XML Schema "fpml-fx-targets-5-13.xsd"
Target Namespace:
http://www.fpml.org/FpML-5/transparency
Version:
$Revision: 11478 $
Defined Components:
elements (1 global + 47 local), complexTypes (20), element groups (5)
Default Namespace-Qualified Form:
Local Elements: qualified; Local Attributes: unqualified
Schema Location:
c:\init\trunk\xml\transparency\fpml-fx-targets-5-13.xsd; see XML source
Includes Schemas (1):
fpml-fx-5-13.xsd [src]
Included in Schemas (2):
fpml-fx-accruals-5-13.xsd [src], fpml-main-5-13.xsd [src]
All Element Summary
additionalPayment (in fxTargetKnockoutForward)
It supports the representation of premiums, fees, etc.
Type:
SimplePayment
Content:
complex, 1 attribute, 2 elements
Defined:
locally within FxTargetKnockoutForward complexType; see XML source
adjustedDate (defined in FxSchedule complexType)
List of schedule dates.
Type:
xsd:date
Content:
simple
Defined:
locally within FxSchedule complexType; see XML source
adjustedDate (defined in FxSchedule complexType)
List of schedule dates.
Type:
xsd:date
Content:
simple
Defined:
locally within FxSchedule complexType; see XML source
barrierReference
Reference to a perExpiryBarrier component to indicate theat the bound of the region is defined by the barrier component.
Type:
FxComplexBarrierBaseReference
Content:
empty, 1 attribute
Defined:
locally within FxTargetConditionLevel.model group; see XML source
cashSettlement (in fxTargetKnockoutForward)
Cash settlement currency.
Type:
FxCashSettlementSimple
Content:
complex, 2 elements
Defined:
locally within FxTargetKnockoutForward complexType; see XML source
condition (defined in FxTargetRegionUpperBound complexType)
AtOrBelow, Below.
Type:
FxRegionUpperBoundDirectionEnum
Content:
simple
Defined:
locally within FxTargetRegionUpperBound complexType; see XML source
condition (in lowerBound)
AtOrAbove, Above.
Type:
FxRegionLowerBoundDirectionEnum
Content:
simple
Defined:
locally within FxTargetRegionLowerBound complexType; see XML source
constantPayoffRegion (in fxTargetKnockoutForward)
A region in which constant payoff applies i.e. the payoff is defined as a contant currency amount or fixing adjustment, unrelated to the fixing.
Type:
FxTargetConstantPayoffRegion
Content:
complex, 1 attribute, 5 elements
Defined:
locally within FxTargetKnockoutForward complexType; see XML source
constantPayoffRegion (in fxTargetKnockoutForward)
It defines a region in which a digital payment occurs.
Type:
FxTargetConstantPayoffRegion
Content:
complex, 1 attribute, 5 elements
Defined:
locally within FxTargetKnockoutForward complexType; see XML source
constantPayoffRegion (in fxTargetKnockoutForward)
It defines a region in which a digital payment occurs.
Type:
FxTargetConstantPayoffRegion
Content:
complex, 1 attribute, 5 elements
Defined:
locally within FxTargetKnockoutForward complexType; see XML source
convention
The FX Offset Convention can be FxSpot or FxForward.
Type:
FxOffsetConventionEnum
Content:
simple
Defined:
locally within FxDateOffset complexType; see XML source
currency (defined in FxExchangedCurrency complexType)
Type:
Currency
Content:
simple, 1 attribute
Defined:
locally within FxExchangedCurrency complexType; see XML source
dateAdjustments (defined in FxSchedule complexType)
Date adjustments applied to the adjusted dates including the business day convention and the business centers.
Type:
BusinessDayAdjustments
Content:
complex, 1 attribute, 3 elements
Defined:
locally within FxSchedule complexType; see XML source
dateAdjustments (defined in ParametricSchedule.model group)
Date adjustments applied to the schedule including the business day convention and the business centers.
