Schema Name: fpml-fx-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: 12910 $" elementFormDefault="qualified" attributeFormDefault="unqualified">
  <xsd:include schemaLocation="fpml-option-shared-5-9.xsd" />
  <xsd:simpleType name="PointValue">
    <xsd:annotation>
      <xsd:documentation xml:lang="en">Constrains the forward point tick/pip factor to 1, 0.1, 0.01, 0.001, etc.</xsd:documentation>
    </xsd:annotation>
    <xsd:restriction base="xsd:decimal">
      <xsd:pattern value="1" />
      <xsd:pattern value="0.0*1" />
    </xsd:restriction>
  </xsd:simpleType>
  <xsd:complexType name="CrossRate">
    <xsd:annotation>
      <xsd:documentation xml:lang="en">A type that is used for including the currency exchange rates used to cross between the traded currencies for non-base currency FX contracts.</xsd:documentation>
    </xsd:annotation>
    <xsd:complexContent>
      <xsd:extension base="QuotedCurrencyPair">
        <xsd:sequence>
          <xsd:element name="rate" type="PositiveDecimal" minOccurs="0">
            <xsd:annotation>
              <xsd:documentation xml:lang="en">The exchange rate used to cross between the traded currencies.</xsd:documentation>
            </xsd:annotation>
          </xsd:element>
          <xsd:sequence minOccurs="0">
            <xsd:element name="spotRate" type="PositiveDecimal" minOccurs="0">
              <xsd:annotation>
                <xsd:documentation xml:lang="en">An optional element used for FX forwards and certain types of FX OTC options. For deals consumated in the FX Forwards Market, this represents the current market rate for a particular currency pair.</xsd:documentation>
              </xsd:annotation>
            </xsd:element>
            <xsd:element name="forwardPoints" type="xsd:decimal" minOccurs="0">
              <xsd:annotation>
                <xsd:documentation xml:lang="en">An optional element used for deals consumated in the FX Forwards market. Forward points represent the interest rate differential between the two currencies traded and are quoted as a preminum or a discount. Forward points are added to, or subtracted from, the spot rate to create the rate of the forward trade.</xsd:documentation>
              </xsd:annotation>
            </xsd:element>
          </xsd:sequence>
        </xsd:sequence>
      </xsd:extension>
    </xsd:complexContent>
  </xsd:complexType>
  <xsd:complexType name="ExchangeRate">
    <xsd:annotation>
      <xsd:documentation xml:lang="en">A type that is used for describing the exchange rate for a particular transaction.</xsd:documentation>
    </xsd:annotation>
    <xsd:sequence>
      <xsd:element name="quotedCurrencyPair" type="QuotedCurrencyPair" minOccurs="0">
        <xsd:annotation>
          <xsd:documentation 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 name="rate" type="PositiveDecimal">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">The rate of exchange between the two currencies of the leg of a deal. Must be specified with a quote basis.</xsd:documentation>
        </xsd:annotation>
      </xsd:element>
      <xsd:sequence minOccurs="0">
        <xsd:element name="spotRate" type="PositiveDecimal" minOccurs="0">
          <xsd:annotation>
            <xsd:documentation xml:lang="en">An element used for FX forwards and certain types of FX OTC options. For deals consumated in the FX Forwards Market, this represents the current market rate for a particular currency pair. For barrier and digital/binary options, it can be useful to include the spot rate at the time the option was executed to make it easier to know whether the option needs to move "up" or "down" to be triggered.</xsd:documentation>
          </xsd:annotation>
        </xsd:element>
        <xsd:sequence minOccurs="0">
          <xsd:element name="forwardPoints" type="xsd:decimal" minOccurs="0">
            <xsd:annotation>
              <xsd:documentation xml:lang="en">An optional element used for deals consumated in the FX Forwards market. Forward points represent the interest rate differential between the two currencies traded and are quoted as a preminum or a discount. Forward points are added to, or subtracted from, the spot rate to create the rate of the forward trade.</xsd:documentation>
            </xsd:annotation>
          </xsd:element>
          <xsd:element name="pointValue" type="PointValue" minOccurs="0">
            <xsd:annotation>
              <xsd:documentation xml:lang="en">An optional element that documents the size of point (pip) in which a rate was quoted (or in this case, forwardPoints are calculated). Point (pip) size varies by currency pair: major currencies are all traded in points of 0.0001, with the exception of JPY which has a point size of 0.01.</xsd:documentation>
            </xsd:annotation>
          </xsd:element>
        </xsd:sequence>
      </xsd:sequence>
      <xsd:element name="crossRate" type="CrossRate" minOccurs="0" maxOccurs="unbounded">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">An optional element that allow for definition of the currency exchange rates used to cross between the traded currencies for non-base currency FX contracts.</xsd:documentation>
