd:annotation>
</xsd:complexType>
<xsd:documentation xml:lang="en">
</xsd:annotation>
A type giving the choice between defining a series of dates as an explicit list of dates together with applicable adjustments or as relative to some other series of (anchor) dates.
</xsd:documentation>
<xsd:choice>
<xsd:element name="adjustableDates" type="AdjustableDates">
</xsd:choice>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
A series of dates that shall be subject to adjustment if they would otherwise fall on a day that is not a business day in the specified business centers, together with the convention for adjusting the date.
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
A series of dates specified as some offset to another series of dates (the anchor dates).
</xsd:documentation>
<xsd:choice>
</xsd:complexType>
<xsd:element name="adjustableDates" type="AdjustableDates">
</xsd:choice>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
A series of dates that shall be subject to adjustment if they would otherwise fall on a day that is not a business day in the specified business centers, together with the convention for adjusting the date.
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
A series of dates specified as some offset to other dates (the anchor dates) which can
</xsd:documentation>
<xsd:annotation>
</xsd:complexType>
<xsd:documentation xml:lang="en">
</xsd:annotation>
A type giving the choice between defining a series of dates as an explicit list of dates together with applicable adjustments, or as relative to some other series of (anchor) dates, or as a set of factors to specify periodic occurences.
</xsd:documentation>
<xsd:choice>
<xsd:element name="adjustableDates" type="AdjustableDates">
</xsd:choice>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
A series of dates that shall be subject to adjustment if they would otherwise fall on a day that is not a business day in the specified business centers, together with the convention for adjusting the date.
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
A series of dates specified as some offset to another series of dates (the anchor dates).
</xsd:documentation>
<xsd:annotation>
</xsd:complexType>
<xsd:documentation xml:lang="en">
</xsd:annotation>
A type defining a date (referred to as the derived date) as a relative offset from another date (referred to as the anchor date) plus optional date adjustments.
</xsd:documentation>
<xsd:complexContent>
<xsd:extension base="RelativeDateOffset">
</xsd:complexContent>
<xsd:sequence>
</xsd:extension>
<xsd:element minOccurs="0" name="relativeDateAdjustments" type="BusinessDayAdjustments">
</xsd:sequence>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
The business day convention and financial business centers used for adjusting the relative date if it would otherwise fall on a day that is not a business date in the specified business centers.
</xsd:documentation>
<xsd:annotation>
</xsd:complexType>
<xsd:documentation xml:lang="en">
</xsd:annotation>
A type defining the exercise period for an American style option together with any rules governing the notional amount of the underlying which can be exercised on any given exercise date and any associated exercise fees.
</xsd:documentation>
<xsd:complexContent>
<xsd:extension base="Exercise">
</xsd:complexContent>
<xsd:sequence>
</xsd:extension>
<xsd:element name="commencementDate" type="AdjustableOrRelativeDate">
</xsd:sequence>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
The first day of the exercise period for an American style option.
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
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:documentation xml:lang="en">
</xsd:annotation>
The date on the underlying set by the exercise of an option. What this date is depends on the option (e.g. in a swaption it is the swap effective date, in an extendible/cancelable provision it is the swap termination date).
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
The earliest time at which notice of exercise can be given by the buyer to the seller (or seller's agent) i) on the expriation date, in the case of a European style option, (ii) on each bermuda option exercise date and the expiration date, in the case of a Bermuda style option the commencement date to, and including, the expiration date , in the case of an American option.
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
For a Bermuda or American style option, the latest time on an exercise business day (excluding the expiration date) within the exercise period that notice can be given by the buyer to the seller or seller's agent. Notice of exercise given after this time will be deemed to have been given on the next exercise business day.
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">The latest time for exercise on expirationDate.</xsd:documentation>
</xsd:annotation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
As defined in the 2000 ISDA Definitions, Section 12.4. Multiple Exercise, the buyer of the option has the right to exercise all or less than all the unexercised notional amount of the underlying swap on one or more days in the exercise period, but on any such day may not exercise less than the minimum notional amount or more that the maximum notional amount, and if an integral multiple amount is specified, the notional amount exercised must be equal to, or be an intergral multiple of, the integral multiple amount.
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
The fees associated with an exercise date. The fees are conditional on the exercise occuring. The fees can be specified as actual currency amounts or as percentages of the notional amount being exercised.
</xsd:documentation>
<xsd:annotation>
</xsd:annotation>
</xsd:complexType>
<xsd:complexContent>
</xsd:complexContent>
<xsd:annotation>
</xsd:complexType>
<xsd:documentation xml:lang="en">
</xsd:annotation>
A type defining a currency amount or a currency amount schedule.
</xsd:documentation>
<xsd:complexContent>
<xsd:extension base="Schedule">
</xsd:complexContent>
<xsd:sequence>
</xsd:extension>
<xsd:element name="currency" type="Currency">
</xsd:sequence>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">The currency in which an amount is denominated.</xsd:documentation>
</xsd:annotation>
<xsd:simpleContent>
</xsd:complexType>
<xsd:extension base="Scheme">
</xsd:simpleContent>
<xsd:attribute default="http://www.fpml.org/coding-scheme/asset-class" name="assetClassScheme" type="NonEmptyURI"/>
</xsd:extension>
<xsd:annotation>
</xsd:complexType>
<xsd:documentation xml:lang="en">
</xsd:annotation>
A type to define automatic exercise of a swaption. With automatic exercise the option is deemed to have exercised if it is in the money by more than the threshold amount on the exercise date.
</xsd:documentation>
<xsd:sequence>
<xsd:element name="thresholdRate" type="xsd:decimal">
</xsd:sequence>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
A threshold rate. The threshold of 0.10% would be represented as 0.001
</xsd:documentation>
<xsd:annotation>
</xsd:complexType>
<xsd:documentation xml:lang="en">
</xsd:annotation>
To indicate the limitation percentage and limitation period.
</xsd:documentation>
<xsd:sequence>
<xsd:element name="limitationPercentage" type="RestrictedPercentage">
</xsd:sequence>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
Specifies the limitation percentage in Average Daily trading volume.
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
Specifies the limitation period for Average Daily trading volume in number of days.
</xsd:documentation>
<xsd:annotation>
</xsd:annotation>
</xsd:complexType>
<xsd:sequence>
<xsd:group ref="RoutingIdentification.model"/>
</xsd:sequence>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
Link to the party acting as beneficiary. This element can only appear within the beneficiary container element.
</xsd:documentation>
<xsd:annotation>
</xsd:complexType>
<xsd:documentation xml:lang="en">
</xsd:annotation>
A type defining the Bermuda option exercise dates and the expiration date together with any rules govenerning the notional amount of the underlying which can be exercised on any given exercise date and any associated exercise fee.
</xsd:documentation>
<xsd:complexContent>
<xsd:extension base="Exercise">
</xsd:complexContent>
<xsd:sequence>
</xsd:extension>
<xsd:element name="bermudaExerciseDates" type="AdjustableOrRelativeDates">
</xsd:sequence>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
The dates the define the Bermuda option exercise dates and the expiration date. The last specified date is assumed to be the expiration date. The dates can either be specified as a series of explicit dates and associated adjustments or as a series of dates defined relative to another schedule of dates, for example, the calculation period start dates. Where a relative series of dates are defined the first and last possible exercise dates can be separately specified.
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
The date on the underlying set by the exercise of an option. What this date is depends on the option (e.g. in a swaption it is the swap effective date, in an extendible/cancelable provision it is the swap termination date).
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
The earliest time at which notice of exercise can be given by the buyer to the seller (or seller's agent) i) on the expriation date, in the case of a European style option, (ii) on each bermuda option exercise date and the expiration date, in the case of a Bermuda style option the commencement date to, and including, the expiration date , in the case of an American option.
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
For a Bermuda or American style option, the latest time on an exercise business day (excluding the expiration date) within the exercise period that notice can be given by the buyer to the seller or seller's agent. Notice of exercise given after this time will be deemed to have been given on the next exercise business day.
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">The latest time for exercise on expirationDate.</xsd:documentation>
</xsd:annotation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
As defined in the 2000 ISDA Definitions, Section 12.4. Multiple Exercise, the buyer of the option has the right to exercise all or less than all the unexercised notional amount of the underlying swap on one or more days in the exercise period, but on any such day may not exercise less than the minimum notional amount or more that the maximum notional amount, and if an integral multiple amount is specified, the notional amount exercised must be equal to, or be an intergral multiple of, the integral multiple amount.
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
The fees associated with an exercise date. The fees are conditional on the exercise occuring. The fees can be specified as actual currency amounts or as percentages of the notional amount being exercised.
</xsd:documentation>
<xsd:annotation>
</xsd:complexType>
<xsd:documentation xml:lang="en">
</xsd:annotation>
Identifies the market sector in which the trade has been arranged.
</xsd:documentation>
<xsd:sequence>
<xsd:element name="brokerConfirmationType" type="BrokerConfirmationType">
</xsd:sequence>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
The type of broker confirmation executed between the parties.
</xsd:documentation>
<xsd:annotation>
</xsd:complexType>
<xsd:documentation xml:lang="en">
</xsd:annotation>
Identifies the market sector in which the trade has been arranged.
</xsd:documentation>
<xsd:simpleContent>
<xsd:extension base="Scheme">
</xsd:simpleContent>
<xsd:attribute default="http://www.fpml.org/coding-scheme/broker-confirmation-type" name="brokerConfirmationTypeScheme" type="NonEmptyURI"/>
</xsd:extension>
<xsd:annotation>
</xsd:complexType>
<xsd:documentation xml:lang="en">
</xsd:annotation>
A code identifying a business day calendar location. A business day calendar location is drawn from the list identified by the business day calendar location scheme.
</xsd:documentation>
<xsd:simpleContent>
<xsd:extension base="Scheme">
</xsd:simpleContent>
<xsd:attribute default="http://www.fpml.org/coding-scheme/business-center" name="businessCenterScheme" type="NonEmptyURI"/>
</xsd:extension>
<xsd:annotation>
</xsd:complexType>
<xsd:documentation xml:lang="en">
</xsd:annotation>
A type for defining business day calendar used in determining whether a day is a business day or not. A list of business day calendar locations may be ordered in the document alphabetically based on business day calendar location code. An FpML document containing an unordered business day calendar location list is still regarded as a conformant document.
</xsd:documentation>
<xsd:sequence>
</xsd:sequence>
<xsd:annotation>
</xsd:complexType>
<xsd:documentation xml:lang="en">
</xsd:annotation>
A pointer style reference to a set of business day calendar defined elsewhere in the document.
</xsd:documentation>
<xsd:complexContent>
</xsd:complexContent>
<xsd:annotation>
</xsd:complexType>
<xsd:documentation xml:lang="en">
</xsd:annotation>
A type for defining a time with respect to a business day calendar location. For example, 11:00am London time.
</xsd:documentation>
<xsd:sequence>
<xsd:element name="hourMinuteTime" type="HourMinuteTime">
</xsd:sequence>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
A time specified in hh:mm:ss format where the second component must be '00', e.g. 11am would be represented as 11:00:00.
</xsd:documentation>
<xsd:annotation>
</xsd:complexType>
<xsd:documentation xml:lang="en">
</xsd:annotation>
A type defining a range of contiguous business days by defining an unadjusted first date, an unadjusted last date and a business day convention and business centers for adjusting the first and last dates if they would otherwise fall on a non business day in the specified business centers. The days between the first and last date must also be good business days in the specified centers to be counted in the range.
</xsd:documentation>
<xsd:complexContent>
<xsd:extension base="DateRange">
</xsd:complexContent>
<xsd:sequence>
</xsd:extension>
<xsd:element name="businessDayConvention" type="BusinessDayConventionEnum">
</xsd:sequence>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
The convention for adjusting a date if it would otherwise fall on a day that is not a business day.
</xsd:documentation>
<xsd:annotation>
</xsd:complexType>
<xsd:documentation xml:lang="en">
</xsd:annotation>
A type defining the business day convention and financial business centers used for adjusting any relevant date if it would otherwise fall on a day that is not a business day in the specified business centers.
</xsd:documentation>
<xsd:sequence>
<xsd:element name="businessDayConvention" type="BusinessDayConventionEnum">
</xsd:sequence>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
The convention for adjusting a date if it would otherwise fall on a day that is not a business day.
</xsd:documentation>
<xsd:annotation>
</xsd:complexType>
<xsd:documentation xml:lang="en">
</xsd:annotation>
Reference to a business day adjustments structure.
</xsd:documentation>
<xsd:complexContent>
<xsd:extension base="Reference">
</xsd:complexContent>
<xsd:attribute ecore:reference="BusinessDayAdjustments" name="href" type="xsd:IDREF" use="required"/>
</xsd:extension>
<xsd:annotation>
</xsd:complexType>
<xsd:documentation xml:lang="en">
</xsd:annotation>
A type that represents information about a unit within an organization.
</xsd:documentation>
<xsd:sequence>
<xsd:element minOccurs="0" name="name" type="String">
</xsd:sequence>
<xsd:annotation>
</xsd:annotation>
</xsd:element>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
An identifier used to uniquely identify organization unit
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
Information on how to contact the unit using various means.
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
The ISO 3166 standard code for the country where the individual works.
</xsd:documentation>
<xsd:annotation>
</xsd:annotation>
</xsd:complexType>
<xsd:complexContent>
</xsd:complexContent>
<xsd:annotation>
</xsd:complexType>
<xsd:documentation xml:lang="en">
</xsd:annotation>
A type describing a role played by a unit in one or more transactions. Examples include roles such as Trader, Collateral, Confirmation, Settlement, etc. This can be extended to provide custom roles.
</xsd:documentation>
<xsd:simpleContent>
<xsd:extension base="Scheme">
</xsd:simpleContent>
<xsd:attribute default="http://www.fpml.org/coding-scheme/unit-role" name="unitRoleScheme" type="NonEmptyURI"/>
</xsd:extension>
<xsd:annotation>
</xsd:complexType>
<xsd:documentation xml:lang="en">
</xsd:annotation>
A type defining the ISDA calculation agent responsible for performing duties as defined in the applicable product definitions.
</xsd:documentation>
<xsd:choice>
<xsd:element maxOccurs="unbounded" name="calculationAgentPartyReference" type="PartyReference">
</xsd:choice>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
A pointer style reference to a party identifier defined elsewhere in the document. The party referenced is the ISDA Calculation Agent for the trade. If more than one party is referenced then the parties are assumed to be co-calculation agents, i.e. they have joint responsibility.
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
The ISDA calculation agent responsible for performing duties as defined in the applicable product definitions. For example, the Calculation Agent may be defined as being the Non-exercising Party.
</xsd:documentation>
<xsd:annotation>
</xsd:complexType>
<xsd:documentation xml:lang="en">
</xsd:annotation>
A type defining the frequency at which calculation period end dates occur within the regular part of the calculation period schedule and thier roll date convention. In case the calculation frequency is of value T (term), the period is defined by the swap\swapStream\calculationPerioDates\effectiveDate and the swap\swapStream\calculationPerioDates\terminationDate.
</xsd:documentation>
<xsd:complexContent>
<xsd:extension base="Frequency">
</xsd:complexContent>
<xsd:sequence>
</xsd:extension>
<xsd:element name="rollConvention" type="RollConventionEnum">
</xsd:sequence>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
Used in conjunction with a frequency and the regular period start date of a calculation period, determines each calculation period end date within the regular part of a calculation period schedule.
</xsd:documentation>
<xsd:annotation>
</xsd:complexType>
<xsd:documentation xml:lang="en">
</xsd:annotation>
An identifier used to identify a single component cashflow.
</xsd:documentation>
<xsd:simpleContent>
</xsd:simpleContent>
<xsd:annotation>
</xsd:complexType>
<xsd:documentation xml:lang="en">
</xsd:annotation>
The notional/principal value/quantity/volume used to compute the cashflow.
</xsd:documentation>
<xsd:sequence>
<xsd:choice>
</xsd:sequence>
<xsd:element name="currency" type="Currency">
</xsd:choice>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">The currency in which an amount is denominated.</xsd:documentation>
</xsd:annotation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
The units in which an amount (not monetary) is denominated.
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
The quantity of notional (in currency or other units).
</xsd:documentation>
<xsd:annotation>
</xsd:complexType>
<xsd:documentation xml:lang="en">
</xsd:annotation>
A coding scheme used to describe the type or purpose of a cash flow or cash flow component.
