diagram | |||
children | Type StartDate MaturityDate SettlementDate Counterparty Legs | ||
used by |
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annotation |
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source | <xs:complexType name="SwapType"> <xs:annotation> <xs:documentation>SWAP Asset data information</xs:documentation> </xs:annotation> <xs:sequence> <xs:element name="Type"> <xs:annotation> <xs:documentation>Swap type (Currency-, Crosscurrency-, Index-, Totalreturn-, Asset-, Commodity-, Interest Rate-, Other)</xs:documentation> </xs:annotation> <xs:simpleType> <xs:restriction base="xs:string"> <xs:enumeration value="Currencyswap"/> <xs:enumeration value="Crosscurrencyswap"/> <xs:enumeration value="Creditdefaultswap"/> <xs:enumeration value="Indexswap"/> <xs:enumeration value="Totalreturnswap"/> <xs:enumeration value="Assetswap"/> <xs:enumeration value="Commodityswap"/> <xs:enumeration value="Interestrateswap"/> <xs:enumeration value="Other"/> </xs:restriction> </xs:simpleType> </xs:element> <xs:element name="StartDate" type="xs:date" minOccurs="0"> <xs:annotation> <xs:documentation>Start date</xs:documentation> </xs:annotation> </xs:element> <xs:element name="MaturityDate" type="xs:date"> <xs:annotation> <xs:documentation>Maturity date (Ablaufdatum)</xs:documentation> </xs:annotation> </xs:element> <xs:element name="SettlementDate" type="xs:date" minOccurs="0"/> <xs:element name="Counterparty" type="CompanyType"> <xs:annotation> <xs:documentation>Counterparty details</xs:documentation> </xs:annotation> </xs:element> <xs:element name="Legs" minOccurs="0"> <xs:annotation> <xs:documentation>Swap leg details</xs:documentation> </xs:annotation> <xs:complexType> <xs:sequence> <xs:element name="Leg" maxOccurs="unbounded"> <xs:annotation> <xs:documentation>Swap leg details</xs:documentation> </xs:annotation> <xs:complexType> <xs:complexContent> <xs:extension base="LegType"> <xs:sequence> <xs:element name="Type"> <xs:annotation> <xs:documentation>Buy or Sell</xs:documentation> </xs:annotation> <xs:simpleType> <xs:restriction base="xs:string"> <xs:enumeration value="BUY"/> <xs:enumeration value="SELL"/> </xs:restriction> </xs:simpleType> </xs:element> <xs:element name="Currency" type="ISOCurrencyCodeType"> <xs:annotation> <xs:documentation>Notional Currency</xs:documentation> </xs:annotation> </xs:element> <xs:element name="Notional" type="xs:decimal"> <xs:annotation> <xs:documentation>Notional Amount</xs:documentation> </xs:annotation> </xs:element> <xs:element name="BulletPaymentAmount" type="xs:decimal" minOccurs="0"/> <xs:element name="BulletPaymentDate" type="xs:date" minOccurs="0"/> <xs:element name="UpfrontPaymentAmount" type="xs:decimal" minOccurs="0"/> <xs:element name="UpfrontPaymentDate" type="xs:date" minOccurs="0"/> <xs:element name="AccrualDate" type="xs:date" minOccurs="0"/> <xs:element name="YieldType" minOccurs="0"> <xs:annotation> <xs:documentation>Fixed rate or variable rate</xs:documentation> </xs:annotation> <xs:simpleType> <xs:restriction base="xs:string"> <xs:enumeration value="Fixed Rate"/> <xs:enumeration value="Variable Rate"/> </xs:restriction> </xs:simpleType> </xs:element> <xs:element name="Spread" type="xs:decimal" minOccurs="0"> <xs:annotation> <xs:documentation>Spread in basis points</xs:documentation> </xs:annotation> </xs:element> <xs:element name="FixedRate" type="xs:decimal" minOccurs="0"/> <xs:element name="RecoveryRate" type="xs:decimal" minOccurs="0"/> <xs:element name="PayFrequency" type="FrequencyType" minOccurs="0"/> <xs:element name="FixingFrequency" type="FrequencyType" minOccurs="0"/> <xs:element name="FirstFixingDate" type="xs:date" minOccurs="0"/> <xs:element name="ResetType" minOccurs="0"> <xs:annotation> <xs:documentation>In arrears or Upfront</xs:documentation> </xs:annotation> <xs:simpleType> <xs:restriction base="xs:string"> <xs:enumeration value="In arrears"/> <xs:enumeration value="Upfront"/> </xs:restriction> </xs:simpleType> </xs:element> <xs:element name="SettlementType" minOccurs="0"> <xs:annotation> <xs:documentation>Cash or Cash Netted or Notional Exchange or Physical Delivery</xs:documentation> </xs:annotation> <xs:simpleType> <xs:restriction base="xs:string"> <xs:enumeration value="Cash"/> <xs:enumeration value="Cash Netted"/> <xs:enumeration value="Notional Exchange"/> <xs:enumeration value="Physical Delivery"/> </xs:restriction> </xs:simpleType> </xs:element> <xs:element name="RollConvention" minOccurs="0"> <xs:annotation> <xs:documentation>End of month Floating Following Following modified Preceeding Preceeding modified</xs:documentation> </xs:annotation> <xs:simpleType> <xs:restriction base="xs:string"> <xs:enumeration value="End of month"/> <xs:enumeration value="Floating"/> <xs:enumeration value="Following"/> <xs:enumeration value="Following modified"/> <xs:enumeration value="Preceeding"/> <xs:enumeration value="Preceeding modified"/> </xs:restriction> </xs:simpleType> </xs:element> <xs:element name="YieldCalculationMethod" minOccurs="0"> <xs:annotation> <xs:documentation>Average Compound Flat compounding Simple</xs:documentation> </xs:annotation> <xs:simpleType> <xs:restriction base="xs:string"> <xs:enumeration value="Average"/> <xs:enumeration value="Compound"/> <xs:enumeration value="Flat compounding"/> <xs:enumeration value="Simple"/> </xs:restriction> </xs:simpleType> </xs:element> <xs:element name="YieldDayConvention" minOccurs="0"> <xs:annotation> <xs:documentation>ACT/ACT, ACT/360, ...