<xsd:complexType name="FxFlexibleForward">
<xsd:annotation>
<xsd:documentation xml:lang="en">Product model for a flexible-term fx forward (also known as callable forward, window forward). This is a term forward transaction over a specific period, allowing the client full flexibility on the timing of the transactional flow(s). The product allows for (full or partial) execution at a predetermined forward rate, at any time between the start date and the expiry date. Although, the product is an outright, it has some option-like characteristics, leading to the use of option components in the model: (i) the BuyerSeller model expresses the roles of the parties in the overall transaction - the client "buys" the product (ii) the PutCallCurrency model expresses the buyer's perspective on the exchanged currencies i.e. the client may buy (call) or sell (put) the notional currency for the alternative currency.</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="Product">
<xsd:sequence>
<xsd:group ref="BuyerSeller.model" />
<xsd:group ref="PutCallCurrency.model">
<xsd:annotation>
<xsd:documentation xml:lang="en">A model defining the currencies exchanged by the parties to an option.</xsd:documentation>
</xsd:annotation>
</xsd:group>
<xsd:sequence>
<xsd:element name="notionalAmount" type="NonNegativeMoney">
<xsd:annotation>
<xsd:documentation xml:lang="en">The aggregate notional amount which will be exchanged, possibly as multiple partial executions, during the course of the execution period. Any residual notional which remains unexchanged at the expiry date will automatically be executed at the applicable exchange rate (strike).</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="minimumExecutionAmount" type="PositiveMoney" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">The minimum notional amount which must be executed in any single transaction.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="settlementAmount" type="NonNegativeMoney" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">The total amount of settlement currency that will be paid over the life of the trade if calculable. The Settlement Amount element is a synonym for Contra Amount.</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
<xsd:element name="executionPeriodDates" type="FxFlexibleForwardExecutionPeriod">
<xsd:annotation>
<xsd:documentation xml:lang="en">The period during which the client has the right to execute a transaction, on any business day defined by reference to the specified business centers, subject to the constraints of the minimum execution amount and aggregate total notional amount. * Period dates are inclusive i.e. the expiry date is the final date on which execution may occur.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:sequence minOccurs="0">
<xsd:element name="earliestExecutionTime" type="BusinessCenterTime" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">The earliest time of day at the specified business center, at which the client may execute a transaction.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="latestExecutionTime" type="BusinessCenterTime" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">The latest time of day at the specified business center, at which the client may execute a transaction.</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
<xsd:element name="settlementDateOffset" type="RelativeDateOffset" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">The date on which delivery of the transacted currency amounts will occur, expressed as an offset from the execution date. * This property is optional in the schema, allowing it to be omitted by systems which do not support it; however this information would be expected in contractual documentation (e.g. termsheet, confirmation).</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="finalSettlementDate" type="xsd:date" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">The final date for settlement. This is the date on which any residual exchange amount will be delivered. * This is an adjusted date i.e. a good business day for delivery in the location(s) specified in executionPeriodDates /businessCenters</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="forwardRate" type="FxFlexibleForwardRate">
<xsd:annotation>
<xsd:documentation xml:lang="en">Definition of the forward exchange rate for transactions executed during the execution period.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="additionalPayment" type="Payment" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">Fee paid by the client at inception (analagous to an option premium).</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
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XSD Schema Diagram:
