XML Schema "fpml-shared-5-13.xsd"
Target Namespace:
http://www.fpml.org/FpML-5/transparency
Version:
$Revision: 14826 $
Defined Components:
elements (5 global + 241 local), complexTypes (170), simpleTypes (18), element groups (21)
Default Namespace-Qualified Form:
Local Elements: qualified; Local Attributes: unqualified
Schema Location:
c:\init\trunk\xml\transparency\fpml-shared-5-13.xsd; see XML source
Includes Schemas (1):
fpml-enum-5-13.xsd [src]
Included in Schemas (1):
fpml-asset-5-13.xsd [src]
All Element Summary
account
Optional account information used to precisely define the origination and destination of financial instruments.
Type:
Account
Content:
complex, 1 attribute, 5 elements
Defined:
locally within PartiesAndAccounts.model group; see XML source
accountBeneficiary
A reference to the party beneficiary of the account.
Type:
PartyReference
Content:
empty, 1 attribute
Defined:
locally within Account complexType; see XML source
accountId
An account identifier.
Type:
AccountId
Content:
simple, 1 attribute
Defined:
locally within Account complexType; see XML source
accountName
The name by which the account is known.
Type:
AccountName
Content:
simple, 1 attribute
Defined:
locally within Account complexType; see XML source
accountReference
Identifies the account(s) related to the party when they cannot be determined from the party alone, for example in a inter-book trade.
Type:
AccountReference
Content:
empty, 1 attribute
Defined:
locally within OnBehalfOf complexType; see XML source
accountType
The type of account. e.g., Client, House
Type:
AccountType
Content:
simple, 1 attribute
Defined:
locally within Account complexType; see XML source
additionalBusinessDays
Any additional business centers that are applicable to the observation shift calculation, in addition to the regular "applicableBusinessDays".
Type:
BusinessCentersOrReference
Content:
complex, 2 elements
Defined:
locally within ObservationShiftParameters complexType; see XML source
address
A postal or street address.
Type:
Address
Content:
complex, 5 elements
Defined:
locally within ContactInformation complexType; see XML source
adjustableDate (defined in AdjustableOrRelativeDate complexType)
A date that is 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.
Type:
AdjustableDate
Content:
complex, 1 attribute, 1 element
Defined:
locally within AdjustableOrRelativeDate complexType; see XML source
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.
Type:
AdjustableDates
Content:
complex, 1 attribute, 1 element
Defined:
locally within AdjustableOrRelativeDates complexType; see XML source
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.
Type:
AdjustableDates
Content:
complex, 1 attribute, 1 element
Defined:
locally within AdjustableRelativeOrPeriodicDates complexType; see XML source
adjustableDates (in fixingDates)
A series of adjustable dates
Type:
AdjustableDates
Content:
complex, 1 attribute, 1 element
Defined:
locally within AdjustableDatesOrRelativeDateOffset complexType; see XML source
americanExercise
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.
Type:
AmericanExercise
Content:
complex, 1 attribute, 8 elements
Subst.Gr:
substitutes for exercise
Defined:
globally; see XML source
Used:
never
amount (defined in CashflowNotional complexType)
The quantity of notional (in currency or other units).
Type:
xsd:decimal
Content:
simple
Defined:
locally within CashflowNotional complexType; see XML source
amount (defined in Money complexType)
The monetary quantity in currency units.
Type:
xsd:decimal
Content:
simple
Defined:
locally within Money complexType; see XML source
amount (defined in NonNegativeMoney complexType)
The non negative monetary quantity in currency units.
Type:
NonNegativeDecimal
Content:
simple
Defined:
locally within NonNegativeMoney complexType; see XML source
amount (defined in PositiveMoney complexType)
The positive monetary quantity in currency units.
Type:
PositiveDecimal
Content:
simple
Defined:
locally within PositiveMoney complexType; see XML source
applicableBusinessDays
Specifies the applicable business days to be used for this calculation.
Type:
BusinessCentersOrReference
Content:
complex, 2 elements
Defined:
locally within CalculationParameters complexType; see XML source
base64Binary (defined in Resource complexType)
Provides extra information as binary contents coded in base64.
Type:
xsd:base64Binary
Content:
simple
Defined:
locally within Resource complexType; see XML source
bermudaExercise
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.
Type:
BermudaExercise
Content:
complex, 1 attribute, 7 elements
Subst.Gr:
substitutes for exercise
Defined:
globally; see XML source
Used:
never
bermudaExerciseDates (in bermudaExercise)
The dates the define the Bermuda option exercise dates and the expiration date.
Type:
AdjustableOrRelativeDates
Content:
complex, 1 attribute, 2 elements
Defined:
locally within BermudaExercise complexType; see XML source
businessCenter (defined in BusinessCenters complexType)
Type:
BusinessCenter
Content:
simple, 2 attributes
Defined:
locally within BusinessCenters complexType; see XML source
businessCenter (defined in BusinessCenterTime complexType)
Type:
BusinessCenter
Content:
simple, 2 attributes
Defined:
locally within BusinessCenterTime complexType; see XML source
businessCenter (in exerciseNotice)
Type:
BusinessCenter
Content:
simple, 2 attributes
Defined:
locally within ExerciseNotice complexType; see XML source
businessCenters (defined in BusinessCentersOrReference.model group)
Type:
BusinessCenters
Content:
complex, 1 attribute, 1 element
Defined:
locally within BusinessCentersOrReference.model group; see XML source
businessCentersReference
A pointer style reference to a set of financial business centers defined elsewhere in the document.
Type:
BusinessCentersReference
Content:
empty, 1 attribute
Defined:
locally within BusinessCentersOrReference.model group; see XML source
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.
Type:
BusinessDayConventionEnum
Content:
simple
Defined:
locally within BusinessDayAdjustments complexType; see XML source
businessDayConvention (in dateOffset defined in RelativeDateSequence complexType)
The convention for adjusting a date if it would otherwise fall on a day that is not a business day.
Type:
BusinessDayConventionEnum
Content:
simple
Defined:
locally within DateOffset complexType; see XML source
businessUnit
Optional organization unit information used to describe the organization units (e.g. trading desks) involved in a transaction or business process .
Type:
BusinessUnit
Content:
complex, 1 attribute, 4 elements
Defined:
locally within Party.model group; see XML source
businessUnitId
An identifier used to uniquely identify organization unit
Type:
Unit
Content:
simple, 1 attribute
Defined:
locally within BusinessUnit complexType; see XML source
businessUnitReference
The unit for which the indvidual works.
Type:
BusinessUnitReference
Content:
empty, 1 attribute
Defined:
locally within Person complexType; see XML source
buyer
The buyer of the option
Type:
IdentifiedPayerReceiver
Content:
simple, 1 attribute
Defined:
locally within StrikeSchedule complexType; see XML source
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.
Type:
PartyReference
Content:
empty, 1 attribute
Defined:
locally within BuyerSeller.model group; see XML source
calculationEndDate
Type:
AdjustableOrRelativeDate
Content:
complex, 1 attribute, 2 elements
Defined:
locally within PeriodicDates complexType; see XML source
calculationMethod (defined in CalculationParameters complexType)
Specifies the type of calculation, e.g. whether the calculation is a compounding or an averaging calculation.
Type:
CalculationMethodEnum
Content:
simple
Defined:
locally within CalculationParameters complexType; see XML source
calculationParameters (defined in FloatingRate complexType)
Parameters to specify a rate calculated using an averaging or compounding formula, as described in the 2021 ISDA Defintions, section 7.
Type:
CalculationParameters
Content:
complex, 7 elements
Defined:
locally within FloatingRate complexType; see XML source
calculationParameters (in fallbackRate)
This provides a representation of the approximate value of the fallback rate, i.e. a calculated rate that quite closely mimics the value anticipated to be published by the fallback rate administrator (once the spread adjustment is added).
Type:
CalculationParameters
Content:
complex, 7 elements
Defined:
locally within FallbackRate complexType; see XML source
calculationPeriodDatesAdjustments
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.
Type:
BusinessDayAdjustments
Content:
complex, 1 attribute, 3 elements
Defined:
locally within PeriodicDates complexType; see XML source
calculationPeriodFrequency
The frequency at which calculation period end dates occur with the regular part of the calculation period schedule and their roll date convention.
Type:
CalculationPeriodFrequency
Content:
complex, 1 attribute, 3 elements
Defined:
locally within PeriodicDates complexType; see XML source
calculationStartDate
Type:
AdjustableOrRelativeDate
Content:
complex, 1 attribute, 2 elements
Defined:
locally within PeriodicDates complexType; see XML source
capFloorStraddle
This element is applicable in Transparency view (only) if both a capRateSchedule and a floorRateSchedule are set.
Type:
xsd:boolean
Content:
simple
Defined:
locally within FloatingRate.model group; see XML source
capRateSchedule
The cap rate or cap rate schedule, if any, which applies to the floating rate.
Type:
StrikeSchedule
Content:
complex, 1 attribute, 3 elements
Defined:
locally within FloatingRate.model group; see XML source
city
The city component of a postal address.
Type:
NonEmptyToken
Content:
simple
Defined:
locally within Address complexType; see XML source
classification
The party's industry sector classification.
Type:
IndustryClassification
Content:
simple, 1 attribute
Defined:
locally within PartyInformation.model group; see XML source
commencementDate (defined in SharedAmericanExercise complexType)
The first day of the exercise period for an American style option.
Type:
AdjustableOrRelativeDate
Content:
complex, 1 attribute, 2 elements
Defined:
locally within SharedAmericanExercise complexType; see XML source
commencementDate (in americanExercise)
The first day of the exercise period for an American style option.
Type:
AdjustableOrRelativeDate
Content:
complex, 1 attribute, 2 elements
Defined:
locally within AmericanExercise complexType; see XML source
comments
Any additional comments that are deemed necessary.
Type:
NonEmptyString
Content:
simple
Defined:
locally within Resource complexType; see XML source
componentDescription
Text description of the component
Type:
NonEmptyNormalizedString
Content:
simple
Defined:
locally within FormulaComponent complexType; see XML source
contactInfo (defined in Party.model group)
Information on how to contact the party using various means.
Type:
ContactInformation
Content:
complex, 3 elements
Defined:
locally within Party.model group; see XML source
contactInfo (in businessUnit)
Information on how to contact the unit using various means.
Type:
ContactInformation
Content:
complex, 3 elements
Defined:
locally within BusinessUnit complexType; see XML source
contactInfo (in person)
Information on how to contact the individual using various means.
Type:
ContactInformation
Content:
complex, 3 elements
Defined:
locally within Person complexType; see XML source
country (defined in PartyInformation.model group)
The country where the party is domiciled.
Type:
CountryCode
Content:
simple, 1 attribute
Defined:
locally within PartyInformation.model group; see XML source
country (in address)
The ISO 3166 standard code for the country within which the postal address is located.
Type:
CountryCode
Content:
simple, 1 attribute
Defined:
locally within Address complexType; see XML source
country (in businessUnit)
The ISO 3166 standard code for the country where the individual works.
Type:
CountryCode
Content:
simple, 1 attribute
Defined:
locally within BusinessUnit complexType; see XML source
country (in person)
The ISO 3166 standard code for the country where the individual works.
Type:
CountryCode
Content:
simple, 1 attribute
Defined:
locally within Person complexType; see XML source
creditRating (defined in PartyInformation.model group)
The party's credit rating.
Type:
CreditRating
Content:
simple, 1 attribute
Defined:
locally within PartyInformation.model group; see XML source
currency (defined in AmountSchedule complexType)
The currency in which an amount is denominated.
Type:
Currency
Content:
simple, 1 attribute
Defined:
locally within AmountSchedule complexType; see XML source
currency (defined in CashflowNotional complexType)
The currency in which an amount is denominated.
Type:
Currency
Content:
simple, 1 attribute
Defined:
locally within CashflowNotional complexType; see XML source
currency (defined in MoneyBase complexType)
The currency in which an amount is denominated.
Type:
Currency
Content:
simple, 1 attribute
Defined:
locally within MoneyBase complexType; see XML source
currency (defined in NonNegativeAmountSchedule complexType)
The currency in which an amount is denominated.
Type:
Currency
Content:
simple, 1 attribute
Defined:
locally within NonNegativeAmountSchedule complexType; see XML source
currency1 (defined in QuotedCurrencyPair complexType)
The first currency specified when a pair of currencies is to be evaluated.
Type:
Currency
Content:
simple, 1 attribute
Defined:
locally within QuotedCurrencyPair complexType; see XML source
currency2 (defined in QuotedCurrencyPair complexType)
The second currency specified when a pair of currencies is to be evaluated.
Type:
Currency
Content:
simple, 1 attribute
Defined:
locally within QuotedCurrencyPair complexType; see XML source
date (in bermudaExerciseDates in equityBermudaExercise)
Type:
xsd:date
Content:
simple
Defined:
locally within DateList complexType; see XML source
dateOfBirth
The birth date of the person, e.g. 1970-01-01
Type:
xsd:date
Content:
simple
Defined:
locally within Person complexType; see XML source
dateOffset (defined in RelativeDateSequence complexType)
Type:
DateOffset
Content:
complex, 1 attribute, 3 elements
Defined:
locally within RelativeDateSequence complexType; see XML source
dateRelativeTo (defined in RelativeDateOffset complexType)
Specifies the anchor as an href attribute.
Type:
DateReference
Content:
empty, 1 attribute
Defined:
locally within RelativeDateOffset complexType; see XML source
dateRelativeTo (defined in RelativeDateSequence complexType)
Specifies the anchor as an href attribute.
Type:
DateReference
Content:
empty, 1 attribute
Defined:
locally within RelativeDateSequence complexType; see XML source
earliestExerciseTime (in americanExercise)
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.
Type:
BusinessCenterTime
Content:
complex, 2 elements
Defined:
locally within AmericanExercise complexType; see XML source
earliestExerciseTime (in bermudaExercise)
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.
Type:
BusinessCenterTime
Content:
complex, 2 elements
Defined:
locally within BermudaExercise complexType; see XML source
effectiveDate (defined in DirectionalLeg complexType)
Specifies the effective date of this leg of the swap.
Type:
AdjustableOrRelativeDate
Content:
complex, 1 attribute, 2 elements
Defined:
locally within DirectionalLeg complexType; see XML source
effectiveDate (defined in VersionHistory.model group)
Optionally it is possible to specify a version effective date when a versionId is supplied.
Type:
IdentifiedDate
Content:
simple, 1 attribute
Defined:
locally within VersionHistory.model group; see XML source
effectiveDate (in fallbackRate)
The Applicable Fallback Effective Date, as defined in the 2021 ISDA Interest Rate Derivatives Definitions, Section 8.5.4.
Type:
xsd:date
Content:
simple
Defined:
locally within FallbackRate complexType; see XML source
effectiveDate (in fallbackRate)
The Applicable Fallback Effective Date, as defined in the 2021 ISDA Interest Rate Derivatives Definitions, Section 8.5.4.
Type:
xsd:date
Content:
simple
Defined:
locally within FallbackRate complexType; see XML source
email
An address on an electronic mail or messaging sysem .
Type:
NormalizedString
Content:
simple
Defined:
locally within ContactInformation complexType; see XML source
embeddedOptionType
Describes the type of any embedded optionality in the transaction that might not otherwise be apparent.
Type:
EmbeddedOptionType
Content:
simple, 1 attribute
Defined:
locally within Product.model group; see XML source
entityId
A legal entity identifier (e.g.
Type:
EntityId
Content:
simple, 1 attribute
Defined:
locally within LegalEntity complexType; see XML source
entityName
The name of the reference entity.
Type:
EntityName
Content:
simple, 1 attribute
Defined:
locally within LegalEntity complexType; see XML source
europeanExercise
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.
Type:
EuropeanExercise
Content:
complex, 1 attribute, 1 element
Subst.Gr:
substitutes for exercise
Defined:
globally; see XML source
Used:
never
exercise
An placeholder for the actual option exercise definitions.
Type:
Exercise
Content:
empty, 1 attribute
Abstract:
(may not be used directly in instance XML documents)
Subst.Gr:
substituted with americanExercise, bermudaExercise, europeanExercise
Defined:
globally; see XML source
Used:
at 7 locations
exerciseFeeSchedule (in americanExercise)
The fees associated with an exercise date.
Type:
ExerciseFeeSchedule
Content:
complex, 4 elements
Defined:
locally within AmericanExercise complexType; see XML source
exerciseFeeSchedule (in bermudaExercise)
The fees associated with an exercise date.
Type:
ExerciseFeeSchedule
Content:
complex, 4 elements
Defined:
locally within BermudaExercise complexType; see XML source
exerciseNoticePartyReference
The party referenced is the party to which notice of exercise should be given by the buyer.
Type:
PartyReference
Content:
empty, 1 attribute
Defined:
locally within ExerciseNotice complexType; see XML source
expirationDate (defined in SharedAmericanExercise complexType)
The last day within an exercise period for an American style option.
Type:
AdjustableOrRelativeDate
Content:
complex, 1 attribute, 2 elements
Defined:
locally within SharedAmericanExercise complexType; see XML source
expirationDate (in americanExercise)
The last day within an exercise period for an American style option.
Type:
AdjustableOrRelativeDate
Content:
complex, 1 attribute, 2 elements
Defined:
locally within AmericanExercise complexType; see XML source
expirationDate (in europeanExercise)
The last day within an exercise period for an American style option.
Type:
AdjustableOrRelativeDate
Content:
complex, 1 attribute, 2 elements
Defined:
locally within EuropeanExercise complexType; see XML source
expirationTime (in americanExercise)
The latest time for exercise on expirationDate.
Type:
BusinessCenterTime
Content:
complex, 2 elements
Defined:
locally within AmericanExercise complexType; see XML source
expirationTime (in bermudaExercise)
The latest time for exercise on expirationDate.
Type:
BusinessCenterTime
Content:
complex, 2 elements
Defined:
locally within BermudaExercise complexType; see XML source
fallbackRate
A fallback rate calculated using an averaging or compounding formula to be used in case of the cessation of the original term rate.
Type:
FallbackRate
Content:
complex, 1 attribute, 5 elements
Defined:
locally within FloatingRate complexType; see XML source
feeAmountSchedule
The exercise fee amount schedule.
Type:
AmountSchedule
Content:
complex, 1 attribute, 2 elements
Defined:
locally within ExerciseFeeSchedule complexType; see XML source
feePaymentDate
The date on which exercise fee(s) will be paid.
Type:
RelativeDateOffset
Content:
complex, 1 attribute, 3 elements
Defined:
locally within ExerciseFeeSchedule complexType; see XML source
feeRateSchedule
The exercise free rate schedule.
Type:
Schedule
Content:
complex, 1 attribute, 1 element
Defined:
locally within ExerciseFeeSchedule complexType; see XML source
finalExchange
A true/false flag to indicate whether there is a final exchange of principal on the termination date.
Type:
xsd:boolean
Content:
simple
Defined:
locally within PrincipalExchanges complexType; see XML source
firstName
Given name, such as John or Mary.
Type:
NormalizedString
Content:
simple
Defined:
locally within Person complexType; see XML source
fixedRate (defined in InterestAccrualsMethod complexType)
The calculation period fixed rate.
Type:
xsd:decimal
Content:
simple
Defined:
locally within InterestAccrualsMethod complexType; see XML source
fixedRate (in underlyerFinancing)
The calculation period fixed rate.
Type:
xsd:decimal
Content:
simple
Defined:
locally within UnderlyerInterestLeg complexType; see XML source
floatingRateCalculation (defined in InterestAccrualsMethod complexType)
The floating rate calculation definitions
Type:
FloatingRateCalculation
Content:
complex, 1 attribute, 8 elements
Defined:
locally within InterestAccrualsMethod complexType; see XML source
floatingRateIndex (defined in FloatingRateIndex.model group)
The ISDA Floating Rate Option, i.e. the name of the floating rate.
Type:
FloatingRateIndex
Content:
simple, 1 attribute
Defined:
locally within FloatingRateIndex.model group; see XML source
floatingRateIndex (in fallbackRate)
The benchmark rate used for computing the fallback rate.
Type:
FloatingRateIndex
Content:
simple, 1 attribute
Defined:
locally within FallbackRate complexType; see XML source
floorRateSchedule
The floor rate or floor rate schedule, if any, which applies to the floating rate.
Type:
StrikeSchedule
Content:
complex, 1 attribute, 3 elements
Defined:
locally within FloatingRate.model group; see XML source
formula (in formulaComponent)
Additional formulas required to describe this component
Type:
Formula
Content:
complex, 3 elements
Defined:
locally within FormulaComponent complexType; see XML source
formulaComponent
Elements describing the components of the formula.
Type:
FormulaComponent
Content:
complex, 1 attribute, 2 elements
Defined:
locally within Formula complexType; see XML source
formulaDescription
Text description of the formula
Type:
NonEmptyNormalizedString
Content:
simple
Defined:
locally within Formula complexType; see XML source
groupType
Party Group Type, e.g.