</xs:documentation> </xs:annotation> <xs:simpleType> <xs:restriction base="xs:string"> <xs:enumeration value="ACT/ACT"/> <xs:enumeration value="ACT/360"/> <xs:enumeration value="ACT/365"/> <xs:enumeration value="30/360"/> <xs:enumeration value="30/365"/> <xs:enumeration value="30B/360"/> <xs:enumeration value="30E/360"/> <xs:enumeration value="30U/360"/> <xs:enumeration value="BusinessDays/252"/> </xs:restriction> </xs:simpleType> </xs:element> <xs:element name="Underlying" type="IdentifiersType" minOccurs="0"> <xs:annotation> <xs:documentation>Underlying Index</xs:documentation> </xs:annotation> </xs:element> <xs:element name="ExchangeConvention" minOccurs="0"> <xs:annotation> <xs:documentation>Begin, End, Begin and end, None</xs:documentation> </xs:annotation> <xs:simpleType> <xs:restriction base="xs:string"> <xs:enumeration value="Begin"/> <xs:enumeration value="Begin+End"/> <xs:enumeration value="End"/> <xs:enumeration value="None"/> </xs:restriction> </xs:simpleType> </xs:element> <xs:element name="InitialReferenceMonth" minOccurs="0"> <xs:simpleType> <xs:restriction base="xs:int"> <xs:minInclusive value="1"/> <xs:maxInclusive value="12"/> </xs:restriction> </xs:simpleType> </xs:element> <xs:element name="FinalReferenceMonth" minOccurs="0"> <xs:simpleType> <xs:restriction base="xs:int"> <xs:minInclusive value="1"/> <xs:maxInclusive value="12"/> </xs:restriction> </xs:simpleType> </xs:element> <xs:element name="FirstCouponRate" type="xs:decimal" minOccurs="0"/> <xs:element name="FirstCouponDate" type="xs:date" minOccurs="0"/> <xs:element name="ShortPeriod" minOccurs="0"> <xs:annotation> <xs:documentation>Interpolation at beginning, Interpolation at the end, Interpolation at beginning and end</xs:documentation> </xs:annotation> <xs:simpleType> <xs:restriction base="xs:string"> <xs:enumeration value="Interpolation at start"/> <xs:enumeration value="Interpolation at end"/> <xs:enumeration value="Interpolation at start+end"/> </xs:restriction> </xs:simpleType> </xs:element> <xs:element name="FixingCalendars" minOccurs="0"> <xs:complexType> <xs:sequence> <xs:element name="Calendar" maxOccurs="unbounded"> <xs:simpleType> <xs:restriction base="xs:string"> <xs:length value="3"/> </xs:restriction> </xs:simpleType> </xs:element> </xs:sequence> </xs:complexType> </xs:element> <xs:element name="PaymentCalendars" minOccurs="0"> <xs:complexType> <xs:sequence> <xs:element name="Calendar" maxOccurs="unbounded"> <xs:simpleType> <xs:restriction base="xs:string"> <xs:length value="3"/> </xs:restriction> </xs:simpleType> </xs:element> </xs:sequence> </xs:complexType> </xs:element> <xs:element name="CreditEvents" minOccurs="0"> <xs:complexType> <xs:sequence> <xs:element name="Event" maxOccurs="unbounded"> <xs:annotation> <xs:documentation>Bankruptcy, Cross acceleration, Cross Default, Downgrade, Failure to pay principal, Merger, Moratorium, Obligation acceleration, Obligation default, Other, Reputation Moratorium, Restructuring, Withholding Tax</xs:documentation> </xs:annotation> <xs:simpleType> <xs:restriction base="xs:string"> <xs:enumeration value="BR"/> <xs:enumeration value="CA"/> <xs:enumeration value="CD"/> <xs:enumeration value="DG"/> <xs:enumeration value="FP"/> <xs:enumeration value="ME"/> <xs:enumeration value="MO"/> <xs:enumeration value="OA"/> <xs:enumeration value="OD"/> <xs:enumeration value="OT"/> <xs:enumeration value="RM"/> <xs:enumeration value="RS"/> <xs:enumeration value="WT"/> </xs:restriction> </xs:simpleType> </xs:element> </xs:sequence> </xs:complexType> </xs:element> </xs:sequence> </xs:extension> </xs:complexContent> </xs:complexType> </xs:element> </xs:sequence> </xs:complexType> </xs:element> </xs:sequence> </xs:complexType> |
diagram | |||||||||||||||||||||||||||||||
type | restriction of xs:string | ||||||||||||||||||||||||||||||
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source | <xs:element name="Type"> <xs:annotation> <xs:documentation>Swap type (Currency-, Crosscurrency-, Index-, Totalreturn-, Asset-, Commodity-, Interest Rate-, Other)</xs:documentation> </xs:annotation> <xs:simpleType> <xs:restriction base="xs:string"> <xs:enumeration value="Currencyswap"/> <xs:enumeration value="Crosscurrencyswap"/> <xs:enumeration value="Creditdefaultswap"/> <xs:enumeration value="Indexswap"/> <xs:enumeration value="Totalreturnswap"/> <xs:enumeration value="Assetswap"/> <xs:enumeration value="Commodityswap"/> <xs:enumeration value="Interestrateswap"/> <xs:enumeration value="Other"/> </xs:restriction> </xs:simpleType> </xs:element> |
diagram | |||||||
type | xs:date | ||||||
properties |
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annotation |
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source | <xs:element name="StartDate" type="xs:date" minOccurs="0"> <xs:annotation> <xs:documentation>Start date</xs:documentation> </xs:annotation> </xs:element> |
diagram | |||
type | xs:date | ||
properties |
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annotation |
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source | <xs:element name="MaturityDate" type="xs:date"> <xs:annotation> <xs:documentation>Maturity date (Ablaufdatum)</xs:documentation> </xs:annotation> </xs:element> |
diagram | |||||||
type | xs:date | ||||||
properties |
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source | <xs:element name="SettlementDate" type="xs:date" minOccurs="0"/> |
diagram | |||
type | CompanyType | ||
properties |
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children | Identifiers Name LegalName LegalForm Address BusinessCountry ParentCompany | ||
annotation |
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source | <xs:element name="Counterparty" type="CompanyType"> <xs:annotation> <xs:documentation>Counterparty details</xs:documentation> </xs:annotation> </xs:element> |
diagram | |||||||
properties |
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children | Leg | ||||||
annotation |
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source | <xs:element name="Legs" minOccurs="0"> <xs:annotation> <xs:documentation>Swap leg details</xs:documentation> </xs:annotation> <xs:complexType> <xs:sequence> <xs:element name="Leg" maxOccurs="unbounded"> <xs:annotation> <xs:documentation>Swap leg details</xs:documentation> </xs:annotation> <xs:complexType> <xs:complexContent> <xs:extension base="LegType"> <xs:sequence> <xs:element name="Type"> <xs:annotation> <xs:documentation>Buy or Sell</xs:documentation> </xs:annotation> <xs:simpleType> <xs:restriction base="xs:string"> <xs:enumeration value="BUY"/> <xs:enumeration value="SELL"/> </xs:restriction> </xs:simpleType> </xs:element> <xs:element name="Currency" type="ISOCurrencyCodeType"> <xs:annotation> <xs:documentation>Notional Currency</xs:documentation> </xs:annotation> </xs:element> <xs:element name="Notional" type="xs:decimal"> <xs:annotation> <xs:documentation>Notional Amount</xs:documentation> </xs:annotation> </xs:element> <xs:element name="BulletPaymentAmount" type="xs:decimal" minOccurs="0"/> <xs:element name="BulletPaymentDate" type="xs:date" minOccurs="0"/> <xs:element name="UpfrontPaymentAmount" type="xs:decimal" minOccurs="0"/> <xs:element name="UpfrontPaymentDate" type="xs:date" minOccurs="0"/> <xs:element name="AccrualDate" type="xs:date" minOccurs="0"/> <xs:element name="YieldType" minOccurs="0"> <xs:annotation> <xs:documentation>Fixed rate or variable rate</xs:documentation> </xs:annotation> <xs:simpleType> <xs:restriction base="xs:string"> <xs:enumeration value="Fixed Rate"/> <xs:enumeration value="Variable Rate"/> </xs:restriction> </xs:simpleType> </xs:element> <xs:element name="Spread" type="xs:decimal" minOccurs="0"> <xs:annotation> <xs:documentation>Spread in basis points</xs:documentation> </xs:annotation> </xs:element> <xs:element name="FixedRate" type="xs:decimal" minOccurs="0"/> <xs:element name="RecoveryRate" type="xs:decimal" minOccurs="0"/> <xs:element name="PayFrequency" type="FrequencyType" minOccurs="0"/> <xs:element name="FixingFrequency" type="FrequencyType" minOccurs="0"/> <xs:element name="FirstFixingDate" type="xs:date" minOccurs="0"/> <xs:element name="ResetType" minOccurs="0"> <xs:annotation> <xs:documentation>In arrears or Upfront</xs:documentation> </xs:annotation> <xs:simpleType> <xs:restriction base="xs:string"> <xs:enumeration value="In arrears"/> <xs:enumeration value="Upfront"/> </xs:restriction> </xs:simpleType> </xs:element> <xs:element name="SettlementType" minOccurs="0"> <xs:annotation> <xs:documentation>Cash or Cash Netted or Notional Exchange or Physical Delivery</xs:documentation> </xs:annotation> <xs:simpleType> <xs:restriction base="xs:string"> <xs:enumeration value="Cash"/> <xs:enumeration value="Cash Netted"/> <xs:enumeration value="Notional Exchange"/> <xs:enumeration value="Physical Delivery"/> </xs:restriction> </xs:simpleType> </xs:element> <xs:element name="RollConvention" minOccurs="0"> <xs:annotation> <xs:documentation>End of month Floating Following Following modified Preceeding Preceeding modified</xs:documentation> </xs:annotation> <xs:simpleType> <xs:restriction base="xs:string"> <xs:enumeration value="End of month"/> <xs:enumeration value="Floating"/> <xs:enumeration value="Following"/> <xs:enumeration value="Following modified"/> <xs:enumeration value="Preceeding"/> <xs:enumeration value="Preceeding modified"/> </xs:restriction> </xs:simpleType> </xs:element> <xs:element name="YieldCalculationMethod" minOccurs="0"> <xs:annotation> <xs:documentation>Average Compound Flat compounding Simple</xs:documentation> </xs:annotation> <xs:simpleType> <xs:restriction base="xs:string"> <xs:enumeration value="Average"/> <xs:enumeration value="Compound"/> <xs:enumeration value="Flat compounding"/> <xs:enumeration value="Simple"/> </xs:restriction> </xs:simpleType> </xs:element> <xs:element name="YieldDayConvention" minOccurs="0"> <xs:annotation> <xs:documentation>ACT/ACT, ACT/360, ...