        </xsd:annotation>
      </xsd:element>
    </xsd:sequence>
  </xsd:complexType>
  <xsd:complexType name="FxAmericanExercise">
    <xsd:annotation>
      <xsd:documentation xml:lang="en">Describes the characteristics for american exercise of FX products.</xsd:documentation>
    </xsd:annotation>
    <xsd:complexContent>
      <xsd:extension base="FxDigitalAmericanExercise"></xsd:extension>
    </xsd:complexContent>
  </xsd:complexType>
  <xsd:complexType name="FxDigitalAmericanExercise">
    <xsd:annotation>
      <xsd:documentation xml:lang="en">Descrines the characteristics for American exercise in FX digital options.</xsd:documentation>
    </xsd:annotation>
    <xsd:complexContent>
      <xsd:extension base="Exercise">
        <xsd:sequence>
          <xsd:element name="commencementDate" type="AdjustableOrRelativeDate">
            <xsd:annotation>
              <xsd:documentation xml:lang="en">The earliest date on which the option can be exercised.</xsd:documentation>
            </xsd:annotation>
          </xsd:element>
          <xsd:element name="expiryDate" type="xsd:date">
            <xsd:annotation>
              <xsd:documentation xml:lang="en">The latest date on which the option can be exercised.</xsd:documentation>
            </xsd:annotation>
          </xsd:element>
          <xsd:element name="latestValueDate" type="xsd:date" minOccurs="0">
            <xsd:annotation>
              <xsd:documentation xml:lang="en">The latest date on which both currencies traded will settle.</xsd:documentation>
            </xsd:annotation>
          </xsd:element>
        </xsd:sequence>
      </xsd:extension>
    </xsd:complexContent>
  </xsd:complexType>
  <xsd:complexType name="FxDigitalOption">
    <xsd:annotation>
      <xsd:documentation xml:lang="en">Describes an option having a triggerable fixed payout.</xsd:documentation>
    </xsd:annotation>
    <xsd:complexContent>
      <xsd:extension base="Option">
        <xsd:sequence>
          <xsd:element name="effectiveDate" type="AdjustableOrRelativeDate" minOccurs="0">
            <xsd:annotation>
              <xsd:documentation xml:lang="en">Effective date for a forward starting derivative. If this element is not present, the effective date is the trade date.</xsd:documentation>
            </xsd:annotation>
          </xsd:element>
          <xsd:element name="tenorPeriod" type="Period" minOccurs="0">
            <xsd:annotation>
              <xsd:documentation xml:lang="en">A tenor expressed as a period type and multiplier (e.g. 1D, 1Y, etc.)</xsd:documentation>
            </xsd:annotation>
          </xsd:element>
          <xsd:sequence>
            <xsd:annotation>
              <xsd:documentation xml:lang="en">Defines the parameters for option exercise.</xsd:documentation>
            </xsd:annotation>
            <xsd:choice>
              <xsd:sequence>
                <xsd:element name="americanExercise" type="FxDigitalAmericanExercise">
                  <xsd:annotation>
                    <xsd:documentation xml:lang="en">The parameters for defining the exercise period for an American style option.</xsd:documentation>
                  </xsd:annotation>
                </xsd:element>
                <xsd:element name="touch" type="FxTouch" maxOccurs="unbounded">
                  <xsd:annotation>
                    <xsd:documentation xml:lang="en">Defines one or more conditions underwhich the option will payout if exercisable.</xsd:documentation>
                  </xsd:annotation>
                </xsd:element>
              </xsd:sequence>
              <xsd:sequence>
                <xsd:element name="europeanExercise" type="FxEuropeanExercise">
                  <xsd:annotation>
                    <xsd:documentation xml:lang="en">The parameters for defining the exercise period for an European style option.</xsd:documentation>
                  </xsd:annotation>
                </xsd:element>
                <xsd:element name="trigger" type="FxTrigger" maxOccurs="unbounded">
                  <xsd:annotation>
                    <xsd:documentation xml:lang="en">Defines one or more conditions underwhich the option will payout if exercisable.</xsd:documentation>
                  </xsd:annotation>
                </xsd:element>
              </xsd:sequence>
            </xsd:choice>
          </xsd:sequence>
          <xsd:element name="payout" type="FxOptionPayout">
            <xsd:annotation>
              <xsd:documentation xml:lang="en">The amount of currency which becomes payable if and when a trigger event occurs.</xsd:documentation>
            </xsd:annotation>
          </xsd:element>
          <xsd:element name="premium" type="FxOptionPremium" maxOccurs="unbounded">
            <xsd:annotation>
              <xsd:documentation xml:lang="en">Premium amount or premium installment amount for an option.</xsd:documentation>
            </xsd:annotation>
          </xsd:element>
        </xsd:sequence>
      </xsd:extension>
    </xsd:complexContent>
  </xsd:complexType>
  <xsd:complexType name="FxEuropeanExercise">
    <xsd:annotation>
      <xsd:documentation xml:lang="en">Describes the characteristics for European exercise of FX products.</xsd:documentation>
