Schema Name: fpml-cd-5-9.xsd
Target Namespace: http://www.fpml.org/FpML-5/transparency
Collapse XSD Schema Code:

<!-- 
  == Copyright (c) 2002-2017 All rights reserved. 
  == Financial Products Markup Language is subject to the FpML public license. 
  == A copy of this license is available at http://www.fpml.org/license/license.html
-->
<xsd:schema xmlns:xsd="http://www.w3.org/2001/XMLSchema" xmlns:ecore="http://www.eclipse.org/emf/2002/Ecore" xmlns="http://www.fpml.org/FpML-5/transparency" xmlns:fpml-annotation="http://www.fpml.org/annotation" targetNamespace="http://www.fpml.org/FpML-5/transparency" ecore:documentRoot="FpML" ecore:nsPrefix="trnsp" ecore:package="org.fpml.transparency" version="$Revision: 12669 $" elementFormDefault="qualified" attributeFormDefault="unqualified">
  <xsd:include schemaLocation="fpml-option-shared-5-9.xsd" />
  <xsd:complexType name="BasketReferenceInformation">
    <xsd:annotation>
      <xsd:documentation xml:lang="en">CDS Basket Reference Information</xsd:documentation>
    </xsd:annotation>
    <xsd:sequence>
      <xsd:group ref="BasketIdentifier.model" minOccurs="0">
        <xsd:annotation>
          <xsd:documentation 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 name="referencePool" type="ReferencePool" minOccurs="0">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">This element contains all the reference pool items to define the reference entity and reference obligation(s) in the basket</xsd:documentation>
        </xsd:annotation>
      </xsd:element>
      <xsd:choice minOccurs="0">
        <xsd:sequence>
          <xsd:element name="nthToDefault" type="xsd:positiveInteger" minOccurs="0">
            <xsd:annotation>
              <xsd:documentation xml:lang="en">N th reference obligation to default triggers payout.</xsd:documentation>
            </xsd:annotation>
          </xsd:element>
          <xsd:element name="mthToDefault" type="xsd:positiveInteger" minOccurs="0">
            <xsd:annotation>
              <xsd:documentation xml:lang="en">M th reference obligation to default to allow representation of N th to M th defaults.</xsd:documentation>
            </xsd:annotation>
          </xsd:element>
        </xsd:sequence>
        <xsd:element name="tranche" type="Tranche">
          <xsd:annotation>
            <xsd:documentation xml:lang="en">This element contains CDS tranche terms.</xsd:documentation>
          </xsd:annotation>
        </xsd:element>
      </xsd:choice>
    </xsd:sequence>
  </xsd:complexType>
  <xsd:complexType name="CreditDefaultSwap">
    <xsd:complexContent>
      <xsd:extension base="Product">
        <xsd:sequence>
          <xsd:element name="generalTerms" type="GeneralTerms">
            <xsd:annotation>
              <xsd:documentation xml:lang="en">This element contains all the data that appears in the section entitled "1. General Terms" in the 2003 ISDA Credit Derivatives Confirmation.</xsd:documentation>
            </xsd:annotation>
          </xsd:element>
          <xsd:element name="feeLeg" type="FeeLeg">
            <xsd:annotation>
              <xsd:documentation xml:lang="en">This element contains all the terms relevant to defining the fixed amounts/payments per the applicable ISDA definitions.</xsd:documentation>
            </xsd:annotation>
          </xsd:element>
          <xsd:element name="protectionTerms" type="ProtectionTerms" maxOccurs="unbounded">
            <xsd:annotation>
              <xsd:documentation xml:lang="en">This element contains all the terms relevant to defining the applicable floating rate payer calculation amount, credit events and associated conditions to settlement, and reference obligations.</xsd:documentation>
            </xsd:annotation>
          </xsd:element>
        </xsd:sequence>
      </xsd:extension>
    </xsd:complexContent>
  </xsd:complexType>
  <xsd:complexType name="CreditDefaultSwapOption">
    <xsd:annotation>
      <xsd:documentation xml:lang="en">A complex type to support the credit default swap option.</xsd:documentation>
    </xsd:annotation>
    <xsd:complexContent>
      <xsd:extension base="OptionBaseExtended">
        <xsd:sequence>
          <xsd:element name="strike" type="CreditOptionStrike">
            <xsd:annotation>
              <xsd:documentation xml:lang="en">Specifies the strike of the option on credit default swap.</xsd:documentation>
