complexType SwapType
diagram index_p2222.png
children Type StartDate MaturityDate SettlementDate Counterparty Legs
used by
element AssetDetailsType/Swap
annotation
documentation
SWAP Asset data information
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>

element SwapType/Type
diagram index_p2223.png
type restriction of xs:string
properties
content simple
facets
Kind Value Annotation
enumeration Currencyswap
enumeration Crosscurrencyswap
enumeration Creditdefaultswap
enumeration Indexswap
enumeration Totalreturnswap
enumeration Assetswap
enumeration Commodityswap
enumeration Interestrateswap
enumeration Other
annotation
documentation
Swap type (Currency-, Crosscurrency-, Index-, Totalreturn-, Asset-, Commodity-, Interest Rate-, Other)
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>

element SwapType/StartDate
diagram index_p2224.png
type xs:date
properties
minOcc 0
maxOcc 1
content simple
annotation
documentation
Start date
source <xs:element name="StartDate" type="xs:date" minOccurs="0">
  <xs:annotation>
    <xs:documentation>Start date</xs:documentation>
  </xs:annotation>
</xs:element>

element SwapType/MaturityDate
diagram index_p2225.png
type xs:date
properties
content simple
annotation
documentation
Maturity date (Ablaufdatum)
source <xs:element name="MaturityDate" type="xs:date">
  <xs:annotation>
    <xs:documentation>Maturity date (Ablaufdatum)</xs:documentation>
  </xs:annotation>
</xs:element>

element SwapType/SettlementDate
diagram index_p2226.png
type xs:date
properties
minOcc 0
maxOcc 1
content simple
source <xs:element name="SettlementDate" type="xs:date" minOccurs="0"/>

element SwapType/Counterparty
diagram index_p2227.png
type CompanyType
properties
content complex
children Identifiers Name LegalName LegalForm Address BusinessCountry ParentCompany
annotation
documentation
Counterparty details
source <xs:element name="Counterparty" type="CompanyType">
  <xs:annotation>
    <xs:documentation>Counterparty details</xs:documentation>
  </xs:annotation>
</xs:element>

element SwapType/Legs
diagram index_p2228.png
properties
minOcc 0
maxOcc 1
content complex
children Leg
annotation
documentation
Swap leg details
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>

element SwapType/Legs/Leg
diagram index_p2229.png
type extension of LegType
properties
minOcc 1
maxOcc unbounded
content complex
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
documentation
Swap leg details
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>

element SwapType/Legs/Leg/Type
diagram index_p2230.png
type restriction of xs:string
properties
content simple
facets
Kind Value Annotation
enumeration BUY
enumeration SELL
annotation
documentation
Buy or Sell
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>

element SwapType/Legs/Leg/Currency
diagram index_p2231.png
type ISOCurrencyCodeType
properties
content simple
facets
Kind Value Annotation
minLength 3
maxLength 3
pattern [A-Z]{3}
annotation
documentation
Notional Currency
source <xs:element name="Currency" type="ISOCurrencyCodeType">
  <xs:annotation>
    <xs:documentation>Notional Currency</xs:documentation>
  </xs:annotation>
</xs:element>

element SwapType/Legs/Leg/Notional
diagram index_p2232.png
type xs:decimal
properties
content simple
annotation
documentation
Notional Amount
source <xs:element name="Notional" type="xs:decimal">
  <xs:annotation>
    <xs:documentation>Notional Amount</xs:documentation>
  </xs:annotation>
</xs:element>

element SwapType/Legs/Leg/BulletPaymentAmount
diagram index_p2233.png
type xs:decimal
properties
minOcc 0
maxOcc 1
content simple
source <xs:element name="BulletPaymentAmount" type="xs:decimal" minOccurs="0"/>

element SwapType/Legs/Leg/BulletPaymentDate
diagram index_p2234.png
type xs:date
properties
minOcc 0
maxOcc 1
content simple
source <xs:element name="BulletPaymentDate" type="xs:date" minOccurs="0"/>

element SwapType/Legs/Leg/UpfrontPaymentAmount
diagram index_p2235.png
type xs:decimal
properties
minOcc 0
maxOcc 1
content simple
source <xs:element name="UpfrontPaymentAmount" type="xs:decimal" minOccurs="0"/>

element SwapType/Legs/Leg/UpfrontPaymentDate
diagram index_p2236.png
type xs:date
properties
minOcc 0
maxOcc 1
content simple
source <xs:element name="UpfrontPaymentDate" type="xs:date" minOccurs="0"/>