    </xsd:annotation>
    <xsd:complexContent>
      <xsd:extension base="Exercise">
        <xsd:sequence>
          <xsd:element name="expiryDate" type="xsd:date">
            <xsd:annotation>
              <xsd:documentation xml:lang="en">Represents a standard expiry date as defined for an FX OTC option.</xsd:documentation>
            </xsd:annotation>
          </xsd:element>
          <xsd:element name="expiryTime" type="BusinessCenterTime" minOccurs="0">
            <xsd:annotation>
              <xsd:documentation xml:lang="en">Time at which the option expires on the expiry date, at the specified business center. This component represents the formal definition of option expiry time.</xsd:documentation>
            </xsd:annotation>
          </xsd:element>
          <xsd:element name="valueDate" type="xsd:date" minOccurs="0">
            <xsd:annotation>
              <xsd:documentation xml:lang="en">The date on which both currencies traded will settle.</xsd:documentation>
            </xsd:annotation>
          </xsd:element>
        </xsd:sequence>
      </xsd:extension>
    </xsd:complexContent>
  </xsd:complexType>
  <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" minOccurs="0">
              <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.</xsd:documentation>
              </xsd:annotation>
            </xsd:element>
          </xsd:sequence>
          <xsd:element name="executionPeriodDates" type="FxFlexibleForwardExecutionPeriod" minOccurs="0">
            <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" minOccurs="0">
            <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>
  <xsd:complexType name="FxFlexibleForwardExecutionPeriod">
    <xsd:sequence>
      <xsd:sequence minOccurs="0">
        <xsd:element name="startDate" type="xsd:date" minOccurs="0">
          <xsd:annotation>
            <xsd:documentation xml:lang="en">Start date of the execution period/window.</xsd:documentation>
          </xsd:annotation>
        </xsd:element>
        <xsd:element name="expiryDate" type="xsd:date" minOccurs="0">
          <xsd:annotation>
            <xsd:documentation xml:lang="en">Expiry (maturity) date of the execution period.</xsd:documentation>
          </xsd:annotation>
        </xsd:element>
      </xsd:sequence>
      <xsd:element name="businessCenters" type="BusinessCenters" minOccurs="0">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">Business centers for determination of execution period business days.</xsd:documentation>
        </xsd:annotation>
      </xsd:element>
    </xsd:sequence>
    <xsd:attribute name="id" type="xsd:ID" use="required" />
  </xsd:complexType>
  <xsd:complexType name="FxFlexibleForwardRate">
    <xsd:complexContent>
      <xsd:extension base="QuotedCurrencyPair">
        <xsd:sequence>
          <xsd:element name="rate" type="PositiveDecimal" minOccurs="0">
            <xsd:annotation>
              <xsd:documentation xml:lang="en">Constant rate value, applicable for the duration of the execution period.</xsd:documentation>
            </xsd:annotation>
          </xsd:element>
          <xsd:element name="spotRate" type="PositiveDecimal" minOccurs="0">
            <xsd:annotation>
              <xsd:documentation xml:lang="en">The spot exchange rate for the specified currency pair as per the specified quote basis, as at the trade date.</xsd:documentation>
            </xsd:annotation>
          </xsd:element>
        </xsd:sequence>
      </xsd:extension>
    </xsd:complexContent>
  </xsd:complexType>
  <xsd:complexType name="FxForwardVolatilityAgreement">
    <xsd:annotation>
      <xsd:documentation xml:lang="en">Describes a contract on future levels of implied volatility. The main characteristic of this product is that the underlying is a straddle (underlying options) with a specific tenor starting from the fixing (effective or pricing) date, and are priced on that fixing date using a level of volatility that is agreed at the time of execution of the volatility agreement.</xsd:documentation>
    </xsd:annotation>
    <xsd:complexContent>
      <xsd:extension base="Product">
        <xsd:sequence>
          <xsd:element name="quotedCurrencyPair" type="QuotedCurrencyPair" minOccurs="0">
            <xsd:annotation>
              <xsd:documentation xml:lang="en">A currency Pair the straddle is based on.</xsd:documentation>
            </xsd:annotation>
          </xsd:element>
          <xsd:element name="fixingDate" type="xsd:date">
            <xsd:annotation>
              <xsd:documentation xml:lang="en">The date when the underlying options are priced using the agreed forwardVolatilityStrikePrice and other market factors as agreed by the parties. Also known as "Effective Date" or "Reference Date".</xsd:documentation>
            </xsd:annotation>
          </xsd:element>
          <xsd:element name="forwardVolatilityStrikePrice" type="PositiveDecimal" minOccurs="0">
            <xsd:annotation>
              <xsd:documentation xml:lang="en">the Volatility level as agreed on the Trade Date.</xsd:documentation>
            </xsd:annotation>
          </xsd:element>