</xsd:documentation>
<xsd:simpleContent>
<xsd:extension base="Scheme">
</xsd:simpleContent>
<xsd:attribute default="http://www.fpml.org/coding-scheme/cashflow-type" name="cashflowTypeScheme" type="NonEmptyURI"/>
</xsd:extension>
<xsd:annotation>
</xsd:complexType>
<xsd:documentation xml:lang="en">
</xsd:annotation>
A type defining the list of reference institutions polled for relevant rates or prices when determining the cash settlement amount for a product where cash settlement is applicable.
</xsd:documentation>
<xsd:sequence>
<xsd:element maxOccurs="unbounded" name="referenceBank" type="ReferenceBank">
</xsd:sequence>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
An institution (party) identified by means of a coding scheme and an optional name.
</xsd:documentation>
<xsd:annotation>
</xsd:complexType>
<xsd:documentation xml:lang="en">
</xsd:annotation>
Unless otherwise specified, the principal clearance system customarily used for settling trades in the relevant underlying.
</xsd:documentation>
<xsd:simpleContent>
<xsd:extension base="Scheme">
</xsd:simpleContent>
<xsd:attribute default="http://www.fpml.org/coding-scheme/clearance-system" name="clearanceSystemScheme" type="NonEmptyURI"/>
</xsd:extension>
<xsd:sequence>
</xsd:complexType>
<xsd:element name="clearedPhysicalSettlement" type="xsd:boolean">
</xsd:sequence>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
Specifies whether the swap resulting from physical settlement of the swaption transaction will clear through a clearing house. The meaning of Cleared Physical Settlement is defined in the 2006 ISDA Definitions, Section 15.2 (published in Supplement number 28).
</xsd:documentation>
<xsd:element minOccurs="0" name="predeterminedClearingOrganizationPartyReference" type="PartyReference">
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
A reference to the clearing organization (CCP, DCO) to which the trade should be cleared.
</xsd:documentation>
<xsd:annotation>
</xsd:complexType>
<xsd:documentation xml:lang="en">
</xsd:annotation>
A type for defining the obligations of the counterparty subject to credit support requirements.
</xsd:documentation>
<xsd:sequence>
<xsd:element name="independentAmount" type="IndependentAmount">
</xsd:sequence>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
Independent Amount is an amount that usually less creditworthy counterparties are asked to provide. It can either be a fixed amount or a percentage of the Transaction's value. The Independent Amount can be: (i) transferred before any trading between the parties occurs (as a deposit at a third party's account or with the counterparty) or (ii) callable after trading has occurred (typically because a downgrade has occurred). In situation (i), the Independent Amount is not included in the calculation of Exposure, but in situation (ii), it is included in the calculation of Exposure. Thus, for situation (ii), the Independent Amount may be transferred along with any collateral call. Independent Amount is a defined term in the ISDA Credit Support Annex. ("with respect to a party, the amount specified as such for that party in Paragraph 13; if no amount is specified, zero").
</xsd:documentation>
<xsd:sequence>
</xsd:complexType>
<xsd:element name="type" type="CollateralValueAllocationEnum">
</xsd:sequence>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
The type of allocation e.g. Full or ExcessOverMargin
</xsd:documentation>
<xsd:annotation>
</xsd:complexType>
<xsd:documentation xml:lang="en">
</xsd:annotation>
A type that represents how to contact an individual or organization.
</xsd:documentation>
<xsd:sequence>
<xsd:element maxOccurs="unbounded" minOccurs="0" name="telephone" type="TelephoneNumber">
</xsd:sequence>
<xsd:annotation>
</xsd:annotation>
</xsd:element>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
An address on an electronic mail or messaging sysem .
</xsd:documentation>
<xsd:annotation>
</xsd:annotation>
</xsd:element>
<xsd:annotation>
</xsd:complexType>
<xsd:documentation xml:lang="en">
</xsd:annotation>
The definitions, such as those published by ISDA, that will define the terms of the trade.
</xsd:documentation>
<xsd:simpleContent>
<xsd:extension base="Scheme">
</xsd:simpleContent>
<xsd:attribute default="http://www.fpml.org/coding-scheme/contractual-definitions" name="contractualDefinitionsScheme" type="NonEmptyURI"/>
</xsd:extension>
<xsd:sequence>
</xsd:complexType>
<xsd:element name="matrixType" type="MatrixType">
</xsd:sequence>
<xsd:annotation>
</xsd:annotation>
</xsd:element>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
Specifies the publication date of the applicable version of the matrix. When this element is omitted, the ISDA supplemental language for incorporation of the relevant matrix will generally define rules for which version of the matrix is applicable.
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
Defines any applicable key into the relevant matrix. For example, the Transaction Type would be the single term required for the Credit Derivatives Physical Settlement Matrix. This element should be omitted in the case of the 2000 ISDA Definitions Settlement Matrix for Early Termination and Swaptions.
</xsd:documentation>
<xsd:annotation>
</xsd:complexType>
<xsd:documentation xml:lang="en">
</xsd:annotation>
A contractual supplement (such as those published by ISDA) that will apply to the trade.
</xsd:documentation>
<xsd:simpleContent>
<xsd:extension base="Scheme">
</xsd:simpleContent>
<xsd:attribute default="http://www.fpml.org/coding-scheme/contractual-supplement" name="contractualSupplementScheme" type="NonEmptyURI"/>
</xsd:extension>
<xsd:annotation>
</xsd:complexType>
<xsd:documentation xml:lang="en">
</xsd:annotation>
A contractual supplement (such as those published by ISDA) and its publication date that will apply to the trade.
</xsd:documentation>
<xsd:sequence>
<xsd:element name="type" type="ContractualSupplement">
</xsd:sequence>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
Identifies the form of applicable contractual supplement.
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
Specifies the publication date of the applicable version of the contractual supplement.
</xsd:documentation>
<xsd:annotation>
</xsd:complexType>
<xsd:documentation xml:lang="en">
</xsd:annotation>
A type that describes the information to identify a correspondent bank that will make delivery of the funds on the paying bank's behalf in the country where the payment is to be made.
</xsd:documentation>
<xsd:sequence>
<xsd:group ref="RoutingIdentification.model"/>
</xsd:sequence>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
Link to the party acting as correspondent. This element can only appear within the correspondentInformation container element.
</xsd:documentation>
<xsd:annotation>
</xsd:complexType>
<xsd:documentation xml:lang="en">
</xsd:annotation>
The code representation of a country or an area of special sovereignty. By default it is a valid 2 character country code as defined by the ISO standard 3166-1 alpha-2 - Codes for representation of countries http://www.niso.org/standards/resources/3166.html.
</xsd:documentation>
<xsd:simpleContent>
<xsd:extension base="Token">
</xsd:simpleContent>
<xsd:attribute default="http://www.fpml.org/coding-scheme/external/iso3166" name="countryScheme" type="NonEmptyURI"/>
</xsd:extension>
<xsd:annotation>
</xsd:complexType>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">The repayment precedence of a debt instrument.</xsd:documentation>
</xsd:annotation>
<xsd:simpleContent>
<xsd:extension base="Scheme">
</xsd:simpleContent>
<xsd:attribute default="http://www.fpml.org/coding-scheme/credit-seniority" name="creditSeniorityScheme" type="NonEmptyURI">
</xsd:extension>
<xsd:annotation>
</xsd:attribute>
<xsd:documentation xml:lang="en">
</xsd:annotation>
creditSeniorityTradingScheme overrides creditSeniorityScheme when the underlyer defines the reference obligation used in a single name credit default swap trade.
</xsd:documentation>
<xsd:annotation>
</xsd:complexType>
</xsd:complexType>
<xsd:documentation xml:lang="en">
</xsd:annotation>
The agreement executed between the parties and intended to govern collateral arrangement for all OTC derivatives transactions between those parties.
</xsd:documentation>
<xsd:sequence>
<xsd:element name="type" type="CreditSupportAgreementType">
</xsd:sequence>
<xsd:annotation>
</xsd:annotation>
</xsd:element>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
The date of the agreement executed between the parties and intended to govern collateral arrangements for all OTC derivatives transactions between those parties.
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">An identifier used to uniquely identify the CSA</xsd:documentation>
</xsd:annotation>
<xsd:simpleContent>
</xsd:complexType>
<xsd:extension base="Scheme">
</xsd:simpleContent>
<xsd:attribute default="http://www.fpml.org/coding-scheme/credit-support-agreement-type" name="creditSupportAgreementTypeScheme" type="NonEmptyURI"/>
</xsd:extension>
<xsd:annotation>
</xsd:annotation>
</xsd:complexType>
<xsd:simpleContent>
<xsd:extension base="Scheme">
</xsd:simpleContent>
<xsd:attribute default="http://www.fpml.org/coding-scheme/external/moodys" name="creditRatingScheme" type="NonEmptyURI"/>
</xsd:extension>
<xsd:annotation>
</xsd:complexType>
<xsd:documentation xml:lang="en">
</xsd:annotation>
The code representation of a currency or fund. By default it is a valid currency code as defined by the ISO standard 4217 - Codes for representation of currencies and funds http://www.iso.org/iso/en/prods-services/popstds/currencycodeslist.html.
</xsd:documentation>
<xsd:simpleContent>
<xsd:extension base="Scheme">
</xsd:simpleContent>
<xsd:attribute default="http://www.fpml.org/coding-scheme/external/iso4217-2001-08-15" name="currencyScheme" type="NonEmptyURI"/>
</xsd:extension>
<xsd:annotation>
</xsd:annotation>
</xsd:complexType>
<xsd:sequence>
</xsd:sequence>
<xsd:annotation>
</xsd:complexType>
<xsd:documentation xml:lang="en">
</xsd:annotation>
A type defining an offset used in calculating a date when this date is defined in reference to another date through a date offset. The type includes the convention for adjusting the date and an optional sequence element to indicate the order in a sequence of multiple date offsets.
</xsd:documentation>
<xsd:complexContent>
<xsd:extension base="Offset">
</xsd:complexContent>
<xsd:sequence>
</xsd:extension>
<xsd:element name="businessDayConvention" type="BusinessDayConventionEnum">
</xsd:sequence>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
The convention for adjusting a date if it would otherwise fall on a day that is not a business day.
</xsd:documentation>
<xsd:annotation>
</xsd:complexType>
<xsd:documentation xml:lang="en">
</xsd:annotation>
A type defining a contiguous series of calendar dates. The date range is defined as all the dates between and including the first and the last date. The first date must fall before the last date.
</xsd:documentation>
<xsd:sequence>
<xsd:element name="unadjustedFirstDate" type="xsd:date">
</xsd:sequence>
<xsd:annotation>
</xsd:annotation>
</xsd:element>
<xsd:annotation>
</xsd:annotation>
</xsd:element>
<xsd:annotation>
</xsd:complexType>
<xsd:documentation xml:lang="en">
</xsd:annotation>
Reference to an identified date or a complex date structure.
</xsd:documentation>
<xsd:complexContent>
</xsd:complexContent>
<xsd:annotation>
</xsd:annotation>
</xsd:complexType>
<xsd:sequence>
</xsd:sequence>
<xsd:annotation>
</xsd:complexType>
<xsd:documentation xml:lang="en">
</xsd:annotation>
The specification for how the number of days between two dates is calculated for purposes of calculation of a fixed or floating payment amount and the basis for how many days are assumed to be in a year. Day Count Fraction is an ISDA term. The equivalent AFB (Association Francaise de Banques) term is Calculation Basis.
</xsd:documentation>
<xsd:simpleContent>
<xsd:extension base="Scheme">
</xsd:simpleContent>
<xsd:attribute default="http://www.fpml.org/coding-scheme/day-count-fraction" name="dayCountFractionScheme" type="NonEmptyURI"/>
</xsd:extension>
<xsd:annotation>
</xsd:complexType>
<xsd:documentation xml:lang="en">
</xsd:annotation>
Coding scheme that specifies the method according to which an amount or a date is determined.
</xsd:documentation>
<xsd:simpleContent>
<xsd:extension base="Scheme">
</xsd:simpleContent>
<xsd:attribute default="http://www.fpml.org/coding-scheme/determination-method" name="determinationMethodScheme" type="NonEmptyURI"/>
</xsd:extension>
<xsd:annotation>
</xsd:complexType>
<xsd:documentation xml:lang="en">
</xsd:annotation>
A reference to the return swap notional determination method.
</xsd:documentation>
<xsd:complexContent>
</xsd:complexContent>
<xsd:annotation>
</xsd:complexType>
<xsd:documentation xml:lang="en">
</xsd:annotation>
An abstract base class for all directional leg types with effective date, termination date, where a payer makes a stream of payments of greater than zero value to a receiver.
</xsd:documentation>
<xsd:complexContent>
<xsd:extension base="Leg">
</xsd:complexContent>
<xsd:sequence>
</xsd:extension>
<xsd:element maxOccurs="unbounded" minOccurs="0" name="legIdentifier" type="LegIdentifier">
</xsd:sequence>
<xsd:annotation>
</xsd:annotation>
</xsd:element>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
Specifies the effective date of this leg of the swap. When defined in relation to a date specified somewhere else in the document (through the relativeDate component), this element will typically point to the effective date of the other leg of the swap.
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
Specifies the termination date of this leg of the swap. When defined in relation to a date specified somewhere else in the document (through the relativeDate component), this element will typically point to the termination date of the other leg of the swap.
</xsd:documentation>
<xsd:annotation>
</xsd:complexType>
<xsd:documentation xml:lang="en">
</xsd:annotation>
An entity for defining the definitions that govern the document and should include the year and type of definitions referenced, along with any relevant documentation (such as master agreement) and the date it was signed.
</xsd:documentation>
<xsd:sequence>
<xsd:element minOccurs="0" name="masterAgreement" type="MasterAgreement">
</xsd:sequence>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
The agreement executed between the parties and intended to govern all OTC derivatives transactions between those parties.
</xsd:documentation>
<xsd:choice minOccurs="0">
<xsd:element name="masterConfirmation" type="MasterConfirmation">
</xsd:choice>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
The agreement executed between the parties and intended to govern all OTC derivatives transactions between those parties.
</xsd:documentation>
<xsd:annotation>
</xsd:annotation>
</xsd:element>
<xsd:element maxOccurs="unbounded" minOccurs="0" name="contractualDefinitions" type="ContractualDefinitions">
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
The definitions such as those published by ISDA that will define the terms of the trade.
</xsd:documentation>
<xsd:element maxOccurs="unbounded" minOccurs="0" name="contractualTermsSupplement" type="ContractualTermsSupplement">
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
A contractual supplement (such as those published by ISDA) that will apply to the trade.
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
A reference to a contractual matrix of elected terms/values (such as those published by ISDA) that shall be deemed to apply to the trade. The applicable matrix is identified by reference to a name and optionally a publication date. Depending on the structure of the matrix, an additional term (specified in the matrixTerm element) may be required to further identify a subset of applicable terms/values within the matrix.
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
The agreement executed between the parties and intended to govern collateral arrangement for all OTC derivatives transactions between those parties.
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
A human readable document related to this transaction, for example a confirmation.
</xsd:documentation>
<!--View Generation: SKIPPED EmbeddedOptionType - Unsupported-->
<xsd:annotation>
</xsd:complexType>
<xsd:documentation xml:lang="en">
</xsd:annotation>
A special type meant to be used for elements with no content and no attributes.
</xsd:documentation>
<xsd:annotation>
</xsd:complexType>
<xsd:documentation xml:lang="en">A legal entity identifier (e.g. RED entity code).</xsd:documentation>
</xsd:annotation>
<xsd:simpleContent>
<xsd:extension base="NonEmptyScheme">
</xsd:simpleContent>
<xsd:attribute default="http://www.fpml.org/coding-scheme/external/entity-id-RED-1-0" name="entityIdScheme" type="NonEmptyURI"/>
</xsd:extension>
<xsd:annotation>
</xsd:complexType>
<xsd:documentation xml:lang="en">
</xsd:annotation>
The name of the reference entity. A free format string. FpML does not define usage rules for this element.
</xsd:documentation>
<xsd:simpleContent>
<xsd:extension base="Scheme">
</xsd:simpleContent>
<xsd:attribute default="http://www.fpml.org/coding-scheme/external/entity-name-RED-1-0" name="entityNameScheme" type="NonEmptyURI"/>
</xsd:extension>
<xsd:annotation>
</xsd:complexType>
<xsd:documentation xml:lang="en">
</xsd:annotation>
A type defining the exercise period for a European style option together with any rules governing the notional amount of the underlying which can be exercised on any given exercise date and any associated exercise fees.
