<xsd:schema xmlns:xsd="http://www.w3.org/2001/XMLSchema" xmlns:ecore="http://www.eclipse.org/emf/2002/Ecore" xmlns:xmlns="http://www.fpml.org/FpML-5-0/confirmation" ecore:documentRoot="FpML" ecore:nsPrefix="conf" ecore:package="org.fpml.confirmation" attributeFormDefault="unqualified" elementFormDefault="qualified" targetNamespace="http://www.fpml.org/FpML-5-0/confirmation" version="$Revision: 2587 $" >
    <xsd:include schemaLocation="fpml-shared-5-0.xsd"/>
    <xsd:complexType name="ActualPrice">
        <xsd:sequence>
            <xsd:element minOccurs="0" name="currency" type="Currency">
                <xsd:annotation>
                    <xsd:documentation xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en">Specifies the currency associated with the net price. This element is not present if the price is expressed in percentage terms (as specified through the priceExpression element).</xsd:documentation>
                </xsd:annotation>
            </xsd:element>
            <xsd:element name="amount" type="xsd:decimal">
                <xsd:annotation>
                    <xsd:documentation xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en">Specifies the net price amount. In the case of a fixed income security or a convertible bond, this price includes the accrued interests.</xsd:documentation>
                </xsd:annotation>
            </xsd:element>
            <xsd:element name="priceExpression" type="PriceExpressionEnum">
                <xsd:annotation>
                    <xsd:documentation xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en">Specifies whether the price is expressed in absolute or relative terms.</xsd:documentation>
                </xsd:annotation>
            </xsd:element>
        </xsd:sequence>
    </xsd:complexType>
    <xsd:complexType name="AnyAssetReference">
        <xsd:annotation>
            <xsd:documentation xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en">A reference to an asset, e.g. a portfolio, trade, or reference instrument..</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="Asset" abstract="true">
        <xsd:annotation>
            <xsd:documentation xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en">Abstract base class for all underlying assets.</xsd:documentation>
        </xsd:annotation>
        <xsd:attribute name="id" type="xsd:ID"/>
    </xsd:complexType>
    <xsd:complexType name="AssetMeasureType">
        <xsd:annotation>
            <xsd:documentation xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en">A scheme identifying the types of measures that can be used to describe an asset.</xsd:documentation>
        </xsd:annotation>
        <xsd:simpleContent>
            <xsd:extension base="xsd:normalizedString">
                <xsd:attribute default="http://www.fpml.org/coding-scheme/asset-measure-5-0" name="assetMeasureScheme" type="xsd:anyURI"/>
            </xsd:extension>
        </xsd:simpleContent>
    </xsd:complexType>
    <xsd:complexType name="AssetPool">
        <xsd:annotation>
            <xsd:documentation xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en">Characterise the asset pool behind an asset backed bond.</xsd:documentation>
        </xsd:annotation>
        <xsd:sequence>
            <xsd:group minOccurs="0" ref="VersionHistory.model"/>
            <xsd:element name="initialFactor" type="xsd:decimal">
                <xsd:annotation>
                    <xsd:documentation xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en">The part of the mortgage that is outstanding on trade inception, i.e. has not been repaid yet as principal. It is expressed as a multiplier factor to the morgage: 1 means that the whole mortage amount is outstanding, 0.8 means that 20% has been repaid.</xsd:documentation>
                </xsd:annotation>
            </xsd:element>
            <xsd:element minOccurs="0" name="currentFactor" type="xsd:decimal">
                <xsd:annotation>
                    <xsd:documentation xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en">The part of the mortgage that is currently outstanding. It is expressed similarly to the initial factor, as factor multiplier to the mortgage. This term is formally defined as part of the &quot;ISDA Standard Terms Supplement for use with credit derivatives transactions on mortgage-backed security with pas-as-you-go or physical settlement&quot;.</xsd:documentation>
                </xsd:annotation>
            </xsd:element>
        </xsd:sequence>
    </xsd:complexType>
    <xsd:complexType name="AssetReference">
        <xsd:annotation>
            <xsd:documentation xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en">Reference to an underlying asset.</xsd:documentation>
        </xsd:annotation>
        <xsd:complexContent>
            <xsd:extension base="Reference">
                <xsd:attribute ecore:reference="Asset" name="href" type="xsd:IDREF" use="required"/>
            </xsd:extension>
        </xsd:complexContent>
    </xsd:complexType>
    <xsd:complexType name="BasicQuotation">
        <xsd:annotation>
            <xsd:documentation xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en">Some kind of numerical measure about an asset, eg. its NPV, together with characteristics of that measure.</xsd:documentation>
        </xsd:annotation>
        <xsd:sequence>
            <xsd:group ref="Quotation.model"/>
        </xsd:sequence>
    </xsd:complexType>
    <xsd:complexType name="Basket">
        <xsd:annotation>
            <xsd:documentation xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en">A type describing the underlyer features of a basket swap. Each of the basket constituents are described through an embedded component, the basketConstituentsType.</xsd:documentation>
        </xsd:annotation>
        <xsd:complexContent>
            <xsd:extension base="Asset">
                <xsd:sequence>
                    <xsd:element minOccurs="0" name="openUnits" type="xsd:decimal">
                        <xsd:annotation>
                            <xsd:documentation xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en">The number of units (index or securities) that constitute the underlyer of the swap. In the case of a basket swap, this element is used to reference both the number of basket units, and the number of each asset components of the basket when these are expressed in absolute terms.</xsd:documentation>
                        </xsd:annotation>
                    </xsd:element>
                    <xsd:element maxOccurs="unbounded" name="basketConstituent" type="BasketConstituent">
                        <xsd:annotation>
                            <xsd:documentation xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en">Describes each of the components of the basket.</xsd:documentation>
                        </xsd:annotation>
                    </xsd:element>
                    <xsd:element minOccurs="0" name="basketDivisor" type="xsd:decimal">
                        <xsd:annotation>
                            <xsd:documentation xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en">Specifies the basket divisor amount. This value is normally used to adjust the constituent weight for pricing or to adjust for dividends, or other corporate actions.</xsd:documentation>
                        </xsd:annotation>
                    </xsd:element>
                    <xsd:group minOccurs="0" ref="BasketIdentifier.model">
                        <xsd:annotation>
                            <xsd:documentation xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en">Reuses the group that specifies a name and an identifier for a given basket.</xsd:documentation>
                        </xsd:annotation>
                    </xsd:group>
                    <xsd:element minOccurs="0" name="basketCurrency" type="Currency">
                        <xsd:annotation>
                            <xsd:documentation xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en">Specifies the currency for this basket.</xsd:documentation>
                        </xsd:annotation>
                    </xsd:element>
                </xsd:sequence>
            </xsd:extension>
        </xsd:complexContent>
    </xsd:complexType>
    <xsd:complexType name="BasketConstituent">
        <xsd:annotation>
            <xsd:documentation xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en">A type describing each of the constituents of a basket.</xsd:documentation>
        </xsd:annotation>
        <xsd:sequence>
            <xsd:element ref="underlyingAsset"/>
            <xsd:element minOccurs="0" name="constituentWeight" type="ConstituentWeight">
                <xsd:annotation>
                    <xsd:documentation xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en">Specifies the weight of each of the underlyer constituent within the basket, either in absolute or relative terms. This is an optional component, as certain swaps do not specify a specific weight for each of their basket constituents.</xsd:documentation>
                </xsd:annotation>
            </xsd:element>
            <xsd:element minOccurs="0" name="dividendPayout" type="DividendPayout">
                <xsd:annotation>
                    <xsd:documentation xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en">Specifies the dividend payout ratio associated with an equity underlyer. A basket swap can have different payout ratios across the various underlying constituents. In certain cases the actual ratio is not known on trade inception, and only general conditions are then specified. Users should note that FpML makes a distinction between the derivative contract and the underlyer of the contract. It would be better if the agreed dividend payout on a derivative contract was modelled at the level of the derivative contract, an approach which may be adopted in the next major version of FpML.</xsd:documentation>
                </xsd:annotation>
            </xsd:element>
            <xsd:element minOccurs="0" name="underlyerPrice" type="Price">
                <xsd:annotation>
