<xsd:complexType name="EquitySwapValuation">
<xsd:annotation>
<xsd:documentation xml:lang="en">A type describing the initial and final valuation of the equity underlyer.</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element name="initialPrice">
<xsd:annotation>
<xsd:documentation xml:lang="en">Specifies the initial reference price of the equity underlyer. This price can be expressed either as an actual amount/currency, as a determination method, or by reference to another value specified in the swap document.</xsd:documentation>
</xsd:annotation>
<xsd:complexType>
<xsd:complexContent>
<xsd:extension base="Price">
<xsd:sequence>
<xsd:element name="valuationTimeType" type="TimeTypeEnum" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">The time of day at which the calculation agent values the underlying, for example the official closing time of the exchange.</xsd:documentation>
<xsd:documentation xml:lang="de">Tageszeit, zu der die Berechnungsstelle den Basiswert bewertet, zum Beispiel der offizielle Börsenschluss.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="valuationTime" type="BusinessCenterTime" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">The specific time of day at which the calculation agent values the underlying.</xsd:documentation>
<xsd:documentation xml:lang="de">Genaue Tageszeit, zu der die Bewertungsstelle den Basiswert bewertet.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="equityValuationDate" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">Specifies the valuation date of the equity underlyer.</xsd:documentation>
</xsd:annotation>
<xsd:complexType>
<xsd:choice>
<xsd:element name="adjustableDate" type="AdjustableDate">
<xsd:annotation>
<xsd:documentation xml:lang="en">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: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:choice>
<xsd:attribute name="id" type="xsd:ID" />
</xsd:complexType>
</xsd:element>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
</xsd:element>
<xsd:element name="equityNotionalReset" type="xsd:boolean">
<xsd:annotation>
<xsd:documentation xml:lang="en">The term "Equity Notional Reset" is assumed to have the meaning as defined in the ISDA 2002 Equity Derivatives Definitions. The reference to the ISDA definition is either "Applicable" or 'Inapplicable".</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="valuationPriceInterim" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">Specifies the interim valuation price of the equity underlyer. This price can be expressed either as an actual amount/currency, as a determination method, or by reference to another value specified in the swap document.</xsd:documentation>
</xsd:annotation>
<xsd:complexType>
<xsd:complexContent>
<xsd:extension base="Price">
<xsd:sequence>
<xsd:element name="valuationTimeType" type="TimeTypeEnum">
<xsd:annotation>
<xsd:documentation xml:lang="en">The time of day at which the calculation agent values the underlying, for example the official closing time of the exchange.</xsd:documentation>
<xsd:documentation xml:lang="de">Tageszeit, zu der die Berechnungsstelle den Basiswert bewertet, zum Beispiel der offizielle Börsenschluss.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="valuationTime" type="BusinessCenterTime" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">The specific time of day at which the calculation agent values the underlying.</xsd:documentation>
<xsd:documentation xml:lang="de">Genaue Tageszeit, zu der die Bewertungsstelle den Basiswert bewertet.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="equityValuationDates" type="AdjustableRelativeOrPeriodicDates">
<xsd:annotation>
<xsd:documentation xml:lang="en">Specifies the interim equity valuation dates of the swap.</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
</xsd:element>
<xsd:element name="valuationPriceFinal">
<xsd:annotation>
<xsd:documentation xml:lang="en">Specifies the final valuation price of the equity underlyer. This price can be expressed either as an actual amount/currency, as a determination method, or by reference to another value specified in the swap document.</xsd:documentation>
</xsd:annotation>
<xsd:complexType>
<xsd:complexContent>
<xsd:extension base="Price">
<xsd:sequence>
<xsd:element name="valuationTimeType" type="TimeTypeEnum" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">The time of day at which the calculation agent values the underlying, for example the official closing time of the exchange.</xsd:documentation>
<xsd:documentation xml:lang="de">Tageszeit, zu der die Berechnungsstelle den Basiswert bewertet, zum Beispiel der offizielle Börsenschluss.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="valuationTime" type="BusinessCenterTime" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">The specific time of day at which the calculation agent values the underlying.</xsd:documentation>
<xsd:documentation xml:lang="de">Genaue Tageszeit, zu der die Bewertungsstelle den Basiswert bewertet.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="equityValuationDate">
<xsd:annotation>
<xsd:documentation xml:lang="en">Specifies the valuation date of the equity underlyer. In the few cases where it will be defined in relation to a date specified somewhere else in the document (through the relativeDateSequence component), this element will typically refer to the payment date and substract a day lag corresponding to the settlement cycle of the underlyer.</xsd:documentation>
</xsd:annotation>
<xsd:complexType>
<xsd:choice>
<xsd:element name="adjustableDate" type="AdjustableDate">
<xsd:annotation>
<xsd:documentation xml:lang="en">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:element>
<xsd:element name="relativeDateSequence" type="RelativeDateSequence">
<xsd:annotation>
<xsd:documentation xml:lang="en">A date specified in relation to some other date defined in the document (the anchor date), where there is the opportunity to specify a combination of offset rules. This component will typically be used for defining the valuation date in relation to the payment date, as both the currency and the exchange holiday calendars need to be considered.</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:choice>
<xsd:attribute name="id" type="xsd:ID" />
</xsd:complexType>
</xsd:element>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
</xsd:element>
<xsd:element name="equityPaymentDates" type="EquityPaymentDates">
<xsd:annotation>
<xsd:documentation xml:lang="en">Specifies the equity payment dates of the swap.</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:complexType>
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XSD Schema Diagram:
