Schema "fpml-eqd-5-3.xsd"
Target Namespace:
http://www.fpml.org/FpML-5/transparency
Version:
$Revision: 9025 $
Defined Components:
2 global elements, 39 local elements, 13 complexTypes, 1 element group
Default Namespace-Qualified Form:
Local Elements: qualified; Local Attributes: unqualified
Schema Location:
C:\Irina-Local\SVN-FpML\branches\FpML-5-3-6-REC-1\xml\transparency\fpml-eqd-5-3.xsd; see XML source
Includes Schema:
fpml-eq-shared-5-3.xsd [src]
Included in Schemas (2):
fpml-main-5-3.xsd [src], fpml-variance-swaps-5-3.xsd [src]
All Element Summary
bermudaExerciseDates (in equityBermudaExercise) List of Exercise Dates for a Bermuda option.
Type:
DateList
Content:
complex, 1 element
Defined:
locally witnin EquityBermudaExercise complexType; see XML source
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.
Type:
EquityAmericanExercise
Content:
complex, 1 attribute, 7 elements
Defined:
locally witnin EquityExerciseValuationSettlement complexType; see XML source
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.
Type:
EquityBermudaExercise
Content:
complex, 1 attribute, 8 elements
Defined:
locally witnin EquityExerciseValuationSettlement complexType; see XML source
equityEffectiveDate Effective date for a forward starting option.
Type:
xsd:date
Content:
simple
Defined:
locally witnin EquityDerivativeBase complexType; see XML source
equityEuropeanExercise The parameters for defining the expiration date and time for a European style equity option.
Type:
EquityEuropeanExercise
Content:
complex, 1 attribute, 4 elements
Defined:
locally witnin EquityExerciseValuationSettlement complexType; see XML source
equityExercise (defined in EquityDerivativeBase complexType) The parameters for defining how the equity option can be exercised, how it is valued and how it is settled.
Type:
EquityExerciseValuationSettlement
Content:
complex, 5 elements
Defined:
locally witnin EquityDerivativeBase complexType; see XML source
equityExpirationTime The specific time of day at which the equity option expires.
Type:
BusinessCenterTime
Content:
complex, 2 elements
Defined:
locally witnin EquityExpiration.model group; see XML source
equityExpirationTimeType The time of day at which the equity option expires, for example the official closing time of the exchange.
Type:
TimeTypeEnum
Content:
simple
Defined:
locally witnin EquityExpiration.model group; see XML source
equityForward A component describing an Equity Forward product.
Type:
EquityForward
Content:
complex, 1 attribute, 11 elements
Subst.Gr:
may substitute for element product
Defined:
globally; see XML source
Used:
never
equityMultipleExercise (in equityAmericanExercise) The presence of this element indicates that the option may be exercised on different days.
Type:
EquityMultipleExercise
Content:
complex, 3 elements
Defined:
locally witnin EquityAmericanExercise complexType; see XML source
equityMultipleExercise (in equityBermudaExercise) The presence of this element indicates that the option may be exercised on different days.
Type:
EquityMultipleExercise
Content:
complex, 3 elements
Defined:
locally witnin EquityBermudaExercise complexType; see XML source
equityOptionTransactionSupplement A component describing an Equity Option Transaction Supplement.
Type:
EquityOptionTransactionSupplement
Content:
complex, 1 attribute, 16 elements
Subst.Gr:
may substitute for element product
Defined:
globally; see XML source
Used:
never
equityPremium (defined in EquityOption complexType) The equity option premium payable by the buyer to the seller.
Type:
EquityPremium
Content:
complex, 1 attribute, 6 elements
Defined:
locally witnin EquityOption complexType; see XML source
equityPremium (in equityOptionTransactionSupplement) The equity option premium payable by the buyer to the seller.
Type:
EquityPremium
Content:
complex, 1 attribute, 6 elements
Defined:
locally witnin EquityDerivativeShortFormBase complexType; see XML source
equityValuation The parameters for defining when valuation of the underlying takes place.
Type:
EquityValuation
Content:
complex, 1 attribute, 5 elements
Defined:
locally witnin EquityExerciseValuationSettlement complexType; see XML source
expirationDate (in equityEuropeanExercise) The last day within an exercise period for an American style option.