Type:
BusinessDayAdjustments
Content:
complex, 1 attribute, 3 elements
Defined:
locally within ParametricSchedule.model group; see XML source
dateOffset (defined in FxSchedule complexType)
The representation of the schedule as an offset relative to another schedule.
Type:
FxDateOffset
Content:
complex, 3 elements
Defined:
locally within FxSchedule complexType; see XML source
dayType (defined in ParametricSchedule.model group)
A day type classification, e.g.
Type:
DayTypeEnum
Content:
simple
Defined:
locally within ParametricSchedule.model group; see XML source
endDate (defined in ParametricSchedule.model group)
End of the schedule.
Type:
xsd:date
Content:
simple
Defined:
locally within ParametricSchedule.model group; see XML source
endDate (defined in ParametricSchedule.model group)
End of the schedule.
Type:
xsd:date
Content:
simple
Defined:
locally within ParametricSchedule.model group; see XML source
exchangedCurrency1 (in physicalSettlement)
Indicates the first direction of who pays and receives a specific currency without specifying the amount.
Type:
FxExchangedCurrency
Content:
complex, 2 elements
Defined:
locally within FxExchangedCurrency.model group; see XML source
exchangedCurrency2 (in physicalSettlement)
Indicates the second direction of who pays and receives a specific currency without specifying the amount.
Type:
FxExchangedCurrency
Content:
complex, 2 elements
Defined:
locally within FxExchangedCurrency.model group; see XML source
expirySchedule (in fxTargetKnockoutForward)
Defines the expiry/observation schedule of the target product.
Type:
FxExpirySchedule
Content:
complex, 1 attribute, 13 elements
Defined:
locally within FxTargetKnockoutForward complexType; see XML source
finalExpiryDate
The final expiry date facilitates informing the final date without having to process all expiry dates in the schedule.
Type:
xsd:date
Content:
simple
Defined:
locally within FxExpirySchedule complexType; see XML source
fixingAdjustment
Payoff (gain) expressed as a fixing adjustment.
Type:
xsd:decimal
Content:
simple
Defined:
locally within FxTargetConstantPayoff complexType; see XML source
fxTargetKnockoutForward
A structured forward product which consists of a strip of forwards.
Type:
FxTargetKnockoutForward
Content:
complex, 1 attribute, 17 elements
Subst.Gr:
substitutes for product
Defined:
globally; see XML source
Used:
never
level
Level expressed as a level with optional steps different from strike, pivot, or barrier.
Type:
FxLevel
Content:
complex, 1 attribute, 1 element
Defined:
locally within FxTargetConditionLevel.model group; see XML source
levelReference
Reference to a level defined within the FX product.
Type:
FxLevelReference
Content:
empty, 1 attribute
Defined:
locally within FxTargetConditionLevel.model group; see XML source
linearPayoffRegion (in fxTargetKnockoutForward)
A region in which linear payoff applies i.e. the payoff bears a linear relationship to the fixing value (increases/decreases linearly with the fixing).
Type:
FxTargetLinearPayoffRegion
Content:
complex, 1 attribute, 1 element
Defined:
locally within FxTargetKnockoutForward complexType; see XML source
linearPayoffRegion (in fxTargetKnockoutForward)
A region in which linear payoff applies i.e. the payoff bears a linear relationship to the fixing value (increases/decreases linearly with the fixing).
Type:
FxTargetLinearPayoffRegion
Content:
complex, 1 attribute, 1 element
Defined:
locally within FxTargetKnockoutForward complexType; see XML source
linearPayoffRegion (in fxTargetKnockoutForward)
A region in which linear payoff applies i.e. the payoff bears a linear relationship to the fixing value (increases/decreases linearly with the fixing).
Type:
FxTargetLinearPayoffRegion
Content:
complex, 1 attribute, 1 element
Defined:
locally within FxTargetKnockoutForward complexType; see XML source
lowerBound
Defines the lower bound of a payoff region.