          <xsd:element name="straddle" type="FxStraddle">
            <xsd:annotation>
              <xsd:documentation xml:lang="en">details of the straddle (underlying options).</xsd:documentation>
            </xsd:annotation>
          </xsd:element>
          <xsd:element name="additionalPayment" type="Payment" minOccurs="0" maxOccurs="unbounded">
            <xsd:annotation>
              <xsd:documentation xml:lang="en">The currency, amount and payment details for the Forward Volatility Agreement, as agreed at the time of execution.</xsd:documentation>
            </xsd:annotation>
          </xsd:element>
        </xsd:sequence>
      </xsd:extension>
    </xsd:complexContent>
  </xsd:complexType>
  <xsd:complexType name="FxOption">
    <xsd:annotation>
      <xsd:documentation xml:lang="en">Describes an FX option with optional asian and barrier features.</xsd:documentation>
    </xsd:annotation>
    <xsd:complexContent>
      <xsd:extension base="Option">
        <xsd:sequence>
          <xsd:element name="effectiveDate" type="AdjustableOrRelativeDate" minOccurs="0">
            <xsd:annotation>
              <xsd:documentation xml:lang="en">Effective date for a forward starting derivative. If this element is not present, the effective date is the trade date.</xsd:documentation>
            </xsd:annotation>
          </xsd:element>
          <xsd:element name="tenorPeriod" type="Period" minOccurs="0">
            <xsd:annotation>
              <xsd:documentation xml:lang="en">A tenor expressed as a period type and multiplier (e.g. 1D, 1Y, etc.)</xsd:documentation>
            </xsd:annotation>
          </xsd:element>
          <xsd:sequence>
            <xsd:annotation>
              <xsd:documentation xml:lang="en">Defines the parameters for option exercise.</xsd:documentation>
            </xsd:annotation>
            <xsd:choice minOccurs="0">
              <xsd:element name="americanExercise" type="FxAmericanExercise">
                <xsd:annotation>
                  <xsd:documentation xml:lang="en">The parameters for defining the exercise period for an American style option.</xsd:documentation>
                </xsd:annotation>
              </xsd:element>
              <xsd:element name="europeanExercise" type="FxEuropeanExercise">
                <xsd:annotation>
                  <xsd:documentation xml:lang="en">The parameters for defining the exercise period for an European style option.</xsd:documentation>
                </xsd:annotation>
              </xsd:element>
            </xsd:choice>
          </xsd:sequence>
          <xsd:sequence>
            <xsd:annotation>
              <xsd:documentation xml:lang="en">Defines the underlying FX transaction.</xsd:documentation>
            </xsd:annotation>
            <xsd:element name="putCurrencyAmount" type="NonNegativeMoney">
              <xsd:annotation>
                <xsd:documentation xml:lang="en">The currency amount that the option gives the right to sell.</xsd:documentation>
              </xsd:annotation>
            </xsd:element>
            <xsd:element name="callCurrencyAmount" type="NonNegativeMoney">
              <xsd:annotation>
                <xsd:documentation xml:lang="en">The currency amount that the option gives the right to buy.</xsd:documentation>
              </xsd:annotation>
            </xsd:element>
          </xsd:sequence>
          <xsd:element name="soldAs" type="PutCallEnum" minOccurs="0">
            <xsd:annotation>
              <xsd:documentation xml:lang="en">Indicates how the product was original sold as a Put or a Call.</xsd:documentation>
            </xsd:annotation>
          </xsd:element>
          <xsd:sequence>
            <xsd:element name="strike" type="FxStrikePrice">
              <xsd:annotation>
                <xsd:documentation xml:lang="en">Defines the option strike price.</xsd:documentation>
              </xsd:annotation>
            </xsd:element>
            <xsd:element name="spotRate" type="PositiveDecimal" minOccurs="0">
              <xsd:annotation>
                <xsd:documentation xml:lang="en">An optional element used for FX forwards and certain types of FX OTC options. For deals consumated in the FX Forwards Market, this represents the current market rate for a particular currency pair. For barrier and digital/binary options, it can be useful to include the spot rate at the time the option was executed to make it easier to know whether the option needs to move "up" or "down" to be triggered.</xsd:documentation>
              </xsd:annotation>
            </xsd:element>
          </xsd:sequence>
          <xsd:element name="premium" type="FxOptionPremium" maxOccurs="unbounded">
            <xsd:annotation>
              <xsd:documentation xml:lang="en">Premium amount or premium installment amount for an option.</xsd:documentation>
            </xsd:annotation>
          </xsd:element>
          <xsd:element name="cashSettlement" type="FxCashSettlement" minOccurs="0">
            <xsd:annotation>