</xsd:documentation>
<xsd:complexContent>
<xsd:extension base="Exercise">
</xsd:complexContent>
<xsd:sequence>
</xsd:extension>
<xsd:element name="expirationDate" type="AdjustableOrRelativeDate">
</xsd:sequence>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
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:documentation xml:lang="en">
</xsd:annotation>
The date on the underlying set by the exercise of an option. What this date is depends on the option (e.g. in a swaption it is the swap effective date, in an extendible/cancelable provision it is the swap termination date).
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
The earliest time at which notice of exercise can be given by the buyer to the seller (or seller's agent) i) on the expriation date, in the case of a European style option, (ii) on each bermuda option exercise date and the expiration date, in the case of a Bermuda style option the commencement date to, and including, the expiration date , in the case of an American option.
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">The latest time for exercise on expirationDate.</xsd:documentation>
</xsd:annotation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
As defined in the 2000 ISDA Definitions, Section 12.3. Partial Exercise, the buyer of the option has the right to exercise all or less than all the notional amount of the underlying swap on the expiration date, but may not exercise less than the minimum notional amount, and if an integral multiple amount is specified, the notional amount exercised must be equal to, or be an integral multiple of, the integral multiple amount.
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
A fee to be paid on exercise. This could be represented as an amount or a rate and notional reference on which to apply the rate.
</xsd:documentation>
<xsd:annotation>
</xsd:complexType>
<xsd:documentation xml:lang="en">
</xsd:annotation>
A short form unique identifier for an exchange. If the element is not present then the exchange shall be the primary exchange on which the underlying is listed. The term "Exchange" is assumed to have the meaning as defined in the ISDA 2002 Equity Derivatives Definitions.
</xsd:documentation>
<xsd:simpleContent>
<xsd:extension base="NonEmptyScheme">
</xsd:simpleContent>
<xsd:attribute default="http://www.fpml.org/coding-scheme/external/exchange-id-MIC-1-0" name="exchangeIdScheme" type="NonEmptyURI"/>
</xsd:extension>
<xsd:annotation>
</xsd:complexType>
<xsd:documentation xml:lang="en">
</xsd:annotation>
The abstract base class for all types which define way in which options may be exercised.
</xsd:documentation>
<xsd:annotation>
</xsd:complexType>
<xsd:documentation xml:lang="en">
</xsd:annotation>
A type defining the fee payable on exercise of an option. This fee may be defined as an amount or a percentage of the notional exercised.
</xsd:documentation>
<xsd:sequence>
<xsd:group ref="PayerReceiver.model"/>
</xsd:sequence>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
A pointer style reference to the associated notional schedule defined elsewhere in the document.
</xsd:documentation>
<xsd:choice>
<xsd:element name="feeAmount" type="xsd:decimal">
</xsd:choice>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
The amount of fee to be paid on exercise. The fee currency is that of the referenced notional.
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
A fee represented as a percentage of some referenced notional. A percentage of 5% would be represented as 0.05.
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
The date on which exercise fee(s) will be paid. It is specified as a relative date.
</xsd:documentation>
<xsd:annotation>
</xsd:complexType>
<xsd:documentation xml:lang="en">
</xsd:annotation>
A type to define a fee or schedule of fees to be payable on the exercise of an option. This fee may be defined as an amount or a percentage of the notional exercised.
</xsd:documentation>
<xsd:sequence>
<xsd:group ref="PayerReceiver.model"/>
</xsd:sequence>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
A pointer style reference to the associated notional schedule defined elsewhere in the document.
</xsd:documentation>
<xsd:choice>
<xsd:element name="feeAmountSchedule" type="AmountSchedule">
</xsd:choice>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
The exercise fee amount schedule. The fees are expressed as currency amounts. The currency of the fee is assumed to be that of the notional schedule referenced.
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
The exercise free rate schedule. The fees are expressed as percentage rates of the notional being exercised. The currency of the fee is assumed to be that of the notional schedule referenced.
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
The date on which exercise fee(s) will be paid. It is specified as a relative date.
</xsd:documentation>
<xsd:annotation>
</xsd:complexType>
<xsd:documentation xml:lang="en">
</xsd:annotation>
A type defining to whom and where notice of execution should be given. The partyReference refers to one of the principal parties of the trade. If present the exerciseNoticePartyReference refers to a party, other than the principal party, to whome notice should be given.
</xsd:documentation>
<xsd:sequence>
<xsd:element name="partyReference" type="PartyReference">
</xsd:sequence>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
The party referenced has allocated the trade identifier.
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
The party referenced is the party to which notice of exercise should be given by the buyer.
</xsd:documentation>
<xsd:annotation>
</xsd:complexType>
<xsd:documentation xml:lang="en">
</xsd:annotation>
A type describing how notice of exercise should be given. This can be either manual or automatic.
</xsd:documentation>
<xsd:sequence>
<xsd:choice>
</xsd:sequence>
<xsd:element name="manualExercise" type="ManualExercise">
</xsd:choice>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
Specifies that the notice of exercise must be given by the buyer to the seller or seller's agent.
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
If automatic is specified then the notional amount of the underlying swap, not previously exercised under the swaption will be automatically exercised at the expriration time on the expiration date if at such time the buyer is in-the-money, provided that the difference between the settlement rate and the fixed rate under the relevant underlying swap is not less than the specified threshold rate. The term in-the-money is assumed to have the meaning defining in the 2000 ISDA Definitions, Section 17.4 In-the-money.
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
A flag to indicate whether follow-up confirmation of exercise (written or electronic) is required following telephonic notice by the buyer to the seller or seller's agent.
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
Has the meaning defined as part of the 1997 ISDA Government Bond Option Definitions, section 4.5 Limited Right to Confirm Exercise. If present, (i) the Seller may request the Buyer to confirm its intent if not done on or before the expiration time on the Expiration date (ii) specific rules will apply in relation to the settlement mode.
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
Typically applicable to the physical settlement of bond and convertible bond options. If present, means that the Party required to deliver the bonds will divide those to be delivered as notifying party desires to facilitate delivery obligations.
</xsd:documentation>
<xsd:annotation>
</xsd:complexType>
<xsd:documentation xml:lang="en">
</xsd:annotation>
A type describing how notice of exercise should be given. This can be either manual or automatic.
</xsd:documentation>
<xsd:choice>
<xsd:element name="manualExercise" type="Empty">
</xsd:choice>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
Specifies that the notice of exercise must be given by the buyer to the seller or seller's agent.
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
If automatic is specified then the notional amount of the underlying swap, not previously exercised under the swaption will be automatically exercised at the expriration time on the expiration date if at such time the buyer is in-the-money, provided that the difference between the settlement rate and the fixed rate under the relevant underlying swap is not less than the specified threshold rate. The term in-the-money is assumed to have the meaning defining in the 2000 ISDA Definitions, Section 17.4 In-the-money.
</xsd:documentation>
<xsd:annotation>
</xsd:annotation>
</xsd:complexType>
<xsd:complexContent>
<xsd:extension base="Rate">
</xsd:complexContent>
<xsd:sequence>
</xsd:extension>
<xsd:group ref="FloatingRateIndex.model"/>
</xsd:sequence>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
A rate multiplier or multiplier schedule to apply to the floating rate. A multiplier schedule is expressed as explicit multipliers and dates. In the case of a schedule, the step dates may be subject to adjustment in accordance with any adjustments specified in the calculationPeriodDatesAdjustments. The multiplier can be a positive or negative decimal. This element should only be included if the multiplier is not equal to 1 (one) for the term of the stream.
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
The ISDA Spread or a Spread schedule expressed as explicit spreads and dates. In the case of a schedule, the step dates may be subject to adjustment in accordance with any adjustments specified in calculationPeriodDatesAdjustments. The spread is a per annum rate, expressed as a decimal. For purposes of determining a calculation period amount, if positive the spread will be added to the floating rate and if negative the spread will be subtracted from the floating rate. A positive 10 basis point (0.1%) spread would be represented as 0.001.
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
The specification of any rate conversion which needs to be applied to the observed rate before being used in any calculations. The two common conversions are for securities quoted on a bank discount basis which will need to be converted to either a Money Market Yield or Bond Equivalent Yield. See the Annex to the 2000 ISDA Definitions, Section 7.3. Certain General Definitions Relating to Floating Rate Options, paragraphs (g) and (h) for definitions of these terms.
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
The cap rate or cap rate schedule, if any, which applies to the floating rate. The cap rate (strike) is only required where the floating rate on a swap stream is capped at a certain level. A cap rate schedule is expressed as explicit cap rates and dates and the step dates may be subject to adjustment in accordance with any adjustments specified in calculationPeriodDatesAdjustments. The cap rate is assumed to be exclusive of any spread and is a per annum rate, expressed as a decimal. A cap rate of 5% would be represented as 0.05.
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
The floor rate or floor rate schedule, if any, which applies to the floating rate. The floor rate (strike) is only required where the floating rate on a swap stream is floored at a certain strike level. A floor rate schedule is expressed as explicit floor rates and dates and the step dates may be subject to adjustment in accordance with any adjustments specified in calculationPeriodDatesAdjustments. The floor rate is assumed to be exclusive of any spread and is a per annum rate, expressed as a decimal. A floor rate of 5% would be represented as 0.05.
</xsd:documentation>
<xsd:annotation>
</xsd:complexType>
<xsd:documentation xml:lang="en">
</xsd:annotation>
A type defining the floating rate and definitions relating to the calculation of floating rate amounts.
</xsd:documentation>
<xsd:complexContent>
<xsd:extension base="FloatingRate">
</xsd:complexContent>
<xsd:sequence>
</xsd:extension>
<xsd:element minOccurs="0" name="initialRate" type="xsd:decimal">
</xsd:sequence>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
The initial floating rate reset agreed between the principal parties involved in the trade. This is assumed to be the first required reset rate for the first regular calculation period. It should only be included when the rate is not equal to the rate published on the source implied by the floating rate index. An initial rate of 5% would be represented as 0.05.
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
The rounding convention to apply to the final rate used in determination of a calculation period amount.
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
If averaging is applicable, this component specifies whether a weighted or unweighted average method of calculation is to be used. The component must only be included when averaging applies.
</xsd:documentation>
<xsd:element minOccurs="0" name="negativeInterestRateTreatment" type="NegativeInterestRateTreatmentEnum">
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
The specification of any provisions for calculating payment obligations when a floating rate is negative (either due to a quoted negative floating rate or by operation of a spread that is subtracted from the floating rate).
</xsd:documentation>
<xsd:annotation>
</xsd:complexType>
<xsd:documentation xml:lang="en">
</xsd:annotation>
The ISDA Floating Rate Option, i.e. the floating rate index.
</xsd:documentation>
<xsd:simpleContent>
<xsd:extension base="Scheme">
</xsd:simpleContent>
<xsd:attribute default="http://www.fpml.org/coding-scheme/floating-rate-index" name="floatingRateIndexScheme" type="NonEmptyURI"/>
</xsd:extension>
<xsd:annotation>
</xsd:annotation>
</xsd:complexType>
<xsd:sequence>
<xsd:element name="floatingRateIndex" type="FloatingRateIndex">
</xsd:sequence>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
The ISDA Floating Rate Option, i.e. the floating rate index.
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
The ISDA Designated Maturity, i.e. the tenor of the floating rate.
</xsd:documentation>
<xsd:annotation>
</xsd:complexType>
<xsd:documentation xml:lang="en">
</xsd:annotation>
A type describing a financial formula, with its description and components.
</xsd:documentation>
<xsd:sequence>
<xsd:element minOccurs="0" name="formulaDescription" type="String">
</xsd:sequence>
<xsd:annotation>
</xsd:annotation>
</xsd:element>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
An element for containing an XML representation of the formula. Defined using xsd:any currently for flexibility in choice of language (MathML, OpenMath)
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
Elements describing the components of the formula. The name attribute points to a value used in the math element. The href attribute points to a value elsewhere in the document
</xsd:documentation>
<xsd:annotation>
</xsd:complexType>
<xsd:documentation xml:lang="en">
</xsd:annotation>
Elements describing the components of the formula. The name attribute points to a value used in the math element. The href attribute points to a numeric value defined elsewhere in the document that is used by the formula component.
</xsd:documentation>
<xsd:sequence>
<xsd:element name="componentDescription" type="String">
</xsd:sequence>
<xsd:annotation>
</xsd:annotation>
</xsd:element>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
Additional formulas required to describe this component
</xsd:documentation>
<xsd:annotation>
</xsd:complexType>
<xsd:documentation xml:lang="en">
</xsd:annotation>
A type defining a time frequency, e.g. one day, three months. Used for specifying payment or calculation frequencies at which the value T (Term) is applicable.
</xsd:documentation>
<xsd:sequence>
<xsd:element name="periodMultiplier" type="xsd:positiveInteger">
</xsd:sequence>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
A time period multiplier, e.g. 1, 2 or 3 etc. If the period value is T (Term) then periodMultiplier must contain the value 1.
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
A time period, e.g. a day, week, month, year or term of the stream.
</xsd:documentation>
<xsd:annotation>
</xsd:complexType>
<xsd:documentation xml:lang="en">
</xsd:annotation>
A type defining a currency amount as at a future value date.
</xsd:documentation>
<xsd:complexContent>
<xsd:extension base="NonNegativeMoney">
</xsd:complexContent>
<xsd:sequence>
</xsd:extension>
<xsd:element name="calculationPeriodNumberOfDays" type="xsd:positiveInteger">
</xsd:sequence>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
The number of days from the adjusted calculation period start date to the adjusted value date, calculated in accordance with the applicable day count fraction.
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">Adjusted value date of the future value amount.</xsd:documentation>
</xsd:annotation>
<xsd:annotation>
</xsd:complexType>
<xsd:documentation xml:lang="en">
</xsd:annotation>
A type that is used for describing cash settlement of an option / non deliverable forward. It includes the currency to settle into together with the fixings required to calculate the currency amount.
</xsd:documentation>
<xsd:sequence>
<xsd:element name="settlementCurrency" type="Currency">
</xsd:sequence>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
The currency in which cash settlement occurs for non-deliverable forwards and cash-settled options (non-deliverable or otherwise).
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
The amount of money that the settlement will be derived from.
</xsd:documentation>
<xsd:choice minOccurs="0">
<xsd:element maxOccurs="unbounded" name="fixing" type="FxFixing">
</xsd:choice>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
Specifies the source for and timing of a fixing of an exchange rate. This is used in the agreement of non-deliverable forward trades as well as various types of FX OTC options that require observations against a particular rate. This element is optional, permitting it to be omitted where fixing details are unavailable at the point of message creation. It has multiple occurrence to support the case where fixing details must be specified for more than one currency pair e.g. on an option settled into a third currency (that is not one of the option currencies).
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
Specifies the source for and timing of a fixing of an exchange rate. This is used in the agreement of non-deliverable forward trades as well as various types of FX OTC options that require observations against a particular rate. This element is optional, permitting it to be omitted where fixing details are unavailable at the point of message creation. It has multiple occurrence to support the case where fixing details must be specified for more than one currency pair e.g. on an option settled into a third currency (that is not one of the option currencies).
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
The date on which settlement is scheduled to occur
</xsd:documentation>
<!--10-17-2014: Added new simplified FxCashSettlementSimple model to support Volatility products-->
<xsd:annotation>
</xsd:complexType>
<xsd:documentation xml:lang="en">
</xsd:annotation>
A type that is used for describing cash settlement of a variance or volatility swap option. It includes the settlement currency together with the spot currency exchange required to calculate the settlement currency amount.
</xsd:documentation>
<xsd:sequence>
<xsd:element name="settlementCurrency" type="Currency">
</xsd:sequence>
<xsd:annotation>
</xsd:annotation>
</xsd:element>
<xsd:annotation>
</xsd:annotation>
</xsd:element>
<xsd:choice minOccurs="0">
<xsd:element maxOccurs="unbounded" name="fixing" type="FxFixing">
</xsd:choice>
<xsd:annotation>
</xsd:annotation>
</xsd:element>
<xsd:annotation>
</xsd:annotation>
</xsd:element>
<xsd:complexContent>
</xsd:complexType>
<xsd:extension base="InformationSource">
</xsd:complexContent>
<xsd:sequence>
</xsd:extension>
<xsd:element minOccurs="0" name="fixingTime" type="BusinessCenterTime">
</xsd:sequence>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
The time that the fixing will be taken along with a business center to define the time zone
</xsd:documentation>
<xsd:annotation>
</xsd:complexType>
<xsd:documentation xml:lang="en">
</xsd:annotation>
A type that specifies the source for and timing of a fixing of an exchange rate. This is used in the agreement of non-deliverable forward trades as well as various types of FX OTC options that require observations against a particular rate.
