# FpML 4.2 Trial Recommendation

## 10 September 2021

## Equity Derivative Component Definitions

### Version: 4.2

### This Version:

> http://www.fpml.org/spec/fpml-4-2-13-tr-6

### Latest Version:

> http://www.fpml.org/spec/fpml-4-2-13-tr-6

### Previous Version:

> https://www.fpml.org/spec/fpml-4-2-12-rec-2/

### Errata for this Version:

> http://www.fpml.org/spec/errata/fpml-4-2-13-tr-6-errata.html

Document built: Thu 09/09/2021 16:55:50.09

Copyright (c) 1999 - 2006 by INTERNATIONAL SWAPS AND DERIVATIVES ASSOCIATION, INC.
Financial Products Markup Language is subject to the FpML public license
A copy of this license is available at http://www.fpml.org/documents/license.html

The FpML specifications provided are without warranty of any kind, either expressed or implied, including, without limitation, warranties that FpML, or the FpML specifications are free of defects, merchantable, fit for a particular purpose or non-infringing. The entire risk as to the quality and performance of the specifications is with you. Should any of the FpML specifications prove defective in any respect, you assume the cost of any necessary servicing or repair. Under no circumstances and under no legal theory, whether tort (including negligence), contract, or otherwise, shall ISDA, any of its members, or any distributor of documents or software containing any of the FpML specifications, or any supplier of any of such parties, be liable to you or any other person for any indirect, special, incidental, or consequential damages of any character including, without limitation, damages for loss of goodwill, work stoppage, computer failure or malfunction, or any and all other commercial damages or losses, even if such party shall have been informed of the possibility of such damages.

# Contents

  Global Simple Types
  Global Complex Types
    BrokerEquityOption
    CalendarSpread
    EquityAmericanExercise
    EquityBermudaExercise
    EquityDerivativeBase
    EquityDerivativeLongFormBase
    EquityDerivativeShortFormBase
    EquityEuropeanExercise
    EquityExerciseValuationSettlement
    EquityForward
    EquityMultipleExercise
    EquityOption
    EquityOptionTermination
    EquityOptionTransactionSupplement
    PrePayment
    StrategyFeature
    StrikeSpread
  Global Elements
    brokerEquityOption
    equityForward
    equityOption
    equityOptionTransactionSupplement
  Groups
  Schema Listing

# Global Simple Types

The schema does not contain any global simple types.

# Global Complex Types

## BrokerEquityOption

### Description:

A type for defining the broker equity options.

### Figure:

### Contents:

Inherited element(s): (This definition inherits the content defined by the type EquityDerivativeShortFormBase)

- A type for defining short form equity option basic features

deltaCrossed (exactly one occurrence; of the type xsd:boolean)

brokerageFee (exactly one occurrence; of the type Money)

brokerNotes (exactly one occurrence; of the type xsd:string)

### Used by:

### Extension of:

- EquityDerivativeShortFormBase

### Schema Fragment:

    <xsd:complexType name="BrokerEquityOption">
      <xsd:annotation>
        <xsd:documentation xml:lang="en">
          A type for defining the broker equity options.
        </xsd:documentation>
      </xsd:annotation>
      <xsd:complexContent>
        <xsd:extension base="EquityDerivativeShortFormBase">
          <xsd:sequence>
            <xsd:element name="deltaCrossed" type="xsd:boolean"/>
            <xsd:element name="brokerageFee" type="Money"/>
            <xsd:element name="brokerNotes" type="xsd:string"/>
          </xsd:sequence>
        </xsd:extension>
      </xsd:complexContent>
    </xsd:complexType>

## CalendarSpread

### Description:

A type for defining a calendar spread feature

### Figure:

### Contents:

expirationDateTwo (exactly one occurrence; of the type AdjustableOrRelativeDate)

### Used by:

- StrategyFeature/calendarSpread

### Schema Fragment:

    <xsd:complexType name="CalendarSpread">
      <xsd:annotation>
        <xsd:documentation xml:lang="en">
          A type for defining a calendar spread feature
        </xsd:documentation>
      </xsd:annotation>
      <xsd:sequence>
        <xsd:element name="expirationDateTwo" type="AdjustableOrRelativeDate"/>
      </xsd:sequence>
    </xsd:complexType>

## EquityAmericanExercise

### Description:

A type for defining exercise procedures associated with an American style exercise of an equity option. This entity inherits from the type SharedAmericanExercise.

### Figure:

### Contents:

Inherited element(s): (This definition inherits the content defined by the type SharedAmericanExercise)

- TBA

latestExerciseTimeType (zero or one occurrence; of the type TimeTypeEnum)

- The latest time of day at which the equity option can be exercised, for example the official closing time of the exchange.

equityExpirationTimeType (exactly one occurrence; of the type TimeTypeEnum)

- The time of day at which the equity option expires, for example the official closing time of the exchange.

equityExpirationTime (zero or one occurrence; of the type BusinessCenterTime)

- The specific time of day at which the equity option expires.

equityMultipleExercise (zero or one occurrence; of the type EquityMultipleExercise)

- The presence of this element indicates that the option may be exercised on different days. It is not applicable to European options.

### Used by:

- EquityExerciseValuationSettlement/equityAmericanExercise

### Extension of:

- SharedAmericanExercise

### Schema Fragment:

    <xsd:complexType name="EquityAmericanExercise">
      <xsd:annotation>
        <xsd:documentation xml:lang="en">
          A type for defining exercise procedures associated with an
          American style exercise of an equity option. This entity inherits
          from the type SharedAmericanExercise.
        </xsd:documentation>
        <xsd:documentation xml:lang="de">
          Typ zur Definition der Ausübungsprozesse bei einer amerikanischen
          Aktienoption. Diese Einheit leitet sich ab vom Typ
          "SharedAmericanExercise".
        </xsd:documentation>
      </xsd:annotation>
      <xsd:complexContent>
        <xsd:extension base="SharedAmericanExercise">
          <xsd:sequence>
            <xsd:element name="latestExerciseTimeType" type="TimeTypeEnum" minOccurs="0">
              <xsd:annotation>
                <xsd:documentation xml:lang="en">
                  The latest time of day at which the equity option can be
                  exercised, for example the official closing time of the
                  exchange.
                </xsd:documentation>
                <xsd:documentation xml:lang="de">
                  Tageszeit der letztmöglichen Ausübung der Aktienoption,
                  zum Beispiel der offizielle Börsenschluss.
                </xsd:documentation>
              </xsd:annotation>
            </xsd:element>
            <xsd:element name="equityExpirationTimeType" type="TimeTypeEnum">
              <xsd:annotation>
                <xsd:documentation xml:lang="en">
                  The time of day at which the equity option expires, for
                  example the official closing time of the exchange.
                </xsd:documentation>
                <xsd:documentation xml:lang="de">
                  Tageszeit, zu der die Aktienoption verfällt, zum Beispiel
                  der offizielle Börsenschluss.
                </xsd:documentation>
              </xsd:annotation>
            </xsd:element>
            <xsd:element name="equityExpirationTime" type="BusinessCenterTime" minOccurs="0">
              <xsd:annotation>
                <xsd:documentation xml:lang="en">
                  The specific time of day at which the equity option
                  expires.
                </xsd:documentation>
                <xsd:documentation xml:lang="de">
                  Genaue Tageszeit, an der die Aktienoption verfällt.
                </xsd:documentation>
              </xsd:annotation>
            </xsd:element>
            <xsd:element name="equityMultipleExercise" type="EquityMultipleExercise" minOccurs="0">
              <xsd:annotation>
                <xsd:documentation xml:lang="en">
                  The presence of this element indicates that the option
                  may be exercised on different days. It is not applicable
                  to European options.
                </xsd:documentation>
                <xsd:documentation xml:lang="de">
                  Ist dieses Element vorhanden, kann die Option an
                  unterschiedlichen Tagen ausgeübt werden. Nicht zulässig
                  bei europäischen Optionen.
                </xsd:documentation>
              </xsd:annotation>
            </xsd:element>
          </xsd:sequence>
        </xsd:extension>
      </xsd:complexContent>
    </xsd:complexType>

## EquityBermudaExercise

### Description:

A type for defining exercise procedures associated with a Bermuda style exercise of an equity option.

### Figure:

### Contents:

Inherited element(s): (This definition inherits the content defined by the type SharedAmericanExercise)

- TBA

bermudaExerciseDates (exactly one occurrence; of the type DateList)

- List of Exercise Dates for a Bermuda option

latestExerciseTimeType (zero or one occurrence; of the type TimeTypeEnum)

- The latest time of day at which the equity option can be exercised, for example the official closing time of the exchange.

equityExpirationTimeType (exactly one occurrence; of the type TimeTypeEnum)

- The time of day at which the equity option expires, for example the official closing time of the exchange.

equityExpirationTime (zero or one occurrence; of the type BusinessCenterTime)

- The specific time of day at which the equity option expires.

equityMultipleExercise (zero or one occurrence; of the type EquityMultipleExercise)

- The presence of this element indicates that the option may be exercised on different days. It is not applicable to European options.