              <xsd:documentation xml:lang="en">Specifies the currency and fixing details for cash settlement. This optional element is produced only where it has been specified at execution time that the option wlll be settled into a single cash payment - for example, in the case of a non-deliverable option (although note that an Fx option may be contractually cash settled, without necessarily being non-deliverable).</xsd:documentation>
            </xsd:annotation>
          </xsd:element>
        </xsd:sequence>
      </xsd:extension>
    </xsd:complexContent>
  </xsd:complexType>
  <xsd:complexType name="FxOptionPayout">
    <xsd:annotation>
      <xsd:documentation xml:lang="en">A type that contains full details of a predefined fixed payout which may occur (or not) in a Barrier Option or Digital Option when a trigger event occurs (or not).</xsd:documentation>
    </xsd:annotation>
    <xsd:complexContent>
      <xsd:extension base="NonNegativeMoney">
        <xsd:sequence>
          <xsd:element name="payoutStyle" type="PayoutEnum" minOccurs="0">
            <xsd:annotation>
              <xsd:documentation xml:lang="en">The trigger event and payout may be asynchonous. A payout may become due on the trigger event, or the payout may (by agreeement at initiation) be deferred (for example) to the maturity date.</xsd:documentation>
            </xsd:annotation>
          </xsd:element>
        </xsd:sequence>
      </xsd:extension>
    </xsd:complexContent>
  </xsd:complexType>
  <xsd:complexType name="FxOptionPremium">
    <xsd:annotation>
      <xsd:documentation xml:lang="en">A type that specifies the premium exchanged for a single option trade or option strategy.</xsd:documentation>
    </xsd:annotation>
    <xsd:complexContent>
      <xsd:extension base="NonNegativePayment">
        <xsd:sequence>
          <xsd:element name="quote" type="PremiumQuote" minOccurs="0">
            <xsd:annotation>
              <xsd:documentation xml:lang="en">This is the option premium as quoted. It is expected to be consistent with the premiumAmount and is for information only.</xsd:documentation>
            </xsd:annotation>
          </xsd:element>
        </xsd:sequence>
      </xsd:extension>
    </xsd:complexContent>
  </xsd:complexType>
  <xsd:complexType name="FxPerformanceFixedLeg">
    <xsd:annotation>
      <xsd:documentation xml:lang="en">FX Performance Fixed Leg describes Fixed FX Rate Payer and Fixed Rate.</xsd:documentation>
    </xsd:annotation>
    <xsd:complexContent>
      <xsd:extension base="FxPerformanceLeg">
        <xsd:sequence>
          <xsd:element name="fixedRate" type="PositiveDecimal" minOccurs="0">
            <xsd:annotation>
              <xsd:documentation xml:lang="en">Fixed Rate means a rate, expressed as a decimal, equal to the per annum rate specified as such in the Confirmation for the Non-Deliverable Swap FX Transaction or that party (i.e., a per annum rate of 15.10% as specified in a Confirmation shall be expressed as 0.1510 for calculation purposes).</xsd:documentation>
            </xsd:annotation>
          </xsd:element>
        </xsd:sequence>
      </xsd:extension>
    </xsd:complexContent>
  </xsd:complexType>
  <xsd:complexType name="FxPerformanceLeg" abstract="true">
    <xsd:annotation>
      <xsd:documentation xml:lang="en">Floating FX Rate describes Fixed FX Rate Payer and Fixed Rate</xsd:documentation>
    </xsd:annotation>
    <xsd:sequence>
      <xsd:group ref="Payer.model">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">A pointer style reference to a servicingParty or accountBeneficiary identifier defined elsewhere in the document. Floating FX Rate Payer means in respect of an Non-Deliverable Swap FX Transaction, the party specified as such in the related Confirmation.</xsd:documentation>
        </xsd:annotation>
      </xsd:group>
      <xsd:group ref="Receiver.model" minOccurs="0">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">A pointer style reference to a servicingParty or accountBeneficiary identifier defined elsewhere in the document. Floating FX Rate Receiver means in respect of an Non-Deliverable Swap FX Transaction, the party specified as such in the related Confirmation.</xsd:documentation>
        </xsd:annotation>
      </xsd:group>
    </xsd:sequence>
  </xsd:complexType>
  <xsd:complexType name="FxPerformanceSwap">
    <xsd:annotation>
      <xsd:documentation xml:lang="en">Describes an FX volatility and variance swap.</xsd:documentation>
    </xsd:annotation>
    <xsd:complexContent>
      <xsd:extension base="Product">
        <xsd:sequence>
          <xsd:element name="quotedCurrencyPair" type="QuotedCurrencyPair" minOccurs="0">
            <xsd:annotation>
              <xsd:documentation xml:lang="en">A Currency Pair with regards to this transaction and the quoting convention.</xsd:documentation>
            </xsd:annotation>
          </xsd:element>
          <xsd:element name="vegaNotional" type="NonNegativeMoney">
            <xsd:annotation>
              <xsd:documentation xml:lang="en">Vega Notional means the currency and amount specified as such in the related Confirmation.</xsd:documentation>
            </xsd:annotation>
          </xsd:element>
          <xsd:element name="notional" type="NonNegativeMoney" minOccurs="0">
            <xsd:annotation>