                    <xsd:documentation xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en">Specifies the price that is associated with each of the basket constituents. This component is optional, as it is not absolutely required to accurately describe the economics of the trade, considering the price that characterizes the equity swap is associated to the leg of the trade.</xsd:documentation>
                </xsd:annotation>
            </xsd:element>
            <xsd:element minOccurs="0" name="underlyerNotional" type="Money">
                <xsd:annotation>
                    <xsd:documentation xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en">Specifies the notional (i.e. price * quantity) that is associated with each of the basket constituents. This component is optional, as it is not absolutely required to accurately describe the economics of the trade, considering the notional that characterizes the equity swap is associated to the leg of the trade.</xsd:documentation>
                </xsd:annotation>
            </xsd:element>
            <xsd:element minOccurs="0" name="underlyerSpread" type="SpreadScheduleReference">
                <xsd:annotation>
                    <xsd:documentation xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en">Provides a link to the spread schedule used for this underlyer.</xsd:documentation>
                </xsd:annotation>
            </xsd:element>
            <xsd:element minOccurs="0" name="couponPayment" type="PendingPayment">
                <xsd:annotation>
                    <xsd:documentation xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en">The next upcoming coupon payment.</xsd:documentation>
                </xsd:annotation>
            </xsd:element>
        </xsd:sequence>
        <xsd:attribute name="id" type="xsd:ID" use="optional"/>
    </xsd:complexType>
    <xsd:complexType name="BasketId">
        <xsd:simpleContent>
            <xsd:extension base="xsd:normalizedString">
                <xsd:attribute name="basketIdScheme" type="xsd:anyURI"/>
            </xsd:extension>
        </xsd:simpleContent>
    </xsd:complexType>
    <xsd:complexType name="BasketName">
        <xsd:simpleContent>
            <xsd:extension base="xsd:normalizedString">
                <xsd:attribute name="basketNameScheme" type="xsd:anyURI"/>
            </xsd:extension>
        </xsd:simpleContent>
    </xsd:complexType>
    <xsd:complexType name="Bond">
        <xsd:annotation>
            <xsd:documentation xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en">An exchange traded bond.</xsd:documentation>
        </xsd:annotation>
        <xsd:complexContent>
            <xsd:extension base="ExchangeTraded">
                <xsd:sequence>
                    <xsd:group ref="BondContent.model"/>
                    <xsd:element minOccurs="0" name="parValue" type="xsd:decimal">
                        <xsd:annotation>
                            <xsd:documentation xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en">Specifies the nominal amount of a fixed income security or convertible bond.</xsd:documentation>
                        </xsd:annotation>
                    </xsd:element>
                    <xsd:element minOccurs="0" name="faceAmount" type="xsd:decimal">
                        <xsd:annotation>
                            <xsd:documentation xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en">Specifies the total amount of the issue. Corresponds to the par value multiplied by the number of issued security.</xsd:documentation>
                        </xsd:annotation>
                    </xsd:element>
                    <xsd:group ref="BondCalculation.model"/>
                </xsd:sequence>
            </xsd:extension>
        </xsd:complexContent>
    </xsd:complexType>
    <xsd:complexType name="Cash">
        <xsd:complexContent>
            <xsd:extension base="IdentifiedAsset">
                <xsd:sequence>
                    <xsd:element name="currency" type="Currency">
                        <xsd:annotation>
                            <xsd:documentation xmlns:xml="http://www.w3.org/XML/1998/namespace" 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="Commission">
        <xsd:annotation>
            <xsd:documentation xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en">A type describing the commission that will be charged for each of the hedge transactions.</xsd:documentation>
        </xsd:annotation>
        <xsd:sequence>
            <xsd:element name="commissionDenomination" type="CommissionDenominationEnum">
                <xsd:annotation>
                    <xsd:documentation xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en">The type of units used to express a commission.</xsd:documentation>
                </xsd:annotation>
            </xsd:element>
            <xsd:element name="commissionAmount" type="xsd:decimal">
                <xsd:annotation>
                    <xsd:documentation xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en">The commission amount, expressed in the way indicated by the commissionType element.</xsd:documentation>
                </xsd:annotation>
            </xsd:element>
            <xsd:element minOccurs="0" name="currency" type="Currency">
                <xsd:annotation>
                    <xsd:documentation xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en">The currency in which an amount is denominated.</xsd:documentation>
                </xsd:annotation>
            </xsd:element>
            <xsd:element minOccurs="0" name="commissionPerTrade" type="xsd:decimal">
                <xsd:annotation>
                    <xsd:documentation xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en">The total commission per trade.</xsd:documentation>
                </xsd:annotation>
            </xsd:element>
            <xsd:element minOccurs="0" maxOccurs="unbounded" name="fxRate" type="FxRate">
                <xsd:annotation>
                    <xsd:documentation xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en">FX Rates that have been used to convert commissions to a single currency.</xsd:documentation>
                </xsd:annotation>
            </xsd:element>
        </xsd:sequence>
    </xsd:complexType>
    <xsd:complexType name="ConstituentWeight">
        <xsd:annotation>
            <xsd:documentation xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en">A type describing the weight of each of the underlyer constituent within the basket, either in absolute or relative terms.</xsd:documentation>
        </xsd:annotation>
        <xsd:choice>
            <xsd:element name="openUnits" type="xsd:decimal">
                <xsd:annotation>
                    <xsd:documentation xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en">The number of units (index or securities) that constitute the underlyer of the swap. In the case of a basket swap, this element is used to reference both the number of basket units, and the number of each asset components of the basket when these are expressed in absolute terms.</xsd:documentation>
                </xsd:annotation>
            </xsd:element>
            <xsd:element name="basketPercentage" type="RestrictedPercentage">
                <xsd:annotation>
                    <xsd:documentation xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en">The relative weight of each respective basket constituent, expressed in percentage. A basket percentage of 5% would be represented as 0.05.</xsd:documentation>
                </xsd:annotation>
            </xsd:element>
            <xsd:element name="basketAmount" type="Money">
                <xsd:annotation>
                    <xsd:documentation xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en">The relative weight of each respective basket constituent, expressed as a monetary amount.</xsd:documentation>
                </xsd:annotation>
            </xsd:element>
        </xsd:choice>
    </xsd:complexType>
    <xsd:complexType name="ConvertibleBond">
        <xsd:complexContent>
            <xsd:extension base="Bond">
                <xsd:sequence>
                    <xsd:element minOccurs="0" name="underlyingEquity" type="EquityAsset">
                        <xsd:annotation>
                            <xsd:documentation xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en">Specifies the equity in which the convertible bond can be converted.</xsd:documentation>
                        </xsd:annotation>
                    </xsd:element>
                    <xsd:element minOccurs="0" name="redemptionDate" type="xsd:date">
                        <xsd:annotation>
                            <xsd:documentation xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en">Earlier date between the convertible bond put dates and its maturity date.</xsd:documentation>
                        </xsd:annotation>
                    </xsd:element>
                </xsd:sequence>
            </xsd:extension>
        </xsd:complexContent>
    </xsd:complexType>
    <xsd:complexType name="CouponType">
        <xsd:annotation>
            <xsd:documentation xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en">Defines a scheme of values for specifiying if the bond has a variable coupon, step-up/down coupon or a zero-coupon.</xsd:documentation>
        </xsd:annotation>
        <xsd:simpleContent>
            <xsd:extension base="xsd:normalizedString">
                <xsd:attribute default="http://www.fpml.org/coding-scheme/coupon-type-1-0" name="couponTypeScheme" type="xsd:anyURI"/>
            </xsd:extension>
        </xsd:simpleContent>
    </xsd:complexType>
    <xsd:complexType name="Deposit">
        <xsd:complexContent>
            <xsd:extension base="UnderlyingAsset">
                <xsd:sequence>
                    <xsd:element name="term" type="Interval">
                        <xsd:annotation>
                            <xsd:documentation xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en">Specifies the term of the deposit, e.g. 5Y.</xsd:documentation>
                        </xsd:annotation>
                    </xsd:element>
                    <xsd:element minOccurs="0" name="paymentFrequency" type="Interval">
                        <xsd:annotation>
                            <xsd:documentation xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en">Specifies the frequency at which the deposit pays, e.g. 6M.</xsd:documentation>
                        </xsd:annotation>
                    </xsd:element>
                    <xsd:element minOccurs="0" name="dayCountFraction" type="DayCountFraction">
                        <xsd:annotation>
                            <xsd:documentation xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en">The day count basis for the deposit.</xsd:documentation>
                        </xsd:annotation>
                    </xsd:element>
                </xsd:sequence>
            </xsd:extension>
        </xsd:complexContent>
    </xsd:complexType>
    <xsd:complexType name="DividendPayout">
        <xsd:annotation>
            <xsd:documentation xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en">A type describing the dividend payout ratio associated with an equity underlyer. In certain cases the actual ratio is not known on trade inception, and only general conditions are then specified.</xsd:documentation>
        </xsd:annotation>
        <xsd:sequence>
            <xsd:choice>
                <xsd:element name="dividendPayoutRatio" type="xsd:decimal">
                    <xsd:annotation>
                        <xsd:documentation xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en">Specifies the actual dividend payout ratio associated with the equity underlyer.</xsd:documentation>
                    </xsd:annotation>
                </xsd:element>
                <xsd:element name="dividendPayoutConditions" type="xsd:string">
                    <xsd:annotation>
                        <xsd:documentation xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en">Specifies the dividend payout conditions that will be applied in the case where the actual ratio is not known, typically because of regulatory or legal uncertainties.</xsd:documentation>
                    </xsd:annotation>
                </xsd:element>
            </xsd:choice>
            <xsd:element minOccurs="0" maxOccurs="unbounded" name="dividendPayment" type="PendingPayment">
                <xsd:annotation>
                    <xsd:documentation xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en">The next upcoming dividend payment or payments.</xsd:documentation>
                </xsd:annotation>
            </xsd:element>
        </xsd:sequence>
    </xsd:complexType>
    <xsd:complexType name="EquityAsset">
        <xsd:annotation>
            <xsd:documentation xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en">An exchange traded equity asset.</xsd:documentation>
        </xsd:annotation>
        <xsd:complexContent>
            <xsd:extension base="ExchangeTraded"/>
        </xsd:complexContent>
    </xsd:complexType>
    <xsd:complexType name="ExchangeTraded" abstract="true">
        <xsd:annotation>
            <xsd:documentation xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en">An abstract base class for all exchange traded financial products.</xsd:documentation>
        </xsd:annotation>
        <xsd:complexContent>
            <xsd:extension base="UnderlyingAsset">
                <xsd:sequence>
                    <xsd:group ref="ExchangeIdentifier.model"/>
                </xsd:sequence>
            </xsd:extension>
        </xsd:complexContent>
    </xsd:complexType>
    <xsd:complexType name="ExchangeTradedCalculatedPrice" abstract="true">
        <xsd:annotation>
            <xsd:documentation xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en">Abstract base class for all exchange traded financial products with a price which is calculated from exchange traded constituents.</xsd:documentation>
        </xsd:annotation>
        <xsd:complexContent>
            <xsd:extension base="ExchangeTraded">
                <xsd:sequence>
                    <xsd:element minOccurs="0" maxOccurs="unbounded" name="constituentExchangeId" type="ExchangeId">
                        <xsd:annotation>
                            <xsd:documentation xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en">Identification of all the exchanges where constituents are traded. The term &quot;Exchange&quot; is assumed to have the meaning as defined in the ISDA 2002 Equity Derivatives Definitions.</xsd:documentation>
                        </xsd:annotation>
                    </xsd:element>
                </xsd:sequence>
            </xsd:extension>
        </xsd:complexContent>
    </xsd:complexType>
    <xsd:complexType name="ExchangeTradedContract">
        <xsd:annotation>
            <xsd:documentation xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en">An exchange traded derivative contract.</xsd:documentation>
        </xsd:annotation>
        <xsd:complexContent>
            <xsd:extension base="ExchangeTraded">
                <xsd:sequence>
                    <xsd:element minOccurs="0" name="multiplier" type="xsd:positiveInteger">
                        <xsd:annotation>
                            <xsd:documentation xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en">Specifies the contract multiplier that can be associated with the number of units.</xsd:documentation>
                        </xsd:annotation>
                    </xsd:element>
                    <xsd:element minOccurs="0" name="contractReference" type="xsd:string">
                        <xsd:annotation>
                            <xsd:documentation xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en">Specifies the contract that can be referenced, besides the undelyer type.</xsd:documentation>
                        </xsd:annotation>
                    </xsd:element>
                    <xsd:element minOccurs="0" name="expirationDate" type="AdjustableOrRelativeDate">
                        <xsd:annotation>
                            <xsd:documentation xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en">The date when the contract expires.</xsd:documentation>
                        </xsd:annotation>
                    </xsd:element>
                </xsd:sequence>
            </xsd:extension>
        </xsd:complexContent>
    </xsd:complexType>
    <xsd:complexType name="ExchangeTradedFund">
        <xsd:annotation>
            <xsd:documentation xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en">An exchange traded fund whose price depends on exchange traded constituents.</xsd:documentation>
        </xsd:annotation>
        <xsd:complexContent>
            <xsd:extension base="ExchangeTradedCalculatedPrice">
                <xsd:sequence>
                    <xsd:element minOccurs="0" name="fundManager" type="xsd:string">
                        <xsd:annotation>
                            <xsd:documentation xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en">Specifies the fund manager that is in charge of the fund.</xsd:documentation>
                        </xsd:annotation>
                    </xsd:element>
                </xsd:sequence>
            </xsd:extension>
        </xsd:complexContent>
    </xsd:complexType>
    <xsd:complexType name="FacilityType">
        <xsd:annotation>
            <xsd:documentation xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en">A type describing the type of loan facility.</xsd:documentation>
        </xsd:annotation>
        <xsd:simpleContent>
            <xsd:extension base="xsd:token">
                <xsd:attribute default="http://www.fpml.org/coding-scheme/facility-type-1-0" name="facilityTypeScheme" type="xsd:anyURI"/>
            </xsd:extension>
        </xsd:simpleContent>
    </xsd:complexType>
    <xsd:complexType name="Future">
        <xsd:annotation>
            <xsd:documentation xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en">An exchange traded future contract.</xsd:documentation>
        </xsd:annotation>
        <xsd:complexContent>
            <xsd:extension base="ExchangeTraded">
                <xsd:sequence>
                    <xsd:element minOccurs="0" name="multiplier" type="xsd:positiveInteger">
                        <xsd:annotation>
                            <xsd:documentation xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en">Specifies the contract multiplier that can be associated with the number of units.</xsd:documentation>
                        </xsd:annotation>
                    </xsd:element>
                    <xsd:element minOccurs="0" name="futureContractReference" type="xsd:string">
                        <xsd:annotation>
                            <xsd:documentation xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en">Specifies the future contract that can be referenced, besides the equity or index reference defined as part of the UnderlyerAsset type.</xsd:documentation>
                        </xsd:annotation>
                    </xsd:element>
                    <xsd:element minOccurs="0" name="maturity" type="xsd:date">
                        <xsd:annotation>
                            <xsd:documentation xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en">The date when the future contract expires.</xsd:documentation>
                        </xsd:annotation>
                    </xsd:element>
                </xsd:sequence>
            </xsd:extension>
        </xsd:complexContent>
    </xsd:complexType>
    <xsd:complexType name="FutureId">
        <xsd:annotation>
            <xsd:documentation xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en">A type defining a short form unique identifier for a future contract.</xsd:documentation>
        </xsd:annotation>
        <xsd:simpleContent>
            <xsd:extension base="xsd:normalizedString">
                <xsd:attribute name="futureIdScheme" type="xsd:anyURI"/>
            </xsd:extension>
        </xsd:simpleContent>
    </xsd:complexType>
    <xsd:complexType name="FxConversion">
        <xsd:choice>
            <xsd:element name="amountRelativeTo" type="AmountReference"/>
            <xsd:element maxOccurs="unbounded" name="fxRate" type="FxRate">
                <xsd:annotation>
                    <xsd:documentation xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en">Specifies a currency conversion rate.</xsd:documentation>
                </xsd:annotation>
            </xsd:element>
        </xsd:choice>
    </xsd:complexType>
    <xsd:complexType name="FxRateAsset">
        <xsd:complexContent>
            <xsd:extension base="UnderlyingAsset">
