XML Schema "fpml-accumulator-5-13.xsd"
Target Namespace:
http://www.fpml.org/FpML-5/confirmation
Version:
$Revision: 11940 $
Defined Components:
elements (1 global + 28 local), complexTypes (6)
Default Namespace-Qualified Form:
Local Elements: qualified; Local Attributes: unqualified
Schema Location:
c:\init\trunk\xml\confirmation\fpml-accumulator-5-13.xsd; see XML source
Includes Schemas (1):
fpml-eqd-5-13.xsd [src]
Included in Schemas (1):
fpml-main-5-13.xsd [src]
Annotation
Copyright (c) 2002,2024 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
All Element Summary
equityAccumulator
Type:
EquityAccumulator
Content:
complex, 1 attribute, 24 elements
Subst.Gr:
substitutes for product
Defined:
globally; see XML source
Used:
never
expiration (in equityAccumulator)
Expiration date of accumulator.
Type:
EquityForwardExpiration
Content:
complex, 1 attribute, 4 elements
Defined:
locally within EquityAccumulator complexType; see XML source
expirationDate (in expiration in equityAccumulator)
The last day within an exercise period for an American style option.
Type:
AdjustableOrRelativeDate
Content:
complex, 1 attribute, 2 elements
Defined:
locally within EquityForwardExpiration complexType; see XML source
forwardPrice (in equityAccumulator)
The price the shares will be accumulated at.
Type:
NonNegativeMoney
Content:
complex, 1 attribute, 2 elements
Defined:
locally within EquityAccumulator complexType; see XML source
gearing
Leverage or Gearing.
Type:
Gearing
Content:
complex, 2 elements
Defined:
locally within EquityAccumulator complexType; see XML source
gearingFactor
Increase in number of shares purchased.
Type:
xsd:decimal
Content:
simple
Defined:
locally within Gearing complexType; see XML source
guaranteedPeriodEndDate
End date of guaranteed period.
Type:
xsd:date
Content:
simple
Defined:
locally within EquityAccumulator complexType; see XML source
knockOut (in equityAccumulator)
Termination of contract prior to maturity date as a result of stock price exceeding specified level or performance reaching target performance.
Type:
AccumulatorKnockOut
Content:
complex, 4 elements
Defined:
locally within EquityAccumulator complexType; see XML source
level (in knockOut in equityAccumulator)
The share price, above which the contract is terminated.
Type:
xsd:decimal
Content:
simple
Defined:
locally within AccumulatorKnockOut complexType; see XML source
level (in knockOut in equityAccumulator)
The share price, above which the contract is terminated.
Type:
xsd:decimal
Content:
simple
Defined:
locally within AccumulatorKnockOut complexType; see XML source
leverageTriggerPrice
If specified, gearing factor applied only if share price falls below this trigger price.
Type:
xsd:decimal
Content:
simple
Defined:
locally within Gearing complexType; see XML source
maxNoOfTradingDays
Maximum number of trading days
Type:
xsd:positiveInteger
Content:
simple
Defined:
locally within EquityAccumulator complexType; see XML source
noOfScheduledTradingDays
Number of scheduled trading days in observation period
Type:
xsd:positiveInteger
Content:
simple
Defined:
locally within ObservationPeriod complexType; see XML source
notional (in equityAccumulator)
The notional amount
Type:
NonNegativeMoney
Content:
complex, 1 attribute, 2 elements
Defined:
locally within EquityAccumulator complexType; see XML source
numberOfSharesPerDay
The number of shares to be purchased per day
Type:
NonNegativeDecimal
Content:
simple
Defined:
locally within EquityAccumulator complexType; see XML source
observationPeriod
Period when accumulator will accumulate shares
Type:
ObservationPeriod
Content:
complex, 6 elements
Defined:
locally within EquityAccumulator complexType; see XML source
observationPeriodEndDate
End date of observation period
Type:
xsd:date
Content:
simple
Defined:
locally within ObservationPeriod complexType; see XML source
observationPeriodNoOfTradingDays
Number of trading days in observation period
Type:
xsd:positiveInteger
Content:
simple
Defined:
locally within ObservationPeriod complexType; see XML source
observationPeriodSettlementDate
Settlement date for shares accumulated during the observation period.
Type:
xsd:date
Content:
simple
Defined:
locally within ObservationPeriod complexType; see XML source
observationPeriodStartDate
Start date of observation period
Type:
xsd:date
Content:
simple
Defined:
locally within ObservationPeriod complexType; see XML source
prePayment (in equityAccumulator)
A payment made in advance for the purchase of the shares.