            </xsd:annotation>
          </xsd:element>
          <xsd:element name="creditDefaultSwap" type="LimitedCreditDefaultSwap" />
        </xsd:sequence>
      </xsd:extension>
    </xsd:complexContent>
  </xsd:complexType>
  <xsd:complexType name="CreditOptionStrike">
    <xsd:annotation>
      <xsd:documentation xml:lang="en">A complex type to specify the strike of a credit swaption or a credit default swap option.</xsd:documentation>
    </xsd:annotation>
    <xsd:choice>
      <xsd:element name="spread" type="xsd:decimal">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">The strike of a credit default swap option or credit swaption when expressed as a spread per annum.</xsd:documentation>
        </xsd:annotation>
      </xsd:element>
      <xsd:element name="price" type="xsd:decimal">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">The strike of a credit default swap option or credit swaption when expressed as in reference to the price of the underlying obligation(s) or index.</xsd:documentation>
        </xsd:annotation>
      </xsd:element>
      <xsd:element name="strikeReference" type="FixedRateReference">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">The strike of a credit default swap option or credit swaption when expressed in reference to the spread of the underlying swap (typical practice in the case of single name swaps).</xsd:documentation>
        </xsd:annotation>
      </xsd:element>
    </xsd:choice>
  </xsd:complexType>
  <xsd:complexType name="EntityType">
    <xsd:annotation>
      <xsd:documentation xml:lang="en">Defines a coding scheme of the entity types defined in the ISDA First to Default documentation.</xsd:documentation>
    </xsd:annotation>
    <xsd:simpleContent>
      <xsd:extension base="Scheme">
        <xsd:attribute name="entityTypeScheme" type="NonEmptyURI" default="http://www.fpml.org/coding-scheme/entity-type" />
      </xsd:extension>
    </xsd:simpleContent>
  </xsd:complexType>
  <xsd:complexType name="FeeLeg">
    <xsd:complexContent>
      <xsd:extension base="Leg">
        <xsd:sequence>
          <xsd:choice>
            <xsd:choice>
              <xsd:sequence>
                <xsd:element name="initialPayment" type="InitialPayment">
                  <xsd:annotation>
                    <xsd:documentation xml:lang="en">Specifies a single fixed payment that is payable by the payer to the receiver on the initial payment date. The fixed payment to be paid is specified in terms of a known currency amount. This element should be used for CDS Index trades, Standard CDS trades, and can be used for CDS trades where it is necessary to represent a payment from Seller to Buyer. For CDS trades where a payment is to be made from Buyer to Seller the feeLeg/singlePayment structure must be used.</xsd:documentation>
                  </xsd:annotation>
                </xsd:element>
                <xsd:element name="periodicPayment" type="PeriodicPayment" minOccurs="0">
                  <xsd:annotation>
                    <xsd:documentation xml:lang="en">Specifies a periodic schedule of fixed amounts that are payable by the buyer to the seller on the fixed rate payer payment dates. The fixed amount to be paid on each payment date can be specified in terms of a known currency amount or as an amount calculated on a formula basis by reference to a per annum fixed rate. The applicable business day convention and business day for adjusting any fixed rate payer payment date if it would otherwise fall on a day that is not a business day are those specified in the dateAdjustments element within the generalTerms component. ISDA 2003 Term:</xsd:documentation>
                  </xsd:annotation>
                </xsd:element>
              </xsd:sequence>
              <xsd:sequence>
                <xsd:element name="singlePayment" type="SinglePayment" maxOccurs="unbounded">
                  <xsd:annotation>
                    <xsd:documentation xml:lang="en">Specifies a single fixed amount that is payable by the buyer to the seller on the fixed rate payer payment date. The fixed amount to be paid is specified in terms of a known currency amount.</xsd:documentation>
                  </xsd:annotation>
                </xsd:element>