                <xsd:sequence>
                    <xsd:element name="quotedCurrencyPair" type="QuotedCurrencyPair">
                        <xsd:annotation>
                            <xsd:documentation xmlns:xml="http://www.w3.org/XML/1998/namespace" 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 minOccurs="0" name="rateSource" type="FxSpotRateSource">
                        <xsd:annotation>
                            <xsd:documentation xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en">Defines the source of the FX rate.</xsd:documentation>
                        </xsd:annotation>
                    </xsd:element>
                </xsd:sequence>
            </xsd:extension>
        </xsd:complexContent>
    </xsd:complexType>
    <xsd:complexType name="IdentifiedAsset" abstract="true">
        <xsd:annotation>
            <xsd:documentation xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en">A generic type describing an identified asset.</xsd:documentation>
        </xsd:annotation>
        <xsd:complexContent>
            <xsd:extension base="Asset">
                <xsd:sequence>
                    <xsd:element maxOccurs="unbounded" name="instrumentId" type="InstrumentId">
                        <xsd:annotation>
                            <xsd:documentation xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en">Identification of the underlying asset, using public and/or private identifiers.</xsd:documentation>
                        </xsd:annotation>
                    </xsd:element>
                    <xsd:element minOccurs="0" name="description" type="xsd:string">
                        <xsd:annotation>
                            <xsd:documentation xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en">Long name of the underlying asset.</xsd:documentation>
                        </xsd:annotation>
                    </xsd:element>
                </xsd:sequence>
            </xsd:extension>
        </xsd:complexContent>
    </xsd:complexType>
    <xsd:complexType name="Index">
        <xsd:annotation>
            <xsd:documentation xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en">A published index whose price depends on exchange traded constituents.</xsd:documentation>
        </xsd:annotation>
        <xsd:complexContent>
            <xsd:extension base="ExchangeTradedCalculatedPrice">
                <xsd:sequence>
                    <xsd:element minOccurs="0" name="futureId" type="FutureId">
                        <xsd:annotation>
                            <xsd:documentation xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en">A short form unique identifier for the reference future contract in the case of an index underlyer.</xsd:documentation>
                        </xsd:annotation>
                    </xsd:element>
                </xsd:sequence>
            </xsd:extension>
        </xsd:complexContent>
    </xsd:complexType>
    <xsd:complexType name="Lien">
        <xsd:annotation>
            <xsd:documentation xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en">A type describing the liens associated with a loan facility.</xsd:documentation>
        </xsd:annotation>
        <xsd:simpleContent>
            <xsd:extension base="xsd:normalizedString">
                <xsd:attribute default="http://www.fpml.org/coding-scheme/designated-priority-1-0" name="lienScheme" type="xsd:anyURI"/>
            </xsd:extension>
        </xsd:simpleContent>
    </xsd:complexType>
    <xsd:complexType name="Loan">
        <xsd:annotation>
            <xsd:documentation xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en">A type describing a loan underlying asset.</xsd:documentation>
        </xsd:annotation>
        <xsd:complexContent>
            <xsd:extension base="UnderlyingAsset">
                <xsd:sequence>
                    <xsd:choice minOccurs="0" maxOccurs="unbounded">
                        <xsd:annotation>
                            <xsd:documentation xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en">Specifies the borrower. There can be more than one borrower. It is meant to be used in the event that there is no Bloomberg Id or the Secured List isn't applicable.</xsd:documentation>
                        </xsd:annotation>
                        <xsd:element name="borrower" type="LegalEntity"/>
                        <xsd:element name="borrowerReference" type="LegalEntityReference"/>
                    </xsd:choice>
                    <xsd:element minOccurs="0" name="lien" type="Lien">
                        <xsd:annotation>
                            <xsd:documentation xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en">Specifies the seniority level of the lien.</xsd:documentation>
                        </xsd:annotation>
                    </xsd:element>
                    <xsd:element minOccurs="0" name="facilityType" type="FacilityType">
                        <xsd:annotation>
                            <xsd:documentation xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en">The type of loan facility (letter of credit, revolving, ...).</xsd:documentation>
                        </xsd:annotation>
                    </xsd:element>
                    <xsd:element minOccurs="0" name="maturity" type="xsd:date">
                        <xsd:annotation>
                            <xsd:documentation xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en">The date when the principal amount of the loan becomes due and payable.</xsd:documentation>
                        </xsd:annotation>
                    </xsd:element>
                    <xsd:element minOccurs="0" name="creditAgreementDate" type="xsd:date">
                        <xsd:annotation>
                            <xsd:documentation xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en">The credit agreement date is the closing date (the date where the agreement has been signed) for the loans in the credit agreement. Funding of the facilities occurs on (or sometimes a little after) the Credit Agreement date. This underlyer attribute is used to help identify which of the company's outstanding loans are being referenced by knowing to which credit agreement it belongs. ISDA Standards Terms Supplement term: Date of Original Credit Agreement.</xsd:documentation>
                        </xsd:annotation>
                    </xsd:element>
                    <xsd:element minOccurs="0" name="tranche" type="UnderlyingAssetTranche">
                        <xsd:annotation>
                            <xsd:documentation xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en">The loan tranche that is subject to the derivative transaction. It will typically be referenced as the Bloomberg tranche number. ISDA Standards Terms Supplement term: Bloomberg Tranche Number.</xsd:documentation>
                        </xsd:annotation>
                    </xsd:element>
                </xsd:sequence>
            </xsd:extension>
        </xsd:complexContent>
    </xsd:complexType>
    <xsd:complexType name="Mortgage">
        <xsd:annotation>
            <xsd:documentation xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en">A type describing a mortgage asset.</xsd:documentation>
        </xsd:annotation>
        <xsd:complexContent>
            <xsd:extension base="UnderlyingAsset">
                <xsd:sequence>
                    <xsd:choice minOccurs="0">
                        <xsd:annotation>
                            <xsd:documentation>Applicable to the case of default swaps on MBS terms. For specifying the insurer name, when applicable (when the element is not present, it signifies that the insurer is Not Applicable)</xsd:documentation>
                        </xsd:annotation>
                        <xsd:element name="insurer" type="LegalEntity"/>
                        <xsd:element name="insurerReference" type="LegalEntityReference"/>
                    </xsd:choice>
                    <xsd:group ref="BondContent.model"/>
                    <xsd:group ref="BondCalculation.model"/>
                    <xsd:element minOccurs="0" name="originalPrincipalAmount" type="xsd:decimal">
                        <xsd:annotation>
                            <xsd:documentation xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en">The initial issued amount of the mortgage obligation.</xsd:documentation>
                        </xsd:annotation>
                    </xsd:element>
                    <xsd:element minOccurs="0" name="pool" type="AssetPool">
                        <xsd:annotation>
                            <xsd:documentation xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en">The morgage pool that is underneath the mortgage obligation.</xsd:documentation>
                        </xsd:annotation>
                    </xsd:element>
                    <xsd:element minOccurs="0" name="sector" type="MortgageSector">
                        <xsd:annotation>
                            <xsd:documentation xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en">The sector classification of the mortgage obligation.</xsd:documentation>
                        </xsd:annotation>
                    </xsd:element>
                    <xsd:element minOccurs="0" name="tranche" type="xsd:token">
                        <xsd:annotation>
                            <xsd:documentation xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en">The mortgage obligation tranche that is subject to the derivative transaction.</xsd:documentation>
                        </xsd:annotation>
                    </xsd:element>
                </xsd:sequence>
            </xsd:extension>
        </xsd:complexContent>
    </xsd:complexType>
    <xsd:complexType name="MortgageSector">
        <xsd:annotation>
            <xsd:documentation xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en">A type describing the typology of mortgage obligations.</xsd:documentation>
        </xsd:annotation>
        <xsd:simpleContent>
            <xsd:extension base="xsd:normalizedString">
                <xsd:attribute default="http://www.fpml.org/coding-scheme/mortgage-sector-1-0" name="mortgageSectorScheme" type="xsd:anyURI"/>
            </xsd:extension>
        </xsd:simpleContent>
