|
Dial-in Details US: + 1 (888) 481 - 3032 Intl: + 1 (617) 801- 9600 UK: 0800 904-7961 Participant Code: 28413758 Feedback items from WG members: (Schemas named “xxx–GS.xsd”
are associated with the feedback items below) 1.
RolloverNotice - On
the current contracts section, rather than having a field called
"loanContractChange" can we follow similar convention we're trying to
use elsewhere and have a field that represents the direction of contract change…?
So we would have the field "loanContractChangeAmount" and
"loanContractChangeType" instead wrapped in a block called
"loanContractChange". We will need this concept since if we're
converting from PRIME to LIBOR we're actually reducing the PRIME contract
(without and paydowns). Going from LIBOR to PRIME means we're increasing
the PRIME contract (without any drawdowns). Also suggest changing the
amount to be a ParticipationAmount type. 2.
CommitmentAdjustmentNotice
- For the enumeration used to determine "Increase" or
"Decrease" can we define a generic type name that can be used in
cases other than commitment adjustment. For example we need to use it for
balance change as well. So instead of CommitmentAdjustmentTypeEnum could
we call it AmountAdjustmentTypeEnum. 3.
LcBalanceNotice -
Can we add a field onto the LC Balance Change notice to determine whether an
increase or decrease is taking place in similar way we've done for commitment
adjustments…? We could call this field balanceChangeType .
The balanceChangeAmount field then becomes an absolute number. 4.
DrawdownNotice - For
the Drawdown notice can we follow same convention as other notices and have
ability to specify lender share as well as global…? Therefore we
should rename "shareLoanContractAmount" to "amount" and
also change the type to ParticipationAmount. New Items: 1.
New Request: Rate
Set Notices. In a rollover situation where we have multiple existing loan
contracts transforming to a new set of loan contracts, each of the contracts
may require a rate set notice to be created. At the moment the rate set notice
is not part of the rollover message. Is the expectation that the sender would
need to generate separate rate set notices for each loan contract ‘rolling
over’ or should we incorporate this workflow within the rollover
structure itself…? 2.
New Request: In the
following scenarios should we expect to send multiple messages out or come up
with a combination message type: a.
Repayment with
Interest b.
Repayment and New
Loan c.
Multiple On-Going
Fees, Interest Payments, Rate Fixes, Margin Changes etc… Regards, Bhavik Katira CEO TenDelta™ Fresh
insight. Pure logic. +1.917.582.4574 new york +44.(0).7780.808732 london TenDelta™
provides business process consulting, technology design & education
services; specializing in the Syndicated Loan Market. Entrusted with
engineering innovative & logical solutions; we endeavor to deliver timely,
robust, cutting-edge solutions. Copyright
©2008-2009. TenDelta™ LLC (US), TenDelta™ Limited (UK). All
Rights Reserved. From: loanwg@xxxxxxxx
[mailto:loanwg@xxxxxxxx] On Behalf Of Bhavik Katira Updated schema attached: 1.
Comm. Adjustment:
Introduced enumeration. 2.
General: Flag fields
renamed (FacilityRepayment.AdjustsCommitmentFlag, LoanContract.ConditionPrecedentFlag). 3.
General:
ModificationFlag optional. 4.
General: Effective
Date added to FacilityNotice. Optional field. 5.
Rollover: Added an
option for FacilityRepayment vs Facility & LoanContract Repayment (to be
discussed). 6.
Rollover: Conversion
field captured at a higher level in the structure. 7.
Rollover: Prior- and
Current- loan contract sections (renamed). Please take a look and provide
feedback. Regards, Bhavik Katira CEO TenDelta™ Fresh
insight. Pure logic. +1.917.582.4574 new york +44.(0).7780.808732 london TenDelta™
provides business process consulting, technology design & education
services; specializing in the Syndicated Loan Market. Entrusted with
engineering innovative & logical solutions; we endeavor to deliver timely,
robust, cutting-edge solutions. Copyright
©2008-2009. TenDelta™ LLC (US), TenDelta™ Limited (UK). All
Rights Reserved. From: loanwg@xxxxxxxx
[mailto:loanwg@xxxxxxxx] On Behalf Of Bhavik Katira Next Working Group Meeting:
17th November 2009: 1000-1100 EST (3-4pm GMT) Agenda, schema etc will be sent
prior to the meeting. Minutes from 3rd
November 2009 1.
Comm. Adjustment:
Update the scheme for Increase/Decrease to an enumeration. 2.
Comm. Adjustment:
The amount field should be an absolute figure (the enumeration defines the
direction). 3.
Business question:
What happens in the case that a commitment adjustment is refused…? Does
this affect the structure of the notification we have created…? 4.
Business question:
Should we capture a flag to denote whether a commitment adjustment is mandatory
from the borrower’s perspective…? 5.
Business question:
Should we capture a ‘schedule date’ (in the case where the
adjustment is pre-defined)…? 6.
General design: All
‘flags’ should be named consistently (we decided to maintain a
–flag suffix). 7.
General design:
Modification flag should not be required in the Facility Notice section. 8.
General design:
There was a discussion around corrections. The working group agreed that there
is effectively a window within which modifications to existing business events can
take place. But, if the event has been processed and there has been cash
movement then a correcting event may need to take place. In this latter case,
the eventId may need to be different. To be discussed further… (current
structure should still be able to handle this scenario). 9.
General design: Move
the effective date into the Facility Notice section (the wg agrees that all
facility business events should have an associated effective date). 10.
Rollover: Some
providers/agents may not be able to provide full details of specific loan which
have been repaid during a rollover. WG members have stated that they may only
be able to provide facility repayment details in cases. The current loans in
this scenario would be a set of new loan contracts. Unfortunately, this would
mean making the loanContractRepayment (within the Repayment structure)
optional. This, in turn, brings up the question as to what kind of validation
there will be around the provision of loanContractRepayment details… This
needs to be discussed further. 11.
Rollover: Conversion
flag should be captured at a higher level within the rollover message
structure. 12.
New Request: Rate
Set Notices. In a rollover situation where we have multiple existing loan
contracts transforming to a new set of loan contracts, each of the contracts
may require a rate set notice to be created. At the moment the rate set notice
is not part of the rollover message. Is the expectation that the sender would
need to generate separate rate set notices for each loan contract ‘rolling
over’ or should we incorporate this workflow within the rollover
structure itself…? Regards, Bhavik Katira CEO TenDelta™ Fresh
insight. Pure logic. +1.917.582.4574 new york +44.(0).7780.808732 london TenDelta™
provides business process consulting, technology design & education
services; specializing in the Syndicated Loan Market. Entrusted with
engineering innovative & logical solutions; we endeavor to deliver timely,
robust, cutting-edge solutions. Copyright
©2008-2009. TenDelta™ LLC (US), TenDelta™ Limited (UK). All
Rights Reserved. |
<?xml version="1.0" encoding="utf-8"?> <!-- edited with XMLSpy v2005 rel. 3 U (http://www.altova.com) by John Weir (GOLDMAN SACHS & CO) --> <!-- == Copyright (c) 2002-2009. All rights reserved. == Financial Products Markup Language is subject to the FpML public license. == A copy of this license is available at http://www.fpml.org/license/license.html --> <xsd:schema xmlns:xsd="http://www.w3.org/2001/XMLSchema"; xmlns="http://www.fpml.org/2009/FpML-4-6"; xmlns:fpml="http://www.fpml.org/2009/FpML-4-6"; xmlns:ecore="http://www.eclipse.org/emf/2002/Ecore"; xmlns:fpml-annotation="http://www.fpml.org/annotation"; targetNamespace="http://www.fpml.org/2009/FpML-4-6"; elementFormDefault="qualified" attributeFormDefault="unqualified" version="$Revision: 6625 $" ecore:nsPrefix="fpml" ecore:package="org.fpml" ecore:documentRoot="FpML"> <xsd:simpleType name="AveragingInOutEnum"> <xsd:annotation> <xsd:documentation source="http://www.FpML.org"; xml:lang="en">The type of averaging used in an Asian option.</xsd:documentation> </xsd:annotation> <xsd:restriction base="xsd:token"> <xsd:enumeration value="In"> <xsd:annotation> <xsd:documentation source="http://www.FpML.org"; xml:lang="en">The average price is used to derive the strike price. Also known as "Asian strike" style option.</xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="Out"> <xsd:annotation> <xsd:documentation source="http://www.FpML.org"; xml:lang="en">The average price is used to derive the expiration price. Also known as "Asian price" style option.</xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="Both"> <xsd:annotation> <xsd:documentation source="http://www.FpML.org"; xml:lang="en">The average price is used to derive both the strike and the expiration price.</xsd:documentation> </xsd:annotation> </xsd:enumeration> </xsd:restriction> </xsd:simpleType> <xsd:simpleType name="AveragingMethodEnum"> <xsd:annotation> <xsd:documentation source="http://www.FpML.org"; xml:lang="en">The method of calculation to be used when averaging rates. Per ISDA 2000 Definitions, Section 6.2. Certain Definitions Relating to Floating Amounts.</xsd:documentation> </xsd:annotation> <xsd:restriction base="xsd:token"> <xsd:enumeration value="Unweighted"> <xsd:annotation> <xsd:documentation source="http://www.FpML.org"; xml:lang="en">The arithmetic mean of the relevant rates for each reset date.</xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="Weighted"> <xsd:annotation> <xsd:documentation source="http://www.FpML.org"; xml:lang="en">The arithmetic mean of the relevant rates in effect for each day in a calculation period calculated by multiplying each relevant rate by the number of days such relevant rate is in effect, determining the sum of such products and dividing such sum by the number of days in the calculation period.</xsd:documentation> </xsd:annotation> </xsd:enumeration> </xsd:restriction> </xsd:simpleType> <xsd:simpleType name="BreakageCostEnum"> <xsd:annotation> <xsd:documentation xml:lang="en">When breakage cost is applicable, defines who is calculating it.</xsd:documentation> </xsd:annotation> <xsd:restriction base="xsd:token"> <xsd:enumeration value="AgentBank"> <xsd:annotation> <xsd:documentation xml:lang="en">Breakage cost is calculated by the agent bank.</xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="Lender"> <xsd:annotation> <xsd:documentation xml:lang="en">Breakage cost is calculated by the lender.</xsd:documentation> </xsd:annotation> </xsd:enumeration> </xsd:restriction> </xsd:simpleType> <xsd:simpleType name="BullionDeliveryLocationEnum"> <xsd:annotation> <xsd:documentation xml:lang="en">Defines where bullion is to be delivered for a Bullion Transaction.</xsd:documentation> </xsd:annotation> <xsd:restriction base="xsd:token"> <xsd:enumeration value="BankOfEngland"> <xsd:annotation> <xsd:documentation xml:lang="en">Delivery will be made to the Purchaser of Bullion's account with the Bank of England. Account number to be agreed by the parties.</xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="London"> <xsd:annotation> <xsd:documentation xml:lang="en">Delivery will be made to the Purchaser of Bullion'scustodian bank in London. Custodian bank to be agreed by the parties.</xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="Zurich"> <xsd:annotation> <xsd:documentation xml:lang="en">Delivery will be made to the Purchaser of Bullion's custodian bank in London. Custodian bank to be agreed by the parties.</xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="TBA"> <xsd:annotation> <xsd:documentation xml:lang="en">If parties are not intending to deliver the physical but are using a transaction to open a position that will be closed prior to settlement, the value TBA may be used to indicate that a delivery location needs to be agreed between the parties.</xsd:documentation> </xsd:annotation> </xsd:enumeration> </xsd:restriction> </xsd:simpleType> <xsd:simpleType name="BullionTypeEnum"> <xsd:annotation> <xsd:documentation xml:lang="en">Defines which type of bullion is applicable for a Bullion Transaction.</xsd:documentation> </xsd:annotation> <xsd:restriction base="xsd:token"> <xsd:enumeration value="Gold"> <xsd:annotation> <xsd:documentation xml:lang="en">Gold. Quality as per the Good Delivery Rules issued by the London Bullion Market Association.</xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="Palladium"> <xsd:annotation> <xsd:documentation xml:lang="en">Palladium. Quality as per the Good Delivery Rules issued by the London Platinum and Palladium Market.</xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="Platinum"> <xsd:annotation> <xsd:documentation xml:lang="en">Palladium. Quality as per the Good Delivery Rules issued by the London Platinum and Palladium Market.</xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="Silver"> <xsd:annotation> <xsd:documentation xml:lang="en">Silver. Quality as per the Good Delivery Rules issued by the London Bullion Market Association.</xsd:documentation> </xsd:annotation> </xsd:enumeration> </xsd:restriction> </xsd:simpleType> <xsd:simpleType name="BusinessDayConventionEnum"> <xsd:annotation> <xsd:documentation source="http://www.FpML.org"; xml:lang="en">The convention for adjusting any relevant date if it would otherwise fall on a day that is not a valid business day. Note that FRN is included here as a type of business day convention although it does not strictly fall within ISDA's definition of a Business Day Convention and does not conform to the simple definition given above.</xsd:documentation> </xsd:annotation> <xsd:restriction base="xsd:token"> <xsd:enumeration value="FOLLOWING"> <xsd:annotation> <xsd:documentation source="http://www.FpML.org"; xml:lang="en">The non-business date will be adjusted to the first following day that is a business day</xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="FRN"> <xsd:annotation> <xsd:documentation source="http://www.FpML.org"; xml:lang="en">Per 2000 ISDA Definitions, Section 4.11. FRN Convention; Eurodollar Convention.</xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="MODFOLLOWING"> <xsd:annotation> <xsd:documentation source="http://www.FpML.org"; xml:lang="en">The non-business date will be adjusted to the first following day that is a business day unless that day falls in the next calendar month, in which case that date will be the first preceding day that is a business day.</xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="PRECEDING"> <xsd:annotation> <xsd:documentation source="http://www.FpML.org"; xml:lang="en">The non-business day will be adjusted to the first preceding day that is a business day.</xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="MODPRECEDING"> <xsd:annotation> <xsd:documentation source="http://www.FpML.org"; xml:lang="en">The non-business date will be adjusted to the first preceding day that is a business day unless that day falls in the previous calendar month, in which case that date will be the first following day that us a business day.</xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="NEAREST"> <xsd:annotation> <xsd:documentation source="http://www.FpML.org"; xml:lang="en">The non-business date will be adjusted to the nearest day that is a business day - i.e. if the non-business day falls on any day other than a Sunday or a Monday, it will be the first preceding day that is a business day, and will be the first following business day if it falls on a Sunday or a Monday.</xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="NONE"> <xsd:annotation> <xsd:documentation source="http://www.FpML.org"; xml:lang="en">The date will not be adjusted if it falls on a day that is not a business day.</xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="NotApplicable"> <xsd:annotation> <xsd:documentation source="http://www.FpML.org"; xml:lang="en">The date adjustments conventions are defined elsewhere, so it is not required to specify them here.</xsd:documentation> </xsd:annotation> </xsd:enumeration> </xsd:restriction> </xsd:simpleType> <xsd:simpleType name="CalculationAgentPartyEnum"> <xsd:annotation> <xsd:documentation source="http://www.FpML.org"; xml:lang="en">The specification of how a calculation agent will be determined.</xsd:documentation> </xsd:annotation> <xsd:restriction base="xsd:token"> <xsd:enumeration value="ExercisingParty"> <xsd:annotation> <xsd:documentation source="http://www.FpML.org"; xml:lang="en">The party that gives notice of exercise. Per 2000 ISDA Definitions, Section 11.1. Parties, paragraph (d).</xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="NonExercisingParty"> <xsd:annotation> <xsd:documentation source="http://www.FpML.org"; xml:lang="en">The party that is given notice of exercise. Per 2000 ISDA Definitions, Section 11.1. Parties, paragraph (e).</xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="AsSpecifiedInMasterAgreement"> <xsd:annotation> <xsd:documentation source="http://www.FpML.org"; xml:lang="en">The Calculation Agent is determined by reference to the relevant master agreement.</xsd:documentation> </xsd:annotation> </xsd:enumeration> </xsd:restriction> </xsd:simpleType> <xsd:simpleType name="CommissionDenominationEnum"> <xsd:annotation> <xsd:documentation source="http://www.FpML.org"; xml:lang="en">The unit in which a commission is denominated.</xsd:documentation> </xsd:annotation> <xsd:restriction base="xsd:token"> <xsd:enumeration value="BPS"> <xsd:annotation> <xsd:documentation source="http://www.FpML.org"; xml:lang="en">The commission is expressed in basis points, in reference to the price referenced in the document.</xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="Percentage"> <xsd:annotation> <xsd:documentation source="http://www.FpML.org"; xml:lang="en">The commission is expressed as a percentage of the gross price referenced in the document.</xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="CentsPerShare"> <xsd:annotation> <xsd:documentation source="http://www.FpML.org"; xml:lang="en">The commission is expressed in cents per share.</xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="FixedAmount"> <xsd:annotation> <xsd:documentation source="http://www.FpML.org"; xml:lang="en">The commission is expressed as a absolute amount.</xsd:documentation> </xsd:annotation> </xsd:enumeration> </xsd:restriction> </xsd:simpleType> <xsd:simpleType name="AmountAdjustmentTypeEnum"> <xsd:annotation> <xsd:documentation source="http://www.FpML.org"; xml:lang="en">The type of commitment adjustment applied.</xsd:documentation> </xsd:annotation> <xsd:restriction base="xsd:token"> <xsd:enumeration value="Increase"> <xsd:annotation> <xsd:documentation source="http://www.FpML.org"; xml:lang="en">Denotes an increase in the facility commitment amount.</xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="Decrease"> <xsd:annotation> <xsd:documentation source="http://www.FpML.org"; xml:lang="en">Denotes an decrease in the facility commitment amount.</xsd:documentation> </xsd:annotation> </xsd:enumeration> </xsd:restriction> </xsd:simpleType> <xsd:simpleType name="CommodityBullionSettlementDisruptionEnum"> <xsd:annotation> <xsd:documentation source="http://www.FpML.org"; xml:lang="en">The consequences of Bullion Settlement Disruption Events.</xsd:documentation> </xsd:annotation> <xsd:restriction base="xsd:token"> <xsd:enumeration value="Negotiation"> <xsd:annotation> <xsd:documentation source="http://www.FpML.org"; xml:lang="en">Negotiation will apply in the event of Bullion Settlement Disruption as per Section 10.5.(d) of the 2005 Commodity Definitions.</xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="Cancellation and Payment"> <xsd:annotation> <xsd:documentation source="http://www.FpML.org"; xml:lang="en">Cancellation and Payment will apply in the event of Bullion Settlement Disruption as per Section 10.5.(d) of the 2005 Commodity Definitions.</xsd:documentation> </xsd:annotation> </xsd:enumeration> </xsd:restriction> </xsd:simpleType> <xsd:simpleType name="CommodityDayTypeEnum"> <xsd:union memberTypes="DayTypeEnum"> <xsd:simpleType> <xsd:annotation> <xsd:documentation source="http://www.FpML.org"; xml:lang="en">A day type classification used in counting the number of days between two dates for a commodity transaction.</xsd:documentation> </xsd:annotation> <xsd:restriction base="xsd:token"> <xsd:enumeration value="GasFlow"> <xsd:annotation> <xsd:documentation source="http://www.FpML.org"; xml:lang="en">When calculating the number of days between two dates the count includes only gas flow days (dates on which gas is delivered).</xsd:documentation> </xsd:annotation> </xsd:enumeration> </xsd:restriction> </xsd:simpleType> </xsd:union> </xsd:simpleType> <xsd:simpleType name="CompoundingMethodEnum"> <xsd:annotation> <xsd:documentation source="http://www.FpML.org"; xml:lang="en">The compounding calculation method</xsd:documentation> </xsd:annotation> <xsd:restriction base="xsd:token"> <xsd:enumeration value="Flat"> <xsd:annotation> <xsd:documentation source="http://www.FpML.org"; xml:lang="en">Flat compounding. Compounding excludes the spread. Note that the first compounding period has it's interest calculated including any spread then subsequent periods compound this at a rate excluding the spread.</xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="None"> <xsd:annotation> <xsd:documentation source="http://www.FpML.org"; xml:lang="en">No compounding is to be applied.</xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="Straight"> <xsd:annotation> <xsd:documentation source="http://www.FpML.org"; xml:lang="en">Straight compounding. Compounding includes the spread.</xsd:documentation> </xsd:annotation> </xsd:enumeration> </xsd:restriction> </xsd:simpleType> <xsd:simpleType name="ConditionsPrecedentEnum"> <xsd:annotation> <xsd:documentation source="http://www.FpML.org"; xml:lang="en">Defines whether conditions precedent have been met in a given syndicated loan deal.</xsd:documentation> </xsd:annotation> <xsd:restriction base="xsd:token"> <xsd:enumeration value="Yes"> <xsd:annotation> <xsd:documentation source="http://www.FpML.org"; xml:lang="en">Conditions precedent have been met.</xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="No"> <xsd:annotation> <xsd:documentation source="http://www.FpML.org"; xml:lang="en">Conditions precedent have not been met.</xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="Waived"> <xsd:annotation> <xsd:documentation source="http://www.FpML.org"; xml:lang="en">The requirement for conditions precedent were waived.</xsd:documentation> </xsd:annotation> </xsd:enumeration> </xsd:restriction> </xsd:simpleType> <xsd:simpleType name="DayOfWeekEnum"> <xsd:annotation> <xsd:documentation>A day of the seven-day week.</xsd:documentation> </xsd:annotation> <xsd:restriction base="xsd:token"> <xsd:enumeration value="MON"> <xsd:annotation> <xsd:documentation source="http://www.FpML.org"; xml:lang="en">Monday</xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="TUE"> <xsd:annotation> <xsd:documentation source="http://www.FpML.org"; xml:lang="en">Tuesday</xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="WED"> <xsd:annotation> <xsd:documentation source="http://www.FpML.org"; xml:lang="en">Wednesday</xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="THU"> <xsd:annotation> <xsd:documentation source="http://www.FpML.org"; xml:lang="en">Thursday</xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="FRI"> <xsd:annotation> <xsd:documentation source="http://www.FpML.org"; xml:lang="en">Friday</xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="SAT"> <xsd:annotation> <xsd:documentation source="http://www.FpML.org"; xml:lang="en">Saturday</xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="SUN"> <xsd:annotation> <xsd:documentation source="http://www.FpML.org"; xml:lang="en">Sunday</xsd:documentation> </xsd:annotation> </xsd:enumeration> </xsd:restriction> </xsd:simpleType> <xsd:simpleType name="DayTypeEnum"> <xsd:annotation> <xsd:documentation source="http://www.FpML.org"; xml:lang="en">A day type classification used in counting the number of days between two dates.</xsd:documentation> </xsd:annotation> <xsd:restriction base="xsd:token"> <xsd:enumeration value="Business"> <xsd:annotation> <xsd:documentation source="http://www.FpML.org"; xml:lang="en">When calculating the number of days between two dates the count includes only business days.</xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="Calendar"> <xsd:annotation> <xsd:documentation source="http://www.FpML.org"; xml:lang="en">When calculating the number of days between two dates the count includes all calendar days.</xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="CommodityBusiness"> <xsd:annotation> <xsd:documentation source="http://www.FpML.org"; xml:lang="en">When calculating the number of days between two dates the count includes only commodity business days.</xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="CurrencyBusiness"> <xsd:annotation> <xsd:documentation source="http://www.FpML.org"; xml:lang="en">When calculating the number of days between two dates the count includes only currency business days.</xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="ExchangeBusiness"> <xsd:annotation> <xsd:documentation source="http://www.FpML.org"; xml:lang="en">When calculating the number of days between two dates the count includes only stock exchange business days.</xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="ScheduledTradingDay"> <xsd:annotation> <xsd:documentation source="http://www.FpML.org"; xml:lang="en">When calculating the number of days between two dates the count includes only scheduled trading days.</xsd:documentation> </xsd:annotation> </xsd:enumeration> </xsd:restriction> </xsd:simpleType> <xsd:simpleType name="DeliveryDatesEnum"> <xsd:annotation> <xsd:documentation source="http://www.FpML.org"; xml:lang="en">In respect of a Transaction and a Commodity Reference Price, the relevant date or month for delivery of the underlying Commodity.</xsd:documentation> </xsd:annotation> <xsd:restriction base="xsd:token"> <xsd:enumeration value="CalculationPeriod"> <xsd:annotation> <xsd:documentation source="http://www.FpML.org"; xml:lang="en">The Delivery Date of the underlying Commodity shall be the month of expiration of the futures contract that corresponds to the month and year of the Calculation Period. e.g. The JAN 09 contract when pricing in January '09 (In the case of contracts like Brent crude, this will mean that the contract expired in DEC 08.)</xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="FirstNearby"> <xsd:annotation> <xsd:documentation source="http://www.FpML.org"; xml:lang="en">The Delivery Date of the underlying Commodity shall be the month of expiration of the First Nearby Month futures contract.</xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="SecondNearby"> <xsd:annotation> <xsd:documentation source="http://www.FpML.org"; xml:lang="en">The Delivery Date of the underlying Commodity shall be the month of expiration of the Second Nearby Month futures contract.</xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="ThirdNearby"> <xsd:annotation> <xsd:documentation source="http://www.FpML.org"; xml:lang="en">The Delivery Date of the underlying Commodity shall be the month of expiration of the Third Nearby Month futures contract.</xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="SixthNearby"> <xsd:annotation> <xsd:documentation source="http://www.FpML.org"; xml:lang="en">The Delivery Date of the underlying Commodity shall be the month of expiration of the Sixth Nearby Month futures contract.</xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="TwelfthNearby"> <xsd:annotation> <xsd:documentation source="http://www.FpML.org"; xml:lang="en">The Delivery Date of the underlying Commodity shall be the month of expiration of the Twelfth Nearby Month futures contract.</xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="Spot"> <xsd:annotation> <xsd:documentation source="http://www.FpML.org"; xml:lang="en">The Delivery Date of the underlying Commodity shall be the spot date.</xsd:documentation> </xsd:annotation> </xsd:enumeration> </xsd:restriction> </xsd:simpleType> <xsd:simpleType name="DeliveryTypeEnum"> <xsd:restriction base="xsd:token"> <xsd:enumeration value="Firm"/> <xsd:enumeration value="Interruptible"/> </xsd:restriction> </xsd:simpleType> <xsd:simpleType name="DifferenceSeverityEnum"> <xsd:annotation> <xsd:documentation source="http://www.FpML.org"; xml:lang="en">The ISDA defined value indicating the severity of a difference.</xsd:documentation> </xsd:annotation> <xsd:restriction base="xsd:token"> <xsd:enumeration value="Warning"/> <xsd:enumeration value="Error"/> </xsd:restriction> </xsd:simpleType> <xsd:simpleType name="DifferenceTypeEnum"> <xsd:annotation> <xsd:documentation source="http://www.FpML.org"; xml:lang="en">The ISDA defined value indicating the nature of a difference.</xsd:documentation> </xsd:annotation> <xsd:restriction base="xsd:token"> <xsd:enumeration value="Value"/> <xsd:enumeration value="Reference"/> <xsd:enumeration value="Structure"/> <xsd:enumeration value="Scheme"/> </xsd:restriction> </xsd:simpleType> <xsd:simpleType name="DiscountingTypeEnum"> <xsd:annotation> <xsd:documentation source="http://www.FpML.org"; xml:lang="en">The method of calculating discounted payment amounts</xsd:documentation> </xsd:annotation> <xsd:restriction base="xsd:token"> <xsd:enumeration value="Standard"> <xsd:annotation> <xsd:documentation source="http://www.FpML.org"; xml:lang="en">Per ISDA 2000 Definitions, Section 8.4. Discounting, paragraph (a)</xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="FRA"> <xsd:annotation> <xsd:documentation source="http://www.FpML.org"; xml:lang="en">Per ISDA 2000 Definitions, Section 8.4. Discounting, paragraph (b)</xsd:documentation> </xsd:annotation> </xsd:enumeration> </xsd:restriction> </xsd:simpleType> <xsd:simpleType name="DisruptionFallbacksEnum"> <xsd:annotation> <xsd:documentation xml:lang="en">The specification of how disruption fallbacks will be represented.</xsd:documentation> </xsd:annotation> <xsd:restriction base="xsd:token"> <xsd:enumeration value="AsSpecifiedInMasterAgreement"/> </xsd:restriction> </xsd:simpleType> <xsd:simpleType name="DividendAmountTypeEnum"> <xsd:annotation> <xsd:documentation source="http://www.FpML.org"; xml:lang="en">Refers to one on the 3 Amounts</xsd:documentation> </xsd:annotation> <xsd:restriction base="xsd:token"> <xsd:enumeration value="RecordAmount"> <xsd:annotation> <xsd:documentation source="http://www.FpML.org"; xml:lang="en">100% of the gross cash dividend per Share paid over record date during relevant Dividend Period</xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="ExAmount"> <xsd:annotation> <xsd:documentation source="http://www.FpML.org"; xml:lang="en">100% of gross cash dividend per Share paid after the Ex Div date during relevant Dividend Period.</xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="PaidAmount"> <xsd:annotation> <xsd:documentation source="http://www.FpML.org"; xml:lang="en">100% of gross cash dividend per Share paid during relevant Dividend Period.</xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="AsSpecifiedInMasterConfirmation"> <xsd:annotation> <xsd:documentation source="http://www.FpML.org"; xml:lang="en">The Amount is determined as provided in the relevant Master Confirmation.</xsd:documentation> </xsd:annotation> </xsd:enumeration> </xsd:restriction> </xsd:simpleType> <xsd:simpleType name="DividendDateReferenceEnum"> <xsd:annotation> <xsd:documentation source="http://www.FpML.org"; xml:lang="en">The reference to a dividend date.</xsd:documentation> </xsd:annotation> <xsd:restriction base="xsd:token"> <xsd:enumeration value="ExDate"> <xsd:annotation> <xsd:documentation source="http://www.FpML.org"; xml:lang="en">Date on which a holder of the security is entitled to the dividend.</xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="DividendPaymentDate"> <xsd:annotation> <xsd:documentation source="http://www.FpML.org"; xml:lang="en">Date on which the dividend will be paid by the issuer.</xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="RecordDate"> <xsd:annotation> <xsd:documentation source="http://www.FpML.org"; xml:lang="en">Date on which the dividend will be recorded in the books of the paying agent.</xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="TerminationDate"> <xsd:annotation> <xsd:documentation source="http://www.FpML.org"; xml:lang="en">Termination date of the swap.</xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="EquityPaymentDate"> <xsd:annotation> <xsd:documentation source="http://www.FpML.org"; xml:lang="en">Equity payment date of the swap.</xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="FollowingPaymentDate"> <xsd:annotation> <xsd:documentation source="http://www.FpML.org"; xml:lang="en">The next payment date of the swap.</xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="AdHocDate"> <xsd:annotation> <xsd:documentation source="http://www.FpML.org"; xml:lang="en">The dividend date will be specified ad hoc by the parties, typically on the dividend ex-date</xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="CumulativeEquityPaid"> <xsd:annotation> <xsd:documentation source="http://www.FpML.org"; xml:lang="en">Total of paid dividends, paid on next following Cash Settlement Payment Date, which is immediately following the Dividend Period during which the dividend is paid by the Issuer to the holders of record of a Share.</xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="CumulativeLiborPaid"> <xsd:annotation> <xsd:documentation source="http://www.FpML.org"; xml:lang="en">Total of paid dividends, paid on next following Payment Date, which is immediately following the Dividend Period during which the dividend is paid by the Issuer to the holders of record of a Share.</xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="CumulativeEquityExDiv"> <xsd:annotation> <xsd:documentation source="http://www.FpML.org"; xml:lang="en">Total of dividends which go ex, paid on next following Cash Settlement Payment Date, which is immediately following the Dividend Period during which the Shares commence trading ex-dividend on the Exchange</xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="CumulativeLiborExDiv"> <xsd:annotation> <xsd:documentation source="http://www.FpML.org"; xml:lang="en">Total of dividends which go ex, paid on next following Payment Date, which is immediately following the Dividend Period during which the Shares commence trading ex-dividend on the Exchange, or where the date on which the Shares commence trading ex-dividend is a Payment Date, such Payment Date.</xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="SharePayment"> <xsd:annotation> <xsd:documentation source="http://www.FpML.org"; xml:lang="en">If "Dividend Payment Date(s)" is specified in the Transaction Supplement as "Share Payment", then the Dividend Payment Date in respect of a Dividend Amount shall fall on a date on or before the date that is two (or any other number that is specified in the Transaction Supplement) Currency Business Days following the day on which the Issuer of the Shares pays the relevant dividend to holders of record of the Shares</xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="CashSettlementPaymentDate"> <xsd:annotation> <xsd:documentation source="http://www.FpML.org"; xml:lang="en">If "Dividend Payment Date(s)" is specified in the Transaction Supplement as "Cash Settlement Payment Date", then the Dividend Payment Date in respect of a Dividend Amount shall be the Cash Settlement Payment Date relating to the end of the Dividend Period during which the Shares commenced trading "ex" the relevant dividend on the Exchange</xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="FloatingAmountPaymentDate"> <xsd:annotation> <xsd:documentation source="http://www.FpML.org"; xml:lang="en">If "Dividend Payment Date(s)" is specified in the Transaction Supplement as "Floating Amount Payment Date", then the Dividend Payment Date in respect of a Dividend Amount shall be the first Payment Date falling at least one Settlement Cycle after the date that the Shares have commenced trading "ex" the relevant dividend on the Exchange.</xsd:documentation> </xsd:annotation> </xsd:enumeration> </xsd:restriction> </xsd:simpleType> <xsd:simpleType name="DividendEntitlementEnum"> <xsd:annotation> <xsd:documentation source="http://www.FpML.org"; xml:lang="en">The date on which the receiver of the equity return is entitled to the dividend.</xsd:documentation> </xsd:annotation> <xsd:restriction base="xsd:token"> <xsd:enumeration value="ExDate"> <xsd:annotation> <xsd:documentation source="http://www.FpML.org"; xml:lang="en">Dividend entitlement is on the dividend ex-date.</xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="RecordDate"> <xsd:annotation> <xsd:documentation source="http://www.FpML.org"; xml:lang="en">Dividend entitlement is on the dividend record date.</xsd:documentation> </xsd:annotation> </xsd:enumeration> </xsd:restriction> </xsd:simpleType> <xsd:simpleType name="DividendPeriodEnum"> <xsd:annotation> <xsd:documentation source="http://www.FpML.org"; xml:lang="en">Defines the First Period or the Second Period, as specified in the 2002 ISDA Equity Derivatives Definitions.</xsd:documentation> </xsd:annotation> <xsd:restriction base="xsd:token"> <xsd:enumeration value="FirstPeriod"> <xsd:annotation> <xsd:documentation source="http://www.FpML.org"; xml:lang="en">"First Period" per the 2002 ISDA Equity Derivatives Definitions will apply.</xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="SecondPeriod"> <xsd:annotation> <xsd:documentation source="http://www.FpML.org"; xml:lang="en">"Second Period" per the 2002 ISDA Equity Derivatives Definitions will apply.</xsd:documentation> </xsd:annotation> </xsd:enumeration> </xsd:restriction> </xsd:simpleType> <xsd:simpleType name="DrawdownEventTypeEnum"> <xsd:annotation> <xsd:documentation xml:lang="en">When breakage cost is applicable, defines who is calculating it.</xsd:documentation> </xsd:annotation> <xsd:restriction base="xsd:token"> <xsd:enumeration value="NewDrawdownEvent"> <xsd:annotation> <xsd:documentation xml:lang="en">Event triggered by the borrower requesting a new loan contract against an existing facility with the agent bank. The agent will receive the borrower notice, calculate the amount of principal due from each lender based on their respective share of the underlying commitment and send loan contract notices to the lenders.</xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="RateSetEvent"> <xsd:annotation> <xsd:documentation xml:lang="en">This is a notice that defines when the actual underlying base rate is set for the loan contract period.</xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="FxRateSetEvent"> <xsd:annotation> <xsd:documentation xml:lang="en">This is a notice that defines when the exchange rate is set for the loan contract period. Applicable only for multicurrency loan contracts.</xsd:documentation> </xsd:annotation> </xsd:enumeration> </xsd:restriction> </xsd:simpleType> <xsd:simpleType name="ExerciseStyleEnum"> <xsd:annotation> <xsd:documentation source="http://www.FpML.org"; xml:lang="en">The specification of how an OTC option will be exercised.</xsd:documentation> </xsd:annotation> <xsd:restriction base="xsd:token"> <xsd:enumeration value="American"> <xsd:annotation> <xsd:documentation source="http://www.FpML.org"; xml:lang="en">Option can be exercised on any date up to the expiry date.</xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="Bermuda"> <xsd:annotation> <xsd:documentation source="http://www.FpML.org"; xml:lang="en">Option can be exercised on specified dates up to the expiry date.</xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="European"> <xsd:annotation> <xsd:documentation source="http://www.FpML.org"; xml:lang="en">Option can only be exercised on the expiry date.</xsd:documentation> </xsd:annotation> </xsd:enumeration> </xsd:restriction> </xsd:simpleType> <xsd:simpleType name="FlatRateEnum"> <xsd:annotation> <xsd:documentation>The method by which the Flat Rate is calculated for a commodity freight transaction.</xsd:documentation> </xsd:annotation> <xsd:restriction base="xsd:token"> <xsd:enumeration value="Fixed"> <xsd:annotation> <xsd:documentation source="http://www.FpML.org"; xml:lang="en">The Flat Rate will be the New Worldwide Tanker Nominal Freight Scale for the Freight Index Route for the Trade Date for the transaction.</xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="Floating"> <xsd:annotation> <xsd:documentation source="http://www.FpML.org"; xml:lang="en">The Flat Rate for each Pricing Date will be the New Worldwide Tanker Nominal Freight Scale for the Freight Index Route for the Pricing Date..</xsd:documentation> </xsd:annotation> </xsd:enumeration> </xsd:restriction> </xsd:simpleType> <xsd:simpleType name="FraDiscountingEnum"> <xsd:annotation> <xsd:documentation source="http://www.FpML.org"; xml:lang="en">The method of FRA discounting, if any, that will apply.</xsd:documentation> </xsd:annotation> <xsd:restriction base="xsd:token"> <xsd:enumeration value="ISDA"> <xsd:annotation> <xsd:documentation source="http://www.FpML.org"; xml:lang="en">"FRA Discounting" per the ISDA Definitions will apply.</xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="AFMA"> <xsd:annotation> <xsd:documentation source="http://www.FpML.org"; xml:lang="en">FRA discounting per the Australian Financial Markets Association (AFMA) OTC Financial Product Conventions will apply.</xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="NONE"> <xsd:annotation> <xsd:documentation source="http://www.FpML.org"; xml:lang="en">No discounting will apply.</xsd:documentation> </xsd:annotation> </xsd:enumeration> </xsd:restriction> </xsd:simpleType> <xsd:simpleType name="FrequencyTypeEnum"> <xsd:annotation> <xsd:documentation source="http://www.FpML.org"; xml:lang="en">The schedule frequency type</xsd:documentation> </xsd:annotation> <xsd:restriction base="xsd:token"> <xsd:enumeration value="Day"> <xsd:annotation> <xsd:documentation source="http://www.FpML.org"; xml:lang="en">Day is the unit of frequency.</xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="Business"> <xsd:annotation> <xsd:documentation source="http://www.FpML.org"; xml:lang="en">TBD</xsd:documentation> </xsd:annotation> </xsd:enumeration> </xsd:restriction> </xsd:simpleType> <xsd:simpleType name="FxBarrierTypeEnum"> <xsd:annotation> <xsd:documentation source="http://www.FpML.org"; xml:lang="en">The specification of whether a barrier within an FX OTC option is a knockin or knockout, as well as whether it is a standard barrier or a reverse barrier.</xsd:documentation> </xsd:annotation> <xsd:restriction base="xsd:token"> <xsd:enumeration value="Knockin"> <xsd:annotation> <xsd:documentation source="http://www.FpML.org"; xml:lang="en">Option exists once the barrier is hit. The trigger rate is out-of-the money in relation to the strike rate.</xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="Knockout"> <xsd:annotation> <xsd:documentation source="http://www.FpML.org"; xml:lang="en">Option ceases to exist once the barrier is hit. The trigger rate is out-of the-money in relation to the strike rate.</xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="ReverseKnockin"> <xsd:annotation> <xsd:documentation source="http://www.FpML.org"; xml:lang="en">Option exists once the barrier is hit. The trigger rate is in-the money in relation to the strike rate.</xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="ReverseKnockout"> <xsd:annotation> <xsd:documentation source="http://www.FpML.org"; xml:lang="en">Option ceases to exist once the barrier is hit. The trigger rate is in-the money in relation to the strike rate.</xsd:documentation> </xsd:annotation> </xsd:enumeration> </xsd:restriction> </xsd:simpleType> <xsd:simpleType name="IndexEventConsequenceEnum"> <xsd:annotation> <xsd:documentation source="http://www.FpML.org"; xml:lang="en">The specification of the consequences of Index Events.</xsd:documentation> </xsd:annotation> <xsd:restriction base="xsd:token"> <xsd:enumeration value="CalculationAgentAdjustment"> <xsd:annotation> <xsd:documentation source="http://www.FpML.org"; xml:lang="en">Calculation Agent Adjustment</xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="NegotiatedCloseOut"> <xsd:annotation> <xsd:documentation source="http://www.FpML.org"; xml:lang="en">Negotiated Close Out</xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="CancellationAndPayment"> <xsd:annotation> <xsd:documentation source="http://www.FpML.org"; xml:lang="en">Cancellation and Payment</xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="RelatedExchange"> <xsd:annotation> <xsd:documentation source="http://www.FpML.org"; xml:lang="en">Related Exchange Adjustment</xsd:documentation> </xsd:annotation> </xsd:enumeration> </xsd:restriction> </xsd:simpleType> <xsd:simpleType name="InterestCalculationMethodEnum"> <xsd:annotation> <xsd:documentation xml:lang="en">>Defines whether agent bank is making an interest payment based on the lender pro-rata share at the end of the period or based on the lender position throughout the period. Agent Banks decide which way to calculate the interest for a deal.</xsd:documentation> </xsd:annotation> <xsd:restriction base="xsd:token"> <xsd:enumeration value="ProRataShare"> <xsd:annotation> <xsd:documentation xml:lang="en">Agent bank is making an interest payment based on the lender pro-rata share.</xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="FacilityPosition"> <xsd:annotation> <xsd:documentation xml:lang="en">Agent bank is making an interest payment based on the lender position throughout the period.</xsd:documentation> </xsd:annotation> </xsd:enumeration> </xsd:restriction> </xsd:simpleType> <xsd:simpleType name="InterestPaidWithRepaymentEnum"> <xsd:annotation> <xsd:documentation xml:lang="en">>Defines the options of paying interest with repayment.</xsd:documentation> </xsd:annotation> <xsd:restriction base="xsd:token"> <xsd:enumeration value="NoInterest"> <xsd:annotation> <xsd:documentation xml:lang="en">Interest is not payed with repayment.</xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="PayedOnShareAmount"> <xsd:annotation> <xsd:documentation xml:lang="en">Interest is payed with repayment. Interest accrual amount is based on lender loan contract share amount.</xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="PayedOnRepaymentAmount"> <xsd:annotation> <xsd:documentation xml:lang="en">Interest is payed with repayment. Interest accrual amount is based on lender share repayment amount.</xsd:documentation> </xsd:annotation> </xsd:enumeration> </xsd:restriction> </xsd:simpleType> <xsd:simpleType name="InterestShortfallCapEnum"> <xsd:annotation> <xsd:documentation xml:lang="en">The specification of the interest shortfall cap, applicable to mortgage derivatives.</xsd:documentation> </xsd:annotation> <xsd:restriction base="xsd:token"> <xsd:enumeration value="Fixed"/> <xsd:enumeration value="Variable"/> </xsd:restriction> </xsd:simpleType> <xsd:simpleType name="LcPurposeEnum"> <xsd:annotation> <xsd:documentation source="http://www.FpML.org"; xml:lang="en">Defines the purpose of a Letter of Credit.</xsd:documentation> </xsd:annotation> <xsd:restriction base="xsd:token"> <xsd:enumeration value="Financial"/> <xsd:enumeration value="Performance"/> </xsd:restriction> </xsd:simpleType> <xsd:simpleType name="LcTypeEnum"> <xsd:annotation> <xsd:documentation source="http://www.FpML.org"; xml:lang="en">Defines the type of a Letter of Credit.</xsd:documentation> </xsd:annotation> <xsd:restriction base="xsd:token"> <xsd:enumeration value="Standby"/> <xsd:enumeration value="Commercial"/> </xsd:restriction> </xsd:simpleType> <xsd:simpleType name="LengthUnitEnum"> <xsd:annotation> <xsd:documentation source="http://www.FpML.org"; xml:lang="en">Used for indicating the length unit in the Resource type.</xsd:documentation> </xsd:annotation> <xsd:restriction base="xsd:token"> <xsd:enumeration value="Pages"/> <xsd:enumeration value="TimeUnit"/> </xsd:restriction> </xsd:simpleType> <xsd:simpleType name="LoanRepaymentConfirmEnum"> <xsd:annotation> <xsd:documentation xml:lang="en">Defines whether the lender is accepting in full, partially accepting or denying repayment.</xsd:documentation> </xsd:annotation> <xsd:restriction base="xsd:token"> <xsd:enumeration value="AcceptInFull"> <xsd:annotation> <xsd:documentation xml:lang="en">Lender is accepting the repayment in full.</xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="PartiallyAccept"> <xsd:annotation> <xsd:documentation xml:lang="en">Lender is partially accepting the repayment.</xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="Deny"> <xsd:annotation> <xsd:documentation xml:lang="en">Lender is denying the repayment.</xsd:documentation> </xsd:annotation> </xsd:enumeration> </xsd:restriction> </xsd:simpleType> <xsd:simpleType name="MarketDisruptionEventsEnum"> <xsd:annotation> <xsd:documentation xml:lang="en">The specification of how market disruption events will be represented.</xsd:documentation> </xsd:annotation> <xsd:restriction base="xsd:token"> <xsd:enumeration value="Applicable"> <xsd:annotation> <xsd:documentation xml:lang="en">Market Disruption Events are applicable.</xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="NotApplicable"> <xsd:annotation> <xsd:documentation xml:lang="en">Market Disruption Events are not applicable.</xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="AsSpecifiedInMasterAgreement"> <xsd:annotation> <xsd:documentation xml:lang="en">The Market Disruption Event(s) are determined by reference to the relevant master agreement.</xsd:documentation> </xsd:annotation> </xsd:enumeration> </xsd:restriction> </xsd:simpleType> <xsd:simpleType name="MethodOfAdjustmentEnum"> <xsd:annotation> <xsd:documentation source="http://www.FpML.org"; xml:lang="en">Defines how adjustments will be made to the contract should one or more of the extraordinary events occur.</xsd:documentation> </xsd:annotation> <xsd:restriction base="xsd:token"> <xsd:enumeration value="CalculationAgent"> <xsd:annotation> <xsd:documentation source="http://www.FpML.org"; xml:lang="en">The Calculation Agent has the right to adjust the terms of the trade following a corporate action.</xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="OptionsExchange"> <xsd:annotation> <xsd:documentation source="http://www.FpML.org"; xml:lang="en">The trade will be adjusted in accordance with any adjustment made by the exchange on which options on the underlying are listed.</xsd:documentation> </xsd:annotation> </xsd:enumeration> </xsd:restriction> </xsd:simpleType> <xsd:simpleType name="NationalisationOrInsolvencyOrDelistingEventEnum"> <xsd:annotation> <xsd:documentation source="http://www.FpML.org"; xml:lang="en">Defines the consequences of nationalisation, insolvency and delisting events relating to the underlying.</xsd:documentation> </xsd:annotation> <xsd:restriction base="xsd:token"> <xsd:enumeration value="NegotiatedCloseout"> <xsd:annotation> <xsd:documentation source="http://www.FpML.org"; xml:lang="en">The parties may, but are not obliged, to terminate the transaction on mutually acceptable terms and if the terms are not agreed then the transaction continues.</xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="CancellationAndPayment"> <xsd:annotation> <xsd:documentation source="http://www.FpML.org"; xml:lang="en">The trade is terminated.</xsd:documentation> </xsd:annotation> </xsd:enumeration> </xsd:restriction> </xsd:simpleType> <xsd:simpleType name="NegativeInterestRateTreatmentEnum"> <xsd:annotation> <xsd:documentation source="http://www.FpML.org"; xml:lang="en">The method of calculating payment obligations when a floating rate is negative (either due to a quoted negative floating rate or by operation of a spread that is subtracted from the floating rate).</xsd:documentation> </xsd:annotation> <xsd:restriction base="xsd:token"> <xsd:enumeration value="NegativeInterestRateMethod"> <xsd:annotation> <xsd:documentation source="http://www.FpML.org"; xml:lang="en">Negative Interest Rate Method. Per 2000 ISDA Definitions, Section 6.4 Negative Interest Rates, paragraphs (b) and (c).</xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="ZeroInterestRateMethod"> <xsd:annotation> <xsd:documentation source="http://www.FpML.org"; xml:lang="en">Zero Interest Rate Method. Per 2000 ISDA Definitions, Section 6.4. Negative Interest Rates, paragraphs (d) and (e).</xsd:documentation> </xsd:annotation> </xsd:enumeration> </xsd:restriction> </xsd:simpleType> <xsd:simpleType name="NotionalAdjustmentEnum"> <xsd:annotation> <xsd:documentation source="http://www.FpML.org"; xml:lang="en">The conditions that govern the adjustment to the number of units of the equity swap.</xsd:documentation> </xsd:annotation> <xsd:restriction base="xsd:token"> <xsd:enumeration value="Execution"> <xsd:annotation> <xsd:documentation source="http://www.FpML.org"; xml:lang="en">The adjustments to the number of units are governed by an execution clause.</xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="PortfolioRebalancing"> <xsd:annotation> <xsd:documentation source="http://www.FpML.org"; xml:lang="en">The adjustments to the number of units are governed by a portfolio rebalancing clause.</xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="Standard"> <xsd:annotation> <xsd:documentation source="http://www.FpML.org"; xml:lang="en">The adjustments to the number of units are not governed by any specific clause.</xsd:documentation> </xsd:annotation> </xsd:enumeration> </xsd:restriction> </xsd:simpleType> <xsd:simpleType name="ObligationCategoryEnum"> <xsd:annotation> <xsd:documentation source="http://www.FpML.org"; xml:lang="en">Used in both the obligations and deliverable obligations of the credit default swap to represent a class or type of securities which apply.</xsd:documentation> </xsd:annotation> <xsd:restriction base="xsd:token"> <xsd:enumeration value="Payment"> <xsd:annotation> <xsd:documentation source="http://www.FpML.org"; xml:lang="en">ISDA term "Payment".</xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="BorrowedMoney"> <xsd:annotation> <xsd:documentation source="http://www.FpML.org"; xml:lang="en">ISDA term "Borrowed Money".</xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="ReferenceObligationsOnly"> <xsd:annotation> <xsd:documentation source="http://www.FpML.org"; xml:lang="en">ISDA term "Reference Obligations Only".</xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="Bond"> <xsd:annotation> <xsd:documentation source="http://www.FpML.org"; xml:lang="en">ISDA term "Bond".</xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="Loan"> <xsd:annotation> <xsd:documentation source="http://www.FpML.org"; xml:lang="en">ISDA term "Loan".</xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="BondOrLoan"> <xsd:annotation> <xsd:documentation source="http://www.FpML.org"; xml:lang="en">ISDA term "Bond or Loan".</xsd:documentation> </xsd:annotation> </xsd:enumeration> </xsd:restriction> </xsd:simpleType> <xsd:simpleType name="OneOffFeeTypeEnum"> <xsd:annotation> <xsd:documentation xml:lang="en">The list of oneOff fee types associated with a facility.</xsd:documentation> </xsd:annotation> <xsd:restriction base="xsd:token"> <xsd:enumeration value="AmendmentFee"> <xsd:annotation> <xsd:documentation xml:lang="en">A fee charged to the borrower for an amendment being made to the originally agreed credit agreement. The fee is based on a rate (as stated in the agreement) applied to the current commitment level.Calculated as a percentage of the unutilized portion of the facility.</xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="AssignmentFee"> <xsd:annotation> <xsd:documentation xml:lang="en">Calculated as a percentage of the unutilized portion of the facility.</xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="FacilityExtensionFee"> <xsd:annotation> <xsd:documentation xml:lang="en">This fee represents any fee paid by the borrower to the syndicate lenders for extending an existing facility.</xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="FundingFee"> <xsd:annotation> <xsd:documentation xml:lang="en">Fee associated with the funding requirements for given facility.</xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="BreakageFee"> <xsd:annotation> <xsd:documentation xml:lang="en">Calculated as the cost of breaking financing on a loan contract which is repaid early.</xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="UpfrontFee"> <xsd:annotation> <xsd:documentation xml:lang="en">This fee is also known as Participation Fee, Arrangement Fee etc. This fee represents compensation to the members of the lending syndicate (and sometimes to institutional investors as well) in return for their commitment of capital.</xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="WaiverFee"> <xsd:annotation> <xsd:documentation xml:lang="en">This fee represents any fee paid by the borrower to the syndicate lenders / agent bank for accepting /processing waiver request. Waiver request is sent by the borrower to obtain approval from the syndicate lenders for any of their requirement, which is outside the terms of the agreement.</xsd:documentation> </xsd:annotation> </xsd:enumeration> </xsd:restriction> </xsd:simpleType> <xsd:simpleType name="OnGoingFeeTypeEnum"> <xsd:annotation> <xsd:documentation xml:lang="en">The list of accruing fee types associated with a facility.</xsd:documentation> </xsd:annotation> <xsd:restriction base="xsd:token"> <xsd:enumeration value="CommitmentFee"> <xsd:annotation> <xsd:documentation xml:lang="en">Calculated as a percentage of the unutilized portion of the facility.</xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="UtilizationFee"> <xsd:annotation> <xsd:documentation xml:lang="en">Calculated as a percentage of the utilized portion of the facility. This fee type is subject to banding rules â?? different portions of the utilization amount may be subject to different percentages.</xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="FacilityFee"> <xsd:annotation> <xsd:documentation xml:lang="en">Calculated as a percentage of the global commitment amount of a facility.</xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="LetterOfCreditFee"> <xsd:annotation> <xsd:documentation xml:lang="en">An on-going fee charged for the issuance of a letter of credit to a named beneficiary, on behalf of the borrower against a facility. The fee calculation is based on the percentage of the notional value of the letter of credit.</xsd:documentation> </xsd:annotation> </xsd:enumeration> </xsd:restriction> </xsd:simpleType> <xsd:simpleType name="OptionTypeEnum"> <xsd:annotation> <xsd:documentation source="http://www.FpML.org"; xml:lang="en">Specifies whether the option is a call or a put.</xsd:documentation> </xsd:annotation> <xsd:restriction base="xsd:token"> <xsd:enumeration value="Call"> <xsd:annotation> <xsd:documentation source="http://www.FpML.org"; xml:lang="en">A call option gives the holder the right to buy the underlying asset by a certain date for a certain price.</xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="Forward" fpml-annotation:deprecated="true" fpml-annotation:deprecatedReason="The optionType is to be used if the underlyer does not carry any mention of the resulting trade direction."> <xsd:annotation> <xsd:documentation source="http://www.FpML.org"; xml:lang="en">DEPRECATED value which will be removed in FpML-5-0 onwards A forward contract is an agreement to buy or sell the underlying asset at a certain future time for a certain price.</xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="Put"> <xsd:annotation> <xsd:documentation source="http://www.FpML.org"; xml:lang="en">A put option gives the holder the right to sell the underlying asset by a certain date for a certain price.</xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="Payer"> <xsd:annotation> <xsd:documentation source="http://www.FpML.org"; xml:lang="en">A payer option</xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="Receiver"> <xsd:annotation> <xsd:documentation source="http://www.FpML.org"; xml:lang="en">A receiver option</xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="Straddle"> <xsd:annotation> <xsd:documentation source="http://www.FpML.org"; xml:lang="en">A straddle strategy.</xsd:documentation> </xsd:annotation> </xsd:enumeration> </xsd:restriction> </xsd:simpleType> <xsd:simpleType name="PayerReceiverEnum"> <xsd:annotation> <xsd:documentation source="http://www.FpML.org"; xml:lang="en">The specification of an interest rate stream payer or receiver party.</xsd:documentation> </xsd:annotation> <xsd:restriction base="xsd:token"> <xsd:enumeration value="Payer"> <xsd:annotation> <xsd:documentation source="http://www.FpML.org"; xml:lang="en">The party identified as the stream payer.</xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="Receiver"> <xsd:annotation> <xsd:documentation source="http://www.FpML.org"; xml:lang="en">The party identified as the stream receiver.</xsd:documentation> </xsd:annotation> </xsd:enumeration> </xsd:restriction> </xsd:simpleType> <xsd:simpleType name="PayoutEnum"> <xsd:annotation> <xsd:documentation source="http://www.FpML.org"; xml:lang="en">The specification of how an FX OTC option with a trigger payout will be paid if the trigger condition is met. The contract will specify whether the payout will occur immediately or on the original value date of the option.</xsd:documentation> </xsd:annotation> <xsd:restriction base="xsd:token"> <xsd:enumeration value="Deferred"> <xsd:annotation> <xsd:documentation source="http://www.FpML.org"; xml:lang="en">If the trigger is hit, the option payout will not be paid now but will be paid on the value date of the original option.</xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="Immediate"> <xsd:annotation> <xsd:documentation source="http://www.FpML.org"; xml:lang="en">If the trigger is hit, the option payout will be paid immediately (i.e., spot from the payout date).</xsd:documentation> </xsd:annotation> </xsd:enumeration> </xsd:restriction> </xsd:simpleType> <xsd:simpleType name="PayRelativeToEnum"> <xsd:annotation> <xsd:documentation source="http://www.FpML.org"; xml:lang="en">The specification of whether payments occur relative to the calculation period start or end date, or the reset date.</xsd:documentation> </xsd:annotation> <xsd:restriction base="xsd:token"> <xsd:enumeration value="CalculationPeriodStartDate"> <xsd:annotation> <xsd:documentation source="http://www.FpML.org"; xml:lang="en">Payments will occur relative to the first day of each calculation period.</xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="CalculationPeriodEndDate"> <xsd:annotation> <xsd:documentation source="http://www.FpML.org"; xml:lang="en">Payments will occur relative to the last day of each calculation period.</xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="LastPricingDate"> <xsd:annotation> <xsd:documentation source="http://www.FpML.org"; xml:lang="en">Payments will occur relative to the last Pricing Date of each Calculation Period.</xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="ResetDate"> <xsd:annotation> <xsd:documentation source="http://www.FpML.org"; xml:lang="en">Payments will occur relative to the reset date.</xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="ValuationDate"> <xsd:annotation> <xsd:documentation source="http://www.FpML.org"; xml:lang="en">Payments will occur relative to the valuation date.</xsd:documentation> </xsd:annotation> </xsd:enumeration> </xsd:restriction> </xsd:simpleType> <xsd:simpleType name="PeriodEnum"> <xsd:annotation> <xsd:documentation source="http://www.FpML.org"; xml:lang="en">The specification of a time period</xsd:documentation> </xsd:annotation> <xsd:restriction base="xsd:token"> <xsd:enumeration value="D"> <xsd:annotation> <xsd:documentation source="http://www.FpML.org"; xml:lang="en">Day.</xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="W"> <xsd:annotation> <xsd:documentation source="http://www.FpML.org"; xml:lang="en">Week.</xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="M"> <xsd:annotation> <xsd:documentation source="http://www.FpML.org"; xml:lang="en">Month.</xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="Y"> <xsd:annotation> <xsd:documentation source="http://www.FpML.org"; xml:lang="en">Year.</xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="T"> <xsd:annotation> <xsd:documentation source="http://www.FpML.org"; xml:lang="en">Term. The period commencing on the effective date and ending on the termination date. The T period always appears in association with periodMultiplier = 1, and the notation is intended for use in contexts where the interval thus qualified (e.g. accrual period, payment period, reset period, ...) spans the entire term of the trade.</xsd:documentation> </xsd:annotation> </xsd:enumeration> </xsd:restriction> </xsd:simpleType> <xsd:simpleType name="PremiumQuoteBasisEnum"> <xsd:annotation> <xsd:documentation source="http://www.FpML.org"; xml:lang="en">The specification of how the premium for an FX OTC option is quoted.</xsd:documentation> </xsd:annotation> <xsd:restriction base="xsd:token"> <xsd:enumeration value="PercentageOfCallCurrencyAmount"> <xsd:annotation> <xsd:documentation source="http://www.FpML.org"; xml:lang="en">Premium is quoted as a percentage of the callCurrencyAmount.</xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="PercentageOfPutCurrencyAmount"> <xsd:annotation> <xsd:documentation source="http://www.FpML.org"; xml:lang="en">Premium is quoted as a percentage of the putCurrencyAmount.</xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="CallCurrencyPerPutCurrency"> <xsd:annotation> <xsd:documentation source="http://www.FpML.org"; xml:lang="en">Premium is quoted in the call currency as a percentage of the put currency.</xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="PutCurrencyPerCallCurrency"> <xsd:annotation> <xsd:documentation source="http://www.FpML.org"; xml:lang="en">Premium is quoted in the put currency as a percentage of the call currency.</xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="Explicit"> <xsd:annotation> <xsd:documentation source="http://www.FpML.org"; xml:lang="en">Premium is quoted as an explicit amount.</xsd:documentation> </xsd:annotation> </xsd:enumeration> </xsd:restriction> </xsd:simpleType> <xsd:simpleType name="PremiumTypeEnum"> <xsd:annotation> <xsd:documentation source="http://www.FpML.org"; xml:lang="en">Premium Type for Forward Start Equity Option</xsd:documentation> </xsd:annotation> <xsd:restriction base="xsd:token"> <xsd:enumeration value="PrePaid"> <xsd:annotation> <xsd:documentation source="http://www.FpML.org"; xml:lang="en">TODO</xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="PostPaid"> <xsd:annotation> <xsd:documentation source="http://www.FpML.org"; xml:lang="en">TODO</xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="Variable"> <xsd:annotation> <xsd:documentation source="http://www.FpML.org"; xml:lang="en">TODO</xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="Fixed"> <xsd:annotation> <xsd:documentation source="http://www.FpML.org"; xml:lang="en">TODO</xsd:documentation> </xsd:annotation> </xsd:enumeration> </xsd:restriction> </xsd:simpleType> <xsd:simpleType name="PriceExpressionEnum"> <xsd:annotation> <xsd:documentation source="http://www.FpML.org"; xml:lang="en">The mode of expression of a price.</xsd:documentation> </xsd:annotation> <xsd:restriction base="xsd:token"> <xsd:enumeration value="AbsoluteTerms"> <xsd:annotation> <xsd:documentation source="http://www.FpML.org"; xml:lang="en">The price is expressed as an absolute amount.></xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="PercentageOfNotional"> <xsd:annotation> <xsd:documentation source="http://www.FpML.org"; xml:lang="en">The price is expressed in percentage of the notional amount.</xsd:documentation> </xsd:annotation> </xsd:enumeration> </xsd:restriction> </xsd:simpleType> <xsd:simpleType name="QuotationRateTypeEnum"> <xsd:annotation> <xsd:documentation source="http://www.FpML.org"; xml:lang="en">The specification of the type of quotation rate to be obtained from each cash settlement reference bank.</xsd:documentation> </xsd:annotation> <xsd:restriction base="xsd:token"> <xsd:enumeration value="Bid"> <xsd:annotation> <xsd:documentation source="http://www.FpML.org"; xml:lang="en">A bid rate.</xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="Ask"> <xsd:annotation> <xsd:documentation source="http://www.FpML.org"; xml:lang="en">An ask rate.</xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="Mid"> <xsd:annotation> <xsd:documentation source="http://www.FpML.org"; xml:lang="en">A mid-market rate.</xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="ExercisingPartyPays"> <xsd:annotation> <xsd:documentation source="http://www.FpML.org"; xml:lang="en">If optional early termination is applicable to a swap transaction, the rate, which may be a bid or ask rate, which would result, if seller is in-the-money, in the higher absolute value of the cash settlement amount, or, is seller is out-of-the-money, in the lower absolute value of the cash settlement amount.</xsd:documentation> </xsd:annotation> </xsd:enumeration> </xsd:restriction> </xsd:simpleType> <xsd:simpleType name="QuotationSideEnum"> <xsd:annotation> <xsd:documentation source="http://www.FpML.org"; xml:lang="en">The side from which perspective a value is quoted.</xsd:documentation> </xsd:annotation> <xsd:restriction base="xsd:token"> <xsd:enumeration value="Bid"> <xsd:annotation> <xsd:documentation source="http://www.FpML.org"; xml:lang="en">A value "bid" by a buyer for an asset, i.e. the value a buyer is willing to pay.</xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="Ask"> <xsd:annotation> <xsd:documentation source="http://www.FpML.org"; xml:lang="en">A value "asked" by a seller for an asset, i.e. the value at which a seller is willing to sell.</xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="Mid"> <xsd:annotation> <xsd:documentation source="http://www.FpML.org"; xml:lang="en">A value midway between the bid and the ask value.</xsd:documentation> </xsd:annotation> </xsd:enumeration> </xsd:restriction> </xsd:simpleType> <xsd:simpleType name="QuotationStyleEnum"> <xsd:annotation> <xsd:documentation source="http://www.FpML.org"; xml:lang="en">Indicates the actual quotation style of of PointsUpFront or TradedSpread that was used to quote this trade.</xsd:documentation> </xsd:annotation> <xsd:restriction base="xsd:token"> <xsd:enumeration value="PointsUpFront"> <xsd:annotation> <xsd:documentation source="http://www.FpML.org"; xml:lang="en">When quotation style is "PointsUpFront", the initialPoints element of the feeLeg should be populated.</xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="TradedSpread"> <xsd:annotation> <xsd:documentation source="http://www.FpML.org"; xml:lang="en">When quotation style is "TradedSpread", the marketFixedRate element of the feeLeg should be populated.</xsd:documentation> </xsd:annotation> </xsd:enumeration> </xsd:restriction> </xsd:simpleType> <xsd:simpleType name="QuoteBasisEnum"> <xsd:annotation> <xsd:documentation source="http://www.FpML.org"; xml:lang="en">How an exchange rate is quoted.</xsd:documentation> </xsd:annotation> <xsd:restriction base="xsd:token"> <xsd:enumeration value="Currency1PerCurrency2"> <xsd:annotation> <xsd:documentation source="http://www.FpML.org"; xml:lang="en">The amount of currency1 for one unit of currency2</xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="Currency2PerCurrency1"> <xsd:annotation> <xsd:documentation source="http://www.FpML.org"; xml:lang="en">The amount of currency2 for one unit of currency1</xsd:documentation> </xsd:annotation> </xsd:enumeration> </xsd:restriction> </xsd:simpleType> <xsd:simpleType name="RateTreatmentEnum"> <xsd:annotation> <xsd:documentation source="http://www.FpML.org"; xml:lang="en">The specification of methods for converting rates from one basis to another.</xsd:documentation> </xsd:annotation> <xsd:restriction base="xsd:token"> <xsd:enumeration value="BondEquivalentYield"> <xsd:annotation> <xsd:documentation source="http://www.FpML.org"; xml:lang="en">Bond Equivalent Yield. Per Annex to the 2000 ISDA Definitions (June 2000 Version), Section 7.3. Certain General Definitions Relating to Floating Rate Options, paragraph (g).</xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="MoneyMarketYield"> <xsd:annotation> <xsd:documentation source="http://www.FpML.org"; xml:lang="en">Money Market Yield. Per Annex to the 2000 ISDA Definitions (June 2000 Version), Section 7.3. Certain General Definitions Relating to Floating Rate Options, paragraph (h).</xsd:documentation> </xsd:annotation> </xsd:enumeration> </xsd:restriction> </xsd:simpleType> <xsd:simpleType name="RealisedVarianceMethodEnum"> <xsd:annotation> <xsd:documentation source="http://www.FpML.org"; xml:lang="en">The contract specifies whether which price must satisfy the boundary condition.</xsd:documentation> </xsd:annotation> <xsd:restriction base="xsd:token"> <xsd:enumeration value="Previous"> <xsd:annotation> <xsd:documentation source="http://www.FpML.org"; xml:lang="en">For a return on day T, the observed price on T-1 must be in range.</xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="Last"> <xsd:annotation> <xsd:documentation source="http://www.FpML.org"; xml:lang="en">For a return on day T, the observed price on T must be in range.</xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="Both"> <xsd:annotation> <xsd:documentation source="http://www.FpML.org"; xml:lang="en">For a return on day T, the observed prices on both T and T-1 must be in range</xsd:documentation> </xsd:annotation> </xsd:enumeration> </xsd:restriction> </xsd:simpleType> <xsd:simpleType name="ResetRelativeToEnum"> <xsd:annotation> <xsd:documentation source="http://www.FpML.org"; xml:lang="en">The specification of whether resets occur relative to the first or last day of a calculation period.</xsd:documentation> </xsd:annotation> <xsd:restriction base="xsd:token"> <xsd:enumeration value="CalculationPeriodStartDate"> <xsd:annotation> <xsd:documentation source="http://www.FpML.org"; xml:lang="en">Resets will occur relative to the first day of each calculation period.</xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="CalculationPeriodEndDate"> <xsd:annotation> <xsd:documentation source="http://www.FpML.org"; xml:lang="en">Resets will occur relative to the last day of each calculation period.</xsd:documentation> </xsd:annotation> </xsd:enumeration> </xsd:restriction> </xsd:simpleType> <xsd:simpleType name="ReturnTypeEnum"> <xsd:annotation> <xsd:documentation source="http://www.FpML.org"; xml:lang="en">The type of return associated with the equity swap.</xsd:documentation> </xsd:annotation> <xsd:restriction base="xsd:token"> <xsd:enumeration value="Dividend"> <xsd:annotation> <xsd:documentation source="http://www.FpML.org"; xml:lang="en">Dividend return swap.</xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="Price"> <xsd:annotation> <xsd:documentation source="http://www.FpML.org"; xml:lang="en">Price return swap.</xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="Total"> <xsd:annotation> <xsd:documentation source="http://www.FpML.org"; xml:lang="en">Total return swap.</xsd:documentation> </xsd:annotation> </xsd:enumeration> </xsd:restriction> </xsd:simpleType> <xsd:simpleType name="RollConventionEnum"> <xsd:annotation> <xsd:documentation source="http://www.FpML.org"; xml:lang="en">The convention for determining the sequence of calculation period end dates. It is used in conjunction with a specified frequency and the regular period start date of a calculation period, e.g. semi-annual IMM roll dates.</xsd:documentation> </xsd:annotation> <xsd:restriction base="xsd:token"> <xsd:enumeration value="EOM"> <xsd:annotation> <xsd:documentation source="http://www.FpML.org"; xml:lang="en">Rolls on month end dates irrespective of the length of the month and the previous roll day.</xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="FRN"> <xsd:annotation> <xsd:documentation source="http://www.FpML.org"; xml:lang="en">Roll days are determined according to the FRN Convention or Eurodollar Convention as described in ISDA 2000 definitions.</xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="IMM"> <xsd:annotation> <xsd:documentation source="http://www.FpML.org"; xml:lang="en">IMM Settlement Dates. The third Wednesday of the (delivery) month.</xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="IMMCAD"> <xsd:annotation> <xsd:documentation source="http://www.FpML.org"; xml:lang="en">The last trading day/expiration day of the Canadian Derivatives Exchange (Bourse de Montreal Inc) Three-month Canadian Bankers' Acceptance Futures (Ticker Symbol BAX). The second London banking day prior to the third Wednesday of the contract month. If the determined day is a Bourse or bank holiday in Montreal or Toronto, the last trading day shall be the previous bank business day. Per Canadian Derivatives Exchange BAX contract specification.</xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="IMMAUD"> <xsd:annotation> <xsd:documentation source="http://www.FpML.org"; xml:lang="en">The last trading day of the Sydney Futures Exchange 90 Day Bank Accepted Bills Futures contract (see http://www.sfe.com.au/content/sfe/trading/con_specs.pdf). One Sydney business day preceding the second Friday of the relevant settlement month.</xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="IMMNZD"> <xsd:annotation> <xsd:documentation source="http://www.FpML.org"; xml:lang="en">The last trading day of the Sydney Futures Exchange NZ 90 Day Bank Bill Futures contract (see http://www.sfe.com.au/content/sfe/trading/con_specs.pdf). The first Wednesday after the ninth day of the relevant settlement month.</xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="SFE"> <xsd:annotation> <xsd:documentation source="http://www.sfe.com.au"; xml:lang="en">Sydney Futures Exchange 90-Day Bank Accepted Bill Futures Settlement Dates. The second Friday of the (delivery) month.</xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="NONE"> <xsd:annotation> <xsd:documentation source="http://www.FpML.org"; xml:lang="en">The roll convention is not required. For example, in the case of a daily calculation frequency.</xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="TBILL"> <xsd:annotation> <xsd:documentation source="http://www.publicdebt.treas.gov"; xml:lang="en">13-week and 26-week U.S. Treasury Bill Auction Dates. Each Monday except for U.S. (New York) holidays when it will occur on a Tuesday.</xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="1"> <xsd:annotation> <xsd:documentation source="http://www.FpML.org"; xml:lang="en">Rolls on the 1st day of the month.</xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="2"> <xsd:annotation> <xsd:documentation source="http://www.FpML.org"; xml:lang="en">Rolls on the 2nd day of the month.</xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="3"> <xsd:annotation> <xsd:documentation source="http://www.FpML.org"; xml:lang="en">Rolls on the 3rd day of the month.</xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="4"> <xsd:annotation> <xsd:documentation source="http://www.FpML.org"; xml:lang="en">Rolls on the 4th day of the month.</xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="5"> <xsd:annotation> <xsd:documentation source="http://www.FpML.org"; xml:lang="en">Rolls on the 4th day of the month.</xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="6"> <xsd:annotation> <xsd:documentation source="http://www.FpML.org"; xml:lang="en">Rolls on the 6th day of the month.</xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="7"> <xsd:annotation> <xsd:documentation source="http://www.FpML.org"; xml:lang="en">Rolls on the 7th day of the month.</xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="8"> <xsd:annotation> <xsd:documentation source="http://www.FpML.org"; xml:lang="en">Rolls on the 8th day of the month.</xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="9"> <xsd:annotation> <xsd:documentation source="http://www.FpML.org"; xml:lang="en">Rolls on the 9th day of the month.</xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="10"> <xsd:annotation> <xsd:documentation source="http://www.FpML.org"; xml:lang="en">Rolls on the 10th day of the month.</xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="11"> <xsd:annotation> <xsd:documentation source="http://www.FpML.org"; xml:lang="en">Rolls on the 11th day of the month.</xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="12"> <xsd:annotation> <xsd:documentation source="http://www.FpML.org"; xml:lang="en">Rolls on the 12th day of the month.</xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="13"> <xsd:annotation> <xsd:documentation source="http://www.FpML.org"; xml:lang="en">Rolls on the 13th day of the month.</xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="14"> <xsd:annotation> <xsd:documentation source="http://www.FpML.org"; xml:lang="en">Rolls on the 14th day of the month.</xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="15"> <xsd:annotation> <xsd:documentation source="http://www.FpML.org"; xml:lang="en">Rolls on the 15th day of the month.</xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="16"> <xsd:annotation> <xsd:documentation source="http://www.FpML.org"; xml:lang="en">Rolls on the 16th day of the month.</xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="17"> <xsd:annotation> <xsd:documentation source="http://www.FpML.org"; xml:lang="en">Rolls on the 17th day of the month.</xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="18"> <xsd:annotation> <xsd:documentation source="http://www.FpML.org"; xml:lang="en">Rolls on the 18th day of the month.</xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="19"> <xsd:annotation> <xsd:documentation source="http://www.FpML.org"; xml:lang="en">Rolls on the 19th day of the month.</xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="20"> <xsd:annotation> <xsd:documentation source="http://www.FpML.org"; xml:lang="en">Rolls on the 20th day of the month.</xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="21"> <xsd:annotation> <xsd:documentation source="http://www.FpML.org"; xml:lang="en">Rolls on the 21st day of the month.</xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="22"> <xsd:annotation> <xsd:documentation source="http://www.FpML.org"; xml:lang="en">Rolls on the 22nd day of the month.</xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="23"> <xsd:annotation> <xsd:documentation source="http://www.FpML.org"; xml:lang="en">Rolls on the 23rd day of the month.</xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="24"> <xsd:annotation> <xsd:documentation source="http://www.FpML.org"; xml:lang="en">Rolls on the 24th day of the month.</xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="25"> <xsd:annotation> <xsd:documentation source="http://www.FpML.org"; xml:lang="en">Rolls on the 25th day of the month.</xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="26"> <xsd:annotation> <xsd:documentation source="http://www.FpML.org"; xml:lang="en">Rolls on the 26th day of the month.</xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="27"> <xsd:annotation> <xsd:documentation source="http://www.FpML.org"; xml:lang="en">Rolls on the 27th day of the month.</xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="28"> <xsd:annotation> <xsd:documentation source="http://www.FpML.org"; xml:lang="en">Rolls on the 28th day of the month.</xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="29"> <xsd:annotation> <xsd:documentation source="http://www.FpML.org"; xml:lang="en">Rolls on the 29th day of the month.</xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="30"> <xsd:annotation> <xsd:documentation source="http://www.FpML.org"; xml:lang="en">Rolls on the 30th day of the month.</xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="MON"> <xsd:annotation> <xsd:documentation source="http://www.FpML.org"; xml:lang="en">Rolling weekly on a Monday.</xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="TUE"> <xsd:annotation> <xsd:documentation source="http://www.FpML.org"; xml:lang="en">Rolling weekly on a Tuesday.</xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="WED"> <xsd:annotation> <xsd:documentation source="http://www.FpML.org"; xml:lang="en">Rolling weekly on a Wednesday.</xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="THU"> <xsd:annotation> <xsd:documentation source="http://www.FpML.org"; xml:lang="en">Rolling weekly on a Thursday.</xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="FRI"> <xsd:annotation> <xsd:documentation source="http://www.FpML.org"; xml:lang="en">Rolling weekly on a Friday.</xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="SAT"> <xsd:annotation> <xsd:documentation source="http://www.FpML.org"; xml:lang="en">Rolling weekly on a Saturday.</xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="SUN"> <xsd:annotation> <xsd:documentation source="http://www.FpML.org"; xml:lang="en">Rolling weekly on a Sunday.</xsd:documentation> </xsd:annotation> </xsd:enumeration> </xsd:restriction> </xsd:simpleType> <xsd:simpleType name="RoundingDirectionEnum"> <xsd:annotation> <xsd:documentation source="http://www.FpML.org"; xml:lang="en">The method of rounding a fractional number.</xsd:documentation> </xsd:annotation> <xsd:restriction base="xsd:token"> <xsd:enumeration value="Up"> <xsd:annotation> <xsd:documentation source="http://www.FpML.org"; xml:lang="en">A fractional number will be rounded up to the specified number of decimal places (the precision). For example, 5.21 and 5.25 rounded up to 1 decimal place are 5.3 and 5.3 respectively.</xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="Down"> <xsd:annotation> <xsd:documentation source="http://www.FpML.org"; xml:lang="en">A fractional number will be rounded down to the specified number of decimal places (the precision). For example, 5.29 and 5.25 rounded down to 1 decimal place are 5.2 and 5.2 respectively.</xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="Nearest"> <xsd:annotation> <xsd:documentation source="http://www.FpML.org"; xml:lang="en">A fractional number will be rounded either up or down to the specified number of decimal places (the precision) depending on its value. For example, 5.24 would be rounded down to 5.2 and 5.25 would be rounded up to 5.3 if a precision of 1 decimal place were specified.</xsd:documentation> </xsd:annotation> </xsd:enumeration> </xsd:restriction> </xsd:simpleType> <xsd:simpleType name="SettlementPeriodDurationEnum"> <xsd:annotation> <xsd:documentation xml:lang="en">Defines the Settlement Period Duration for an Electricity Transaction.</xsd:documentation> </xsd:annotation> <xsd:restriction base="xsd:token"> <xsd:enumeration value="1Hour"> <xsd:annotation> <xsd:documentation xml:lang="en">Hourly duration applies.</xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="30Minutes"> <xsd:annotation> <xsd:documentation xml:lang="en">Half-hourly duration applies.</xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="15Minutes"> <xsd:annotation> <xsd:documentation xml:lang="en">Quarter-hourly duration applies.</xsd:documentation> </xsd:annotation> </xsd:enumeration> </xsd:restriction> </xsd:simpleType> <xsd:simpleType name="SettlementTypeEnum"> <xsd:annotation> <xsd:documentation source="http://www.FpML.org"; xml:lang="en">Shows how the transaction is to be settled when it is exercised.</xsd:documentation> </xsd:annotation> <xsd:restriction base="xsd:token"> <xsd:enumeration value="Cash"> <xsd:annotation> <xsd:documentation source="http://www.FpML.org"; xml:lang="en">The intrinsic value of the option will be delivered by way of a cash settlement amount determined, (i) by reference to the differential between the strike price and the settlement price; or (ii) in accordance with a bilateral agreement between the parties</xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="Election"> <xsd:annotation> <xsd:documentation source="http://www.FpML.org"; xml:lang="en">Allow Election of either Cash or Physical settlement</xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="Physical"> <xsd:annotation> <xsd:documentation source="http://www.FpML.org"; xml:lang="en">The securities underlying the transaction will be delivered by (i) in the case of a call, the seller to the buyer, or (ii) in the case of a put, the buyer to the seller versus a settlement amount equivalent to the strike price per share</xsd:documentation> </xsd:annotation> </xsd:enumeration> </xsd:restriction> </xsd:simpleType> <xsd:simpleType name="ShareExtraordinaryEventEnum"> <xsd:annotation> <xsd:documentation source="http://www.FpML.org"; xml:lang="en">Defines the consequences of extraordinary events relating to the underlying.</xsd:documentation> </xsd:annotation> <xsd:restriction base="xsd:token"> <xsd:enumeration value="AlternativeObligation"> <xsd:annotation> <xsd:documentation source="http://www.FpML.org"; xml:lang="en">The trade continues such that the underlying now consists of the New Shares and/or the Other Consideration, if any, and the proceeds of any redemption, if any, that the holder of the underlying Shares would have been entitled to.</xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="CancellationAndPayment"> <xsd:annotation> <xsd:documentation source="http://www.FpML.org"; xml:lang="en">The trade is cancelled and a cancellation fee will be paid by one party to the other.</xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="OptionsExchange"> <xsd:annotation> <xsd:documentation source="http://www.FpML.org"; xml:lang="en">The trade will be adjusted by the Calculation Agent in accordance with the adjustments made by any exchange on which options on the underlying are listed.</xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="CalculationAgent"> <xsd:annotation> <xsd:documentation source="http://www.FpML.org"; xml:lang="en">The Calculation Agent will determine what adjustment is required to offset any change to the economics of the trade. If the Calculation Agent cannot achieve this, the trade goes to Cancellation and Payment with the Calculation Agent deciding on the value of the cancellation fee. Adjustments may not be made to account solely for changes in volatility, expected dividends, stock loan rate or liquidity.</xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="ModifiedCalculationAgent"> <xsd:annotation> <xsd:documentation source="http://www.FpML.org"; xml:lang="en">The Calculation Agent will determine what adjustment is required to offset any change to the economics of the trade. If the Calculation Agent cannot achieve this, the trade goes to Cancellation and Payment with the Calculation Agent deciding on the value of the cancellation fee. Adjustments to account for changes in volatility, expected dividends, stock loan rate or liquidity are allowed.</xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="PartialCancellationAndPayment"> <xsd:annotation> <xsd:documentation source="http://www.FpML.org"; xml:lang="en">Applies to Basket Transactions. The portion of the Basket made up by the affected Share will be cancelled and a cancellation fee will be paid from one party to the other. The remainder of the trade continues.</xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="Component"> <xsd:annotation> <xsd:documentation source="http://www.FpML.org"; xml:lang="en">If this is a Share-for-Combined merger event (Shares are replaced with New Shares and Other Consideration), then different treatment can be applied to each component if the parties have specified this.</xsd:documentation> </xsd:annotation> </xsd:enumeration> </xsd:restriction> </xsd:simpleType> <xsd:simpleType name="SideRateBasisEnum"> <xsd:annotation> <xsd:documentation source="http://www.FpML.org"; xml:lang="en">The specification of how an individual currency in an FX trade is quoted relative to the base currency.</xsd:documentation> </xsd:annotation> <xsd:restriction base="xsd:token"> <xsd:enumeration value="Currency1PerBaseCurrency"> <xsd:annotation> <xsd:documentation source="http://www.FpML.org"; xml:lang="en">The amount of the exchangedCurrency1 for one unit of baseCurrency.</xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="BaseCurrencyPerCurrency1"> <xsd:annotation> <xsd:documentation source="http://www.FpML.org"; xml:lang="en">The amount of the baseCurrency for one unit of exchangedCurrency1.</xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="Currency2PerBaseCurrency"> <xsd:annotation> <xsd:documentation source="http://www.FpML.org"; xml:lang="en">The amount of the exchangedCurrency2 for one unit of baseCurrency.</xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="BaseCurrencyPerCurrency2"> <xsd:annotation> <xsd:documentation source="http://www.FpML.org"; xml:lang="en">The amount of the baseCurrency for one unit of exchangedCurrency2.</xsd:documentation> </xsd:annotation> </xsd:enumeration> </xsd:restriction> </xsd:simpleType> <xsd:simpleType name="SpecifiedPriceEnum"> <xsd:annotation> <xsd:documentation source="http://www.FpML.org"; xml:lang="en">The Specified Price in respect of a Transaction and a Commodity Reference Price.</xsd:documentation> </xsd:annotation> <xsd:restriction base="xsd:token"> <xsd:enumeration value="Afternoon"> <xsd:annotation> <xsd:documentation xml:lang="en">The Specified Price shall be the Afternoon fixing reported in or by the relevant Price Source as specified in the relevant Confirmation.</xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="Ask"> <xsd:annotation> <xsd:documentation xml:lang="en">The Specified Price shall be the Ask price reported in or by the relevant Price Source as specified in the relevant Confirmation.</xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="Bid"> <xsd:annotation> <xsd:documentation xml:lang="en">The Specified Price shall be the Bid price reported in or by the relevant Price Source as specified in the relevant Confirmation.</xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="Closing"> <xsd:annotation> <xsd:documentation xml:lang="en">The Specified Price shall be the Closing price reported in or by the relevant Price Source as specified in the relevant Confirmation.</xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="High"> <xsd:annotation> <xsd:documentation xml:lang="en">The Specified Price shall be the High price reported in or by the relevant Price Source as specified in the relevant Confirmation.</xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="Index"> <xsd:annotation> <xsd:documentation xml:lang="en">The Specified Price shall be the Index price reported in or by the relevant Price Source as specified in the relevant Confirmation.</xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="MeanOfBidAndAsk"> <xsd:annotation> <xsd:documentation xml:lang="en">The Specified Price shall be the Average of the Bid and Ask prices reported in or by the relevant Price Source as specified in the relevant Confirmation.</xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="Low"> <xsd:annotation> <xsd:documentation xml:lang="en">The Specified Price shall be the Low price reported in or by the relevant Price Source as specified in the relevant Confirmation.</xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="MeanOfHighAndLow"> <xsd:annotation> <xsd:documentation xml:lang="en">The Specified Price shall be the Average of the High and Low prices reported in or by the relevant Price Source as specified in the relevant Confirmation.</xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="Morning"> <xsd:annotation> <xsd:documentation xml:lang="en">The Specified Price shall be the Morning fixing reported in or by the relevant Price Source as specified in the relevant Confirmation.</xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="Official"> <xsd:annotation> <xsd:documentation xml:lang="en">The Specified Price shall be the Official price reported in or by the relevant Price Source as specified in the relevant Confirmation.</xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="Opening"> <xsd:annotation> <xsd:documentation xml:lang="en">The Specified Price shall be the Opening price reported in or by the relevant Price Source as specified in the relevant Confirmation.</xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="OSP"> <xsd:annotation> <xsd:documentation xml:lang="en">The Specified Price shall be the Official Settlement Price reported in or by the relevant Price Source as specified in the relevant Confirmation.</xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="Settlement"> <xsd:annotation> <xsd:documentation xml:lang="en">The Specified Price shall be the Settlement price reported in or by the relevant Price Source as specified in the relevant Confirmation.</xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="Spot"> <xsd:annotation> <xsd:documentation xml:lang="en">The Specified Price shall be the Spot price reported in or by the relevant Price Source as specified in the relevant Confirmation.</xsd:documentation> </xsd:annotation> </xsd:enumeration> </xsd:restriction> </xsd:simpleType> <xsd:simpleType name="StandardSettlementStyleEnum"> <xsd:annotation> <xsd:documentation source="http://www.FpML.org"; xml:lang="en">The code specification of whether a trade is settling using standard settlement instructions as well as whether it is a candidate for settlement netting.</xsd:documentation> </xsd:annotation> <xsd:restriction base="xsd:token"> <xsd:enumeration value="Standard"> <xsd:annotation> <xsd:documentation source="http://www.FpML.org"; xml:lang="en">This trade will settle using standard pre-determined funds settlement instructions.</xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="Net"> <xsd:annotation> <xsd:documentation source="http://www.FpML.org"; xml:lang="en">This trade is a candidate for settlement netting.</xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="StandardAndNet"> <xsd:annotation> <xsd:documentation source="http://www.FpML.org"; xml:lang="en">This trade will settle using standard pre-determined funds settlement instructions and is a candidate for settlement netting.</xsd:documentation> </xsd:annotation> </xsd:enumeration> </xsd:restriction> </xsd:simpleType> <xsd:simpleType name="StepRelativeToEnum"> <xsd:annotation> <xsd:documentation source="http://www.FpML.org"; xml:lang="en">The specification of whether a percentage rate change, used to calculate a change in notional outstanding, is expressed as a percentage of the initial notional amount or the previously outstanding notional amount.</xsd:documentation> </xsd:annotation> <xsd:restriction base="xsd:token"> <xsd:enumeration value="Initial"> <xsd:annotation> <xsd:documentation source="http://www.FpML.org"; xml:lang="en">Change in notional to be applied is calculated by multiplying the percentage rate by the initial notional amount.</xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="Previous"> <xsd:annotation> <xsd:documentation source="http://www.FpML.org"; xml:lang="en">Change in notional to be applied is calculated by multiplying the percentage rate by the previously outstanding notional amount.</xsd:documentation> </xsd:annotation> </xsd:enumeration> </xsd:restriction> </xsd:simpleType> <xsd:simpleType name="StubPeriodTypeEnum"> <xsd:annotation> <xsd:documentation source="http://www.FpML.org"; xml:lang="en">Element to define how to deal with a none standard calculation period within a swap stream.</xsd:documentation> </xsd:annotation> <xsd:restriction base="xsd:token"> <xsd:enumeration value="ShortInitial"> <xsd:annotation> <xsd:documentation source="http://www.FpML.org"; xml:lang="en">If there is a non regular period remaining it is left shorter than the streams calculation period frequency and placed at the start of the stream</xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="ShortFinal"> <xsd:annotation> <xsd:documentation source="http://www.FpML.org"; xml:lang="en">If there is a non regular period remaining it is left shorter than the streams calculation period frequency and placed at the end of the stream</xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="LongInitial"> <xsd:annotation> <xsd:documentation source="http://www.FpML.org"; xml:lang="en">If there is a non regular period remaining it is placed at the start of the stream and combined with the adjacent calculation period to give a long first calculation period</xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="LongFinal"> <xsd:annotation> <xsd:documentation source="http://www.FpML.org"; xml:lang="en">If there is a non regular period remaining it is placed at the end of the stream and combined with the adjacent calculation period to give a long last calculation period</xsd:documentation> </xsd:annotation> </xsd:enumeration> </xsd:restriction> </xsd:simpleType> <xsd:simpleType name="StrikeQuoteBasisEnum"> <xsd:annotation> <xsd:documentation source="http://www.FpML.org"; xml:lang="en">The specification of how an FX OTC option strike price is quoted.</xsd:documentation> </xsd:annotation> <xsd:restriction base="xsd:token"> <xsd:enumeration value="PutCurrencyPerCallCurrency"> <xsd:annotation> <xsd:documentation source="http://www.FpML.org"; xml:lang="en">The strike price is an amount of putCurrency per one unit of callCurrency.</xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="CallCurrencyPerPutCurrency"> <xsd:annotation> <xsd:documentation source="http://www.FpML.org"; xml:lang="en">The strike price is an amount of callCurrency per one unit of putCurrency.</xsd:documentation> </xsd:annotation> </xsd:enumeration> </xsd:restriction> </xsd:simpleType> <xsd:simpleType name="TimeTypeEnum"> <xsd:annotation> <xsd:documentation source="http://www.FpML.org"; xml:lang="en">Defines points in the day when equity option exercise and valuation can occur.</xsd:documentation> </xsd:annotation> <xsd:restriction base="xsd:token"> <xsd:enumeration value="Close"> <xsd:annotation> <xsd:documentation source="http://www.FpML.org"; xml:lang="en">The official closing time of the exchange on the valuation date.</xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="Open"> <xsd:annotation> <xsd:documentation source="http://www.FpML.org"; xml:lang="en">The official opening time of the exchange on the valuation date.</xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="OSP"> <xsd:annotation> <xsd:documentation source="http://www.FpML.org"; xml:lang="en">The time at which the official settlement price is determined.</xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="SpecificTime"> <xsd:annotation> <xsd:documentation source="http://www.FpML.org"; xml:lang="en">The time specified in the element equityExpirationTime or valuationTime (as appropriate)</xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="XETRA"> <xsd:annotation> <xsd:documentation source="http://www.FpML.org"; xml:lang="en">The time at which the official settlement price (following the auction by the exchange) is determined by the exchange.</xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="DerivativesClose"> <xsd:annotation> <xsd:documentation source="http://www.FpML.org"; xml:lang="en">The official closing time of the derivatives exchange on which a derivative contract is listed on that security underlyer.</xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="AsSpecifiedInMasterConfirmation"> <xsd:annotation> <xsd:documentation source="http://www.FpML.org"; xml:lang="en">The time is determined as provided in the relevant Master Confirmation.</xsd:documentation> </xsd:annotation> </xsd:enumeration> </xsd:restriction> </xsd:simpleType> <xsd:simpleType name="TriggerTimeTypeEnum"> <xsd:annotation> <xsd:documentation source="http://www.FpML.org"; xml:lang="en">The time of day which would be considered for valuing the knock event.</xsd:documentation> </xsd:annotation> <xsd:restriction base="xsd:token"> <xsd:enumeration value="Closing"> <xsd:annotation> <xsd:documentation source="http://www.FpML.org"; xml:lang="en">The close of trading on a day would be considered for valuation.</xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="Anytime"> <xsd:annotation> <xsd:documentation source="http://www.FpML.org"; xml:lang="en">At any time during the Knock Determination period (continuous barrier).</xsd:documentation> </xsd:annotation> </xsd:enumeration> </xsd:restriction> </xsd:simpleType> <xsd:simpleType name="TriggerTypeEnum"> <xsd:annotation> <xsd:documentation>The specification of whether an option would trigger or expire depending upon whether the spot rate is above or below the barrier rate.</xsd:documentation> </xsd:annotation> <xsd:restriction base="xsd:token"> <xsd:enumeration value="EqualOrLess"> <xsd:annotation> <xsd:documentation source="http://www.FpML.org"; xml:lang="en">The underlyer price must be equal to or less than the Trigger level.</xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="EqualOrGreater"> <xsd:annotation> <xsd:documentation source="http://www.FpML.org"; xml:lang="en">The underlyer price must be equal to or greater than the Trigger level.</xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="Equal"> <xsd:annotation> <xsd:documentation source="http://www.FpML.org"; xml:lang="en">The underlyer price must be equal to the Trigger level.</xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="Less"> <xsd:annotation> <xsd:documentation source="http://www.FpML.org"; xml:lang="en">The underlyer price must be less than the Trigger level.</xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="Greater"> <xsd:annotation> <xsd:documentation source="http://www.FpML.org"; xml:lang="en">The underlyer price must be greater than the Trigger level.</xsd:documentation> </xsd:annotation> </xsd:enumeration> </xsd:restriction> </xsd:simpleType> <xsd:simpleType name="TypeOfIndexSwapEnum"> <xsd:annotation> <xsd:documentation source="http://www.FpML.org"; xml:lang="en">Defines valid values for type of index swap.</xsd:documentation> </xsd:annotation> <xsd:restriction base="xsd:token"> <xsd:enumeration value="Accrual"> <xsd:annotation> <xsd:documentation source="http://www.FpML.org"; xml:lang="en">Accrual index swap type.</xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="FairValue"> <xsd:annotation> <xsd:documentation source="http://www.FpML.org"; xml:lang="en">Fair Value index swap type.</xsd:documentation> </xsd:annotation> </xsd:enumeration> </xsd:restriction> </xsd:simpleType> <xsd:simpleType name="TouchConditionEnum"> <xsd:annotation> <xsd:documentation source="http://www.FpML.org"; xml:lang="en">The specification of, for American-style digitals, whether the trigger level must be touched or not touched.</xsd:documentation> </xsd:annotation> <xsd:restriction base="xsd:token"> <xsd:enumeration value="Touch"> <xsd:annotation> <xsd:documentation source="http://www.FpML.org"; xml:lang="en">The spot rate must have touched the predetermined trigger rate at any time over the life of the option for the payout to occur.</xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="Notouch"> <xsd:annotation> <xsd:documentation source="http://www.FpML.org"; xml:lang="en">The spot rate has not touched the predetermined trigger rate at any time over the life of the option for the payout to occur.</xsd:documentation> </xsd:annotation> </xsd:enumeration> </xsd:restriction> </xsd:simpleType> <xsd:simpleType name="TriggerConditionEnum"> <xsd:annotation> <xsd:documentation source="http://www.FpML.org"; xml:lang="en">The specification of whether a payout will occur on an option depending upon whether the spot rate is above or below the trigger rate.</xsd:documentation> </xsd:annotation> <xsd:restriction base="xsd:token"> <xsd:enumeration value="Above"> <xsd:annotation> <xsd:documentation source="http://www.FpML.org"; xml:lang="en">The spot rate must be greater than or equal to the trigger rate.</xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="Below"> <xsd:annotation> <xsd:documentation source="http://www.FpML.org"; xml:lang="en">The spot rate must be less than or equal to the trigger rate.</xsd:documentation> </xsd:annotation> </xsd:enumeration> </xsd:restriction> </xsd:simpleType> <xsd:simpleType name="ValuationMethodEnum"> <xsd:annotation> <xsd:documentation source="http://www.FpML.org"; xml:lang="en">The ISDA defined methodology for determining the final price of the reference obligation for purposes of cash settlement.</xsd:documentation> </xsd:annotation> <xsd:restriction base="xsd:token"> <xsd:enumeration value="Market"/> <xsd:enumeration value="Highest"/> <xsd:enumeration value="AverageMarket"/> <xsd:enumeration value="AverageHighest"/> <xsd:enumeration value="BlendedMarket"/> <xsd:enumeration value="BlendedHighest"/> <xsd:enumeration value="AverageBlendedMarket"/> <xsd:enumeration value="AverageBlendedHighest"/> </xsd:restriction> </xsd:simpleType> <xsd:simpleType name="WeeklyRollConventionEnum"> <xsd:annotation> <xsd:documentation source="http://www.FpML.org"; xml:lang="en">The specification of a weekly roll day.</xsd:documentation> </xsd:annotation> <xsd:restriction base="xsd:token"> <xsd:enumeration value="MON"> <xsd:annotation> <xsd:documentation source="http://www.FpML.org"; xml:lang="en">Monday</xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="TUE"> <xsd:annotation> <xsd:documentation source="http://www.FpML.org"; xml:lang="en">Tuesday</xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="WED"> <xsd:annotation> <xsd:documentation source="http://www.FpML.org"; xml:lang="en">Wednesday</xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="THU"> <xsd:annotation> <xsd:documentation source="http://www.FpML.org"; xml:lang="en">Thursday</xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="FRI"> <xsd:annotation> <xsd:documentation source="http://www.FpML.org"; xml:lang="en">Friday</xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="SAT"> <xsd:annotation> <xsd:documentation source="http://www.FpML.org"; xml:lang="en">Saturday</xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="SUN"> <xsd:annotation> <xsd:documentation source="http://www.FpML.org"; xml:lang="en">Sunday</xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="TBILL"> <xsd:annotation> <xsd:documentation source="http://www.publicdebt.treas.gov"; xml:lang="en">13-week and 26-week U.S. Treasury Bill Auction Dates. Each Monday except for U.S. (New York) holidays when it will occur on a Tuesday.</xsd:documentation> </xsd:annotation> </xsd:enumeration> </xsd:restriction> </xsd:simpleType> <xsd:simpleType name="ElectricityProductTypeEnum"> <xsd:annotation> <xsd:documentation>The type of electricity product.</xsd:documentation> </xsd:annotation> <xsd:restriction base="xsd:token"> <xsd:enumeration value="Electricity"/> </xsd:restriction> </xsd:simpleType> <xsd:simpleType name="GasProductTypeEnum"> <xsd:annotation> <xsd:documentation>The type of gas product.</xsd:documentation> </xsd:annotation> <xsd:restriction base="xsd:token"> <xsd:enumeration value="NaturalGas"/> </xsd:restriction> </xsd:simpleType> <!-- Additional Loan Trading Related Enums--> <xsd:simpleType name="PrincipalAgentEnum"> <xsd:annotation> <xsd:documentation xml:lang="en">Defines whether a counterparty is Principal or Agent</xsd:documentation> </xsd:annotation> <xsd:restriction base="xsd:token"> <xsd:enumeration value="Agent"> <xsd:annotation> <xsd:documentation xml:lang="en">The counterparty is acting as an agent (e.g. Fund Manager).</xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="Principal"> <xsd:annotation> <xsd:documentation xml:lang="en">The counterparty is acting as a principal (e.g. Fund).</xsd:documentation> </xsd:annotation> </xsd:enumeration> </xsd:restriction> </xsd:simpleType> <xsd:simpleType name="TradingAssocEnum"> <xsd:annotation> <xsd:documentation xml:lang="en">Defines the governing loan trading association responsible for defining the standardized legal framework related to the trading activity.</xsd:documentation> </xsd:annotation> <xsd:restriction base="xsd:token"> <xsd:enumeration value="LSTA"> <xsd:annotation> <xsd:documentation xml:lang="en">The Loan Syndications and Trading Association (US).</xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="LMA"> <xsd:annotation> <xsd:documentation xml:lang="en">Loan Market Association (UK).</xsd:documentation> </xsd:annotation> </xsd:enumeration> </xsd:restriction> </xsd:simpleType> <xsd:simpleType name="FormOfPurchaseEnum"> <xsd:annotation> <xsd:documentation xml:lang="en">Form Of Purchase</xsd:documentation> </xsd:annotation> <xsd:restriction base="xsd:token"> <xsd:enumeration value="Assignment"> <xsd:annotation> <xsd:documentation xml:lang="en"/> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="Participation"> <xsd:annotation> <xsd:documentation xml:lang="en"/> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="Other"> <xsd:annotation> <xsd:documentation xml:lang="en"/> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="Assignment-Only"> <xsd:annotation> <xsd:documentation xml:lang="en"/> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="LMA Transfer Certificate"> <xsd:annotation> <xsd:documentation xml:lang="en"/> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="LMA Transfer Agreement"> <xsd:annotation> <xsd:documentation xml:lang="en"/> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="LMA Funded Participation"> <xsd:annotation> <xsd:documentation xml:lang="en"/> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="LMA Funded/Risk Participation"> <xsd:annotation> <xsd:documentation xml:lang="en"/> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="LMA Risk Participation"> <xsd:annotation> <xsd:documentation xml:lang="en"/> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="LMA Risk to Funded Participation"> <xsd:annotation> <xsd:documentation xml:lang="en"/> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="LMA Transfer Agreement"> <xsd:annotation> <xsd:documentation xml:lang="en"/> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="LMA Transfer Agreement"> <xsd:annotation> <xsd:documentation xml:lang="en"/> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="LMA Transfer Agreement"> <xsd:annotation> <xsd:documentation xml:lang="en"/> </xsd:annotation> </xsd:enumeration> </xsd:restriction> </xsd:simpleType> <xsd:simpleType name="FacilityTypeEnum"> <xsd:annotation> <xsd:documentation xml:lang="en">Facility Type</xsd:documentation> </xsd:annotation> <xsd:restriction base="xsd:token"> <xsd:enumeration value="Term Loan"> <xsd:annotation> <xsd:documentation xml:lang="en"/> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="Revolver"> <xsd:annotation> <xsd:documentation xml:lang="en"/> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="Deposit Funded"> <xsd:annotation> <xsd:documentation xml:lang="en"/> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="Delayed Draw"> <xsd:annotation> <xsd:documentation xml:lang="en"/> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="Letter of Credit"> <xsd:annotation> <xsd:documentation xml:lang="en"/> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="Bankers Acceptance"> <xsd:annotation> <xsd:documentation xml:lang="en"/> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="Guarantee"> <xsd:annotation> <xsd:documentation xml:lang="en"/> </xsd:annotation> </xsd:enumeration> </xsd:restriction> </xsd:simpleType> <xsd:simpleType name="AccrualSettlementEnum"> <xsd:annotation> <xsd:documentation xml:lang="en">Defines how the interest accrued during the settlement period is calculated and paid.</xsd:documentation> </xsd:annotation> <xsd:restriction base="xsd:token"> <xsd:enumeration value="Settled without Accrued Interest"> <xsd:annotation> <xsd:documentation xml:lang="en">Interest accrued during for the settlement period is not paid at settlement.</xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="Settled with Accrued Interest"> <xsd:annotation> <xsd:documentation xml:lang="en">Interest accrued during the settlement period is paid at settlement.</xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="Trades Flat"> <xsd:annotation> <xsd:documentation xml:lang="en"/> </xsd:annotation> </xsd:enumeration> </xsd:restriction> </xsd:simpleType> <xsd:simpleType name="DelayedCompAccrualEnum"> <xsd:annotation> <xsd:documentation xml:lang="en">Defines which portion of the accrued is paid in the case where settlement is delayed beyond the expected settlement period.</xsd:documentation> </xsd:annotation> <xsd:restriction base="xsd:token"> <xsd:enumeration value="Option 1"> <xsd:annotation> <xsd:documentation xml:lang="en">TBD</xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="Option 2"> <xsd:annotation> <xsd:documentation xml:lang="en">TBD</xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="Option 3"> <xsd:annotation> <xsd:documentation xml:lang="en">TBD</xsd:documentation> </xsd:annotation> </xsd:enumeration> </xsd:restriction> </xsd:simpleType> </xsd:schema>
<?xml version="1.0" encoding="utf-8"?> <!-- edited with XMLSpy v2005 rel. 3 U (http://www.altova.com) by John Weir (GOLDMAN SACHS & CO) --> <!-- == Copyright (c) 2002-2009. All rights reserved. == Financial Products Markup Language is subject to the FpML public license. == A copy of this license is available at http://www.fpml.org/license/license.html --> <xsd:schema xmlns:xsd="http://www.w3.org/2001/XMLSchema"; xmlns="http://www.fpml.org/2009/FpML-4-6"; xmlns:fpml="http://www.fpml.org/2009/FpML-4-6"; xmlns:ecore="http://www.eclipse.org/emf/2002/Ecore"; targetNamespace="http://www.fpml.org/2009/FpML-4-6"; elementFormDefault="qualified" attributeFormDefault="unqualified" version="$Revision: 2406 $" ecore:nsPrefix="fpml" ecore:package="org.fpml" ecore:documentRoot="FpML"> <xsd:include schemaLocation="fpml-asset.xsd"/> <xsd:include schemaLocation="fpml-msg.xsd"/> <xsd:include schemaLocation="fpml-shared.xsd"/> <xsd:include schemaLocation="fpml-doc.xsd"/> <xsd:complexType name="BorrowingOptionType"> <xsd:annotation> <xsd:documentation xml:lang="en">The type of funded product for which the margin is being amended.</xsd:documentation> </xsd:annotation> <xsd:complexContent> <xsd:extension base="Scheme"> <xsd:attribute name="borrowingOptionTypeScheme" type="xsd:anyURI" use="required"/> </xsd:extension> </xsd:complexContent> </xsd:complexType> <xsd:complexType name="CommitmentAdjustmentNotice"> <xsd:annotation> <xsd:documentation xml:lang="en">A commitment adjustment notice used for notifying changes in facility commitment.</xsd:documentation> </xsd:annotation> <xsd:complexContent> <xsd:extension base="FacilityNotice"> <xsd:sequence> <xsd:element name="refusalAllowedFlag" type="xsd:boolean"> <xsd:annotation> <xsd:documentation xml:lang="en">Defines whether the lender has an option to accept or deny the commitment change.</xsd:documentation> </xsd:annotation> </xsd:element> <xsd:element name="scheduledFlag" type="xsd:boolean" minOccurs="0"> <xsd:annotation> <xsd:documentation xml:lang="en">Defines whether the commitment adjustment is scheduled.</xsd:documentation> </xsd:annotation> </xsd:element> <xsd:element name="commitmentAdjustmentType" type="AmountAdjustmentTypeEnum"> <xsd:annotation> <xsd:documentation xml:lang="en">Defines the type of commitment adjustment.</xsd:documentation> </xsd:annotation> </xsd:element> <xsd:element name="adjustmentAmount" type="ParticipationAmount"> <xsd:annotation> <xsd:documentation xml:lang="en">The global and lender share amount of the change. This amount should always be positive (absolute) since the adjustment is associated with an increase/decrease flag.</xsd:documentation> </xsd:annotation> </xsd:element> <xsd:element name="currentAmount" type="ParticipationAmount"> <xsd:annotation> <xsd:documentation xml:lang="en">The global and lender share amount of commitment after any associated change.</xsd:documentation> </xsd:annotation> </xsd:element> <xsd:element name="party" type="Party" minOccurs="2" maxOccurs="unbounded"> <xsd:annotation> <xsd:documentation xml:lang="en">The parties involved with the associated transaction.</xsd:documentation> </xsd:annotation> </xsd:element> </xsd:sequence> </xsd:extension> </xsd:complexContent> </xsd:complexType> <xsd:complexType name="CurrentLoanContract"> <xsd:annotation> <xsd:documentation xml:lang="en">Section in the rollover describing new loan contracts.</xsd:documentation> </xsd:annotation> <xsd:sequence> <xsd:element name="loanContract" type="LoanContract"> <xsd:annotation> <xsd:documentation xml:lang="en">New loan contract created as the result of rollover.</xsd:documentation> </xsd:annotation> </xsd:element> <xsd:element name="conversionFlag" type="xsd:boolean"> <xsd:annotation> <xsd:documentation xml:lang="en">A flag to describe whether the associated loan contract is a conversion from a previous loan contract.</xsd:documentation> </xsd:annotation> </xsd:element> <xsd:choice minOccurs="0"> <xsd:element name="drawdownPayment" type="DrawdownPayment"> <xsd:annotation> <xsd:documentation xml:lang="en">A drawdown made against an existing or new loan contract.</xsd:documentation> </xsd:annotation> </xsd:element> <xsd:element name="loanContractChange"> <xsd:annotation> <xsd:documentation xml:lang="en">A change in a loan contract limit that did not require a drawdown or paydown.</xsd:documentation> </xsd:annotation> <xsd:complexType> <xsd:sequence> <xsd:element name="loanContractChangeAmount" type="ParticipationAmount"> <xsd:annotation> <xsd:documentation>A change in the loan contract that did not require a drawdown or paydown.</xsd:documentation> </xsd:annotation> </xsd:element> <xsd:element name="loanContractChangeType" type="AmountAdjustmentTypeEnum"> <xsd:annotation> <xsd:documentation>Defines the type of change which could be an increase or decrease</xsd:documentation> </xsd:annotation> </xsd:element> </xsd:sequence> </xsd:complexType> </xsd:element> </xsd:choice> </xsd:sequence> </xsd:complexType> <xsd:complexType name="CurrentLoanContracts"> <xsd:annotation> <xsd:documentation xml:lang="en">Section in the rollover describing new loan contracts.</xsd:documentation> </xsd:annotation> <xsd:sequence> <xsd:element name="currentLoanContract" type="CurrentLoanContract" maxOccurs="unbounded"> <xsd:annotation> <xsd:documentation xml:lang="en">New loan contract created as the result of rollover.</xsd:documentation> </xsd:annotation> </xsd:element> </xsd:sequence> </xsd:complexType> <xsd:complexType name="Deal"> <xsd:annotation> <xsd:documentation xml:lang="en">The reference to an agreement entered into between the borrower, the lenders, the agent, and other financial parties that describes the terms and conditions of the loan being made to the borrower and the obligations and requirements for the borrower, its related entities (if any), and the lenders. List of Ids should include at least CUSIP (if exists) and system Id of the system that generates the notice.</xsd:documentation> </xsd:annotation> <xsd:complexContent> <xsd:extension base="IdentifiedAsset"> <xsd:sequence> <xsd:element name="creditAgreementDate" type="xsd:date"> <xsd:annotation> <xsd:documentation xml:lang="en">The credit agreement date is the closing date (the date where the agreement has been signed) for the loans in the credit agreement. Funding of the facilities occurs on (or sometimes a little after) the Credit Agreement date.</xsd:documentation> </xsd:annotation> </xsd:element> <xsd:element name="maturityDate" type="xsd:date" minOccurs="0"> <xsd:annotation> <xsd:documentation xml:lang="en">The maturity date associated with a credit agreement.</xsd:documentation> </xsd:annotation> </xsd:element> <xsd:group ref="DealRoles.model"> <xsd:annotation> <xsd:documentation xml:lang="en">A definition of all institutional roles played within a given deal.</xsd:documentation> </xsd:annotation> </xsd:group> <xsd:element name="borrowerDisclosureFlag" type="xsd:boolean" minOccurs="0"> <xsd:annotation> <xsd:documentation xml:lang="en">Defines whether any transactions within the specified deal should be disclosed to the borrower.</xsd:documentation> </xsd:annotation> </xsd:element> <xsd:choice minOccurs="0"> <xsd:element name="currency" type="Currency"> <xsd:annotation> <xsd:documentation xml:lang="en">Facility denomination currency.</xsd:documentation> </xsd:annotation> </xsd:element> <xsd:element name="originalDealAmount" type="Money"> <xsd:annotation> <xsd:documentation xml:lang="en">Original global deal amount.</xsd:documentation> </xsd:annotation> </xsd:element> </xsd:choice> <xsd:element name="governingLaw" type="GoverningLaw" minOccurs="0"> <xsd:annotation> <xsd:documentation xml:lang="en">Defines the governing law (jurisdiction) associated with the credit agreement.</xsd:documentation> </xsd:annotation> </xsd:element> <xsd:element name="facilities" type="Facility" maxOccurs="unbounded"> <xsd:annotation> <xsd:documentation xml:lang="en">Defines the facilities defined within the specified credit agreement.</xsd:documentation> </xsd:annotation> </xsd:element> <xsd:element name="party" type="Party" minOccurs="2" maxOccurs="unbounded"> <xsd:annotation> <xsd:documentation xml:lang="en">The parties involved with the associated deal.</xsd:documentation> </xsd:annotation> </xsd:element> </xsd:sequence> </xsd:extension> </xsd:complexContent> </xsd:complexType> <xsd:complexType name="DealSummary"> <xsd:annotation> <xsd:documentation xml:lang="en">The reference to an agreement entered into between the borrower, the lenders, the agent, and other financial parties that describes the terms and conditions of the loan being made to the borrower and the obligations and requirements for the borrower, its related entities (if any), and the lenders. List of Ids should include at least CUSIP (if exists) and system Id of the system that generates the notice.</xsd:documentation> </xsd:annotation> <xsd:complexContent> <xsd:extension base="IdentifiedAsset"> <xsd:sequence> <xsd:element name="creditAgreementDate" type="xsd:date" minOccurs="0"> <xsd:annotation> <xsd:documentation xml:lang="en">The credit agreement date is the closing date (the date where the agreement has been signed) for the loans in the credit agreement. Funding of the facilities occurs on (or sometimes a little after) the Credit Agreement date.</xsd:documentation> </xsd:annotation> </xsd:element> </xsd:sequence> </xsd:extension> </xsd:complexContent> </xsd:complexType> <xsd:complexType name="DrawdownNotice"> <xsd:annotation> <xsd:documentation xml:lang="en">The notification from the agent bank to lender that loan contract is requested by the borrower. A loan contract notice will be created by the agent bank for each of the lenders</xsd:documentation> </xsd:annotation> <xsd:complexContent> <xsd:extension base="LoanContractNotice"> <xsd:sequence> <xsd:element name="drawdownEventType" type="DrawdownEventTypeEnum" minOccurs="0"> <xsd:annotation> <xsd:documentation xml:lang="en">An enumeration that describes whether this message is a drawdown or a rate set notification. The same message structure is used for both, with some business validation differences.</xsd:documentation> </xsd:annotation> </xsd:element> <xsd:element name="conditionsPrecedentType" type="ConditionsPrecedentEnum" minOccurs="0"> <xsd:annotation> <xsd:documentation xml:lang="en">An enumeration which describes whether the condition precent have been met, not met or been waived. Please note: this field in not required since conditions precedent may not be applicable in certain scenarios.</xsd:documentation> </xsd:annotation> </xsd:element> <xsd:element name="drawdownPayment" type="DrawdownPayment"> <xsd:annotation> <xsd:documentation xml:lang="en">The lender's portion of the drawdown payment.