                <xsd:element name="periodicPayment" type="PeriodicPayment" minOccurs="0">
                  <xsd:annotation>
                    <xsd:documentation xml:lang="en">Specifies a periodic schedule of fixed amounts that are payable by the buyer to the seller on the fixed rate payer payment dates. The fixed amount to be paid on each payment date can be specified in terms of a known currency amount or as an amount calculated on a formula basis by reference to a per annum fixed rate. The applicable business day convention and business day for adjusting any fixed rate payer payment date if it would otherwise fall on a day that is not a business day are those specified in the dateAdjustments element within the generalTerms component. ISDA 2003 Term:</xsd:documentation>
                  </xsd:annotation>
                </xsd:element>
              </xsd:sequence>
            </xsd:choice>
            <xsd:element name="periodicPayment" type="PeriodicPayment">
              <xsd:annotation>
                <xsd:documentation xml:lang="en">Specifies a periodic schedule of fixed amounts that are payable by the buyer to the seller on the fixed rate payer payment dates. The fixed amount to be paid on each payment date can be specified in terms of a known currency amount or as an amount calculated on a formula basis by reference to a per annum fixed rate. The applicable business day convention and business day for adjusting any fixed rate payer payment date if it would otherwise fall on a day that is not a business day are those specified in the dateAdjustments element within the generalTerms component. ISDA 2003 Term:</xsd:documentation>
              </xsd:annotation>
            </xsd:element>
          </xsd:choice>
        </xsd:sequence>
      </xsd:extension>
    </xsd:complexContent>
  </xsd:complexType>
  <xsd:complexType name="FixedAmountCalculation">
    <xsd:sequence>
      <xsd:element name="fixedRate" type="FixedRate">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">The calculation period fixed rate. A per annum rate, expressed as a decimal. A fixed rate of 5% would be represented as 0.05.</xsd:documentation>
        </xsd:annotation>
      </xsd:element>
      <xsd:element name="dayCountFraction" type="DayCountFraction" minOccurs="0">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">The day count fraction. ISDA 2003 Term: Fixed Rate Day Count Fraction.</xsd:documentation>
        </xsd:annotation>
      </xsd:element>
    </xsd:sequence>
  </xsd:complexType>
  <xsd:complexType name="FixedRate">
    <xsd:annotation>
      <xsd:documentation xml:lang="en">The calculation period fixed rate. A per annum rate, expressed as a decimal. A fixed rate of 5% would be represented as 0.05.</xsd:documentation>
    </xsd:annotation>
    <xsd:simpleContent>
      <xsd:extension base="xsd:decimal">
        <xsd:attribute name="id" type="xsd:ID" use="optional" />
      </xsd:extension>
    </xsd:simpleContent>
  </xsd:complexType>
  <xsd:complexType name="FixedRateReference">
    <xsd:complexContent>
      <xsd:extension base="Reference">
        <xsd:attribute name="href" type="xsd:IDREF" use="required" ecore:reference="FixedRate" />
      </xsd:extension>
    </xsd:complexContent>
  </xsd:complexType>
  <xsd:complexType name="FloatingAmountCalculation">
    <xsd:sequence>
      <xsd:element name="floatingRate" type="FloatingRateCalculation">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">The calculation period floating rate.</xsd:documentation>
        </xsd:annotation>
      </xsd:element>
      <xsd:element name="dayCountFraction" type="DayCountFraction" minOccurs="0">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">The day count fraction. ISDA 2003 Term: Fixed Rate Day Count Fraction.</xsd:documentation>
        </xsd:annotation>
      </xsd:element>
      <xsd:element name="initialFixingDate" type="xsd:date" minOccurs="0" />
      <xsd:element name="finalFixingDate" type="AdjustableDate" minOccurs="0" />
    </xsd:sequence>
  </xsd:complexType>
  <xsd:complexType name="GeneralTerms">
    <xsd:sequence>
      <xsd:element name="effectiveDate" type="AdjustableDate2">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">The first day of the term of the trade. This day may be subject to adjustment in accordance with a business day convention. ISDA 2003 Term: Effective Date.</xsd:documentation>