Type:
PartyGroupType
Content:
simple, 1 attribute
Defined:
locally within Party complexType; see XML source
hexadecimalBinary (defined in Resource complexType)
Provides extra information as binary contents coded in hexadecimal.
Type:
xsd:hexBinary
Content:
simple
Defined:
locally within Resource complexType; see XML source
honorific
An honorific title, such as Mr., Ms., Dr. etc.
Type:
NormalizedString
Content:
simple
Defined:
locally within Person complexType; see XML source
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.
Type:
HourMinuteTime
Content:
simple
Defined:
locally within BusinessCenterTime complexType; see XML source
hourMinuteTime (in time defined in OffsetPrevailingTime 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.
Type:
HourMinuteTime
Content:
simple
Defined:
locally within PrevailingTime complexType; see XML source
increasedCostOfStockBorrow
If true, then increased cost of stock borrow is applicable.
Type:
xsd:boolean
Content:
simple
Defined:
locally within StockLoan.model group; see XML source
independentAmount
Independent Amount is an amount that usually less creditworthy counterparties are asked to provide.
Type:
IndependentAmount
Content:
complex, 2 elements
Defined:
locally within Collateral complexType; see XML source
indexTenor (defined in FloatingRateIndex.model group)
The ISDA Designated Maturity, i.e. the tenor of the floating rate.
Type:
Period
Content:
complex, 1 attribute, 2 elements
Defined:
locally within FloatingRateIndex.model group; see XML source
initial
Type:
Initial
Content:
simple
Defined:
locally within Person complexType; see XML source
initialExchange
A true/false flag to indicate whether there is an initial exchange of principal on the effective date.
Type:
xsd:boolean
Content:
simple
Defined:
locally within PrincipalExchanges complexType; see XML source
initialStockLoanRate
Specifies the initial stock loan rate for Increased Cost of Stock Borrow.
Type:
DecimalFraction
Content:
simple
Defined:
locally within StockLoan.model group; see XML source
initialValue (defined in NonNegativeSchedule complexType)
The non-negative initial rate or amount, as the case may be.
Type:
NonNegativeDecimal
Content:
simple
Defined:
locally within NonNegativeSchedule complexType; see XML source
initialValue (defined in Schedule complexType)
The initial rate or amount, as the case may be.
Type:
xsd:decimal
Content:
simple
Defined:
locally within Schedule complexType; see XML source
integralMultipleAmount
A notional amount which restricts the amount of notional that can be exercised when partial exercise or multiple exercise is applicable.
Type:
xsd:decimal
Content:
simple
Defined:
locally within PartialExercise.model group; see XML source
intermediateExchange
A true/false flag to indicate whether there are intermediate or interim exchanges of principal during the term of the swap.
Type:
xsd:boolean
Content:
simple
Defined:
locally within PrincipalExchanges complexType; see XML source
issuer (defined in IssuerTradeId.model group)
Type:
IssuerId
Content:
simple, 1 attribute
Defined:
locally within IssuerTradeId.model group; see XML source
jurisdiction
The legal jurisdiction of the entity's registration.
Type:
GoverningLaw
Content:
simple, 1 attribute
Defined:
locally within PartyInformation.model group; see XML source
language
Indicates the language of the resource, described using the ISO 639-2/T Code.
Type:
Language
Content:
simple, 1 attribute
Defined:
locally within Resource complexType; see XML source
latestExerciseTime (in americanExercise)
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.
Type:
BusinessCenterTime
Content:
complex, 2 elements
Defined:
locally within AmericanExercise complexType; see XML source
latestExerciseTime (in bermudaExercise)
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.
Type:
BusinessCenterTime
Content:
complex, 2 elements
Defined:
locally within BermudaExercise complexType; see XML source
legId
Identity of this leg.
Type:
LegId
Content:
simple, 1 attribute
Defined:
locally within LegIdentifier complexType; see XML source
legIdentifier
Version aware identification of this leg.
Type:
LegIdentifier
Content:
complex, 3 elements
Defined:
locally within DirectionalLeg complexType; see XML source
length
Indicates the length of the resource.
Type:
ResourceLength
Content:
complex, 2 elements
Defined:
locally within Resource complexType; see XML source
lengthUnit
The length unit of the resource.
Type:
LengthUnitEnum
Content:
simple
Defined:
locally within ResourceLength complexType; see XML source
lengthValue
The length value of the resource.
Type:
xsd:decimal
Content:
simple
Defined:
locally within ResourceLength complexType; see XML source
limitationPercentage
Specifies the limitation percentage in Average Daily trading volume.
Type:
Percentage
Content:
simple
Defined:
locally within AverageDailyTradingVolumeLimit complexType; see XML source
limitationPeriod
Specifies the limitation period for Average Daily trading volume in number of days.
Type:
xsd:nonNegativeInteger
Content:
simple
Defined:
locally within AverageDailyTradingVolumeLimit complexType; see XML source
location (in time defined in OffsetPrevailingTime complexType)
The geographic location to which the hourMinuteTime applies.
Type:
TimezoneLocation
Content:
simple, 1 attribute
Defined:
locally within PrevailingTime complexType; see XML source
lockout
Specifies that lockout calculation is in effect, and supplies parameters needed to support that.
Type:
ObservationOffset
Content:
complex, 1 element
Defined:
locally within CalculationParameters complexType; see XML source
lookback
Specifies that lookback calculation is in effect, and supplies parameters needed to support that.
Type:
ObservationOffset
Content:
complex, 1 element
Defined:
locally within CalculationParameters complexType; see XML source
lossOfStockBorrow
If true, then loss of stock borrow is applicable.
Type:
xsd:boolean
Content:
simple
Defined:
locally within StockLoan.model group; see XML source
math
An element for containing an XML representation of the formula.
Type:
Math
Content:
mixed (allows character data), elem. wildcard
Defined:
locally within Formula complexType; see XML source
maximumNotionalAmount
The maximum notional amount that can be exercised on a given exercise date.
Type:
xsd:decimal
Content:
simple
Defined:
locally within MultipleExercise complexType; see XML source
maximumNumberOfOptions (defined in MultipleExercise complexType)
The maximum number of options that can be exercised on a given exercise date.
Type:
NonNegativeDecimal
Content:
simple
Defined:
locally within MultipleExercise complexType; see XML source
maximumStockLoanRate
Specifies the maximum stock loan rate for Loss of Stock Borrow.
Type:
DecimalFraction
Content:
simple
Defined:
locally within StockLoan.model group; see XML source
middleName
Type:
NormalizedString
Content:
simple
Defined:
locally within Person complexType; see XML source
mimeType (defined in Resource complexType)
Indicates the type of media used to store the content. mimeType is used to determine the software product(s) that can read the content.
Type:
MimeType
Content:
simple, 1 attribute
Defined:
locally within Resource complexType; see XML source
minimumNotionalAmount
The minimum notional amount that can be exercised on a given exercise date.
Type:
xsd:decimal
Content:
simple
Defined:
locally within PartialExercise.model group; see XML source
minimumNumberOfOptions (defined in PartialExercise.model group)
The minimum number of options that can be exercised on a given exercise date.
Type:
NonNegativeDecimal
Content:
simple
Defined:
locally within PartialExercise.model group; see XML source
multipleExercise (in americanExercise)
As defined in the 2000 ISDA Definitions, Section 12.4.
Type:
MultipleExercise
Content:
complex, 6 elements
Defined:
locally within AmericanExercise complexType; see XML source
multipleExercise (in bermudaExercise)
As defined in the 2000 ISDA Definitions, Section 12.4.
Type:
MultipleExercise
Content:
complex, 6 elements
Defined:
locally within BermudaExercise complexType; see XML source
name (defined in Resource complexType)
The name of the resource.
Type:
NonEmptyToken
Content:
simple
Defined:
locally within Resource complexType; see XML source
name (in businessUnit)
A name used to describe the organization unit
Type:
NonEmptyToken
Content:
simple
Defined:
locally within BusinessUnit complexType; see XML source
notionalAmount (defined in FxCashSettlement complexType)
The amount of money that the settlement will be derived from.
Type:
PositiveMoney
Content:
complex, 1 attribute, 2 elements
Defined:
locally within FxCashSettlement complexType; see XML source
notionalReference (defined in ExerciseFeeSchedule complexType)
A pointer style reference to the associated notional schedule defined elsewhere in the document.
Type:
ScheduleReference
Content:
empty, 1 attribute
Defined:
locally within ExerciseFeeSchedule complexType; see XML source
notionalReference (defined in PartialExercise.model group)
A pointer style reference to the associated notional schedule defined elsewhere in the document.
Type:
NotionalReference
Content:
empty, 1 attribute
Defined:
locally within PartialExercise.model group; see XML source
number
A telephonic contact.
Type:
NonEmptyToken
Content:
simple
Defined:
locally within TelephoneNumber complexType; see XML source
observationCapRate
A maximum rate for an rate observation; optionally applied for daily averaged rates.
Type:
xsd:decimal
Content:
simple
Defined:
locally within ObservationParameters.model group; see XML source
observationFloorRate
A minimum rate for an rate observation; optionally applied for daily averaged rates.
Type:
xsd:decimal
Content:
simple
Defined:
locally within ObservationParameters.model group; see XML source
observationPeriodDates
Specifies how the observation period is to be determined relative to the basic calculation period.
Type:
ObservationPeriodDatesEnum
Content:
simple
Defined:
locally within ObservationShiftParameters complexType; see XML source
observationShift
Specifies that observation shift calculation is in effect, and supplies parameters needed to support that.
Type:
ObservationShiftParameters
Content:
complex, 3 elements
Defined:
locally within CalculationParameters complexType; see XML source
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).
Type:
Offset
Content:
complex, 1 attribute, 2 elements
Defined:
locally within OffsetPrevailingTime complexType; see XML source
offsetDays
The number of business days before the base date that the observations are to be shifted.
Type:
xsd:nonNegativeInteger
Content:
simple
Defined:
locally within ObservationOffset complexType; see XML source
onBehalfOf (defined in OnBehalfOf.model group)
Indicates which party (or parties) (and accounts) a trade or event is being processed for.
Type:
OnBehalfOf
Content:
complex, 2 elements
Defined:
locally within OnBehalfOf.model group; see XML source
organizationType
The type of an organization's participantion in the OTC derivatives market.
Type:
OrganizationType
Content:
simple, 1 attribute
Defined:
locally within PartyInformation.model group; see XML source
party (defined in PartiesAndAccounts.model group)
A legal entity or a subdivision of a legal entity.
Type:
Party
Content:
complex, 1 attribute, 13 elements
Defined:
locally within PartiesAndAccounts.model group; see XML source
partyId
A party identifier, e.g. a S.W.I.F.T. bank identifier code (BIC).
Type:
PartyId
Content:
simple, 1 attribute
Defined:
locally within Party.model group; see XML source
partyName
The legal name of the organization.
Type:
PartyName
Content:
simple, 1 attribute
Defined:
locally within Party.model group; see XML source
partyReference (defined in OnBehalfOf complexType)
The party for which the message reciever should work.
Type:
PartyReference
Content:
empty, 1 attribute
Defined:
locally within OnBehalfOf complexType; see XML source
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.
Type:
PartyReference
Content:
empty, 1 attribute
Defined:
locally within Party complexType; see XML source
partyReference (defined in PartyAndAccountReferences.model group)
Reference to a party.
Type:
PartyReference
Content:
empty, 1 attribute
Defined:
locally within PartyAndAccountReferences.model group; see XML source
partyReference (in exerciseNotice)
The party referenced has allocated the trade identifier.
Type:
PartyReference
Content:
empty, 1 attribute
Defined:
locally within ExerciseNotice complexType; see XML source
payerPartyReference (defined in Payer.model group)
A reference to the party responsible for making the payments defined by this structure.
Type:
PartyReference
Content:
empty, 1 attribute
Defined:
locally within Payer.model group; see XML source
paymentAmount (defined in NonNegativePayment complexType)
Non negative payment amount.
Type:
NonNegativeMoney
Content:
complex, 1 attribute, 2 elements
Defined:
locally within NonNegativePayment complexType; see XML source
paymentAmount (defined in Payment complexType)
The currency amount of the payment.
Type:
NonNegativeMoney
Content:
complex, 1 attribute, 2 elements
Defined:
locally within Payment complexType; see XML source
paymentAmount (defined in SimplePayment complexType)
Type:
NonNegativeMoney
Content:
complex, 1 attribute, 2 elements
Defined:
locally within SimplePayment complexType; see XML source
paymentAmount (in paymentDetail)
A fixed payment amount.
Type:
Money
Content:
complex, 1 attribute, 2 elements
Defined:
locally within PaymentDetail complexType; see XML source
paymentDate (defined in SimplePayment complexType)
The payment date.
Type:
AdjustableOrRelativeDate
Content:
complex, 1 attribute, 2 elements
Defined:
locally within SimplePayment complexType; see XML source
paymentDate (in paymentDetail)
Payment date.
Type:
AdjustableOrRelativeDate
Content:
complex, 1 attribute, 2 elements
Defined:
locally within PaymentDetail complexType; see XML source
paymentDetail
A container element allowing a schedule of payments associated with the Independent Amount.
Type:
PaymentDetail
Content:
complex, 1 attribute, 3 elements
Defined:
locally within IndependentAmount complexType; see XML source
paymentRule
A structure defining the calculation rule of the independent amount.
Type:
PaymentRule
Content:
empty
Defined:
locally within PaymentDetail complexType; see XML source
paymentType (defined in Payment complexType)
A classification of the type of fee or additional payment, e.g. brokerage, upfront fee etc.
Type:
PaymentType
Content:
simple, 1 attribute
Defined:
locally within Payment complexType; see XML source
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.
Type:
DecimalFraction
Content:
simple
Defined:
locally within Premium.model group; see XML source
period (defined in Frequency complexType)
A time period, e.g. a day, week, month, year or term of the stream.
Type:
PeriodExtendedEnum
Content:
simple
Defined:
locally within Frequency complexType; see XML source
period (defined in Period complexType)
A time period, e.g. a day, week, month or year of the stream.
Type:
PeriodEnum
Content:
simple
Defined:
locally within Period complexType; see XML source
periodConvention
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.
Type:
RollConventionEnum
Content:
simple
Defined:
locally within ObservationFrequency complexType; see XML source
periodicDates (defined in AdjustableRelativeOrPeriodicDates complexType)
Type:
PeriodicDates
Content:
complex, 4 elements
Defined:
locally within AdjustableRelativeOrPeriodicDates complexType; see XML source
periodicDates (defined in AdjustableRelativeOrPeriodicDates2 complexType)
Type:
PeriodicDates
Content:
complex, 4 elements
Defined:
locally within AdjustableRelativeOrPeriodicDates2 complexType; see XML source
periodMultiplier (defined in Frequency complexType)
A time period multiplier, e.g. 1, 2 or 3 etc.
Type:
xsd:positiveInteger
Content:
simple
Defined:
locally within Frequency complexType; see XML source
periodMultiplier (defined in Period complexType)
A time period multiplier, e.g. 1, 2 or 3 etc.
Type:
xsd:integer
Content:
simple
Defined:
locally within Period complexType; see XML source
person
Optional information about people involved in a transaction or busines process.
Type:
Person
Content:
complex, 1 attribute, 11 elements
Defined:
locally within Party.model group; see XML source
personId
An identifier assigned by a system for uniquely identifying the individual
Type:
PersonId
Content:
simple, 1 attribute
Defined:
locally within Person complexType; see XML source
postalCode
The code, required for computerised mail sorting systems, that is allocated to a physical address by a national postal authority.
Type:
NonEmptyToken
Content:
simple
Defined:
locally within Address complexType; see XML source
pricePerOption (in premium defined in OptionBaseExtended complexType)
The amount of premium to be paid expressed as a function of the number of options.
Type:
Money
Content:
complex, 1 attribute, 2 elements
Defined:
locally within Premium.model group; see XML source
primaryAssetClass (defined in Product.model group)
A classification of the most important risk class of the trade.
Type:
AssetClass
Content:
simple, 1 attribute
Defined:
locally within Product.model group; see XML source
product
An abstract element used as a place holder for the substituting product elements.
Type:
Product
Content:
complex, 1 attribute, 5 elements
Abstract:
(may not be used directly in instance XML documents)
Subst.Gr:
substituted with bondOption, capFloor, commodityBasketOption, commodityDigitalOption, commodityForward, commodityOption, commodityPerformanceSwap, commoditySwap, commoditySwaption, correlationSwap, creditDefaultSwap, creditDefaultSwapOption, dividendSwapOptionTransactionSupplement, dividendSwapTransactionSupplement, equityForward, equityOptionTransactionSupplement, equitySwapTransactionSupplement, fra, fxAccrualDigitalOption, fxAccrualForward, fxAccrualOption, fxDigitalOption, fxFlexibleForward, fxForwardVolatilityAgreement, fxOption, fxRangeAccrual, fxSingleLeg, fxSwap, fxTargetKnockoutForward, fxVarianceSwap, fxVolatilitySwap, genericProduct, publicReportingProductInfo, returnSwap, standardProduct, swap, swaption, varianceOptionTransactionSupplement, varianceSwapTransactionSupplement, volatilitySwapTransactionSupplement
Defined:
globally; see XML source
Used:
at 41 locations
productId
A product reference identifier.
Type:
ProductId
Content:
simple, 1 attribute
Defined:
locally within Product.model group; see XML source
productType (defined in Product.model group)
A classification of the type of product.
Type:
ProductType
Content:
simple, 1 attribute
Defined:
locally within Product.model group; see XML source
quoteBasis (defined in QuotedCurrencyPair complexType)
The method by which the exchange rate is quoted.
Type:
QuoteBasisEnum
Content:
simple
Defined:
locally within QuotedCurrencyPair complexType; see XML source
quotedCurrencyPair (defined in FxRate complexType)
Defines the two currencies for an FX trade and the quotation relationship between the two currencies.
Type:
QuotedCurrencyPair
Content:
complex, 3 elements
Defined:
locally within FxRate complexType; see XML source
rate (defined in FxRate complexType)
The rate of exchange between the two currencies of the leg of a deal.
Type:
xsd:decimal
Content:
simple
Defined:
locally within FxRate complexType; see XML source
rateSource
An information source for obtaining a market rate.
Type:
InformationProvider
Content:
simple, 1 attribute
Defined:
locally within InformationSource complexType; see XML source
rateSourcePage
A specific page for the rate source for obtaining a market rate.
Type:
RateSourcePage
Content:
simple, 1 attribute
Defined:
locally within InformationSource complexType; see XML source
rateSourcePageHeading
The heading for the rate source on a given rate source page.
Type:
NonEmptyToken
Content:
simple
Defined:
locally within InformationSource complexType; see XML source
referenceCurrency (defined in FxCashSettlement complexType)
Type:
Currency
Content:
simple, 1 attribute
Defined:
locally within FxCashSettlement complexType; see XML source
referenceCurrency (defined in FxCashSettlementSimple complexType)
Reference Currency.
Type:
Currency
Content:
simple, 1 attribute
Defined:
locally within FxCashSettlementSimple complexType; see XML source
region
A code for a grouping of countries to which this belongs.
Type:
Region
Content:
simple, 1 attribute
Defined:
locally within PartyInformation.model group; see XML source
relativeDate (defined in AdjustableOrRelativeDate complexType)
A date specified as an offset to another date (the anchor date).
Type:
RelativeDateOffset
Content:
complex, 1 attribute, 3 elements
Defined:
locally within AdjustableOrRelativeDate complexType; see XML source
relativeDate (in fixingDates)
A series of dates specified as a repeating sequence from a base date.
Type:
RelativeDateOffset
Content:
complex, 1 attribute, 3 elements
Defined:
locally within AdjustableDatesOrRelativeDateOffset complexType; see XML source
relativeDates (defined in AdjustableOrRelativeDates complexType)
A series of dates specified as some offset to another series of dates (the anchor dates).
Type:
RelativeDates
Content:
complex, 1 attribute, 3 elements
Defined:
locally within AdjustableOrRelativeDates complexType; see XML source
relativeDates (defined in AdjustableRelativeOrPeriodicDates complexType)
A series of dates specified as some offset to another series of dates (the anchor dates).
Type:
RelativeDates
Content:
complex, 1 attribute, 3 elements
Defined:
locally within AdjustableRelativeOrPeriodicDates complexType; see XML source
relativeDates (defined in AdjustableRelativeOrPeriodicDates2 complexType)
A series of dates specified as some offset to another series of dates (the anchor dates).
Type:
RelativeDates
Content:
complex, 1 attribute, 3 elements
Defined:
locally within AdjustableRelativeOrPeriodicDates2 complexType; see XML source
relativeDateSequence (defined in AdjustableRelativeOrPeriodicDates complexType)
A series of dates specified as some offset to other dates (the anchor dates) which can
Type:
RelativeDateSequence
Content:
complex, 4 elements
Defined:
locally within AdjustableRelativeOrPeriodicDates complexType; see XML source
relevantUnderlyingDate (in americanExercise)
The date on the underlying set by the exercise of an option.
Type:
AdjustableOrRelativeDates
Content:
complex, 1 attribute, 2 elements
Defined:
locally within AmericanExercise complexType; see XML source
relevantUnderlyingDate (in bermudaExercise)
The date on the underlying set by the exercise of an option.
Type:
AdjustableOrRelativeDates
Content:
complex, 1 attribute, 2 elements
Defined:
locally within BermudaExercise complexType; see XML source
resourceId
The unique identifier of the resource within the event.
Type:
ResourceId
Content:
simple, 1 attribute
Defined:
locally within Resource complexType; see XML source
resourceType
A description of the type of the resource, e.g. a confirmation.
Type:
ResourceType
Content:
simple, 1 attribute
Defined:
locally within Resource complexType; see XML source
role
The category of the relationship.
Type:
PartyRole
Content:
simple, 1 attribute
Defined:
locally within RelatedParty complexType; see XML source
rollConvention
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.
Type:
RollConventionEnum
Content:
simple
Defined:
locally within CalculationPeriodFrequency complexType; see XML source
secondaryAssetClass
A classification of additional risk classes of the trade, if any.
Type:
AssetClass
Content:
simple, 1 attribute
Defined:
locally within Product.model group; see XML source
seller
The party that has sold.
Type:
IdentifiedPayerReceiver
Content:
simple, 1 attribute
Defined:
locally within StrikeSchedule complexType; see XML source
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.
Type:
PartyReference
Content:
empty, 1 attribute
Defined:
locally within BuyerSeller.model group; see XML source
servicingParty
A reference to the party that services/supports the account.
Type:
PartyReference
Content:
empty, 1 attribute
Defined:
locally within Account complexType; see XML source
settlementAmount (defined in SettlementAmountOrCurrency.model group)
Settlement Amount
Type:
Money
Content:
complex, 1 attribute, 2 elements
Defined:
locally within SettlementAmountOrCurrency.model group; see XML source
settlementCurrency (defined in FxCashSettlement complexType)
The currency in which cash settlement occurs for non-deliverable forwards and cash-settled options (non-deliverable or otherwise).
Type:
Currency
Content:
simple, 1 attribute
Defined:
locally within FxCashSettlement complexType; see XML source
settlementCurrency (defined in FxCashSettlementSimple complexType)
The currency in which cash settlement occurs.
Type:
Currency
Content:
simple, 1 attribute
Defined:
locally within FxCashSettlementSimple complexType; see XML source
settlementCurrency (defined in SettlementAmountOrCurrency.model group)
Settlement Currency for use where the Settlement Amount cannot be known in advance
Type:
Currency
Content:
simple, 1 attribute
Defined:
locally within SettlementAmountOrCurrency.model group; see XML source
settlementDate (defined in FxCashSettlement complexType)
The date on which settlement is scheduled to occur
Type:
AdjustableDate
Content:
complex, 1 attribute, 1 element
Defined:
locally within FxCashSettlement complexType; see XML source
sizeInBytes
Indicates the size of the resource in bytes.
Type:
xsd:decimal
Content:
simple
Defined:
locally within Resource complexType; see XML source
spreadAdjustment
An amount to be added to the calculated value before subsequent use, in order to more closely replicate the original term rate, by adjusting for the economic or credit spread between risk-free rates and risky term rates.
Type:
xsd:decimal
Content:
simple
Defined:
locally within FallbackRate complexType; see XML source
spreadSchedule (defined in FloatingRate.model group)
The ISDA Spread or a Spread schedule expressed as explicit spreads and dates.
Type:
SpreadSchedule
Content:
complex, 1 attribute, 2 elements
Defined:
locally within FloatingRate.model group; see XML source
spreadSchedule (in underlyerFinancing)
The ISDA Spread or a Spread schedule expressed as explicit spreads and dates.
Type:
SpreadSchedule
Content:
complex, 1 attribute, 2 elements
Defined:
locally within UnderlyerInterestLeg complexType; see XML source
state
A country subdivision used in postal addresses in some countries.
Type:
NonEmptyToken
Content:
simple
Defined:
locally within Address complexType; see XML source
step (defined in NonNegativeSchedule complexType)
The schedule of step date and non-negative value pairs.
Type:
NonNegativeStep
Content:
complex, 1 attribute, 2 elements
Defined:
locally within NonNegativeSchedule complexType; see XML source
stepDate
The date on which the associated stepValue becomes effective.
Type:
xsd:date
Content:
simple
Defined:
locally within StepBase complexType; see XML source
stepValue
The non-negative rate or amount which becomes effective on the associated stepDate.
Type:
NonNegativeDecimal
Content:
simple
Defined:
locally within NonNegativeStep complexType; see XML source
streetAddress
The set of street and building number information that identifies a postal address within a city.
Type:
StreetAddress
Content:
complex, 1 element
Defined:
locally within Address complexType; see XML source
streetLine
An individual line of street and building number information, forming part of a postal address.
Type:
NonEmptyToken
Content:
simple
Defined:
locally within StreetAddress complexType; see XML source
string (defined in Resource complexType)
Provides extra information as string.
Type:
NonEmptyString
Content:
simple
Defined:
locally within Resource complexType; see XML source
suffix
Name suffix, such as Jr., III, etc.
Type:
NormalizedString
Content:
simple
Defined:
locally within Person complexType; see XML source
surname
Family name, such as Smith or Jones.
Type:
NormalizedString
Content:
simple
Defined:
locally within Person complexType; see XML source
telephone
A telephonic contact.
Type:
TelephoneNumber
Content:
complex, 2 elements
Defined:
locally within ContactInformation complexType; see XML source
terminationDate (defined in DirectionalLeg complexType)
Specifies the termination date of this leg of the swap.
Type:
AdjustableOrRelativeDate
Content:
complex, 1 attribute, 2 elements
Defined:
locally within DirectionalLeg complexType; see XML source
time (defined in OffsetPrevailingTime complexType)
Type:
PrevailingTime
Content:
complex, 2 elements
Defined:
locally within OffsetPrevailingTime complexType; see XML source
tradeId (defined in IssuerTradeId.model group)
Type:
TradeId
Content:
simple, 2 attributes
Defined:
locally within IssuerTradeId.model group; see XML source
type (defined in RelatedParty complexType)
Additional definition refining the type of relationship.
Type:
PartyRoleType
Content:
simple, 1 attribute
Defined:
locally within RelatedParty complexType; see XML source
type (defined in SpreadSchedule complexType)
Type:
SpreadScheduleType
Content:
simple, 1 attribute
Defined:
locally within SpreadSchedule complexType; see XML source
type (in telephone)
The type of telephone number (work, personal, mobile).
Type:
TelephoneTypeEnum
Content:
simple
Defined:
locally within TelephoneNumber complexType; see XML source
unadjustedDate (defined in AdjustableDate complexType)
A date subject to adjustment.
Type:
IdentifiedDate
Content:
simple, 1 attribute
Defined:
locally within AdjustableDate complexType; see XML source
unadjustedDate (defined in AdjustableDate2 complexType)
A date subject to adjustment.
Type:
IdentifiedDate
Content:
simple, 1 attribute
Defined:
locally within AdjustableDate2 complexType; see XML source
unadjustedDate (defined in AdjustableDates complexType)
A date subject to adjustment.
Type:
IdentifiedDate
Content:
simple, 1 attribute
Defined:
locally within AdjustableDates complexType; see XML source
units (defined in CashflowNotional complexType)
The units in which an amount (not monetary) is denominated.
Type:
NormalizedString
Content:
simple
Defined:
locally within CashflowNotional complexType; see XML source
url
Indicates where the resource can be found, as a URL that references the information on a web server accessible to the message recipient.
Type:
NonEmptyURI
Content:
simple
Defined:
locally within Resource complexType; see XML source
version (defined in VersionHistory.model group)
The version number
Type:
xsd:nonNegativeInteger
Content:
simple
Defined:
locally within VersionHistory.model group; see XML source
Complex Type Summary
Account
A generic account that represents any party's account at another party.
Content:
complex, 1 attribute, 5 elements
Defined:
globally; see XML source
Includes:
definitions of 1 attribute, 5 elements
Used:
at 1 location
AccountId
The data type used for account identifiers.
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
at 1 location
AccountName
The data type used for the name of the account.
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
at 1 location
AccountReference
Reference to an account.
Content:
empty, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
at 1 location
AccountType
The data type used for account type.
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
at 1 location
ActionType
The data type used for ESMA action type.
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
at 2 locations
Address
A type that represents a physical postal address.
Content:
complex, 5 elements
Defined:
globally; see XML source
Includes:
definitions of 5 elements
Used:
at 1 location
AdjustableDate
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.
Content:
complex, 1 attribute, 1 element
Defined:
globally; see XML source
Includes:
definitions of 1 attribute, 1 element
Used:
at 10 locations
AdjustableDate2
A type that is different from AdjustableDate in two regards.
Content:
complex, 1 attribute, 1 element
Defined:
globally; see XML source
Includes:
definitions of 1 attribute, 1 element
Used:
at 6 locations
AdjustableDates
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.
Content:
complex, 1 attribute, 1 element
Defined:
globally; see XML source
Includes:
definitions of 1 attribute, 1 element
Used:
at 4 locations
AdjustableDatesOrRelativeDateOffset
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
Content:
complex, 2 elements
Defined:
globally; see XML source
Includes:
definitions of 2 elements
Used:
at 1 location
AdjustableOrRelativeDate
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.
Content:
complex, 1 attribute, 2 elements
Defined:
globally; see XML source
Includes:
definitions of 1 attribute, 2 elements
Used:
at 42 locations
AdjustableOrRelativeDates
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.
Content:
complex, 1 attribute, 2 elements
Defined:
globally; see XML source
Includes:
definitions of 1 attribute, 2 elements
Used:
at 6 locations
AdjustableRelativeOrPeriodicDates
Content:
complex, 1 attribute, 4 elements
Defined:
globally; see XML source
Includes:
definitions of 1 attribute, 4 elements
Used:
at 3 locations
AdjustableRelativeOrPeriodicDates2
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.
Content:
complex, 1 attribute, 2 elements
Defined:
globally; see XML source
Includes:
definitions of 1 attribute, 2 elements
Used:
at 2 locations
AmericanExercise
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.
Content:
complex, 1 attribute, 8 elements
Defined:
globally; see XML source
Includes:
definitions of 8 elements
Used:
at 1 location
AmountReference
Specifies a reference to a monetary amount.
Content:
empty, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
at 5 locations
AmountSchedule
A type defining a currency amount or a currency amount schedule.
Content:
complex, 1 attribute, 2 elements
Defined:
globally; see XML source
Includes:
definition of 1 element
Used:
at 2 locations
AssetClass
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
at 5 locations
AverageDailyTradingVolumeLimit
To indicate the limitation percentage and limitation period.
Content:
complex, 2 elements
Defined:
globally; see XML source
Includes:
definitions of 2 elements
Used:
at 1 location
BermudaExercise
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.
Content:
complex, 1 attribute, 7 elements
Defined:
globally; see XML source
Includes:
definitions of 7 elements
Used:
at 1 location
BusinessCenter
A code identifying a business day calendar location.
Content:
simple, 2 attributes
Defined:
globally; see XML source
Includes:
definitions of 2 attributes
Used:
at 5 locations
BusinessCenters
A type for defining business day calendar used in determining whether a day is a business day or not.
Content:
complex, 1 attribute, 1 element
Defined:
globally; see XML source
Includes:
definitions of 1 attribute, 1 element
Used:
at 2 locations
BusinessCentersOrReference
A pointer style reference to a set of business day calendar defined elsewhere in the document.
Content:
complex, 2 elements
Defined:
globally; see XML source
Used:
at 2 locations
BusinessCentersReference
A pointer style reference to a set of business day calendar defined elsewhere in the document.
Content:
empty, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
at 1 location
BusinessCenterTime
A type for defining a time with respect to a business day calendar location.
Content:
complex, 2 elements
Defined:
globally; see XML source
Includes:
definitions of 2 elements
Used:
at 12 locations
BusinessDayAdjustments
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.
Content:
complex, 1 attribute, 3 elements
Defined:
globally; see XML source
Includes:
definitions of 1 attribute, 1 element
Used:
at 5 locations
BusinessUnit
A type that represents information about a unit within an organization.
Content:
complex, 1 attribute, 4 elements
Defined:
globally; see XML source
Includes:
definitions of 1 attribute, 4 elements
Used:
at 1 location
BusinessUnitReference
Reference to an organizational unit.
Content:
empty, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
at 1 location
CalculationParameters
A type defining a rate that is calculated based on a number of observations of an underlying rate that are averaged or compounded using a specified method.
Content:
complex, 7 elements
Defined:
globally; see XML source
Includes:
definitions of 5 elements
Used:
at 2 locations
CalculationPeriodFrequency
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.
Content:
complex, 1 attribute, 3 elements
Defined:
globally; see XML source
Includes:
definition of 1 element
Used:
at 1 location
CashflowNotional
The notional/principal value/quantity/volume used to compute the cashflow.
Content:
complex, 1 attribute, 3 elements
Defined:
globally; see XML source
Includes:
definitions of 1 attribute, 3 elements
Used:
at 2 locations
CashflowType
A coding scheme used to describe the type or purpose of a cash flow or cash flow component.
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
at 1 location
ClearanceSystem
Unless otherwise specified, the principal clearance system customarily used for settling trades in the relevant underlying.
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
at 1 location
Collateral
A type for defining the obligations of the counterparty subject to credit support requirements.
Content:
complex, 1 element
Defined:
globally; see XML source
Includes:
definition of 1 element
Used:
at 1 location
CollateralizationType
Code that describes what type of collateral is posted by a party to a transaction.
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
at 4 locations
ContactInformation
A type that represents how to contact an individual or organization.
Content:
complex, 3 elements
Defined:
globally; see XML source
Includes:
definitions of 3 elements
Used:
at 3 locations
CountryCode
The code representation of a country or an area of special sovereignty.
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
at 4 locations
CreditRating
A party's credit rating.
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
at 2 locations
CreditSeniority
The repayment precedence of a debt instrument.
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
at 5 locations
Currency
The code representation of a currency or fund.
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
at 33 locations
DateList
List of Dates
Content:
complex, 1 element
Defined:
globally; see XML source
Includes:
definition of 1 element
Used:
at 1 location
DateOffset
A type defining an offset used in calculating a date when this date is defined in reference to another date through a date offset.
Content:
complex, 1 attribute, 3 elements
Defined:
globally; see XML source
Includes:
definition of 1 element
Used:
at 1 location
DateReference
Reference to an identified date or a complex date structure.
Content:
empty, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
at 3 locations
DayCountFraction
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.
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
at 9 locations
DeterminationMethod
Coding scheme that specifies the method according to which an amount or a date is determined.
Content:
simple, 2 attributes
Defined:
globally; see XML source
Includes:
definitions of 2 attributes
Used:
at 7 locations
DeterminationMethodReference
A reference to the return swap notional determination method.
Content:
empty, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
at 1 location
DirectionalLeg
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.
Content:
complex, 1 attribute, 3 elements
Abstract:
(cannot be assigned directly to elements used in instance XML documents)
Defined:
globally; see XML source
Includes:
definitions of 3 elements
Used:
at 6 locations
EmbeddedOptionType
A flexible description of the type or characteristics of an option embbedded within another product.
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
at 1 location
EntityId
A legal entity identifier (e.g.
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
at 1 location
EntityName
The name of the reference entity.
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
at 1 location
EuropeanExercise
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.
Content:
complex, 1 attribute, 1 element
Defined:
globally; see XML source
Includes:
definition of 1 element
Used:
at 1 location
ExchangeId
A short form unique identifier for an exchange.
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
at 6 locations
Exercise
The abstract base class for all types which define way in which options may be exercised.
Content:
empty, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
at 12 locations
ExerciseFeeSchedule
A type to define a fee or schedule of fees to be payable on the exercise of an option.
Content:
complex, 4 elements
Defined:
globally; see XML source
Includes:
definitions of 4 elements
Used:
at 2 locations
ExerciseNotice
A type defining to whom and where notice of execution should be given.
Content:
complex, 3 elements
Defined:
globally; see XML source
Includes:
definitions of 3 elements
Used:
at 1 location
FallbackRate
Defines a fallback rate, which is a rate to be used in place of a publish term rate (such as an ibor rate) when that term rate ceases to be usable, whether because it ceases to be published or is deemed non-representative by regulator.
Content:
complex, 1 attribute, 5 elements
Defined:
globally; see XML source
Includes:
definitions of 1 attribute, 5 elements
Used:
at 1 location
FloatingRate
A type defining a floating rate.
Content:
complex, 1 attribute, 8 elements
Defined:
globally; see XML source
Includes:
definitions of 2 elements
Used:
at 2 locations
FloatingRateCalculation
A type defining the floating rate and definitions relating to the calculation of floating rate amounts.
Content:
complex, 1 attribute, 8 elements
Defined:
globally; see XML source
Used:
at 3 locations
FloatingRateIndex
The ISDA Floating Rate Option, i.e. the floating rate index.
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
at 4 locations
Formula
A type describing a financial formula, with its description and components.
Content:
complex, 3 elements
Defined:
globally; see XML source
Includes:
definitions of 3 elements
Used:
at 2 locations
FormulaComponent
Elements describing the components of the formula.
Content:
complex, 1 attribute, 2 elements
Defined:
globally; see XML source
Includes:
definitions of 1 attribute, 2 elements
Used:
at 1 location
Frequency
A type defining a time frequency, e.g. one day, three months.
Content:
complex, 1 attribute, 2 elements
Defined:
globally; see XML source
Includes:
definitions of 1 attribute, 2 elements
Used:
at 11 locations
FxCashSettlement
A type that is used for describing cash settlement of an option / non deliverable forward.
Content:
complex, 4 elements
Defined:
globally; see XML source
Includes:
definitions of 4 elements
Used:
at 2 locations
FxCashSettlementSimple
A type that is used for describing cash settlement of a variance or volatility swap option.
Content:
complex, 2 elements
Defined:
globally; see XML source
Includes:
definitions of 2 elements
Used:
at 3 locations
FxRate
A type describing the rate of a currency conversion: pair of currency, quotation mode and exchange rate.
Content:
complex, 2 elements
Defined:
globally; see XML source
Includes:
definitions of 2 elements
Used:
at 2 locations
GoverningLaw
Identification of the law governing the transaction.
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
at 1 location
IdentifiedCurrency
Specifies Currency with ID attribute.
Content:
simple, 2 attributes
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
at 8 locations
IdentifiedCurrencyReference
Reference to a currency with ID attribute
Content:
empty, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
at 1 location
IdentifiedDate
A date which can be referenced elsewhere.
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
at 10 locations
IdentifiedPayerReceiver
A type extending the PayerReceiverEnum type wih an id attribute.
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
at 2 locations
IdentifiedRate
A rate which can be referenced elsewhere.
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
at 2 locations
IndependentAmount
Content:
complex, 2 elements
Defined:
globally; see XML source
Includes:
definition of 1 element
Used:
at 1 location
IndustryClassification
A party's industry sector classification.
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
at 1 location
InflationRateCalculationBase
A type defining the floating rate and definitions relating to the calculation of floating rate amounts.
Content:
complex, 1 attribute, 6 elements
Defined:
globally; see XML source
Used:
at 1 location
InformationProvider
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
at 1 location
InformationSource
A type defining the source for a piece of information (e.g. a rate refix or an fx fixing).
Content:
complex, 3 elements
Defined:
globally; see XML source
Includes:
definitions of 3 elements
Used:
at 1 location
InstrumentId
A short form unique identifier for a security.
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
at 3 locations
InterestAccrualsMethod
A type describing the method for accruing interests on dividends.
Content:
complex, 2 elements
Defined:
globally; see XML source
Includes:
definitions of 2 elements
Used:
at 2 locations
InterpolationMethod
The type of interpolation used.
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
at 3 locations
IssuerId
The data type used for issuer identifiers.
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
at 2 locations
IssuerTradeId
A complex type for a two part identifier such as a USI.
Content:
complex, 2 elements
Defined:
globally; see XML source
Used:
at 5 locations
Language
The data type used for indicating the language of the resource, described using the ISO 639-2/T Code.
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
at 1 location
Leg
A supertype of leg.
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 6 locations
LegalEntity
A type defining a legal entity.
Content:
complex, 1 attribute, 2 elements
Defined:
globally; see XML source
Includes:
definitions of 1 attribute, 2 elements
Used:
at 6 locations
LegalEntityReference
References a credit entity defined elsewhere in the document.
Content:
empty, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
at 2 locations
LegId
Leg identity.
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
at 1 location
LegIdentifier
Version aware identification of a leg.
Content:
complex, 3 elements
Defined:
globally; see XML source
Includes:
definition of 1 element
Used:
at 1 location
Math
A type defining a mathematical expression.
Content:
mixed (allows character data), elem. wildcard
Defined:
globally; see XML source
Includes:
definition of elem. wildcard
Used:
at 1 location
MimeType
The type that indicates the type of media used to store the content.