</xsd:documentation>
<xsd:sequence>
<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:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
Describes the specific date when a non-deliverable forward or cash-settled option will "fix" against a particular rate, which will be used to compute the ultimate cash settlement. This element should be omitted where a single, discrete fixing date cannot be identified e.g. on an american option, where fixing may occur at any date on a continuous range.
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
Specifies the methodology (reference source and, optionally, fixing time) to be used for determining a currency conversion rate.
</xsd:documentation>
<xsd:annotation>
</xsd:complexType>
<xsd:documentation xml:lang="en">
</xsd:annotation>
A type describing the rate of a currency conversion: pair of currency, quotation mode and exchange rate.
</xsd:documentation>
<xsd:sequence>
<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:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
The rate of exchange between the two currencies of the leg of a deal. Must be specified with a quote basis.
</xsd:documentation>
<xsd:annotation>
</xsd:complexType>
<xsd:documentation xml:lang="en">
</xsd:annotation>
Describes a rate source to be fixed and the date the fixing occurs
</xsd:documentation>
<xsd:sequence>
<xsd:element name="settlementRateSource" type="FxSettlementRateSource"/>
</xsd:sequence>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
The date on which the fixing is scheduled to occur.
</xsd:documentation>
<xsd:choice>
</xsd:complexType>
<xsd:element name="settlementRateOption" type="SettlementRateOption">
</xsd:choice>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
Indicates that an officially defined rate settlement rate option will be the used for the fixing.
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
Indicates that a non-standard rate source will be used for the fixing.
</xsd:documentation>
<xsd:annotation>
</xsd:complexType>
<xsd:documentation xml:lang="en">
</xsd:annotation>
A type defining the rate source and fixing time for an fx rate.
</xsd:documentation>
<xsd:sequence>
<xsd:element name="primaryRateSource" type="InformationSource">
</xsd:sequence>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
The primary source for where the rate observation will occur. Will typically be either a page or a reference bank published rate.
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
An alternative, or secondary, source for where the rate observation will occur. Will typically be either a page or a reference bank published rate.
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
The time at which the spot currency exchange rate will be observed. It is specified as a time in a business day calendar location, e.g. 11:00am London time.
</xsd:documentation>
<xsd:annotation>
</xsd:complexType>
<xsd:documentation xml:lang="en">
</xsd:annotation>
Identification of the law governing the transaction.
</xsd:documentation>
<xsd:simpleContent>
<xsd:extension base="Scheme">
</xsd:simpleContent>
<xsd:attribute default="http://www.fpml.org/coding-scheme/governing-law" name="governingLawScheme" type="NonEmptyURI"/>
</xsd:extension>
<xsd:annotation>
</xsd:complexType>
<xsd:documentation xml:lang="en">
</xsd:annotation>
A payment component owed from one party to the other for the cash flow date. This payment component should by of only a single type, e.g. a fee or a cashflow from a cashflow stream.
</xsd:documentation>
<xsd:sequence>
<xsd:sequence minOccurs="0">
</xsd:sequence>
<xsd:element name="cashflowId" type="CashflowId">
</xsd:sequence>
<xsd:annotation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="partyTradeIdentifierReference" type="PartyTradeIdentifierReference">
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
Pointer-style reference to the partyTradeIdentifier block within the tradeIdentifyingItems collection, which identifies the parent trade for this cashflow.
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
Cash flow amount in a given currency to be paid/received.
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
Defines the type of cash flow. For instance, a type of fee, premium, principal exchange, leg fee.
</xsd:documentation>
<xsd:annotation>
</xsd:annotation>
</xsd:complexType>
<xsd:simpleContent>
</xsd:simpleContent>
<xsd:annotation>
</xsd:annotation>
</xsd:complexType>
<xsd:complexContent>
</xsd:complexContent>
<xsd:annotation>
</xsd:annotation>
</xsd:complexType>
<xsd:simpleContent>
</xsd:simpleContent>
<xsd:annotation>
</xsd:complexType>
<xsd:documentation xml:lang="en">
</xsd:annotation>
A type extending the PayerReceiverEnum type wih an id attribute.
</xsd:documentation>
<xsd:simpleContent>
</xsd:simpleContent>
<xsd:annotation>
</xsd:annotation>
</xsd:complexType>
<xsd:simpleContent>
</xsd:simpleContent>
<xsd:sequence>
</xsd:complexType>
<xsd:group ref="PayerReceiver.model"/>
</xsd:sequence>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
A container element allowing a schedule of payments associated with the Independent Amount.
</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/regulatory-corporate-sector" name="industryClassificationScheme" type="NonEmptyURI"/>
</xsd:extension>
<xsd:simpleContent>
</xsd:complexType>
<xsd:extension base="Scheme">
</xsd:simpleContent>
<xsd:attribute default="http://www.fpml.org/coding-scheme/information-provider" name="informationProviderScheme" type="NonEmptyURI"/>
</xsd:extension>
<xsd:annotation>
</xsd:complexType>
<xsd:documentation xml:lang="en">
</xsd:annotation>
A type defining the source for a piece of information (e.g. a rate refix or an fx fixing).
</xsd:documentation>
<xsd:sequence>
<xsd:element name="rateSource" type="InformationProvider">
</xsd:sequence>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
An information source for obtaining a market rate. For example Bloomberg, Reuters, Telerate etc.
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
A specific page for the rate source for obtaining a market rate.
</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.
</xsd:documentation>
<xsd:annotation>
</xsd:annotation>
</xsd:complexType>
<xsd:simpleContent>
</xsd:simpleContent>
<xsd:annotation>
</xsd:complexType>
<xsd:documentation xml:lang="en">
</xsd:annotation>
A type defining the way in which interests are accrued: the applicable rate (fixed or floating reference) and the compounding method.
</xsd:documentation>
<xsd:complexContent>
<xsd:extension base="InterestAccrualsMethod">
</xsd:complexContent>
<xsd:sequence minOccurs="0">
</xsd:extension>
<xsd:element name="compoundingMethod" type="CompoundingMethodEnum">
</xsd:sequence>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
If more that one calculation period contributes to a single payment amount this element specifies whether compounding is applicable, and if so, what compounding method is to be used. This element must only be included when more that one calculation period contributes to a single payment amount.
</xsd:documentation>
<xsd:annotation>
</xsd:complexType>
<xsd:documentation xml:lang="en">
</xsd:annotation>
A type describing the method for accruing interests on dividends. Can be either a fixed rate reference or a floating rate reference.
</xsd:documentation>
<xsd:choice>
<xsd:element name="floatingRateCalculation" type="FloatingRateCalculation">
</xsd:choice>
<xsd:annotation>
</xsd:annotation>
</xsd:element>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
The calculation period fixed rate. A per annum rate, expressed as a decimal. A fixed rate of 5% would be represented as 0.05.
</xsd:documentation>
<xsd:annotation>
</xsd:complexType>
<xsd:documentation xml:lang="en">
</xsd:annotation>
A type that describes the information to identify an intermediary through which payment will be made by the correspondent bank to the ultimate beneficiary of the funds.
</xsd:documentation>
<xsd:sequence>
<xsd:group ref="RoutingIdentification.model"/>
</xsd:sequence>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
A sequence number that gives the position of the current intermediary in the chain of payment intermediaries. The assumed domain value set is an ascending sequence of integers starting from 1.
</xsd:documentation>
<xsd:annotation>
</xsd:annotation>
</xsd:element>
<xsd:annotation>
</xsd:complexType>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">The type of interpolation used.</xsd:documentation>
</xsd:annotation>
<xsd:simpleContent>
<xsd:extension base="Scheme">
</xsd:simpleContent>
<xsd:attribute default="http://www.fpml.org/coding-scheme/interpolation-method" name="interpolationMethodScheme" type="NonEmptyURI"/>
</xsd:extension>
<xsd:annotation>
</xsd:complexType>
<xsd:documentation xml:lang="en">
</xsd:annotation>
The data type used for indicating the language of the resource, described using the ISO 639-2/T Code.
</xsd:documentation>
<xsd:simpleContent>
</xsd:simpleContent>
<xsd:annotation>
</xsd:complexType>
<xsd:documentation xml:lang="en">
</xsd:annotation>
A supertype of leg. All swap legs extend this type.
</xsd:documentation>
<xsd:annotation>
</xsd:annotation>
</xsd:complexType>
<xsd:simpleContent>
</xsd:simpleContent>
<xsd:annotation>
</xsd:annotation>
</xsd:complexType>
<xsd:sequence>
</xsd:sequence>
<xsd:annotation>
</xsd:annotation>
</xsd:complexType>
<xsd:choice>
<xsd:sequence>
</xsd:choice>
<xsd:element name="entityName" type="EntityName">
</xsd:sequence>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
The name of the reference entity. A free format string. FpML does not define usage rules for this element.
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">A legal entity identifier (e.g. RED entity code).</xsd:documentation>
</xsd:annotation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
A legal entity identifier (e.g. RED entity code)..
</xsd:documentation>
<xsd:annotation>
</xsd:complexType>
<xsd:documentation xml:lang="en">
</xsd:annotation>
References a credit entity defined elsewhere in the document.
</xsd:documentation>
<xsd:complexContent>
</xsd:complexContent>
<xsd:annotation>
</xsd:annotation>
</xsd:complexType>
<xsd:simpleContent>
<xsd:extension base="Scheme">
</xsd:simpleContent>
<xsd:attribute default="http://www.fpml.org/coding-scheme/inflation-main-publication" name="mainPublicationScheme" type="NonEmptyURI"/>
</xsd:extension>
<xsd:annotation>
</xsd:complexType>
<xsd:documentation xml:lang="en">
</xsd:annotation>
A type defining manual exercise, i.e. that the option buyer counterparty must give notice to the option seller of exercise.
</xsd:documentation>
<xsd:sequence>
<xsd:element minOccurs="0" name="exerciseNotice" type="ExerciseNotice">
</xsd:sequence>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
Definition of the party to whom notice of exercise should be given.
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
If fallback exercise is specified then the notional amount of the underlying swap, not previously exercised under the swaption, will be automatically exercised at the expiration time on the expiration date if at such time the buyer is in-the-money, provided that the difference between the settlement rate and the fixed rate under the relevant underlying swap is not less than one tenth of a percentage point (0.10% or 0.001). The term in-the-money is assumed to have the meaning defined in the 2000 ISDA Definitions, Section 17.4. In-the-money.
</xsd:documentation>
<xsd:annotation>
</xsd:complexType>
<xsd:documentation xml:lang="en">
</xsd:annotation>
An entity for defining the agreement executed between the parties and intended to govern all OTC derivatives transactions between those parties.
</xsd:documentation>
<xsd:sequence>
<xsd:element maxOccurs="unbounded" minOccurs="0" name="masterAgreementId" type="MasterAgreementId">
</xsd:sequence>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
An identifier that has been created to identify the master agreement.
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
The agreement executed between the parties and intended to govern product-specific derivatives transactions between those parties.
</xsd:documentation>
<xsd:annotation>
</xsd:annotation>
</xsd:element>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
The date on which the master agreement was signed.
</xsd:documentation>
<xsd:annotation>
</xsd:complexType>
<xsd:documentation xml:lang="en">
</xsd:annotation>
A master agreement identifier allocated by a party. FpML does not define the domain values associated with this element. Note that the domain values for this element are not strictly an enumerated list.
</xsd:documentation>
<xsd:simpleContent>
</xsd:simpleContent>
<xsd:simpleContent>
</xsd:complexType>
<xsd:extension base="Scheme">
</xsd:simpleContent>
<xsd:attribute default="http://www.fpml.org/coding-scheme/master-agreement-type" name="masterAgreementTypeScheme" type="NonEmptyURI"/>
</xsd:extension>
<xsd:simpleContent>
</xsd:complexType>
<xsd:extension base="Scheme">
</xsd:simpleContent>
<xsd:attribute default="http://www.fpml.org/coding-scheme/master-agreement-version" name="masterAgreementVersionScheme" type="NonEmptyURI"/>
</xsd:extension>
<xsd:annotation>
</xsd:complexType>
<xsd:documentation xml:lang="en">
</xsd:annotation>
An entity for defining the master confirmation agreement executed between the parties.
</xsd:documentation>
<xsd:sequence>
<xsd:element name="masterConfirmationType" type="MasterConfirmationType">
</xsd:sequence>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
The type of master confirmation executed between the parties.
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
The date of the confirmation executed between the parties and intended to govern all relevant transactions between those parties.
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
The date that an annex to the master confirmation was executed between the parties.
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
The type of master confirmation annex executed between the parties.
</xsd:documentation>
<xsd:simpleContent>
</xsd:complexType>
<xsd:extension base="Scheme">
</xsd:simpleContent>
<xsd:attribute default="http://www.fpml.org/coding-scheme/master-confirmation-annex-type" name="masterConfirmationAnnexTypeScheme" type="NonEmptyURI"/>
</xsd:extension>
<xsd:simpleContent>
</xsd:complexType>
<xsd:extension base="Scheme">
</xsd:simpleContent>
<xsd:attribute default="http://www.fpml.org/coding-scheme/master-confirmation-type" name="masterConfirmationTypeScheme" type="NonEmptyURI"/>
</xsd:extension>
<xsd:annotation>
</xsd:complexType>
<xsd:documentation xml:lang="en">An identifier used to identify matched cashflows.</xsd:documentation>
</xsd:annotation>
<xsd:simpleContent>
</xsd:simpleContent>
<xsd:annotation>
</xsd:annotation>
</xsd:complexType>
<xsd:sequence>
</xsd:sequence>
<xsd:simpleContent>
</xsd:complexType>
<xsd:extension base="Scheme">
</xsd:simpleContent>
<xsd:attribute default="http://www.fpml.org/coding-scheme/matrix-type" name="matrixTypeScheme" type="NonEmptyURI"/>
</xsd:extension>
<xsd:simpleContent>
</xsd:complexType>
<xsd:extension base="Scheme">
</xsd:simpleContent>
<xsd:attribute default="http://www.fpml.org/coding-scheme/credit-matrix-transaction-type" name="matrixTermScheme" type="NonEmptyURI"/>
</xsd:extension>
<xsd:annotation>
</xsd:complexType>
<xsd:documentation xml:lang="en">
</xsd:annotation>
The type that indicates the type of media used to store the content. MimeType is used to determine the software product(s) that can read the content. MIME types are described in RFC 2046.
</xsd:documentation>
<xsd:simpleContent>
</xsd:simpleContent>
<xsd:annotation>
</xsd:annotation>
</xsd:complexType>
<xsd:complexContent>
<xsd:extension base="MoneyBase">
</xsd:complexContent>
<xsd:sequence>
</xsd:sequence>
</xsd:extension>
<xsd:annotation>
</xsd:annotation>
</xsd:complexType>
<xsd:sequence>
<xsd:element name="currency" type="Currency">
</xsd:sequence>
<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 defining multiple exercises. As defining in the 2000 ISDA Definitions, Section 12.4. Multiple Exercise, the buyer of the option has the right to exercise all or less than all the unexercised notional amount of the underlying swap on one or more days in the exercise period, but on any such day may not exercise less than the minimum notional amount or more than the maximum notional amount, and if an integral multiple amount is specified, the notional exercised must be equal to or, be an integral multiple of, the integral multiple amount.
</xsd:documentation>
<xsd:sequence>
<xsd:group ref="PartialExercise.model"/>
</xsd:sequence>
<xsd:choice minOccurs="0">
<xsd:element name="maximumNotionalAmount" type="xsd:decimal">
</xsd:choice>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
The maximum notional amount that can be exercised on a given exercise date.
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
The maximum number of options that can be exercised on a given exercise date. If the number is not specified, it means that the maximum number of options corresponds to the remaining unexercised options.
</xsd:documentation>
<xsd:annotation>
</xsd:complexType>
<xsd:documentation xml:lang="en">
</xsd:annotation>
A type defining a currency amount or a currency amount schedule.
</xsd:documentation>
<xsd:complexContent>
<xsd:extension base="NonNegativeSchedule">
</xsd:complexContent>
<xsd:sequence>
</xsd:extension>
<xsd:element name="currency" type="Currency">
</xsd:sequence>
<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:complexType>
<xsd:complexContent>
<xsd:extension base="MoneyBase">
</xsd:complexContent>
<xsd:sequence>
</xsd:extension>
<xsd:element name="amount" type="NonNegativeDecimal">
</xsd:sequence>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
The non negative monetary quantity in currency units.