        </xsd:annotation>
      </xsd:element>
      <xsd:element name="scheduledTerminationDate" type="AdjustableDate2">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">The scheduled date on which the credit protection will lapse. This day may be subject to adjustment in accordance with a business day convention. ISDA 2003 Term: Scheduled Termination Date.</xsd:documentation>
        </xsd:annotation>
      </xsd:element>
      <xsd:choice>
        <xsd:element name="referenceInformation" type="ReferenceInformation">
          <xsd:annotation>
            <xsd:documentation xml:lang="en">This element contains all the terms relevant to defining the reference entity and reference obligation(s).</xsd:documentation>
          </xsd:annotation>
        </xsd:element>
        <xsd:element name="indexReferenceInformation" type="IndexReferenceInformation">
          <xsd:annotation>
            <xsd:documentation xml:lang="en">This element contains all the terms relevant to defining the Credit DefaultSwap Index.</xsd:documentation>
          </xsd:annotation>
        </xsd:element>
        <xsd:element name="basketReferenceInformation" type="BasketReferenceInformation">
          <xsd:annotation>
            <xsd:documentation xml:lang="en">This element contains all the terms relevant to defining the Credit Default Swap Basket.</xsd:documentation>
          </xsd:annotation>
        </xsd:element>
      </xsd:choice>
    </xsd:sequence>
  </xsd:complexType>
  <xsd:complexType name="IndexId">
    <xsd:simpleContent>
      <xsd:extension base="NonEmptyScheme">
        <xsd:attribute name="indexIdScheme" type="NonEmptyURI" />
      </xsd:extension>
    </xsd:simpleContent>
  </xsd:complexType>
  <xsd:complexType name="IndexName">
    <xsd:simpleContent>
      <xsd:extension base="NonEmptyScheme">
        <xsd:attribute name="indexNameScheme" type="NonEmptyURI" />
      </xsd:extension>
    </xsd:simpleContent>
  </xsd:complexType>
  <xsd:complexType name="IndexReferenceInformation">
    <xsd:annotation>
      <xsd:documentation xml:lang="en">A type defining a Credit Default Swap Index.</xsd:documentation>
    </xsd:annotation>
    <xsd:sequence>
      <xsd:choice minOccurs="0">
        <xsd:sequence>
          <xsd:element name="indexName" type="IndexName">
            <xsd:annotation>
              <xsd:documentation xml:lang="en">The name of the index expressed as a free format string. FpML does not define usage rules for this element.</xsd:documentation>
            </xsd:annotation>
          </xsd:element>
          <xsd:element name="indexId" type="IndexId" minOccurs="0" maxOccurs="unbounded">
            <xsd:annotation>
              <xsd:documentation xml:lang="en">A CDS index identifier (e.g. RED pair code).</xsd:documentation>
            </xsd:annotation>
          </xsd:element>
        </xsd:sequence>
        <xsd:sequence>
          <xsd:element name="indexId" type="IndexId" maxOccurs="unbounded">
            <xsd:annotation>
              <xsd:documentation xml:lang="en">A CDS index identifier (e.g. RED pair code).</xsd:documentation>
            </xsd:annotation>
          </xsd:element>
        </xsd:sequence>
      </xsd:choice>
      <xsd:element name="tranche" type="Tranche" minOccurs="0">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">This element contains CDS tranche terms.</xsd:documentation>
        </xsd:annotation>
      </xsd:element>
    </xsd:sequence>
    <xsd:attribute name="id" type="xsd:ID" />
  </xsd:complexType>
  <xsd:complexType name="InitialPayment">
    <xsd:complexContent>
      <xsd:extension base="PaymentBase">
        <xsd:sequence>
          <xsd:element name="paymentAmount" type="Money">
            <xsd:annotation>
              <xsd:documentation xml:lang="en">A fixed payment amount.</xsd:documentation>
            </xsd:annotation>
          </xsd:element>
        </xsd:sequence>
      </xsd:extension>
    </xsd:complexContent>
  </xsd:complexType>
  <xsd:complexType name="LimitedCreditDefaultSwap">
    <xsd:annotation>
      <xsd:documentation xml:lang="en">A limited version of the CDS type used as an underlyer to CDS options in Transparency view, to avoid requiring product type etc.</xsd:documentation>
    </xsd:annotation>