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
at 2 locations
Money
A type defining a currency amount.
Content:
complex, 1 attribute, 2 elements
Defined:
globally; see XML source
Includes:
definition of 1 element
Used:
at 19 locations
MoneyBase
Abstract base class for all money types.
Content:
complex, 1 attribute, 1 element
Abstract:
(cannot be assigned directly to elements used in instance XML documents)
Defined:
globally; see XML source
Includes:
definitions of 1 attribute, 1 element
Used:
at 3 locations
MultipleExercise
A type defining multiple exercises.
Content:
complex, 6 elements
Defined:
globally; see XML source
Includes:
definitions of 2 elements
Used:
at 2 locations
NonNegativeAmountSchedule
A type defining a currency amount or a currency amount schedule.
Content:
complex, 1 attribute, 3 elements
Defined:
globally; see XML source
Includes:
definition of 1 element
Used:
at 8 locations
NonNegativeMoney
A type defining a non negative money amount.
Content:
complex, 1 attribute, 2 elements
Defined:
globally; see XML source
Includes:
definition of 1 element
Used:
at 39 locations
NonNegativePayment
A complex type to specify non negative payments.
Content:
complex, 1 attribute, 1 element
Defined:
globally; see XML source
Includes:
definition of 1 element
Used:
at 3 locations
NonNegativeSchedule
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.
Content:
complex, 1 attribute, 2 elements
Defined:
globally; see XML source
Includes:
definitions of 1 attribute, 2 elements
Used:
at 1 location
NonNegativeStep
A type defining a step date and non-negative step value pair.
Content:
complex, 1 attribute, 2 elements
Defined:
globally; see XML source
Includes:
definition of 1 element
Used:
at 1 location
NotionalAmount
A complex type to specify the notional amount.
Content:
complex, 1 attribute, 2 elements
Defined:
globally; see XML source
Used:
at 3 locations
NotionalAmountReference
A reference to the notional amount.
Content:
empty, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
at 1 location
NotionalReference
A reference to the notional amount.
Content:
empty, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
at 5 locations
NumberOfOptionsReference
A reference to the number of options.
Content:
empty, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
at 1 location
NumberOfUnitsReference
A reference to the number of units.
Content:
empty, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
at 1 location
ObservationFrequency
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.
Content:
complex, 1 attribute, 3 elements
Defined:
globally; see XML source
Includes:
definition of 1 element
Used:
at 1 location
ObservationOffset
A type that allows an offset specified in business days to be applied for an observation shift, lookback, or lockout provision.
Content:
complex, 1 element
Defined:
globally; see XML source
Includes:
definition of 1 element
Used:
at 3 locations
ObservationShiftParameters
Specifies parameters specific to the observation shift method of compounding/averaging.
Content:
complex, 3 elements
Defined:
globally; see XML source
Includes:
definitions of 2 elements
Used:
at 1 location
Offset
A type defining an offset used in calculating a new date relative to a reference date.
Content:
complex, 1 attribute, 2 elements
Defined:
globally; see XML source
Used:
at 6 locations
OffsetPrevailingTime
Allows the specification of a time that may be on a day prior or subsequent to the day in question.
Content:
complex, 2 elements
Defined:
globally; see XML source
Includes:
definitions of 2 elements
Used:
at 2 locations
OnBehalfOf
Content:
complex, 2 elements
Defined:
globally; see XML source
Includes:
definitions of 2 elements
Used:
at 5 locations
OrganizationType
A code that describes what type of role an organization plays, for example a SwapsDealer, a Major Swaps Participant, or Other
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
at 1 location
OriginatingEvent
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
at 2 locations
Party
A type defining a legal entity or a subdivision of a legal entity.
Content:
complex, 1 attribute, 13 elements
Defined:
globally; see XML source
Includes:
definitions of 1 attribute, 2 elements
Used:
at 9 locations
PartyGroupType
The data type used for party group classification.
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
at 1 location
PartyId
The data type used for party identifiers.
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
at 1 location
PartyName
The data type used for the legal name of an organization.
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
at 1 location
PartyReference
Reference to a party.
Content:
empty, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
at 30 locations
PartyRole
A type describing a role played by a party in one or more transactions.
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
at 1 location
PartyRoleType
A type refining the role a role played by a party in one or more transactions.
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
at 1 location
PartyTradeIdentifierReference
A reference to a partyTradeIdentifier object.
Content:
empty, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
at 1 location
Payment
A type for defining payments.
Content:
complex, 2 attributes, 3 elements
Defined:
globally; see XML source
Includes:
definitions of 1 attribute, 2 elements
Used:
at 13 locations
PaymentBase
An abstract base class for payment types.
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 11 locations
PaymentBaseExtended
Base type for payments.
Content:
empty, 1 attribute
Abstract:
(cannot be assigned directly to elements used in instance XML documents)
Defined:
globally; see XML source
Used:
at 1 location
PaymentDetail
Content:
complex, 1 attribute, 3 elements
Defined:
globally; see XML source
Includes:
definitions of 3 elements
Used:
at 1 location
PaymentRule
The abstract base type from which all calculation rules of the independent amount must be derived.
Content:
empty
Abstract:
(cannot be assigned directly to elements used in instance XML documents)
Defined:
globally; see XML source
Used:
at 1 location
PaymentType
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
at 4 locations
Period
A type to define recurring periods or time offsets.
Content:
complex, 1 attribute, 2 elements
Defined:
globally; see XML source
Includes:
definitions of 1 attribute, 2 elements
Used:
at 13 locations
PeriodicDates
Content:
complex, 4 elements
Defined:
globally; see XML source
Includes:
definitions of 4 elements
Used:
at 2 locations
Person
A type that represents information about a person connected with a trade or business process.
Content:
complex, 1 attribute, 11 elements
Defined:
globally; see XML source
Includes:
definitions of 1 attribute, 11 elements
Used:
at 1 location
PersonId
An identifier used to identify an individual person.
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
at 1 location
PositiveMoney
A type defining a positive money amount
Content:
complex, 1 attribute, 2 elements
Defined:
globally; see XML source
Includes:
definition of 1 element
Used:
at 6 locations
PrevailingTime
A type for defining a time with respect to a geographic location, for example 11:00 Phoenix, USA.
Content:
complex, 2 elements
Defined:
globally; see XML source
Includes:
definitions of 2 elements
Used:
at 1 location
PrincipalExchanges
A type defining which principal exchanges occur for the stream.
Content:
complex, 1 attribute, 3 elements
Defined:
globally; see XML source
Includes:
definitions of 1 attribute, 3 elements
Used:
at 2 locations
Product
The base type which all FpML products extend.
Content:
complex, 1 attribute, 5 elements
Abstract:
(cannot be assigned directly to elements used in instance XML documents)
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
at 29 locations
ProductId
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
at 1 location
ProductReference
Reference to a full FpML product.
Content:
empty, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
at 2 locations
ProductType
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
at 1 location
QuotedCurrencyPair
A type that describes the composition of a rate that has been quoted or is to be quoted.
Content:
complex, 3 elements
Defined:
globally; see XML source
Includes:
definitions of 3 elements
Used:
at 13 locations
Rate
The abstract base class for all types which define interest rate streams.
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 4 locations
RateSourcePage
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
at 3 locations
Reference
The abstract base class for all types which define intra-document pointers.
Content:
empty
Abstract:
(cannot be assigned directly to elements used in instance XML documents)
Defined:
globally; see XML source
Used:
at 29 locations
ReferenceAmount
Specifies the reference amount using a scheme.
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
at 1 location
Region
A code that describes the world region of a counterparty.
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
at 1 location
RelatedParty
Content:
complex, 3 elements
Defined:
globally; see XML source
Includes:
definitions of 2 elements
Used:
at 6 locations
RelativeDateOffset
A type defining a date (referred to as the derived date) as a relative offset from another date (referred to as the anchor date).
Content:
complex, 1 attribute, 3 elements
Defined:
globally; see XML source
Includes:
definition of 1 element
Used:
at 5 locations
RelativeDates
A type describing a set of dates defined as relative to another set of dates.
Content:
complex, 1 attribute, 3 elements
Defined:
globally; see XML source
Used:
at 3 locations
RelativeDateSequence
A type describing a date when this date is defined in reference to another date through one or several date offsets.
Content:
complex, 4 elements
Defined:
globally; see XML source
Includes:
definitions of 2 elements
Used:
at 2 locations
ReportingRegimeName
An identifier of a reporting regime or format used for regulatory reporting.
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
at 3 locations
RequiredIdentifierDate
A date with a required identifier which can be referenced elsewhere.
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
at 1 location
ResetFrequency
A type defining the reset frequency.
Content:
complex, 1 attribute, 2 elements
Defined:
globally; see XML source
Used:
at 2 locations
Resource
Describes the resource that contains the media representation of a business event (i.e used for stating the Publicly Available Information).
Content:
complex, 12 elements
Defined:
globally; see XML source
Includes:
definitions of 12 elements
Used:
at 2 locations
ResourceId
The data type used for resource identifiers.
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
at 1 location
ResourceLength
The type that indicates the length of the resource.
Content:
complex, 2 elements
Defined:
globally; see XML source
Includes:
definitions of 2 elements
Used:
at 1 location
ResourceType
The data type used for describing the type or purpose of a resource, e.g.
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
at 1 location
ReturnSwapNotionalAmountReference
A reference to the return swap notional amount.
Content:
empty, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
at 1 location
Schedule
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.
Content:
complex, 1 attribute, 1 element
Defined:
globally; see XML source
Includes:
definitions of 1 attribute, 1 element
Used:
at 10 locations
ScheduleReference
Reference to a schedule of rates or amounts.
Content:
empty, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
at 1 location
SharedAmericanExercise
TBA
Content:
complex, 1 attribute, 2 elements
Defined:
globally; see XML source
Includes:
definitions of 2 elements
Used:
at 2 locations
SimplePayment
A complex type to specified payments in a simpler fashion than the Payment type.
Content:
complex, 1 attribute, 2 elements
Defined:
globally; see XML source
Includes:
definitions of 2 elements
Used:
at 5 locations
SpreadSchedule
Adds an optional spread type element to the Schedule to identify a long or short spread value.
Content:
complex, 1 attribute, 2 elements
Defined:
globally; see XML source
Includes:
definition of 1 element
Used:
at 2 locations
SpreadScheduleReference
Provides a reference to a spread schedule.
Content:
empty, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
at 1 location
SpreadScheduleType
Defines a Spread Type Scheme to identify a long or short spread value.
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
at 1 location
StepBase
A type defining a step date and step value pair.
Content:
complex, 1 attribute, 1 element
Abstract:
(cannot be assigned directly to elements used in instance XML documents)
Defined:
globally; see XML source
Includes:
definitions of 1 attribute, 1 element
Used:
at 1 location
StreetAddress
A type that describes the set of street and building number information that identifies a postal address within a city.
Content:
complex, 1 element
Defined:
globally; see XML source
Includes:
definition of 1 element
Used:
at 1 location
StrikeSchedule
A type describing a schedule of cap or floor rates.
Content:
complex, 1 attribute, 3 elements
Defined:
globally; see XML source
Includes:
definitions of 2 elements
Used:
at 2 locations
SupervisoryBody
An identifier of an organization that supervises or regulates trading activity, e.g.
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
at 2 locations
TelephoneNumber
A type that represents a telephonic contact.
Content:
complex, 2 elements
Defined:
globally; see XML source
Includes:
definitions of 2 elements
Used:
at 1 location
TimezoneLocation
A geophraphic location for the purposes of defining a prevailing time according to the tz database.
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
at 1 location
TradeId
A trade reference identifier allocated by a party.
Content:
simple, 2 attributes
Defined:
globally; see XML source
Includes:
definitions of 2 attributes
Used:
at 5 locations
UnderlyerInterestLeg
A type describing interest payments associated with and underlyer, such as financing
Content:
complex, 1 attribute, 5 elements
Defined:
globally; see XML source
Includes:
definitions of 2 elements
Used:
at 1 location
Unit
A type used to record information about a unit, subdivision, desk, or other similar business entity.
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
at 1 location
Simple Type Summary
CorrelationValue
A type defining a number specified as a decimal between -1 and 1 inclusive.
Defined:
globally; see XML source
Used:
at 1 location
DecimalFraction
A type defining a decimal fraction (base 1).
Defined:
globally; see XML source
Used:
at 7 locations
HourMinuteTime
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.
Defined:
globally; see XML source
Used:
at 2 locations
Initial
Defined:
globally; see XML source
Used:
at 1 location
NonEmptyLongScheme
The base class for all types which define coding schemes that must be populated.
Defined:
globally; see XML source
Used:
at 2 locations
NonEmptyNormalizedString
A non empty normalized string.
Defined:
globally; see XML source
Used:
at 6 locations
NonEmptyScheme
The base class for all types which define coding schemes that must be populated.
Defined:
globally; see XML source
Used:
at 23 locations
NonEmptyString
A non empty string.
Defined:
globally; see XML source
Used:
at 3 locations
NonEmptyToken
A non empty token.
Defined:
globally; see XML source
Used:
at 13 locations
NonEmptyURI
A URI that cannot be empty.
Defined:
globally; see XML source
Used:
at 145 locations
NonNegativeDecimal
A type defining a number specified as non negative decimal greater than 0 inclusive.
Defined:
globally; see XML source
Used:
at 19 locations
NormalizedString
A normalized string
Defined:
globally; see XML source
Used:
at 16 locations
Percentage
A type defining a percentage as base 100.
Defined:
globally; see XML source
Used:
at 6 locations
PositiveDecimal
A type defining a number specified as positive decimal greater than 0 exclusive.
Defined:
globally; see XML source
Used:
at 36 locations
Scheme
The base class for all types which define coding schemes that are allowed to be empty.
Defined:
globally; see XML source
Used:
at 116 locations
String
A string.
Defined:
globally; see XML source
Used:
never
Token
A token.
Defined:
globally; see XML source
Used:
at 6 locations
Token60
A type defining a token of length between 1 and 60 characters inclusive.
Defined:
globally; see XML source
Used:
at 1 location
Element Group Summary
BusinessCentersOrReference.model
Content:
2 elements
Defined:
globally; see XML source
Includes:
definitions of 2 elements
Used:
at 4 locations
BuyerSeller.model
Content:
2 elements
Defined:
globally; see XML source
Includes:
definitions of 2 elements
Used:
at 3 locations
FloatingRate.model
Elements representing the rate treatment and conditioning parameters that can be applied to a floating rate, such as spreads, multipliers, rate treatments, rate rounding, etc.
Content:
4 elements
Defined:
globally; see XML source
Includes:
definitions of 4 elements
Used:
at 2 locations
FloatingRateCalculation.model
Elements representing the daily calculated rate and fallback rate definitions.
Defined:
globally; see XML source
Used:
at 2 locations
FloatingRateIndex.model
Content:
2 elements
Defined:
globally; see XML source
Includes:
definitions of 2 elements
Used:
at 4 locations
IssuerTradeId.model
A model group for a two part identifier such as a USI.
Content:
2 elements
Defined:
globally; see XML source
Includes:
definitions of 2 elements
Used:
at 2 locations
ObservationParameters.model
Definitions of daily cap and floor rates for floating rate indexes.
Content:
2 elements
Defined:
globally; see XML source
Includes:
definitions of 2 elements
Used:
at 1 location
OnBehalfOf.model
Content:
1 element
Defined:
globally; see XML source
Includes:
definition of 1 element
Used:
at 4 locations
PartialExercise.model
Content:
4 elements
Defined:
globally; see XML source
Includes:
definitions of 4 elements
Used:
at 1 location
PartiesAndAccounts.model
Supporting party and account definitions.
Content:
2 elements
Defined:
globally; see XML source
Includes:
definitions of 2 elements
Used:
at 7 locations
Party.model
A model group with the content model of a party.
Content:
11 elements
Defined:
globally; see XML source
Includes:
definitions of 5 elements
Used:
at 1 location
PartyAndAccountReferences.model
Content:
1 element
Defined:
globally; see XML source
Includes:
definition of 1 element
Used:
at 6 locations
PartyInformation.model
Information about a party for reporting purposes.
Content:
6 elements
Defined:
globally; see XML source
Includes:
definitions of 6 elements
Used:
at 1 location
Payer.model
Content:
1 element
Defined:
globally; see XML source
Includes:
definition of 1 element
Used:
at 2 locations
PayerReceiver.model
Content:
1 element
Defined:
globally; see XML source
Used:
at 7 locations
Premium.model
A model group for representing the option premium when expressed in a way other than an amount.
Content:
2 elements
Defined:
globally; see XML source
Includes:
definitions of 2 elements
Used:
at 1 location
Product.model
Content:
5 elements
Defined:
globally; see XML source
Includes:
definitions of 5 elements
Used:
at 1 location
Receiver.model
Defined:
globally; see XML source
Used:
at 1 location
SettlementAmountOrCurrency.model
Content:
2 elements
Defined:
globally; see XML source
Includes:
definitions of 2 elements
Used:
at 1 location
StockLoan.model
Stock Loan Content Model
Content:
4 elements
Defined:
globally; see XML source
Includes:
definitions of 4 elements
Used:
at 1 location
VersionHistory.model
Content:
2 elements
Defined:
globally; see XML source
Includes:
definitions of 2 elements
Used:
at 3 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: 14826 $" 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-enum-5-13.xsd"/>
<xsd:simpleType name="CorrelationValue">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type defining a number specified as a decimal between -1 and 1 inclusive.
</xsd:documentation>
</xsd:annotation>
<xsd:restriction base="xsd:decimal">
<xsd:minInclusive value="-1"/>
<xsd:maxInclusive value="1"/>
</xsd:restriction>
</xsd:simpleType>
<xsd:simpleType name="DecimalFraction">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type defining a decimal fraction (base 1). A percentage of 5% would be represented as 0.05.
</xsd:documentation>
</xsd:annotation>
<xsd:restriction base="xsd:decimal"/>
</xsd:simpleType>
<xsd:simpleType name="HourMinuteTime">
<xsd:annotation>
<xsd:documentation xml:lang="en">
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:annotation>
<xsd:restriction base="xsd:time">
<xsd:pattern value="[0-2][0-9]:[0-5][0-9]:00"/>
</xsd:restriction>
</xsd:simpleType>
<xsd:simpleType name="Initial">
<xsd:restriction base="xsd:normalizedString">
<xsd:length value="1"/>
</xsd:restriction>
</xsd:simpleType>
<xsd:simpleType name="NonEmptyLongScheme">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The base class for all types which define coding schemes that must be populated.
</xsd:documentation>
</xsd:annotation>
<xsd:restriction base="NormalizedString">
<xsd:minLength value="1"/>
<xsd:maxLength value="1023"/>
</xsd:restriction>
</xsd:simpleType>
<xsd:simpleType name="NonEmptyNormalizedString">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A non empty normalized string. At least one character must be provided. FpML may define lenght restrictions in some views.
</xsd:documentation>
</xsd:annotation>
<xsd:restriction base="xsd:normalizedString">
<xsd:minLength value="1"/>
</xsd:restriction>
</xsd:simpleType>
<xsd:simpleType name="NonEmptyScheme">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The base class for all types which define coding schemes that must be populated.
</xsd:documentation>
</xsd:annotation>
<xsd:restriction base="NormalizedString">
<xsd:minLength value="1"/>
<xsd:maxLength value="255"/>
</xsd:restriction>
</xsd:simpleType>
<xsd:simpleType name="NonEmptyString">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A non empty string. At least one character must be provided. FpML may define lenght restrictions in some views.
</xsd:documentation>
</xsd:annotation>
<xsd:restriction base="xsd:string">
<xsd:minLength value="1"/>
</xsd:restriction>
</xsd:simpleType>
<xsd:simpleType name="NonEmptyToken">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A non empty token. At least one character must be provided. FpML may define lenght restrictions in some views.
</xsd:documentation>
</xsd:annotation>
<xsd:restriction base="xsd:token">
<xsd:minLength value="1"/>
</xsd:restriction>
</xsd:simpleType>
<xsd:simpleType name="NonEmptyURI">
<xsd:annotation>
<xsd:documentation xml:lang="en">A URI that cannot be empty.</xsd:documentation>
</xsd:annotation>
<xsd:restriction base="xsd:anyURI">
<xsd:minLength value="1"/>
</xsd:restriction>
</xsd:simpleType>
<xsd:simpleType name="NonNegativeDecimal">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type defining a number specified as non negative decimal greater than 0 inclusive.
</xsd:documentation>
</xsd:annotation>
<xsd:restriction base="xsd:decimal">
<xsd:minInclusive value="0"/>
</xsd:restriction>
</xsd:simpleType>
<xsd:simpleType name="NormalizedString">
<xsd:annotation>
<xsd:documentation xml:lang="en">A normalized string</xsd:documentation>
</xsd:annotation>
<xsd:restriction base="xsd:normalizedString">
<xsd:minLength value="0"/>
</xsd:restriction>
</xsd:simpleType>
<xsd:simpleType name="Percentage">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type defining a percentage as base 100. A percentage of 5% would be represented as 5.
</xsd:documentation>
</xsd:annotation>
<xsd:restriction base="xsd:decimal"/>
</xsd:simpleType>
<xsd:simpleType name="PositiveDecimal">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type defining a number specified as positive decimal greater than 0 exclusive.
</xsd:documentation>
</xsd:annotation>
<xsd:restriction base="xsd:decimal">
<xsd:minExclusive value="0"/>
</xsd:restriction>
</xsd:simpleType>
<xsd:simpleType name="Scheme">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The base class for all types which define coding schemes that are allowed to be empty.
</xsd:documentation>
</xsd:annotation>
<xsd:restriction base="NormalizedString">
<xsd:maxLength value="255"/>
</xsd:restriction>
</xsd:simpleType>
<xsd:simpleType name="String">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A string. FpML may define lenght restrictions in some views.
</xsd:documentation>
</xsd:annotation>
<xsd:restriction base="xsd:string">
<xsd:maxLength value="255"/>
</xsd:restriction>
</xsd:simpleType>
<xsd:simpleType name="Token">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A token. FpML redefines this type so that in some views it can enforce that it may not be empty
</xsd:documentation>
</xsd:annotation>
<xsd:restriction base="xsd:token">
<xsd:minLength value="1"/>
</xsd:restriction>
</xsd:simpleType>
<xsd:simpleType name="Token60">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type defining a token of length between 1 and 60 characters inclusive.
</xsd:documentation>
</xsd:annotation>
<xsd:restriction base="Token">
<xsd:minLength value="1"/>
<xsd:maxLength value="60"/>
</xsd:restriction>
</xsd:simpleType>
<xsd:complexType name="Account">
<xsd:annotation>
<xsd:documentation xml:lang="en">
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:annotation>
<xsd:sequence>
<xsd:element maxOccurs="unbounded" minOccurs="0" name="accountId" type="AccountId">
<xsd:annotation>
<xsd:documentation xml:lang="en">
An account identifier. For example an Account number.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="accountName" type="AccountName">
<xsd:annotation>
<xsd:documentation xml:lang="en">The name by which the account is known.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="accountType" type="AccountType">
<xsd:annotation>
<xsd:documentation xml:lang="en">The type of account. e.g., Client, House</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:sequence>
<xsd:element minOccurs="0" name="accountBeneficiary" type="PartyReference">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A reference to the party beneficiary of the account.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="servicingParty" type="PartyReference">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A reference to the party that services/supports the account.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:sequence>
<xsd:attribute name="id" type="xsd:ID" use="required">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The unique identifier for the account within the document.
</xsd:documentation>
</xsd:annotation>
</xsd:attribute>
</xsd:complexType>
<xsd:complexType name="AccountId">
<xsd:annotation>
<xsd:documentation xml:lang="en">The data type used for account identifiers.</xsd:documentation>
</xsd:annotation>
<xsd:simpleContent>
<xsd:extension base="NonEmptyScheme">
<xsd:attribute name="accountIdScheme" type="NonEmptyURI">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The identifier scheme used with this accountId. A unique URI to determine the authoritative issuer of these identifiers.
</xsd:documentation>
</xsd:annotation>
</xsd:attribute>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<xsd:complexType name="AccountName">
<xsd:annotation>
<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:attribute name="accountNameScheme" type="NonEmptyURI" use="optional">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The identifier scheme used with this accountName. A unique URI to determine the source of the account name.
</xsd:documentation>
</xsd:annotation>
</xsd:attribute>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<xsd:complexType name="AccountReference">
<xsd:annotation>
<xsd:documentation xml:lang="en">Reference to an account.</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="Reference">
<xsd:attribute ecore:reference="Account" name="href" type="xsd:IDREF" use="required"/>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="AccountType">
<xsd:annotation>
<xsd:documentation xml:lang="en">The data type used for account type.</xsd:documentation>
</xsd:annotation>
<xsd:simpleContent>
<xsd:extension base="Scheme">
<xsd:attribute default="http://www.fpml.org/coding-scheme/account-type" name="accountTypeScheme" type="NonEmptyURI">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The identifier scheme used with this accountType. A unique URI to determine the the type of account.
</xsd:documentation>
</xsd:annotation>
</xsd:attribute>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<xsd:complexType name="ActionType">
<xsd:annotation>
<xsd:documentation xml:lang="en">The data type used for ESMA action type.</xsd:documentation>
</xsd:annotation>
<xsd:simpleContent>
<xsd:extension base="Scheme">
<xsd:attribute default="http://www.fpml.org/coding-scheme/action-type" name="actionTypeScheme" type="xsd:anyURI">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The identifier scheme used with this actionType. A unique URI to determine the the type of action.
</xsd:documentation>
</xsd:annotation>
</xsd:attribute>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<xsd:complexType name="Address">
<xsd:annotation>
<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:annotation>
<xsd:documentation xml:lang="en">
The set of street and building number information that identifies a postal address within a city.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="city" type="NonEmptyToken">
<xsd:annotation>
<xsd:documentation xml:lang="en">The city component of a postal address.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="state" type="NonEmptyToken">
<xsd:annotation>
<xsd:documentation xml:lang="en">
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:element minOccurs="0" name="country" type="CountryCode">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The ISO 3166 standard code for the country within which the postal address is located.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="postalCode" type="NonEmptyToken">
<xsd:annotation>
<xsd:documentation xml:lang="en">
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:element>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="AdjustableDate">
<xsd:annotation>
<xsd:documentation xml:lang="en">
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:sequence>
<xsd:element name="unadjustedDate" type="IdentifiedDate">
<xsd:annotation>
<xsd:documentation xml:lang="en">A date subject to adjustment.</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
<xsd:attribute name="id" type="xsd:ID"/>
</xsd:complexType>
<xsd:complexType name="AdjustableDate2">
<xsd:annotation>
<xsd:documentation xml:lang="en">
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:annotation>
<xsd:sequence>
<xsd:element name="unadjustedDate" type="IdentifiedDate">
<xsd:annotation>
<xsd:documentation xml:lang="en">A date subject to adjustment.</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
<xsd:attribute name="id" type="xsd:ID"/>
</xsd:complexType>
<xsd:complexType name="AdjustableDates">
<xsd:annotation>
<xsd:documentation xml:lang="en">
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:annotation>
<xsd:sequence>
<xsd:element maxOccurs="unbounded" minOccurs="0" name="unadjustedDate" type="IdentifiedDate">
<xsd:annotation>
<xsd:documentation xml:lang="en">A date subject to adjustment.</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
<xsd:attribute name="id" type="xsd:ID" use="optional"/>
</xsd:complexType>
<xsd:complexType name="AdjustableDatesOrRelativeDateOffset">
<xsd:annotation>
<xsd:documentation xml:lang="en">
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:annotation>
<xsd:choice>
<xsd:element name="adjustableDates" type="AdjustableDates">
<xsd:annotation>
<xsd:documentation xml:lang="en">A series of adjustable dates</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="relativeDate" type="RelativeDateOffset">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A series of dates specified as a repeating sequence from a base date.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:choice>
</xsd:complexType>
<xsd:complexType name="AdjustableOrRelativeDate">
<xsd:annotation>
<xsd:documentation xml:lang="en">
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:annotation>
<xsd:choice>
<xsd:element name="adjustableDate" type="AdjustableDate">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A date that is 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:element name="relativeDate" type="RelativeDateOffset">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A date specified as an offset to another date (the anchor date).
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:choice>
<xsd:attribute name="id" type="xsd:ID"/>
</xsd:complexType>
<xsd:complexType name="AdjustableOrRelativeDates">
<xsd:annotation>
<xsd:documentation xml:lang="en">
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:annotation>
<xsd:choice>
<xsd:element name="adjustableDates" type="AdjustableDates">
<xsd:annotation>
<xsd:documentation xml:lang="en">
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:element name="relativeDates" type="RelativeDates">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A series of dates specified as some offset to another series of dates (the anchor dates).
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:choice>
<xsd:attribute name="id" type="xsd:ID"/>
</xsd:complexType>
<xsd:complexType name="AdjustableRelativeOrPeriodicDates">
<xsd:choice>
<xsd:element name="adjustableDates" type="AdjustableDates">
<xsd:annotation>
<xsd:documentation xml:lang="en">
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:element name="relativeDates" type="RelativeDates">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A series of dates specified as some offset to another series of dates (the anchor dates). This element is provided to maintain consistency with prior Transparency view models of valuationDates and should not be used for other purposes.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="relativeDateSequence" type="RelativeDateSequence">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A series of dates specified as some offset to other dates (the anchor dates) which can
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="periodicDates" type="PeriodicDates"/>
</xsd:choice>
<xsd:attribute name="id" type="xsd:ID"/>
</xsd:complexType>
<xsd:complexType name="AdjustableRelativeOrPeriodicDates2">
<xsd:annotation>
<xsd:documentation xml:lang="en">
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:annotation>
<xsd:choice>
<xsd:element name="relativeDates" type="RelativeDates">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A series of dates specified as some offset to another series of dates (the anchor dates).
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="periodicDates" type="PeriodicDates"/>
</xsd:choice>
<xsd:attribute name="id" type="xsd:ID"/>
</xsd:complexType>
<xsd:complexType name="AmericanExercise">
<xsd:annotation>
<xsd:documentation xml:lang="en">
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:annotation>
<xsd:complexContent>
<xsd:extension base="Exercise">
<xsd:sequence>
<xsd:element name="commencementDate" type="AdjustableOrRelativeDate">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The first day of the exercise period for an American style option.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<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:element minOccurs="0" name="relevantUnderlyingDate" type="AdjustableOrRelativeDates">
<xsd:annotation>
<xsd:documentation xml:lang="en">
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:element minOccurs="0" name="earliestExerciseTime" type="BusinessCenterTime">
<xsd:annotation>
<xsd:documentation xml:lang="en">
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:element minOccurs="0" name="latestExerciseTime" type="BusinessCenterTime">
<xsd:annotation>
<xsd:documentation xml:lang="en">
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:element minOccurs="0" name="expirationTime" type="BusinessCenterTime">
<xsd:annotation>
<xsd:documentation xml:lang="en">The latest time for exercise on expirationDate.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="multipleExercise" type="MultipleExercise">
<xsd:annotation>
<xsd:documentation xml:lang="en">
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:element minOccurs="0" name="exerciseFeeSchedule" type="ExerciseFeeSchedule">
<xsd:annotation>
<xsd:documentation xml:lang="en">
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:element>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="AmountReference">
<xsd:annotation>
<xsd:documentation xml:lang="en">Specifies a reference to a monetary amount.</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="Reference">
<xsd:attribute name="href" type="xsd:IDREF" use="required"/>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="AmountSchedule">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type defining a currency amount or a currency amount schedule.
</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="Schedule">
<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="AssetClass">
<xsd:simpleContent>
<xsd:extension base="Scheme">
<xsd:attribute default="http://www.fpml.org/coding-scheme/asset-class" name="assetClassScheme" type="NonEmptyURI"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<xsd:complexType name="AverageDailyTradingVolumeLimit">
<xsd:annotation>
<xsd:documentation xml:lang="en">
To indicate the limitation percentage and limitation period.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element minOccurs="0" name="limitationPercentage" type="Percentage">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies the limitation percentage in Average Daily trading volume. A value expressed in percentage units i.e. 5 means 5%.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="limitationPeriod" type="xsd:nonNegativeInteger">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies the limitation period for Average Daily trading volume in number of days.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="BermudaExercise">
<xsd:annotation>
<xsd:documentation xml:lang="en">
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:annotation>
<xsd:complexContent>
<xsd:extension base="Exercise">
<xsd:sequence>
<xsd:element name="bermudaExerciseDates" type="AdjustableOrRelativeDates">
<xsd:annotation>
<xsd:documentation xml:lang="en">
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:element minOccurs="0" name="relevantUnderlyingDate" type="AdjustableOrRelativeDates">
<xsd:annotation>
<xsd:documentation xml:lang="en">
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:element minOccurs="0" name="earliestExerciseTime" type="BusinessCenterTime">
<xsd:annotation>
<xsd:documentation xml:lang="en">
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:element minOccurs="0" name="latestExerciseTime" type="BusinessCenterTime">
<xsd:annotation>
<xsd:documentation xml:lang="en">
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:element minOccurs="0" name="expirationTime" type="BusinessCenterTime">
<xsd:annotation>
<xsd:documentation xml:lang="en">The latest time for exercise on expirationDate.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="multipleExercise" type="MultipleExercise">
<xsd:annotation>
<xsd:documentation xml:lang="en">
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:element minOccurs="0" name="exerciseFeeSchedule" type="ExerciseFeeSchedule">
<xsd:annotation>
<xsd:documentation xml:lang="en">
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:element>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="BusinessCenter">
<xsd:annotation>
<xsd:documentation xml:lang="en">
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:annotation>
<xsd:simpleContent>
<xsd:extension base="Scheme">
<xsd:attribute default="http://www.fpml.org/coding-scheme/business-center" name="businessCenterScheme" type="NonEmptyURI"/>
<xsd:attribute name="id" type="xsd:ID"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<xsd:complexType name="BusinessCenters">
<xsd:annotation>
<xsd:documentation xml:lang="en">
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:annotation>
<xsd:sequence>
<xsd:element maxOccurs="unbounded" minOccurs="0" name="businessCenter" type="BusinessCenter"/>
</xsd:sequence>
<xsd:attribute name="id" type="xsd:ID"/>
</xsd:complexType>
<xsd:complexType name="BusinessCentersOrReference">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A pointer style reference to a set of business day calendar defined elsewhere in the document.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:group ref="BusinessCentersOrReference.model"/>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="BusinessCentersReference">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A pointer style reference to a set of business day calendar defined elsewhere in the document.
</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="Reference">
<xsd:attribute ecore:reference="BusinessCenters" name="href" type="xsd:IDREF" use="required"/>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="BusinessCenterTime">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type for defining a time with respect to a business day calendar location. For example, 11:00am London time.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element minOccurs="0" name="hourMinuteTime" type="HourMinuteTime">
<xsd:annotation>
<xsd:documentation xml:lang="en">
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:element minOccurs="0" name="businessCenter" type="BusinessCenter"/>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="BusinessDayAdjustments">
<xsd:annotation>
<xsd:documentation xml:lang="en">
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:annotation>
<xsd:sequence>
<xsd:element minOccurs="0" name="businessDayConvention" type="BusinessDayConventionEnum">
<xsd:annotation>
<xsd:documentation xml:lang="en">
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:group minOccurs="0" ref="BusinessCentersOrReference.model"/>
</xsd:sequence>
<xsd:attribute name="id" type="xsd:ID"/>
</xsd:complexType>
<xsd:complexType name="BusinessUnit">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type that represents information about a unit within an organization.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element minOccurs="0" name="name" type="NonEmptyToken">
<xsd:annotation>
<xsd:documentation xml:lang="en">A name used to describe the organization unit</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="businessUnitId" type="Unit">
<xsd:annotation>
<xsd:documentation xml:lang="en">
An identifier used to uniquely identify organization unit
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="contactInfo" type="ContactInformation">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Information on how to contact the unit using various means.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="country" type="CountryCode">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The ISO 3166 standard code for the country where the individual works.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
<xsd:attribute name="id" type="xsd:ID"/>
</xsd:complexType>
<xsd:complexType name="BusinessUnitReference">
<xsd:annotation>
<xsd:documentation xml:lang="en">Reference to an organizational unit.</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="Reference">
<xsd:attribute ecore:reference="BusinessUnit" name="href" type="xsd:IDREF" use="required"/>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="CalculationParameters">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type defining a rate that is calculated based on a number of observations of an underlying rate that are averaged or compounded using a specified method. These are sometimes called modular calculated rates. These are described in the 2021 ISDA Definitions in Section 7.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element minOccurs="0" name="calculationMethod" type="CalculationMethodEnum">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies the type of calculation, e.g. whether the calculation is a compounding or an averaging calculation. This element distinguishes between the applicable subsections of Section 7 (7.3, 7.4, and 7.7). If the calculationMethod is Componding or Averaging, this implies that a daily compounded calculation will be done, i.e. that the underlying rate will be observed eacy applicalbe business day during the observation period and then compounded or averaged. If it is CompoundedIndex, this means that the rate administrator is doing the compounding each day and publishing the resulting index value. In this case the calculation agent is responsible for observing the index and the start and at the end of the observation period, and then backing out the implied rate by following the formula in section 7.7. (This formula divides the index value at the end by the index value at the beginning, subtracts 1, and then scales the resulting value based on the year fraction to annualize the rate.) In other words, for CompoundedIndex the observation frequency is effectively 1T, where for Compounding and Averaging, it is 1D.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="applicableBusinessDays" type="BusinessCentersOrReference">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies the applicable business days to be used for this calculation. If omitted, the business days should be defaulted from the FRO Matrix, as represented in the FRO metadata. Failing that, it should be defaulted from the default business center for the relevant currency. See the ISDA 2021 Definitions Section 7.2.1.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:choice minOccurs="0">
<xsd:element name="lookback" type="ObservationOffset">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies that lookback calculation is in effect, and supplies parameters needed to support that. See the ISDA 2021 Definitions Section 7.3.2 and 7.4.2. This should not be used when the calculationMethod is CompoundedIndex.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="observationShift" type="ObservationShiftParameters">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies that observation shift calculation is in effect, and supplies parameters needed to support that. See the ISDA 2021 Definitions Section 7.3.3 and 7.4.3 and 7.7.3.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="lockout" type="ObservationOffset">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies that lockout calculation is in effect, and supplies parameters needed to support that. See the ISDA 2021 Definitions Section 7.3.4 and 7.4.4. This should not be used when the calculationMethod is CompoundedIndex.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:choice>
<xsd:group minOccurs="0" ref="ObservationParameters.model">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies any parameters to be applied to each individual observation, such as caps or floors. This should not be used when the calculationMethod is CompoundedIndex.
</xsd:documentation>
</xsd:annotation>
</xsd:group>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="CalculationPeriodFrequency">
<xsd:annotation>
<xsd:documentation xml:lang="en">
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:annotation>
<xsd:complexContent>
<xsd:extension base="Frequency">
<xsd:sequence>
<xsd:element minOccurs="0" name="rollConvention" type="RollConventionEnum">
<xsd:annotation>
<xsd:documentation xml:lang="en">
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:element>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="CashflowNotional">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The notional/principal value/quantity/volume used to compute the cashflow.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:choice minOccurs="0">
<xsd:element 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:element name="units" type="NormalizedString">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The units in which an amount (not monetary) is denominated.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:choice>
<xsd:element name="amount" type="xsd:decimal">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The quantity of notional (in currency or other units).
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
<xsd:attribute name="id" type="xsd:ID"/>
</xsd:complexType>
<xsd:complexType name="CashflowType">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A coding scheme used to describe the type or purpose of a cash flow or cash flow component.
</xsd:documentation>
</xsd:annotation>
<xsd:simpleContent>
<xsd:extension base="Scheme">
<xsd:attribute default="http://www.fpml.org/coding-scheme/cashflow-type" name="cashflowTypeScheme" type="NonEmptyURI"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<xsd:complexType name="ClearanceSystem">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Unless otherwise specified, the principal clearance system customarily used for settling trades in the relevant underlying.
</xsd:documentation>
</xsd:annotation>
<xsd:simpleContent>
<xsd:extension base="Scheme">
<xsd:attribute default="http://www.fpml.org/coding-scheme/clearance-system" name="clearanceSystemScheme" type="NonEmptyURI"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<xsd:complexType name="Collateral">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type for defining the obligations of the counterparty subject to credit support requirements.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element minOccurs="0" name="independentAmount" type="IndependentAmount">
<xsd:annotation>
<xsd:documentation xml:lang="en">
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:annotation>
</xsd:element>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="CollateralizationType">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Code that describes what type of collateral is posted by a party to a transaction. Options include Uncollateralized, Partial, Full, One-Way.
</xsd:documentation>
</xsd:annotation>
<xsd:simpleContent>
<xsd:extension base="Scheme">
<xsd:attribute default="http://www.fpml.org/coding-scheme/collateral-type" name="collateralTypeScheme" type="NonEmptyURI"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<xsd:complexType name="ContactInformation">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type that represents how to contact an individual or organization.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element maxOccurs="unbounded" minOccurs="0" name="telephone" type="TelephoneNumber">
<xsd:annotation>
<xsd:documentation xml:lang="en">A telephonic contact.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element maxOccurs="unbounded" minOccurs="0" name="email" type="NormalizedString">
<xsd:annotation>
<xsd:documentation xml:lang="en">
An address on an electronic mail or messaging sysem .