</xsd:documentation>
<xsd:annotation>
</xsd:complexType>
<xsd:documentation xml:lang="en">A complex type to specify non negative payments.</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="PaymentBaseExtended">
</xsd:complexContent>
<xsd:sequence>
</xsd:extension>
<xsd:element name="paymentAmount" type="NonNegativeMoney">
</xsd:sequence>
<xsd:annotation>
</xsd:annotation>
</xsd:element>
<xsd:annotation>
</xsd:complexType>
<xsd:documentation xml:lang="en">
</xsd:annotation>
A type defining a schedule of non-negative rates or amounts in terms of an initial value and then a series of step date and value pairs. On each step date the rate or amount changes to the new step value. The series of step date and value pairs are optional. If not specified, this implies that the initial value remains unchanged over time.
</xsd:documentation>
<xsd:sequence>
<xsd:element name="initialValue" type="NonNegativeDecimal">
</xsd:sequence>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
The non-negative initial rate or amount, as the case may be. An initial rate of 5% would be represented as 0.05.
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
The schedule of step date and non-negative value pairs. On each step date the associated step value becomes effective. A list of steps may be ordered in the document by ascending step date. An FpML document containing an unordered list of steps is still regarded as a conformant document.
</xsd:documentation>
<xsd:annotation>
</xsd:complexType>
<xsd:documentation xml:lang="en">
</xsd:annotation>
A type defining a step date and non-negative step value pair. This step definitions are used to define varying rate or amount schedules, e.g. a notional amortization or a step-up coupon schedule.
</xsd:documentation>
<xsd:complexContent>
<xsd:extension base="StepBase">
</xsd:complexContent>
<xsd:sequence>
</xsd:extension>
<xsd:element name="stepValue" type="NonNegativeDecimal">
</xsd:sequence>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
The non-negative rate or amount which becomes effective on the associated stepDate. A rate of 5% would be represented as 0.05.
</xsd:documentation>
<xsd:annotation>
</xsd:annotation>
</xsd:complexType>
<xsd:complexContent>
</xsd:complexContent>
<xsd:annotation>
</xsd:annotation>
</xsd:complexType>
<xsd:complexContent>
</xsd:complexContent>
<xsd:annotation>
</xsd:annotation>
</xsd:complexType>
<xsd:complexContent>
</xsd:complexContent>
<xsd:annotation>
</xsd:annotation>
</xsd:complexType>
<xsd:complexContent>
</xsd:complexContent>
<xsd:annotation>
</xsd:annotation>
</xsd:complexType>
<xsd:complexContent>
</xsd:complexContent>
<!--2015-01-06: GFXD: Accrual/Target-->
<!--2015-01-08: FpML FX WG: rename to ObservationFrequency-->
<xsd:annotation>
</xsd:complexType>
<xsd:documentation xml:lang="en">
</xsd:annotation>
A type defining the frequency at which calculation period end dates occur within the regular part of the calculation period schedule and thier roll date convention. In case the calculation frequency is of value T (term), the period is defined by the swap\swapStream\calculationPerioDates\effectiveDate and the swap\swapStream\calculationPerioDates\terminationDate.
</xsd:documentation>
<xsd:complexContent>
<xsd:extension base="Period">
</xsd:complexContent>
<!--2015-01-13:GFXD: no need to support the concept such as EOM, etc. for observation or accrual expiry or settlement period dates. -->
</xsd:extension>
<xsd:sequence>
<!--2015-01-08:FpML FX WG: Need to specify something like roll convention. One of the use cases’ example: EOM for monthly frequency. It is also clearer when day of the week specified for weekly frequency rather than inferring it from the start date.-->
</xsd:sequence>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
Used in conjunction with a frequency and the regular period start date of an observation period, determines each observation period end date within the regular part of a observation period schedule.
</xsd:documentation>
<xsd:annotation>
</xsd:complexType>
<xsd:documentation xml:lang="en">
</xsd:annotation>
A type defining an offset used in calculating a new date relative to a reference date. E.g. calendar days, business days, Commodity Business days, etc..
</xsd:documentation>
<xsd:complexContent>
<xsd:extension base="Period">
</xsd:complexContent>
<xsd:sequence>
</xsd:extension>
<xsd:element minOccurs="0" name="dayType" type="DayTypeEnum">
</xsd:sequence>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
In the case of an offset specified as a number of days, this element defines whether consideration is given as to whether a day is a good business day or not. If a day type of business days is specified then non-business days are ignored when calculating the offset. The financial business centers to use for determination of business days are implied by the context in which this element is used. This element must only be included when the offset is specified as a number of days. If the offset is zero days then the dayType element should not be included.
</xsd:documentation>
<xsd:annotation>
</xsd:complexType>
<xsd:documentation xml:lang="en">
</xsd:annotation>
Allows the specification of a time that may be on a day prior or subsequent to the day in question. This type is intended for use with a day of the week (i.e. where no actual date is specified) as part of, for example, a period that runs from 23:00-07:00 on a series of days and where holidays on the actual days would affect the entire time period.
</xsd:documentation>
<xsd:sequence>
<xsd:element name="time" type="PrevailingTime"/>
</xsd:sequence>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
Indicates whether time applies to the actual day specified (in which case this element should be omitted) the day prior to that day (in which case periodMultiplier should be -1 and period should be Day) or the day subsequent to that day (in which case periodMultiplier should be 1 and period should be Day).
</xsd:documentation>
<xsd:sequence>
</xsd:complexType>
<xsd:element name="partyReference" type="PartyReference">
</xsd:sequence>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
The party for which the message reciever should work.
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
Identifies the account(s) related to the party when they cannot be determined from the party alone, for example in a inter-book trade.
</xsd:documentation>
<xsd:annotation>
</xsd:complexType>
<xsd:documentation xml:lang="en">
</xsd:annotation>
A code that describes what type of role an organization plays, for example a SwapsDealer, a Major Swaps Participant, or Other
</xsd:documentation>
<xsd:simpleContent>
<xsd:extension base="Token">
</xsd:simpleContent>
<xsd:attribute default="http://www.fpml.org/coding-scheme/organization-type" name="organizationTypeScheme" type="NonEmptyURI"/>
</xsd:extension>
<xsd:simpleContent>
</xsd:complexType>
<xsd:extension base="Scheme">
</xsd:simpleContent>
<xsd:attribute default="http://www.fpml.org/coding-scheme/originating-event" name="originatingEventScheme" type="NonEmptyURI"/>
</xsd:extension>
<xsd:annotation>
</xsd:complexType>
<xsd:documentation xml:lang="en">
</xsd:annotation>
A type defining partial exercise. As defined in the 2000 ISDA Definitions, Section 12.3 Partial Exercise, the buyer of the option may exercise all or less than all the notional amount of the underlying swap but may not be less than the minimum notional amount (if specified) and must be an integral multiple of the integral multiple amount if specified.
</xsd:documentation>
<xsd:sequence>
</xsd:sequence>
<xsd:annotation>
</xsd:complexType>
<xsd:documentation xml:lang="en">
</xsd:annotation>
A type defining a legal entity or a subdivision of a legal entity.
</xsd:documentation>
Parties can perform multiple roles in a trade lifecycle. For example, the principal parties obligated to make payments from time to time during the term of the trade, but may include other parties involved in, or incidental to, the trade, such as parties acting in the role of novation transferor/transferee, broker, calculation agent, etc. In FpML roles are defined in multiple places within a document.
</xsd:documentation>
<xsd:choice>
<xsd:group ref="Party.model"/>
</xsd:choice>
<xsd:sequence>
<xsd:annotation>
</xsd:sequence>
<xsd:documentation xml:lang="en">
</xsd:annotation>
A group of parties acting as a single party (e.g. joint and several).
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">Party Group Type, e.g. JointAndSeveralLiability</xsd:documentation>
</xsd:annotation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
Reference to a party that is a member of the group of entities that are acting together as a single party in a transaction.
</xsd:documentation>
<xsd:annotation>
</xsd:attribute>
<xsd:documentation xml:lang="en">
</xsd:annotation>
The id uniquely identifying the Party within the document.
</xsd:documentation>
<xsd:annotation>
</xsd:complexType>
<xsd:documentation xml:lang="en">
</xsd:annotation>
The data type used for party group classification.
</xsd:documentation>
<xsd:simpleContent>
</xsd:simpleContent>
<xsd:annotation>
</xsd:annotation>
</xsd:complexType>
<xsd:simpleContent>
<xsd:extension base="NonEmptyScheme">
</xsd:simpleContent>
<xsd:attribute default="http://www.fpml.org/coding-scheme/external/iso9362" name="partyIdScheme" type="NonEmptyURI"/>
</xsd:extension>
<xsd:annotation>
</xsd:complexType>
<xsd:documentation xml:lang="en">
</xsd:annotation>
The data type used for the legal name of an organization.
</xsd:documentation>
<xsd:simpleContent>
</xsd:simpleContent>
<xsd:annotation>
</xsd:annotation>
</xsd:complexType>
<xsd:complexContent>
</xsd:complexContent>
<xsd:annotation>
</xsd:complexType>
<xsd:documentation xml:lang="en">
</xsd:annotation>
A type describing a role played by a party in one or more transactions. Examples include roles such as guarantor, custodian, confirmation service provider, etc. This can be extended to provide custom roles.
</xsd:documentation>
<xsd:simpleContent>
<xsd:extension base="Scheme">
</xsd:simpleContent>
<xsd:attribute default="http://www.fpml.org/coding-scheme/party-role" name="partyRoleScheme" type="NonEmptyURI"/>
</xsd:extension>
<xsd:annotation>
</xsd:complexType>
<xsd:documentation xml:lang="en">
</xsd:annotation>
A type refining the role a role played by a party in one or more transactions. Examples include "AllPositions" and "SomePositions" for Guarantor. This can be extended to provide custom types.
</xsd:documentation>
<xsd:simpleContent>
<xsd:extension base="Scheme">
</xsd:simpleContent>
<xsd:attribute default="http://www.fpml.org/coding-scheme/party-role-type" name="partyRoleTypeScheme" type="NonEmptyURI"/>
</xsd:extension>
<xsd:annotation>
</xsd:annotation>
</xsd:complexType>
<xsd:complexContent>
</xsd:complexContent>
<xsd:annotation>
</xsd:annotation>
</xsd:complexType>
<xsd:complexContent>
</xsd:complexContent>
<xsd:annotation>
</xsd:complexType>
<xsd:documentation xml:lang="en">
</xsd:annotation>
A type for defining payments. In Transparency view, normally the payer and receiver party references are not used; however they may be provided if necessary for administrative activities such as Reporting Party Determination in FX.
</xsd:documentation>
<xsd:complexContent>
<xsd:extension base="PaymentBase">
</xsd:complexContent>
<xsd:sequence>
</xsd:extension>
<xsd:group ref="PayerReceiver.model">
</xsd:sequence>
<xsd:annotation/>
</xsd:group>
<xsd:annotation>
</xsd:annotation>
</xsd:element>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
The payment date. This date is subject to adjustment in accordance with any applicable business day convention.
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
A classification of the type of fee or additional payment, e.g. brokerage, upfront fee etc. FpML does not define domain values for this element.
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
The information required to settle a currency payment that results from a trade.
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
The value representing the discount factor used to calculate the present value of the cash flow.
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
The amount representing the present value of the forecast payment.
</xsd:documentation>
<xsd:annotation>
</xsd:attribute>
<xsd:documentation xml:lang="en">
</xsd:annotation>
Can be used to reference the yield curve used to estimate the discount factor.
</xsd:documentation>
<xsd:annotation>
</xsd:annotation>
</xsd:complexType>
<xsd:annotation>
</xsd:annotation>
</xsd:complexType>
<xsd:complexContent>
<xsd:extension base="PaymentBase">
</xsd:complexContent>
<xsd:sequence>
</xsd:extension>
<xsd:group ref="PayerReceiver.model"/>
</xsd:sequence>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
The payment date, which can be expressed as either an adjustable or relative date.
</xsd:documentation>
<xsd:complexContent>
</xsd:complexType>
<xsd:extension base="PaymentBase">
</xsd:complexContent>
<xsd:sequence>
</xsd:extension>
<xsd:element minOccurs="0" name="paymentDate" type="AdjustableOrRelativeDate">
</xsd:sequence>
<xsd:annotation>
</xsd:annotation>
</xsd:element>
<xsd:choice>
<xsd:element name="paymentAmount" type="Money">
</xsd:choice>
<xsd:annotation>
</xsd:annotation>
</xsd:element>
<xsd:sequence>
<xsd:element name="paymentRule" type="PaymentRule">
</xsd:sequence>
<xsd:annotation>
</xsd:annotation>
</xsd:element>
<xsd:annotation>
</xsd:annotation>
</xsd:element>
<xsd:annotation>
</xsd:complexType>
<xsd:documentation xml:lang="en">
</xsd:annotation>
Details on the referenced payment. e.g. Its cashflow components, settlement details.
</xsd:documentation>
<xsd:sequence>
<xsd:element name="paymentReference" type="PaymentReference">
</xsd:sequence>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
The reference to the identified payment strucutre.
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
Payment details of this cash flow component, including currency, amount and payer/payee.
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
The information required to settle a currency payment.
</xsd:documentation>
<xsd:annotation>
</xsd:annotation>
</xsd:complexType>
<xsd:complexContent>
</xsd:complexContent>
<xsd:annotation>
</xsd:complexType>
</xsd:complexType>
<xsd:documentation xml:lang="en">
</xsd:annotation>
The abstract base type from which all calculation rules of the independent amount must be derived.
</xsd:documentation>
<xsd:annotation>
</xsd:complexType>
<xsd:documentation xml:lang="en">
</xsd:annotation>
A type to define recurring periods or time offsets.
</xsd:documentation>
<xsd:sequence>
<xsd:element name="periodMultiplier" type="xsd:integer">
</xsd:sequence>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
A time period multiplier, e.g. 1, 2 or 3 etc. A negative value can be used when specifying an offset relative to another date, e.g. -2 days.
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
A time period, e.g. a day, week, month or year of the stream. If the periodMultiplier value is 0 (zero) then period must contain the value D (day).
</xsd:documentation>
<xsd:sequence>
</xsd:complexType>
<xsd:element name="calculationStartDate" type="AdjustableOrRelativeDate"/>
</xsd:sequence>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
The frequency at which calculation period end dates occur with the regular part of the calculation period schedule and their roll date convention.
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
The business day convention to apply to each calculation period end date if it would otherwise fall on a day that is not a business day in the specified financial business centers.
</xsd:documentation>
<xsd:annotation>
</xsd:complexType>
<xsd:documentation xml:lang="en">
</xsd:annotation>
A type that represents information about a person connected with a trade or business process.
</xsd:documentation>
<xsd:sequence>
<xsd:sequence minOccurs="0">
</xsd:sequence>
<xsd:element minOccurs="0" name="honorific" type="NormalizedString">
</xsd:sequence>
<xsd:annotation>
</xsd:annotation>
</xsd:element>
<xsd:annotation>
</xsd:annotation>
</xsd:element>
<xsd:choice minOccurs="0">
</xsd:choice>
<xsd:annotation>
</xsd:annotation>
</xsd:element>
<xsd:annotation>
</xsd:annotation>
</xsd:element>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
An identifier assigned by a system for uniquely identifying the individual
</xsd:documentation>
<xsd:annotation>
</xsd:annotation>
</xsd:element>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
Information on how to contact the individual using various means.
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
The ISO 3166 standard code for the country where the individual works.
</xsd:documentation>
<xsd:annotation>
</xsd:complexType>
<xsd:documentation xml:lang="en">
</xsd:annotation>
An identifier used to identify an individual person.
</xsd:documentation>
<xsd:simpleContent>
</xsd:simpleContent>
<xsd:annotation>
</xsd:complexType>
<xsd:documentation xml:lang="en">
</xsd:annotation>
A type describing a role played by a person in one or more transactions. Examples include roles such as Trader, Broker, MiddleOffice, Legal, etc. This can be extended to provide custom roles.