    <xsd:sequence>
      <xsd:element name="generalTerms" type="GeneralTerms">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">This element contains all the data that appears in the section entitled "1. General Terms" in the 2003 ISDA Credit Derivatives Confirmation.</xsd:documentation>
        </xsd:annotation>
      </xsd:element>
      <xsd:element name="feeLeg" type="FeeLeg">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">This element contains all the terms relevant to defining the fixed amounts/payments per the applicable ISDA definitions.</xsd:documentation>
        </xsd:annotation>
      </xsd:element>
      <xsd:element name="protectionTerms" type="ProtectionTerms" maxOccurs="unbounded">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">This element contains all the terms relevant to defining the applicable floating rate payer calculation amount, credit events and associated conditions to settlement, and reference obligations.</xsd:documentation>
        </xsd:annotation>
      </xsd:element>
    </xsd:sequence>
  </xsd:complexType>
  <xsd:complexType name="PeriodicPayment">
    <xsd:complexContent>
      <xsd:extension base="PaymentBase">
        <xsd:sequence>
          <xsd:element name="paymentFrequency" type="Period" minOccurs="0">
            <xsd:annotation>
              <xsd:documentation xml:lang="en">The time interval between regular fixed rate payer payment dates.</xsd:documentation>
            </xsd:annotation>
          </xsd:element>
          <xsd:choice>
            <xsd:element name="fixedAmount" type="Money">
              <xsd:annotation>
                <xsd:documentation xml:lang="en">A fixed payment amount. ISDA 2003 Term: Fixed Amount</xsd:documentation>
              </xsd:annotation>
            </xsd:element>
            <xsd:element name="fixedAmountCalculation" type="FixedAmountCalculation">
              <xsd:annotation>
                <xsd:documentation xml:lang="en">This element contains all the terms relevant to calculating a fixed amount where the fixed amount is calculated by reference to a per annum fixed rate. There is no corresponding ISDA 2003 Term. The equivalent is Sec 5.1 "Calculation of Fixed Amount" but this in itself is not a defined Term.</xsd:documentation>
              </xsd:annotation>
            </xsd:element>
            <xsd:element name="floatingAmountCalculation" type="FloatingAmountCalculation" />
          </xsd:choice>
        </xsd:sequence>
      </xsd:extension>
    </xsd:complexContent>
  </xsd:complexType>
  <xsd:complexType name="ProtectionTerms">
    <xsd:sequence>
      <xsd:element name="calculationAmount" type="Money">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">The notional amount of protection coverage. ISDA 2003 Term: Floating Rate Payer Calculation Amount</xsd:documentation>
        </xsd:annotation>
      </xsd:element>
      <xsd:element name="creditEvents" type="CreditEvents" minOccurs="0">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">This element contains all the ISDA terms relating to credit events.</xsd:documentation>
        </xsd:annotation>
      </xsd:element>
    </xsd:sequence>
    <xsd:attribute name="id" type="xsd:ID" use="optional" />
  </xsd:complexType>
  <xsd:complexType name="ReferenceInformation">
    <xsd:sequence>
      <xsd:element name="referenceEntity" type="LegalEntity">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">The corporate or sovereign entity on which you are buying or selling protection and any successor that assumes all or substantially all of its contractual and other obligations. It is vital to use the correct legal name of the entity and to be careful not to choose a subsidiary if you really want to trade protection on a parent company. Please note, Reference Entities cannot be senior or subordinated. It is the obligations of the Reference Entities that can be senior or subordinated. ISDA 2003 Term: Reference Entity</xsd:documentation>
        </xsd:annotation>
      </xsd:element>
      <xsd:choice minOccurs="0">
        <xsd:element name="referenceObligation" type="ReferenceObligation" maxOccurs="unbounded">
          <xsd:annotation>