</xsd:documentation> </xsd:annotation> </xsd:element> <xsd:element name="party" type="Party" minOccurs="2" maxOccurs="unbounded"> <xsd:annotation> <xsd:documentation xml:lang="en">The parties involved with the associated transaction.</xsd:documentation> </xsd:annotation> </xsd:element> </xsd:sequence> </xsd:extension> </xsd:complexContent> </xsd:complexType> <xsd:complexType name="DrawdownPayment"> <xsd:annotation> <xsd:documentation xml:lang="en">A structure used to describe the payment to be processed as part of the drawdown notice.</xsd:documentation> </xsd:annotation> <xsd:sequence> <xsd:element name="paymentDate" type="xsd:date"> <xsd:annotation> <xsd:documentation xml:lang="en">The date on which the principal payment is made by the lender to the agent bank. This is an actual (adjusted) date. Usually defaults to the effective date of the loan contract.</xsd:documentation> </xsd:annotation> </xsd:element> <xsd:element name="amount" type="ParticipationAmount"> <xsd:annotation> <xsd:documentation xml:lang="en">The amount of principal allocated to the lender for the given drawdown request. This is the same as the payment that must be made by the lender to satisfy the drawdown request.</xsd:documentation> </xsd:annotation> </xsd:element> </xsd:sequence> </xsd:complexType> <xsd:complexType name="FacilityCommitmentPosition"> <xsd:annotation> <xsd:documentation xml:lang="en">This represents current and prior facility commitment amounts on both the global and lender postion levels.</xsd:documentation> </xsd:annotation> <xsd:sequence> <xsd:element name="currentAmount" type="ParticipationAmount"> <xsd:annotation> <xsd:documentation xml:lang="en">The amount of principal commitment currently allocated to the lender within the facility (this is after any associated events).</xsd:documentation> </xsd:annotation> </xsd:element> <xsd:element name="priorAmount" type="ParticipationAmount" minOccurs="0"> <xsd:annotation> <xsd:documentation xml:lang="en">The amount of principal commitment that was allocated to the lender within the facility (this is prior to any associated events).</xsd:documentation> </xsd:annotation> </xsd:element> <xsd:element name="loanContractPosition" type="LoanContractPosition" minOccurs="0" maxOccurs="unbounded"> <xsd:annotation> <xsd:documentation xml:lang="en">A structure used to define all positions held by the lender at the loan contract level. This structure is design to hold either some or all loan contracts.</xsd:documentation> </xsd:annotation> </xsd:element> <xsd:element name="lcPosition" type="LcPosition" minOccurs="0" maxOccurs="unbounded"/> </xsd:sequence> </xsd:complexType> <xsd:complexType name="FacilityNotice" abstract="true"> <xsd:annotation> <xsd:documentation xml:lang="en">A base type for all facility-level notices.</xsd:documentation> </xsd:annotation> <xsd:complexContent> <xsd:extension base="NotificationMessage"> <xsd:sequence> <xsd:group ref="FacilityNoticeDetails.model"> <xsd:annotation> <xsd:documentation xml:lang="en">A set of fields which are common to all facility and loan contract level notices.</xsd:documentation> </xsd:annotation> </xsd:group> </xsd:sequence> </xsd:extension> </xsd:complexContent> </xsd:complexType> <xsd:complexType name="FacilityRepayment"> <xsd:annotation> <xsd:documentation xml:lang="en">Representation of a repayment made by the borrower against a single facility.</xsd:documentation> </xsd:annotation> <xsd:sequence> <xsd:element name="refusalAllowedFlag" type="xsd:boolean"> <xsd:annotation> <xsd:documentation xml:lang="en">Defines whether the lender has an option to accept or deny the payment.</xsd:documentation> </xsd:annotation> </xsd:element> <xsd:element name="adjustsCommitmentFlag" type="xsd:boolean"> <xsd:annotation> <xsd:documentation xml:lang="en">Defines whether the principal repayment will adjust the commitment level of the associated facility.</xsd:documentation> </xsd:annotation> </xsd:element> <xsd:element name="breakageCost" type="BreakageCostEnum" minOccurs="0"> <xsd:annotation> <xsd:documentation xml:lang="en">Where breakage cost is applicable, this enumeration defines who is calculating it - agent bank or lender.</xsd:documentation> </xsd:annotation> </xsd:element> <xsd:element name="breakageCostClaimDate" type="xsd:date" minOccurs="0"> <xsd:annotation> <xsd:documentation xml:lang="en">The date by which any breakage costs (if applicable) must be submitted by Lenders to the Agent.</xsd:documentation> </xsd:annotation> </xsd:element> <xsd:element name="repaymentDate" type="xsd:date"> <xsd:annotation> <xsd:documentation xml:lang="en">The date on which the principal repayment amount was paid to the lender by the agent bank. This is an actual (adjusted) date.</xsd:documentation> </xsd:annotation> </xsd:element> <xsd:element name="amount" type="ParticipationAmount"> <xsd:annotation> <xsd:documentation xml:lang="en">The global and lender share amount of the principal repayment.</xsd:documentation> </xsd:annotation> </xsd:element> <xsd:element name="mandatoryFlag" type="xsd:boolean" minOccurs="0"> <xsd:annotation> <xsd:documentation xml:lang="en">Defines whether the repayment is mandatory.</xsd:documentation> </xsd:annotation> </xsd:element> <xsd:element name="scheduledFlag" type="xsd:boolean" minOccurs="0"> <xsd:annotation> <xsd:documentation xml:lang="en">Defines whether the repayment is a scheduled repayment. This is normally related to the amortization schedule associated with the facility.</xsd:documentation> </xsd:annotation> </xsd:element> </xsd:sequence> </xsd:complexType> <xsd:complexType name="Facility"> <xsd:annotation> <xsd:documentation xml:lang="en">A reference to a single credit limit within a deal (also referred to in the secondary markets as a 'tranche'). The list of ids should include the value of the id and a system reference to denote which internal/external source created the id.</xsd:documentation> </xsd:annotation> <xsd:complexContent> <xsd:extension base="IdentifiedAsset"> <xsd:sequence> <xsd:element name="facilityType" type="FacilityTypeEnum"> <xsd:annotation> <xsd:documentation xml:lang="en">Defines the type of facility represented.</xsd:documentation> </xsd:annotation> </xsd:element> <xsd:element name="effectiveDate" type="xsd:date"> <xsd:annotation> <xsd:documentation xml:lang="en">The effective date for the specific facility.</xsd:documentation> </xsd:annotation> </xsd:element> <xsd:element name="expiryDate" type="xsd:date"> <xsd:annotation> <xsd:documentation xml:lang="en">The last date that a drawdown can take place for the facility.</xsd:documentation> </xsd:annotation> </xsd:element> <xsd:element name="maturityDate" type="xsd:date" minOccurs="0"> <xsd:annotation> <xsd:documentation xml:lang="en">The maturity date for the specific facility.</xsd:documentation> </xsd:annotation> </xsd:element> <xsd:element name="terminationDate" type="xsd:date" minOccurs="0"> <xsd:annotation> <xsd:documentation xml:lang="en">The date on which the facility may have been terminated prior to the published maturity date.</xsd:documentation> </xsd:annotation> </xsd:element> <xsd:group ref="FacilityRoles.model"> <xsd:annotation> <xsd:documentation xml:lang="en">A definition of all institutional roles played within a given facility.</xsd:documentation> </xsd:annotation> </xsd:group> <xsd:element name="defaultPeriod" type="FacilityDefaultPeriod" minOccurs="0" maxOccurs="unbounded"> <xsd:annotation> <xsd:documentation xml:lang="en">Defines whether the periods during which the facility is in default.</xsd:documentation> </xsd:annotation> </xsd:element> <xsd:choice minOccurs="0"> <xsd:element name="currency" type="Currency"> <xsd:annotation> <xsd:documentation xml:lang="en">Facility denomination currency.</xsd:documentation> </xsd:annotation> </xsd:element> <xsd:element name="originalCommitmentAmount" type="Money"> <xsd:annotation> <xsd:documentation xml:lang="en">Original global commitment amount of the facility.</xsd:documentation> </xsd:annotation> </xsd:element> </xsd:choice> <xsd:element name="currentCommitmentAmount" type="Money"> <xsd:annotation> <xsd:documentation xml:lang="en">Current global commitment amount for a specific facility.</xsd:documentation> </xsd:annotation> </xsd:element> <xsd:element name="multiCurrencyFlag" type="xsd:boolean"> <xsd:annotation> <xsd:documentation xml:lang="en">A flag to denote whether the facility is allowed to be utilized using currencies other than the base currency.</xsd:documentation> </xsd:annotation> </xsd:element> <xsd:element name="tradingConsentType" type="TradingConsentType" minOccurs="0"> <xsd:annotation> <xsd:documentation xml:lang="en">Defines whether trading consent is required when transferring this facility in the secondary markets.</xsd:documentation> </xsd:annotation> </xsd:element> </xsd:sequence> </xsd:extension> </xsd:complexContent> </xsd:complexType> <xsd:complexType name="FacilityDefaultPeriod"> <xsd:annotation> <xsd:documentation xml:lang="en">The period(s) during which a facility is in default.</xsd:documentation> </xsd:annotation> <xsd:sequence> <xsd:group ref="Period.model"> <xsd:annotation> <xsd:documentation xml:lang="en">The start and end date of a default period.</xsd:documentation> </xsd:annotation> </xsd:group> <xsd:element name="defaultFlag" type="xsd:boolean"> <xsd:annotation> <xsd:documentation xml:lang="en">A flag to denote whether the facility is in default.</xsd:documentation> </xsd:annotation> </xsd:element> </xsd:sequence> </xsd:complexType> <xsd:complexType name="FacilitySummary"> <xsd:annotation> <xsd:documentation xml:lang="en">A reference to a single credit limit within a deal (also referred to in the secondary markets as a 'tranche'). The list of ids should include the value of the id and a system reference to denote which internal/external source created the id.</xsd:documentation> </xsd:annotation> <xsd:complexContent> <xsd:extension base="IdentifiedAsset"> <xsd:sequence> <xsd:choice minOccurs="0"> <xsd:element name="currency" type="Currency"> <xsd:annotation> <xsd:documentation xml:lang="en">Facility denomination currency.</xsd:documentation> </xsd:annotation> </xsd:element> <xsd:element name="originalCommitmentAmount" type="Money"> <xsd:annotation> <xsd:documentation xml:lang="en">Original global commitment amount of the facility.</xsd:documentation> </xsd:annotation> </xsd:element> </xsd:choice> </xsd:sequence> </xsd:extension> </xsd:complexContent> </xsd:complexType> <xsd:complexType name="FeeAccrualPeriod"> <xsd:annotation> <xsd:documentation xml:lang="en">The period for within a fee accrual calculation where the fee rate and underlying position amount (commitment, utilization or unutilized) is constant.</xsd:documentation> </xsd:annotation> <xsd:sequence> <xsd:group ref="Period.model"> <xsd:annotation> <xsd:documentation xml:lang="en">The start and end date of the accrual period. This is a period of actual (adjusted) dates.</xsd:documentation> </xsd:annotation> </xsd:group> <xsd:element name="accrualAmount" type="ParticipationAmount"> <xsd:annotation> <xsd:documentation xml:lang="en">The global and lender share of the accrued fee amount.</xsd:documentation> </xsd:annotation> </xsd:element> </xsd:sequence> </xsd:complexType> <xsd:complexType name="FeeAccrualSchedule"> <xsd:annotation> <xsd:documentation xml:lang="en">The details of the underlying elements that effect the calculation of a fee accrual.</xsd:documentation> </xsd:annotation> <xsd:sequence> <xsd:choice> <xsd:element name="lenderCommitmentPeriod" type="LenderPositionPeriod" maxOccurs="unbounded"> <xsd:annotation> <xsd:documentation xml:lang="en">The minimal period within the entire fee period where both the lender and global commitment amounts remain constant.</xsd:documentation> </xsd:annotation> </xsd:element> <xsd:element name="lenderUtilizationPeriod" type="LenderPositionPeriod" maxOccurs="unbounded"> <xsd:annotation> <xsd:documentation xml:lang="en">The minimal period within the entire fee period where both the lender and global utilization amounts remain constant..</xsd:documentation> </xsd:annotation> </xsd:element> <xsd:element name="lenderUnutilizedPeriod" type="LenderPositionPeriod" maxOccurs="unbounded"> <xsd:annotation> <xsd:documentation xml:lang="en">The minimal period within the entire fee period where both lender and global unutilized amounts remain constant.</xsd:documentation> </xsd:annotation> </xsd:element> <xsd:element name="lcBalancePeriod" type="LenderPositionPeriod" maxOccurs="unbounded"> <xsd:annotation> <xsd:documentation xml:lang="en">The minimal period where both lender and global LC amounts remain constant.</xsd:documentation> </xsd:annotation> </xsd:element> </xsd:choice> <xsd:element name="feeRatePeriod" type="RatePeriod" maxOccurs="unbounded"> <xsd:annotation> <xsd:documentation xml:lang="en">The minimal period within the entire fee period where the fee rate remains constant.</xsd:documentation> </xsd:annotation> </xsd:element> <xsd:element name="feeAccrualPeriod" type="FeeAccrualPeriod" maxOccurs="unbounded"> <xsd:annotation> <xsd:documentation xml:lang="en">The minimal period within the entire fee period where all the factors effecting the fee accrual are constant.</xsd:documentation> </xsd:annotation> </xsd:element> </xsd:sequence> </xsd:complexType> <xsd:complexType name="FxTerms"> <xsd:annotation> <xsd:documentation>A structure which specifies FX conversion terms.</xsd:documentation> </xsd:annotation> <xsd:sequence> <xsd:element name="fxRate" type="FxRate"> <xsd:annotation> <xsd:documentation xml:lang="en">The FX rate associated with the business event.</xsd:documentation> </xsd:annotation> </xsd:element> <xsd:element name="fixingDate" type="xsd:date"> <xsd:annotation> <xsd:documentation xml:lang="en">The date on which the associated FX rate was fixed.</xsd:documentation> </xsd:annotation> </xsd:element> </xsd:sequence> </xsd:complexType> <xsd:complexType name="FxTermsSchedule"> <xsd:annotation> <xsd:documentation>A structure which specifies many FX conversion terms, based on a schedule.</xsd:documentation> </xsd:annotation> <xsd:sequence> <xsd:group ref="Period.model"> <xsd:annotation> <xsd:documentation xml:lang="en">Defines the dates for a single FX term period. This is a period of actual (adjusted) dates.</xsd:documentation> </xsd:annotation> </xsd:group> <xsd:element name="fxTerms" type="FxTerms"> <xsd:annotation> <xsd:documentation xml:lang="en">Defines a single FX rate conversion.</xsd:documentation> </xsd:annotation> </xsd:element> </xsd:sequence> </xsd:complexType> <xsd:complexType name="InterestAccrualPeriod"> <xsd:annotation> <xsd:documentation xml:lang="en">A period defined as having a constant interest rate within which the lender maintains a constant loan contract position.</xsd:documentation> </xsd:annotation> <xsd:sequence> <xsd:group ref="Period.model"> <xsd:annotation> <xsd:documentation xml:lang="en">Defines the dates for a single interest accrual period. This is a period of actual (adjusted) dates.</xsd:documentation> </xsd:annotation> </xsd:group> <xsd:element name="shareInterestAccrualAmount" type="Money"> <xsd:annotation> <xsd:documentation xml:lang="en">The amount of interest accrued by the lender over the defined period.</xsd:documentation> </xsd:annotation> </xsd:element> <xsd:element name="sharePikAccrualAmount" type="Money" minOccurs="0"> <xsd:annotation> <xsd:documentation xml:lang="en">The amount of PIK (payment in kind) accrued by the lender over the defined period.</xsd:documentation> </xsd:annotation> </xsd:element> </xsd:sequence> </xsd:complexType> <xsd:complexType name="InterestAccrualSchedule"> <xsd:annotation> <xsd:documentation xml:lang="en">A schedule that incorporates all sub-periods of an interest accrual calculation.</xsd:documentation> </xsd:annotation> <xsd:sequence> <xsd:element name="interestRatePeriod" type="InterestRatePeriod" maxOccurs="unbounded"> <xsd:annotation> <xsd:documentation xml:lang="en">A period defined as having a constant interest rate.</xsd:documentation> </xsd:annotation> </xsd:element> <xsd:element name="pikPeriod" type="PikPeriod" minOccurs="0" maxOccurs="unbounded"> <xsd:annotation> <xsd:documentation xml:lang="en">A period defined as having a constant PIK rate.</xsd:documentation> </xsd:annotation> </xsd:element> <xsd:element name="interestLoanContractPeriod" type="InterestLoanContractPeriod"> <xsd:annotation> <xsd:documentation xml:lang="en">A period within which the underlying balance on which the interest calc is based, remains constant.</xsd:documentation> </xsd:annotation> </xsd:element> <xsd:element name="interestAccrualPeriod" type="InterestAccrualPeriod" maxOccurs="unbounded"> <xsd:annotation> <xsd:documentation xml:lang="en">A combination of all period types where an interest amount can be calculated using constant factors.</xsd:documentation> </xsd:annotation> </xsd:element> </xsd:sequence> </xsd:complexType> <xsd:complexType name="InterestLoanContractPeriod"> <xsd:annotation> <xsd:documentation xml:lang="en">A period within which the balance of the loan contract segment, used to calculate interest, remains constant.</xsd:documentation> </xsd:annotation> <xsd:sequence> <xsd:group ref="Period.model"> <xsd:annotation> <xsd:documentation xml:lang="en">Dates defining an interest loan contract period. This is a period of actual (adjusted) dates.</xsd:documentation> </xsd:annotation> </xsd:group> <xsd:element name="interestShareCommitmentAmount" type="Money" minOccurs="0"> <xsd:annotation> <xsd:documentation xml:lang="en">The amount of the commitment amount allocated to the lender for the specific period.</xsd:documentation> </xsd:annotation> </xsd:element> <xsd:element name="interestShareLoanContractAmount" type="Money"> <xsd:annotation> <xsd:documentation xml:lang="en">The amount of the loan contract allocated to the lender, used to calculate interest.</xsd:documentation> </xsd:annotation> </xsd:element> </xsd:sequence> </xsd:complexType> <xsd:complexType name="InterestPayment"> <xsd:annotation> <xsd:documentation xml:lang="en">A payment requested by the agent bank from each lender for the accrued interest amount for the given period and a given loan contract.</xsd:documentation> </xsd:annotation> <xsd:sequence> <xsd:element name="calculationMethod" type="InterestCalculationMethodEnum"> <xsd:annotation> <xsd:documentation xml:lang="en">Defines the way in which the agent bank is allocating interest payments - can be (i) pro-rata at the time of the interest payment or (ii) based on the loan contract share throughout the interest period (which is the preferred method).</xsd:documentation> </xsd:annotation> </xsd:element> <xsd:element name="paymentDate" type="xsd:date"> <xsd:annotation> <xsd:documentation xml:lang="en">The date on which interest was paid to the lender by the agent bank. This is an actual (adjusted) date.</xsd:documentation> </xsd:annotation> </xsd:element> <xsd:element name="amount" type="ParticipationAmount"> <xsd:annotation> <xsd:documentation xml:lang="en">The amount of interest paid by the borrower to the agent bank and share paid to the lender.</xsd:documentation> </xsd:annotation> </xsd:element> <xsd:element name="adjustmentAmount" type="ParticipationAmount" minOccurs="0"> <xsd:annotation> <xsd:documentation xml:lang="en">The amount of interest mis-calculation from a previous period, being corrected in the current period.</xsd:documentation> </xsd:annotation> </xsd:element> </xsd:sequence> </xsd:complexType> <xsd:complexType name="InterestPaymentNotice"> <xsd:annotation> <xsd:documentation xml:lang="en">A notice defining the payment requested by the agent bank from each lender for given interest accrual period for a given loan contract.</xsd:documentation> </xsd:annotation> <xsd:complexContent> <xsd:extension base="LoanContractNotice"> <xsd:sequence> <xsd:group ref="InterestPaymentDetails.model"> <xsd:annotation> <xsd:documentation xml:lang="en">A model which contains all fields required to describe an interest payment.</xsd:documentation> </xsd:annotation> </xsd:group> <xsd:element name="party" type="Party" minOccurs="2" maxOccurs="unbounded"> <xsd:annotation> <xsd:documentation xml:lang="en">The parties involved with the associated transaction.</xsd:documentation> </xsd:annotation> </xsd:element> </xsd:sequence> </xsd:extension> </xsd:complexContent> </xsd:complexType> <xsd:complexType name="InterestRatePeriod"> <xsd:annotation> <xsd:documentation xml:lang="en">A full definition of the accrual characteristics of a loan contract. This structure defines both the underlying base rate as well as any additional margins and costs associated with the loan contract.</xsd:documentation> </xsd:annotation> <xsd:sequence> <xsd:element name="rateFixingDate" type="xsd:date"> <xsd:annotation> <xsd:documentation xml:lang="en">The date on which the underlying interest rate is fixed. It is an actual (adjusted) date. Note: This should default to the effective date of the loan contract in the case of a PRIME base rate.</xsd:documentation> </xsd:annotation> </xsd:element> <xsd:group ref="Period.model"> <xsd:annotation> <xsd:documentation xml:lang="en">The dates defining an interest rate period. This is a period of actual (adjusted) dates. Note: The end date, in the case of a PRIME-based loan contract, should default to the loan contract maturity date.</xsd:documentation> </xsd:annotation> </xsd:group> <xsd:group ref="FloatingRateIndex.model"> <xsd:annotation> <xsd:documentation xml:lang="en">Defines the underlying base rate for this interest rate period.