element SwapType/Legs/Leg/AccrualDate
diagram index_p2237.png
type xs:date
properties
minOcc 0
maxOcc 1
content simple
source <xs:element name="AccrualDate" type="xs:date" minOccurs="0"/>

element SwapType/Legs/Leg/YieldType
diagram index_p2238.png
type restriction of xs:string
properties
minOcc 0
maxOcc 1
content simple
facets
Kind Value Annotation
enumeration Fixed Rate
enumeration Variable Rate
annotation
documentation
Fixed rate or variable rate
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>

element SwapType/Legs/Leg/Spread
diagram index_p2239.png
type xs:decimal
properties
minOcc 0
maxOcc 1
content simple
annotation
documentation
Spread in basis points
source <xs:element name="Spread" type="xs:decimal" minOccurs="0">
  <xs:annotation>
    <xs:documentation>Spread in basis points</xs:documentation>
  </xs:annotation>
</xs:element>

element SwapType/Legs/Leg/FixedRate
diagram index_p2240.png
type xs:decimal
properties
minOcc 0
maxOcc 1
content simple
source <xs:element name="FixedRate" type="xs:decimal" minOccurs="0"/>

element SwapType/Legs/Leg/RecoveryRate
diagram index_p2241.png
type xs:decimal
properties
minOcc 0
maxOcc 1
content simple
source <xs:element name="RecoveryRate" type="xs:decimal" minOccurs="0"/>

element SwapType/Legs/Leg/PayFrequency
diagram index_p2242.png
type FrequencyType
properties
minOcc 0
maxOcc 1
content simple
facets
Kind Value Annotation
enumeration DAIL
enumeration MNTH
enumeration QURT
enumeration SEMI
enumeration TWMN
enumeration TWWK
enumeration WEEK
enumeration YEAR
source <xs:element name="PayFrequency" type="FrequencyType" minOccurs="0"/>

element SwapType/Legs/Leg/FixingFrequency
diagram index_p2243.png
type FrequencyType
properties
minOcc 0
maxOcc 1
content simple
facets
Kind Value Annotation
enumeration DAIL
enumeration MNTH
enumeration QURT
enumeration SEMI
enumeration TWMN
enumeration TWWK
enumeration WEEK
enumeration YEAR
source <xs:element name="FixingFrequency" type="FrequencyType" minOccurs="0"/>

element SwapType/Legs/Leg/FirstFixingDate
diagram index_p2244.png
type xs:date
properties
minOcc 0
maxOcc 1
content simple
source <xs:element name="FirstFixingDate" type="xs:date" minOccurs="0"/>

element SwapType/Legs/Leg/ResetType
diagram index_p2245.png
type restriction of xs:string
properties
minOcc 0
maxOcc 1
content simple
facets
Kind Value Annotation
enumeration In arrears
enumeration Upfront
annotation
documentation
In arrears or Upfront
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>

element SwapType/Legs/Leg/SettlementType
diagram index_p2246.png
type restriction of xs:string
properties
minOcc 0
maxOcc 1
content simple
facets
Kind Value Annotation
enumeration Cash
enumeration Cash Netted
enumeration Notional Exchange
enumeration Physical Delivery
annotation
documentation
Cash or Cash Netted or Notional Exchange or Physical Delivery
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>

element SwapType/Legs/Leg/RollConvention
diagram index_p2247.png
type restriction of xs:string
properties
minOcc 0
maxOcc 1
content simple
facets
Kind Value Annotation
enumeration End of month
enumeration Floating
enumeration Following
enumeration Following modified
enumeration Preceeding
enumeration Preceeding modified
annotation
documentation
End of month
Floating
Following
Following modified
Preceeding
Preceeding modified
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>

element SwapType/Legs/Leg/YieldCalculationMethod
diagram index_p2248.png
type restriction of xs:string
properties
minOcc 0
maxOcc 1
content simple
facets
Kind Value Annotation
enumeration Average
enumeration Compound
enumeration Flat compounding
enumeration Simple
annotation
documentation
Average
Compound
Flat compounding
Simple
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>

element SwapType/Legs/Leg/YieldDayConvention
diagram index_p2249.png
type restriction of xs:string
properties
minOcc 0
maxOcc 1
content simple
facets
Kind Value Annotation
enumeration ACT/ACT
enumeration ACT/360
enumeration ACT/365
enumeration 30/360
enumeration 30/365
enumeration 30B/360
enumeration 30E/360
enumeration 30U/360
enumeration BusinessDays/252
annotation
documentation
ACT/ACT, ACT/360, ...
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>