Type:
FxTargetRegionLowerBound
Content:
complex, 6 elements
Defined:
locally within FxTargetRegionBound.model group; see XML source
notionalAmount (in fxTargetKnockoutForward)
Notional amount of the Target.
Type:
NonNegativeAmountSchedule
Content:
complex, 1 attribute, 3 elements
Defined:
locally within FxTargetKnockoutForward complexType; see XML source
observationFrequency
Defines the frequency at which calculation period end dates occur within the period schedule and their roll date convention.
Type:
ObservationFrequency
Content:
complex, 1 attribute, 3 elements
Defined:
locally within ParametricSchedule.model group; see XML source
offset (in dateOffset defined in FxSchedule complexType)
The settlement offset to the expiry schedule or the expiry offset to the settlement schedule.
Type:
Period
Content:
complex, 1 attribute, 2 elements
Defined:
locally within FxDateOffset complexType; see XML source
payment (in payoff)
Cash payment.
Type:
PositiveMoney
Content:
complex, 1 attribute, 2 elements
Defined:
locally within FxTargetConstantPayoff complexType; see XML source
payoff
A binary|digital payoff, expressed either as a cash payment, or a (non-zero) fixing adjustment.
Type:
FxTargetConstantPayoff
Content:
complex, 3 elements
Defined:
locally within FxTargetConstantPayoffRegion complexType; see XML source
physicalSettlement
Type:
FxTargetPhysicalSettlement
Content:
complex, 5 elements
Defined:
locally within FxTargetConstantPayoffRegion complexType; see XML source
pivot
The boundary where the contract flips from being long and short is the pivot point.
Type:
FxPivot
Content:
complex, 1 attribute, 1 element
Defined:
locally within FxTargetKnockoutForward complexType; see XML source
pivotReference
Reference to the pivot defined within the FX product.
Type:
FxPivotReference
Content:
empty, 1 attribute
Defined:
locally within FxTargetConditionLevel.model group; see XML source
quotedCurrencyPair (in fxTargetKnockoutForward)
The Quoted Currency Pair that is used accross the product.
Type:
QuotedCurrencyPair
Content:
complex, 3 elements
Defined:
locally within FxTargetKnockoutForward complexType; see XML source
relativeTo
Indicates whether the settlement schedule is relative to the expiry schedule or the expiry schedule is relative to the settlement schedule.
Type:
FxScheduleReference
Content:
empty, 1 attribute
Defined:
locally within FxDateOffset complexType; see XML source
settlementAdjustmentStyle
The Settlement Adjustment Style can be VariedStrike or VariedNotional.
Type:
FxSettlementAdjustmentMethodEnum
Content:
simple
Defined:
locally within FxTargetPhysicalSettlement complexType; see XML source
startDate (defined in ParametricSchedule.model group)
Start of the schedule.
Type:
xsd:date
Content:
simple
Defined:
locally within ParametricSchedule.model group; see XML source
strike (defined in FxTargetLinearPayoffRegion complexType)
Strike price of the Target.
Type:
FxStrike
Content:
complex, 1 attribute, 1 element
Defined:
locally within FxTargetLinearPayoffRegion complexType; see XML source
strike (in physicalSettlement)
Strike price of the Target.
Type:
FxStrike
Content:
complex, 1 attribute, 1 element
Defined:
locally within StrikeOrStrikeReference.model group; see XML source
strikeReference (defined in FxTargetConditionLevel.model group)
Reference to a strike defined within the FX product.
Type:
FxStrikeReference
Content:
empty, 1 attribute
Defined:
locally within FxTargetConditionLevel.model group; see XML source
strikeReference (in physicalSettlement)
Reference to an existing strike structure within the FX product.
Type:
FxStrikeReference
Content:
empty, 1 attribute
Defined:
locally within StrikeOrStrikeReference.model group; see XML source
upperBound (defined in FxTargetRegionBound.model group)
Defines the upper bound of a payoff region.