</xsd:documentation>
<xsd:simpleContent>
<xsd:extension base="Scheme">
</xsd:simpleContent>
<xsd:attribute default="http://www.fpml.org/coding-scheme/person-role" name="personRoleScheme" type="NonEmptyURI"/>
</xsd:extension>
<xsd:annotation>
</xsd:annotation>
</xsd:complexType>
<xsd:complexContent>
<xsd:extension base="MoneyBase">
</xsd:complexContent>
<xsd:sequence>
</xsd:extension>
<xsd:element name="amount" type="PositiveDecimal">
</xsd:sequence>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">The positive monetary quantity in currency units.</xsd:documentation>
</xsd:annotation>
<xsd:annotation>
</xsd:complexType>
<xsd:documentation xml:lang="en">
</xsd:annotation>
A type for defining a time with respect to a geographic location, for example 11:00 Phoenix, USA. This type should be used where a wider range of locations than those available as business centres is required.
</xsd:documentation>
<xsd:sequence>
<xsd:element name="hourMinuteTime" type="HourMinuteTime">
</xsd:sequence>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
A time specified in hh:mm:ss format where the second component must be '00', e.g. 11am would be represented as 11:00:00.
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
The geographic location to which the hourMinuteTime applies. The time takes into account any current day light saving changes or other adjustments i.e. it is the prevaling time at the location.
</xsd:documentation>
<xsd:annotation>
</xsd:complexType>
<xsd:documentation xml:lang="en">
</xsd:annotation>
An abstract pricing structure base type. Used as a base for structures such as yield curves and volatility matrices.
</xsd:documentation>
<xsd:sequence>
<xsd:element minOccurs="0" name="name" type="NormalizedString">
</xsd:sequence>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
The name of the structure, e.g "USDLIBOR-3M EOD Curve".
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
The currency that the structure is expressed in (this is relevant mostly for the Interes Rates asset class).
</xsd:documentation>
<xsd:annotation>
</xsd:complexType>
<xsd:documentation xml:lang="en">
</xsd:annotation>
Reference to a pricing structure or any derived components (i.e. yield curve).
</xsd:documentation>
<xsd:complexContent>
</xsd:complexContent>
<xsd:annotation>
</xsd:complexType>
<xsd:documentation xml:lang="en">
</xsd:annotation>
A type defining which principal exchanges occur for the stream.
</xsd:documentation>
<xsd:sequence>
<xsd:element name="initialExchange" type="xsd:boolean">
</xsd:sequence>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
A true/false flag to indicate whether there is an initial exchange of principal on the effective date.
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
A true/false flag to indicate whether there is a final exchange of principal on the termination date.
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
A true/false flag to indicate whether there are intermediate or interim exchanges of principal during the term of the swap.
</xsd:documentation>
<xsd:annotation>
</xsd:annotation>
</xsd:complexType>
</xsd:complexType>
<xsd:annotation>
</xsd:annotation>
</xsd:complexType>
<xsd:complexContent>
</xsd:complexContent>
<xsd:simpleContent>
</xsd:complexType>
<xsd:extension base="Scheme">
</xsd:simpleContent>
<xsd:attribute default="http://www.fpml.org/coding-scheme/product-taxonomy" name="productTypeScheme" type="NonEmptyURI"/>
</xsd:extension>
<xsd:annotation>
</xsd:annotation>
</xsd:complexType>
<xsd:sequence>
<xsd:group ref="CollateralPartyAndAccountReferences.model">
</xsd:sequence>
<xsd:annotation>
</xsd:group>
<xsd:documentation xml:lang="en">
</xsd:annotation>
A pointer style reference to a party identifier and optionally an account identifier defined elsewhere in the document.
</xsd:documentation>
<xsd:choice maxOccurs="unbounded">
<xsd:element name="collateralValueAllocation" type="CollateralValueAllocation">
</xsd:choice>
<xsd:annotation>
</xsd:annotation>
</xsd:element>
<xsd:annotation>
</xsd:complexType>
<xsd:documentation xml:lang="en">
</xsd:annotation>
A type that describes the composition of a rate that has been quoted or is to be quoted. This includes the two currencies and the quotation relationship between the two currencies and is used as a building block throughout the FX specification.
</xsd:documentation>
<xsd:sequence>
<xsd:element name="currency1" type="Currency">
</xsd:sequence>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
The first currency specified when a pair of currencies is to be evaluated.
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
The second currency specified when a pair of currencies is to be evaluated.
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">The method by which the exchange rate is quoted.</xsd:documentation>
</xsd:annotation>
<xsd:annotation>
</xsd:complexType>
<xsd:documentation xml:lang="en">
</xsd:annotation>
The abstract base class for all types which define interest rate streams.
</xsd:documentation>
<xsd:annotation>
</xsd:complexType>
<xsd:documentation xml:lang="en">
</xsd:annotation>
A type defining parameters associated with an individual observation or fixing. This type forms part of the cashflow representation of a stream.
</xsd:documentation>
<xsd:sequence>
<xsd:element minOccurs="0" name="resetDate" type="xsd:date">
</xsd:sequence>
<xsd:annotation>
</xsd:annotation>
</xsd:element>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
The adjusted fixing date, i.e. the actual date the rate is observed. The date should already be adjusted for any applicable business day convention.
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
The actual observed rate before any required rate treatment is applied, e.g. before converting a rate quoted on a discount basis to an equivalent yield. An observed rate of 5% would be represented as 0.05.
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
The observed rate after any required rate treatment is applied. A treated rate of 5% would be represented as 0.05.
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
The number of days weighting to be associated with the rate observation, i.e. the number of days such rate is in effect. This is applicable in the case of a weighted average method of calculation where more than one reset date is established for a single calculation period.
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
A pointer style reference to a floating rate component defined as part of a stub calculation period amount component. It is only required when it is necessary to distinguish two rate observations for the same fixing date which could occur when linear interpolation of two different rates occurs for a stub calculation period.
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
The value representing the forecast rate used to calculate the forecast future value of the accrual period.A value of 1% should be represented as 0.01
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
The value representing the forecast rate after applying rate treatment rules. A value of 1% should be represented as 0.01
</xsd:documentation>
<xsd:annotation>
</xsd:complexType>
</xsd:complexType>
<xsd:documentation xml:lang="en">
</xsd:annotation>
Reference to any rate (floating, inflation) derived from the abstract Rate component.
</xsd:documentation>
<xsd:annotation>
</xsd:complexType>
<xsd:documentation xml:lang="en">
</xsd:annotation>
The abstract base class for all types which define intra-document pointers.
</xsd:documentation>
<xsd:annotation>
</xsd:annotation>
</xsd:complexType>
<xsd:simpleContent>
</xsd:simpleContent>
<xsd:annotation>
</xsd:complexType>
</xsd:complexType>
<xsd:documentation xml:lang="en">
</xsd:annotation>
A type to describe an institution (party) identified by means of a coding scheme and an optional name.
</xsd:documentation>
<xsd:sequence>
<xsd:element name="referenceBankId" type="ReferenceBankId">
</xsd:sequence>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
An institution (party) identifier, e.g. a bank identifier code (BIC).
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
The name of the institution (party). A free format string. FpML does not define usage rules for the element.
</xsd:documentation>
<xsd:annotation>
</xsd:complexType>
<xsd:documentation xml:lang="en">
</xsd:annotation>
A code that describes the world region of a counterparty. For example, NorthAmerica, Europe, Asia.
</xsd:documentation>
<xsd:simpleContent>
<xsd:extension base="Scheme">
</xsd:simpleContent>
<xsd:attribute default="http://www.fpml.org/coding-scheme/region" name="regionScheme" type="NonEmptyURI"/>
</xsd:extension>
<xsd:sequence>
</xsd:complexType>
<xsd:element name="businessUnitReference" type="BusinessUnitReference">
</xsd:sequence>
<xsd:annotation>
</xsd:annotation>
</xsd:element>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
The category of the relationship. The related unit performs the role specified in this field for the base party. For example, if the role is "Trader", the related unit acts acts or acted as the base party's trading unit.
</xsd:documentation>
<xsd:sequence>
</xsd:complexType>
<xsd:group ref="PartyAndAccountReferences.model"/>
</xsd:sequence>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
The category of the relationship. The related party performs the role specified in this field for the base party. For example, if the role is "Guarantor", the related party acts as a guarantor for the base party.
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
Additional definition refining the type of relationship. For example, if the "role" is Guarantor, this element may be used to specify whether all positions are guaranteed, or only a subset of them.
</xsd:documentation>
<xsd:sequence>
</xsd:complexType>
<xsd:element name="personReference" type="PersonReference">
</xsd:sequence>
<xsd:annotation>
</xsd:annotation>
</xsd:element>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
The category of the relationship. The related individual performs the role specified in this field for the base party. For example, if the role is "Trader", the related person acts acts or acted as the base party's trader.
</xsd:documentation>
<xsd:annotation>
</xsd:complexType>
<xsd:documentation xml:lang="en">
</xsd:annotation>
A type defining a date (referred to as the derived date) as a relative offset from another date (referred to as the anchor date). If the anchor date is itself an adjustable date then the offset is assumed to be calculated from the adjusted anchor date. A number of different scenarios can be supported, namely; 1) the derived date may simply be a number of calendar periods (days, weeks, months or years) preceding or following the anchor date; 2) the unadjusted derived date may be a number of calendar periods (days, weeks, months or years) preceding or following the anchor date with the resulting unadjusted derived date subject to adjustment in accordance with a specified business day convention, i.e. the derived date must fall on a good business day; 3) the derived date may be a number of business days preceding or following the anchor date. Note that the businessDayConvention specifies any required adjustment to the unadjusted derived date. A negative or positive value in the periodMultiplier indicates whether the unadjusted derived precedes or follows the anchor date. The businessDayConvention should contain a value NONE if the day type element contains a value of Business (since specifying a negative or positive business days offset would already guarantee that the derived date would fall on a good business day in the specified business centers).
</xsd:documentation>
<xsd:complexContent>
<xsd:extension base="Offset">
</xsd:complexContent>
<xsd:sequence>
</xsd:extension>
<xsd:element name="businessDayConvention" type="BusinessDayConventionEnum">
</xsd:sequence>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
The convention for adjusting a date if it would otherwise fall on a day that is not a business day.
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
Specifies the anchor as an href attribute. The href attribute value is a pointer style reference to the element or component elsewhere in the document where the anchor date is defined.
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
The date once the adjustment has been performed. (Note that this date may change if the business center holidays change).
</xsd:documentation>
<xsd:annotation>
</xsd:complexType>
<xsd:documentation xml:lang="en">
</xsd:annotation>
A type describing a set of dates defined as relative to another set of dates.
</xsd:documentation>
<xsd:complexContent>
<xsd:extension base="RelativeDateOffset">
</xsd:complexContent>
<xsd:sequence>
</xsd:extension>
<xsd:element minOccurs="0" name="periodSkip" type="xsd:positiveInteger">
</xsd:sequence>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
The number of periods in the referenced date schedule that are between each date in the relative date schedule. Thus a skip of 2 would mean that dates are relative to every second date in the referenced schedule. If present this should have a value greater than 1.
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
The first and last dates of a schedule. This can be used to restrict the range of values in a reference series of dates.
</xsd:documentation>
<xsd:annotation>
</xsd:complexType>
<xsd:documentation xml:lang="en">
</xsd:annotation>
A type describing a date when this date is defined in reference to another date through one or several date offsets.
</xsd:documentation>
<xsd:sequence>
<xsd:element name="dateRelativeTo" type="DateReference">
</xsd:sequence>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
Specifies the anchor as an href attribute. The href attribute value is a pointer style reference to the element or component elsewhere in the document where the anchor date is defined.
</xsd:documentation>
<xsd:annotation>
</xsd:complexType>
<xsd:documentation xml:lang="en">
</xsd:annotation>
An identifier of an reporting regime or format used for regulatory reporting, for example DoddFrankAct, MiFID, HongKongOTCDRepository, etc.
</xsd:documentation>
<xsd:simpleContent>
<xsd:extension base="Scheme">
</xsd:simpleContent>
<xsd:attribute default="http://www.fpml.org/coding-scheme/reporting-regime" name="reportingRegimeNameScheme" type="NonEmptyURI"/>
</xsd:extension>
<xsd:simpleContent>
</xsd:complexType>
<xsd:extension base="Scheme">
</xsd:simpleContent>
<xsd:attribute default="http://www.fpml.org/coding-scheme/requested-action" name="requestedActionScheme" type="NonEmptyURI"/>
</xsd:extension>
<xsd:annotation>
</xsd:complexType>
<xsd:documentation xml:lang="en">
</xsd:annotation>
A date with a required identifier which can be referenced elsewhere.
</xsd:documentation>
<xsd:simpleContent>
<xsd:extension base="xsd:date">
</xsd:extension>
</xsd:simpleContent>
<xsd:annotation>
</xsd:complexType>
<xsd:documentation xml:lang="en">
</xsd:annotation>
A type defining the reset frequency. In the case of a weekly reset, also specifies the day of the week that the reset occurs. If the reset frequency is greater than the calculation period frequency the this implies that more or more reset dates is established for each calculation period and some form of rate averaginhg is applicable. The specific averaging method of calculation is specified in FloatingRateCalculation. In case the reset frequency is of value T (term), the period is defined by the swap\swapStream\calculationPerioDates\effectiveDate and the swap\swapStream\calculationPerioDates\terminationDate.
</xsd:documentation>
<xsd:complexContent>
<xsd:extension base="Frequency">
</xsd:complexContent>
<xsd:sequence>
</xsd:extension>
<xsd:element minOccurs="0" name="weeklyRollConvention" type="WeeklyRollConventionEnum">
</xsd:sequence>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
The day of the week on which a weekly reset date occurs. This element must be included if the reset frequency is defined as weekly and not otherwise.
</xsd:documentation>
<xsd:annotation>
</xsd:complexType>
<xsd:documentation xml:lang="en">
</xsd:annotation>
Describes the resource that contains the media representation of a business event (i.e used for stating the Publicly Available Information). For example, can describe a file or a URL that represents the event. This type is an extended version of a type defined by RIXML (www.rixml.org).
</xsd:documentation>
<xsd:sequence>
<xsd:element name="resourceId" type="ResourceId">
</xsd:sequence>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
The unique identifier of the resource within the event.
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
A description of the type of the resource, e.g. a confirmation.
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
Indicates the language of the resource, described using the ISO 639-2/T Code.
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
Indicates the size of the resource in bytes. It could be used by the end user to estimate the download time and storage needs.
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
Indicates the length of the resource. For example, if the resource were a PDF file, the length would be in pages.
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
Indicates the type of media used to store the content. mimeType is used to determine the software product(s) that can read the content. MIME Types are described in RFC 2046.
</xsd:documentation>
<xsd:annotation>
</xsd:annotation>
</xsd:element>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
Any additional comments that are deemed necessary. For example, which software version is required to open the document? Or, how does this resource relate to the others for this event?
</xsd:documentation>
<xsd:choice minOccurs="0">
<xsd:element name="string" type="String">
</xsd:choice>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
Provides extra information as string. In case the extra information is in XML format, a CDATA section must be placed around the source message to prevent its interpretation as XML content.
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
Provides extra information as binary contents coded in hexadecimal.
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
Provides extra information as binary contents coded in base64.
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
Indicates where the resource can be found, as a URL that references the information on a web server accessible to the message recipient.
</xsd:documentation>
<xsd:annotation>
</xsd:annotation>
</xsd:complexType>
<xsd:simpleContent>
</xsd:simpleContent>
<xsd:annotation>
</xsd:complexType>
<xsd:documentation xml:lang="en">
</xsd:annotation>
The type that indicates the length of the resource.
</xsd:documentation>
<xsd:sequence>
<xsd:element name="lengthUnit" type="LengthUnitEnum">
</xsd:sequence>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
The length unit of the resource. For example, pages (pdf, text documents) or time (audio, video files).
</xsd:documentation>
<xsd:annotation>
</xsd:annotation>
</xsd:element>
<xsd:annotation>
</xsd:complexType>
<xsd:documentation xml:lang="en">
</xsd:annotation>
The data type used for describing the type or purpose of a resource, e.g. "Confirmation".
</xsd:documentation>
<xsd:simpleContent>
<xsd:extension base="Scheme">
</xsd:simpleContent>
<xsd:attribute default="http://www.fpml.org/coding-scheme/resource-type" name="resourceTypeScheme" type="NonEmptyURI"/>
</xsd:extension>
<xsd:annotation>
</xsd:complexType>
<xsd:documentation xml:lang="en">A reference to the return swap notional amount.</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
</xsd:complexContent>
<xsd:annotation>
</xsd:complexType>
<xsd:documentation xml:lang="en">
</xsd:annotation>
A type defining a rounding direction and precision to be used in the rounding of a rate.