              <xsd:documentation xml:lang="en">Notional Amount means, in the case of Transaction Type Variance Swap, the currency and amount specified as such in the related Confirmation or an amount calculated in accordance with the following: Notional Amount = Vega Notional Amount / (0.02 x Fixed FX Rate). This element must be produced in case of Variance Swap transaction.</xsd:documentation>
            </xsd:annotation>
          </xsd:element>
          <xsd:element name="fixedLeg" type="FxPerformanceFixedLeg">
            <xsd:annotation>
              <xsd:documentation xml:lang="en">Fixed FX Rate component describes the Fixed FX Rate and Fixed FX Rate Payer as such in the Confirmation for the Non-Deliverable Swap FX Transaction.</xsd:documentation>
            </xsd:annotation>
          </xsd:element>
          <xsd:element name="valuationDate" type="xsd:date">
            <xsd:annotation>
              <xsd:documentation xml:lang="en">Final Observation Date when Settlement Amount and Settlement Amount Payer determination date.</xsd:documentation>
            </xsd:annotation>
          </xsd:element>
          <xsd:element name="additionalPayment" type="Payment" minOccurs="0" maxOccurs="unbounded">
            <xsd:annotation>
              <xsd:documentation xml:lang="en">Additional Payment means, in respect of an FX Transaction, where such fee is required, and a Transaction Fee Payment Date, the amount, if any, that is specified or otherwise determined as provided in the related Confirmation and, subject to any applicable condition precedent, is payable by one party to the other as further specified or otherwise determined as provided in the related Confirmation on the Transaction Fee Payment Date or on each Transaction Fee Payment Date if more than one is specified, for value on such date.</xsd:documentation>
            </xsd:annotation>
          </xsd:element>
        </xsd:sequence>
      </xsd:extension>
    </xsd:complexContent>
  </xsd:complexType>
  <xsd:complexType name="FxSingleLeg">
    <xsd:annotation>
      <xsd:documentation xml:lang="en">A type defining either a spot or forward FX transactions.</xsd:documentation>
    </xsd:annotation>
    <xsd:complexContent>
      <xsd:extension base="Product">
        <xsd:sequence>
          <xsd:group ref="FxCoreDetails.model" />
        </xsd:sequence>
      </xsd:extension>
    </xsd:complexContent>
  </xsd:complexType>
  <xsd:complexType name="FxStraddle">
    <xsd:annotation>
      <xsd:documentation xml:lang="en">Straddle details. Straddle is composed of two options: a call and a put involving the quotedCurrencyPair.</xsd:documentation>
    </xsd:annotation>
    <xsd:sequence>
      <xsd:sequence>
        <xsd:annotation>
          <xsd:documentation xml:lang="en">Defines the underlying FX transaction.</xsd:documentation>
        </xsd:annotation>
        <xsd:element name="notional" type="NonNegativeMoney">
          <xsd:annotation>
            <xsd:documentation xml:lang="en">The currency amount for the FxStraddle. This will be the notional for the underlying options, which may be exercised by the Buyer.</xsd:documentation>
          </xsd:annotation>
        </xsd:element>
        <xsd:element name="counterCurrency" type="Currency">
          <xsd:annotation>
            <xsd:documentation xml:lang="en">The counter currency and amount for the FxStraddle. The Counter Currency Amount is determined using the notional and the Strike Price (which is determined at the fixingTime on the fixingDate).</xsd:documentation>
          </xsd:annotation>
        </xsd:element>
      </xsd:sequence>
      <xsd:element name="cashSettlement" type="FxCashSettlementSimple" minOccurs="0">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">Specifies the settlement type for the FxStraddle. If deliverable then this element is removed. If non-deliverable, then the In-The-Money amount of the relevant option within the FxStraddle is paid by the Seller to the Buyer. The In-The-Money amount is calculated using the parameters within this element.</xsd:documentation>
        </xsd:annotation>
      </xsd:element>
    </xsd:sequence>
  </xsd:complexType>
  <xsd:complexType name="FxStrikePrice">
    <xsd:annotation>
      <xsd:documentation xml:lang="en">A type that describes the rate of exchange at which the option has been struck.</xsd:documentation>
    </xsd:annotation>
    <xsd:sequence>
      <xsd:element name="rate" type="PositiveDecimal">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">The rate of exchange between the two currencies of the leg of a deal.</xsd:documentation>
        </xsd:annotation>
      </xsd:element>
      <xsd:element name="strikeQuoteBasis" type="StrikeQuoteBasisEnum" minOccurs="0">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">The method by which the strike rate is quoted.</xsd:documentation>
        </xsd:annotation>
      </xsd:element>
    </xsd:sequence>
  </xsd:complexType>
  <xsd:complexType name="FxSwap">
    <xsd:annotation>
      <xsd:documentation xml:lang="en">A type defining either a spot/forward or forward/forward FX swap transaction.</xsd:documentation>
    </xsd:annotation>
    <xsd:complexContent>
      <xsd:extension base="Product">
        <xsd:sequence>