### Used by:

- EquityExerciseValuationSettlement/equityBermudaExercise

### Extension of:

- SharedAmericanExercise

### Schema Fragment:

    <xsd:complexType name="EquityBermudaExercise">
      <xsd:annotation>
        <xsd:documentation xml:lang="en">
          A type for defining exercise procedures associated with a Bermuda
          style exercise of an equity option.
        </xsd:documentation>
        <xsd:documentation xml:lang="de">
          Typ zur Definition der Ausübungprozesse bei einer
          Bermuda-Aktienoption.
        </xsd:documentation>
      </xsd:annotation>
      <xsd:complexContent>
        <xsd:extension base="SharedAmericanExercise">
          <xsd:sequence>
            <xsd:element name="bermudaExerciseDates" type="DateList">
              <xsd:annotation>
                <xsd:documentation xml:lang="en">
                  List of Exercise Dates for a Bermuda option
                </xsd:documentation>
                <xsd:documentation xml:lang="de">
                  Liste der Ausübungstage einer Bermuda-Option.
                </xsd:documentation>
              </xsd:annotation>
            </xsd:element>
            <xsd:element name="latestExerciseTimeType" type="TimeTypeEnum" minOccurs="0">
              <xsd:annotation>
                <xsd:documentation xml:lang="en">
                  The latest time of day at which the equity option can be
                  exercised, for example the official closing time of the
                  exchange.
                </xsd:documentation>
                <xsd:documentation xml:lang="de">
                  Tageszeit der letztmöglichen Ausübung der Aktienoption,
                  zum Beispiel der offizielle Börsenschluss.
                </xsd:documentation>
              </xsd:annotation>
            </xsd:element>
            <xsd:element name="equityExpirationTimeType" type="TimeTypeEnum">
              <xsd:annotation>
                <xsd:documentation xml:lang="en">
                  The time of day at which the equity option expires, for
                  example the official closing time of the exchange.
                </xsd:documentation>
                <xsd:documentation xml:lang="de">
                  Tageszeit, zu der die Aktienoption verfällt, zum Beispiel
                  der offizielle Börsenschluss.
                </xsd:documentation>
              </xsd:annotation>
            </xsd:element>
            <xsd:element name="equityExpirationTime" type="BusinessCenterTime" minOccurs="0">
              <xsd:annotation>
                <xsd:documentation xml:lang="en">
                  The specific time of day at which the equity option
                  expires.
                </xsd:documentation>
                <xsd:documentation xml:lang="de">
                  Genaue Tageszeit, an der die Aktienoption verfällt.
                </xsd:documentation>
              </xsd:annotation>
            </xsd:element>
            <xsd:element name="equityMultipleExercise" type="EquityMultipleExercise" minOccurs="0">
              <xsd:annotation>
                <xsd:documentation xml:lang="en">
                  The presence of this element indicates that the option
                  may be exercised on different days. It is not applicable
                  to European options.
                </xsd:documentation>
                <xsd:documentation xml:lang="de">
                  Ist dieses Element vorhanden, kann die Option an
                  unterschiedlichen Tagen ausgeübt werden. Nicht zulässig
                  bei europäischen Optionen.
                </xsd:documentation>
              </xsd:annotation>
            </xsd:element>
          </xsd:sequence>
        </xsd:extension>
      </xsd:complexContent>
    </xsd:complexType>

## EquityDerivativeBase

### Description:

A type for defining the common features of equity derivatives.

### Figure:

### Contents:

Inherited element(s): (This definition inherits the content defined by the type Product)

- The base type which all FpML products extend.

buyerPartyReference (exactly one occurrence; of the type PartyOrTradeSideReference)

- A reference to the party that buys this instrument, ie. pays for this instrument and receives the rights defined by it. See 2000 ISDA definitions Article 11.1 (b). In the case of FRAs this the fixed rate payer.

sellerPartyReference (exactly one occurrence; of the type PartyOrTradeSideReference)

- A reference to the party that sells ("writes") this instrument, i.e. that grants the rights defined by this instrument and in return receives a payment for it. See 2000 ISDA definitions Article 11.1 (a). In the case of FRAs this is the floating rate payer.

optionType (exactly one occurrence; of the type OptionTypeEnum)

- The type of option transaction.

equityEffectiveDate (zero or one occurrence; of the type xsd:date)

- Effective date for a forward starting option

underlyer (exactly one occurrence; of the type Underlyer)

- Specifies the underlying component, which can be either one or many and consists in either equity, index or convertible bond component, or a combination of these.

notional (zero or one occurrence; of the type Money)

- The notional amount.

equityExercise (exactly one occurrence; of the type EquityExerciseValuationSettlement)

- The parameters for defining how the equity option can be exercised, how it is valued and how it is settled.

feature (zero or one occurrence; of the type OptionFeatures)

- Asian, Barrier, Knock and Pass Through features

fxFeature (zero or one occurrence; of the type FxFeature)

- Quanto, Composite, or Cross Currency FX features

strategyFeature (zero or one occurrence; of the type StrategyFeature)

- A equity option simple strategy feature

### Used by:

### Extension of:

- Product

### Derived Types:

- EquityDerivativeLongFormBase
- EquityDerivativeShortFormBase

### Schema Fragment:

    <xsd:complexType name="EquityDerivativeBase">
      <xsd:annotation>
        <xsd:documentation xml:lang="en">
          A type for defining the common features of equity derivatives.
        </xsd:documentation>
      </xsd:annotation>
      <xsd:complexContent>
        <xsd:extension base="Product">
          <xsd:sequence>
            <xsd:group ref="BuyerSeller.model"/>
            <xsd:element name="optionType" type="OptionTypeEnum">
              <xsd:annotation>
                <xsd:documentation xml:lang="en">
                  The type of option transaction.
                </xsd:documentation>
                <xsd:documentation xml:lang="de">
                  Art der Optionstransaktion.
                </xsd:documentation>
              </xsd:annotation>
            </xsd:element>
            <xsd:element name="equityEffectiveDate" type="xsd:date" minOccurs="0">
              <xsd:annotation>
                <xsd:documentation xml:lang="en">
                  Effective date for a forward starting option
                </xsd:documentation>
                <xsd:documentation xml:lang="de">
                  Stichtag für eine Forward-Starting-Option.
                </xsd:documentation>
              </xsd:annotation>
            </xsd:element>
            <xsd:element name="underlyer" type="Underlyer">
              <xsd:annotation>
                <xsd:documentation xml:lang="en">
                  Specifies the underlying component, which can be either
                  one or many and consists in either equity, index or
                  convertible bond component, or a combination of these.
                </xsd:documentation>
              </xsd:annotation>
            </xsd:element>
            <xsd:element name="notional" type="Money" minOccurs="0">
              <xsd:annotation>
                <xsd:documentation xml:lang="en">
                  The notional amount.
                </xsd:documentation>
              </xsd:annotation>
            </xsd:element>
            <xsd:element name="equityExercise" type="EquityExerciseValuationSettlement">
              <xsd:annotation>
                <xsd:documentation xml:lang="en">
                  The parameters for defining how the equity option can be
                  exercised, how it is valued and how it is settled.
                </xsd:documentation>
                <xsd:documentation xml:lang="de">
                  Parameter zur Definition von Ausübung, Bewertung und
                  Regulierung der Aktienoption.
                </xsd:documentation>
              </xsd:annotation>
            </xsd:element>
            <xsd:group ref="Feature.model" minOccurs="0"/>
            <xsd:element name="strategyFeature" type="StrategyFeature" minOccurs="0">
              <xsd:annotation>
                <xsd:documentation xml:lang="en">
                  A equity option simple strategy feature
                </xsd:documentation>
              </xsd:annotation>
            </xsd:element>
          </xsd:sequence>
        </xsd:extension>
      </xsd:complexContent>
    </xsd:complexType>

## EquityDerivativeLongFormBase

### Description:

type for defining the common features of equity derivatives.

### Figure:

### Contents:

Inherited element(s): (This definition inherits the content defined by the type EquityDerivativeBase)

- A type for defining the common features of equity derivatives.

dividendConditions (zero or one occurrence; of the type DividendConditions)

methodOfAdjustment (exactly one occurrence; of the type MethodOfAdjustmentEnum)

- Defines how adjustments will be made to the contract should one or more of the extraordinary events occur.

extraordinaryEvents (exactly one occurrence; of the type ExtraordinaryEvents)

- Where the underlying is shares, specifies events affecting the issuer of those shares that may require the terms of the transaction to be adjusted.

equityFeatures (zero or one occurrence; of the type OptionFeatures)

- An option feature such as asian, barrier, knock

### Used by:

### Extension of:

- EquityDerivativeBase

### Derived Types:

- EquityForward
- EquityOption

### Schema Fragment:

    <xsd:complexType name="EquityDerivativeLongFormBase">
      <xsd:annotation>
        <xsd:documentation xml:lang="en">
          type for defining the common features of equity derivatives.
        </xsd:documentation>
      </xsd:annotation>
      <xsd:complexContent>
        <xsd:extension base="EquityDerivativeBase">
          <xsd:sequence>
            <xsd:element name="dividendConditions" type="DividendConditions" minOccurs="0"/>
            <xsd:element name="methodOfAdjustment" type="MethodOfAdjustmentEnum">
              <xsd:annotation>
                <xsd:documentation xml:lang="en">
                  Defines how adjustments will be made to the contract
                  should one or more of the extraordinary events occur.
                </xsd:documentation>
                <xsd:documentation xml:lang="de">
                  Definiert die Anpassung des Kontrakts im Falle eines oder
                  mehrerer außerordentlicher Ereignisse.
                </xsd:documentation>
              </xsd:annotation>
            </xsd:element>
            <xsd:element name="extraordinaryEvents" type="ExtraordinaryEvents">
              <xsd:annotation>
                <xsd:documentation xml:lang="en">
                  Where the underlying is shares, specifies events
                  affecting the issuer of those shares that may require the
                  terms of the transaction to be adjusted.
                </xsd:documentation>
                <xsd:documentation xml:lang="de">
                  Ist der Basiswert eine Aktie, werden hiermit Ereignisse
                  angegeben, die den Emittenten der Aktie betreffen und die
                  eine Anpassung der Transaktionsbedingungen erfordern
                  können.
                </xsd:documentation>
              </xsd:annotation>
            </xsd:element>
            <xsd:element name="equityFeatures" type="OptionFeatures" minOccurs="0">
              <xsd:annotation>
                <xsd:documentation xml:lang="en">
                  An option feature such as asian, barrier, knock
                </xsd:documentation>
              </xsd:annotation>
            </xsd:element>
          </xsd:sequence>
        </xsd:extension>
      </xsd:complexContent>
    </xsd:complexType>

## EquityDerivativeShortFormBase

### Description:

A type for defining short form equity option basic features

### Figure:

### Contents:

Inherited element(s): (This definition inherits the content defined by the type EquityDerivativeBase)

- A type for defining the common features of equity derivatives.

strike (exactly one occurrence; of the type EquityStrike)

spotPrice (zero or one occurrence; of the type xsd:decimal)

numberOfOptions (exactly one occurrence; of the type xsd:decimal)

equityPremium (exactly one occurrence; of the type EquityPremium)

### Used by:

### Extension of:

- EquityDerivativeBase

### Derived Types:

- BrokerEquityOption
- EquityOptionTransactionSupplement

### Schema Fragment:

    <xsd:complexType name="EquityDerivativeShortFormBase">
      <xsd:annotation>
        <xsd:documentation xml:lang="en">
          A type for defining short form equity option basic features
        </xsd:documentation>
      </xsd:annotation>
      <xsd:complexContent>
        <xsd:extension base="EquityDerivativeBase">
          <xsd:sequence>
            <xsd:element name="strike" type="EquityStrike"/>
            <xsd:element name="spotPrice" type="xsd:decimal" minOccurs="0"/>
            <xsd:element name="numberOfOptions" type="xsd:decimal"/>
            <xsd:element name="equityPremium" type="EquityPremium"/>
          </xsd:sequence>
        </xsd:extension>
      </xsd:complexContent>
    </xsd:complexType>

## EquityEuropeanExercise

### Description:

A type for defining exercise procedures associated with a European style exercise of an equity option.

### Figure:

### Contents:

Inherited element(s): (This definition inherits the content defined by the type Exercise)

- The abstract base class for all types which define way in which options may be exercised.

expirationDate (exactly one occurrence; of the type AdjustableOrRelativeDate)

- The last day within an exercise period for an American style option. For a European style option it is the only day within the exercise period.

equityExpirationTimeType (exactly one occurrence; of the type TimeTypeEnum)

- The time of day at which the equity option expires, for example the official closing time of the exchange.

equityExpirationTime (zero or one occurrence; of the type BusinessCenterTime)

- The specific time of day at which the equity option expires.

### Used by:

- EquityExerciseValuationSettlement/equityEuropeanExercise

### Extension of:

- Exercise

### Schema Fragment:

    <xsd:complexType name="EquityEuropeanExercise">
      <xsd:annotation>
        <xsd:documentation xml:lang="en">
          A type for defining exercise procedures associated with a
          European style exercise of an equity option.
        </xsd:documentation>
        <xsd:documentation xml:lang="de">
          Typ zur Definition der Ausübungsprozesse bei einer europäischen
          Aktienoption.
        </xsd:documentation>
      </xsd:annotation>
      <xsd:complexContent>
        <xsd:extension base="Exercise">
          <xsd:sequence>
            <xsd:element name="expirationDate" type="AdjustableOrRelativeDate">
              <xsd:annotation>
                <xsd:documentation xml:lang="en">
                  The last day within an exercise period for an American
                  style option. For a European style option it is the only
                  day within the exercise period.
                </xsd:documentation>
              </xsd:annotation>
            </xsd:element>
            <xsd:element name="equityExpirationTimeType" type="TimeTypeEnum">
              <xsd:annotation>
                <xsd:documentation xml:lang="en">
                  The time of day at which the equity option expires, for
                  example the official closing time of the exchange.
                </xsd:documentation>
                <xsd:documentation xml:lang="de">
                  Tageszeit, zu der die Aktienoption verfällt, zum Beispiel
                  der offizielle Börsenschluss.
                </xsd:documentation>
              </xsd:annotation>
            </xsd:element>
            <xsd:element name="equityExpirationTime" type="BusinessCenterTime" minOccurs="0">
              <xsd:annotation>
                <xsd:documentation xml:lang="en">
                  The specific time of day at which the equity option
                  expires.
                </xsd:documentation>
                <xsd:documentation xml:lang="de">
                  Genaue Tageszeit, an der die Aktienoption verfällt.
                </xsd:documentation>
              </xsd:annotation>
            </xsd:element>
          </xsd:sequence>
        </xsd:extension>
      </xsd:complexContent>
    </xsd:complexType>

## EquityExerciseValuationSettlement

### Description:

A type for defining exercise procedures for equity options.

### Figure:

### Contents:

There can be one occurance of the following structure; Choice of either

equityEuropeanExercise (exactly one occurrence; of the type EquityEuropeanExercise)

- The parameters for defining the expiration date and time for a European style equity option

Or

equityAmericanExercise (exactly one occurrence; of the type EquityAmericanExercise)

- The parameters for defining the exercise period for an American style equity option together with the rules governing the quantity of the underlying that can be exercised on any given exercise date.

Or

equityBermudaExercise (exactly one occurrence; of the type EquityBermudaExercise)

- The parameters for defining the exercise period for an Bermuda style equity option together with the rules governing the quantity of the underlying that can be exercised on any given exercise date.

There can be one occurance of the following structure; Choice of either

prePayment (exactly one occurrence; of the type PrePayment)

- Prepayment features for Forward.

equityValuation (exactly one occurrence; of the type EquityValuation)

- The parameters for defining when valuation of the underlying takes place.

settlementDate (zero or one occurrence; of the type AdjustableOrRelativeDate)

- Date on which settlement of option premiums will occur.

settlementCurrency (exactly one occurrence; of the type Currency)

- The currency in which a cash settlement for non-deliverable forward and non-deliverable options.

settlementPriceSource (zero or one occurrence; of the type SettlementPriceSource)

settlementType (exactly one occurrence; of the type SettlementTypeEnum)

- How the option will be settled.

settlementMethodElectionDate (zero or one occurrence; of the type AdjustableOrRelativeDate)

settlementMethodElectingPartyReference (zero or one occurrence; of the type PartyReference)

### Used by:

- EquityDerivativeBase/equityExercise

### Schema Fragment:

    <xsd:complexType name="EquityExerciseValuationSettlement">
      <xsd:annotation>
        <xsd:documentation xml:lang="en">
          A type for defining exercise procedures for equity options.
        </xsd:documentation>
        <xsd:documentation xml:lang="de">
          Typ zur Definition von Ausübungsprozessen für Aktienoptionen.
        </xsd:documentation>
      </xsd:annotation>
      <xsd:sequence>
        <xsd:choice>
          <xsd:element name="equityEuropeanExercise" type="EquityEuropeanExercise">
            <xsd:annotation>
              <xsd:documentation xml:lang="en">
                The parameters for defining the expiration date and time
                for a European style equity option
              </xsd:documentation>
              <xsd:documentation xml:lang="de">
                Parameter zur Definition von Verfalltag und -zeitpunkt für
                eine europäische Aktienoption.
              </xsd:documentation>
            </xsd:annotation>
          </xsd:element>
          <xsd:element name="equityAmericanExercise" type="EquityAmericanExercise">
            <xsd:annotation>
              <xsd:documentation xml:lang="en">
                The parameters for defining the exercise period for an
                American style equity option together with the rules
                governing the quantity of the underlying that can be
                exercised on any given exercise date.
              </xsd:documentation>
              <xsd:documentation xml:lang="de">
                Parameter zur Definition des Ausübungszeitraums für eine
                amerikanische Aktienoption sowie die Regeln zur Festlegung
                der an einem beliebigen Ausübungstermin ausübbaren
                Basiswert-Stückzahl.
              </xsd:documentation>
            </xsd:annotation>
          </xsd:element>
          <xsd:element name="equityBermudaExercise" type="EquityBermudaExercise">
            <xsd:annotation>
              <xsd:documentation xml:lang="en">
                The parameters for defining the exercise period for an
                Bermuda style equity option together with the rules
                governing the quantity of the underlying that can be
                exercised on any given exercise date.
              </xsd:documentation>
              <xsd:documentation xml:lang="de">
                Parameter zur Definition des Ausübungszeitraums für eine
                Bermuda-Aktienoption sowie die Regeln zur Festlegung der an
                einem beliebigen Ausübungstermin ausübbaren
                Basiswert-Stückzahl.
              </xsd:documentation>
            </xsd:annotation>
          </xsd:element>
        </xsd:choice>
        <xsd:choice>
          <xsd:sequence>
            <xsd:element name="automaticExercise" type="xsd:boolean">
              <xsd:annotation>
                <xsd:documentation xml:lang="en">
                  If true then each option not previously exercised will be
                  deemed to be exercised at the expiration time on the
                  expiration date without service of notice unless the
                  buyer notifies the seller that it no longer wishes this
                  to occur.
                </xsd:documentation>
                <xsd:documentation xml:lang="de">
                  Ist dieser Wert "wahr", wird jede noch nicht ausgeübte
                  Option zum Verfallzeitpunkt am Verfalldatum ohne weitere
                  Ankündigung als ausgeübt angesehen, sofern der
                  Optionskäufer nicht anzeigt, dass er eine automatische
                  Ausübung nicht wünscht.
                </xsd:documentation>
              </xsd:annotation>
            </xsd:element>
            <xsd:element name="makeWholeProvisions" type="MakeWholeProvisions" minOccurs="0">
              <xsd:annotation>
                <xsd:documentation xml:lang="en">
                  Provisions covering early exercise of option.
                </xsd:documentation>
              </xsd:annotation>
            </xsd:element>
          </xsd:sequence>
          <xsd:element name="prePayment" type="PrePayment">
            <xsd:annotation>
              <xsd:documentation xml:lang="en">
                Prepayment features for Forward.
              </xsd:documentation>
            </xsd:annotation>
          </xsd:element>
        </xsd:choice>
        <xsd:element name="equityValuation" type="EquityValuation">
          <xsd:annotation>
            <xsd:documentation xml:lang="en">
              The parameters for defining when valuation of the underlying
              takes place.
            </xsd:documentation>
            <xsd:documentation xml:lang="de">
              Parameter zur Definition des Bewertungszeitpunktes für den
              Basiswert.
            </xsd:documentation>
          </xsd:annotation>
        </xsd:element>
        <xsd:element name="settlementDate" type="AdjustableOrRelativeDate" minOccurs="0">
          <xsd:annotation>
            <xsd:documentation xml:lang="en">
              Date on which settlement of option premiums will occur.
            </xsd:documentation>
            <xsd:documentation xml:lang="de">
              Erfüllungstag für die Optionsprämie.
            </xsd:documentation>
          </xsd:annotation>
        </xsd:element>
        <xsd:element name="settlementCurrency" type="Currency">
          <xsd:annotation>
            <xsd:documentation xml:lang="en">
              The currency in which a cash settlement for non-deliverable
              forward and non-deliverable options.
            </xsd:documentation>
          </xsd:annotation>
        </xsd:element>
        <xsd:element name="settlementPriceSource" type="SettlementPriceSource" minOccurs="0"/>
        <xsd:element name="settlementType" type="SettlementTypeEnum">
          <xsd:annotation>
            <xsd:documentation xml:lang="en">
              How the option will be settled.
            </xsd:documentation>
            <xsd:documentation xml:lang="de">
              Abrechnungsmodus der Option.
            </xsd:documentation>
          </xsd:annotation>
        </xsd:element>
        <xsd:element name="settlementMethodElectionDate" type="AdjustableOrRelativeDate" minOccurs="0"/>
        <xsd:element name="settlementMethodElectingPartyReference" type="PartyReference" minOccurs="0"/>
      </xsd:sequence>
    </xsd:complexType>

## EquityForward

### Description:

A type for defining equity forwards.

### Figure:

### Contents:

Inherited element(s): (This definition inherits the content defined by the type EquityDerivativeLongFormBase)

- type for defining the common features of equity derivatives.

forwardPrice (zero or one occurrence; of the type Money)

- The forward price per share, index or basket.

### Used by:

### Extension of:

- EquityDerivativeLongFormBase

### Schema Fragment:

    <xsd:complexType name="EquityForward">
      <xsd:annotation>
        <xsd:documentation xml:lang="en">
          A type for defining equity forwards.
        </xsd:documentation>
      </xsd:annotation>
      <xsd:complexContent>
        <xsd:extension base="EquityDerivativeLongFormBase">
          <xsd:sequence>
            <xsd:element name="forwardPrice" type="Money" minOccurs="0">
              <xsd:annotation>
                <xsd:documentation xml:lang="en">
                  The forward price per share, index or basket.
                </xsd:documentation>
              </xsd:annotation>
            </xsd:element>
          </xsd:sequence>
        </xsd:extension>
      </xsd:complexContent>
    </xsd:complexType>

## EquityMultipleExercise

### Description:

A type for defining the multiple exercise provisions of an American or Bermuda style equity option.

### Figure:

### Contents:

integralMultipleExercise (zero or one occurrence; of the type xsd:decimal)

- When multiple exercise is applicable and this element is present it specifies that the number of options that can be exercised on a given exercise date must either be equal to the value of this element or be an integral multiple of it.

minimumNumberOfOptions (exactly one occurrence; of the type xsd:decimal)

- When multiple exercise is applicable this element specifies the minimum number of options that can be exercised on a given exercise date. If this element is not present then the minimum number is deemed to be 1.

maximumNumberOfOptions (exactly one occurrence; of the type xsd:decimal)

- When multiple exercise is applicable this element specifies the maximum number of options that can be exercised on a given exercise date. If this element is not present then the maximum number is deemed to be the same as the number of options.

### Used by:

- EquityAmericanExercise/equityMultipleExercise
- EquityBermudaExercise/equityMultipleExercise

### Schema Fragment:

    <xsd:complexType name="EquityMultipleExercise">
      <xsd:annotation>
        <xsd:documentation xml:lang="en">
          A type for defining the multiple exercise provisions of an
          American or Bermuda style equity option.
        </xsd:documentation>
        <xsd:documentation xml:lang="de">
          Typ zur Definition der Prozesse bei Mehrfachausübung einer
          amerikanischen oder einer Bermuda-Aktienoption.
        </xsd:documentation>
      </xsd:annotation>
      <xsd:sequence>
        <xsd:element name="integralMultipleExercise" type="xsd:decimal" minOccurs="0">
          <xsd:annotation>
            <xsd:documentation xml:lang="en">
              When multiple exercise is applicable and this element is
              present it specifies that the number of options that can be
              exercised on a given exercise date must either be equal to
              the value of this element or be an integral multiple of it.
            </xsd:documentation>
            <xsd:documentation xml:lang="de">
              Ist Mehrfachausübung anwendbar und dieses Element vorhanden,
              muss die Anzahl der an einem bestimmten Ausübungstag
              ausübbaren Optionen entweder dem Wert dieses Elements oder
              einem ganzzahligen Vielfachen davon entsprechen.
            </xsd:documentation>
          </xsd:annotation>
        </xsd:element>
        <xsd:element name="minimumNumberOfOptions" type="xsd:decimal">
          <xsd:annotation>
            <xsd:documentation xml:lang="en">
              When multiple exercise is applicable this element specifies
              the minimum number of options that can be exercised on a
              given exercise date. If this element is not present then the
              minimum number is deemed to be 1.
            </xsd:documentation>
            <xsd:documentation xml:lang="de">
              Bei Mehrfachausübung bestimmt dieses Element die
              Mindestanzahl der an einem bestimmten Ausübungstag ausübbaren
              Optionen. Ist dieses Element nicht vorhanden, gilt als
              Mindestanzahl 1.
            </xsd:documentation>
          </xsd:annotation>
        </xsd:element>
        <xsd:element name="maximumNumberOfOptions" type="xsd:decimal">
          <xsd:annotation>
            <xsd:documentation xml:lang="en">
              When multiple exercise is applicable this element specifies
              the maximum number of options that can be exercised on a
              given exercise date. If this element is not present then the
              maximum number is deemed to be the same as the number of
              options.
            </xsd:documentation>
            <xsd:documentation xml:lang="de">
              Bei Mehrfachausübung bestimmt dieses Element die maximale
              Anzahl der an einem bestimmten Ausübungstag ausübbaren
              Optionen. Ist dieses Element nicht vorhanden, gilt die Anzahl
              der Optionen als Maximalwert.
            </xsd:documentation>
          </xsd:annotation>
        </xsd:element>
      </xsd:sequence>
    </xsd:complexType>

## EquityOption

### Description:

A type for defining equity options.

### Figure:

### Contents:

Inherited element(s): (This definition inherits the content defined by the type EquityDerivativeLongFormBase)

- type for defining the common features of equity derivatives.

strike (zero or one occurrence; of the type EquityStrike)

- Defines whether it is a price or level at which the option has been, or will be, struck.

spotPrice (zero or one occurrence; of the type xsd:decimal)

- The price per share, index or basket observed on the trade or effective date.

numberOfOptions (zero or one occurrence; of the type xsd:decimal)

- The number of options comprised in the option transaction.

optionEntitlement (exactly one occurrence; of the type xsd:decimal)

- The number of shares per option comprised in the option transaction.

equityPremium (exactly one occurrence; of the type EquityPremium)

- The equity option premium payable by the buyer to the seller.

### Used by:

### Extension of:

- EquityDerivativeLongFormBase

### Schema Fragment:

    <xsd:complexType name="EquityOption">
      <xsd:annotation>
        <xsd:documentation xml:lang="en">
          A type for defining equity options.
        </xsd:documentation>
        <xsd:documentation xml:lang="de">
          Typ zur Definition von Aktienoptionen.
        </xsd:documentation>
      </xsd:annotation>
      <xsd:complexContent>
        <xsd:extension base="EquityDerivativeLongFormBase">
          <xsd:sequence>
            <xsd:element name="strike" type="EquityStrike" minOccurs="0">
              <xsd:annotation>
                <xsd:documentation xml:lang="en">
                  Defines whether it is a price or level at which the
                  option has been, or will be, struck.
                </xsd:documentation>
                <xsd:documentation xml:lang="de">
                  Definiert, ob ein Preis oder Niveau als Strike-Preis für
                  die Option gilt bzw. gelten wird.
                </xsd:documentation>
              </xsd:annotation>
            </xsd:element>
            <xsd:element name="spotPrice" type="xsd:decimal" minOccurs="0">
              <xsd:annotation>
                <xsd:documentation xml:lang="en">
                  The price per share, index or basket observed on the
                  trade or effective date.
                </xsd:documentation>
                <xsd:documentation xml:lang="de">
                  Preis je Aktie, Index oder Korb am Handelstag oder
                  Stichtag.
                </xsd:documentation>
              </xsd:annotation>
            </xsd:element>
            <xsd:element name="numberOfOptions" type="xsd:decimal" minOccurs="0">
              <xsd:annotation>
                <xsd:documentation xml:lang="en">
                  The number of options comprised in the option
                  transaction.
                </xsd:documentation>
                <xsd:documentation xml:lang="de">
                  Anzahl von Optionen der Optionstransaktion.
                </xsd:documentation>
              </xsd:annotation>
            </xsd:element>
            <xsd:element name="optionEntitlement" type="xsd:decimal">
              <xsd:annotation>
                <xsd:documentation xml:lang="en">
                  The number of shares per option comprised in the option
                  transaction.
                </xsd:documentation>
                <xsd:documentation xml:lang="de">
                  Stückzahl Aktien je Option der Optionstransaktion.
                </xsd:documentation>
              </xsd:annotation>
            </xsd:element>
            <xsd:element name="equityPremium" type="EquityPremium">
              <xsd:annotation>
                <xsd:documentation xml:lang="en">
                  The equity option premium payable by the buyer to the
                  seller.
                </xsd:documentation>
                <xsd:documentation xml:lang="de">
                  Vom Käufer an den Verkäufer zahlbare Aktienoptionsprämie.
                </xsd:documentation>
              </xsd:annotation>
            </xsd:element>
          </xsd:sequence>
        </xsd:extension>
      </xsd:complexContent>
    </xsd:complexType>

## EquityOptionTermination

### Description:

A type for defining Equity Option Termination

### Figure:

### Contents:

settlementAmountPaymentDate (exactly one occurrence; of the type AdjustableDate)

settlementAmount (exactly one occurrence; of the type Money)

### Used by:

### Schema Fragment:

    <xsd:complexType name="EquityOptionTermination">
      <xsd:annotation>
        <xsd:documentation xml:lang="en">
          A type for defining Equity Option Termination
        </xsd:documentation>
      </xsd:annotation>
      <xsd:sequence>
        <xsd:element name="settlementAmountPaymentDate" type="AdjustableDate"/>
        <xsd:element name="settlementAmount" type="Money"/>
      </xsd:sequence>
    </xsd:complexType>

## EquityOptionTransactionSupplement

### Description:

A type for defining equity option transaction supplements

### Figure:

### Contents:

Inherited element(s): (This definition inherits the content defined by the type EquityDerivativeShortFormBase)

- A type for defining short form equity option basic features

exchangeLookAlike (zero or one occurrence; of the type xsd:boolean)

- For a share option transaction, a flag used to indicate whether the transaction is to be treated as an 'exchange look-alike'. This designation has significance for how share adjustments (arising from corporate actions) will be determined for the transaction. For an 'exchange look-alike' transaction the relevant share adjustments will follow that for a corresponding designated contract listed on the related exchange (referred to as Options Exchange Adjustment (ISDA defined term), otherwise the share adjustments will be determined by the calculation agent (referred to as Calculation Agent Adjustment (ISDA defined term)).

exchangeTradedContractNearest (zero or one occurrence; of the type xsd:boolean)

- For an index option transaction, a flag used in conjuction with Futures Price Valuation (ISDA defined term) to indicate whether the Nearest Index Contract provision is applicable. The Nearest Index Contract provision is a rule for determining the Exchange-traded Contract (ISDA defined term) without having to explicitly state the actual contract, delivery month and exchange on which it is traded.

multipleExchangeIndexAnnexFallback (zero or one occurrence; of the type xsd:boolean)

- For an index option transaction, a flag to indicate whether a relevant Multiple Exchange Index Annex is applicable to the transaction. This annex defines additional provisions which are applicable where an index is comprised of component securities that are traded on multiple exchanges.

methodOfAdjustment (zero or one occurrence; of the type MethodOfAdjustmentEnum)

localJurisdiction (zero or one occurrence; of the type Country)

- Local Jurisdiction is a term used in the AEJ Master Confirmation, which is used to determine local taxes, which shall mean taxes, duties, and similar charges imposed by the taxing authority of the Local Jurisdiction If this element is not present Local Jurisdiction is Not Applicable.

There can be zero or one occurance of the following structure; Choice of either

optionEntitlement (exactly one occurrence; of the type xsd:decimal)

- The number of shares per option comprised in the option transaction supplement.

Or

multiplier (exactly one occurrence; of the type xsd:integer)

- Specifies the contract multiplier that can be associated with an index option.

### Used by:

### Extension of:

- EquityDerivativeShortFormBase

### Schema Fragment:

    <xsd:complexType name="EquityOptionTransactionSupplement">
      <xsd:annotation>
        <xsd:documentation xml:lang="en">
          A type for defining equity option transaction supplements
        </xsd:documentation>
      </xsd:annotation>
      <xsd:complexContent>
        <xsd:extension base="EquityDerivativeShortFormBase">
          <xsd:sequence>
            <xsd:element name="exchangeLookAlike" type="xsd:boolean" minOccurs="0">
              <xsd:annotation>
                <xsd:documentation xml:lang="en">
                  For a share option transaction, a flag used to indicate
                  whether the transaction is to be treated as an 'exchange
                  look-alike'. This designation has significance for how
                  share adjustments (arising from corporate actions) will
                  be determined for the transaction. For an 'exchange
                  look-alike' transaction the relevant share adjustments
                  will follow that for a corresponding designated contract
                  listed on the related exchange (referred to as Options
                  Exchange Adjustment (ISDA defined term), otherwise the
                  share adjustments will be determined by the calculation
                  agent (referred to as Calculation Agent Adjustment (ISDA
                  defined term)).
                </xsd:documentation>
              </xsd:annotation>
            </xsd:element>
            <xsd:element name="exchangeTradedContractNearest" type="xsd:boolean" minOccurs="0">
              <xsd:annotation>
                <xsd:documentation xml:lang="en">
                  For an index option transaction, a flag used in
                  conjuction with Futures Price Valuation (ISDA defined
                  term) to indicate whether the Nearest Index Contract
                  provision is applicable. The Nearest Index Contract
                  provision is a rule for determining the Exchange-traded
                  Contract (ISDA defined term) without having to explicitly
                  state the actual contract, delivery month and exchange on
                  which it is traded.
                </xsd:documentation>
              </xsd:annotation>
            </xsd:element>
            <xsd:element name="multipleExchangeIndexAnnexFallback" type="xsd:boolean" minOccurs="0">
              <xsd:annotation>
                <xsd:documentation xml:lang="en">
                  For an index option transaction, a flag to indicate
                  whether a relevant Multiple Exchange Index Annex is
                  applicable to the transaction. This annex defines
                  additional provisions which are applicable where an index
                  is comprised of component securities that are traded on
                  multiple exchanges.
                </xsd:documentation>
              </xsd:annotation>
            </xsd:element>
            <xsd:element name="methodOfAdjustment" type="MethodOfAdjustmentEnum" minOccurs="0"/>
            <xsd:element name="localJurisdiction" type="Country" minOccurs="0">
              <xsd:annotation>
                <xsd:documentation xml:lang="en">
                  Local Jurisdiction is a term used in the AEJ Master
                  Confirmation, which is used to determine local taxes,
                  which shall mean taxes, duties, and similar charges
                  imposed by the taxing authority of the Local Jurisdiction
                  If this element is not present Local Jurisdiction is Not
                  Applicable.
                </xsd:documentation>
              </xsd:annotation>
            </xsd:element>
            <xsd:choice minOccurs="0">
              <xsd:element name="optionEntitlement" type="xsd:decimal">
                <xsd:annotation>
                  <xsd:documentation xml:lang="en">
                    The number of shares per option comprised in the option
                    transaction supplement.
                  </xsd:documentation>
                </xsd:annotation>
              </xsd:element>
              <xsd:element name="multiplier" type="xsd:integer">
                <xsd:annotation>
                  <xsd:documentation xml:lang="en">
                    Specifies the contract multiplier that can be
                    associated with an index option.
                  </xsd:documentation>
                </xsd:annotation>
              </xsd:element>
            </xsd:choice>
          </xsd:sequence>
        </xsd:extension>
      </xsd:complexContent>
    </xsd:complexType>

## PrePayment

### Description:

A type for defining PrePayment.

### Figure:

### Contents:

payerPartyReference (exactly one occurrence; of the type PartyOrAccountReference)

- A reference to the party responsible for making the payments defined by this structure.

receiverPartyReference (exactly one occurrence; of the type PartyOrAccountReference)

- A reference to the party that receives the payments corresponding to this structure.

prePayment (exactly one occurrence; of the type xsd:boolean)

prePaymentAmount (exactly one occurrence; of the type Money)

prePaymentDate (exactly one occurrence; of the type AdjustableDate)

### Used by:

- EquityExerciseValuationSettlement/prePayment

### Schema Fragment:

    <xsd:complexType name="PrePayment">
      <xsd:annotation>
        <xsd:documentation xml:lang="en">
          A type for defining PrePayment.
        </xsd:documentation>
      </xsd:annotation>
      <xsd:sequence>
        <xsd:group ref="PayerReceiver.model"/>
        <xsd:element name="prePayment" type="xsd:boolean"/>
        <xsd:element name="prePaymentAmount" type="Money"/>
        <xsd:element name="prePaymentDate" type="AdjustableDate"/>
      </xsd:sequence>
    </xsd:complexType>

## StrategyFeature

### Description:

A type for definining equity option simple strategy features

### Figure:

### Contents:

There can be one occurance of the following structure; Choice of either

strikeSpread (exactly one occurrence; of the type StrikeSpread)

Or

calendarSpread (exactly one occurrence; of the type CalendarSpread)

### Used by:

- EquityDerivativeBase/strategyFeature

### Schema Fragment:

    <xsd:complexType name="StrategyFeature">
      <xsd:annotation>
        <xsd:documentation xml:lang="en">
          A type for definining equity option simple strategy features
        </xsd:documentation>
      </xsd:annotation>
      <xsd:choice>
        <xsd:element name="strikeSpread" type="StrikeSpread"/>
        <xsd:element name="calendarSpread" type="CalendarSpread"/>
      </xsd:choice>
    </xsd:complexType>

## StrikeSpread

### Description:

A type for defining a strike spread feature

### Figure:

### Contents:

upperStrike (exactly one occurrence; of the type EquityStrike)

upperStrikeNumberOfOptions (exactly one occurrence; of the type xsd:decimal)

### Used by:

- StrategyFeature/strikeSpread

### Schema Fragment:

    <xsd:complexType name="StrikeSpread">
      <xsd:annotation>
        <xsd:documentation xml:lang="en">
          A type for defining a strike spread feature
        </xsd:documentation>
      </xsd:annotation>
      <xsd:sequence>
        <xsd:element name="upperStrike" type="EquityStrike"/>
        <xsd:element name="upperStrikeNumberOfOptions" type="xsd:decimal"/>
      </xsd:sequence>
    </xsd:complexType>

# Global Elements

## brokerEquityOption

### Description:

A component describing a Broker View of an Equity Option.

### Figure:

### Contents:

Element brokerEquityOption is defined by the complex type BrokerEquityOption

### Used by:

### Schema Fragment:

    <xsd:element name="brokerEquityOption" type="BrokerEquityOption" substitutionGroup="product">
      <xsd:annotation>
        <xsd:documentation xml:lang="en">
          A component describing a Broker View of an Equity Option.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:element>

## equityForward

### Description:

A component describing an Equity Forward product.

### Figure:

### Contents:

Element equityForward is defined by the complex type EquityForward

### Used by:

### Schema Fragment:

    <xsd:element name="equityForward" type="EquityForward" substitutionGroup="product">
      <xsd:annotation>
        <xsd:documentation xml:lang="en">
          A component describing an Equity Forward product.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:element>

## equityOption

### Description:

A component describing an Equity Option product.

### Figure:

### Contents:

Element equityOption is defined by the complex type EquityOption

### Used by:

### Schema Fragment:

    <xsd:element name="equityOption" type="EquityOption" substitutionGroup="product">
      <xsd:annotation>
        <xsd:documentation xml:lang="en">
          A component describing an Equity Option product.
        </xsd:documentation>
        <xsd:documentation xml:lang="de">
          Komponente zur Beschreibung einer Aktienoption.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:element>

## equityOptionTransactionSupplement

### Description:

A component describing an Equity Option Transaction Supplement.

### Figure:

### Contents:

Element equityOptionTransactionSupplement is defined by the complex type EquityOptionTransactionSupplement

### Used by:

### Schema Fragment:

    <xsd:element name="equityOptionTransactionSupplement" type="EquityOptionTransactionSupplement" substitutionGroup="product">
      <xsd:annotation>
        <xsd:documentation xml:lang="en">
          A component describing an Equity Option Transaction Supplement.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:element>

# Groups

The schema does not contain any groups.