    </xsd:complexType>
    <xsd:complexType name="MutualFund">
        <xsd:complexContent>
            <xsd:extension base="UnderlyingAsset">
                <xsd:sequence>
                    <xsd:element minOccurs="0" name="openEndedFund" type="xsd:boolean">
                        <xsd:annotation>
                            <xsd:documentation xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en">Boolean indicator to specify whether the mutual fund is an open-ended mutual fund.</xsd:documentation>
                        </xsd:annotation>
                    </xsd:element>
                    <xsd:element minOccurs="0" name="fundManager" type="xsd:string">
                        <xsd:annotation>
                            <xsd:documentation xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en">Specifies the fund manager that is in charge of the fund.</xsd:documentation>
                        </xsd:annotation>
                    </xsd:element>
                </xsd:sequence>
            </xsd:extension>
        </xsd:complexContent>
    </xsd:complexType>
    <xsd:complexType name="PendingPayment">
        <xsd:annotation>
            <xsd:documentation>A structure representing a pending dividend or coupon payment.</xsd:documentation>
        </xsd:annotation>
        <xsd:sequence>
            <xsd:element name="paymentDate" type="xsd:date">
                <xsd:annotation>
                    <xsd:documentation xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en">The date that the dividend or coupon is due.</xsd:documentation>
                </xsd:annotation>
            </xsd:element>
            <xsd:element name="amount" type="Money">
                <xsd:annotation>
                    <xsd:documentation xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en">The amount of the dividend or coupon payment. Value of dividends or coupon between ex and pay date. Stock: if we are between ex-date and pay-date and the dividend is payable under the swap, then this should be the ex-div amount * # of securities. Bond: regardless of where we are vis-a-vis resets: (coupon % * face of bonds on swap * (bond day count fraction using days last coupon pay date of the bond through today).</xsd:documentation>
                </xsd:annotation>
            </xsd:element>
            <xsd:element minOccurs="0" name="accruedInterest" type="Money">
                <xsd:annotation>
                    <xsd:documentation xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en">Accrued interest on the dividend or coupon payment. When the TRS is structured to pay a dividend or coupon on reset after payable date, you may earn interest on these amounts. This field indicates the interest accrued on dividend/coupon from pay date to statement date. This will only apply to a handful of agreements where dividendss are held to the next reset AND you receive/pay interest on unpaid amounts.</xsd:documentation>
                </xsd:annotation>
            </xsd:element>
        </xsd:sequence>
    </xsd:complexType>
    <xsd:complexType name="Price">
        <xsd:annotation>
            <xsd:documentation xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en">A type describing the strike price.</xsd:documentation>
        </xsd:annotation>
        <xsd:sequence>
            <xsd:element minOccurs="0" name="commission" type="Commission">
                <xsd:annotation>
                    <xsd:documentation xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en">This optional component specifies the commission to be charged for executing the hedge transactions.</xsd:documentation>
                </xsd:annotation>
            </xsd:element>
            <xsd:choice>
                <xsd:element name="determinationMethod" type="DeterminationMethod">
                    <xsd:annotation>
                        <xsd:documentation xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en">Specifies the method according to which an amount or a date is determined.</xsd:documentation>
                    </xsd:annotation>
                </xsd:element>
                <xsd:element name="amountRelativeTo" type="AmountReference">
                    <xsd:annotation>
                        <xsd:documentation xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en">The href attribute value will be a pointer style reference to the element or component elsewhere in the document where the anchor amount is defined.</xsd:documentation>
                    </xsd:annotation>
                </xsd:element>
                <xsd:sequence>
                    <xsd:element minOccurs="0" name="grossPrice" type="ActualPrice">
                        <xsd:annotation>
                            <xsd:documentation xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en">Specifies the price of the underlyer, before commissions.</xsd:documentation>
                        </xsd:annotation>
                    </xsd:element>
                    <xsd:element name="netPrice" type="ActualPrice">
                        <xsd:annotation>
                            <xsd:documentation xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en">Specifies the price of the underlyer, net of commissions.</xsd:documentation>
                        </xsd:annotation>
                    </xsd:element>
                    <xsd:element minOccurs="0" name="accruedInterestPrice" type="xsd:decimal">
                        <xsd:annotation>
                            <xsd:documentation xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en">Specifies the accrued interest that are part of the dirty price in the case of a fixed income security or a convertible bond. Expressed in percentage of the notional.</xsd:documentation>
                        </xsd:annotation>
                    </xsd:element>
                    <xsd:element minOccurs="0" name="fxConversion" type="FxConversion">
                        <xsd:annotation>
                            <xsd:documentation xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en">Specifies the currency conversion rate that applies to an amount. This rate can either be defined elsewhere in the document (case of a quanto swap), or explicitly described through this component.</xsd:documentation>
                        </xsd:annotation>
                    </xsd:element>
                </xsd:sequence>
            </xsd:choice>
            <xsd:element minOccurs="0" name="cleanNetPrice" type="xsd:decimal">
                <xsd:annotation>
                    <xsd:documentation xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en">The net price excluding accrued interest. The &quot;Dirty Price&quot; for bonds is put in the &quot;netPrice&quot; element, which includes accrued interest. Thus netPrice - cleanNetPrice = accruedInterest. The currency and price expression for this field are the same as those for the (dirty) netPrice.</xsd:documentation>
                </xsd:annotation>
            </xsd:element>
            <xsd:element minOccurs="0" name="quotationCharacteristics" type="QuotationCharacteristics">
                <xsd:annotation>
                    <xsd:documentation>Allows information about how the price was quoted to be provided.</xsd:documentation>
                </xsd:annotation>
            </xsd:element>
        </xsd:sequence>
    </xsd:complexType>
    <xsd:complexType name="PriceQuoteUnits">
        <xsd:annotation>
            <xsd:documentation source="http://www.FpML.org" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en">The units in which a price is quoted.</xsd:documentation>
        </xsd:annotation>
        <xsd:simpleContent>
            <xsd:extension base="xsd:normalizedString">
                <xsd:attribute default="http://www.fpml.org/coding-scheme/price-quote-units-1-1" name="priceQuoteUnitsScheme" type="xsd:anyURI"/>
            </xsd:extension>
        </xsd:simpleContent>
    </xsd:complexType>
    <xsd:complexType name="QuotationCharacteristics">
        <xsd:annotation>
            <xsd:documentation xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en">A type representing a set of characteristics that describe a quotation.</xsd:documentation>
        </xsd:annotation>
        <xsd:sequence>
            <xsd:group ref="QuotationCharacteristics.model"/>
        </xsd:sequence>
    </xsd:complexType>
    <xsd:complexType name="QuoteTiming">
        <xsd:annotation>
            <xsd:documentation source="http://www.FpML.org" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en">The type of the time of the quote.</xsd:documentation>
        </xsd:annotation>
        <xsd:simpleContent>
            <xsd:extension base="xsd:normalizedString">
                <xsd:attribute default="http://www.fpml.org/coding-scheme/quote-timing-1-0" name="quoteTimingScheme" type="xsd:anyURI"/>
            </xsd:extension>
        </xsd:simpleContent>
    </xsd:complexType>
    <xsd:complexType name="RateIndex">
        <xsd:complexContent>
            <xsd:extension base="UnderlyingAsset">
                <xsd:sequence>
                    <xsd:element name="floatingRateIndex" type="FloatingRateIndex"/>
                    <xsd:element name="term" type="Interval">
                        <xsd:annotation>
                            <xsd:documentation xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en">Specifies the term of the simple swap, e.g. 5Y.</xsd:documentation>
                        </xsd:annotation>
                    </xsd:element>
                    <xsd:element minOccurs="0" name="paymentFrequency" type="Interval">
                        <xsd:annotation>
                            <xsd:documentation xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en">Specifies the frequency at which the index pays, e.g. 6M.</xsd:documentation>
                        </xsd:annotation>
                    </xsd:element>
                    <xsd:element minOccurs="0" name="dayCountFraction" type="DayCountFraction">
                        <xsd:annotation>
                            <xsd:documentation xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en">The day count basis for the index.</xsd:documentation>
                        </xsd:annotation>
                    </xsd:element>
                </xsd:sequence>