</xs:documentation> </xs:annotation> <xs:simpleType> <xs:restriction base="xs:string"> <xs:enumeration value="ACT/ACT"/> <xs:enumeration value="ACT/360"/> <xs:enumeration value="ACT/365"/> <xs:enumeration value="30/360"/> <xs:enumeration value="30/365"/> <xs:enumeration value="30B/360"/> <xs:enumeration value="30E/360"/> <xs:enumeration value="30U/360"/> <xs:enumeration value="BusinessDays/252"/> </xs:restriction> </xs:simpleType> </xs:element> <xs:element name="Underlying" type="IdentifiersType" minOccurs="0"> <xs:annotation> <xs:documentation>Underlying Index</xs:documentation> </xs:annotation> </xs:element> <xs:element name="ExchangeConvention" minOccurs="0"> <xs:annotation> <xs:documentation>Begin, End, Begin and end, None</xs:documentation> </xs:annotation> <xs:simpleType> <xs:restriction base="xs:string"> <xs:enumeration value="Begin"/> <xs:enumeration value="Begin+End"/> <xs:enumeration value="End"/> <xs:enumeration value="None"/> </xs:restriction> </xs:simpleType> </xs:element> <xs:element name="InitialReferenceMonth" minOccurs="0"> <xs:simpleType> <xs:restriction base="xs:int"> <xs:minInclusive value="1"/> <xs:maxInclusive value="12"/> </xs:restriction> </xs:simpleType> </xs:element> <xs:element name="FinalReferenceMonth" minOccurs="0"> <xs:simpleType> <xs:restriction base="xs:int"> <xs:minInclusive value="1"/> <xs:maxInclusive value="12"/> </xs:restriction> </xs:simpleType> </xs:element> <xs:element name="FirstCouponRate" type="xs:decimal" minOccurs="0"/> <xs:element name="FirstCouponDate" type="xs:date" minOccurs="0"/> <xs:element name="ShortPeriod" minOccurs="0"> <xs:annotation> <xs:documentation>Interpolation at beginning, Interpolation at the end, Interpolation at beginning and end</xs:documentation> </xs:annotation> <xs:simpleType> <xs:restriction base="xs:string"> <xs:enumeration value="Interpolation at start"/> <xs:enumeration value="Interpolation at end"/> <xs:enumeration value="Interpolation at start+end"/> </xs:restriction> </xs:simpleType> </xs:element> <xs:element name="FixingCalendars" minOccurs="0"> <xs:complexType> <xs:sequence> <xs:element name="Calendar" maxOccurs="unbounded"> <xs:simpleType> <xs:restriction base="xs:string"> <xs:length value="3"/> </xs:restriction> </xs:simpleType> </xs:element> </xs:sequence> </xs:complexType> </xs:element> <xs:element name="PaymentCalendars" minOccurs="0"> <xs:complexType> <xs:sequence> <xs:element name="Calendar" maxOccurs="unbounded"> <xs:simpleType> <xs:restriction base="xs:string"> <xs:length value="3"/> </xs:restriction> </xs:simpleType> </xs:element> </xs:sequence> </xs:complexType> </xs:element> <xs:element name="CreditEvents" minOccurs="0"> <xs:complexType> <xs:sequence> <xs:element name="Event" maxOccurs="unbounded"> <xs:annotation> <xs:documentation>Bankruptcy, Cross acceleration, Cross Default, Downgrade, Failure to pay principal, Merger, Moratorium, Obligation acceleration, Obligation default, Other, Reputation Moratorium, Restructuring, Withholding Tax</xs:documentation> </xs:annotation> <xs:simpleType> <xs:restriction base="xs:string"> <xs:enumeration value="BR"/> <xs:enumeration value="CA"/> <xs:enumeration value="CD"/> <xs:enumeration value="DG"/> <xs:enumeration value="FP"/> <xs:enumeration value="ME"/> <xs:enumeration value="MO"/> <xs:enumeration value="OA"/> <xs:enumeration value="OD"/> <xs:enumeration value="OT"/> <xs:enumeration value="RM"/> <xs:enumeration value="RS"/> <xs:enumeration value="WT"/> </xs:restriction> </xs:simpleType> </xs:element> </xs:sequence> </xs:complexType> </xs:element> </xs:sequence> </xs:extension> </xs:complexContent> </xs:complexType> </xs:element> </xs:sequence> </xs:complexType> </xs:element> |
diagram | |||||||
type | extension of LegType | ||||||
properties |
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children | Type Currency Notional BulletPaymentAmount BulletPaymentDate UpfrontPaymentAmount UpfrontPaymentDate AccrualDate YieldType Spread FixedRate RecoveryRate PayFrequency FixingFrequency FirstFixingDate ResetType SettlementType RollConvention YieldCalculationMethod YieldDayConvention Underlying ExchangeConvention InitialReferenceMonth FinalReferenceMonth FirstCouponRate FirstCouponDate ShortPeriod FixingCalendars PaymentCalendars CreditEvents | ||||||
annotation |
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||||||