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="address" type="Address">
<xsd:annotation>
<xsd:documentation xml:lang="en">A postal or street address.</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="CountryCode">
<xsd:annotation>
<xsd:documentation xml:lang="en">
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:annotation>
<xsd:simpleContent>
<xsd:extension base="Token">
<xsd:attribute default="http://www.fpml.org/coding-scheme/external/iso3166" name="countryScheme" type="NonEmptyURI"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<xsd:complexType name="CreditSeniority">
<xsd:annotation>
<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:attribute default="http://www.fpml.org/coding-scheme/credit-seniority" name="creditSeniorityScheme" type="NonEmptyURI">
<xsd:annotation>
<xsd:documentation xml:lang="en">
creditSeniorityTradingScheme overrides creditSeniorityScheme when the underlyer defines the reference obligation used in a single name credit default swap trade.
</xsd:documentation>
</xsd:annotation>
</xsd:attribute>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<xsd:complexType name="CreditRating">
<xsd:annotation>
<xsd:documentation xml:lang="en">A party's credit rating.</xsd:documentation>
</xsd:annotation>
<xsd:simpleContent>
<xsd:extension base="Scheme">
<xsd:attribute default="http://www.fpml.org/coding-scheme/external/moodys" name="creditRatingScheme" type="NonEmptyURI"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<xsd:complexType name="Currency">
<xsd:annotation>
<xsd:documentation xml:lang="en">
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:annotation>
<xsd:simpleContent>
<xsd:extension base="Scheme">
<xsd:attribute default="http://www.fpml.org/coding-scheme/external/iso4217" name="currencyScheme" type="NonEmptyURI"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<xsd:complexType name="DateList">
<xsd:annotation>
<xsd:documentation xml:lang="en">List of Dates</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element maxOccurs="unbounded" minOccurs="0" name="date" type="xsd:date"/>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="DateOffset">
<xsd:annotation>
<xsd:documentation xml:lang="en">
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:annotation>
<xsd:complexContent>
<xsd:extension base="Offset">
<xsd:sequence>
<xsd:element minOccurs="0" name="businessDayConvention" type="BusinessDayConventionEnum">
<xsd:annotation>
<xsd:documentation xml:lang="en">
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:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="DateReference">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Reference to an identified date or a complex date structure.
</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="Reference">
<xsd:attribute name="href" type="xsd:IDREF" use="required"/>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="DayCountFraction">
<xsd:annotation>
<xsd:documentation xml:lang="en">
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:annotation>
<xsd:simpleContent>
<xsd:extension base="Scheme">
<xsd:attribute default="http://www.fpml.org/coding-scheme/day-count-fraction" name="dayCountFractionScheme" type="NonEmptyURI"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<xsd:complexType name="DeterminationMethod">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Coding scheme that specifies the method according to which an amount or a date is determined.
</xsd:documentation>
</xsd:annotation>
<xsd:simpleContent>
<xsd:extension base="Scheme">
<xsd:attribute default="http://www.fpml.org/coding-scheme/determination-method" name="determinationMethodScheme" type="NonEmptyURI"/>
<xsd:attribute name="id" type="xsd:ID"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<xsd:complexType name="DeterminationMethodReference">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A reference to the return swap notional determination method.
</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="Reference">
<xsd:attribute ecore:reference="DeterminationMethod" name="href" type="xsd:IDREF" use="required"/>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType abstract="true" name="DirectionalLeg">
<xsd:annotation>
<xsd:documentation xml:lang="en">
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:annotation>
<xsd:complexContent>
<xsd:extension base="Leg">
<xsd:sequence>
<xsd:element maxOccurs="unbounded" minOccurs="0" name="legIdentifier" type="LegIdentifier">
<xsd:annotation>
<xsd:documentation xml:lang="en">Version aware identification of this leg.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="effectiveDate" type="AdjustableOrRelativeDate">
<xsd:annotation>
<xsd:documentation xml:lang="en">
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:element minOccurs="0" name="terminationDate" type="AdjustableOrRelativeDate">
<xsd:annotation>
<xsd:documentation xml:lang="en">
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:element>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="EmbeddedOptionType">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A flexible description of the type or characteristics of an option embbedded within another product. For example, a cancelable provision or an optional early termination provision.
</xsd:documentation>
</xsd:annotation>
<xsd:simpleContent>
<xsd:extension base="Scheme">
<xsd:attribute default="http://www.fpml.org/coding-scheme/embedded-option-type" name="embeddedOptionTypeScheme" type="NonEmptyURI">
<xsd:annotation>
<xsd:documentation xml:lang="en">The type scheme used with this option type.</xsd:documentation>
</xsd:annotation>
</xsd:attribute>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<xsd:complexType name="EntityId">
<xsd:annotation>
<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:attribute default="http://www.fpml.org/coding-scheme/external/entity-id-RED" name="entityIdScheme" type="NonEmptyURI"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<xsd:complexType name="EntityName">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The name of the reference entity. A free format string. FpML does not define usage rules for this element.
</xsd:documentation>
</xsd:annotation>
<xsd:simpleContent>
<xsd:extension base="Scheme">
<xsd:attribute default="http://www.fpml.org/coding-scheme/external/entity-name-RED" name="entityNameScheme" type="NonEmptyURI"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<xsd:complexType name="EuropeanExercise">
<xsd:annotation>
<xsd:documentation xml:lang="en">
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: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:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="ExchangeId">
<xsd:annotation>
<xsd:documentation xml:lang="en">
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:annotation>
<xsd:simpleContent>
<xsd:extension base="NonEmptyScheme">
<xsd:attribute default="http://www.fpml.org/coding-scheme/external/exchange-id-MIC" name="exchangeIdScheme" type="NonEmptyURI"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<xsd:complexType name="Exercise">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The abstract base class for all types which define way in which options may be exercised.
</xsd:documentation>
</xsd:annotation>
<xsd:attribute name="id" type="xsd:ID"/>
</xsd:complexType>
<xsd:complexType name="ExerciseFeeSchedule">
<xsd:annotation>
<xsd:documentation xml:lang="en">
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:annotation>
<xsd:sequence>
<xsd:element minOccurs="0" name="notionalReference" type="ScheduleReference">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A pointer style reference to the associated notional schedule defined elsewhere in the document.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:choice minOccurs="0">
<xsd:element name="feeAmountSchedule" type="AmountSchedule">
<xsd:annotation>
<xsd:documentation xml:lang="en">
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:element name="feeRateSchedule" type="Schedule">
<xsd:annotation>
<xsd:documentation xml:lang="en">
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:choice>
<xsd:element minOccurs="0" name="feePaymentDate" type="RelativeDateOffset">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The date on which exercise fee(s) will be paid. It is specified as a relative date.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="ExerciseNotice">
<xsd:annotation>
<xsd:documentation xml:lang="en">
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:annotation>
<xsd:sequence>
<xsd:element minOccurs="0" name="partyReference" type="PartyReference">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The party referenced has allocated the trade identifier.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="exerciseNoticePartyReference" type="PartyReference">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The party referenced is the party to which notice of exercise should be given by the buyer.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="businessCenter" type="BusinessCenter"/>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="FallbackRate">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Defines a fallback rate, which is a rate to be used in place of a publish term rate (such as an ibor rate) when that term rate ceases to be usable, whether because it ceases to be published or is deemed non-representative by regulator.
</xsd:documentation>
</xsd:annotation>
<xsd:choice>
<xsd:element name="effectiveDate" type="xsd:date">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The Applicable Fallback Effective Date, as defined in the 2021 ISDA Interest Rate Derivatives Definitions, Section 8.5.4. The date upon which the fallback rate becomes effective. This means that any rate observation for that date or for any subsequent date would use the fallback rate rather than the originally defined rate. This date will typically immediately follow the cessation of publication of the original term rate but could occur before that (e.g. if the original rate is deemed non-representative prior to cessation of publication). If the effective date occurs within a calculation period with multiple rate observations (because of averaging), observations prior to the effective date will use the original floating rate index, and observations on or after the effective date will use the fallback rate.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:sequence>
<xsd:element name="floatingRateIndex" type="FloatingRateIndex">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The benchmark rate used for computing the fallback rate. Typically this will be a risk-free overnight rate.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="effectiveDate" type="xsd:date">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The Applicable Fallback Effective Date, as defined in the 2021 ISDA Interest Rate Derivatives Definitions, Section 8.5.4. The date upon which the fallback rate becomes effective. This means that any rate observation for that date or for any subsequent date would use the fallback rate rather than the originally defined rate. This date will typically immediately follow the cessation of publication of the original term rate but could occur before that (e.g. if the original rate is deemed non-representative prior to cessation of publication). If the effective date occurs within a calculation period with multiple rate observations (because of averaging), observations prior to the effective date will use the original floating rate index, and observations on or after the effective date will use the fallback rate.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="calculationParameters" type="CalculationParameters">
<xsd:annotation>
<xsd:documentation xml:lang="en">
This provides a representation of the approximate value of the fallback rate, i.e. a calculated rate that quite closely mimics the value anticipated to be published by the fallback rate administrator (once the spread adjustment is added).
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="spreadAdjustment" type="xsd:decimal">
<xsd:annotation>
<xsd:documentation xml:lang="en">
An amount to be added to the calculated value before subsequent use, in order to more closely replicate the original term rate, by adjusting for the economic or credit spread between risk-free rates and risky term rates.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:choice>
<xsd:attribute name="id" type="xsd:ID" use="optional"/>
</xsd:complexType>
<xsd:complexType name="FloatingRate">
<xsd:annotation>
<xsd:documentation xml:lang="en">A type defining a floating rate.</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="Rate">
<xsd:sequence>
<xsd:group ref="FloatingRateIndex.model"/>
<xsd:element minOccurs="0" name="calculationParameters" type="CalculationParameters">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Parameters to specify a rate calculated using an averaging or compounding formula, as described in the 2021 ISDA Defintions, section 7. Please note that when this structure is used, the "resetDates" structure will not be used. Instead, the observation rules for the calculated rate are defined within the structure.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="fallbackRate" type="FallbackRate">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A fallback rate calculated using an averaging or compounding formula to be used in case of the cessation of the original term rate. This structure is provided to 1) allow a message sender to report that a fallback is effect, and/or 2) allow an approximate representation to be created for published fallback rates to allow operations such as valuation, accrual calculation, and risk calculation.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:group ref="FloatingRate.model"/>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="FloatingRateCalculation">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type defining the floating rate and definitions relating to the calculation of floating rate amounts.
</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="FloatingRate">
<xsd:group ref="FloatingRateCalculation.model"/>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="FloatingRateIndex">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The ISDA Floating Rate Option, i.e. the floating rate index.
</xsd:documentation>
</xsd:annotation>
<xsd:simpleContent>
<xsd:extension base="Scheme">
<xsd:attribute default="http://www.fpml.org/coding-scheme/floating-rate-index" name="floatingRateIndexScheme" type="NonEmptyURI"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<xsd:complexType name="Formula">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type describing a financial formula, with its description and components.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element minOccurs="0" name="formulaDescription" type="NonEmptyNormalizedString">
<xsd:annotation>
<xsd:documentation xml:lang="en">Text description of the formula</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="math" type="Math">
<xsd:annotation>
<xsd:documentation xml:lang="en">
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:element maxOccurs="unbounded" minOccurs="0" name="formulaComponent" type="FormulaComponent">
<xsd:annotation>
<xsd:documentation xml:lang="en">
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:element>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="FormulaComponent">
<xsd:annotation>
<xsd:documentation xml:lang="en">
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:annotation>
<xsd:sequence>
<xsd:element minOccurs="0" name="componentDescription" type="NonEmptyNormalizedString">
<xsd:annotation>
<xsd:documentation xml:lang="en">Text description of the component</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="formula" type="Formula">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Additional formulas required to describe this component
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
<xsd:attribute name="name" type="NormalizedString"/>
</xsd:complexType>
<xsd:complexType name="Frequency">
<xsd:annotation>
<xsd:documentation xml:lang="en">
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:annotation>
<xsd:sequence>
<xsd:element minOccurs="0" name="periodMultiplier" type="xsd:positiveInteger">
<xsd:annotation>
<xsd:documentation xml:lang="en">
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:element minOccurs="0" name="period" type="PeriodExtendedEnum">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A time period, e.g. a day, week, month, year or term of the stream.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
<xsd:attribute name="id" type="xsd:ID"/>
</xsd:complexType>
<xsd:complexType name="FxCashSettlement">
<xsd:annotation>
<xsd:documentation xml:lang="en">
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:annotation>
<xsd:sequence>
<xsd:element name="settlementCurrency" type="Currency">
<xsd:annotation>
<xsd:documentation xml:lang="en">
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:element minOccurs="0" name="referenceCurrency" type="Currency"/>
<xsd:element minOccurs="0" name="notionalAmount" type="PositiveMoney">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The amount of money that the settlement will be derived from.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="settlementDate" type="AdjustableDate">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The date on which settlement is scheduled to occur
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="FxCashSettlementSimple">
<xsd:annotation>
<xsd:documentation xml:lang="en">
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:annotation>
<xsd:sequence>
<xsd:element minOccurs="0" name="settlementCurrency" type="Currency">
<xsd:annotation>
<xsd:documentation xml:lang="en">The currency in which cash settlement occurs.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="referenceCurrency" type="Currency">
<xsd:annotation>
<xsd:documentation xml:lang="en">Reference Currency.</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="FxRate">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type describing the rate of a currency conversion: pair of currency, quotation mode and exchange rate.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element name="quotedCurrencyPair" type="QuotedCurrencyPair">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Defines the two currencies for an FX trade and the quotation relationship between the two currencies.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="rate" type="xsd:decimal">
<xsd:annotation>
<xsd:documentation xml:lang="en">
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:element>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="GoverningLaw">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Identification of the law governing the transaction.
</xsd:documentation>
</xsd:annotation>
<xsd:simpleContent>
<xsd:extension base="Scheme">
<xsd:attribute default="http://www.fpml.org/coding-scheme/governing-law" name="governingLawScheme" type="NonEmptyURI"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<xsd:complexType name="IdentifiedCurrency">
<xsd:annotation>
<xsd:documentation xml:lang="en">Specifies Currency with ID attribute.</xsd:documentation>
</xsd:annotation>
<xsd:simpleContent>
<xsd:extension base="Currency">
<xsd:attribute name="id" type="xsd:ID"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<xsd:complexType name="IdentifiedCurrencyReference">
<xsd:annotation>
<xsd:documentation xml:lang="en">Reference to a currency with ID attribute</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="Reference">
<xsd:attribute ecore:reference="IdentifiedCurrency" name="href" type="xsd:IDREF" use="required"/>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="IdentifiedDate">
<xsd:annotation>
<xsd:documentation xml:lang="en">A date which can be referenced elsewhere.</xsd:documentation>
</xsd:annotation>
<xsd:simpleContent>
<xsd:extension base="xsd:date">
<xsd:attribute name="id" type="xsd:ID"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<xsd:complexType name="IdentifiedPayerReceiver">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type extending the PayerReceiverEnum type wih an id attribute.
</xsd:documentation>
</xsd:annotation>
<xsd:simpleContent>
<xsd:extension base="PayerReceiverEnum">
<xsd:attribute name="id" type="xsd:ID"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<xsd:complexType name="IdentifiedRate">
<xsd:annotation>
<xsd:documentation xml:lang="en">A rate which can be referenced elsewhere.</xsd:documentation>
</xsd:annotation>
<xsd:simpleContent>
<xsd:extension base="xsd:decimal">
<xsd:attribute name="id" type="xsd:ID"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<xsd:complexType name="IndependentAmount">
<xsd:sequence>
<xsd:group ref="PayerReceiver.model"/>
<xsd:element maxOccurs="unbounded" minOccurs="0" name="paymentDetail" type="PaymentDetail">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A container element allowing a schedule of payments associated with the Independent Amount.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="IndustryClassification">
<xsd:annotation>
<xsd:documentation xml:lang="en">A party's industry sector classification.</xsd:documentation>
</xsd:annotation>
<xsd:simpleContent>
<xsd:extension base="Scheme">
<xsd:attribute default="http://www.fpml.org/coding-scheme/regulatory-corporate-sector" name="industryClassificationScheme" type="NonEmptyURI"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<xsd:complexType name="InflationRateCalculationBase">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type defining the floating rate and definitions relating to the calculation of floating rate amounts. This type mimics the "FloatingRateCalculation" type but excludes the option of defining modular calculated rates and fallback rates. It provides an extension point for the InflationRateCalculation which does not require those features.
</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="Rate">
<xsd:sequence>
<xsd:group ref="FloatingRateIndex.model"/>
<xsd:group ref="FloatingRate.model"/>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="InformationProvider">
<xsd:simpleContent>
<xsd:extension base="Scheme">
<xsd:attribute default="http://www.fpml.org/coding-scheme/information-provider" name="informationProviderScheme" type="NonEmptyURI"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<xsd:complexType name="InformationSource">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type defining the source for a piece of information (e.g. a rate refix or an fx fixing).
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element minOccurs="0" name="rateSource" type="InformationProvider">
<xsd:annotation>
<xsd:documentation xml:lang="en">
An information source for obtaining a market rate. For example Bloomberg, Reuters, Telerate etc.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="rateSourcePage" type="RateSourcePage">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A specific page for the rate source for obtaining a market rate.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="rateSourcePageHeading" type="NonEmptyToken">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The heading for the rate source on a given rate source page.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="InstrumentId">
<xsd:annotation>
<xsd:documentation xml:lang="en">A short form unique identifier for a security.</xsd:documentation>
</xsd:annotation>
<xsd:simpleContent>
<xsd:extension base="NonEmptyScheme">
<xsd:attribute name="instrumentIdScheme" type="NonEmptyURI" use="required"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<xsd:complexType name="InterestAccrualsMethod">
<xsd:annotation>
<xsd:documentation xml:lang="en">
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:annotation>
<xsd:choice>
<xsd:element name="floatingRateCalculation" type="FloatingRateCalculation">
<xsd:annotation>
<xsd:documentation xml:lang="en">The floating rate calculation definitions</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="fixedRate" type="xsd:decimal">
<xsd:annotation>
<xsd:documentation xml:lang="en">
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:choice>
</xsd:complexType>
<xsd:complexType name="InterpolationMethod">
<xsd:annotation>
<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:attribute default="http://www.fpml.org/coding-scheme/interpolation-method" name="interpolationMethodScheme" type="NonEmptyURI"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<xsd:complexType name="IssuerId">
<xsd:annotation>
<xsd:documentation xml:lang="en">The data type used for issuer identifiers.</xsd:documentation>
</xsd:annotation>
<xsd:simpleContent>
<xsd:extension base="NonEmptyScheme">
<xsd:attribute name="issuerIdScheme" type="NonEmptyURI"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<xsd:complexType name="IssuerTradeId">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A complex type for a two part identifier such as a USI.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:group ref="IssuerTradeId.model"/>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="Language">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The data type used for indicating the language of the resource, described using the ISO 639-2/T Code.
</xsd:documentation>
</xsd:annotation>
<xsd:simpleContent>
<xsd:extension base="Scheme">
<xsd:attribute name="languageScheme" type="NonEmptyURI"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<xsd:complexType abstract="true" name="Leg">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A supertype of leg. All swap legs extend this type.
</xsd:documentation>
</xsd:annotation>
<xsd:attribute name="id" type="xsd:ID"/>
</xsd:complexType>
<xsd:complexType name="LegalEntity">
<xsd:annotation>
<xsd:documentation xml:lang="en">A type defining a legal entity.</xsd:documentation>
</xsd:annotation>
<xsd:choice>
<xsd:sequence>
<xsd:element name="entityName" type="EntityName">
<xsd:annotation>
<xsd:documentation xml:lang="en">
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:element maxOccurs="unbounded" minOccurs="0" name="entityId" type="EntityId">
<xsd:annotation>
<xsd:documentation xml:lang="en">A legal entity identifier (e.g. RED entity code).</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:choice>
<xsd:attribute name="id" type="xsd:ID"/>
</xsd:complexType>
<xsd:complexType name="LegalEntityReference">
<xsd:annotation>
<xsd:documentation xml:lang="en">
References a credit entity defined elsewhere in the document.
</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="Reference">
<xsd:attribute ecore:reference="LegalEntity" name="href" type="xsd:IDREF" use="required"/>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="LegId">
<xsd:annotation>
<xsd:documentation xml:lang="en">Leg identity.</xsd:documentation>
</xsd:annotation>
<xsd:simpleContent>
<xsd:extension base="Token60">
<xsd:attribute name="legIdScheme" type="NonEmptyURI" use="required"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<xsd:complexType name="LegIdentifier">
<xsd:annotation>
<xsd:documentation xml:lang="en">Version aware identification of a leg.</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element minOccurs="0" name="legId" type="LegId">
<xsd:annotation>
<xsd:documentation xml:lang="en">Identity of this leg.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:group minOccurs="0" ref="VersionHistory.model"/>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType mixed="true" name="Math">
<xsd:annotation>
<xsd:documentation xml:lang="en">A type defining a mathematical expression.</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:any maxOccurs="unbounded" namespace="##any" processContents="skip"/>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="MimeType">
<xsd:annotation>
<xsd:documentation xml:lang="en">
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:annotation>
<xsd:simpleContent>
<xsd:extension base="Scheme">
<xsd:attribute name="mimeTypeScheme" type="NonEmptyURI"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<xsd:complexType name="Money">
<xsd:annotation>
<xsd:documentation xml:lang="en">A type defining a currency amount.</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="MoneyBase">
<xsd:sequence>
<xsd:element name="amount" type="xsd:decimal">
<xsd:annotation>
<xsd:documentation xml:lang="en">The monetary quantity in currency units.</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType abstract="true" name="MoneyBase">
<xsd:annotation>
<xsd:documentation xml:lang="en">Abstract base class for all money types.</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element 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:attribute name="id" type="xsd:ID"/>
</xsd:complexType>
<xsd:complexType name="MultipleExercise">
<xsd:annotation>
<xsd:documentation xml:lang="en">
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:annotation>
<xsd:sequence>
<xsd:group ref="PartialExercise.model"/>
<xsd:choice minOccurs="0">
<xsd:element name="maximumNotionalAmount" type="xsd:decimal">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The maximum notional amount that can be exercised on a given exercise date.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="maximumNumberOfOptions" type="NonNegativeDecimal">
<xsd:annotation>
<xsd:documentation xml:lang="en">
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:element>
</xsd:choice>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="NonNegativeAmountSchedule">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type defining a currency amount or a currency amount schedule.