# Full XML Schema

    <xsd:schema targetNamespace="http://www.fpml.org/2005/FpML-4-2" elementFormDefault="qualified" attributeFormDefault="unqualified" version="$Revision: 1708 $">
      <xsd:include schemaLocation="fpml-eq-shared-4-2.xsd"/>
      <xsd:include schemaLocation="fpml-doc-4-2.xsd"/>
      <xsd:complexType name="BrokerEquityOption">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">
            A type for defining the broker equity options.
          </xsd:documentation>
        </xsd:annotation>
        <xsd:complexContent>
          <xsd:extension base="EquityDerivativeShortFormBase">
            <xsd:sequence>
              <xsd:element name="deltaCrossed" type="xsd:boolean"/>
              <xsd:element name="brokerageFee" type="Money"/>
              <xsd:element name="brokerNotes" type="xsd:string"/>
            </xsd:sequence>
          </xsd:extension>
        </xsd:complexContent>
      </xsd:complexType>
      <xsd:complexType name="CalendarSpread">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">
            A type for defining a calendar spread feature
          </xsd:documentation>
        </xsd:annotation>
        <xsd:sequence>
          <xsd:element name="expirationDateTwo" type="AdjustableOrRelativeDate"/>
        </xsd:sequence>
      </xsd:complexType>
      <xsd:complexType name="EquityAmericanExercise">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">
            A type for defining exercise procedures associated with an
            American style exercise of an equity option. This entity
            inherits from the type SharedAmericanExercise.
          </xsd:documentation>
          <xsd:documentation xml:lang="de">
            Typ zur Definition der Ausübungsprozesse bei einer
            amerikanischen Aktienoption. Diese Einheit leitet sich ab vom
            Typ "SharedAmericanExercise".
          </xsd:documentation>
        </xsd:annotation>
        <xsd:complexContent>
          <xsd:extension base="SharedAmericanExercise">
            <xsd:sequence>
              <xsd:element name="latestExerciseTimeType" type="TimeTypeEnum" minOccurs="0">
                <xsd:annotation>
                  <xsd:documentation xml:lang="en">
                    The latest time of day at which the equity option can
                    be exercised, for example the official closing time of
                    the exchange.
                  </xsd:documentation>
                  <xsd:documentation xml:lang="de">
                    Tageszeit der letztmöglichen Ausübung der Aktienoption,
                    zum Beispiel der offizielle Börsenschluss.
                  </xsd:documentation>
                </xsd:annotation>
              </xsd:element>
              <xsd:element name="equityExpirationTimeType" type="TimeTypeEnum">
                <xsd:annotation>
                  <xsd:documentation xml:lang="en">
                    The time of day at which the equity option expires, for
                    example the official closing time of the exchange.
                  </xsd:documentation>
                  <xsd:documentation xml:lang="de">
                    Tageszeit, zu der die Aktienoption verfällt, zum
                    Beispiel der offizielle Börsenschluss.
                  </xsd:documentation>
                </xsd:annotation>
              </xsd:element>
              <xsd:element name="equityExpirationTime" type="BusinessCenterTime" minOccurs="0">
                <xsd:annotation>
                  <xsd:documentation xml:lang="en">
                    The specific time of day at which the equity option
                    expires.
                  </xsd:documentation>
                  <xsd:documentation xml:lang="de">
                    Genaue Tageszeit, an der die Aktienoption verfällt.
                  </xsd:documentation>
                </xsd:annotation>
              </xsd:element>
              <xsd:element name="equityMultipleExercise" type="EquityMultipleExercise" minOccurs="0">
                <xsd:annotation>
                  <xsd:documentation xml:lang="en">
                    The presence of this element indicates that the option
                    may be exercised on different days. It is not
                    applicable to European options.
                  </xsd:documentation>
                  <xsd:documentation xml:lang="de">
                    Ist dieses Element vorhanden, kann die Option an
                    unterschiedlichen Tagen ausgeübt werden. Nicht zulässig
                    bei europäischen Optionen.
                  </xsd:documentation>
                </xsd:annotation>
              </xsd:element>
            </xsd:sequence>
          </xsd:extension>
        </xsd:complexContent>
      </xsd:complexType>
      <xsd:complexType name="EquityBermudaExercise">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">
            A type for defining exercise procedures associated with a
            Bermuda style exercise of an equity option.
          </xsd:documentation>
          <xsd:documentation xml:lang="de">
            Typ zur Definition der Ausübungprozesse bei einer
            Bermuda-Aktienoption.
          </xsd:documentation>
        </xsd:annotation>
        <xsd:complexContent>
          <xsd:extension base="SharedAmericanExercise">
            <xsd:sequence>
              <xsd:element name="bermudaExerciseDates" type="DateList">
                <xsd:annotation>
                  <xsd:documentation xml:lang="en">
                    List of Exercise Dates for a Bermuda option
                  </xsd:documentation>
                  <xsd:documentation xml:lang="de">
                    Liste der Ausübungstage einer Bermuda-Option.
                  </xsd:documentation>
                </xsd:annotation>
              </xsd:element>
              <xsd:element name="latestExerciseTimeType" type="TimeTypeEnum" minOccurs="0">
                <xsd:annotation>
                  <xsd:documentation xml:lang="en">
                    The latest time of day at which the equity option can
                    be exercised, for example the official closing time of
                    the exchange.
                  </xsd:documentation>
                  <xsd:documentation xml:lang="de">
                    Tageszeit der letztmöglichen Ausübung der Aktienoption,
                    zum Beispiel der offizielle Börsenschluss.
                  </xsd:documentation>
                </xsd:annotation>
              </xsd:element>
              <xsd:element name="equityExpirationTimeType" type="TimeTypeEnum">
                <xsd:annotation>
                  <xsd:documentation xml:lang="en">
                    The time of day at which the equity option expires, for
                    example the official closing time of the exchange.
                  </xsd:documentation>
                  <xsd:documentation xml:lang="de">
                    Tageszeit, zu der die Aktienoption verfällt, zum
                    Beispiel der offizielle Börsenschluss.
                  </xsd:documentation>
                </xsd:annotation>
              </xsd:element>
              <xsd:element name="equityExpirationTime" type="BusinessCenterTime" minOccurs="0">
                <xsd:annotation>
                  <xsd:documentation xml:lang="en">
                    The specific time of day at which the equity option
                    expires.
                  </xsd:documentation>
                  <xsd:documentation xml:lang="de">
                    Genaue Tageszeit, an der die Aktienoption verfällt.
                  </xsd:documentation>
                </xsd:annotation>
              </xsd:element>
              <xsd:element name="equityMultipleExercise" type="EquityMultipleExercise" minOccurs="0">
                <xsd:annotation>
                  <xsd:documentation xml:lang="en">
                    The presence of this element indicates that the option
                    may be exercised on different days. It is not
                    applicable to European options.
                  </xsd:documentation>
                  <xsd:documentation xml:lang="de">
                    Ist dieses Element vorhanden, kann die Option an
                    unterschiedlichen Tagen ausgeübt werden. Nicht zulässig
                    bei europäischen Optionen.
                  </xsd:documentation>
                </xsd:annotation>
              </xsd:element>
            </xsd:sequence>
          </xsd:extension>
        </xsd:complexContent>
      </xsd:complexType>
      <xsd:complexType name="EquityDerivativeBase">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">
            A type for defining the common features of equity derivatives.
          </xsd:documentation>
        </xsd:annotation>
        <xsd:complexContent>
          <xsd:extension base="Product">
            <xsd:sequence>
              <xsd:group ref="BuyerSeller.model"/>
              <xsd:element name="optionType" type="OptionTypeEnum">
                <xsd:annotation>
                  <xsd:documentation xml:lang="en">
                    The type of option transaction.
                  </xsd:documentation>
                  <xsd:documentation xml:lang="de">
                    Art der Optionstransaktion.
                  </xsd:documentation>
                </xsd:annotation>
              </xsd:element>
              <xsd:element name="equityEffectiveDate" type="xsd:date" minOccurs="0">
                <xsd:annotation>
                  <xsd:documentation xml:lang="en">
                    Effective date for a forward starting option
                  </xsd:documentation>
                  <xsd:documentation xml:lang="de">
                    Stichtag für eine Forward-Starting-Option.
                  </xsd:documentation>
                </xsd:annotation>
              </xsd:element>
              <xsd:element name="underlyer" type="Underlyer">
                <xsd:annotation>
                  <xsd:documentation xml:lang="en">
                    Specifies the underlying component, which can be either
                    one or many and consists in either equity, index or
                    convertible bond component, or a combination of these.
                  </xsd:documentation>
                </xsd:annotation>
              </xsd:element>
              <xsd:element name="notional" type="Money" minOccurs="0">
                <xsd:annotation>
                  <xsd:documentation xml:lang="en">
                    The notional amount.
                  </xsd:documentation>
                </xsd:annotation>
              </xsd:element>
              <xsd:element name="equityExercise" type="EquityExerciseValuationSettlement">
                <xsd:annotation>
                  <xsd:documentation xml:lang="en">
                    The parameters for defining how the equity option can
                    be exercised, how it is valued and how it is settled.
                  </xsd:documentation>
                  <xsd:documentation xml:lang="de">
                    Parameter zur Definition von Ausübung, Bewertung und
                    Regulierung der Aktienoption.
                  </xsd:documentation>
                </xsd:annotation>
              </xsd:element>
              <xsd:group ref="Feature.model" minOccurs="0"/>
              <xsd:element name="strategyFeature" type="StrategyFeature" minOccurs="0">
                <xsd:annotation>
                  <xsd:documentation xml:lang="en">
                    A equity option simple strategy feature
                  </xsd:documentation>
                </xsd:annotation>
              </xsd:element>
            </xsd:sequence>
          </xsd:extension>
        </xsd:complexContent>
      </xsd:complexType>
      <xsd:complexType name="EquityDerivativeLongFormBase">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">
            type for defining the common features of equity derivatives.
          </xsd:documentation>
        </xsd:annotation>
        <xsd:complexContent>
          <xsd:extension base="EquityDerivativeBase">
            <xsd:sequence>
              <xsd:element name="dividendConditions" type="DividendConditions" minOccurs="0"/>
              <xsd:element name="methodOfAdjustment" type="MethodOfAdjustmentEnum">
                <xsd:annotation>
                  <xsd:documentation xml:lang="en">
                    Defines how adjustments will be made to the contract
                    should one or more of the extraordinary events occur.
                  </xsd:documentation>
                  <xsd:documentation xml:lang="de">
                    Definiert die Anpassung des Kontrakts im Falle eines
                    oder mehrerer außerordentlicher Ereignisse.
                  </xsd:documentation>
                </xsd:annotation>
              </xsd:element>
              <xsd:element name="extraordinaryEvents" type="ExtraordinaryEvents">
                <xsd:annotation>
                  <xsd:documentation xml:lang="en">