Type:
AdjustableOrRelativeDate
Content:
complex, 1 attribute, 2 elements
Defined:
locally witnin EquityEuropeanExercise complexType; see XML source
expirationTimeDetermination Expiration time determination method.
Type:
DeterminationMethod
Content:
simple, 2 attributes
Defined:
locally witnin EquityExpiration.model group; see XML source
forwardPrice The forward price per share, index or basket.
Type:
NonNegativeMoney
Content:
complex, 1 attribute, 2 elements
Defined:
locally witnin EquityForward complexType; see XML source
integralMultipleExercise 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.
Type:
PositiveDecimal
Content:
simple
Defined:
locally witnin EquityMultipleExercise complexType; see XML source
latestExerciseTimeType (in equityAmericanExercise) The latest time of day at which the equity option can be exercised, for example the official closing time of the exchange.
Type:
TimeTypeEnum
Content:
simple
Defined:
locally witnin EquityAmericanExercise complexType; see XML source
latestExerciseTimeType (in equityBermudaExercise) The latest time of day at which the equity option can be exercised, for example the official closing time of the exchange.
Type:
TimeTypeEnum
Content:
simple
Defined:
locally witnin EquityBermudaExercise complexType; see XML source
maximumNumberOfOptions (defined in EquityMultipleExercise complexType) When multiple exercise is applicable this element specifies the maximum number of options that can be exercised on a given exercise date.
Type:
NonNegativeDecimal
Content:
simple
Defined:
locally witnin EquityMultipleExercise complexType; see XML source
minimumNumberOfOptions (defined in EquityMultipleExercise complexType) When multiple exercise is applicable this element specifies the minimum number of options that can be exercised on a given exercise date.
Type:
NonNegativeDecimal
Content:
simple
Defined:
locally witnin EquityMultipleExercise complexType; see XML source
multiplier (in equityOptionTransactionSupplement) Specifies the contract multiplier that can be associated with an index option.
Type:
PositiveDecimal
Content:
simple
Defined:
locally witnin EquityOptionTransactionSupplement complexType; see XML source
notional (defined in EquityDerivativeBase complexType) The notional amount.
Type:
NonNegativeMoney
Content:
complex, 1 attribute, 2 elements
Defined:
locally witnin EquityDerivativeBase complexType; see XML source
numberOfOptions (defined in EquityOption complexType) The number of options comprised in the option transaction.
Type:
NonNegativeDecimal
Content:
simple
Defined:
locally witnin EquityOption complexType; see XML source
numberOfOptions (in equityOptionTransactionSupplement) The number of options comprised in the option transaction.
Type:
NonNegativeDecimal
Content:
simple
Defined:
locally witnin EquityDerivativeShortFormBase complexType; see XML source
optionEntitlement (defined in EquityOption complexType) The number of shares per option comprised in the option transaction.
Type:
PositiveDecimal
Content:
simple
Defined:
locally witnin EquityOption complexType; see XML source
optionEntitlement (in equityOptionTransactionSupplement) The number of shares per option comprised in the option transaction supplement.
Type:
PositiveDecimal
Content:
simple
Defined:
locally witnin EquityOptionTransactionSupplement complexType; see XML source
optionType (defined in EquityDerivativeBase complexType) The type of option transaction.
Type:
EquityOptionTypeEnum
Content:
simple
Defined:
locally witnin EquityDerivativeBase complexType; see XML source
prePayment
Type:
xsd:boolean
Content:
simple
Defined:
locally witnin PrePayment complexType; see XML source
prePaymentAmount
Type:
NonNegativeMoney
Content:
complex, 1 attribute, 2 elements
Defined:
locally witnin PrePayment complexType; see XML source
prePaymentDate
Type:
AdjustableDate
Content:
complex, 1 attribute, 1 element
Defined:
locally witnin PrePayment complexType; see XML source
settlementAmount (defined in EquityOptionTermination complexType)
Type:
NonNegativeMoney
Content:
complex, 1 attribute, 2 elements
Defined:
locally witnin EquityOptionTermination complexType; see XML source
settlementAmountPaymentDate
Type:
AdjustableDate
Content:
complex, 1 attribute, 1 element
Defined:
locally witnin EquityOptionTermination complexType; see XML source
settlementDate (defined in EquityExerciseValuationSettlement complexType) Date on which settlement of option premiums will occur.
Type:
AdjustableOrRelativeDate
Content:
complex, 1 attribute, 2 elements
Defined:
locally witnin EquityExerciseValuationSettlement complexType; see XML source
spotPrice (defined in EquityOption complexType) The price per share, index or basket observed on the trade or effective date.
Type:
NonNegativeDecimal
Content:
simple
Defined:
locally witnin EquityOption complexType; see XML source
spotPrice (in equityOptionTransactionSupplement) The price per share, index or basket observed on the trade or effective date.
Type:
NonNegativeDecimal
Content:
simple
Defined:
locally witnin EquityDerivativeShortFormBase complexType; see XML source
strike (defined in EquityOption complexType) Defines whether it is a price or level at which the option has been, or will be, struck.
Type:
EquityStrike
Content:
complex, 2 elements
Defined:
locally witnin EquityOption complexType; see XML source
strike (in equityOptionTransactionSupplement) Defines whether it is a price or level at which the option has been, or will be, struck.
Type:
EquityStrike
Content:
complex, 2 elements
Defined:
locally witnin EquityDerivativeShortFormBase complexType; see XML source
underlyer (defined in EquityDerivativeBase complexType) 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.
Type:
Underlyer
Content:
complex, 2 elements
Defined:
locally witnin EquityDerivativeBase complexType; see XML source
Complex Type Summary
EquityAmericanExercise
 A type for defining exercise procedures associated with an American style exercise of an equity option.
Content:
complex, 1 attribute, 7 elements
Defined:
globally; see XML source
Includes:
definitions of 2 elements
Used:
at 1 location
EquityBermudaExercise
 A type for defining exercise procedures associated with a Bermuda style exercise of an equity option.
Content:
complex, 1 attribute, 8 elements
Defined:
globally; see XML source
Includes:
definitions of 3 elements
Used:
at 1 location
EquityDerivativeBase
 A type for defining the common features of equity derivatives.
Content:
complex, 1 attribute, 10 elements
Abstract:
(cannot be assigned directly to elements used in instance XML documents)
Defined:
globally; see XML source
Includes:
definitions of 5 elements
Used:
at 2 locations
EquityDerivativeLongFormBase
 type for defining the common features of equity derivatives.
Content:
complex, 1 attribute, 10 elements
Abstract:
(cannot be assigned directly to elements used in instance XML documents)
Defined:
globally; see XML source
Used:
at 2 locations
EquityDerivativeShortFormBase
 A type for defining short form equity option basic features.
Content:
complex, 1 attribute, 14 elements
Abstract:
(cannot be assigned directly to elements used in instance XML documents)
Defined:
globally; see XML source
Includes:
definitions of 4 elements
Used:
at 1 location
EquityEuropeanExercise
 A type for defining exercise procedures associated with a European style exercise of an equity option.
Content:
complex, 1 attribute, 4 elements
Defined:
globally; see XML source
Includes:
definition of 1 element
Used:
at 1 location
EquityExerciseValuationSettlement
 A type for defining exercise procedures for equity options.
Content:
complex, 5 elements
Defined:
globally; see XML source
Includes:
definitions of 5 elements
Used:
at 2 locations
EquityForward
 A type for defining equity forwards.
Content:
complex, 1 attribute, 11 elements
Defined:
globally; see XML source
Includes:
definition of 1 element
Used:
at 1 location
EquityMultipleExercise
 A type for defining the multiple exercise provisions of an American or Bermuda style equity option.
Content:
complex, 3 elements
Defined:
globally; see XML source
Includes:
definitions of 3 elements
Used:
at 2 locations
EquityOption
 A type for defining equity options.
Content:
complex, 1 attribute, 15 elements
Defined:
globally; see XML source
Includes:
definitions of 5 elements
Used:
never
EquityOptionTermination
 A type for defining Equity Option Termination.
Content:
complex, 2 elements
Defined:
globally; see XML source
Includes:
definitions of 2 elements
Used:
never
EquityOptionTransactionSupplement
 A type for defining equity option transaction supplements.