element SwapType/Legs/Leg/Underlying
diagram index_p2250.png
type IdentifiersType
properties
minOcc 0
maxOcc 1
content complex
children ISIN Bloomberg CUSIP GermanWKN LEI MexID ReutersRIC SEDOL SwissValorenCode SwiftBIC OtherID
annotation
documentation
Underlying Index
source <xs:element name="Underlying" type="IdentifiersType" minOccurs="0">
  <xs:annotation>
    <xs:documentation>Underlying Index</xs:documentation>
  </xs:annotation>
</xs:element>

element SwapType/Legs/Leg/ExchangeConvention
diagram index_p2251.png
type restriction of xs:string
properties
minOcc 0
maxOcc 1
content simple
facets
Kind Value Annotation
enumeration Begin
enumeration Begin+End
enumeration End
enumeration None
annotation
documentation
Begin, End, Begin and end, None
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>

element SwapType/Legs/Leg/InitialReferenceMonth
diagram index_p2252.png
type restriction of xs:int
properties
minOcc 0
maxOcc 1
content simple
facets
Kind Value Annotation
minInclusive 1
maxInclusive 12
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>

element SwapType/Legs/Leg/FinalReferenceMonth
diagram index_p2253.png
type restriction of xs:int
properties
minOcc 0
maxOcc 1
content simple
facets
Kind Value Annotation
minInclusive 1
maxInclusive 12
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>

element SwapType/Legs/Leg/FirstCouponRate
diagram index_p2254.png
type xs:decimal
properties
minOcc 0
maxOcc 1
content simple
source <xs:element name="FirstCouponRate" type="xs:decimal" minOccurs="0"/>

element SwapType/Legs/Leg/FirstCouponDate
diagram index_p2255.png
type xs:date
properties
minOcc 0
maxOcc 1
content simple
source <xs:element name="FirstCouponDate" type="xs:date" minOccurs="0"/>

element SwapType/Legs/Leg/ShortPeriod
diagram index_p2256.png
type restriction of xs:string
properties
minOcc 0
maxOcc 1
content simple
facets
Kind Value Annotation
enumeration Interpolation at start
enumeration Interpolation at end
enumeration Interpolation at start+end
annotation
documentation
Interpolation at beginning, Interpolation at the end, Interpolation at beginning and end
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>

element SwapType/Legs/Leg/FixingCalendars
diagram index_p2257.png
properties
minOcc 0
maxOcc 1
content complex
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>

element SwapType/Legs/Leg/FixingCalendars/Calendar
diagram index_p2258.png
type restriction of xs:string
properties
minOcc 1
maxOcc unbounded
content simple
facets
Kind Value Annotation
length 3
source <xs:element name="Calendar" maxOccurs="unbounded">
  <xs:simpleType>
    <xs:restriction base="xs:string">
      <xs:length value="3"/>
    </xs:restriction>
  </xs:simpleType>
</xs:element>

element SwapType/Legs/Leg/PaymentCalendars
diagram index_p2259.png
properties
minOcc 0
maxOcc 1
content complex
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>

element SwapType/Legs/Leg/PaymentCalendars/Calendar
diagram index_p2260.png
type restriction of xs:string
properties
minOcc 1
maxOcc unbounded
content simple
facets
Kind Value Annotation
length 3
source <xs:element name="Calendar" maxOccurs="unbounded">
  <xs:simpleType>
    <xs:restriction base="xs:string">
      <xs:length value="3"/>
    </xs:restriction>
  </xs:simpleType>
</xs:element>

element SwapType/Legs/Leg/CreditEvents
diagram index_p2261.png
properties
minOcc 0
maxOcc 1
content complex
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>

element SwapType/Legs/Leg/CreditEvents/Event
diagram index_p2262.png
type restriction of xs:string
properties
minOcc 1
maxOcc unbounded
content simple
facets
Kind Value Annotation
enumeration BR
enumeration CA
enumeration CD
enumeration DG
enumeration FP
enumeration ME
enumeration MO
enumeration OA
enumeration OD
enumeration OT
enumeration RM
enumeration RS
enumeration WT
annotation
documentation
Bankruptcy, Cross acceleration, Cross Default, Downgrade, Failure to pay principal, Merger, Moratorium, Obligation acceleration, Obligation default, Other, Reputation Moratorium, Restructuring, Withholding Tax
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>


XML Schema documentation generated by XMLSpy Schema Editor http://www.altova.com/xmlspy