Type:
FxTargetRegionUpperBound
Content:
complex, 6 elements
Defined:
locally within FxTargetRegionBound.model group; see XML source
upperBound (defined in FxTargetRegionBound.model group)
Defines the upper bound of a payoff region.
Type:
FxTargetRegionUpperBound
Content:
complex, 6 elements
Defined:
locally within FxTargetRegionBound.model group; see XML source
Complex Type Summary
FxComplexBarrierBaseReference
Reference to a barrier structure defined within the parametric representation.
Content:
empty, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
at 1 location
FxDateOffset
The representation of the schedule as an offset relative to another schedule.
Content:
complex, 3 elements
Defined:
globally; see XML source
Includes:
definitions of 3 elements
Used:
at 1 location
FxExchangedCurrency
Indicates the direction who pays and receives a specific currency without specifying the amount.
Content:
complex, 2 elements
Defined:
globally; see XML source
Includes:
definition of 1 element
Used:
at 2 locations
FxExpirySchedule
Defines the expiry/observation schedule of the target.
Content:
complex, 1 attribute, 13 elements
Defined:
globally; see XML source
Includes:
definition of 1 element
Used:
at 2 locations
FxLevel
Level is expressed as Schedule, with an initial value and optional steps.
Content:
complex, 1 attribute, 1 element
Defined:
globally; see XML source
Used:
at 1 location
FxLevelReference
Reference to a level structure.
Content:
empty, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
at 1 location
FxPivot
Pivot is expressed as Schedule, with an initial value and optional steps.
Content:
complex, 1 attribute, 1 element
Defined:
globally; see XML source
Used:
at 1 location
FxPivotReference
Reference to a pivot structure.
Content:
empty, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
at 1 location
FxSchedule
The FxSchedule may be expressed as explicit adjusted dates, or a parametric representation plus optional adjusted dates, or as an offset plus optional adusted dates.
Content:
complex, 1 attribute, 12 elements
Defined:
globally; see XML source
Includes:
definitions of 1 attribute, 4 elements
Used:
at 1 location
FxScheduleReference
Reference to a FX Schedule structure.
Content:
empty, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
at 1 location
FxStrike
Strike is expressed as Schedule, with an initial value and optional steps.
Content:
complex, 1 attribute, 1 element
Defined:
globally; see XML source
Used:
at 2 locations
FxStrikeReference
Reference to a strike structure.
Content:
empty, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
at 2 locations
FxTargetConstantPayoff
Content:
complex, 3 elements
Defined:
globally; see XML source
Includes:
definitions of 2 elements
Used:
at 1 location
FxTargetConstantPayoffRegion
A fixing region in which the payoff is a constant value (a binary|digital payoff, or zero).
Content:
complex, 1 attribute, 5 elements
Defined:
globally; see XML source
Includes:
definitions of 2 elements
Used:
at 3 locations
FxTargetKnockoutForward
A structured forward product which consists of a strip of forwards.
Content:
complex, 1 attribute, 17 elements
Defined:
globally; see XML source
Includes:
definitions of 12 elements
Used:
at 1 location
FxTargetLinearPayoffRegion
A fixing region in which the payoff varies linearly with the fixing value.
Content:
complex, 1 attribute, 1 element
Defined:
globally; see XML source
Includes:
definition of 1 element
Used:
at 3 locations
FxTargetPayoffRegion
Content:
empty, 1 attribute
Abstract:
(cannot be assigned directly to elements used in instance XML documents)
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
at 2 locations
FxTargetPhysicalSettlement
Content:
complex, 5 elements
Defined:
globally; see XML source
Includes:
definition of 1 element
Used:
at 1 location
FxTargetRegionLowerBound
Content:
complex, 6 elements
Defined:
globally; see XML source
Includes:
definition of 1 element
Used:
at 1 location
FxTargetRegionUpperBound
Content:
complex, 6 elements
Defined:
globally; see XML source
Includes:
definition of 1 element
Used:
at 2 locations
Element Group Summary
FxExchangedCurrency.model
Indicates the directions of who pays and receives a specific currency without specifying the amount.