Type:
PrePayment
Content:
complex, 1 attribute, 7 elements
Defined:
locally within EquityAccumulator complexType; see XML source
settlementCurrency (in equityAccumulator)
The currency in which a cash settlement for non-deliverable forward and non-deliverable options.
Type:
Currency
Content:
simple, 1 attribute
Defined:
locally within EquityAccumulator complexType; see XML source
settlementPriceSource (in equityAccumulator)
The source from which the settlement price is to be obtained, e.g. a Reuters page, Prezzo di Riferimento, etc.
Type:
SettlementPriceSource
Content:
simple, 1 attribute
Defined:
locally within EquityAccumulator complexType; see XML source
settlementType (in equityAccumulator)
How the accululator will be settled.
Type:
SettlementTypeEnum
Content:
simple
Defined:
locally within EquityAccumulator complexType; see XML source
spotPrice (in equityAccumulator)
The current price of the stock
Type:
NonNegativeMoney
Content:
complex, 1 attribute, 2 elements
Defined:
locally within EquityAccumulator complexType; see XML source
targetPerformance
The target performance.
Type:
NonNegativeDecimal
Content:
simple
Defined:
locally within AccumulatorKnockOut complexType; see XML source
triggerTimeType (in knockOut in equityAccumulator)
The time of day which would be considered for valuing the knock event.
Type:
TriggerTimeTypeEnum
Content:
simple
Defined:
locally within AccumulatorKnockOut complexType; see XML source
underlyer (in equityAccumulator)
Specifies the underlying component, which can be either one security or a basket.
Type:
Underlyer
Content:
complex, 2 elements
Defined:
locally within EquityAccumulator complexType; see XML source
upFrontSettlement
Does the investor need to invest the maximum notional amount for this observation period upfront ?
Type:
xsd:boolean
Content:
simple
Defined:
locally within ObservationPeriod complexType; see XML source
Complex Type Summary
AccumulatorKnockOut
Termination of contract prior to maturity date as a result of stock price reaching specified level or performance reaching target performance.
Content:
complex, 4 elements
Defined:
globally; see XML source
Includes:
definitions of 4 elements
Used:
at 1 location
EquityAccumulator
Content:
complex, 1 attribute, 24 elements
Defined:
globally; see XML source
Includes:
definitions of 15 elements
Used:
at 1 location
EquityForwardExpiration
A type for defining expiry of an equity forward contract.
Content:
complex, 1 attribute, 4 elements
Defined:
globally; see XML source
Includes:
definition of 1 element
Used:
at 1 location
Gearing
Leverage or Gearing.
Content:
complex, 2 elements
Defined:
globally; see XML source
Includes:
definitions of 2 elements
Used:
at 1 location
ObservationPeriod
Period when accumulator will accumulate shares.
Content:
complex, 6 elements
Defined:
globally; see XML source
Includes:
definitions of 6 elements
Used:
at 1 location
SharesPerDay
Content:
empty
Defined:
globally; see XML source
Used:
never
XML Source
<?xml version="1.0" encoding="utf-8"?>
<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: 11940 $" xmlns="http://www.fpml.org/FpML-5/confirmation" xmlns:dsig="http://www.w3.org/2000/09/xmldsig#" xmlns:ecore="http://www.eclipse.org/emf/2002/Ecore" xmlns:fpml-annotation="http://www.fpml.org/annotation" xmlns:xsd="http://www.w3.org/2001/XMLSchema">
<xsd:annotation>
<xsd:documentation>
Copyright (c) 2002,2024 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:documentation>
</xsd:annotation>
<xsd:include schemaLocation="fpml-eqd-5-13.xsd"/>
<xsd:element name="equityAccumulator" substitutionGroup="product" type="EquityAccumulator"/>
<xsd:complexType name="EquityAccumulator">
<xsd:complexContent>
<xsd:extension base="Product">
<xsd:sequence>
<xsd:group ref="BuyerSeller.model"/>
<xsd:sequence>
<xsd:element name="notional" type="NonNegativeMoney">
<xsd:annotation>
<xsd:documentation>The notional amount</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="underlyer" type="Underlyer">
<xsd:annotation>
<xsd:documentation>
Specifies the underlying component, which can be either one security or a basket.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="forwardPrice" type="NonNegativeMoney">
<xsd:annotation>
<xsd:documentation>The price the shares will be accumulated at.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="spotPrice" type="NonNegativeMoney">
<xsd:annotation>
<xsd:documentation>The current price of the stock</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="numberOfSharesPerDay" type="NonNegativeDecimal">
<xsd:annotation>
<xsd:documentation>The number of shares to be purchased per day</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="maxNoOfTradingDays" type="xsd:positiveInteger">
<xsd:annotation>
<xsd:documentation>Maximum number of trading days</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="gearing" type="Gearing">
<xsd:annotation>
<xsd:documentation>
Leverage or Gearing. Optional condition where if shares fall below trigger price, number of shares purchased increase by the gearing factor.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="guaranteedPeriodEndDate" type="xsd:date">
<xsd:annotation>
<xsd:documentation>
End date of guaranteed period. If knock out is triggered within guaranteed period, guaranteed number of shares will be delivered.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element maxOccurs="unbounded" name="observationPeriod" type="ObservationPeriod">
<xsd:annotation>