</xsd:documentation>
<xsd:sequence>
<xsd:element name="roundingDirection" type="RoundingDirectionEnum">
</xsd:sequence>
<xsd:annotation>
</xsd:annotation>
</xsd:element>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
Specifies the rounding precision in terms of a number of decimal places. Note how a percentage rate rounding of 5 decimal places is expressed as a rounding precision of 7 in the FpML document since the percentage is expressed as a decimal, e.g. 9.876543% (or 0.09876543) being rounded to the nearest 5 decimal places is 9.87654% (or 0.0987654).
</xsd:documentation>
<xsd:annotation>
</xsd:complexType>
<xsd:documentation xml:lang="en">
</xsd:annotation>
A type that provides three alternative ways of identifying a party involved in the routing of a payment. The identification may use payment system identifiers only; actual name, address and other reference information; or a combination of both.
</xsd:documentation>
<xsd:annotation>
</xsd:complexType>
<xsd:documentation xml:lang="en">
</xsd:annotation>
A type that models name, address and supplementary textual information for the purposes of identifying a party involved in the routing of a payment.
</xsd:documentation>
<xsd:simpleContent>
</xsd:complexType>
<xsd:extension base="Scheme">
</xsd:simpleContent>
<xsd:attribute default="http://www.fpml.org/coding-scheme/external/iso9362" name="routingIdCodeScheme" type="NonEmptyURI"/>
</xsd:extension>
<xsd:annotation>
</xsd:complexType>
<xsd:documentation xml:lang="en">
</xsd:annotation>
A type that provides for identifying a party involved in the routing of a payment by means of one or more standard identification codes. For example, both a SWIFT BIC code and a national bank identifier may be required.
</xsd:documentation>
<xsd:sequence>
<xsd:element maxOccurs="unbounded" name="routingId" type="RoutingId">
</xsd:sequence>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
A unique identifier for party that is a participant in a recognized payment system.
</xsd:documentation>
<xsd:annotation>
</xsd:complexType>
<xsd:documentation xml:lang="en">
</xsd:annotation>
A type that provides a combination of payment system identification codes with physical postal address details, for the purposes of identifying a party involved in the routing of a payment.
</xsd:documentation>
<xsd:sequence>
<xsd:element maxOccurs="unbounded" name="routingIds" type="RoutingIds">
</xsd:sequence>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
A set of unique identifiers for a party, eachone identifying the party within a payment system. The assumption is that each party will not have more than one identifier within the same payment system.
</xsd:documentation>
<xsd:annotation>
</xsd:complexType>
<xsd:documentation xml:lang="en">
</xsd:annotation>
A type defining a schedule of rates or amounts in terms of an initial value and then a series of step date and value pairs. On each step date the rate or amount changes to the new step value. The series of step date and value pairs are optional. If not specified, this implies that the initial value remains unchanged over time.
</xsd:documentation>
<xsd:sequence>
<xsd:element name="initialValue" type="xsd:decimal">
</xsd:sequence>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
The initial rate or amount, as the case may be. An initial rate of 5% would be represented as 0.05.
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
The schedule of step date and value pairs. On each step date the associated step value becomes effective A list of steps may be ordered in the document by ascending step date. An FpML document containing an unordered list of steps is still regarded as a conformant document.
</xsd:documentation>
<xsd:annotation>
</xsd:annotation>
</xsd:complexType>
<xsd:complexContent>
</xsd:complexContent>
<xsd:annotation>
</xsd:complexType>
<xsd:documentation xml:lang="en">
</xsd:annotation>
A type that represents the choice of methods for settling a potential currency payment resulting from a trade: by means of a standard settlement instruction, by netting it out with other payments, or with an explicit settlement instruction.
</xsd:documentation>
<xsd:choice>
<xsd:element name="standardSettlementStyle" type="StandardSettlementStyleEnum">
</xsd:choice>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
An optional element used to describe how a trade will settle. This defines a scheme and is used for identifying trades that are identified as settling standard and/or flagged for settlement netting.
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
An explicit specification of how a currency payment is to be made, when the payment is not netted and the route is other than the recipient's standard settlement instruction.
</xsd:documentation>
<xsd:annotation>
</xsd:complexType>
<xsd:documentation xml:lang="en">
</xsd:annotation>
A type that models a complete instruction for settling a currency payment, including the settlement method to be used, the correspondent bank, any intermediary banks and the ultimate beneficary.
</xsd:documentation>
<xsd:sequence>
<xsd:element minOccurs="0" name="settlementMethod" type="SettlementMethod">
</xsd:sequence>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
The mechanism by which settlement is to be made. The scheme of domain values will include standard mechanisms such as CLS, Fedwire, Chips ABA, Chips UID, SWIFT, CHAPS and DDA.
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
The information required to identify the correspondent bank that will make delivery of the funds on the paying bank's behalf in the country where the payment is to be made
</xsd:documentation>
<xsd:element maxOccurs="unbounded" minOccurs="0" name="intermediaryInformation" type="IntermediaryInformation">
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
Information to identify an intermediary through which payment will be made by the correspondent bank to the ultimate beneficiary of the funds.
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
The bank that acts for the ultimate beneficiary of the funds in receiving payments.
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
The ultimate beneficiary of the funds. The beneficiary can be identified either by an account at the beneficiaryBank (qv) or by explicit routingInformation. This element provides for the latter.
</xsd:documentation>
<xsd:annotation>
</xsd:annotation>
</xsd:element>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
The set of individual payments that are to be made when a currency payment settling a trade needs to be split between a number of ultimate beneficiaries. Each split payment may need to have its own routing information.
</xsd:documentation>
<xsd:simpleContent>
</xsd:complexType>
<xsd:extension base="Scheme">
</xsd:simpleContent>
<xsd:attribute default="http://www.fpml.org/coding-scheme/settlement-method" name="settlementMethodScheme" type="NonEmptyURI"/>
</xsd:extension>
<xsd:annotation>
</xsd:complexType>
<xsd:documentation xml:lang="en">
</xsd:annotation>
Coding scheme that specifies the settlement price default election.
</xsd:documentation>
<xsd:simpleContent>
<xsd:extension base="Scheme">
</xsd:simpleContent>
<xsd:attribute default="http://www.fpml.org/coding-scheme/settlement-price-default-election" name="settlementPriceDefaultElectionScheme" type="NonEmptyURI"/>
</xsd:extension>
<xsd:annotation>
</xsd:complexType>
<xsd:documentation xml:lang="en">
</xsd:annotation>
The source from which the settlement price is to be obtained, e.g. a Reuters page, Prezzo di Riferimento, etc.
</xsd:documentation>
<xsd:simpleContent>
<xsd:extension base="Scheme">
</xsd:simpleContent>
<xsd:attribute default="http://www.fpml.org/coding-scheme/settlement-price-source" name="settlementPriceSourceScheme" type="NonEmptyURI"/>
</xsd:extension>
<xsd:annotation>
</xsd:complexType>
<xsd:documentation xml:lang="en">
</xsd:annotation>
A type defining the settlement rate options through a scheme reflecting the terms of the Annex A to the 1998 FX and Currency Option Definitions.
</xsd:documentation>
<xsd:simpleContent>
<xsd:extension base="Scheme">
</xsd:simpleContent>
<xsd:attribute default="http://www.fpml.org/coding-scheme/settlement-rate-option" name="settlementRateOptionScheme" type="NonEmptyURI"/>
</xsd:extension>
<xsd:annotation>
</xsd:complexType>
<xsd:documentation xml:lang="en">
</xsd:annotation>
A type describing the method for obtaining a settlement rate.
</xsd:documentation>
<xsd:choice>
<xsd:element name="informationSource" type="InformationSource">
</xsd:choice>
<xsd:annotation>
</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>
A container for a set of reference institutions. These reference institutions may be called upon to provide rate quotations as part of the method to determine the applicable cash settlement amount. If institutions are not specified, it is assumed that reference institutions will be agreed between the parties on the exercise date, or in the case of swap transaction to which mandatory early termination is applicable, the cash settlement valuation date.
</xsd:documentation>
<xsd:annotation>
</xsd:annotation>
</xsd:complexType>
<xsd:complexContent>
<xsd:extension base="Exercise">
</xsd:complexContent>
<xsd:sequence>
</xsd:extension>
<xsd:element name="commencementDate" type="AdjustableOrRelativeDate">
</xsd:sequence>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
The first day of the exercise period for an American style option.
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
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:choice minOccurs="0">
<xsd:annotation>
</xsd:choice>
<xsd:documentation xml:lang="en">
</xsd:annotation>
Choice between latest exercise time expressed as literal time, or using a determination method.
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
For a Bermuda or American style option, the latest time on an exercise business day (excluding the expiration date) within the exercise period that notice can be given by the buyer to the seller or seller's agent. Notice of exercise given after this time will be deemed to have been given on the next exercise business day.
</xsd:documentation>
<xsd:annotation>
</xsd:annotation>
</xsd:element>
<xsd:annotation>
</xsd:complexType>
<xsd:documentation xml:lang="en">
</xsd:annotation>
A complex type to specified payments in a simpler fashion than the Payment type. This construct should be used from the version 4.3 onwards.
</xsd:documentation>
<xsd:complexContent>
<xsd:extension base="PaymentBase">
</xsd:complexContent>
<xsd:sequence>
</xsd:extension>
<xsd:group ref="PayerReceiver.model"/>
</xsd:sequence>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
The payment date. This date is subject to adjustment in accordance with any applicable business day convention.
</xsd:documentation>
<xsd:annotation>
</xsd:complexType>
<xsd:documentation xml:lang="en">
</xsd:annotation>
A type that supports the division of a gross settlement amount into a number of split settlements, each requiring its own settlement instruction.
</xsd:documentation>
<xsd:sequence>
<xsd:element name="splitSettlementAmount" type="Money">
</xsd:sequence>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
One of the monetary amounts in a split settlement payment.
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
The bank that acts for the ultimate beneficiary of the funds in receiving payments.
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
The ultimate beneficiary of the funds. The beneficiary can be identified either by an account at the beneficiaryBank (qv) or by explicit routingInformation. This element provides for the latter.
</xsd:documentation>
<xsd:annotation>
</xsd:complexType>
<xsd:documentation xml:lang="en">
</xsd:annotation>
Adds an optional spread type element to the Schedule to identify a long or short spread value.
</xsd:documentation>
<xsd:complexContent>
</xsd:complexContent>
<xsd:annotation>
</xsd:annotation>
</xsd:complexType>
<xsd:complexContent>
</xsd:complexContent>
<xsd:annotation>
</xsd:complexType>
<xsd:documentation xml:lang="en">
</xsd:annotation>
Defines a Spread Type Scheme to identify a long or short spread value.
</xsd:documentation>
<xsd:simpleContent>
<xsd:extension base="Scheme">
</xsd:simpleContent>
<xsd:attribute default="http://www.fpml.org/coding-scheme/spread-schedule-type" name="spreadScheduleTypeScheme" type="NonEmptyURI"/>
</xsd:extension>
<xsd:annotation>
</xsd:complexType>
<xsd:documentation xml:lang="en">
</xsd:annotation>
A type defining a step date and step value pair. This step definitions are used to define varying rate or amount schedules, e.g. a notional amortization or a step-up coupon schedule.
</xsd:documentation>
<xsd:complexContent>
<xsd:extension base="StepBase">
</xsd:complexContent>
<xsd:sequence>
</xsd:extension>
<xsd:element name="stepValue" type="xsd:decimal">
</xsd:sequence>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
The rate or amount which becomes effective on the associated stepDate. A rate of 5% would be represented as 0.05.
</xsd:documentation>
<xsd:annotation>
</xsd:complexType>
<xsd:documentation xml:lang="en">
</xsd:annotation>
A type defining a step date and step value pair. This step definitions are used to define varying rate or amount schedules, e.g. a notional amortization or a step-up coupon schedule.
</xsd:documentation>
<xsd:sequence>
<xsd:element name="stepDate" type="xsd:date">
</xsd:sequence>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
The date on which the associated stepValue becomes effective. This day may be subject to adjustment in accordance with a business day convention.
</xsd:documentation>
<xsd:annotation>
</xsd:complexType>
<xsd:documentation xml:lang="en">
</xsd:annotation>
A type that describes the set of street and building number information that identifies a postal address within a city.
</xsd:documentation>
<xsd:sequence>
<xsd:element maxOccurs="unbounded" name="streetLine" type="String">
</xsd:sequence>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
An individual line of street and building number information, forming part of a postal address.
</xsd:documentation>
<xsd:annotation>
</xsd:annotation>
</xsd:complexType>
<xsd:sequence>
<xsd:element name="strikeRate" type="xsd:decimal">
</xsd:sequence>
<xsd:annotation>
</xsd:annotation>
</xsd:element>
<xsd:annotation>
</xsd:annotation>
</xsd:element>
<xsd:annotation>
</xsd:annotation>
</xsd:element>
<xsd:annotation>
</xsd:complexType>
<xsd:documentation xml:lang="en">
</xsd:annotation>
A type describing a schedule of cap or floor rates.
</xsd:documentation>
<xsd:complexContent>
<xsd:extension base="Schedule">
</xsd:complexContent>
<xsd:sequence>
</xsd:extension>
<xsd:element minOccurs="0" name="buyer" type="IdentifiedPayerReceiver">
</xsd:sequence>
<xsd:annotation>
</xsd:annotation>
</xsd:element>
<xsd:annotation>
</xsd:annotation>
</xsd:element>
<xsd:annotation>
</xsd:complexType>
<xsd:documentation xml:lang="en">
</xsd:annotation>
A type defining how a stub calculation period amount is calculated and the start and end date of the stub. A single floating rate tenor different to that used for the regular part of the calculation periods schedule may be specified, or two floating rate tenors many be specified. If two floating rate tenors are specified then Linear Interpolation (in accordance with the 2000 ISDA Definitions, Section 8.3 Interpolation) is assumed to apply. Alternatively, an actual known stub rate or stub amount may be specified.
</xsd:documentation>
<xsd:complexContent>
<xsd:extension base="StubValue">
</xsd:complexContent>
<xsd:sequence>
</xsd:extension>
<xsd:element minOccurs="0" name="stubStartDate" type="AdjustableOrRelativeDate">
</xsd:sequence>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
Start date of stub period. This was created to support use of the InterestRateStream within the Equity Derivative sphere, and this element is not expected to be produced in the representation of Interest Rate products.
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
End date of stub period. This was created to support use of the InterestRateStream within the Equity Derivative sphere, and this element is not expected to be produced in the representation of Interest Rate products.
</xsd:documentation>
<xsd:annotation>
</xsd:complexType>
<xsd:documentation xml:lang="en">
</xsd:annotation>
A type defining how a stub calculation period amount is calculated. A single floating rate tenor different to that used for the regular part of the calculation periods schedule may be specified, or two floating rate tenors many be specified. If two floating rate tenors are specified then Linear Interpolation (in accordance with the 2000 ISDA Definitions, Section 8.3 Interpolation) is assumed to apply. Alternatively, an actual known stub rate or stub amount may be specified.
</xsd:documentation>
<xsd:choice>
<xsd:element maxOccurs="2" name="floatingRate" type="FloatingRate">
</xsd:choice>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
The rates to be applied to the initial or final stub may be the linear interpolation of two different rates. While the majority of the time, the rate indices will be the same as that specified in the stream and only the tenor itself will be different, it is possible to specift two different rates. For example, a 2 month stub period may use the linear interpolation of a 1 month and 3 month rate. The different rates would be specified in this component. Note that a maximum of two rates can be specified. If a stub period uses the same floating rate index, including tenor, as the regular calculation periods then this should not be specified again within this component, i.e. the stub calculation period amount component may not need to be specified even if there is an initial or final stub period. If a stub period uses a different floating rate index compared to the regular calculation periods then this should be specified within this component. If specified here, they are likely to have id attributes, allowing them to be referenced from within the cashflows component.
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
An actual rate to apply for the initial or final stub period may have been agreed between the principal parties (in a similar way to how an initial rate may have been agreed for the first regular period). If an actual stub rate has been agreed then it would be included in this component. It will be a per annum rate, expressed as a decimal. A stub rate of 5% would be represented as 0.05.
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
An actual amount to apply for the initial or final stub period may have been agreed between th two parties. If an actual stub amount has been agreed then it would be included in this component.
</xsd:documentation>
<xsd:annotation>
</xsd:complexType>
<xsd:documentation xml:lang="en">
</xsd:annotation>
An identifier of an organization that supervises or regulates trading activity, e.g. CFTC, SEC, FSA, ODRF, etc.