Content:
2 elements
Defined:
globally; see XML source
Includes:
definitions of 2 elements
Used:
at 1 location
FxTargetConditionLevel.model
Conditions can be expressed in different ways: as a specific level, as strike, pivot, or barrier.
Content:
5 elements
Defined:
globally; see XML source
Includes:
definitions of 5 elements
Used:
at 2 locations
FxTargetRegionBound.model
Content:
3 elements
Defined:
globally; see XML source
Includes:
definitions of 3 elements
Used:
at 1 location
ParametricSchedule.model
The schedule defined by the set of parameters to be able to calculate the schedule of adjusted date.
Content:
8 elements
Defined:
globally; see XML source
Includes:
definitions of 6 elements
Used:
at 1 location
StrikeOrStrikeReference.model
Content:
2 elements
Defined:
globally; see XML source
Includes:
definitions of 2 elements
Used:
at 1 location
XML Source
<?xml version="1.0" encoding="utf-8"?>
<!--
== Copyright (c) 2022-2024 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:schema attributeFormDefault="unqualified" ecore:documentRoot="FpML" ecore:nsPrefix="trnsp" ecore:package="org.fpml.transparency" elementFormDefault="qualified" targetNamespace="http://www.fpml.org/FpML-5/transparency" version="$Revision: 11478 $" xmlns="http://www.fpml.org/FpML-5/transparency" 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-fx-5-13.xsd"/>
<!--
================
complexTypes
================
-->
<xsd:complexType name="FxComplexBarrierBaseReference">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Reference to a barrier structure defined within the parametric representation.
</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="Reference">
<xsd:attribute ecore:reference="FxComplexBarrierBase" name="href" type="xsd:IDREF" use="required"/>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="FxDateOffset">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The representation of the schedule as an offset relative to another schedule. For example, the settlement schedule may be relative to the expiry schedule by an FxForward offset.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element minOccurs="0" name="convention" type="FxOffsetConventionEnum">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The FX Offset Convention can be FxSpot or FxForward.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="offset" type="Period">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The settlement offset to the expiry schedule or the expiry offset to the settlement schedule. It is only specified when the settlement convention is FxForward.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="relativeTo" type="FxScheduleReference">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Indicates whether the settlement schedule is relative to the expiry schedule or the expiry schedule is relative to the settlement schedule.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="FxExchangedCurrency">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Indicates the direction who pays and receives a specific currency without specifying the amount.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:group ref="PayerReceiver.model"/>
<xsd:element name="currency" type="Currency"/>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="FxExpirySchedule">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Defines the expiry/observation schedule of the target.
</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="FxSchedule">
<xsd:sequence>
<xsd:element name="finalExpiryDate" type="xsd:date">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The final expiry date facilitates informing the final date without having to process all expiry dates in the schedule.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="FxLevel">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Level is expressed as Schedule, with an initial value and optional steps.
</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="Schedule"/>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="FxLevelReference">
<xsd:annotation>
<xsd:documentation xml:lang="en">Reference to a level structure.</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="Reference">
<xsd:attribute ecore:reference="FxLevel" name="href" type="xsd:IDREF" use="required"/>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="FxPivot">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Pivot is expressed as Schedule, with an initial value and optional steps.
</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="Schedule"/>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="FxPivotReference">
<xsd:annotation>
<xsd:documentation xml:lang="en">Reference to a pivot structure.</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="Reference">
<xsd:attribute ecore:reference="FxPivot" name="href" type="xsd:IDREF" use="required"/>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="FxSchedule">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The FxSchedule may be expressed as explicit adjusted dates, or a parametric representation plus optional adjusted dates, or as an offset plus optional adusted dates.