<xsd:documentation>Period when accumulator will accumulate shares</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="expiration" type="EquityForwardExpiration">
<xsd:annotation>
<xsd:documentation>Expiration date of accumulator.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="prePayment" type="PrePayment">
<xsd:annotation>
<xsd:documentation>
A payment made in advance for the purchase of the shares.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="settlementType" type="SettlementTypeEnum">
<xsd:annotation>
<xsd:documentation>How the accululator will be settled.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="settlementCurrency" type="Currency">
<xsd:annotation>
<xsd:documentation>
The currency in which a cash settlement for non-deliverable forward and non-deliverable options.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="settlementPriceSource" type="SettlementPriceSource">
<xsd:annotation>
<xsd:documentation>
The source from which the settlement price is to be obtained, e.g. a Reuters page, Prezzo di Riferimento, etc.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="knockOut" type="AccumulatorKnockOut">
<xsd:annotation>
<xsd:documentation>
Termination of contract prior to maturity date as a result of stock price exceeding specified level or performance reaching target performance.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="EquityForwardExpiration">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type for defining expiry of an equity forward contract.
</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="Exercise">
<xsd:sequence>
<xsd:element name="expirationDate" type="AdjustableOrRelativeDate">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The last day within an exercise period for an American style option. For a European style option it is the only day within the exercise period.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:group ref="EquityExpiration.model"/>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="SharesPerDay">
<xsd:sequence/>
</xsd:complexType>
<xsd:complexType name="Gearing">
<xsd:annotation>
<xsd:documentation>
Leverage or Gearing. Optional condition where if shares fall below trigger price, number of shares puchased increase by the gearing factor.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element name="gearingFactor" type="xsd:decimal">
<xsd:annotation>
<xsd:documentation>Increase in number of shares purchased.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="leverageTriggerPrice" type="xsd:decimal">
<xsd:annotation>
<xsd:documentation>
If specified, gearing factor applied only if share price falls below this trigger price.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="ObservationPeriod">
<xsd:annotation>
<xsd:documentation>Period when accumulator will accumulate shares.</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element name="observationPeriodStartDate" type="xsd:date">
<xsd:annotation>
<xsd:documentation>Start date of observation period</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="observationPeriodEndDate" type="xsd:date">
<xsd:annotation>
<xsd:documentation>End date of observation period</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="observationPeriodSettlementDate" type="xsd:date">
<xsd:annotation>
<xsd:documentation>
Settlement date for shares accumulated during the observation period.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="observationPeriodNoOfTradingDays" type="xsd:positiveInteger">
<xsd:annotation>
<xsd:documentation>Number of trading days in observation period</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="upFrontSettlement" type="xsd:boolean">
<xsd:annotation>
<xsd:documentation>
Does the investor need to invest the maximum notional amount for this observation period upfront ? The alternative is to transact on a margin basis.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="noOfScheduledTradingDays" type="xsd:positiveInteger">
<xsd:annotation>
<xsd:documentation>
Number of scheduled trading days in observation period
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="AccumulatorKnockOut">
<xsd:annotation>
<xsd:documentation>
Termination of contract prior to maturity date as a result of stock price reaching specified level or performance reaching target performance.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:choice>
<xsd:annotation>
<xsd:documentation>At least one of</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element name="targetPerformance" type="NonNegativeDecimal">
<xsd:annotation>
<xsd:documentation>The target performance.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="level" type="xsd:decimal">
<xsd:annotation>
<xsd:documentation>
The share price, above which the contract is terminated.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
<xsd:element name="level" type="xsd:decimal">
<xsd:annotation>
<xsd:documentation>
The share price, above which the contract is terminated.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:choice>
<xsd:element name="triggerTimeType" type="TriggerTimeTypeEnum">
<xsd:annotation>
<xsd:documentation>
The time of day which would be considered for valuing the knock event.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:complexType>
</xsd:schema>
XML schema documentation generated with FlexDoc/XML 1.12.2 using FlexDoc/XML XSDDoc 2.9.1 template set. All XSD diagrams generated by FlexDoc/XML DiagramKit.