XML Schema "fpml-option-shared-5-13.xsd"
Target Namespace:
http://www.fpml.org/FpML-5/transparency
Version:
$Revision: 14153 $
Defined Components:
elements (15 local), complexTypes (9), element groups (2)
Default Namespace-Qualified Form:
Local Elements: qualified; Local Attributes: unqualified
Schema Location:
c:\init\trunk\xml\transparency\fpml-option-shared-5-13.xsd; see XML source
Includes Schemas (1):
fpml-asset-5-13.xsd [src]
Included in Schemas (5):
fpml-bond-option-5-13.xsd [src], fpml-cd-5-13.xsd [src], fpml-com-5-13.xsd [src], fpml-eq-shared-5-13.xsd [src], fpml-fx-5-13.xsd [src]
All Element Summary
applicable (in restructuring in creditEvents)
Indicates whether the restructuring provision is applicable.
Type:
xsd:boolean
Content:
simple
Defined:
locally within Restructuring complexType; see XML source
currency (in price in strike in bondOption)
The currency in which an amount is denominated.
Type:
Currency
Content:
simple, 1 attribute
Defined:
locally within OptionStrike complexType; see XML source
entitlementCurrency
Currency of the relevant bonds to which one option relates.
Type:
Currency
Content:
simple, 1 attribute
Defined:
locally within OptionDenomination.model group; see XML source
notionalAmount (defined in OptionBaseExtended complexType)
Type:
Money
Content:
complex, 1 attribute, 2 elements
Defined:
locally within OptionBaseExtended complexType; see XML source
notionalReference (defined in OptionBaseExtended complexType)
Type:
NotionalAmountReference
Content:
empty, 1 attribute
Defined:
locally within OptionBaseExtended complexType; see XML source
numberOfOptions (defined in OptionDenomination.model group)
The number of options comprised in the option transaction.
Type:
PositiveDecimal
Content:
simple
Defined:
locally within OptionDenomination.model group; see XML source
optionEntitlement (defined in OptionDenomination.model group)
The number of units of underlyer per option comprised in the option transaction.
Type:
PositiveDecimal
Content:
simple
Defined:
locally within OptionDenomination.model group; see XML source
optionType (defined in OptionBase complexType)
The type of option transaction.
Type:
OptionTypeEnum
Content:
simple
Defined:
locally within OptionBase complexType; see XML source
paymentType (in additionalPayment in correlationSwap)
Payment classification.
Type:
PaymentType
Content:
simple, 1 attribute
Defined:
locally within ClassifiablePayment complexType; see XML source
premium (defined in OptionBaseExtended complexType)
The option premium payable by the buyer to the seller.
Type:
Premium
Content:
complex, 1 attribute, 4 elements
Defined:
locally within OptionBaseExtended complexType; see XML source
restructuring (in creditEvents)
A credit event.
Type:
Restructuring
Content:
complex, 1 element
Defined:
locally within CreditEvents complexType; see XML source
settlementDate (defined in OptionSettlement.model group)
Type:
AdjustableOrRelativeDate
Content:
complex, 1 attribute, 2 elements
Defined:
locally within OptionSettlement.model group; see XML source
settlementType (defined in OptionSettlement.model group)
Type:
SettlementTypeEnum
Content:
simple
Defined:
locally within OptionSettlement.model group; see XML source
strikePercentage
The price or level expressed as a percentage of the forward starting spot price.
Type:
Percentage
Content:
simple
Defined:
locally within OptionNumericStrike complexType; see XML source
strikePrice (in price in strike in bondOption)
The price or level at which the option has been struck.
Type:
xsd:decimal
Content:
simple
Defined:
locally within OptionNumericStrike complexType; see XML source
Complex Type Summary
ClassifiablePayment
A classified non negative payment.
Content:
complex, 1 attribute, 2 elements
Defined:
globally; see XML source
Includes:
definition of 1 element
Used:
at 1 location
CreditEvents
Content:
complex, 1 attribute, 1 element
Defined:
globally; see XML source
Includes:
definitions of 1 attribute, 1 element
Used:
at 1 location
Option
A type for defining the common features of options.
Content:
complex, 1 attribute, 7 elements
Abstract:
(cannot be assigned directly to elements used in instance XML documents)
Defined:
globally; see XML source
Used:
at 7 locations
OptionBase
A type for defining the common features of options.
Content:
complex, 1 attribute, 8 elements
Abstract:
(cannot be assigned directly to elements used in instance XML documents)
Defined:
globally; see XML source
Includes:
definition of 1 element
Used:
at 3 locations
OptionBaseExtended
Base type for options starting with the 4-3 release, until we refactor the schema as part of the 5-0 release series.
Content:
complex, 1 attribute, 15 elements
Abstract:
(cannot be assigned directly to elements used in instance XML documents)
Defined:
globally; see XML source
Includes:
definitions of 4 elements
Used:
at 2 locations
OptionNumericStrike
A type for defining the strike price for an option as a numeric value without currency.
Content:
complex, 2 elements
Defined:
globally; see XML source
Includes:
definitions of 2 elements
Used:
at 1 location
OptionStrike
A type for defining the strike price for an equity option.
Content:
complex, 3 elements
Defined:
globally; see XML source
Includes:
definition of 1 element
Used:
at 1 location
Premium
A type for defining a premium.