</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="NonNegativeSchedule">
<xsd:sequence>
<xsd:element 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="NonNegativeMoney">
<xsd:annotation>
<xsd:documentation xml:lang="en">A type defining a non negative money amount.</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="MoneyBase">
<xsd:sequence>
<xsd:element name="amount" type="NonNegativeDecimal">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The non negative monetary quantity in currency units.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="NonNegativePayment">
<xsd:annotation>
<xsd:documentation xml:lang="en">A complex type to specify non negative payments.</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="PaymentBaseExtended">
<xsd:sequence>
<xsd:element name="paymentAmount" type="NonNegativeMoney">
<xsd:annotation>
<xsd:documentation xml:lang="en">Non negative payment amount.</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="NonNegativeSchedule">
<xsd:annotation>
<xsd:documentation xml:lang="en">
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:annotation>
<xsd:sequence>
<xsd:element name="initialValue" type="NonNegativeDecimal">
<xsd:annotation>
<xsd:documentation xml:lang="en">
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:element maxOccurs="unbounded" minOccurs="0" name="step" type="NonNegativeStep">
<xsd:annotation>
<xsd:documentation xml:lang="en">
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:element>
</xsd:sequence>
<xsd:attribute name="id" type="xsd:ID"/>
</xsd:complexType>
<xsd:complexType name="NonNegativeStep">
<xsd:annotation>
<xsd:documentation xml:lang="en">
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:annotation>
<xsd:complexContent>
<xsd:extension base="StepBase">
<xsd:sequence>
<xsd:element minOccurs="0" name="stepValue" type="NonNegativeDecimal">
<xsd:annotation>
<xsd:documentation xml:lang="en">
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:element>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="NotionalAmount">
<xsd:annotation>
<xsd:documentation xml:lang="en">A complex type to specify the notional amount.</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="NonNegativeMoney"/>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="NotionalAmountReference">
<xsd:annotation>
<xsd:documentation xml:lang="en">A reference to the notional amount.</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="Reference">
<xsd:attribute name="href" type="xsd:IDREF" use="required"/>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="NotionalReference">
<xsd:annotation>
<xsd:documentation xml:lang="en">A reference to the notional amount.</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="Reference">
<xsd:attribute ecore:reference="Notional" name="href" type="xsd:IDREF" use="required"/>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="NumberOfOptionsReference">
<xsd:annotation>
<xsd:documentation xml:lang="en">A reference to the number of options.</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="Reference">
<xsd:attribute ecore:reference="Notional" name="href" type="xsd:IDREF" use="required"/>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="NumberOfUnitsReference">
<xsd:annotation>
<xsd:documentation xml:lang="en">A reference to the number of units.</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="Reference">
<xsd:attribute ecore:reference="Notional" name="href" type="xsd:IDREF" use="required"/>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="ObservationFrequency">
<xsd:annotation>
<xsd:documentation xml:lang="en">
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:annotation>
<xsd:complexContent>
<xsd:extension base="Period">
<xsd:sequence>
<xsd:element minOccurs="0" name="periodConvention" type="RollConventionEnum">
<xsd:annotation>
<xsd:documentation xml:lang="en">
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:element>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="ObservationOffset">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type that allows an offset specified in business days to be applied for an observation shift, lookback, or lockout provision.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element minOccurs="0" name="offsetDays" type="xsd:nonNegativeInteger">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The number of business days before the base date that the observations are to be shifted. If this element is omitted, the number of offset days will be as specified in the 2021 ISDA Definitions, which is typically 5.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="ObservationShiftParameters">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies parameters specific to the observation shift method of compounding/averaging.
</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="ObservationOffset">
<xsd:sequence>
<xsd:element minOccurs="0" name="observationPeriodDates" type="ObservationPeriodDatesEnum">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies how the observation period is to be determined relative to the basic calculation period. Options include "standard" (observation period aligns with the calculation period except for any shifts/lookbacks/lockouts, i.e. it is set in arrears), "InAdvance" (observation period is based on the prior or deemed prior calculation period plus any shifts), or "FixingDate" (observation period is based on a fixing date defined the the FpML resetDates structure; this is used only for fallback rate definitions that reference existing resetDates structures.).
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="additionalBusinessDays" type="BusinessCentersOrReference">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Any additional business centers that are applicable to the observation shift calculation, in addition to the regular "applicableBusinessDays".
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="Offset">
<xsd:annotation>
<xsd:documentation xml:lang="en">
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:annotation>
<xsd:complexContent>
<xsd:extension base="Period"/>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="OffsetPrevailingTime">
<xsd:annotation>
<xsd:documentation xml:lang="en">
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:annotation>
<xsd:sequence>
<xsd:element name="time" type="PrevailingTime"/>
<xsd:element minOccurs="0" name="offset" type="Offset">
<xsd:annotation>
<xsd:documentation xml:lang="en">
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:annotation>
</xsd:element>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="OnBehalfOf">
<xsd:sequence>
<xsd:element minOccurs="0" name="partyReference" type="PartyReference">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The party for which the message reciever should work.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element maxOccurs="unbounded" minOccurs="0" name="accountReference" type="AccountReference">
<xsd:annotation>
<xsd:documentation xml:lang="en">
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:element>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="OrganizationType">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A code that describes what type of role an organization plays, for example a SwapsDealer, a Major Swaps Participant, or Other
</xsd:documentation>
</xsd:annotation>
<xsd:simpleContent>
<xsd:extension base="Token">
<xsd:attribute default="http://www.fpml.org/coding-scheme/organization-type" name="organizationTypeScheme" type="NonEmptyURI"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<xsd:complexType name="OriginatingEvent">
<xsd:simpleContent>
<xsd:extension base="Scheme">
<xsd:attribute default="http://www.fpml.org/coding-scheme/originating-event" name="originatingEventScheme" type="NonEmptyURI"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<xsd:complexType name="Party">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type defining a legal entity or a subdivision of a legal entity.
</xsd:documentation>
<xsd:documentation xml:lang="en">
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:choice>
<xsd:group ref="Party.model"/>
<xsd:sequence>
<xsd:annotation>
<xsd:documentation xml:lang="en">
A group of parties acting as a single party (e.g. joint and several).
</xsd:documentation>
</xsd:annotation>
<xsd:element name="groupType" type="PartyGroupType">
<xsd:annotation>
<xsd:documentation xml:lang="en">Party Group Type, e.g. JointAndSeveralLiability</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element maxOccurs="unbounded" minOccurs="2" name="partyReference" type="PartyReference">
<xsd:annotation>
<xsd:documentation xml:lang="en">
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:element>
</xsd:sequence>
</xsd:choice>
<xsd:attribute name="id" type="xsd:ID" use="required">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The id uniquely identifying the Party within the document.
</xsd:documentation>
</xsd:annotation>
</xsd:attribute>
</xsd:complexType>
<xsd:complexType name="PartyGroupType">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The data type used for party group classification.
</xsd:documentation>
</xsd:annotation>
<xsd:simpleContent>
<xsd:extension base="Scheme">
<xsd:attribute default="http://www.fpml.org/coding-scheme/party-group-type" name="partyGroupTypeScheme" type="NonEmptyURI"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<xsd:complexType name="PartyId">
<xsd:annotation>
<xsd:documentation xml:lang="en">The data type used for party identifiers.</xsd:documentation>
</xsd:annotation>
<xsd:simpleContent>
<xsd:extension base="NonEmptyScheme">
<xsd:attribute name="partyIdScheme" type="NonEmptyURI" use="required"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<xsd:complexType name="PartyName">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The data type used for the legal name of an organization.
</xsd:documentation>
</xsd:annotation>
<xsd:simpleContent>
<xsd:extension base="Scheme">
<xsd:attribute name="partyNameScheme" type="NonEmptyURI" use="optional"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<xsd:complexType name="PartyReference">
<xsd:annotation>
<xsd:documentation xml:lang="en">Reference to a party.</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="Reference">
<xsd:attribute ecore:reference="Party" name="href" type="xsd:IDREF" use="required"/>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="PartyRole">
<xsd:annotation>
<xsd:documentation xml:lang="en">
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:annotation>
<xsd:simpleContent>
<xsd:extension base="Scheme">
<xsd:attribute default="http://www.fpml.org/coding-scheme/party-role" name="partyRoleScheme" type="NonEmptyURI"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<xsd:complexType name="PartyRoleType">
<xsd:annotation>
<xsd:documentation xml:lang="en">
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:annotation>
<xsd:simpleContent>
<xsd:extension base="Scheme">
<xsd:attribute default="http://www.fpml.org/coding-scheme/party-role-type" name="partyRoleTypeScheme" type="NonEmptyURI"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<xsd:complexType name="PartyTradeIdentifierReference">
<xsd:annotation>
<xsd:documentation xml:lang="en">A reference to a partyTradeIdentifier object.</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="Reference">
<xsd:attribute ecore:reference="PartyTradeIdentifier" name="href" type="xsd:IDREF" use="required"/>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="Payment">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type for defining payments. Developers of FpML models are encouraged to make use of the SimplePayment type instead of this Payment type. 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:annotation>
<xsd:complexContent>
<xsd:extension base="PaymentBase">
<xsd:sequence>
<xsd:group ref="PayerReceiver.model">
<xsd:annotation/>
</xsd:group>
<xsd:element name="paymentAmount" type="NonNegativeMoney">
<xsd:annotation>
<xsd:documentation xml:lang="en">The currency amount of the payment.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="paymentType" type="PaymentType">
<xsd:annotation>
<xsd:documentation xml:lang="en">
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:sequence>
<xsd:attribute ecore:reference="PricingStructure" name="href" type="xsd:IDREF">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Can be used to reference the yield curve used to estimate the discount factor.
</xsd:documentation>
</xsd:annotation>
</xsd:attribute>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType abstract="true" name="PaymentBase">
<xsd:annotation>
<xsd:documentation xml:lang="en">An abstract base class for payment types.</xsd:documentation>
</xsd:annotation>
<xsd:attribute name="id" type="xsd:ID"/>
</xsd:complexType>
<xsd:complexType abstract="true" name="PaymentBaseExtended">
<xsd:annotation>
<xsd:documentation xml:lang="en">Base type for payments.</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="PaymentBase"/>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="PaymentDetail">
<xsd:complexContent>
<xsd:extension base="PaymentBase">
<xsd:sequence>
<xsd:element minOccurs="0" name="paymentDate" type="AdjustableOrRelativeDate">
<xsd:annotation>
<xsd:documentation xml:lang="en">Payment date.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:sequence minOccurs="0">
<xsd:element minOccurs="0" name="paymentRule" type="PaymentRule">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A structure defining the calculation rule of the independent amount. Users are supposed to use type substitution at PaymentRule. PaymentRule is abstract and it is supposed to be substituted by PercentageRule. There is the expectation that other rules will be created in the future to model other types of independent amount payment rules.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="paymentAmount" type="Money">
<xsd:annotation>
<xsd:documentation xml:lang="en">A fixed payment amount.</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType abstract="true" name="PaymentRule">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The abstract base type from which all calculation rules of the independent amount must be derived. Users are supposed to use type substitution at PaymentRule. PaymentRule is supposed to be substituted by PercentageRule. There is the expectation that other rules will be created to model other types of independent amount payment rules in the future.
</xsd:documentation>
</xsd:annotation>
</xsd:complexType>
<xsd:complexType name="PaymentType">
<xsd:simpleContent>
<xsd:extension base="Scheme">
<xsd:attribute name="paymentTypeScheme" type="NonEmptyURI"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<xsd:complexType name="Period">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type to define recurring periods or time offsets.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element name="periodMultiplier" type="xsd:integer">
<xsd:annotation>
<xsd:documentation xml:lang="en">
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:element name="period" type="PeriodEnum">
<xsd:annotation>
<xsd:documentation xml:lang="en">
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:annotation>
</xsd:element>
</xsd:sequence>
<xsd:attribute name="id" type="xsd:ID"/>
</xsd:complexType>
<xsd:complexType name="PeriodicDates">
<xsd:sequence>
<xsd:element minOccurs="0" name="calculationStartDate" type="AdjustableOrRelativeDate"/>
<xsd:element minOccurs="0" name="calculationEndDate" type="AdjustableOrRelativeDate"/>
<xsd:element minOccurs="0" name="calculationPeriodFrequency" type="CalculationPeriodFrequency">
<xsd:annotation>
<xsd:documentation xml:lang="en">
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:element minOccurs="0" name="calculationPeriodDatesAdjustments" type="BusinessDayAdjustments">
<xsd:annotation>
<xsd:documentation xml:lang="en">
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:element>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="Person">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type that represents information about a person connected with a trade or business process.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:sequence minOccurs="0">
<xsd:element minOccurs="0" name="honorific" type="NormalizedString">
<xsd:annotation>
<xsd:documentation xml:lang="en">An honorific title, such as Mr., Ms., Dr. etc.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="firstName" type="NormalizedString">
<xsd:annotation>
<xsd:documentation xml:lang="en">Given name, such as John or Mary.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:choice minOccurs="0">
<xsd:element maxOccurs="unbounded" name="middleName" type="NormalizedString"/>
<xsd:element maxOccurs="unbounded" name="initial" type="Initial"/>
</xsd:choice>
<xsd:element minOccurs="0" name="surname" type="NormalizedString">
<xsd:annotation>
<xsd:documentation xml:lang="en">Family name, such as Smith or Jones.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="suffix" type="NormalizedString">
<xsd:annotation>
<xsd:documentation xml:lang="en">Name suffix, such as Jr., III, etc.</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
<xsd:element maxOccurs="unbounded" minOccurs="0" name="personId" type="PersonId">
<xsd:annotation>
<xsd:documentation xml:lang="en">
An identifier assigned by a system for uniquely identifying the individual
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="businessUnitReference" type="BusinessUnitReference">
<xsd:annotation>
<xsd:documentation xml:lang="en">The unit for which the indvidual works.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="contactInfo" type="ContactInformation">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Information on how to contact the individual using various means.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="dateOfBirth" type="xsd:date">
<xsd:annotation>
<xsd:documentation xml:lang="en">The birth date of the person, e.g. 1970-01-01</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="country" type="CountryCode">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The ISO 3166 standard code for the country where the individual works.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
<xsd:attribute name="id" type="xsd:ID"/>
</xsd:complexType>
<xsd:complexType name="PersonId">
<xsd:annotation>
<xsd:documentation xml:lang="en">
An identifier used to identify an individual person.
</xsd:documentation>
</xsd:annotation>
<xsd:simpleContent>
<xsd:extension base="NonEmptyScheme">
<xsd:attribute name="personIdScheme" type="NonEmptyURI"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<xsd:complexType name="PositiveMoney">
<xsd:annotation>
<xsd:documentation xml:lang="en">A type defining a positive money amount</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="MoneyBase">
<xsd:sequence>
<xsd:element minOccurs="0" name="amount" type="PositiveDecimal">
<xsd:annotation>
<xsd:documentation xml:lang="en">The positive monetary quantity in currency units.</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="PrevailingTime">
<xsd:annotation>
<xsd:documentation xml:lang="en">
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:annotation>
<xsd:sequence>
<xsd:element name="hourMinuteTime" type="HourMinuteTime">
<xsd:annotation>
<xsd:documentation xml:lang="en">
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:element minOccurs="0" name="location" type="TimezoneLocation">
<xsd:annotation>
<xsd:documentation xml:lang="en">
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:element>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="PrincipalExchanges">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type defining which principal exchanges occur for the stream.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element minOccurs="0" name="initialExchange" type="xsd:boolean">
<xsd:annotation>
<xsd:documentation xml:lang="en">
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:element minOccurs="0" name="finalExchange" type="xsd:boolean">
<xsd:annotation>
<xsd:documentation xml:lang="en">
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:element minOccurs="0" name="intermediateExchange" type="xsd:boolean">
<xsd:annotation>
<xsd:documentation xml:lang="en">
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:element>
</xsd:sequence>
<xsd:attribute name="id" type="xsd:ID" use="optional"/>
</xsd:complexType>
<xsd:complexType abstract="true" name="Product">
<xsd:annotation>
<xsd:documentation xml:lang="en">The base type which all FpML products extend.</xsd:documentation>
</xsd:annotation>
<xsd:group minOccurs="0" ref="Product.model"/>
<xsd:attribute name="id" type="xsd:ID"/>
</xsd:complexType>
<xsd:complexType name="ProductId">
<xsd:simpleContent>
<xsd:extension base="NonEmptyLongScheme">
<xsd:attribute name="productIdScheme" type="NonEmptyURI"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<xsd:complexType name="ProductReference">
<xsd:annotation>
<xsd:documentation xml:lang="en">Reference to a full FpML product.</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="Reference">
<xsd:attribute ecore:reference="Product" name="href" type="xsd:IDREF" use="required"/>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="ProductType">
<xsd:simpleContent>
<xsd:extension base="NonEmptyLongScheme">
<xsd:attribute default="http://www.fpml.org/coding-scheme/product-taxonomy" name="productTypeScheme" type="NonEmptyURI"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<xsd:complexType name="QuotedCurrencyPair">
<xsd:annotation>
<xsd:documentation xml:lang="en">
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:annotation>
<xsd:sequence>
<xsd:element minOccurs="0" name="currency1" type="Currency">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The first currency specified when a pair of currencies is to be evaluated.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="currency2" type="Currency">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The second currency specified when a pair of currencies is to be evaluated.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="quoteBasis" type="QuoteBasisEnum">
<xsd:annotation>
<xsd:documentation xml:lang="en">The method by which the exchange rate is quoted.</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType abstract="true" name="Rate">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The abstract base class for all types which define interest rate streams.
</xsd:documentation>
</xsd:annotation>
<xsd:attribute name="id" type="xsd:ID"/>
</xsd:complexType>
<xsd:complexType name="RateSourcePage">
<xsd:simpleContent>
<xsd:extension base="Scheme">
<xsd:attribute name="rateSourcePageScheme" type="NonEmptyURI"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<xsd:complexType abstract="true" name="Reference">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The abstract base class for all types which define intra-document pointers.
</xsd:documentation>
</xsd:annotation>
</xsd:complexType>
<xsd:complexType name="ReferenceAmount">
<xsd:annotation>
<xsd:documentation xml:lang="en">Specifies the reference amount using a scheme.</xsd:documentation>
</xsd:annotation>
<xsd:simpleContent>
<xsd:extension base="Scheme">
<xsd:attribute name="referenceAmountScheme" type="NonEmptyURI"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<xsd:complexType name="Region">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A code that describes the world region of a counterparty. For example, NorthAmerica, Europe, Asia.
</xsd:documentation>
</xsd:annotation>
<xsd:simpleContent>
<xsd:extension base="Scheme">
<xsd:attribute default="http://www.fpml.org/coding-scheme/region" name="regionScheme" type="NonEmptyURI"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<xsd:complexType name="RelatedParty">
<xsd:sequence>
<xsd:group ref="PartyAndAccountReferences.model"/>
<xsd:element name="role" type="PartyRole">
<xsd:annotation>
<xsd:documentation xml:lang="en">
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:element minOccurs="0" name="type" type="PartyRoleType">
<xsd:annotation>
<xsd:documentation xml:lang="en">
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:annotation>
</xsd:element>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="RelativeDateOffset">
<xsd:annotation>
<xsd:documentation xml:lang="en">
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:annotation>
<xsd:complexContent>
<xsd:extension base="Offset">
<xsd:sequence>
<xsd:element minOccurs="0" name="dateRelativeTo" type="DateReference">
<xsd:annotation>
<xsd:documentation xml:lang="en">
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:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="RelativeDates">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type describing a set of dates defined as relative to another set of dates.
</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="RelativeDateOffset"/>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="RelativeDateSequence">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type describing a date when this date is defined in reference to another date through one or several date offsets.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element minOccurs="0" name="dateRelativeTo" type="DateReference">
<xsd:annotation>
<xsd:documentation xml:lang="en">
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:element maxOccurs="unbounded" minOccurs="0" name="dateOffset" type="DateOffset"/>
<xsd:group minOccurs="0" ref="BusinessCentersOrReference.model"/>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="ReportingRegimeName">
<xsd:annotation>
<xsd:documentation xml:lang="en">
An identifier of a reporting regime or format used for regulatory reporting. For example DoddFrankAct, MiFID, HongKongOTCDRepository, etc.
</xsd:documentation>
</xsd:annotation>
<xsd:simpleContent>
<xsd:extension base="Scheme">
<xsd:attribute default="http://www.fpml.org/coding-scheme/reporting-regime" name="reportingRegimeNameScheme" type="NonEmptyURI"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<xsd:complexType name="RequiredIdentifierDate">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A date with a required identifier which can be referenced elsewhere.
</xsd:documentation>
</xsd:annotation>
<xsd:simpleContent>
<xsd:extension base="xsd:date">
<xsd:attribute name="id" type="xsd:ID" use="required"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<xsd:complexType name="ResetFrequency">
<xsd:annotation>
<xsd:documentation xml:lang="en">
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:annotation>
<xsd:complexContent>
<xsd:extension base="Frequency"/>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="Resource">
<xsd:annotation>
<xsd:documentation xml:lang="en">
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:annotation>
<xsd:sequence>
<xsd:element minOccurs="0" name="resourceId" type="ResourceId">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The unique identifier of the resource within the event.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="resourceType" type="ResourceType">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A description of the type of the resource, e.g. a confirmation.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="language" type="Language">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Indicates the language of the resource, described using the ISO 639-2/T Code.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="sizeInBytes" type="xsd:decimal">
<xsd:annotation>
<xsd:documentation xml:lang="en">
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:element minOccurs="0" name="length" type="ResourceLength">
<xsd:annotation>
<xsd:documentation xml:lang="en">
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:element minOccurs="0" name="mimeType" type="MimeType">
<xsd:annotation>
<xsd:documentation xml:lang="en">
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:element>
<xsd:element minOccurs="0" name="name" type="NonEmptyToken">
<xsd:annotation>
<xsd:documentation xml:lang="en">The name of the resource.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="comments" type="NonEmptyString">
<xsd:annotation>
<xsd:documentation xml:lang="en">
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:annotation>
</xsd:element>
<xsd:choice minOccurs="0">
<xsd:element name="string" type="NonEmptyString">
<xsd:annotation>
<xsd:documentation xml:lang="en">
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:element name="hexadecimalBinary" type="xsd:hexBinary">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Provides extra information as binary contents coded in hexadecimal.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="base64Binary" type="xsd:base64Binary">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Provides extra information as binary contents coded in base64.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="url" type="NonEmptyURI">
<xsd:annotation>
<xsd:documentation xml:lang="en">
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:element>
</xsd:choice>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="ResourceId">
<xsd:annotation>
<xsd:documentation xml:lang="en">The data type used for resource identifiers.</xsd:documentation>
</xsd:annotation>
<xsd:simpleContent>
<xsd:extension base="NonEmptyScheme">
<xsd:attribute name="resourceIdScheme" type="NonEmptyURI"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<xsd:complexType name="ResourceLength">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The type that indicates the length of the resource.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element minOccurs="0" name="lengthUnit" type="LengthUnitEnum">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The length unit of the resource. For example, pages (pdf, text documents) or time (audio, video files).
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="lengthValue" type="xsd:decimal">
<xsd:annotation>
<xsd:documentation xml:lang="en">The length value of the resource.</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="ResourceType">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The data type used for describing the type or purpose of a resource, e.g. "Confirmation".
</xsd:documentation>
</xsd:annotation>
<xsd:simpleContent>
<xsd:extension base="Scheme">
<xsd:attribute default="http://www.fpml.org/coding-scheme/resource-type" name="resourceTypeScheme" type="NonEmptyURI"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<xsd:complexType name="ReturnSwapNotionalAmountReference">
<xsd:annotation>
<xsd:documentation xml:lang="en">A reference to the return swap notional amount.</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="Reference">
<xsd:attribute ecore:reference="NotionalAmount" name="href" type="xsd:IDREF" use="required"/>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="Schedule">
<xsd:annotation>
<xsd:documentation xml:lang="en">
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:annotation>
<xsd:sequence>
<xsd:element name="initialValue" type="xsd:decimal">
<xsd:annotation>
<xsd:documentation xml:lang="en">
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:sequence>
<xsd:attribute name="id" type="xsd:ID"/>
</xsd:complexType>
<xsd:complexType name="ScheduleReference">
<xsd:annotation>
<xsd:documentation xml:lang="en">Reference to a schedule of rates or amounts.</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="Reference">
<xsd:attribute ecore:reference="Schedule" name="href" type="xsd:IDREF" use="required"/>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="SharedAmericanExercise">
<xsd:annotation>
<xsd:documentation xml:lang="en">TBA</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="Exercise">
<xsd:sequence>
<xsd:element minOccurs="0" name="commencementDate" type="AdjustableOrRelativeDate">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The first day of the exercise period for an American style option.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<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:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="SimplePayment">
<xsd:annotation>
<xsd:documentation xml:lang="en">
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:annotation>
<xsd:complexContent>
<xsd:extension base="PaymentBase">
<xsd:sequence>
<xsd:element minOccurs="0" name="paymentAmount" type="NonNegativeMoney"/>
<xsd:element minOccurs="0" name="paymentDate" type="AdjustableOrRelativeDate">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The payment date. This date is subject to adjustment in accordance with any applicable business day convention.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="SpreadSchedule">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Adds an optional spread type element to the Schedule to identify a long or short spread value.
</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="Schedule">
<xsd:sequence>
<xsd:element minOccurs="0" name="type" type="SpreadScheduleType"/>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="SpreadScheduleReference">
<xsd:annotation>
<xsd:documentation xml:lang="en">Provides a reference to a spread schedule.</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="Reference">
<xsd:attribute ecore:reference="SpreadSchedule" name="href" type="xsd:IDREF" use="required"/>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="SpreadScheduleType">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Defines a Spread Type Scheme to identify a long or short spread value.
</xsd:documentation>
</xsd:annotation>
<xsd:simpleContent>
<xsd:extension base="Scheme">
<xsd:attribute default="http://www.fpml.org/coding-scheme/spread-schedule-type" name="spreadScheduleTypeScheme" type="NonEmptyURI"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<xsd:complexType abstract="true" name="StepBase">
<xsd:annotation>
<xsd:documentation xml:lang="en">
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:annotation>
<xsd:sequence>
<xsd:element minOccurs="0" name="stepDate" type="xsd:date">
<xsd:annotation>
<xsd:documentation xml:lang="en">
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:element>
</xsd:sequence>
<xsd:attribute name="id" type="xsd:ID"/>
</xsd:complexType>
<xsd:complexType name="StreetAddress">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type that describes the set of street and building number information that identifies a postal address within a city.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element maxOccurs="unbounded" minOccurs="0" name="streetLine" type="NonEmptyToken">
<xsd:annotation>
<xsd:documentation xml:lang="en">
An individual line of street and building number information, forming part of a postal address.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="StrikeSchedule">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type describing a schedule of cap or floor rates.
</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="Schedule">
<xsd:sequence>
<xsd:element minOccurs="0" name="buyer" type="IdentifiedPayerReceiver">
<xsd:annotation>
<xsd:documentation xml:lang="en">The buyer of the option</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="seller" type="IdentifiedPayerReceiver">
<xsd:annotation>
<xsd:documentation xml:lang="en">The party that has sold.</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="SupervisoryBody">
<xsd:annotation>
<xsd:documentation xml:lang="en">
An identifier of an organization that supervises or regulates trading activity, e.g. CFTC, SEC, FSA, ODRF, etc.
</xsd:documentation>
</xsd:annotation>
<xsd:simpleContent>
<xsd:extension base="Scheme">
<xsd:attribute default="http://www.fpml.org/coding-scheme/supervisory-body" name="supervisoryBodyScheme" type="NonEmptyURI"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<xsd:complexType name="TelephoneNumber">
<xsd:annotation>
<xsd:documentation xml:lang="en">A type that represents a telephonic contact.</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element minOccurs="0" name="type" type="TelephoneTypeEnum">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The type of telephone number (work, personal, mobile).
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="number" type="NonEmptyToken">
<xsd:annotation>
<xsd:documentation xml:lang="en">A telephonic contact.</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="TimezoneLocation">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A geophraphic location for the purposes of defining a prevailing time according to the tz database.
</xsd:documentation>
</xsd:annotation>
<xsd:simpleContent>
<xsd:extension base="Scheme">
<xsd:attribute default="http://www.fpml.org/coding-scheme/external/tzdatabase" name="timezoneLocationScheme" type="NonEmptyURI"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<xsd:complexType name="TradeId">
<xsd:annotation>
<xsd:documentation xml:lang="en">
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:annotation>
<xsd:simpleContent>
<xsd:extension base="NonEmptyScheme">
<xsd:attribute name="tradeIdScheme" type="NonEmptyURI"/>
<xsd:attribute name="id" type="xsd:ID"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<xsd:complexType name="UnderlyerInterestLeg">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type describing interest payments associated with and underlyer, such as financing
</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="DirectionalLeg">
<xsd:sequence>
<xsd:choice minOccurs="0">
<xsd:element minOccurs="0" name="fixedRate" type="xsd:decimal">
<xsd:annotation>
<xsd:documentation xml:lang="en">
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:element maxOccurs="unbounded" minOccurs="0" name="spreadSchedule" type="SpreadSchedule">
<xsd:annotation>
<xsd:documentation xml:lang="en">
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:choice>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="Unit">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type used to record information about a unit, subdivision, desk, or other similar business entity.
</xsd:documentation>
</xsd:annotation>
<xsd:simpleContent>
<xsd:extension base="Scheme">
<xsd:attribute name="unitScheme" type="NonEmptyURI" use="optional"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<xsd:element name="americanExercise" substitutionGroup="exercise" type="AmericanExercise">
<xsd:annotation>
<xsd:documentation xml:lang="en">
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:element name="bermudaExercise" substitutionGroup="exercise" type="BermudaExercise">
<xsd:annotation>
<xsd:documentation xml:lang="en">
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:element name="europeanExercise" substitutionGroup="exercise" type="EuropeanExercise">
<xsd:annotation>
<xsd:documentation xml:lang="en">
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:element abstract="true" name="exercise" type="Exercise">
<xsd:annotation>
<xsd:documentation xml:lang="en">
An placeholder for the actual option exercise definitions.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element abstract="true" name="product" type="Product">
<xsd:annotation>
<xsd:documentation xml:lang="en">
An abstract element used as a place holder for the substituting product elements.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:choice>
<xsd:element name="businessCentersReference" type="BusinessCentersReference">
<xsd:annotation>
<xsd:documentation xml:lang="en">
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:annotation>
</xsd:element>
<xsd:element name="businessCenters" type="BusinessCenters"/>
</xsd:choice>
</xsd:group>
<xsd:group name="BuyerSeller.model">
<xsd:sequence>
<xsd:element minOccurs="0" name="buyerPartyReference" type="PartyReference">
<xsd:annotation>
<xsd:documentation xml:lang="en">
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:element minOccurs="0" name="sellerPartyReference" type="PartyReference">
<xsd:annotation>
<xsd:documentation xml:lang="en">
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:sequence>
</xsd:group>
<xsd:group name="FloatingRate.model">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Elements representing the rate treatment and conditioning parameters that can be applied to a floating rate, such as spreads, multipliers, rate treatments, rate rounding, etc.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element maxOccurs="unbounded" minOccurs="0" name="spreadSchedule" type="SpreadSchedule">
<xsd:annotation>
<xsd:documentation xml:lang="en">
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:element maxOccurs="unbounded" minOccurs="0" name="capRateSchedule" type="StrikeSchedule">
<xsd:annotation>
<xsd:documentation xml:lang="en">
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:element maxOccurs="unbounded" minOccurs="0" name="floorRateSchedule" type="StrikeSchedule">
<xsd:annotation>
<xsd:documentation xml:lang="en">
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:element>
<xsd:element minOccurs="0" name="capFloorStraddle" type="xsd:boolean">
<xsd:annotation>
<xsd:documentation xml:lang="en">
This element is applicable in Transparency view (only) if both a capRateSchedule and a floorRateSchedule are set. If this is true, the buyer of both the cap and the floor protection is the same, and the structure is a cap/floor straddle. If this is false, the buyer of the cap is the seller of the floor, and the structure is a collar. This is needed because explicit information about the buyer and seller of the protection is not available in Transparnecy view.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:group>
<xsd:annotation>
<xsd:documentation xml:lang="en">
Elements representing the daily calculated rate and fallback rate definitions.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence/>
</xsd:group>
<xsd:group name="FloatingRateIndex.model">
<xsd:sequence>
<xsd:element name="floatingRateIndex" type="FloatingRateIndex">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The ISDA Floating Rate Option, i.e. the name of the floating rate.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="indexTenor" type="Period">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The ISDA Designated Maturity, i.e. the tenor of the floating rate.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:group>
<xsd:group name="IssuerTradeId.model">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A model group for a two part identifier such as a USI.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element name="issuer" type="IssuerId"/>
<xsd:element name="tradeId" type="TradeId"/>
</xsd:sequence>
</xsd:group>
<xsd:group name="ObservationParameters.model">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Definitions of daily cap and floor rates for floating rate indexes. These are described in the 2021 ISDA Definitions in Section 7.2.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element minOccurs="0" name="observationCapRate" type="xsd:decimal">
<xsd:annotation>
<xsd:documentation>
A maximum rate for an rate observation; optionally applied for daily averaged rates. These are described in the 2021 ISDA Definitions in Section 7.2.4
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="observationFloorRate" type="xsd:decimal">
<xsd:annotation>
<xsd:documentation>
A minimum rate for an rate observation; optionally applied for daily averaged rates. These are described in the 2021 ISDA Definitions in Section 7.2.3
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:group>
<xsd:group name="OnBehalfOf.model">
<xsd:sequence>
<xsd:element maxOccurs="4" minOccurs="0" name="onBehalfOf" type="OnBehalfOf">
<xsd:annotation>
<xsd:documentation xml:lang="en">
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>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:group>
<xsd:group name="PartialExercise.model">
<xsd:sequence>
<xsd:element maxOccurs="unbounded" minOccurs="0" name="notionalReference" type="NotionalReference">
<xsd:annotation>
<xsd:documentation xml:lang="en">
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:element minOccurs="0" name="integralMultipleAmount" type="xsd:decimal">
<xsd:annotation>
<xsd:documentation xml:lang="en">
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:annotation>
</xsd:element>
<xsd:choice minOccurs="0">
<xsd:element name="minimumNotionalAmount" type="xsd:decimal">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The minimum notional amount that can be exercised on a given exercise date. See multipleExercise.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="minimumNumberOfOptions" type="NonNegativeDecimal">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The minimum number of options that can be exercised on a given exercise date.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:choice>
</xsd:sequence>
</xsd:group>
<xsd:group name="PartiesAndAccounts.model">
<xsd:annotation>
<xsd:documentation xml:lang="en">Supporting party and account definitions.</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element maxOccurs="unbounded" minOccurs="0" name="party" type="Party">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A legal entity or a subdivision of a legal entity.
</xsd:documentation>
<xsd:documentation xml:lang="en">
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:element maxOccurs="unbounded" minOccurs="0" name="account" type="Account">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Optional account information used to precisely define the origination and destination of financial instruments.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:group>
<xsd:group name="Party.model">
<xsd:annotation>
<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" minOccurs="0" name="partyId" type="PartyId">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A party identifier, e.g. a S.W.I.F.T. bank identifier code (BIC).
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="partyName" type="PartyName">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The legal name of the organization. A free format string. FpML does not define usage rules for this element.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:group minOccurs="0" ref="PartyInformation.model">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Descriptive/categorization information for a party.
</xsd:documentation>
</xsd:annotation>
</xsd:group>
<xsd:element minOccurs="0" name="contactInfo" type="ContactInformation">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Information on how to contact the party using various means.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element maxOccurs="unbounded" minOccurs="0" name="businessUnit" type="BusinessUnit">
<xsd:annotation>
<xsd:documentation xml:lang="en">
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:element maxOccurs="unbounded" minOccurs="0" name="person" type="Person">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Optional information about people involved in a transaction or busines process. (These are eomployees of the party).
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:group>
<xsd:sequence>
<xsd:element name="partyReference" type="PartyReference">
<xsd:annotation>
<xsd:documentation xml:lang="en">Reference to a party.</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:group>
<xsd:group name="PartyInformation.model">
<xsd:annotation>
<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:annotation>
<xsd:documentation xml:lang="en">The party's industry sector classification.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element maxOccurs="unbounded" minOccurs="0" name="creditRating" type="CreditRating">
<xsd:annotation>
<xsd:documentation xml:lang="en">The party's credit rating.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="country" type="CountryCode">
<xsd:annotation>
<xsd:documentation xml:lang="en">The country where the party is domiciled.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element maxOccurs="unbounded" minOccurs="0" name="region" type="Region">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A code for a grouping of countries to which this belongs.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element maxOccurs="unbounded" minOccurs="0" name="jurisdiction" type="GoverningLaw">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The legal jurisdiction of the entity's registration.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element maxOccurs="unbounded" minOccurs="0" name="organizationType" type="OrganizationType">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The type of an organization's participantion in the OTC derivatives market.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:group>
<xsd:group name="Payer.model">
<xsd:sequence>
<xsd:element minOccurs="0" name="payerPartyReference" type="PartyReference">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A reference to the party responsible for making the payments defined by this structure.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:group>
<xsd:group name="PayerReceiver.model">
<xsd:sequence>
<xsd:group ref="Payer.model">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A reference to the party responsible for making the payments defined by this structure.
</xsd:documentation>
</xsd:annotation>
</xsd:group>
</xsd:sequence>
</xsd:group>
<xsd:group name="Premium.model">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A model group for representing the option premium when expressed in a way other than an amount.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element minOccurs="0" name="pricePerOption" type="Money">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The amount of premium to be paid expressed as a function of the number of options.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="percentageOfNotional" type="DecimalFraction">
<xsd:annotation>
<xsd:documentation xml:lang="en">
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:annotation>
</xsd:element>
</xsd:sequence>
</xsd:group>
<xsd:group name="Product.model">
<xsd:sequence>
<xsd:element minOccurs="0" name="primaryAssetClass" type="AssetClass">
<xsd:annotation>
<xsd:documentation xml:lang="en">
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:element maxOccurs="unbounded" minOccurs="0" name="secondaryAssetClass" type="AssetClass">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A classification of additional risk classes of the trade, if any. FpML defines a simple asset class categorization using a coding scheme.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:sequence>
<xsd:element maxOccurs="unbounded" minOccurs="0" name="productType" type="ProductType">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A classification of the type of product. FpML defines a simple product categorization using a coding scheme.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element maxOccurs="unbounded" minOccurs="0" name="productId" type="ProductId">
<xsd:annotation>
<xsd:documentation xml:lang="en">
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:annotation>
</xsd:element>
</xsd:sequence>
<xsd:element maxOccurs="2" minOccurs="0" name="embeddedOptionType" type="EmbeddedOptionType">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Describes the type of any embedded optionality in the transaction that might not otherwise be apparent. Can be used to represent embedded optionality such as early termination provisions, extendible provisions, or cancelable provisions, etc., where applicable. If omitted, no embedded optionality is applicable.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:group>
<xsd:group name="Receiver.model">
<xsd:sequence/>
</xsd:group>
<xsd:choice>
<xsd:element name="settlementAmount" type="Money">
<xsd:annotation>
<xsd:documentation xml:lang="en">Settlement Amount</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="settlementCurrency" type="Currency">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Settlement Currency for use where the Settlement Amount cannot be known in advance
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:choice>
</xsd:group>
<xsd:group name="StockLoan.model">
<xsd:annotation>
<xsd:documentation xml:lang="en">Stock Loan Content Model</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element minOccurs="0" name="lossOfStockBorrow" type="xsd:boolean">
<xsd:annotation>
<xsd:documentation xml:lang="en">If true, then loss of stock borrow is applicable.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="maximumStockLoanRate" type="DecimalFraction">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies the maximum stock loan rate for Loss of Stock Borrow.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="increasedCostOfStockBorrow" type="xsd:boolean">
<xsd:annotation>
<xsd:documentation xml:lang="en">
If true, then increased cost of stock borrow is applicable.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="initialStockLoanRate" type="DecimalFraction">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies the initial stock loan rate for Increased Cost of Stock Borrow.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:group>
<xsd:group name="VersionHistory.model">
<xsd:sequence>
<xsd:element minOccurs="0" name="version" type="xsd:nonNegativeInteger">
<xsd:annotation>
<xsd:documentation xml:lang="en">The version number</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="effectiveDate" type="IdentifiedDate">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Optionally it is possible to specify a version effective date when a versionId is supplied.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</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.