</xsd:documentation>
</xsd:annotation>
<xsd:choice>
<xsd:sequence>
<xsd:element minOccurs="0" name="dateAdjustments" type="BusinessDayAdjustments">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Date adjustments applied to the adjusted dates including the business day convention and the business centers.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element maxOccurs="unbounded" name="adjustedDate" type="xsd:date">
<xsd:annotation>
<xsd:documentation xml:lang="en">
List of schedule dates. These dates have been subject to adjustments based on the dateAdjustments structure.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
<xsd:sequence>
<xsd:choice>
<xsd:group ref="ParametricSchedule.model">
<xsd:annotation>
<xsd:documentation xml:lang="en">Parametric representation of the schedule.</xsd:documentation>
</xsd:annotation>
</xsd:group>
<xsd:element name="dateOffset" type="FxDateOffset">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The representation of the schedule as an offset relative to another schedule. For example, the settlement schedule may be relative to the expiry schedule by an FxForward offset.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:choice>
<xsd:element maxOccurs="unbounded" minOccurs="0" name="adjustedDate" type="xsd:date">
<xsd:annotation>
<xsd:documentation xml:lang="en">
List of schedule dates. These dates have been subject to adjustments based on the dateAdjustments structure.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:choice>
<xsd:attribute name="id" type="xsd:ID"/>
</xsd:complexType>
<xsd:complexType name="FxScheduleReference">
<xsd:annotation>
<xsd:documentation xml:lang="en">Reference to a FX Schedule structure.</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="Reference">
<xsd:attribute ecore:reference="FxTarget" name="href" type="xsd:IDREF" use="required"/>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="FxStrike">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Strike is expressed as Schedule, with an initial value and optional steps.
</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="Schedule"/>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="FxStrikeReference">
<xsd:annotation>
<xsd:documentation xml:lang="en">Reference to a strike structure.</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="Reference">
<xsd:attribute ecore:reference="FxStrike" name="href" type="xsd:IDREF" use="required"/>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="FxTargetConstantPayoff">
<xsd:choice>
<xsd:sequence>
<xsd:group ref="PayerReceiver.model"/>
<xsd:element minOccurs="0" name="payment" type="PositiveMoney">
<xsd:annotation>
<xsd:documentation xml:lang="en">Cash payment.</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
<xsd:element name="fixingAdjustment" type="xsd:decimal">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Payoff (gain) expressed as a fixing adjustment. This style is used in the "bonus collar" TARF.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:choice>
</xsd:complexType>
<xsd:complexType name="FxTargetConstantPayoffRegion">
<xsd:annotation>
<xsd:documentation>
A fixing region in which the payoff is a constant value (a binary|digital payoff, or zero).
</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="FxTargetPayoffRegion">
<xsd:sequence>
<xsd:group ref="FxTargetRegionBound.model"/>
<xsd:element minOccurs="0" name="payoff" type="FxTargetConstantPayoff">
<xsd:annotation>
<xsd:documentation>
A binary|digital payoff, expressed either as a cash payment, or a (non-zero) fixing adjustment.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="physicalSettlement" type="FxTargetPhysicalSettlement"/>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="FxTargetKnockoutForward">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A structured forward product which consists of a strip of forwards. Each forward may be settled as an exchange of currencies or cash settled. At each settlement, the amount of gain that one party achieves is measured. The product has a target level of gain. Once the accumulated gain exceeds the target level, the product terminates and there are no further settlements.
</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="Product">
<xsd:sequence>
<xsd:element minOccurs="0" name="quotedCurrencyPair" type="QuotedCurrencyPair">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The Quoted Currency Pair that is used accross the product.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="notionalAmount" type="NonNegativeAmountSchedule">
<xsd:annotation>
<xsd:documentation xml:lang="en">Notional amount of the Target.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="expirySchedule" type="FxExpirySchedule">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Defines the expiry/observation schedule of the target product.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:sequence>
<xsd:sequence minOccurs="0">
<xsd:element name="pivot" type="FxPivot">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The boundary where the contract flips from being long and short is the pivot point. So the pivot indicates the level in which there is a change in direction of the currencies exchanged by the parties.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element maxOccurs="unbounded" minOccurs="0" name="constantPayoffRegion" type="FxTargetConstantPayoffRegion">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A region in which constant payoff applies i.e. the payoff is defined as a contant currency amount or fixing adjustment, unrelated to the fixing. In absence of the "payoff" element, zero payoff is assumed (note: zero payoff does not necessarily imply that no settlement occurs).