Content:
complex, 1 attribute, 4 elements
Defined:
globally; see XML source
Used:
at 1 location
Restructuring
Content:
complex, 1 element
Defined:
globally; see XML source
Includes:
definition of 1 element
Used:
at 1 location
Element Group Summary
OptionDenomination.model
A model group containing the option denomination components.
Content:
3 elements
Defined:
globally; see XML source
Includes:
definitions of 3 elements
Used:
at 1 location
OptionSettlement.model
A group which has Option Settlement elements.
Content:
4 elements
Defined:
globally; see XML source
Includes:
definitions of 2 elements
Used:
at 2 locations
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: 14153 $" xmlns="http://www.fpml.org/FpML-5/transparency" xmlns:ecore="http://www.eclipse.org/emf/2002/Ecore" xmlns:xsd="http://www.w3.org/2001/XMLSchema">
<xsd:include schemaLocation="fpml-asset-5-13.xsd"/>
<xsd:complexType name="ClassifiablePayment">
<xsd:annotation>
<xsd:documentation xml:lang="en">A classified non negative payment.</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="NonNegativePayment">
<xsd:sequence>
<xsd:element maxOccurs="unbounded" minOccurs="0" name="paymentType" type="PaymentType">
<xsd:annotation>
<xsd:documentation xml:lang="en">Payment classification.</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="CreditEvents">
<xsd:sequence>
<xsd:element minOccurs="0" name="restructuring" type="Restructuring">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A credit event. A restructuring is an event that materially impacts the reference entity's obligations, such as an interest rate reduction, principal reduction, deferral of interest or principal, change in priority ranking, or change in currency or composition of payment. ISDA 2003 Term: Restructuring.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
<xsd:attribute name="id" type="xsd:ID" use="optional"/>
</xsd:complexType>
<xsd:complexType abstract="true" name="Option">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type for defining the common features of options. Buyer/seller information is not normally used in Transparency view but is optional in case the information is needed for administrative purposes such as Reporting Party determination.
</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="Product">
<xsd:sequence>
<xsd:group ref="BuyerSeller.model"/>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType abstract="true" name="OptionBase">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type for defining the common features of options.
</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="Option">
<xsd:sequence>
<xsd:element name="optionType" type="OptionTypeEnum">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The type of option transaction. From a usage standpoint, put/call is the default option type, while payer/receiver indicator is used for options index credit default swaps, consistently with the industry practice. Straddle is used for the case of straddle strategy, that combine a call and a put with the same strike.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType abstract="true" name="OptionBaseExtended">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Base type for options starting with the 4-3 release, until we refactor the schema as part of the 5-0 release series.
</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="OptionBase">
<xsd:sequence>
<xsd:element minOccurs="0" name="premium" type="Premium">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The option premium payable by the buyer to the seller.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element ref="exercise"/>
<xsd:choice minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A choice between an explicit representation of the notional amount, or a reference to a notional amount defined elsewhere in this document.
</xsd:documentation>
</xsd:annotation>
<xsd:element name="notionalReference" type="NotionalAmountReference"/>
<xsd:element name="notionalAmount" type="Money"/>
</xsd:choice>
<xsd:group minOccurs="0" ref="OptionDenomination.model"/>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="OptionNumericStrike">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type for defining the strike price for an option as a numeric value without currency.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:choice minOccurs="0">
<xsd:element name="strikePrice" type="xsd:decimal">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The price or level at which the option has been struck.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="strikePercentage" type="Percentage">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The price or level expressed as a percentage of the forward starting spot price. A value expressed in percentage units i.e. 5 means 5%.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:choice>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="OptionStrike">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type for defining the strike price for an equity option. The strike price is either: (i) in respect of an index option transaction, the level of the relevant index specified or otherwise determined in the transaction; or (ii) in respect of a share option transaction, the price per share specified or otherwise determined in the transaction. This can be expressed either as a percentage of notional amount or as an absolute value.
</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="OptionNumericStrike">
<xsd:sequence>
<xsd:element minOccurs="0" name="currency" type="Currency">
<xsd:annotation>
<xsd:documentation xml:lang="en">The currency in which an amount is denominated.</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="Premium">
<xsd:annotation>
<xsd:documentation xml:lang="en">A type for defining a premium.</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="SimplePayment">
<xsd:sequence>
<xsd:group ref="Premium.model"/>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="Restructuring">
<xsd:sequence>
<xsd:element minOccurs="0" name="applicable" type="xsd:boolean">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Indicates whether the restructuring provision is applicable.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:complexType>
<xsd:group name="OptionDenomination.model">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A model group containing the option denomination components.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element minOccurs="0" name="optionEntitlement" type="PositiveDecimal">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The number of units of underlyer per option comprised in the option transaction.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="entitlementCurrency" type="Currency">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Currency of the relevant bonds to which one option relates. For Bond Options this element should be used to define the currency of the bonds instead of the currency element present in the Bond underlyer.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="numberOfOptions" type="PositiveDecimal">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The number of options comprised in the option transaction.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:group>
<xsd:group name="OptionSettlement.model">
<xsd:annotation>
<xsd:documentation xml:lang="en">A group which has Option Settlement elements.</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element minOccurs="0" name="settlementType" type="SettlementTypeEnum"/>
<xsd:element minOccurs="0" name="settlementDate" type="AdjustableOrRelativeDate"/>
<xsd:group minOccurs="0" ref="SettlementAmountOrCurrency.model"/>
</xsd:sequence>
</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.