            <xsd:documentation xml:lang="en">The Reference Obligation is a financial instrument that is either issued or guaranteed by the reference entity. It serves to clarify the precise reference entity protection is being offered upon, and its legal position with regard to other related firms (parents/subsidiaries). Furthermore the Reference Obligation is ALWAYS deliverable and establishes the Pari Passu ranking (as the deliverable bonds must rank equal to the reference obligation). ISDA 2003 Term: Reference Obligation</xsd:documentation>
          </xsd:annotation>
        </xsd:element>
        <xsd:element name="noReferenceObligation" type="xsd:boolean">
          <xsd:annotation>
            <xsd:documentation xml:lang="en">Used to indicate that there is no Reference Obligation associated with this Credit Default Swap and that there will never be one.</xsd:documentation>
          </xsd:annotation>
        </xsd:element>
        <xsd:element name="unknownReferenceObligation" type="xsd:boolean">
          <xsd:annotation>
            <xsd:documentation xml:lang="en">Used to indicate that the Reference obligation associated with the Credit Default Swap is currently not known. This is not valid for Legal Confirmation purposes, but is valid for earlier stages in the trade life cycle (e.g. Broker Confirmation).</xsd:documentation>
          </xsd:annotation>
        </xsd:element>
      </xsd:choice>
    </xsd:sequence>
  </xsd:complexType>
  <xsd:complexType name="ReferenceObligation">
    <xsd:sequence>
      <xsd:choice>
        <xsd:element ref="bond" />
        <xsd:element ref="convertibleBond" />
        <xsd:element ref="mortgage" />
        <xsd:element ref="loan" />
      </xsd:choice>
      <xsd:element name="standardReferenceObligation" type="xsd:boolean" minOccurs="0">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">Indicates if the reference obligation is a Standard Reference Obligation. ISDA 2014 Term: Standard Reference Obligation.</xsd:documentation>
        </xsd:annotation>
      </xsd:element>
    </xsd:sequence>
  </xsd:complexType>
  <xsd:complexType name="ReferencePair">
    <xsd:sequence>
      <xsd:element name="referenceEntity" type="LegalEntity" minOccurs="0">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">The corporate or sovereign entity on which you are buying or selling protection and any successor that assumes all or substantially all of its contractual and other obligations. It is vital to use the correct legal name of the entity and to be careful not to choose a subsidiary if you really want to trade protection on a parent company. Please note, Reference Entities cannot be senior or subordinated. It is the obligations of the Reference Entities that can be senior or subordinated. ISDA 2003 Term: Reference Entity</xsd:documentation>
        </xsd:annotation>
      </xsd:element>
      <xsd:choice minOccurs="0">
        <xsd:element name="referenceObligation" type="ReferenceObligation">
          <xsd:annotation>
            <xsd:documentation xml:lang="en">The Reference Obligation is a financial instrument that is either issued or guaranteed by the reference entity. It serves to clarify the precise reference entity protection is being offered upon, and its legal position with regard to other related firms (parents/subsidiaries). Furthermore the Reference Obligation is ALWAYS deliverable and establishes the Pari Passu ranking (as the deliverable bonds must rank equal to the reference obligation). ISDA 2003 Term: Reference Obligation</xsd:documentation>
          </xsd:annotation>
        </xsd:element>
        <xsd:element name="noReferenceObligation" type="xsd:boolean">
          <xsd:annotation>
            <xsd:documentation xml:lang="en">Used to indicate that there is no Reference Obligation associated with this Credit Default Swap and that there will never be one.</xsd:documentation>
          </xsd:annotation>
        </xsd:element>
      </xsd:choice>
      <xsd:element name="entityType" type="EntityType" minOccurs="0">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">Defines the reference entity types corresponding to a list of types in the ISDA First to Default documentation.</xsd:documentation>
        </xsd:annotation>
      </xsd:element>
    </xsd:sequence>
  </xsd:complexType>
  <xsd:complexType name="ReferencePool">
    <xsd:annotation>
      <xsd:documentation xml:lang="en">This type contains all the reference pool items to define the reference entity and reference obligation(s) in the basket.</xsd:documentation>