source | <xs:element name="Leg" maxOccurs="unbounded"> <xs:annotation> <xs:documentation>Swap leg details</xs:documentation> </xs:annotation> <xs:complexType> <xs:complexContent> <xs:extension base="LegType"> <xs:sequence> <xs:element name="Type"> <xs:annotation> <xs:documentation>Buy or Sell</xs:documentation> </xs:annotation> <xs:simpleType> <xs:restriction base="xs:string"> <xs:enumeration value="BUY"/> <xs:enumeration value="SELL"/> </xs:restriction> </xs:simpleType> </xs:element> <xs:element name="Currency" type="ISOCurrencyCodeType"> <xs:annotation> <xs:documentation>Notional Currency</xs:documentation> </xs:annotation> </xs:element> <xs:element name="Notional" type="xs:decimal"> <xs:annotation> <xs:documentation>Notional Amount</xs:documentation> </xs:annotation> </xs:element> <xs:element name="BulletPaymentAmount" type="xs:decimal" minOccurs="0"/> <xs:element name="BulletPaymentDate" type="xs:date" minOccurs="0"/> <xs:element name="UpfrontPaymentAmount" type="xs:decimal" minOccurs="0"/> <xs:element name="UpfrontPaymentDate" type="xs:date" minOccurs="0"/> <xs:element name="AccrualDate" type="xs:date" minOccurs="0"/> <xs:element name="YieldType" minOccurs="0"> <xs:annotation> <xs:documentation>Fixed rate or variable rate</xs:documentation> </xs:annotation> <xs:simpleType> <xs:restriction base="xs:string"> <xs:enumeration value="Fixed Rate"/> <xs:enumeration value="Variable Rate"/> </xs:restriction> </xs:simpleType> </xs:element> <xs:element name="Spread" type="xs:decimal" minOccurs="0"> <xs:annotation> <xs:documentation>Spread in basis points</xs:documentation> </xs:annotation> </xs:element> <xs:element name="FixedRate" type="xs:decimal" minOccurs="0"/> <xs:element name="RecoveryRate" type="xs:decimal" minOccurs="0"/> <xs:element name="PayFrequency" type="FrequencyType" minOccurs="0"/> <xs:element name="FixingFrequency" type="FrequencyType" minOccurs="0"/> <xs:element name="FirstFixingDate" type="xs:date" minOccurs="0"/> <xs:element name="ResetType" minOccurs="0"> <xs:annotation> <xs:documentation>In arrears or Upfront</xs:documentation> </xs:annotation> <xs:simpleType> <xs:restriction base="xs:string"> <xs:enumeration value="In arrears"/> <xs:enumeration value="Upfront"/> </xs:restriction> </xs:simpleType> </xs:element> <xs:element name="SettlementType" minOccurs="0"> <xs:annotation> <xs:documentation>Cash or Cash Netted or Notional Exchange or Physical Delivery</xs:documentation> </xs:annotation> <xs:simpleType> <xs:restriction base="xs:string"> <xs:enumeration value="Cash"/> <xs:enumeration value="Cash Netted"/> <xs:enumeration value="Notional Exchange"/> <xs:enumeration value="Physical Delivery"/> </xs:restriction> </xs:simpleType> </xs:element> <xs:element name="RollConvention" minOccurs="0"> <xs:annotation> <xs:documentation>End of month Floating Following Following modified Preceeding Preceeding modified</xs:documentation> </xs:annotation> <xs:simpleType> <xs:restriction base="xs:string"> <xs:enumeration value="End of month"/> <xs:enumeration value="Floating"/> <xs:enumeration value="Following"/> <xs:enumeration value="Following modified"/> <xs:enumeration value="Preceeding"/> <xs:enumeration value="Preceeding modified"/> </xs:restriction> </xs:simpleType> </xs:element> <xs:element name="YieldCalculationMethod" minOccurs="0"> <xs:annotation> <xs:documentation>Average Compound Flat compounding Simple</xs:documentation> </xs:annotation> <xs:simpleType> <xs:restriction base="xs:string"> <xs:enumeration value="Average"/> <xs:enumeration value="Compound"/> <xs:enumeration value="Flat compounding"/> <xs:enumeration value="Simple"/> </xs:restriction> </xs:simpleType> </xs:element> <xs:element name="YieldDayConvention" minOccurs="0"> <xs:annotation> <xs:documentation>ACT/ACT, ACT/360, ...</xs:documentation> </xs:annotation> <xs:simpleType> <xs:restriction base="xs:string"> <xs:enumeration value="ACT/ACT"/> <xs:enumeration value="ACT/360"/> <xs:enumeration value="ACT/365"/> <xs:enumeration value="30/360"/> <xs:enumeration value="30/365"/> <xs:enumeration value="30B/360"/> <xs:enumeration value="30E/360"/> <xs:enumeration value="30U/360"/> <xs:enumeration value="BusinessDays/252"/> </xs:restriction> </xs:simpleType> </xs:element> <xs:element name="Underlying" type="IdentifiersType" minOccurs="0"> <xs:annotation> <xs:documentation>Underlying Index</xs:documentation> </xs:annotation> </xs:element> <xs:element name="ExchangeConvention" minOccurs="0"> <xs:annotation> <xs:documentation>Begin, End, Begin and end, None</xs:documentation> </xs:annotation> <xs:simpleType> <xs:restriction base="xs:string"> <xs:enumeration value="Begin"/> <xs:enumeration value="Begin+End"/> <xs:enumeration value="End"/> <xs:enumeration value="None"/> </xs:restriction> </xs:simpleType> </xs:element> <xs:element name="InitialReferenceMonth" minOccurs="0"> <xs:simpleType> <xs:restriction base="xs:int"> <xs:minInclusive value="1"/> <xs:maxInclusive value="12"/> </xs:restriction> </xs:simpleType> </xs:element> <xs:element name="FinalReferenceMonth" minOccurs="0"> <xs:simpleType> <xs:restriction base="xs:int"> <xs:minInclusive