            </xsd:extension>
        </xsd:complexContent>
    </xsd:complexType>
    <xsd:complexType name="SimpleCreditDefaultSwap">
        <xsd:complexContent>
            <xsd:extension base="UnderlyingAsset">
                <xsd:sequence>
                    <xsd:group ref="CreditEntity.model">
                        <xsd:annotation>
                            <xsd:documentation xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en">The reference entity, index, etc. upon which the CDS is based.</xsd:documentation>
                        </xsd:annotation>
                    </xsd:group>
                    <xsd:element name="term" type="Interval">
                        <xsd:annotation>
                            <xsd:documentation xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en">Specifies the term of the simple CD swap, e.g. 5Y.</xsd:documentation>
                        </xsd:annotation>
                    </xsd:element>
                    <xsd:element minOccurs="0" name="paymentFrequency" type="Interval">
                        <xsd:annotation>
                            <xsd:documentation xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en">Specifies the frequency at which the swap pays, e.g. 6M.</xsd:documentation>
                        </xsd:annotation>
                    </xsd:element>
                </xsd:sequence>
            </xsd:extension>
        </xsd:complexContent>
    </xsd:complexType>
    <xsd:complexType name="SimpleFra">
        <xsd:complexContent>
            <xsd:extension base="UnderlyingAsset">
                <xsd:sequence>
                    <xsd:element name="startTerm" type="Interval">
                        <xsd:annotation>
                            <xsd:documentation xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en">Specifies the start term of the simple fra, e.g. 3M.</xsd:documentation>
                        </xsd:annotation>
                    </xsd:element>
                    <xsd:element name="endTerm" type="Interval">
                        <xsd:annotation>
                            <xsd:documentation xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en">Specifies the end term of the simple fra, e.g. 9M.</xsd:documentation>
                        </xsd:annotation>
                    </xsd:element>
                    <xsd:element minOccurs="0" name="dayCountFraction" type="DayCountFraction">
                        <xsd:annotation>
                            <xsd:documentation xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en">The day count basis for the FRA.</xsd:documentation>
                        </xsd:annotation>
                    </xsd:element>
                </xsd:sequence>
            </xsd:extension>
        </xsd:complexContent>
    </xsd:complexType>
    <xsd:complexType name="SimpleIRSwap">
        <xsd:complexContent>
            <xsd:extension base="UnderlyingAsset">
                <xsd:sequence>
                    <xsd:element name="term" type="Interval">
                        <xsd:annotation>
                            <xsd:documentation xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en">Specifies the term of the simple swap, e.g. 5Y.</xsd:documentation>
                        </xsd:annotation>
                    </xsd:element>
                    <xsd:element minOccurs="0" name="paymentFrequency" type="Interval">
                        <xsd:annotation>
                            <xsd:documentation xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en">Specifies the frequency at which the swap pays, e.g. 6M.</xsd:documentation>
                        </xsd:annotation>
                    </xsd:element>
                    <xsd:element minOccurs="0" name="dayCountFraction" type="DayCountFraction">
                        <xsd:annotation>
                            <xsd:documentation xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en">The day count basis for the swap.</xsd:documentation>
                        </xsd:annotation>
                    </xsd:element>
                </xsd:sequence>
            </xsd:extension>
        </xsd:complexContent>
    </xsd:complexType>
    <xsd:complexType name="SingleUnderlyer">
        <xsd:annotation>
            <xsd:documentation xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en">A type describing a single underlyer</xsd:documentation>
        </xsd:annotation>
        <xsd:sequence>
            <xsd:element ref="underlyingAsset"/>
            <xsd:element minOccurs="0" name="openUnits" type="xsd:decimal">
                <xsd:annotation>
                    <xsd:documentation xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en">The number of units (index or securities) that constitute the underlyer of the swap. In the case of a basket swap, this element is used to reference both the number of basket units, and the number of each asset components of the basket when these are expressed in absolute terms.</xsd:documentation>
                </xsd:annotation>
            </xsd:element>
            <xsd:element minOccurs="0" name="dividendPayout" type="DividendPayout">
                <xsd:annotation>
                    <xsd:documentation xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en">Specifies the dividend payout ratio associated with an equity underlyer. A basket swap can have different payout ratios across the various underlying constituents. In certain cases the actual ratio is not known on trade inception, and only general conditions are then specified. Users should note that FpML makes a distinction between the derivative contract and the underlyer of the contract. It would be better if the agreed dividend payout on a derivative contract was modelled at the level of the derivative contract, an approach which may be adopted in the next major version of FpML.</xsd:documentation>
                </xsd:annotation>
            </xsd:element>
            <xsd:element minOccurs="0" name="couponPayment" type="PendingPayment">
                <xsd:annotation>
                    <xsd:documentation xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en">The next upcoming coupon payment.</xsd:documentation>
                </xsd:annotation>
            </xsd:element>
        </xsd:sequence>
    </xsd:complexType>
    <xsd:complexType name="Underlyer">
        <xsd:annotation>
            <xsd:documentation xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en">A type describing the whole set of possible underlyers: single underlyers or multiple underlyers, each of these having either security or index components.</xsd:documentation>
        </xsd:annotation>
        <xsd:choice>
            <xsd:element name="singleUnderlyer" type="SingleUnderlyer">
                <xsd:annotation>
                    <xsd:documentation xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en">Describes the swap's underlyer when it has only one asset component.</xsd:documentation>
                </xsd:annotation>
            </xsd:element>
            <xsd:element name="basket" type="Basket">
                <xsd:annotation>
                    <xsd:documentation xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en">Describes the swap's underlyer when it has multiple asset components.</xsd:documentation>
                </xsd:annotation>
            </xsd:element>
        </xsd:choice>
    </xsd:complexType>
    <xsd:complexType name="UnderlyingAsset" abstract="true">
        <xsd:annotation>
            <xsd:documentation xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en">Abstract base class for all underlying assets.</xsd:documentation>
        </xsd:annotation>
        <xsd:complexContent>
            <xsd:extension base="IdentifiedAsset">
                <xsd:sequence>
                    <xsd:element minOccurs="0" name="currency" type="Currency">
                        <xsd:annotation>
                            <xsd:documentation xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en">Currency in which the underlying asset is denominated.</xsd:documentation>
                        </xsd:annotation>
                    </xsd:element>
                    <xsd:element minOccurs="0" name="exchangeId" type="ExchangeId">
                        <xsd:annotation>
                            <xsd:documentation xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en">Identification of the exchange on which this asset is transacted for the purposes of calculating a contractural payoff. The term &quot;Exchange&quot; is assumed to have the meaning as defined in the ISDA 2002 Equity Derivatives Definitions.</xsd:documentation>
                        </xsd:annotation>
                    </xsd:element>
                    <xsd:element minOccurs="0" name="clearanceSystem" type="ClearanceSystem">
                        <xsd:annotation>
                            <xsd:documentation xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en">Identification of the clearance system associated with the transaction exchange.</xsd:documentation>
                        </xsd:annotation>
                    </xsd:element>
                    <xsd:element minOccurs="0" name="definition" type="ProductReference">
                        <xsd:annotation>
                            <xsd:documentation xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en">An optional reference to a full FpML product that defines the simple product in greater detail. In case of inconsistency between the terms of the simple product and those of the detailed definition, the values in the simple product override those in the detailed definition.</xsd:documentation>
                        </xsd:annotation>
                    </xsd:element>
                </xsd:sequence>
            </xsd:extension>
        </xsd:complexContent>
    </xsd:complexType>
    <xsd:complexType name="UnderlyingAssetTranche">
        <xsd:simpleContent>
            <xsd:extension base="xsd:token">
                <xsd:attribute default="http://www.fpml.org/coding-scheme/underlying-asset-tranche" name="loanTrancheScheme" type="xsd:anyURI"/>
            </xsd:extension>
        </xsd:simpleContent>
    </xsd:complexType>
    <xsd:element name="basket" substitutionGroup="underlyingAsset" type="Basket">
        <xsd:annotation>