          <xsd:element name="nearLeg" type="FxSwapLeg">
            <xsd:annotation>
              <xsd:documentation xml:lang="en">The FX transaction with the earliest value date.</xsd:documentation>
            </xsd:annotation>
          </xsd:element>
          <xsd:element name="farLeg" type="FxSwapLeg">
            <xsd:annotation>
              <xsd:documentation xml:lang="en">The FX transaction with the latest value date.</xsd:documentation>
            </xsd:annotation>
          </xsd:element>
        </xsd:sequence>
      </xsd:extension>
    </xsd:complexContent>
  </xsd:complexType>
  <xsd:complexType name="FxSwapLeg">
    <xsd:complexContent>
      <xsd:extension base="Leg">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">A type defining the details for one of the transactions in an FX swap.</xsd:documentation>
        </xsd:annotation>
        <xsd:sequence>
          <xsd:element name="tradeIdentifierReference" type="PartyTradeIdentifierReference" minOccurs="0" maxOccurs="unbounded">
            <xsd:annotation>
              <xsd:documentation xml:lang="en">A reference to a party trade ID. This is provided in case the message creator wishes to record that the swap leg is assocatiated with a particular trade identifier; typically this is used for identifying a USI assocatied wih the leg.</xsd:documentation>
            </xsd:annotation>
          </xsd:element>
          <xsd:group ref="FxCoreDetails.model" />
        </xsd:sequence>
      </xsd:extension>
    </xsd:complexContent>
  </xsd:complexType>
  <xsd:complexType name="FxTouch">
    <xsd:annotation>
      <xsd:documentation xml:lang="en">Describes an american or discrete touch or no-touch trigger applied to an FX binary or digital option.</xsd:documentation>
    </xsd:annotation>
    <xsd:sequence>
      <xsd:element name="quotedCurrencyPair" type="QuotedCurrencyPair" minOccurs="0">
        <xsd:annotation>
          <xsd:documentation 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 name="triggerRate" type="PositiveDecimal" minOccurs="0">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">The market rate is observed relative to the trigger rate, and if it is found to be on the predefined side of (above or below) the trigger rate, a barrier event is deemed to have occurred.</xsd:documentation>
        </xsd:annotation>
      </xsd:element>
    </xsd:sequence>
  </xsd:complexType>
  <xsd:complexType name="FxTrigger">
    <xsd:annotation>
      <xsd:documentation xml:lang="en">Describes a european trigger applied to an FX digtal option.</xsd:documentation>
    </xsd:annotation>
    <xsd:complexContent>
      <xsd:extension base="FxTriggerBase"></xsd:extension>
    </xsd:complexContent>
  </xsd:complexType>
  <xsd:complexType name="FxTriggerBase">
    <xsd:annotation>
      <xsd:documentation xml:lang="en">Describes a european trigger applied to an FX digtal option.</xsd:documentation>
    </xsd:annotation>
    <xsd:sequence>
      <xsd:element name="quotedCurrencyPair" type="QuotedCurrencyPair" minOccurs="0">
        <xsd:annotation>
          <xsd:documentation 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 name="triggerRate" type="PositiveDecimal" minOccurs="0">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">The market rate is observed relative to the trigger rate, and if it is found to be on the predefined side of (above or below) the trigger rate, a barrier event is deemed to have occurred.</xsd:documentation>
        </xsd:annotation>
      </xsd:element>
    </xsd:sequence>
  </xsd:complexType>
  <xsd:complexType name="PremiumQuote">
    <xsd:annotation>
      <xsd:documentation xml:lang="en">A type that describes the option premium as quoted.</xsd:documentation>
    </xsd:annotation>
    <xsd:sequence>
      <xsd:element name="value" type="xsd:decimal" minOccurs="0">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">The value of the premium quote. In general this will be either a percentage or an explicit amount.</xsd:documentation>
        </xsd:annotation>
      </xsd:element>
      <xsd:element name="quoteBasis" type="PremiumQuoteBasisEnum" minOccurs="0">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">The method by which the option premium was quoted.</xsd:documentation>
        </xsd:annotation>
      </xsd:element>
    </xsd:sequence>
  </xsd:complexType>
  <xsd:element name="fxDigitalOption" type="FxDigitalOption" substitutionGroup="product">
    <xsd:annotation>
      <xsd:documentation xml:lang="en">An FX digital option transaction definition.</xsd:documentation>
    </xsd:annotation>
  </xsd:element>
  <xsd:element name="fxFlexibleForward" type="FxFlexibleForward" substitutionGroup="product">
    <xsd:annotation>
      <xsd:documentation xml:lang="en">A flexible term fx forward product definition.</xsd:documentation>
    </xsd:annotation>
  </xsd:element>
  <xsd:element name="fxForwardVolatilityAgreement" type="FxForwardVolatilityAgreement" substitutionGroup="product">
    <xsd:annotation>
      <xsd:documentation xml:lang="en">An FX Forward Volatility Agreement transaction definition.</xsd:documentation>
    </xsd:annotation>
  </xsd:element>
  <xsd:element name="fxOption" type="FxOption" substitutionGroup="product">