                    Where the underlying is shares, specifies events
                    affecting the issuer of those shares that may require
                    the terms of the transaction to be adjusted.
                  </xsd:documentation>
                  <xsd:documentation xml:lang="de">
                    Ist der Basiswert eine Aktie, werden hiermit Ereignisse
                    angegeben, die den Emittenten der Aktie betreffen und
                    die eine Anpassung der Transaktionsbedingungen
                    erfordern können.
                  </xsd:documentation>
                </xsd:annotation>
              </xsd:element>
              <xsd:element name="equityFeatures" type="OptionFeatures" minOccurs="0">
                <xsd:annotation>
                  <xsd:documentation xml:lang="en">
                    An option feature such as asian, barrier, knock
                  </xsd:documentation>
                </xsd:annotation>
              </xsd:element>
            </xsd:sequence>
          </xsd:extension>
        </xsd:complexContent>
      </xsd:complexType>
      <xsd:complexType name="EquityDerivativeShortFormBase">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">
            A type for defining short form equity option basic features
          </xsd:documentation>
        </xsd:annotation>
        <xsd:complexContent>
          <xsd:extension base="EquityDerivativeBase">
            <xsd:sequence>
              <xsd:element name="strike" type="EquityStrike"/>
              <xsd:element name="spotPrice" type="xsd:decimal" minOccurs="0"/>
              <xsd:element name="numberOfOptions" type="xsd:decimal"/>
              <xsd:element name="equityPremium" type="EquityPremium"/>
            </xsd:sequence>
          </xsd:extension>
        </xsd:complexContent>
      </xsd:complexType>
      <xsd:complexType name="EquityEuropeanExercise">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">
            A type for defining exercise procedures associated with a
            European style exercise of an equity option.
          </xsd:documentation>
          <xsd:documentation xml:lang="de">
            Typ zur Definition der Ausübungsprozesse bei einer europäischen
            Aktienoption.
          </xsd:documentation>
        </xsd:annotation>
        <xsd:complexContent>
          <xsd:extension base="Exercise">
            <xsd:sequence>
              <xsd:element name="expirationDate" type="AdjustableOrRelativeDate">
                <xsd:annotation>
                  <xsd:documentation xml:lang="en">
                    The last day within an exercise period for an American
                    style option. For a European style option it is the
                    only day within the exercise period.
                  </xsd:documentation>
                </xsd:annotation>
              </xsd:element>
              <xsd:element name="equityExpirationTimeType" type="TimeTypeEnum">
                <xsd:annotation>
                  <xsd:documentation xml:lang="en">
                    The time of day at which the equity option expires, for
                    example the official closing time of the exchange.
                  </xsd:documentation>
                  <xsd:documentation xml:lang="de">
                    Tageszeit, zu der die Aktienoption verfällt, zum
                    Beispiel der offizielle Börsenschluss.
                  </xsd:documentation>
                </xsd:annotation>
              </xsd:element>
              <xsd:element name="equityExpirationTime" type="BusinessCenterTime" minOccurs="0">
                <xsd:annotation>
                  <xsd:documentation xml:lang="en">
                    The specific time of day at which the equity option
                    expires.
                  </xsd:documentation>
                  <xsd:documentation xml:lang="de">
                    Genaue Tageszeit, an der die Aktienoption verfällt.
                  </xsd:documentation>
                </xsd:annotation>
              </xsd:element>
            </xsd:sequence>
          </xsd:extension>
        </xsd:complexContent>
      </xsd:complexType>
      <xsd:complexType name="EquityExerciseValuationSettlement">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">
            A type for defining exercise procedures for equity options.
          </xsd:documentation>
          <xsd:documentation xml:lang="de">
            Typ zur Definition von Ausübungsprozessen für Aktienoptionen.
          </xsd:documentation>
        </xsd:annotation>
        <xsd:sequence>
          <xsd:choice>
            <xsd:element name="equityEuropeanExercise" type="EquityEuropeanExercise">
              <xsd:annotation>
                <xsd:documentation xml:lang="en">
                  The parameters for defining the expiration date and time
                  for a European style equity option
                </xsd:documentation>
                <xsd:documentation xml:lang="de">
                  Parameter zur Definition von Verfalltag und -zeitpunkt
                  für eine europäische Aktienoption.
                </xsd:documentation>
              </xsd:annotation>
            </xsd:element>
            <xsd:element name="equityAmericanExercise" type="EquityAmericanExercise">
              <xsd:annotation>
                <xsd:documentation xml:lang="en">
                  The parameters for defining the exercise period for an
                  American style equity option together with the rules
                  governing the quantity of the underlying that can be
                  exercised on any given exercise date.
                </xsd:documentation>
                <xsd:documentation xml:lang="de">
                  Parameter zur Definition des Ausübungszeitraums für eine
                  amerikanische Aktienoption sowie die Regeln zur
                  Festlegung der an einem beliebigen Ausübungstermin
                  ausübbaren Basiswert-Stückzahl.
                </xsd:documentation>
              </xsd:annotation>
            </xsd:element>
            <xsd:element name="equityBermudaExercise" type="EquityBermudaExercise">
              <xsd:annotation>
                <xsd:documentation xml:lang="en">
                  The parameters for defining the exercise period for an
                  Bermuda style equity option together with the rules
                  governing the quantity of the underlying that can be
                  exercised on any given exercise date.
                </xsd:documentation>
                <xsd:documentation xml:lang="de">
                  Parameter zur Definition des Ausübungszeitraums für eine
                  Bermuda-Aktienoption sowie die Regeln zur Festlegung der
                  an einem beliebigen Ausübungstermin ausübbaren
                  Basiswert-Stückzahl.
                </xsd:documentation>
              </xsd:annotation>
            </xsd:element>
          </xsd:choice>
          <xsd:choice>
            <xsd:sequence>
              <xsd:element name="automaticExercise" type="xsd:boolean">
                <xsd:annotation>
                  <xsd:documentation xml:lang="en">
                    If true then each option not previously exercised will
                    be deemed to be exercised at the expiration time on the
                    expiration date without service of notice unless the
                    buyer notifies the seller that it no longer wishes this
                    to occur.
                  </xsd:documentation>
                  <xsd:documentation xml:lang="de">
                    Ist dieser Wert "wahr", wird jede noch nicht ausgeübte
                    Option zum Verfallzeitpunkt am Verfalldatum ohne
                    weitere Ankündigung als ausgeübt angesehen, sofern der
                    Optionskäufer nicht anzeigt, dass er eine automatische
                    Ausübung nicht wünscht.
                  </xsd:documentation>
                </xsd:annotation>
              </xsd:element>
              <xsd:element name="makeWholeProvisions" type="MakeWholeProvisions" minOccurs="0">
                <xsd:annotation>
                  <xsd:documentation xml:lang="en">
                    Provisions covering early exercise of option.
                  </xsd:documentation>
                </xsd:annotation>
              </xsd:element>
            </xsd:sequence>
            <xsd:element name="prePayment" type="PrePayment">
              <xsd:annotation>
                <xsd:documentation xml:lang="en">
                  Prepayment features for Forward.
                </xsd:documentation>
              </xsd:annotation>
            </xsd:element>
          </xsd:choice>
          <xsd:element name="equityValuation" type="EquityValuation">
            <xsd:annotation>
              <xsd:documentation xml:lang="en">
                The parameters for defining when valuation of the
                underlying takes place.
              </xsd:documentation>
              <xsd:documentation xml:lang="de">
                Parameter zur Definition des Bewertungszeitpunktes für den
                Basiswert.
              </xsd:documentation>
            </xsd:annotation>
          </xsd:element>
          <xsd:element name="settlementDate" type="AdjustableOrRelativeDate" minOccurs="0">
            <xsd:annotation>
              <xsd:documentation xml:lang="en">
                Date on which settlement of option premiums will occur.
              </xsd:documentation>
              <xsd:documentation xml:lang="de">
                Erfüllungstag für die Optionsprämie.
              </xsd:documentation>
            </xsd:annotation>
          </xsd:element>
          <xsd:element name="settlementCurrency" type="Currency">
            <xsd:annotation>
              <xsd:documentation xml:lang="en">
                The currency in which a cash settlement for non-deliverable
                forward and non-deliverable options.
              </xsd:documentation>
            </xsd:annotation>
          </xsd:element>
          <xsd:element name="settlementPriceSource" type="SettlementPriceSource" minOccurs="0"/>
          <xsd:element name="settlementType" type="SettlementTypeEnum">
            <xsd:annotation>
              <xsd:documentation xml:lang="en">
                How the option will be settled.
              </xsd:documentation>
              <xsd:documentation xml:lang="de">
                Abrechnungsmodus der Option.
              </xsd:documentation>
            </xsd:annotation>
          </xsd:element>
          <xsd:element name="settlementMethodElectionDate" type="AdjustableOrRelativeDate" minOccurs="0"/>
          <xsd:element name="settlementMethodElectingPartyReference" type="PartyReference" minOccurs="0"/>
        </xsd:sequence>
      </xsd:complexType>
      <xsd:complexType name="EquityForward">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">
            A type for defining equity forwards.
          </xsd:documentation>
        </xsd:annotation>
        <xsd:complexContent>
          <xsd:extension base="EquityDerivativeLongFormBase">
            <xsd:sequence>
              <xsd:element name="forwardPrice" type="Money" minOccurs="0">
                <xsd:annotation>
                  <xsd:documentation xml:lang="en">
                    The forward price per share, index or basket.
                  </xsd:documentation>
                </xsd:annotation>
              </xsd:element>
            </xsd:sequence>
          </xsd:extension>
        </xsd:complexContent>
      </xsd:complexType>
      <xsd:complexType name="EquityMultipleExercise">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">
            A type for defining the multiple exercise provisions of an
            American or Bermuda style equity option.
          </xsd:documentation>
          <xsd:documentation xml:lang="de">
            Typ zur Definition der Prozesse bei Mehrfachausübung einer
            amerikanischen oder einer Bermuda-Aktienoption.
          </xsd:documentation>
        </xsd:annotation>
        <xsd:sequence>
          <xsd:element name="integralMultipleExercise" type="xsd:decimal" minOccurs="0">
            <xsd:annotation>
              <xsd:documentation xml:lang="en">
                When multiple exercise is applicable and this element is
                present it specifies that the number of options that can be
                exercised on a given exercise date must either be equal to
                the value of this element or be an integral multiple of it.
              </xsd:documentation>
              <xsd:documentation xml:lang="de">
                Ist Mehrfachausübung anwendbar und dieses Element
                vorhanden, muss die Anzahl der an einem bestimmten
                Ausübungstag ausübbaren Optionen entweder dem Wert dieses
                Elements oder einem ganzzahligen Vielfachen davon
                entsprechen.
              </xsd:documentation>
            </xsd:annotation>