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:annotation>
<xsd:documentation xml:lang="en">
A region in which linear payoff applies i.e. the payoff bears a linear relationship to the fixing value (increases/decreases linearly with the fixing).
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
<xsd:sequence>
<xsd:element maxOccurs="unbounded" minOccurs="0" name="constantPayoffRegion" type="FxTargetConstantPayoffRegion">
<xsd:annotation>
<xsd:documentation xml:lang="en">
It defines a region in which a digital payment occurs.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:annotation>
<xsd:documentation xml:lang="en">
A region in which linear payoff applies i.e. the payoff bears a linear relationship to the fixing value (increases/decreases linearly with the fixing).
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
<xsd:choice maxOccurs="unbounded" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Choice permitting digital-, vanilla- and zero- PayoffRegions to be combined arbitrarily.
</xsd:documentation>
</xsd:annotation>
<xsd:annotation>
<xsd:documentation xml:lang="en">
It defines a region in which a digital payment occurs.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:annotation>
<xsd:documentation xml:lang="en">
A region in which linear payoff applies i.e. the payoff bears a linear relationship to the fixing value (increases/decreases linearly with the fixing).
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:choice>
</xsd:sequence>
<xsd:element maxOccurs="unbounded" minOccurs="0" name="additionalPayment" type="SimplePayment">
<xsd:annotation>
<xsd:documentation xml:lang="en">
It supports the representation of premiums, fees, etc.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="cashSettlement" type="FxCashSettlementSimple">
<xsd:annotation>
<xsd:documentation xml:lang="en">Cash settlement currency.</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="FxTargetLinearPayoffRegion">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A fixing region in which the payoff varies linearly with the fixing value.
</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="FxTargetPayoffRegion">
<xsd:sequence>
<xsd:element minOccurs="0" name="strike" type="FxStrike">
<xsd:annotation>
<xsd:documentation xml:lang="en">Strike price of the Target.</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType abstract="true" name="FxTargetPayoffRegion">
<xsd:attribute name="id" type="xsd:ID" use="optional"/>
</xsd:complexType>
<xsd:complexType name="FxTargetRegionLowerBound">
<xsd:sequence>
<xsd:element minOccurs="0" name="condition" type="FxRegionLowerBoundDirectionEnum">
<xsd:annotation>
<xsd:documentation xml:lang="en">AtOrAbove, Above.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:group ref="FxTargetConditionLevel.model"/>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="FxTargetRegionUpperBound">
<xsd:sequence>
<xsd:element minOccurs="0" name="condition" type="FxRegionUpperBoundDirectionEnum">
<xsd:annotation>
<xsd:documentation xml:lang="en">AtOrBelow, Below.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:group ref="FxTargetConditionLevel.model"/>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="FxTargetPhysicalSettlement">
<xsd:sequence>
<xsd:group ref="FxExchangedCurrency.model">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Indicates the direction of physical settlement exchanges.
</xsd:documentation>
</xsd:annotation>
</xsd:group>
<xsd:element minOccurs="0" name="settlementAdjustmentStyle" type="FxSettlementAdjustmentMethodEnum">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The Settlement Adjustment Style can be VariedStrike or VariedNotional.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:group minOccurs="0" ref="StrikeOrStrikeReference.model">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The strike should be specified if the Settlement Style is VariedNotional.