    </xsd:annotation>
    <xsd:sequence>
      <xsd:element name="referencePoolItem" type="ReferencePoolItem" minOccurs="0" maxOccurs="unbounded" />
    </xsd:sequence>
  </xsd:complexType>
  <xsd:complexType name="ReferencePoolItem">
    <xsd:annotation>
      <xsd:documentation xml:lang="en">This type contains all the constituent weight and reference information.</xsd:documentation>
    </xsd:annotation>
    <xsd:sequence>
      <xsd:element name="constituentWeight" type="ConstituentWeight" minOccurs="0">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">Describes the weight of each of the constituents within the basket. If not provided, it is assumed to be equal weighted.</xsd:documentation>
        </xsd:annotation>
      </xsd:element>
      <xsd:element name="referencePair" type="ReferencePair" minOccurs="0" />
    </xsd:sequence>
  </xsd:complexType>
  <xsd:complexType name="SinglePayment">
    <xsd:complexContent>
      <xsd:extension base="PaymentBase">
        <xsd:sequence>
          <xsd:element name="adjustablePaymentDate" type="xsd:date" minOccurs="0">
            <xsd:annotation>
              <xsd:documentation xml:lang="en">A fixed amount payment date that shall be subject to adjustment in accordance with the applicable business day convention if it would otherwise fall on a day that is not a business day. The applicable business day convention and business day are those specified in the dateAdjustments element within the generalTerms component. ISDA 2003 Term: Fixed Rate Payer Payment Date</xsd:documentation>
            </xsd:annotation>
          </xsd:element>
          <xsd:element name="fixedAmount" type="Money">
            <xsd:annotation>
              <xsd:documentation xml:lang="en">A fixed payment amount. ISDA 2003 Term: Fixed Amount</xsd:documentation>
            </xsd:annotation>
          </xsd:element>
        </xsd:sequence>
      </xsd:extension>
    </xsd:complexContent>
  </xsd:complexType>
  <xsd:complexType name="Tranche">
    <xsd:annotation>
      <xsd:documentation xml:lang="en">This type represents a CDS Tranche.</xsd:documentation>
    </xsd:annotation>
    <xsd:sequence>
      <xsd:element name="attachmentPoint" type="xsd:decimal" minOccurs="0">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">Lower bound percentage of the loss that the Tranche can endure, expressed as a decimal. An attachment point of 5% would be represented as 0.05. The difference between Attachment and Exhaustion points is call the width of the Tranche. A schema facet to constraint the value between 0 to 1 will be introduced in FpML 4.3.</xsd:documentation>
        </xsd:annotation>
      </xsd:element>
      <xsd:element name="exhaustionPoint" type="xsd:decimal" minOccurs="0">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">Upper bound percentage of the loss that the Tranche can endure, expressed as a decimal. An exhaustion point of 5% would be represented as 0.05. The difference between Attachment and Exhaustion points is call the width of the Tranche. A schema facet to constraint the value between 0 to 1 will be introduced in FpML 4.3.</xsd:documentation>
        </xsd:annotation>
      </xsd:element>
    </xsd:sequence>
  </xsd:complexType>
  <xsd:element name="creditDefaultSwap" type="CreditDefaultSwap" substitutionGroup="product">
    <xsd:annotation>
      <xsd:documentation xml:lang="en">In a credit default swap one party (the protection seller) agrees to compensate another party (the protection buyer) if a specified company or Sovereign (the reference entity) experiences a credit event, indicating it is or may be unable to service its debts. The protection seller is typically paid a fee and/or premium, expressed as an annualized percent of the notional in basis points, regularly over the life of the transaction or otherwise as agreed by the parties.</xsd:documentation>
    </xsd:annotation>
  </xsd:element>
  <xsd:element name="creditDefaultSwapOption" type="CreditDefaultSwapOption" substitutionGroup="product">
    <xsd:annotation>
      <xsd:documentation xml:lang="en">An option on a credit default swap.</xsd:documentation>
    </xsd:annotation>
  </xsd:element>
</xsd:schema>

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