Content:
complex, 1 attribute, 16 elements
Defined:
globally; see XML source
Includes:
definitions of 2 elements
Used:
at 1 location
PrePayment
 A type for defining PrePayment.
Content:
complex, 1 attribute, 3 elements
Defined:
globally; see XML source
Includes:
definitions of 3 elements
Used:
never
Element Group Summary
EquityExpiration.model
 Choice between expiration expressed as symbolic and optional literal time, or using a determination method.
Content:
3 elements
Defined:
globally; see XML source
Includes:
definitions of 3 elements
Used:
at 3 locations
XML Source
<?xml version="1.0" encoding="utf-8"?>
<!--
== Copyright (c) 2002-2012 All rights reserved.
== Financial Products Markup Language is subject to the FpML public license.
== A copy of this license is available at http://www.fpml.org/license/license.html
-->
<xsd:schema attributeFormDefault="unqualified" ecore:documentRoot="FpML" ecore:nsPrefix="trnsp" ecore:package="org.fpml.transparency" elementFormDefault="qualified" targetNamespace="http://www.fpml.org/FpML-5/transparency" version="$Revision: 9025 $" xmlns="http://www.fpml.org/FpML-5/transparency" xmlns:ecore="http://www.eclipse.org/emf/2002/Ecore" xmlns:fpml-annotation="http://www.fpml.org/annotation" xmlns:xsd="http://www.w3.org/2001/XMLSchema">
<xsd:include schemaLocation="fpml-eq-shared-5-3.xsd"/>
<!--View Generation: SKIPPED BrokerEquityOption - Unsupported-->
<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:annotation>
<xsd:complexContent>
<xsd:extension base="SharedAmericanExercise">
<xsd:sequence>
<xsd:element minOccurs="0" name="latestExerciseTimeType" type="TimeTypeEnum">
<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:annotation>
</xsd:element>
<xsd:group ref="EquityExpiration.model"/>
<xsd:element minOccurs="0" name="equityMultipleExercise" type="EquityMultipleExercise">
<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: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. The term Bermuda is adopted in FpML for consistency with the ISDA Definitions.
</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="SharedAmericanExercise">
<xsd:sequence>
<xsd:element minOccurs="0" name="bermudaExerciseDates" type="DateList">
<xsd:annotation>
<xsd:documentation xml:lang="en">List of Exercise Dates for a Bermuda option.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="latestExerciseTimeType" type="TimeTypeEnum">
<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:annotation>
</xsd:element>
<xsd:group ref="EquityExpiration.model"/>
<xsd:element minOccurs="0" name="equityMultipleExercise" type="EquityMultipleExercise">
<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:annotation>
</xsd:element>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType abstract="true" 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>
<!--View Generation: SKIPPED - PartySpecific-->
<xsd:element minOccurs="0" name="optionType" type="EquityOptionTypeEnum">
<xsd:annotation>
<xsd:documentation xml:lang="en">The type of option transaction.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="equityEffectiveDate" type="xsd:date">
<xsd:annotation>
<xsd:documentation xml:lang="en">Effective date for a 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 minOccurs="0" name="notional" type="NonNegativeMoney">
<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:annotation>
</xsd:element>
<!--View Generation: SKIPPED - NonStandardFeature-->
<!--View Generation: SKIPPED strategyFeature - NonStandardFeature-->
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType abstract="true" 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">
<!--View Generation: Skipped an empty sequence.-->
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType abstract="true" 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 minOccurs="0" name="strike" type="EquityStrike">
<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:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="spotPrice" type="NonNegativeDecimal">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The price per share, index or basket observed on the trade or effective date.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="numberOfOptions" type="NonNegativeDecimal">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The number of options comprised in the option transaction.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" 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:annotation>
</xsd:element>
</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:annotation>
<xsd:complexContent>
<xsd:extension base="Exercise">
<xsd:sequence>
<xsd:element minOccurs="0" 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:group ref="EquityExpiration.model"/>
</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:annotation>
<xsd:sequence>
<xsd:choice minOccurs="0">
<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:annotation>
<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: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: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:annotation>
</xsd:element>
</xsd:choice>
<!--View Generation: Skipped an empty choice.-->
<xsd:element minOccurs="0" 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:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="settlementDate" type="AdjustableOrRelativeDate">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Date on which settlement of option premiums will occur.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<!--View Generation: SKIPPED settlementCurrency - NonStandardFeature-->
<!--View Generation: SKIPPED settlementPriceSource - NonStandardFeature-->
<!--View Generation: SKIPPED settlementType - NonStandardFeature-->
<!--View Generation: SKIPPED settlementMethodElectionDate - NonStandardFeature-->
<!--View Generation: SKIPPED settlementMethodElectingPartyReference - NonStandardFeature-->
<!--View Generation: SKIPPED settlementPriceDefaultElection - NonStandardFeature-->
</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="NonNegativeMoney">
<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:annotation>
<xsd:sequence>
<xsd:element minOccurs="0" name="integralMultipleExercise" type="PositiveDecimal">
<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:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="minimumNumberOfOptions" type="NonNegativeDecimal">
<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. Its value can be a fractional number as a result of corporate actions.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="maximumNumberOfOptions" type="NonNegativeDecimal">
<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. Its value can be a fractional number as a result of corporate actions.