            <xsd:documentation xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en">Defines the underlying asset when it is a basket.</xsd:documentation>
        </xsd:annotation>
    </xsd:element>
    <xsd:element name="bond" substitutionGroup="underlyingAsset" type="Bond">
        <xsd:annotation>
            <xsd:documentation xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en">Defines the underlying asset when it is a bond.</xsd:documentation>
        </xsd:annotation>
    </xsd:element>
    <xsd:element name="cash" substitutionGroup="underlyingAsset" type="Cash">
        <xsd:annotation>
            <xsd:documentation xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en">Defines a simple underlying asset type that is a cash payment. Used for specifying discounting factors for future cash flows in the pricing and risk model.</xsd:documentation>
        </xsd:annotation>
    </xsd:element>
    <xsd:element name="convertibleBond" substitutionGroup="underlyingAsset" type="ConvertibleBond">
        <xsd:annotation>
            <xsd:documentation xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en">Defines the underlying asset when it is a convertible bond.</xsd:documentation>
        </xsd:annotation>
    </xsd:element>
    <xsd:element name="deposit" substitutionGroup="underlyingAsset" type="Deposit">
        <xsd:annotation>
            <xsd:documentation xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en">Defines a simple underlying asset that is a term deposit.</xsd:documentation>
        </xsd:annotation>
    </xsd:element>
    <xsd:element name="equity" substitutionGroup="underlyingAsset" type="EquityAsset">
        <xsd:annotation>
            <xsd:documentation xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en">Defines the underlying asset when it is a listed equity.</xsd:documentation>
        </xsd:annotation>
    </xsd:element>
    <xsd:element name="exchangeTradedFund" substitutionGroup="underlyingAsset" type="ExchangeTradedFund">
        <xsd:annotation>
            <xsd:documentation xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en">Defines the underlying asset when it is an exchange-traded fund.</xsd:documentation>
        </xsd:annotation>
    </xsd:element>
    <xsd:element name="future" substitutionGroup="underlyingAsset" type="Future">
        <xsd:annotation>
            <xsd:documentation xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en">Defines the underlying asset when it is a listed future contract.</xsd:documentation>
        </xsd:annotation>
    </xsd:element>
    <xsd:element name="fxRate" substitutionGroup="underlyingAsset" type="FxRateAsset">
        <xsd:annotation>
            <xsd:documentation xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en">Defines a simple underlying asset type that is an FX rate. Used for specifying FX rates in the pricing and risk model.</xsd:documentation>
        </xsd:annotation>
    </xsd:element>
    <xsd:element name="index" substitutionGroup="underlyingAsset" type="Index">
        <xsd:annotation>
            <xsd:documentation xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en">Defines the underlying asset when it is a financial index.</xsd:documentation>
        </xsd:annotation>
    </xsd:element>
    <xsd:element name="loan" substitutionGroup="underlyingAsset" type="Loan">
        <xsd:annotation>
            <xsd:documentation xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en">Defines a simple underlying asset that is a loan.</xsd:documentation>
        </xsd:annotation>
    </xsd:element>
    <xsd:element name="mortgage" substitutionGroup="underlyingAsset" type="Mortgage">
        <xsd:annotation>
            <xsd:documentation xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en">Defines an underlying asset that is a mortgage.</xsd:documentation>
        </xsd:annotation>
    </xsd:element>
    <xsd:element name="mutualFund" substitutionGroup="underlyingAsset" type="MutualFund">
        <xsd:annotation>
            <xsd:documentation xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en">Defines the underlying asset when it is a mutual fund.</xsd:documentation>
        </xsd:annotation>
    </xsd:element>
    <xsd:element name="rateIndex" substitutionGroup="underlyingAsset" type="RateIndex">
        <xsd:annotation>
            <xsd:documentation xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en">Defines a simple underlying asset that is an interest rate index. Used for specifying benchmark assets in the market environment in the pricing and risk model.</xsd:documentation>
        </xsd:annotation>
    </xsd:element>
    <xsd:element name="simpleCreditDefaultSwap" substitutionGroup="underlyingAsset" type="SimpleCreditDefaultSwap">
        <xsd:annotation>
            <xsd:documentation xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en">Defines a simple underlying asset that is a credit default swap.</xsd:documentation>
        </xsd:annotation>
    </xsd:element>
    <xsd:element name="simpleFra" substitutionGroup="underlyingAsset" type="SimpleFra">
        <xsd:annotation>
            <xsd:documentation xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en">Defines a simple underlying asset that is a forward rate agreement.</xsd:documentation>
        </xsd:annotation>
    </xsd:element>
    <xsd:element name="simpleIrSwap" substitutionGroup="underlyingAsset" type="SimpleIRSwap">
        <xsd:annotation>
            <xsd:documentation xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en">Defines a simple underlying asset that is a swap.</xsd:documentation>
        </xsd:annotation>
    </xsd:element>
    <xsd:element abstract="true" name="underlyingAsset" type="Asset">
        <xsd:annotation>
            <xsd:documentation xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en">Define the underlying asset when it is a listed security.</xsd:documentation>
        </xsd:annotation>
    </xsd:element>
    <xsd:group name="BasketIdentifier.model">
        <xsd:annotation>
            <xsd:documentation xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en">A group that specifies a name and an identifier for a given basket.</xsd:documentation>
        </xsd:annotation>
        <xsd:choice>
            <xsd:sequence>
                <xsd:element name="basketName" type="BasketName">
                    <xsd:annotation>
                        <xsd:documentation xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en">The name of the basket expressed as a free format string. FpML does not define usage rules for this element.</xsd:documentation>
                    </xsd:annotation>
                </xsd:element>
                <xsd:element minOccurs="0" maxOccurs="unbounded" name="basketId" type="BasketId">
                    <xsd:annotation>
                        <xsd:documentation xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en">A CDS basket identifier</xsd:documentation>
                    </xsd:annotation>
                </xsd:element>
            </xsd:sequence>
            <xsd:sequence>
                <xsd:element maxOccurs="unbounded" name="basketId" type="BasketId">
                    <xsd:annotation>
                        <xsd:documentation xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en">A CDS basket identifier</xsd:documentation>
                    </xsd:annotation>
                </xsd:element>
            </xsd:sequence>
        </xsd:choice>
    </xsd:group>
    <xsd:group name="BondCalculation.model">
        <xsd:annotation>
            <xsd:documentation xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en">A group that specifies Bond Calculation elements</xsd:documentation>
        </xsd:annotation>
        <xsd:sequence>
            <xsd:element minOccurs="0" name="paymentFrequency" type="Interval">
                <xsd:annotation>
                    <xsd:documentation xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en">Specifies the frequency at which the bond pays, e.g. 6M.</xsd:documentation>
                </xsd:annotation>
            </xsd:element>
            <xsd:element minOccurs="0" name="dayCountFraction" type="DayCountFraction">
                <xsd:annotation>
                    <xsd:documentation xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en">The day count basis for the bond.</xsd:documentation>
                </xsd:annotation>
            </xsd:element>
        </xsd:sequence>
    </xsd:group>
    <xsd:group name="BondChoice.model">
        <xsd:annotation>
            <xsd:documentation xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en">A model group which provides choices between all bond underlyers.</xsd:documentation>
        </xsd:annotation>
        <xsd:choice>
            <xsd:element ref="bond">
                <xsd:annotation>
                    <xsd:documentation xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en">A bond instrument referenced by a contract</xsd:documentation>
                </xsd:annotation>
            </xsd:element>
            <xsd:element ref="convertibleBond">
                <xsd:annotation>
                    <xsd:documentation xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en">A convertible bond instrument referenced by a contract.</xsd:documentation>
                </xsd:annotation>
            </xsd:element>
        </xsd:choice>
    </xsd:group>
    <xsd:group name="BondContent.model">
        <xsd:annotation>
            <xsd:documentation xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en">A group that specifies Bond Content elements</xsd:documentation>
        </xsd:annotation>
        <xsd:sequence>
            <xsd:choice minOccurs="0">
                <xsd:annotation>
                    <xsd:documentation xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en">Specifies the issuer name of a fixed income security or convertible bond. This name can either be explicitly stated, or specified as an href into another element of the document, such as the obligor</xsd:documentation>
                </xsd:annotation>
                <xsd:element name="issuerName" type="xsd:string"/>
                <xsd:element name="issuerPartyReference" type="PartyReference"/>
            </xsd:choice>
            <xsd:element minOccurs="0" name="seniority" type="CreditSeniority">
