<xsd:schema xmlns:xsd="http://www.w3.org/2001/XMLSchema" xmlns:ecore="http://www.eclipse.org/emf/2002/Ecore" xmlns:fpml-annotation="http://www.fpml.org/annotation" 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: 2527 $" >
    <xsd:include schemaLocation="fpml-eq-shared-5-0.xsd"/>
    <xsd:complexType name="VarianceAmount">
        <xsd:annotation>
            <xsd:documentation xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en">Calculation of a Variance Amount.</xsd:documentation>
        </xsd:annotation>
        <xsd:complexContent>
            <xsd:extension base="CalculatedAmount">
                <xsd:sequence>
                    <xsd:element name="variance" type="Variance">
                        <xsd:annotation>
                            <xsd:documentation xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en">Specifies Variance.</xsd:documentation>
                        </xsd:annotation>
                    </xsd:element>
                </xsd:sequence>
            </xsd:extension>
        </xsd:complexContent>
    </xsd:complexType>
    <xsd:complexType name="VarianceLeg">
        <xsd:annotation>
            <xsd:documentation xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en">A type describing return which is driven by a Variance Calculation.</xsd:documentation>
        </xsd:annotation>
        <xsd:complexContent>
            <xsd:extension base="DirectionalLegUnderlyerValuation">
                <xsd:sequence>
                    <xsd:element name="amount" type="VarianceAmount">
                        <xsd:annotation>
                            <xsd:documentation xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en">Specifies, in relation to each Equity Payment Date, the amount to which the Equity Payment Date relates. Unless otherwise specified, this term has the meaning 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="VarianceSwap">
        <xsd:annotation>
            <xsd:documentation xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en">A Variance Swap modelled using a single netted leg.</xsd:documentation>
        </xsd:annotation>
        <xsd:complexContent>
            <xsd:extension base="NettedSwapBase">
                <xsd:sequence>
                    <xsd:element name="varianceLeg" type="VarianceLeg">
                        <xsd:annotation>
                            <xsd:documentation xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en">Variance Leg.</xsd:documentation>
                        </xsd:annotation>
                    </xsd:element>
                </xsd:sequence>
            </xsd:extension>
        </xsd:complexContent>
    </xsd:complexType>
    <xsd:complexType name="VarianceSwapOption">
        <xsd:annotation>
            <xsd:documentation xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en">An Option on a Variance Swap.</xsd:documentation>
        </xsd:annotation>
        <xsd:complexContent>
            <xsd:extension base="OptionBaseExtended">
                <xsd:sequence>
                    <xsd:element name="strike" type="OptionNumericStrike">
                        <xsd:annotation>
                            <xsd:documentation xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en">Strike of the Variance Swap Option.</xsd:documentation>
                        </xsd:annotation>
                    </xsd:element>
                    <xsd:element name="varianceSwap" type="VarianceSwap">
                        <xsd:annotation>
                            <xsd:documentation xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en">Variance Swap which is the underlyer of this Option.</xsd:documentation>
                        </xsd:annotation>
                    </xsd:element>
                </xsd:sequence>
            </xsd:extension>
        </xsd:complexContent>
    </xsd:complexType>
    <xsd:element name="varianceSwap" substitutionGroup="product" type="VarianceSwap">
        <xsd:annotation>
            <xsd:documentation xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en">Specifies the structure of a variance swap.</xsd:documentation>
        </xsd:annotation>
    </xsd:element>
    <xsd:element name="varianceSwapOption" substitutionGroup="product" type="VarianceSwapOption">
        <xsd:annotation>
            <xsd:documentation xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en">Specifies the structure of a variance swap option.</xsd:documentation>
        </xsd:annotation>
    </xsd:element>
</xsd:schema>