</xsd:documentation>
<xsd:simpleContent>
<xsd:extension base="Scheme">
</xsd:simpleContent>
<xsd:attribute default="http://www.fpml.org/coding-scheme/supervisory-body" name="supervisoryBodyScheme" type="NonEmptyURI"/>
</xsd:extension>
<xsd:annotation>
</xsd:annotation>
</xsd:complexType>
<xsd:sequence>
<xsd:element minOccurs="0" name="type" type="TelephoneTypeEnum">
</xsd:sequence>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
The type of telephone number (work, personal, mobile).
</xsd:documentation>
<xsd:annotation>
</xsd:annotation>
</xsd:element>
<xsd:annotation>
</xsd:complexType>
<xsd:documentation xml:lang="en">
</xsd:annotation>
A geophraphic location for the purposes of defining a prevailing time according to the tz database.
</xsd:documentation>
<xsd:simpleContent>
<xsd:extension base="Scheme">
</xsd:simpleContent>
<xsd:attribute default="http://www.fpml.org/coding-scheme/external/tzdatabase" name="timezoneLocationScheme" type="NonEmptyURI"/>
</xsd:extension>
<xsd:annotation>
</xsd:complexType>
<xsd:documentation xml:lang="en">
</xsd:annotation>
A trade reference identifier allocated by a party. FpML does not define the domain values associated with this element. Note that the domain values for this element are not strictly an enumerated list.
</xsd:documentation>
<xsd:simpleContent>
<xsd:extension base="NonEmptyScheme">
</xsd:extension>
</xsd:simpleContent>
<xsd:annotation>
</xsd:complexType>
<xsd:documentation xml:lang="en">
</xsd:annotation>
A type describing interest payments associated with and underlyer, such as financing
</xsd:documentation>
<xsd:complexContent>
<xsd:extension base="DirectionalLeg">
</xsd:complexContent>
<xsd:sequence>
</xsd:extension>
<xsd:choice>
</xsd:sequence>
<xsd:element minOccurs="0" name="fixedRate" type="xsd:decimal">
</xsd:choice>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
The calculation period fixed rate. A per annum rate, expressed as a decimal. A fixed rate of 5% would be represented as 0.05.
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
The ISDA Spread or a Spread schedule expressed as explicit spreads and dates. In the case of a schedule, the step dates may be subject to adjustment in accordance with any adjustments specified in calculationPeriodDatesAdjustments. The spread is a per annum rate, expressed as a decimal. For purposes of determining a calculation period amount, if positive the spread will be added to the floating rate and if negative the spread will be subtracted from the floating rate. A positive 10 basis point (0.1%) spread would be represented as 0.001.
</xsd:documentation>
<xsd:annotation>
</xsd:complexType>
<xsd:documentation xml:lang="en">
</xsd:annotation>
A type used to record information about a unit, subdivision, desk, or other similar business entity.
</xsd:documentation>
<xsd:simpleContent>
</xsd:simpleContent>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
The parameters for defining the exercise period for an American style option together with any rules governing the notional amount of the underlying which can be exercised on any given exercise date and any associated exercise fees.
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
The parameters for defining the exercise period for a Bermuda style option together with any rules governing the notional amount of the underlying which can be exercised on any given exercise date and any associated exercise fees.
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
The parameters for defining the exercise period for a European style option together with any rules governing the notional amount of the underlying which can be exercised on any given exercise date and any associated exercise fees.
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
An placeholder for the actual option exercise definitions.
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
An abstract element used as a place holder for the substituting product elements.
</xsd:documentation>
<xsd:sequence>
</xsd:group>
<xsd:element name="unadjustedDate" type="IdentifiedDate">
</xsd:sequence>
<xsd:annotation>
</xsd:annotation>
</xsd:element>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
The business day convention and financial business centers used for adjusting the date if it would otherwise fall on a day that is not a business date in the specified business centers.
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
The date once the adjustment has been performed. (Note that this date may change if the business center holidays change).
</xsd:documentation>
<xsd:choice>
</xsd:group>
<xsd:element name="businessCentersReference" type="BusinessCentersReference">
</xsd:choice>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
A pointer style reference to a set of financial business centers defined elsewhere in the document. This set of business centers is used to determine whether a particular day is a business day or not.
</xsd:documentation>
<xsd:sequence>
</xsd:group>
<xsd:element name="buyerPartyReference" type="PartyReference">
</xsd:sequence>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
A reference to the party that buys this instrument, ie. pays for this instrument and receives the rights defined by it. See 2000 ISDA definitions Article 11.1 (b). In the case of FRAs this the fixed rate payer.
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
A reference to the account that buys this instrument.
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
A reference to the party that sells ("writes") this instrument, i.e. that grants the rights defined by this instrument and in return receives a payment for it. See 2000 ISDA definitions Article 11.1 (a). In the case of FRAs this is the floating rate payer.
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
A reference to the account that sells this instrument.
</xsd:documentation>
<xsd:sequence>
</xsd:group>
<xsd:element minOccurs="0" name="allocationPartyReference" type="PartyReference">
</xsd:sequence>
<xsd:annotation>
</xsd:annotation>
</xsd:element>
<xsd:annotation>
</xsd:annotation>
</xsd:element>
<xsd:sequence>
</xsd:group>
<xsd:element name="floatingRateIndex" type="FloatingRateIndex"/>
</xsd:sequence>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
The ISDA Designated Maturity, i.e. the tenor of the floating rate.
</xsd:documentation>
<xsd:sequence>
</xsd:group>
<xsd:element name="onBehalfOf" type="OnBehalfOf">
</xsd:sequence>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
Indicates which party (or parties) (and accounts) a trade or event is being processed for. Normally there will only be a maximum of 2 parties, but in the case of a novation there could be a transferor, transferee, remaining party, and other remaining party. Also, in the context of a trade package there could be several parties for which limit check is requested, necessitating multiple onBehalfOf elements. Except for these cases, there should be no more than two onBehalfOf references in a message.
</xsd:documentation>
<!--View Generation: SKIPPED OnBehalfOf2.model - Unsupported-->
<xsd:sequence>
</xsd:group>
<xsd:element maxOccurs="unbounded" minOccurs="0" name="notionalReference" type="NotionalReference">
</xsd:sequence>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
A pointer style reference to the associated notional schedule defined elsewhere in the document. This element has been made optional as part of its integration in the OptionBaseExtended, because not required for the options on securities.
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
A notional amount which restricts the amount of notional that can be exercised when partial exercise or multiple exercise is applicable. The integral multiple amount defines a lower limit of notional that can be exercised and also defines a unit multiple of notional that can be exercised, i.e. only integer multiples of this amount can be exercised.
</xsd:documentation>
<xsd:choice>
<xsd:element name="minimumNotionalAmount" type="xsd:decimal">
</xsd:choice>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
The minimum notional amount that can be exercised on a given exercise date. See multipleExercise.
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
The minimum number of options that can be exercised on a given exercise date.
</xsd:documentation>
<xsd:annotation>
</xsd:annotation>
</xsd:group>
<xsd:sequence>
<xsd:element maxOccurs="unbounded" name="party" type="Party">
</xsd:sequence>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
A legal entity or a subdivision of a legal entity.
</xsd:documentation>
Parties can perform multiple roles in a trade lifecycle. For example, the principal parties obligated to make payments from time to time during the term of the trade, but may include other parties involved in, or incidental to, the trade, such as parties acting in the role of novation transferor/transferee, broker, calculation agent, etc. In FpML roles are defined in multiple places within a document.
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
Optional account information used to precisely define the origination and destination of financial instruments.
</xsd:documentation>
<xsd:annotation>
</xsd:group>
<xsd:documentation xml:lang="en">A model group with the content model of a party.</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element maxOccurs="unbounded" name="partyId" type="PartyId">
</xsd:sequence>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
A party identifier, e.g. a S.W.I.F.T. bank identifier code (BIC).
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
The legal name of the organization. A free format string. FpML does not define usage rules for this element.
</xsd:documentation>
<xsd:annotation>
</xsd:group>
<xsd:documentation xml:lang="en">
</xsd:annotation>
Descriptive/categorization information for a party.
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
Information on how to contact the party using various means.
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
Optional organization unit information used to describe the organization units (e.g. trading desks) involved in a transaction or business process .
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
Optional information about people involved in a transaction or busines process. (These are eomployees of the party).
</xsd:documentation>
<xsd:sequence>
</xsd:group>
<xsd:element name="partyReference" type="PartyReference">
</xsd:sequence>
<xsd:annotation>
</xsd:annotation>
</xsd:element>
<xsd:annotation>
</xsd:annotation>
</xsd:element>
<xsd:annotation>
</xsd:group>
<xsd:documentation xml:lang="en">Information about a party for reporting purposes.</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element maxOccurs="unbounded" minOccurs="0" name="classification" type="IndustryClassification">
</xsd:sequence>
<xsd:annotation>
</xsd:annotation>
</xsd:element>
<xsd:annotation>
</xsd:annotation>
</xsd:element>
<xsd:annotation>
</xsd:annotation>
</xsd:element>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
A code for a grouping of countries to which this belongs.
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
The legal jurisdiction of the entity's registration.
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
The type of an organization's participantion in the OTC derivatives market.
</xsd:documentation>
<!--10-17-2014: Volatility Variance Swap/Volatility Swap - refactored PayerReceiver.model into Payer.model and Receiver.model to be used when Receiver is optional-->
<xsd:sequence>
</xsd:group>
<xsd:element name="payerPartyReference" type="PartyReference">
</xsd:sequence>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
A reference to the party responsible for making the payments defined by this structure.
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
A reference to the account responsible for making the payments defined by this structure.
</xsd:documentation>
<!--10-17-2014: Volatility Variance Swap/Volatility Swap - refactored PayerReceiver.model into Payer.model and Receiver.model to be used when Receiver is optional-->
<xsd:sequence>
</xsd:group>
<xsd:group ref="Payer.model">
</xsd:sequence>
<xsd:annotation>
</xsd:group>
<xsd:documentation xml:lang="en">
</xsd:annotation>
A reference to the party responsible for making the payments defined by this structure.
</xsd:documentation>
<xsd:annotation>
</xsd:group>
<xsd:documentation xml:lang="en">
</xsd:annotation>
A reference to the party that receives the payments corresponding to this structure.
</xsd:documentation>
<xsd:annotation>
</xsd:group>
<xsd:documentation xml:lang="en">
</xsd:annotation>
A model group for representing the discounting elements that can be associated with a payment.
</xsd:documentation>
<xsd:sequence>
<xsd:element minOccurs="0" name="discountFactor" type="xsd:decimal">
</xsd:sequence>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
The value representing the discount factor used to calculate the present value of the cash flow.
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
The amount representing the present value of the forecast payment.
</xsd:documentation>
<xsd:sequence>
</xsd:group>
<xsd:element name="startDate" type="xsd:date">
</xsd:sequence>
<xsd:annotation>
</xsd:annotation>
</xsd:element>
<xsd:annotation>
</xsd:annotation>
</xsd:element>
<xsd:annotation>
</xsd:group>
<xsd:documentation xml:lang="en">
</xsd:annotation>
A model group for representing the option premium when expressed in a way other than an amount.
</xsd:documentation>
<xsd:sequence>
<xsd:element minOccurs="0" name="premiumType" type="PremiumTypeEnum">
</xsd:sequence>
<xsd:annotation>
</xsd:annotation>
</xsd:element>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
The amount of premium to be paid expressed as a function of the number of options.
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
The amount of premium to be paid expressed as a percentage of the notional value of the transaction. A percentage of 5% would be expressed as 0.05.
</xsd:documentation>
<xsd:sequence>
</xsd:group>
<xsd:element minOccurs="0" name="primaryAssetClass" type="AssetClass">
</xsd:sequence>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
A classification of the most important risk class of the trade. FpML defines a simple asset class categorization using a coding scheme.
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
A classification of additional risk classes of the trade, if any. FpML defines a simple asset class categorization using a coding scheme.
</xsd:documentation>
<!--View Generation: Removed a degenerate choice.-->
<xsd:sequence>
<xsd:element maxOccurs="unbounded" minOccurs="0" name="productType" type="ProductType">
</xsd:sequence>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
A classification of the type of product. FpML defines a simple product categorization using a coding scheme.
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
A product reference identifier. The product ID is an identifier that describes the key economic characteristics of the trade type, with the exception of concepts such as size (notional, quantity, number of units) and price (fixed rate, strike, etc.) that are negotiated for each transaction. It can be used to hold identifiers such as the "UPI" (universal product identifier) required by certain regulatory reporting rules. It can also be used to hold identifiers of benchmark products or product temnplates used by certain trading systems or facilities. FpML does not define the domain values associated with this element. Note that the domain values for this element are not strictly an enumerated list.
</xsd:documentation>
<xsd:element fpml-annotation:deprecated="true" fpml-annotation:deprecatedReason="This element has been moved to before productType" maxOccurs="unbounded" minOccurs="0" name="assetClass" type="AssetClass">
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
A classification of the risk class of the trade. FpML defines a simple asset class categorization using a coding scheme.
</xsd:documentation>
<!--View Generation: SKIPPED embeddedOptionType - Unsupported-->
<!--10-17-2014: Volatility Variance Swap/Volatility Swap - refactored PayerReceiver.model into Payer.model and Receiver.model to be used when Receiver is optional-->
<xsd:sequence>
</xsd:group>
<xsd:element name="receiverPartyReference" type="PartyReference">
</xsd:sequence>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
A reference to the party that receives the payments corresponding to this structure.
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
A reference to the account that receives the payments corresponding to this structure.
</xsd:documentation>
<xsd:sequence>
</xsd:group>
<xsd:element name="routingName" type="String">
</xsd:sequence>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
A real name that is used to identify a party involved in the routing of a payment.
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
A physical postal address via which a payment can be routed.
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
An account number via which a payment can be routed.
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
A piece of free-format text used to assist the identification of a party involved in the routing of a payment.
</xsd:documentation>
<xsd:choice>
</xsd:group>
<xsd:element name="routingIds" type="RoutingIds">
</xsd:choice>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
A set of unique identifiers for a party, eachone identifying the party within a payment system. The assumption is that each party will not have more than one identifier within the same payment system.
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
A set of details that is used to identify a party involved in the routing of a payment when the party does not have a code that identifies it within one of the recognized payment systems.
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
A combination of coded payment system identifiers and details for physical addressing for a party involved in the routing of a payment.
</xsd:documentation>
<xsd:choice>
</xsd:group>
<xsd:element name="settlementAmount" type="Money">
</xsd:choice>
<xsd:annotation>
</xsd:annotation>
</xsd:element>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
Settlement Currency for use where the Settlement Amount cannot be known in advance
</xsd:documentation>
<xsd:annotation>
</xsd:annotation>
</xsd:group>
<xsd:sequence>
<xsd:element minOccurs="0" name="lossOfStockBorrow" type="xsd:boolean">
</xsd:sequence>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">If true, then loss of stock borrow is applicable.</xsd:documentation>
</xsd:annotation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
Specifies the maximum stock loan rate for Loss of Stock Borrow.
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
If true, then increased cost of stock borrow is applicable.
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
Specifies the initial stock loan rate for Increased Cost of Stock Borrow.
</xsd:documentation>
<xsd:annotation>
</xsd:group>
<xsd:documentation xml:lang="en">
</xsd:annotation>
A group which has unit based trade elements (copied from FpML Extensions 2.2 - fpmlext-repo.xsd).
</xsd:documentation>
<xsd:sequence>
<xsd:element name="numberOfUnits" type="NonNegativeDecimal">
</xsd:sequence>
<xsd:annotation>
</xsd:annotation>
</xsd:element>
<xsd:annotation>
</xsd:annotation>
</xsd:element>
<xsd:annotation>
</xsd:annotation>
</xsd:complexType>
<xsd:simpleContent>
</xsd:simpleContent>
<xsd:annotation>
</xsd:complexType>
<xsd:documentation xml:lang="en">
</xsd:annotation>
A complex type for a two part identifier such as a USI.
</xsd:documentation>
<xsd:sequence>
</xsd:sequence>
<xsd:annotation>
</xsd:group>
<xsd:documentation xml:lang="en">
</xsd:annotation>
A model group for a two part identifier such as a USI.
</xsd:documentation>
<xsd:sequence>
</xsd:sequence>
<xsd:sequence>
</xsd:group>
<xsd:element name="version" type="xsd:nonNegativeInteger">
</xsd:sequence>
<xsd:annotation>
</xsd:annotation>
</xsd:element>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
Optionally it is possible to specify a version effective date when a versionId is supplied.
</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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