    <xsd:annotation>
      <xsd:documentation xml:lang="en">An FX option transaction definition.</xsd:documentation>
    </xsd:annotation>
  </xsd:element>
  <xsd:element name="fxSingleLeg" type="FxSingleLeg" substitutionGroup="product">
    <xsd:annotation>
      <xsd:documentation xml:lang="en">A simple FX spot or forward transaction definition.</xsd:documentation>
    </xsd:annotation>
  </xsd:element>
  <xsd:element name="fxSwap" type="FxSwap" substitutionGroup="product">
    <xsd:annotation>
      <xsd:documentation xml:lang="en">An FX Swap transaction definition.</xsd:documentation>
    </xsd:annotation>
  </xsd:element>
  <xsd:element name="fxVarianceSwap" type="FxPerformanceSwap" substitutionGroup="product">
    <xsd:annotation>
      <xsd:documentation xml:lang="en">An FX variance swap transaction definition.</xsd:documentation>
    </xsd:annotation>
  </xsd:element>
  <xsd:element name="fxVolatilitySwap" type="FxPerformanceSwap" substitutionGroup="product">
    <xsd:annotation>
      <xsd:documentation xml:lang="en">An FX volatility swap transaction definition.</xsd:documentation>
    </xsd:annotation>
  </xsd:element>
  <xsd:group name="FxCoreDetails.model">
    <xsd:annotation>
      <xsd:documentation xml:lang="en">The elements common to FX spot, forward and swap legs.</xsd:documentation>
    </xsd:annotation>
    <xsd:sequence>
      <xsd:element name="exchangedCurrency1" type="Payment">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">This is the first of the two currency flows that define a single leg of a standard foreign exchange transaction.</xsd:documentation>
        </xsd:annotation>
      </xsd:element>
      <xsd:element name="exchangedCurrency2" type="Payment">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">This is the second of the two currency flows that define a single leg of a standard foreign exchange transaction.</xsd:documentation>
        </xsd:annotation>
      </xsd:element>
      <xsd:element name="dealtCurrency" type="DealtCurrencyEnum" minOccurs="0">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">Indicates which currency was dealt.</xsd:documentation>
        </xsd:annotation>
      </xsd:element>
      <xsd:group ref="FxTenor.model" minOccurs="0"></xsd:group>
      <xsd:choice>
        <xsd:element name="valueDate" type="xsd:date">
          <xsd:annotation>
            <xsd:documentation xml:lang="en">The date on which both currencies traded will settle.</xsd:documentation>
          </xsd:annotation>
        </xsd:element>
        <xsd:sequence>
          <xsd:element name="currency1ValueDate" type="xsd:date">
            <xsd:annotation>
              <xsd:documentation xml:lang="en">The date on which the currency1 amount will be settled. To be used in a split value date scenario.</xsd:documentation>
            </xsd:annotation>
          </xsd:element>
          <xsd:element name="currency2ValueDate" type="xsd:date">
            <xsd:annotation>
              <xsd:documentation xml:lang="en">The date on which the currency2 amount will be settled. To be used in a split value date scenario.</xsd:documentation>
            </xsd:annotation>
          </xsd:element>
        </xsd:sequence>
      </xsd:choice>
      <xsd:element name="exchangeRate" type="ExchangeRate" minOccurs="0">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">The rate of exchange between the two currencies.</xsd:documentation>
        </xsd:annotation>
      </xsd:element>
      <xsd:element name="nonDeliverableSettlement" type="FxCashSettlement" minOccurs="0">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">Used to describe a particular type of FX forward transaction that is settled in a single currency (for example, a non-deliverable forward).</xsd:documentation>
        </xsd:annotation>
      </xsd:element>
    </xsd:sequence>
  </xsd:group>
  <xsd:group name="FxTenor.model">
    <xsd:choice>
      <xsd:element name="tenorName" type="FxTenorPeriodEnum">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">A tenor expressed with a standard business term (i.e. Spot, TomorrowNext, etc.)</xsd:documentation>
        </xsd:annotation>
      </xsd:element>
      <xsd:element name="tenorPeriod" type="Period">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">A tenor expressed as a period type and multiplier (e.g. 1D, 1Y, etc.)</xsd:documentation>
        </xsd:annotation>
      </xsd:element>
    </xsd:choice>
  </xsd:group>
  <xsd:group name="PutCallCurrency.model">
    <xsd:sequence>
      <xsd:element name="putCurrency" type="Currency" minOccurs="0">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">The currency which: - the option buyer will pay (sell) - the option writer will receive (buy)</xsd:documentation>
        </xsd:annotation>
      </xsd:element>
      <xsd:element name="callCurrency" type="Currency" minOccurs="0">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">The currency which: - the option buyer will receive (buy) - the option writer will pay (sell)</xsd:documentation>
        </xsd:annotation>
      </xsd:element>
    </xsd:sequence>
  </xsd:group>
</xsd:schema>

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