value="1"/> <xs:maxInclusive value="12"/> </xs:restriction> </xs:simpleType> </xs:element> <xs:element name="FirstCouponRate" type="xs:decimal" minOccurs="0"/> <xs:element name="FirstCouponDate" type="xs:date" minOccurs="0"/> <xs:element name="ShortPeriod" minOccurs="0"> <xs:annotation> <xs:documentation>Interpolation at beginning, Interpolation at the end, Interpolation at beginning and end</xs:documentation> </xs:annotation> <xs:simpleType> <xs:restriction base="xs:string"> <xs:enumeration value="Interpolation at start"/> <xs:enumeration value="Interpolation at end"/> <xs:enumeration value="Interpolation at start+end"/> </xs:restriction> </xs:simpleType> </xs:element> <xs:element name="FixingCalendars" minOccurs="0"> <xs:complexType> <xs:sequence> <xs:element name="Calendar" maxOccurs="unbounded"> <xs:simpleType> <xs:restriction base="xs:string"> <xs:length value="3"/> </xs:restriction> </xs:simpleType> </xs:element> </xs:sequence> </xs:complexType> </xs:element> <xs:element name="PaymentCalendars" minOccurs="0"> <xs:complexType> <xs:sequence> <xs:element name="Calendar" maxOccurs="unbounded"> <xs:simpleType> <xs:restriction base="xs:string"> <xs:length value="3"/> </xs:restriction> </xs:simpleType> </xs:element> </xs:sequence> </xs:complexType> </xs:element> <xs:element name="CreditEvents" minOccurs="0"> <xs:complexType> <xs:sequence> <xs:element name="Event" maxOccurs="unbounded"> <xs:annotation> <xs:documentation>Bankruptcy, Cross acceleration, Cross Default, Downgrade, Failure to pay principal, Merger, Moratorium, Obligation acceleration, Obligation default, Other, Reputation Moratorium, Restructuring, Withholding Tax</xs:documentation> </xs:annotation> <xs:simpleType> <xs:restriction base="xs:string"> <xs:enumeration value="BR"/> <xs:enumeration value="CA"/> <xs:enumeration value="CD"/> <xs:enumeration value="DG"/> <xs:enumeration value="FP"/> <xs:enumeration value="ME"/> <xs:enumeration value="MO"/> <xs:enumeration value="OA"/> <xs:enumeration value="OD"/> <xs:enumeration value="OT"/> <xs:enumeration value="RM"/> <xs:enumeration value="RS"/> <xs:enumeration value="WT"/> </xs:restriction> </xs:simpleType> </xs:element> </xs:sequence> </xs:complexType> </xs:element> </xs:sequence> </xs:extension> </xs:complexContent> </xs:complexType> </xs:element> |
diagram | ||||||||||
type | restriction of xs:string | |||||||||
properties |
|
|||||||||
facets |
|
|||||||||
annotation |
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|||||||||
source | <xs:element name="Type"> <xs:annotation> <xs:documentation>Buy or Sell</xs:documentation> </xs:annotation> <xs:simpleType> <xs:restriction base="xs:string"> <xs:enumeration value="BUY"/> <xs:enumeration value="SELL"/> </xs:restriction> </xs:simpleType> </xs:element> |
diagram | |||||||||||||
type | ISOCurrencyCodeType | ||||||||||||
properties |
|
||||||||||||
facets |
|
||||||||||||
annotation |
|
||||||||||||
source | <xs:element name="Currency" type="ISOCurrencyCodeType"> <xs:annotation> <xs:documentation>Notional Currency</xs:documentation> </xs:annotation> </xs:element> |
diagram | |||
type | xs:decimal | ||
properties |
|
||
annotation |
|
||
source | <xs:element name="Notional" type="xs:decimal"> <xs:annotation> <xs:documentation>Notional Amount</xs:documentation> </xs:annotation> </xs:element> |
diagram | |||||||
type | xs:decimal | ||||||
properties |
|
||||||
source | <xs:element name="BulletPaymentAmount" type="xs:decimal" minOccurs="0"/> |
diagram | |||||||
type | xs:date | ||||||
properties |
|
||||||
source | <xs:element name="BulletPaymentDate" type="xs:date" minOccurs="0"/> |
diagram | |||||||
type | xs:decimal | ||||||
properties |
|
||||||
source | <xs:element name="UpfrontPaymentAmount" type="xs:decimal" minOccurs="0"/> |
diagram | |||||||
type | xs:date | ||||||
properties |
|
||||||
source | <xs:element name="UpfrontPaymentDate" type="xs:date" minOccurs="0"/> |
diagram | |||||||
type | xs:date | ||||||
properties |
|
||||||
source | <xs:element name="AccrualDate" type="xs:date" minOccurs="0"/> |
diagram | ||||||||||
type | restriction of xs:string | |||||||||
properties |
|
|||||||||
facets |
|
|||||||||
annotation |
|
|||||||||
source | <xs:element name="YieldType" minOccurs="0"> <xs:annotation> <xs:documentation>Fixed rate or variable rate</xs:documentation> </xs:annotation> <xs:simpleType> <xs:restriction base="xs:string"> <xs:enumeration value="Fixed Rate"/> <xs:enumeration value="Variable Rate"/> </xs:restriction> </xs:simpleType> </xs:element> |
diagram | |||||||
type | xs:decimal | ||||||
properties |
|
||||||
annotation |
|
||||||
source | <xs:element name="Spread" type="xs:decimal" minOccurs="0"> <xs:annotation> <xs:documentation>Spread in basis points</xs:documentation> </xs:annotation> </xs:element> |
diagram | |||||||
type | xs:decimal | ||||||
properties |
|
||||||
source | <xs:element name="FixedRate" type="xs:decimal" minOccurs="0"/> |
diagram | |||||||
type | xs:decimal | ||||||