                <xsd:annotation>
                    <xsd:documentation xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en">The repayment precedence of a debt instrument.</xsd:documentation>
                </xsd:annotation>
            </xsd:element>
            <xsd:element minOccurs="0" name="couponType" type="CouponType">
                <xsd:annotation>
                    <xsd:documentation xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en">Specifies if the bond has a variable coupon, step-up/down coupon or a zero-coupon.</xsd:documentation>
                </xsd:annotation>
            </xsd:element>
            <xsd:element minOccurs="0" name="couponRate" type="xsd:decimal">
                <xsd:annotation>
                    <xsd:documentation xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en">Specifies the coupon rate (expressed in percentage) of a fixed income security or convertible bond.</xsd:documentation>
                </xsd:annotation>
            </xsd:element>
            <xsd:element minOccurs="0" name="maturity" type="xsd:date">
                <xsd:annotation>
                    <xsd:documentation xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en">The date when the principal amount of a security becomes due and payable.</xsd:documentation>
                </xsd:annotation>
            </xsd:element>
        </xsd:sequence>
    </xsd:group>
    <xsd:group name="CreditEntity.model">
        <xsd:annotation>
            <xsd:documentation xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en">An item which has credit characteristics that can be modeled, e.g. a firm, index, or region.</xsd:documentation>
        </xsd:annotation>
        <xsd:choice>
            <xsd:element name="referenceEntity" type="LegalEntity">
                <xsd:annotation>
                    <xsd:documentation xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en">The entity for which this is defined.</xsd:documentation>
                </xsd:annotation>
            </xsd:element>
            <xsd:element name="creditEntityReference" type="LegalEntityReference">
                <xsd:annotation>
                    <xsd:documentation xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en">An XML reference a credit entity defined elsewhere in the document.</xsd:documentation>
                </xsd:annotation>
            </xsd:element>
        </xsd:choice>
    </xsd:group>
    <xsd:group name="ExchangeIdentifier.model">
        <xsd:sequence>
            <xsd:element minOccurs="0" maxOccurs="unbounded" name="relatedExchangeId" type="ExchangeId">
                <xsd:annotation>
                    <xsd:documentation xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en">A short form unique identifier for a related exchange. If the element is not present then the exchange shall be the primary exchange on which listed futures and options on the underlying are listed. The term &quot;Exchange&quot; is assumed to have the meaning as defined in the ISDA 2002 Equity Derivatives Definitions.</xsd:documentation>
                </xsd:annotation>
            </xsd:element>
            <xsd:element minOccurs="0" maxOccurs="unbounded" name="optionsExchangeId" type="ExchangeId">
                <xsd:annotation>
                    <xsd:documentation xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en">A short form unique identifier for an exchange on which the reference option contract is listed. This is to address the case where the reference exchange for the future is different than the one for the option. The options Exchange is referenced on share options when Merger Elections are selected as Options Exchange Adjustment.</xsd:documentation>
                </xsd:annotation>
            </xsd:element>
        </xsd:sequence>
    </xsd:group>
    <xsd:group name="Quotation.model">
        <xsd:annotation>
            <xsd:documentation xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en">Some kind of numerical measure about an asset, eg. its price or NPV, together with characteristics of that measure.</xsd:documentation>
        </xsd:annotation>
        <xsd:sequence>
            <xsd:element minOccurs="0" name="value" type="xsd:decimal">
                <xsd:annotation>
                    <xsd:documentation xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en">The value of the the quotation.</xsd:documentation>
                </xsd:annotation>
            </xsd:element>
            <xsd:group ref="QuotationCharacteristics.model">
                <xsd:annotation>
                    <xsd:documentation xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en">The characteristics of the quotation.</xsd:documentation>
                </xsd:annotation>
            </xsd:group>
        </xsd:sequence>
    </xsd:group>
    <xsd:group name="QuotationCharacteristics.model">
        <xsd:annotation>
            <xsd:documentation xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en">A group collecting a set of characteristics that can be used to describe a quotation.</xsd:documentation>
        </xsd:annotation>
        <xsd:sequence>
            <xsd:element minOccurs="0" name="measureType" type="AssetMeasureType">
                <xsd:annotation>
                    <xsd:documentation xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en">The type of the value that is measured. This could be an NPV, a cash flow, a clean price, etc.</xsd:documentation>
                </xsd:annotation>
            </xsd:element>
            <xsd:element minOccurs="0" name="quoteUnits" type="PriceQuoteUnits">
                <xsd:annotation>
                    <xsd:documentation xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en">The optional units that the measure is expressed in. If not supplied, this is assumed to be a price/value in currency units.</xsd:documentation>
                </xsd:annotation>
            </xsd:element>
            <xsd:element minOccurs="0" name="side" type="QuotationSideEnum">
                <xsd:annotation>
                    <xsd:documentation xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en">The side (bid/mid/ask) of the measure.</xsd:documentation>
                </xsd:annotation>
            </xsd:element>
            <xsd:element minOccurs="0" name="currency" type="Currency">
                <xsd:annotation>
                    <xsd:documentation xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en">The optional currency that the measure is expressed in. If not supplied, this is defaulted from the reportingCurrency in the valuationScenarioDefinition.</xsd:documentation>
                </xsd:annotation>
            </xsd:element>
            <xsd:element minOccurs="0" name="timing" type="QuoteTiming">
                <xsd:annotation>
                    <xsd:documentation xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en">When during a day the quote is for. Typically, if this element is supplied, the QuoteLocation needs also to be supplied.</xsd:documentation>
                </xsd:annotation>
            </xsd:element>
            <xsd:group minOccurs="0" ref="QuoteLocation.model">
                <xsd:annotation>
                    <xsd:documentation xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en">Where the quote is from.</xsd:documentation>
                </xsd:annotation>
            </xsd:group>
            <xsd:element minOccurs="0" maxOccurs="unbounded" name="informationSource" type="InformationSource">
                <xsd:annotation>
                    <xsd:documentation xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en">The information source where a published or displayed market rate will be obtained, e.g. Telerate Page 3750.</xsd:documentation>
                </xsd:annotation>
            </xsd:element>
            <xsd:element minOccurs="0" name="time" type="xsd:dateTime">
                <xsd:annotation>
                    <xsd:documentation xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en">When the quote was observed or derived.</xsd:documentation>
                </xsd:annotation>
            </xsd:element>
            <xsd:element minOccurs="0" name="valuationDate" type="xsd:date">
                <xsd:annotation>
                    <xsd:documentation xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en">When the quote was computed.</xsd:documentation>
                </xsd:annotation>
            </xsd:element>
            <xsd:element minOccurs="0" name="expiryTime" type="xsd:dateTime">
                <xsd:annotation>
                    <xsd:documentation xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en">When does the quote cease to be valid.</xsd:documentation>
                </xsd:annotation>
            </xsd:element>
            <xsd:element minOccurs="0" name="cashflowType" type="CashflowType">
                <xsd:annotation>
                    <xsd:documentation xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en">For cash flows, the type of the cash flows. Examples include: Coupon payment, Premium Fee, Settlement Fee, Brokerage Fee, etc.</xsd:documentation>
                </xsd:annotation>
            </xsd:element>
        </xsd:sequence>
    </xsd:group>
    <xsd:group name="QuoteLocation.model">
        <xsd:annotation>
            <xsd:documentation xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en">A group describing where a quote was or will be obtained, e.g. observed or calculated.</xsd:documentation>
        </xsd:annotation>
        <xsd:choice>
            <xsd:element name="businessCenter" type="BusinessCenter">
                <xsd:annotation>
                    <xsd:documentation xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en">A city or other business center.</xsd:documentation>
                </xsd:annotation>
            </xsd:element>
            <xsd:element name="exchangeId" type="ExchangeId">
                <xsd:annotation>
                    <xsd:documentation xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en">The exchange (e.g. stock or futures exchange) from which the quote is obtained.</xsd:documentation>
                </xsd:annotation>
            </xsd:element>
        </xsd:choice>
    </xsd:group>
</xsd:schema>