</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:annotation>
<xsd:complexContent>
<xsd:extension base="EquityDerivativeLongFormBase">
<xsd:sequence>
<xsd:element name="strike" type="EquityStrike">
<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:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="spotPrice" type="NonNegativeDecimal">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The price per share, index or basket observed on the trade or effective date.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="numberOfOptions" type="NonNegativeDecimal">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The number of options comprised in the option transaction.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="optionEntitlement" type="PositiveDecimal">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The number of shares per option comprised in the option transaction.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" 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: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 minOccurs="0" name="settlementAmountPaymentDate" type="AdjustableDate"/>
<xsd:element minOccurs="0" name="settlementAmount" type="NonNegativeMoney"/>
</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>
<!--View Generation: SKIPPED exchangeLookAlike - Documentation-->
<!--View Generation: SKIPPED exchangeTradedContractNearest - Documentation-->
<!--View Generation: SKIPPED - Documentation-->
<!--View Generation: SKIPPED methodOfAdjustment - Documentation-->
<!--View Generation: SKIPPED localJurisdiction - Documentation-->
<xsd:choice minOccurs="0">
<xsd:element name="optionEntitlement" type="PositiveDecimal">
<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="PositiveDecimal">
<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>
<!--View Generation: SKIPPED extraordinaryEvents - Documentation-->
</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:complexContent>
<xsd:extension base="PaymentBase">
<xsd:sequence>
<xsd:group ref="PayerReceiver.model"/>
<xsd:element minOccurs="0" name="prePayment" type="xsd:boolean"/>
<xsd:element minOccurs="0" name="prePaymentAmount" type="NonNegativeMoney"/>
<xsd:element minOccurs="0" name="prePaymentDate" type="AdjustableDate"/>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<!--View Generation: SKIPPED brokerEquityOption - Unsupported-->
<xsd:element name="equityForward" substitutionGroup="product" type="EquityForward">
<xsd:annotation>
<xsd:documentation xml:lang="en">A component describing an Equity Forward product.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<!--View Generation: SKIPPED equityOption - Unsupported-->
<xsd:element name="equityOptionTransactionSupplement" substitutionGroup="product" type="EquityOptionTransactionSupplement">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A component describing an Equity Option Transaction Supplement.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:group name="EquityExpiration.model">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Choice between expiration expressed as symbolic and optional literal time, or using a determination method.
</xsd:documentation>
</xsd:annotation>
<xsd:choice>
<xsd:sequence>
<xsd:element minOccurs="0" 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:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="equityExpirationTime" type="BusinessCenterTime">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The specific time of day at which the equity option expires.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
<xsd:element name="expirationTimeDetermination" type="DeterminationMethod">
<xsd:annotation>
<xsd:documentation xml:lang="en">Expiration time determination method.</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:choice>
</xsd:group>
</xsd:schema>
XML schema documentation generated with DocFlex/XML 1.8.6b2 using DocFlex/XML XSDDoc 2.5.1 template set. All content model diagrams generated by Altova XMLSpy via DocFlex/XML XMLSpy Integration.