</xsd:documentation>
</xsd:annotation>
</xsd:group>
</xsd:sequence>
</xsd:complexType>
<!--
================
elements
================
-->
<xsd:element name="fxTargetKnockoutForward" substitutionGroup="product" type="FxTargetKnockoutForward">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A structured forward product which consists of a strip of forwards. Each forward may be settled as an exchange of currencies or cash settled. At each settlement, the amount of gain that one party achieves is measured. The product has a target level of gain. Once the accumulated gain exceeds the target level, the product terminates and there are no further settlements.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<!--
================
groups
================
-->
<xsd:group name="FxExchangedCurrency.model">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Indicates the directions of who pays and receives a specific currency without specifying the amount.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element name="exchangedCurrency1" type="FxExchangedCurrency">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Indicates the first direction of who pays and receives a specific currency without specifying the amount.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="exchangedCurrency2" type="FxExchangedCurrency">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Indicates the second direction of who pays and receives a specific currency without specifying the amount.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:group>
<xsd:group name="FxTargetConditionLevel.model">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Conditions can be expressed in different ways: as a specific level, as strike, pivot, or barrier.
</xsd:documentation>
</xsd:annotation>
<xsd:choice>
<xsd:element name="level" type="FxLevel">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Level expressed as a level with optional steps different from strike, pivot, or barrier.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="strikeReference" type="FxStrikeReference">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Reference to a strike defined within the FX product.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="pivotReference" type="FxPivotReference">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Reference to the pivot defined within the FX product.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:annotation>
<xsd:documentation xml:lang="en">
Reference to a perExpiryBarrier component to indicate theat the bound of the region is defined by the barrier component.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="levelReference" type="FxLevelReference">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Reference to a level defined within the FX product.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:choice>
</xsd:group>
<xsd:group name="FxTargetRegionBound.model">
<xsd:choice>
<xsd:element name="upperBound" type="FxTargetRegionUpperBound">
<xsd:annotation>
<xsd:documentation xml:lang="en">Defines the upper bound of a payoff region.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:sequence>
<xsd:element name="lowerBound" type="FxTargetRegionLowerBound">
<xsd:annotation>
<xsd:documentation xml:lang="en">Defines the lower bound of a payoff region.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="upperBound" type="FxTargetRegionUpperBound">
<xsd:annotation>
<xsd:documentation xml:lang="en">Defines the upper bound of a payoff region.</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:choice>
</xsd:group>
<xsd:group name="ParametricSchedule.model">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The schedule defined by the set of parameters to be able to calculate the schedule of adjusted date. The combination of the [start/endDate + dayType + businessCenters] will be used only to represent a daily schedule and the combination of [start/endDate + observationFrequency + dateAdjustments] for parametric representation of the schedules other than daily schedule.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:choice>
<xsd:sequence>
<xsd:element name="startDate" type="xsd:date">
<xsd:annotation>
<xsd:documentation xml:lang="en">Start of the schedule.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="endDate" type="xsd:date">
<xsd:annotation>
<xsd:documentation xml:lang="en">End of the schedule.</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
<xsd:element name="endDate" type="xsd:date">
<xsd:annotation>
<xsd:documentation xml:lang="en">End of the schedule.</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:choice>
<xsd:choice>
<xsd:sequence>
<xsd:element name="observationFrequency" type="ObservationFrequency">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Defines the frequency at which calculation period end dates occur within the period schedule and their roll date convention.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="dateAdjustments" type="BusinessDayAdjustments">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Date adjustments applied to the schedule including the business day convention and the business centers.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
<xsd:sequence>
<xsd:element minOccurs="0" name="dayType" type="DayTypeEnum">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A day type classification, e.g. Business, Calendar, etc.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:group minOccurs="0" ref="BusinessCentersOrReference.model">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Business day calender location, or pointer style reference.
</xsd:documentation>
</xsd:annotation>
</xsd:group>
</xsd:sequence>
</xsd:choice>
</xsd:sequence>
</xsd:group>
<xsd:choice>
<xsd:element name="strike" type="FxStrike">
<xsd:annotation>
<xsd:documentation xml:lang="en">Strike price of the Target.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="strikeReference" type="FxStrikeReference">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Reference to an existing strike structure within the FX product.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:choice>
</xsd:group>
</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.