          </xsd:element>
          <xsd:element name="minimumNumberOfOptions" type="xsd:decimal">
            <xsd:annotation>
              <xsd:documentation xml:lang="en">
                When multiple exercise is applicable this element specifies
                the minimum number of options that can be exercised on a
                given exercise date. If this element is not present then
                the minimum number is deemed to be 1.
              </xsd:documentation>
              <xsd:documentation xml:lang="de">
                Bei Mehrfachausübung bestimmt dieses Element die
                Mindestanzahl der an einem bestimmten Ausübungstag
                ausübbaren Optionen. Ist dieses Element nicht vorhanden,
                gilt als Mindestanzahl 1.
              </xsd:documentation>
            </xsd:annotation>
          </xsd:element>
          <xsd:element name="maximumNumberOfOptions" type="xsd:decimal">
            <xsd:annotation>
              <xsd:documentation xml:lang="en">
                When multiple exercise is applicable this element specifies
                the maximum number of options that can be exercised on a
                given exercise date. If this element is not present then
                the maximum number is deemed to be the same as the number
                of options.
              </xsd:documentation>
              <xsd:documentation xml:lang="de">
                Bei Mehrfachausübung bestimmt dieses Element die maximale
                Anzahl der an einem bestimmten Ausübungstag ausübbaren
                Optionen. Ist dieses Element nicht vorhanden, gilt die
                Anzahl der Optionen als Maximalwert.
              </xsd:documentation>
            </xsd:annotation>
          </xsd:element>
        </xsd:sequence>
      </xsd:complexType>
      <xsd:complexType name="EquityOption">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">
            A type for defining equity options.
          </xsd:documentation>
          <xsd:documentation xml:lang="de">
            Typ zur Definition von Aktienoptionen.
          </xsd:documentation>
        </xsd:annotation>
        <xsd:complexContent>
          <xsd:extension base="EquityDerivativeLongFormBase">
            <xsd:sequence>
              <xsd:element name="strike" type="EquityStrike" minOccurs="0">
                <xsd:annotation>
                  <xsd:documentation xml:lang="en">
                    Defines whether it is a price or level at which the
                    option has been, or will be, struck.
                  </xsd:documentation>
                  <xsd:documentation xml:lang="de">
                    Definiert, ob ein Preis oder Niveau als Strike-Preis
                    für die Option gilt bzw. gelten wird.
                  </xsd:documentation>
                </xsd:annotation>
              </xsd:element>
              <xsd:element name="spotPrice" type="xsd:decimal" minOccurs="0">
                <xsd:annotation>
                  <xsd:documentation xml:lang="en">
                    The price per share, index or basket observed on the
                    trade or effective date.
                  </xsd:documentation>
                  <xsd:documentation xml:lang="de">
                    Preis je Aktie, Index oder Korb am Handelstag oder
                    Stichtag.
                  </xsd:documentation>
                </xsd:annotation>
              </xsd:element>
              <xsd:element name="numberOfOptions" type="xsd:decimal" minOccurs="0">
                <xsd:annotation>
                  <xsd:documentation xml:lang="en">
                    The number of options comprised in the option
                    transaction.
                  </xsd:documentation>
                  <xsd:documentation xml:lang="de">
                    Anzahl von Optionen der Optionstransaktion.
                  </xsd:documentation>
                </xsd:annotation>
              </xsd:element>
              <xsd:element name="optionEntitlement" type="xsd:decimal">
                <xsd:annotation>
                  <xsd:documentation xml:lang="en">
                    The number of shares per option comprised in the option
                    transaction.
                  </xsd:documentation>
                  <xsd:documentation xml:lang="de">
                    Stückzahl Aktien je Option der Optionstransaktion.
                  </xsd:documentation>
                </xsd:annotation>
              </xsd:element>
              <xsd:element name="equityPremium" type="EquityPremium">
                <xsd:annotation>
                  <xsd:documentation xml:lang="en">
                    The equity option premium payable by the buyer to the
                    seller.
                  </xsd:documentation>
                  <xsd:documentation xml:lang="de">
                    Vom Käufer an den Verkäufer zahlbare
                    Aktienoptionsprämie.
                  </xsd:documentation>
                </xsd:annotation>
              </xsd:element>
            </xsd:sequence>
          </xsd:extension>
        </xsd:complexContent>
      </xsd:complexType>
      <xsd:complexType name="EquityOptionTermination">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">
            A type for defining Equity Option Termination
          </xsd:documentation>
        </xsd:annotation>
        <xsd:sequence>
          <xsd:element name="settlementAmountPaymentDate" type="AdjustableDate"/>
          <xsd:element name="settlementAmount" type="Money"/>
        </xsd:sequence>
      </xsd:complexType>
      <xsd:complexType name="EquityOptionTransactionSupplement">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">
            A type for defining equity option transaction supplements
          </xsd:documentation>
        </xsd:annotation>
        <xsd:complexContent>
          <xsd:extension base="EquityDerivativeShortFormBase">
            <xsd:sequence>
              <xsd:element name="exchangeLookAlike" type="xsd:boolean" minOccurs="0">
                <xsd:annotation>
                  <xsd:documentation xml:lang="en">
                    For a share option transaction, a flag used to indicate
                    whether the transaction is to be treated as an
                    'exchange look-alike'. This designation has
                    significance for how share adjustments (arising from
                    corporate actions) will be determined for the
                    transaction. For an 'exchange look-alike' transaction
                    the relevant share adjustments will follow that for a
                    corresponding designated contract listed on the related
                    exchange (referred to as Options Exchange Adjustment
                    (ISDA defined term), otherwise the share adjustments
                    will be determined by the calculation agent (referred
                    to as Calculation Agent Adjustment (ISDA defined
                    term)).
                  </xsd:documentation>
                </xsd:annotation>
              </xsd:element>
              <xsd:element name="exchangeTradedContractNearest" type="xsd:boolean" minOccurs="0">
                <xsd:annotation>
                  <xsd:documentation xml:lang="en">
                    For an index option transaction, a flag used in
                    conjuction with Futures Price Valuation (ISDA defined
                    term) to indicate whether the Nearest Index Contract
                    provision is applicable. The Nearest Index Contract
                    provision is a rule for determining the Exchange-traded
                    Contract (ISDA defined term) without having to
                    explicitly state the actual contract, delivery month
                    and exchange on which it is traded.
                  </xsd:documentation>
                </xsd:annotation>
              </xsd:element>
              <xsd:element name="multipleExchangeIndexAnnexFallback" type="xsd:boolean" minOccurs="0">
                <xsd:annotation>
                  <xsd:documentation xml:lang="en">
                    For an index option transaction, a flag to indicate
                    whether a relevant Multiple Exchange Index Annex is
                    applicable to the transaction. This annex defines
                    additional provisions which are applicable where an
                    index is comprised of component securities that are
                    traded on multiple exchanges.
                  </xsd:documentation>
                </xsd:annotation>
              </xsd:element>
              <xsd:element name="methodOfAdjustment" type="MethodOfAdjustmentEnum" minOccurs="0"/>
              <xsd:element name="localJurisdiction" type="Country" minOccurs="0">
                <xsd:annotation>
                  <xsd:documentation xml:lang="en">
                    Local Jurisdiction is a term used in the AEJ Master
                    Confirmation, which is used to determine local taxes,
                    which shall mean taxes, duties, and similar charges
                    imposed by the taxing authority of the Local
                    Jurisdiction If this element is not present Local
                    Jurisdiction is Not Applicable.
                  </xsd:documentation>
                </xsd:annotation>
              </xsd:element>
              <xsd:choice minOccurs="0">
                <xsd:element name="optionEntitlement" type="xsd:decimal">
                  <xsd:annotation>
                    <xsd:documentation xml:lang="en">
                      The number of shares per option comprised in the
                      option transaction supplement.
                    </xsd:documentation>
                  </xsd:annotation>
                </xsd:element>
                <xsd:element name="multiplier" type="xsd:integer">
                  <xsd:annotation>
                    <xsd:documentation xml:lang="en">
                      Specifies the contract multiplier that can be
                      associated with an index option.
                    </xsd:documentation>
                  </xsd:annotation>
                </xsd:element>
              </xsd:choice>
            </xsd:sequence>
          </xsd:extension>
        </xsd:complexContent>
      </xsd:complexType>
      <xsd:complexType name="PrePayment">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">
            A type for defining PrePayment.
          </xsd:documentation>
        </xsd:annotation>
        <xsd:sequence>
          <xsd:group ref="PayerReceiver.model"/>
          <xsd:element name="prePayment" type="xsd:boolean"/>
          <xsd:element name="prePaymentAmount" type="Money"/>
          <xsd:element name="prePaymentDate" type="AdjustableDate"/>
        </xsd:sequence>
      </xsd:complexType>
      <xsd:complexType name="StrategyFeature">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">
            A type for definining equity option simple strategy features
          </xsd:documentation>
        </xsd:annotation>
        <xsd:choice>
          <xsd:element name="strikeSpread" type="StrikeSpread"/>
          <xsd:element name="calendarSpread" type="CalendarSpread"/>
        </xsd:choice>
      </xsd:complexType>
      <xsd:complexType name="StrikeSpread">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">
            A type for defining a strike spread feature
          </xsd:documentation>
        </xsd:annotation>
        <xsd:sequence>
          <xsd:element name="upperStrike" type="EquityStrike"/>
          <xsd:element name="upperStrikeNumberOfOptions" type="xsd:decimal"/>
        </xsd:sequence>
      </xsd:complexType>
      <xsd:element name="brokerEquityOption" type="BrokerEquityOption" substitutionGroup="product">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">
            A component describing a Broker View of an Equity Option.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:element>
      <xsd:element name="equityForward" type="EquityForward" substitutionGroup="product">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">
            A component describing an Equity Forward product.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:element>
      <xsd:element name="equityOption" type="EquityOption" substitutionGroup="product">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">
            A component describing an Equity Option product.
          </xsd:documentation>
          <xsd:documentation xml:lang="de">
            Komponente zur Beschreibung einer Aktienoption.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:element>
      <xsd:element name="equityOptionTransactionSupplement" type="EquityOptionTransactionSupplement" substitutionGroup="product">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">
            A component describing an Equity Option Transaction Supplement.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:element>
    </xsd:schema>