properties |
|
||||||
source | <xs:element name="RecoveryRate" type="xs:decimal" minOccurs="0"/> |
diagram | ||||||||||||||||||||||||||||
type | FrequencyType | |||||||||||||||||||||||||||
properties |
|
|||||||||||||||||||||||||||
facets |
|
|||||||||||||||||||||||||||
source | <xs:element name="PayFrequency" type="FrequencyType" minOccurs="0"/> |
diagram | ||||||||||||||||||||||||||||
type | FrequencyType | |||||||||||||||||||||||||||
properties |
|
|||||||||||||||||||||||||||
facets |
|
|||||||||||||||||||||||||||
source | <xs:element name="FixingFrequency" type="FrequencyType" minOccurs="0"/> |
diagram | |||||||
type | xs:date | ||||||
properties |
|
||||||
source | <xs:element name="FirstFixingDate" type="xs:date" minOccurs="0"/> |
diagram | ||||||||||
type | restriction of xs:string | |||||||||
properties |
|
|||||||||
facets |
|
|||||||||
annotation |
|
|||||||||
source | <xs:element name="ResetType" minOccurs="0"> <xs:annotation> <xs:documentation>In arrears or Upfront</xs:documentation> </xs:annotation> <xs:simpleType> <xs:restriction base="xs:string"> <xs:enumeration value="In arrears"/> <xs:enumeration value="Upfront"/> </xs:restriction> </xs:simpleType> </xs:element> |
diagram | ||||||||||||||||
type | restriction of xs:string | |||||||||||||||
properties |
|
|||||||||||||||
facets |
|
|||||||||||||||
annotation |
|
|||||||||||||||
source | <xs:element name="SettlementType" minOccurs="0"> <xs:annotation> <xs:documentation>Cash or Cash Netted or Notional Exchange or Physical Delivery</xs:documentation> </xs:annotation> <xs:simpleType> <xs:restriction base="xs:string"> <xs:enumeration value="Cash"/> <xs:enumeration value="Cash Netted"/> <xs:enumeration value="Notional Exchange"/> <xs:enumeration value="Physical Delivery"/> </xs:restriction> </xs:simpleType> </xs:element> |
diagram | ||||||||||||||||||||||
type | restriction of xs:string | |||||||||||||||||||||
properties |
|
|||||||||||||||||||||
facets |
|
|||||||||||||||||||||
annotation |
|
|||||||||||||||||||||
source | <xs:element name="RollConvention" minOccurs="0"> <xs:annotation> <xs:documentation>End of month Floating Following Following modified Preceeding Preceeding modified</xs:documentation> </xs:annotation> <xs:simpleType> <xs:restriction base="xs:string"> <xs:enumeration value="End of month"/> <xs:enumeration value="Floating"/> <xs:enumeration value="Following"/> <xs:enumeration value="Following modified"/> <xs:enumeration value="Preceeding"/> <xs:enumeration value="Preceeding modified"/> </xs:restriction> </xs:simpleType> </xs:element> |
diagram | ||||||||||||||||
type | restriction of xs:string | |||||||||||||||
properties |
|
|||||||||||||||
facets |
|
|||||||||||||||
annotation |
|
|||||||||||||||
source | <xs:element name="YieldCalculationMethod" minOccurs="0"> <xs:annotation> <xs:documentation>Average Compound Flat compounding Simple</xs:documentation> </xs:annotation> <xs:simpleType> <xs:restriction base="xs:string"> <xs:enumeration value="Average"/> <xs:enumeration value="Compound"/> <xs:enumeration value="Flat compounding"/> <xs:enumeration value="Simple"/> </xs:restriction> </xs:simpleType> </xs:element> |
diagram | |||||||||||||||||||||||||||||||
type | restriction of xs:string | ||||||||||||||||||||||||||||||
properties |
|
||||||||||||||||||||||||||||||
facets |
|
||||||||||||||||||||||||||||||
annotation |
|
||||||||||||||||||||||||||||||
source | <xs:element name="YieldDayConvention" minOccurs="0"> <xs:annotation> <xs:documentation>ACT/ACT, ACT/360, ...</xs:documentation> </xs:annotation> <xs:simpleType> <xs:restriction base="xs:string"> <xs:enumeration value="ACT/ACT"/> <xs:enumeration value="ACT/360"/> <xs:enumeration value="ACT/365"/> <xs:enumeration value="30/360"/> <xs:enumeration value="30/365"/> <xs:enumeration value="30B/360"/> <xs:enumeration value="30E/360"/> <xs:enumeration value="30U/360"/> <xs:enumeration value="BusinessDays/252"/> </xs:restriction> </xs:simpleType> </xs:element> |
diagram | |||||||
type | IdentifiersType | ||||||
properties |
|
||||||
children | ISIN Bloomberg CUSIP GermanWKN LEI MexID ReutersRIC SEDOL SwissValorenCode SwiftBIC OtherID | ||||||
annotation |
|
||||||
source | <xs:element name="Underlying" type="IdentifiersType" minOccurs="0"> <xs:annotation> <xs:documentation>Underlying Index</xs:documentation> </xs:annotation> </xs:element> |
diagram | ||||||||||||||||
type | restriction of xs:string | |||||||||||||||
properties |
|
|||||||||||||||
facets |
|
|||||||||||||||
annotation |
|
|||||||||||||||
source | <xs:element name="ExchangeConvention" minOccurs="0"> <xs:annotation> <xs:documentation>Begin, End, Begin and end, None</xs:documentation> </xs:annotation> <xs:simpleType> <xs:restriction base="xs:string"> <xs:enumeration value="Begin"/> <xs:enumeration value="Begin+End"/> <xs:enumeration value="End"/> <xs:enumeration value="None"/> </xs:restriction> </xs:simpleType> </xs:element> |
diagram | ||||||||||
type | restriction of xs:int | |||||||||
properties |
|
|||||||||
facets |
|
|||||||||
source | <xs:element name="InitialReferenceMonth" minOccurs="0"> <xs:simpleType> <xs:restriction base="xs:int"> <xs:minInclusive value="1"/> <xs:maxInclusive value="12"/> </xs:restriction> </xs:simpleType> </xs:element> |
diagram | ||||||||||
type | restriction of xs:int | |||||||||
properties |
|
|||||||||
facets |
|
|||||||||
source | <xs:element name="FinalReferenceMonth" minOccurs="0"> <xs:simpleType> <xs:restriction base="xs:int"> <xs:minInclusive value="1"/> <xs:maxInclusive value="12"/> </xs:restriction> </xs:simpleType> </xs:element> |
diagram | |||||||
type | xs:decimal | ||||||
properties |
|
||||||
source | <xs:element name="FirstCouponRate" type="xs:decimal" minOccurs="0"/> |
diagram | |||||||
type | xs:date | ||||||
properties |
|
||||||
source | <xs:element name="FirstCouponDate" type="xs:date" minOccurs="0"/> |
diagram | |||||||||||||
type | restriction of xs:string | ||||||||||||
properties |
|
||||||||||||
facets |
|
||||||||||||
annotation |
|
||||||||||||
source | <xs:element name="ShortPeriod" minOccurs="0"> <xs:annotation> <xs:documentation>Interpolation at beginning, Interpolation at the end, Interpolation at beginning and end</xs:documentation> </xs:annotation> <xs:simpleType> <xs:restriction base="xs:string"> <xs:enumeration value="Interpolation at start"/> <xs:enumeration value="Interpolation at end"/> <xs:enumeration value="Interpolation at start+end"/> </xs:restriction> </xs:simpleType> </xs:element> |
diagram | |||||||
properties |
|
||||||
children | Calendar | ||||||
source | <xs:element name="FixingCalendars" minOccurs="0"> <xs:complexType> <xs:sequence> <xs:element name="Calendar" maxOccurs="unbounded"> <xs:simpleType> <xs:restriction base="xs:string"> <xs:length value="3"/> </xs:restriction> </xs:simpleType> </xs:element> </xs:sequence> </xs:complexType> </xs:element> |
diagram | |||||||
type | restriction of xs:string | ||||||
properties |
|
||||||
facets |
|
||||||
source | <xs:element name="Calendar" maxOccurs="unbounded"> <xs:simpleType> <xs:restriction base="xs:string"> <xs:length value="3"/> </xs:restriction> </xs:simpleType> </xs:element> |
diagram | |||||||
properties |
|
||||||
children | Calendar | ||||||
source | <xs:element name="PaymentCalendars" minOccurs="0"> <xs:complexType> <xs:sequence> <xs:element name="Calendar" maxOccurs="unbounded"> <xs:simpleType> <xs:restriction base="xs:string"> <xs:length value="3"/> </xs:restriction> </xs:simpleType> </xs:element> </xs:sequence> </xs:complexType> </xs:element> |
diagram | |||||||
type | restriction of xs:string | ||||||
properties |
|
||||||
facets |
|
||||||
source | <xs:element name="Calendar" maxOccurs="unbounded"> <xs:simpleType> <xs:restriction base="xs:string"> <xs:length value="3"/> </xs:restriction> </xs:simpleType> </xs:element> |
diagram | |||||||
properties |
|
||||||
children | Event | ||||||
source | <xs:element name="CreditEvents" minOccurs="0"> <xs:complexType> <xs:sequence> <xs:element name="Event" maxOccurs="unbounded"> <xs:annotation> <xs:documentation>Bankruptcy, Cross acceleration, Cross Default, Downgrade, Failure to pay principal, Merger, Moratorium, Obligation acceleration, Obligation default, Other, Reputation Moratorium, Restructuring, Withholding Tax</xs:documentation> </xs:annotation> <xs:simpleType> <xs:restriction base="xs:string"> <xs:enumeration value="BR"/> <xs:enumeration value="CA"/> <xs:enumeration value="CD"/> <xs:enumeration value="DG"/> <xs:enumeration value="FP"/> <xs:enumeration value="ME"/> <xs:enumeration value="MO"/> <xs:enumeration value="OA"/> <xs:enumeration value="OD"/> <xs:enumeration value="OT"/> <xs:enumeration value="RM"/> <xs:enumeration value="RS"/> <xs:enumeration value="WT"/> </xs:restriction> </xs:simpleType> </xs:element> </xs:sequence> </xs:complexType> </xs:element> |
diagram | |||||||||||||||||||||||||||||||||||||||||||
type | restriction of xs:string | ||||||||||||||||||||||||||||||||||||||||||
properties |
|
||||||||||||||||||||||||||||||||||||||||||
facets |
|
||||||||||||||||||||||||||||||||||||||||||
annotation |
|
||||||||||||||||||||||||||||||||||||||||||
source | <xs:element name="Event" maxOccurs="unbounded"> <xs:annotation> <xs:documentation>Bankruptcy, Cross acceleration, Cross Default, Downgrade, Failure to pay principal, Merger, Moratorium, Obligation acceleration, Obligation default, Other, Reputation Moratorium, Restructuring, Withholding Tax</xs:documentation> </xs:annotation> <xs:simpleType> <xs:restriction base="xs:string"> <xs:enumeration value="BR"/> <xs:enumeration value="CA"/> <xs:enumeration value="CD"/> <xs:enumeration value="DG"/> <xs:enumeration value="FP"/> <xs:enumeration value="ME"/> <xs:enumeration value="MO"/> <xs:enumeration value="OA"/> <xs:enumeration value="OD"/> <xs:enumeration value="OT"/> <xs:enumeration value="RM"/> <xs:enumeration value="RS"/> <xs:enumeration value="WT"/> </xs:restriction> </xs:simpleType> </xs:element> |