</xsd:documentation> </xsd:annotation> </xsd:group> <xsd:element name="interestRate" type="PositiveDecimal" minOccurs="0"> <xsd:annotation> <xsd:documentation xml:lang="en">The actual interest rate, defined as a percentage.</xsd:documentation> </xsd:annotation> </xsd:element> <xsd:element name="margin" type="xsd:decimal" minOccurs="0"> <xsd:annotation> <xsd:documentation xml:lang="en">The margin as stated in the credit agreement.</xsd:documentation> </xsd:annotation> </xsd:element> <xsd:element name="mandatoryCostRate" type="PositiveDecimal" minOccurs="0"> <xsd:annotation> <xsd:documentation xml:lang="en">Charged as an additional cost for select european deals.</xsd:documentation> </xsd:annotation> </xsd:element> <xsd:element name="allInRate" type="PositiveDecimal" minOccurs="0"> <xsd:annotation> <xsd:documentation xml:lang="en">The actual percentage rate charged to the borrower. (Interest Rate + Margin + MCR) = All In Rate.</xsd:documentation> </xsd:annotation> </xsd:element> <xsd:element name="interestDayBasis" type="DayCountFraction" minOccurs="0"> <xsd:annotation> <xsd:documentation xml:lang="en">The day count basis for the interest rate period.</xsd:documentation> </xsd:annotation> </xsd:element> <xsd:element name="tenor" type="Interval" minOccurs="0"> <xsd:annotation> <xsd:documentation xml:lang="en">The number of business days in the interest rate period.</xsd:documentation> </xsd:annotation> </xsd:element> <xsd:element name="projectedInterestAmount" type="ParticipationAmount" minOccurs="0"> <xsd:annotation> <xsd:documentation xml:lang="en">Projected amount of interest that will be paid by the Agent bank at the end of the interest period.</xsd:documentation> </xsd:annotation> </xsd:element> </xsd:sequence> </xsd:complexType> <xsd:complexType name="LcAmendmentNotice"> <xsd:annotation> <xsd:documentation xml:lang="en">Letter of Credit amendment notice.</xsd:documentation> </xsd:annotation> <xsd:complexContent> <xsd:extension base="FacilityNotice"> <xsd:sequence> <xsd:element name="priorLc" type="LetterOfCredit"> <xsd:annotation> <xsd:documentation xml:lang="en">The letter of credit before the amendment.</xsd:documentation> </xsd:annotation> </xsd:element> <xsd:element name="postLc" type="LetterOfCredit"> <xsd:annotation> <xsd:documentation xml:lang="en">The letter of credit after the amendment.</xsd:documentation> </xsd:annotation> </xsd:element> <xsd:element name="party" type="Party" minOccurs="2" maxOccurs="unbounded"> <xsd:annotation> <xsd:documentation xml:lang="en">The parties involved with the associated transaction.</xsd:documentation> </xsd:annotation> </xsd:element> </xsd:sequence> </xsd:extension> </xsd:complexContent> </xsd:complexType> <xsd:complexType name="LcBalanceNotice"> <xsd:annotation> <xsd:documentation xml:lang="en">Letter of Credit balance change notice.</xsd:documentation> </xsd:annotation> <xsd:complexContent> <xsd:extension base="FacilityNotice"> <xsd:sequence> <xsd:element name="lcSummary" type="LcSummary"> <xsd:annotation> <xsd:documentation xml:lang="en">A basic set of fields to identify an LC. Please note that the partyReference within the contract identifier should refer to the Issuing Bank.</xsd:documentation> </xsd:annotation> </xsd:element> <xsd:element name="priorAmount" type="ParticipationAmount" minOccurs="0"> <xsd:annotation> <xsd:documentation xml:lang="en">The global and lender share amount of the L/C before any associated balance change.</xsd:documentation> </xsd:annotation> </xsd:element> <xsd:element name="balanceChangeType" type="AmountAdjustmentTypeEnum"> <xsd:annotation> <xsd:documentation>Defines the type of balance change.</xsd:documentation> </xsd:annotation> </xsd:element> <xsd:element name="balanceChangeAmount" type="ParticipationAmount"> <xsd:annotation> <xsd:documentation xml:lang="en">The amount that the L/C has shifted by. Shown at both the global and share levels.</xsd:documentation> </xsd:annotation> </xsd:element> <xsd:element name="currentAmount" type="ParticipationAmount"> <xsd:annotation> <xsd:documentation xml:lang="en">The global and lender share amount of the L/C after any associated balance change.</xsd:documentation> </xsd:annotation> </xsd:element> <xsd:element name="lcDrawFlag" type="xsd:boolean"> <xsd:annotation> <xsd:documentation xml:lang="en">Set to false for a normal increase or decrease in the LC amount. An LC draw results in a reduction of the LC amount and signifies that a loan drawdown will take place in conjunction with this message.</xsd:documentation> </xsd:annotation> </xsd:element> <xsd:element name="party" type="Party" minOccurs="2" maxOccurs="unbounded"> <xsd:annotation> <xsd:documentation xml:lang="en">The parties involved with the associated transaction.</xsd:documentation> </xsd:annotation> </xsd:element> </xsd:sequence> </xsd:extension> </xsd:complexContent> </xsd:complexType> <xsd:complexType name="LcEvergreenOption"> <xsd:annotation> <xsd:documentation xml:lang="en">Represents the evergreen option that is available within Letter of Credit contracts.</xsd:documentation> </xsd:annotation> <xsd:sequence> <xsd:element name="extensionNoticePeriod" type="xsd:decimal" minOccurs="0"> <xsd:annotation> <xsd:documentation xml:lang="en">The number of calendar days before the end of the LC that the borrower must state whether they would like to extend the LC.</xsd:documentation> </xsd:annotation> </xsd:element> <xsd:element name="extensionPeriod" type="xsd:decimal"> <xsd:annotation> <xsd:documentation xml:lang="en">The period over which an extension could take place.</xsd:documentation> </xsd:annotation> </xsd:element> <xsd:element name="finalExpirationDate" type="xsd:date"> <xsd:annotation> <xsd:documentation xml:lang="en">The final date on which the L/C will expire once it has been extended.</xsd:documentation> </xsd:annotation> </xsd:element> </xsd:sequence> </xsd:complexType> <xsd:complexType name="LcIssuanceNotice"> <xsd:annotation> <xsd:documentation xml:lang="en">Letter of Credit issuance notice.</xsd:documentation> </xsd:annotation> <xsd:complexContent> <xsd:extension base="FacilityNotice"> <xsd:sequence> <xsd:element name="letterOfCredit" type="LetterOfCredit"/> <xsd:element name="party" type="Party" minOccurs="2" maxOccurs="unbounded"> <xsd:annotation> <xsd:documentation xml:lang="en">The parties involved with the associated transaction.</xsd:documentation> </xsd:annotation> </xsd:element> </xsd:sequence> </xsd:extension> </xsd:complexContent> </xsd:complexType> <xsd:complexType name="LcPosition"> <xsd:annotation> <xsd:documentation xml:lang="en">Represents outstanding letter of credit amounts on both global and lender position levels</xsd:documentation> </xsd:annotation> <xsd:sequence> <xsd:element name="lcSummary" type="LcSummary"/> <xsd:element name="currentAmount" type="ParticipationAmount"/> <xsd:element name="priorAmount" type="ParticipationAmount" minOccurs="0"/> </xsd:sequence> </xsd:complexType> <xsd:complexType name="LcSummary"> <xsd:annotation> <xsd:documentation xml:lang="en">A basic set of fields to identify an LC. Please note that the partyReference within the contract identifier should refer to the Issuing Bank.</xsd:documentation> </xsd:annotation> <xsd:sequence> <xsd:element name="identifier" type="ContractIdentifier" maxOccurs="unbounded"/> </xsd:sequence> </xsd:complexType> <xsd:complexType name="LcTerminationNotice"> <xsd:annotation> <xsd:documentation xml:lang="en">Letter of Credit termination notice. L/C's can either expire or be cancelled; both of these scenarios would be captured by this notice.</xsd:documentation> </xsd:annotation> <xsd:complexContent> <xsd:extension base="FacilityNotice"> <xsd:sequence> <xsd:element name="lcSummary" type="LcSummary"/> <xsd:element name="lcExpiryFlag" type="xsd:boolean"> <xsd:annotation> <xsd:documentation xml:lang="en">Determines whether this event was created due to a natural expiration of the LC or an unscheduled cancellation.</xsd:documentation> </xsd:annotation> </xsd:element> <xsd:element name="priorAmount" type="ParticipationAmount"/> <xsd:element name="currentAmount" type="ParticipationAmount" minOccurs="0"/> <xsd:element name="party" type="Party" minOccurs="2" maxOccurs="unbounded"> <xsd:annotation> <xsd:documentation xml:lang="en">The parties involved with the associated transaction.</xsd:documentation> </xsd:annotation> </xsd:element> </xsd:sequence> </xsd:extension> </xsd:complexContent> </xsd:complexType> <xsd:complexType name="LenderLoanContractPeriod"> <xsd:annotation> <xsd:documentation xml:lang="en">A period within which the lender maintains a constant loan contract position.</xsd:documentation> </xsd:annotation> <xsd:sequence> <xsd:group ref="Period.model"> <xsd:annotation> <xsd:documentation xml:lang="en">Dates defining a lender loan contract period. This is a period of actual (adjusted) dates.</xsd:documentation> </xsd:annotation> </xsd:group> <xsd:element name="shareCommitmentAmount" type="Money" minOccurs="0"> <xsd:annotation> <xsd:documentation xml:lang="en">The amount of the commitment amount allocated to the lender for the specific period.</xsd:documentation> </xsd:annotation> </xsd:element> <xsd:element name="shareLoanContractAmount" type="Money"> <xsd:annotation> <xsd:documentation xml:lang="en">The amount of the loan contract allocated to the lender. This is based on the share of the overall commitment that the lender is assigned.</xsd:documentation> </xsd:annotation> </xsd:element> </xsd:sequence> </xsd:complexType> <xsd:complexType name="LenderPositionPeriod"> <xsd:annotation> <xsd:documentation xml:lang="en">A period within which the lender maintains a constant position amount.</xsd:documentation> </xsd:annotation> <xsd:sequence> <xsd:group ref="Period.model"> <xsd:annotation> <xsd:documentation xml:lang="en">This is a period of actual (adjusted) dates.</xsd:documentation> </xsd:annotation> </xsd:group> <xsd:element name="positionAmount" type="ParticipationAmount" minOccurs="0"> <xsd:annotation> <xsd:documentation xml:lang="en">Global and lender share amounts.</xsd:documentation> </xsd:annotation> </xsd:element> </xsd:sequence> </xsd:complexType> <xsd:complexType name="LetterOfCredit"> <xsd:annotation> <xsd:documentation xml:lang="en">An unfunded borrowing in the form of a Letter of Credit.</xsd:documentation> </xsd:annotation> <xsd:sequence> <xsd:element name="lcSummary" type="LcSummary"> <xsd:annotation> <xsd:documentation xml:lang="en">A basic set of fields to identify an LC. Please note that the partyReference within the contract identifier should refer to the Issuing Bank.</xsd:documentation> </xsd:annotation> </xsd:element> <xsd:element name="lcType" type="LcTypeEnum"> <xsd:annotation> <xsd:documentation xml:lang="en">Defines the type of Letter of Credit that is issued.</xsd:documentation> </xsd:annotation> </xsd:element> <xsd:element name="lcPurpose" type="LcPurposeEnum"> <xsd:annotation> <xsd:documentation xml:lang="en">Defines the purpose of a Letter of Credit.</xsd:documentation> </xsd:annotation> </xsd:element> <xsd:element name="borrowerPartyReference" type="PartyReference"> <xsd:annotation> <xsd:documentation xml:lang="en">There could be multiple borrowers against a loan contract however the agents have been trying to promote the concept of an administrative borrower. Hence, only one being shown in the field list.</xsd:documentation> </xsd:annotation> </xsd:element> <xsd:choice> <xsd:element name="beneficiaryPartyReference" type="PartyReference"> <xsd:annotation> <xsd:documentation xml:lang="en">A party reference of the beneficiary.</xsd:documentation> </xsd:annotation> </xsd:element> <xsd:element name="beneficiaryPartyName" type="xsd:string"> <xsd:annotation> <xsd:documentation xml:lang="en">A textual descriptor of the beneficiary.</xsd:documentation> </xsd:annotation> </xsd:element> </xsd:choice> <xsd:element name="originalAmount" type="Money"> <xsd:annotation> <xsd:documentation xml:lang="en">Original amount associated with the LC.</xsd:documentation> </xsd:annotation> </xsd:element> <xsd:choice> <xsd:element name="amount" type="Money"> <xsd:annotation> <xsd:documentation xml:lang="en">The total global amount associated with the letter of credit.</xsd:documentation> </xsd:annotation> </xsd:element> <xsd:element name="participationAmount" type="ParticipationAmount"> <xsd:annotation> <xsd:documentation xml:lang="en">The total lenders share amount associated with the letter of credit.</xsd:documentation> </xsd:annotation> </xsd:element> </xsd:choice> <xsd:element name="effectiveDate" type="xsd:date"> <xsd:annotation> <xsd:documentation xml:lang="en">Effective date of the loan contract. This is the date on which the funds are passed to the borrower.</xsd:documentation> </xsd:annotation> </xsd:element> <xsd:element name="expiryDate" type="xsd:date"> <xsd:annotation> <xsd:documentation xml:lang="en">Maturity date of the LC.</xsd:documentation> </xsd:annotation> </xsd:element> <xsd:element name="fxTerms" type="FxTerms" minOccurs="0"> <xsd:annotation> <xsd:documentation xml:lang="en">Defines FX exchange rate when loan contract and facility currencies are different.</xsd:documentation> </xsd:annotation> </xsd:element> <xsd:element name="evergreenOption" type="LcEvergreenOption" minOccurs="0"> <xsd:annotation> <xsd:documentation xml:lang="en">An option allowing the borrower to extend the tenor of the LC.</xsd:documentation> </xsd:annotation> </xsd:element> </xsd:sequence> </xsd:complexType> <xsd:complexType name="LoanPartyContact"> <xsd:annotation> <xsd:documentation xml:lang="en">Contact details for a particular aspect of loan servicing/trading.</xsd:documentation> </xsd:annotation> <xsd:sequence> <xsd:element name="firstName" type="xsd:string"> <xsd:annotation> <xsd:documentation xml:lang="en">Firstname of the contact.</xsd:documentation> </xsd:annotation> </xsd:element> <xsd:element name="lastName" type="xsd:string"> <xsd:annotation> <xsd:documentation xml:lang="en">Lastname of the contact.</xsd:documentation> </xsd:annotation> </xsd:element> <xsd:element name="institution" type="PartyReference"> <xsd:annotation> <xsd:documentation xml:lang="en">Institution to which the contact belongs.</xsd:documentation> </xsd:annotation> </xsd:element> <xsd:element name="loanPartyContactType" type="LoanPartyContactType"> <xsd:annotation> <xsd:documentation xml:lang="en">The role played by the contact.</xsd:documentation> </xsd:annotation> </xsd:element> <xsd:element name="email" type="xsd:string"> <xsd:annotation> <xsd:documentation xml:lang="en">Email address of the contact.</xsd:documentation> </xsd:annotation> </xsd:element> <xsd:element name="telephone" type="xsd:string"> <xsd:annotation> <xsd:documentation xml:lang="en">Telephone number of the contact.</xsd:documentation> </xsd:annotation> </xsd:element> <xsd:element name="fax" type="xsd:string"> <xsd:annotation> <xsd:documentation xml:lang="en">Telephone number of the contact.</xsd:documentation> </xsd:annotation> </xsd:element> </xsd:sequence> </xsd:complexType> <xsd:complexType name="LoanPartyContactType"> <xsd:annotation> <xsd:documentation xml:lang="en">A scheme which defines the role which a loan contact plays.</xsd:documentation> </xsd:annotation> <xsd:complexContent> <xsd:extension base="Scheme"> <xsd:attribute name="pricingChangeReasonScheme" type="xsd:anyURI" use="required"/> </xsd:extension> </xsd:complexContent> </xsd:complexType> <xsd:complexType name="LoanContract"> <xsd:annotation> <xsd:documentation xml:lang="en">A core structure describing a loan contract between borrower and lenders forming part or all of the credit line offered by a facility structure within a deal.</xsd:documentation> </xsd:annotation> <xsd:sequence> <xsd:element name="loanContractSummary" type="LoanContractSummary"> <xsd:annotation> <xsd:documentation xml:lang="en">A set of fields used to uniquely identify a specific loan contract within a given facility.</xsd:documentation> </xsd:annotation> </xsd:element> <xsd:element name="borrowerPartyReference" type="PartyReference"> <xsd:annotation> <xsd:documentation xml:lang="en">A reference to the borrower against a loan contract.</xsd:documentation> </xsd:annotation> </xsd:element> <xsd:choice> <xsd:element name="amount" type="Money"> <xsd:annotation> <xsd:documentation xml:lang="en">The global borrowing amount associated with the loan contract. The currency may or may not be the same as the facility currency.</xsd:documentation> </xsd:annotation> </xsd:element> <xsd:element name="participationAmount" type="ParticipationAmount"> <xsd:annotation> <xsd:documentation xml:lang="en">The borrowing amount associated with the loan contract, global and lender share. The currency may or may not be the same as the facility currency.</xsd:documentation> </xsd:annotation> </xsd:element> </xsd:choice> <xsd:element name="effectiveDate" type="xsd:date"> <xsd:annotation> <xsd:documentation xml:lang="en">The effective date of the loan contract. This is the date on which the funds are passed to the borrower. It is an actual (adjusted) date.</xsd:documentation> </xsd:annotation> </xsd:element> <xsd:element name="conditionsPrecedentMetFlag" type="xsd:boolean" minOccurs="0"> <xsd:annotation> <xsd:documentation xml:lang="en">A flag defining whether conditions precedent have been met. Once met, the borrower can start drawing against the associated facility.</xsd:documentation> </xsd:annotation> </xsd:element> <xsd:element name="conditionsPrecedentComment" type="xsd:string" minOccurs="0"> <xsd:annotation> <xsd:documentation xml:lang="en">A free text field defining the resons why conditions precedent have not been met.</xsd:documentation> </xsd:annotation> </xsd:element> <xsd:element name="fxTermsSchedule" type="FxTermsSchedule" minOccurs="0" maxOccurs="unbounded"> <xsd:annotation> <xsd:documentation xml:lang="en">Defines the exchange rate between the loan contract and facility currencies. This rate can be reset/redefined mid-period within an outstanding loan contract.</xsd:documentation> </xsd:annotation> </xsd:element> <xsd:element name="currentInterestRatePeriod" type="InterestRatePeriod"> <xsd:annotation> <xsd:documentation xml:lang="en">Defines the base rate and additional charges associated with the loan contract.</xsd:documentation> </xsd:annotation> </xsd:element> <xsd:element name="interestPaymentTenor" type="Interval" minOccurs="0"> <xsd:annotation> <xsd:documentation xml:lang="en">The frequency at which interest payments are made. As stated in the credit agreement.</xsd:documentation> </xsd:annotation> </xsd:element> <xsd:element name="nextInterestPaymentDate" type="xsd:date" minOccurs="0"> <xsd:annotation> <xsd:documentation xml:lang="en">The next interest payment is due on this date. This is an actual (adjusted) date.</xsd:documentation> </xsd:annotation> </xsd:element> </xsd:sequence> </xsd:complexType> <xsd:complexType name="LoanContractNotice" abstract="true"> <xsd:annotation> <xsd:documentation xml:lang="en">An abstract type containing all the common elements of a loan contract-level notice.</xsd:documentation> </xsd:annotation> <xsd:complexContent> <xsd:extension base="NotificationMessage"> <xsd:sequence> <xsd:group ref="FacilityNoticeDetails.model"/> <xsd:choice> <xsd:annotation> <xsd:documentation xml:lang="en">The sender may choose to either transmit the full or partial loan contract details.</xsd:documentation> </xsd:annotation> <xsd:element name="loanContract" type="LoanContract"> <xsd:annotation> <xsd:documentation xml:lang="en">A core structure describing a loan contract between borrower and lenders forming part or all of the credit line offered by a facility structure within a deal.</xsd:documentation> </xsd:annotation> </xsd:element> <xsd:element name="loanContractSummary" type="LoanContractSummary"> <xsd:annotation> <xsd:documentation xml:lang="en">A basic set of fields used to uniquely identify the loan contract.</xsd:documentation> </xsd:annotation> </xsd:element> </xsd:choice> </xsd:sequence> </xsd:extension> </xsd:complexContent> </xsd:complexType> <xsd:complexType name="LoanContractPosition"> <xsd:annotation> <xsd:documentation xml:lang="en">Represents outstanding loan amounts on both the global and lender position levels.</xsd:documentation> </xsd:annotation> <xsd:sequence> <xsd:element name="loanContractSummary" type="LoanContractSummary"> <xsd:annotation> <xsd:documentation xml:lang="en">A basic set of fields used to uniquely identify the loan contract.</xsd:documentation> </xsd:annotation> </xsd:element> <xsd:element name="currentAmount" type="ParticipationAmount"> <xsd:annotation> <xsd:documentation xml:lang="en">The current outstanding loan contract amount represented on a global and lender share perspective (this is post to any associated events).</xsd:documentation> </xsd:annotation> </xsd:element> <xsd:element name="priorAmount" type="ParticipationAmount" minOccurs="0"> <xsd:annotation> <xsd:documentation xml:lang="en">The previous outstanding loan contract amount represented on a global and lender share perspective (this is prior to any associated events).</xsd:documentation> </xsd:annotation> </xsd:element> </xsd:sequence> </xsd:complexType> <xsd:complexType name="LoanContractRepayment"> <xsd:annotation> <xsd:documentation xml:lang="en">The amount of principal repayment associated with a single loan contract.</xsd:documentation> </xsd:annotation> <xsd:sequence> <xsd:element name="loanContractSummary" type="LoanContractSummary"> <xsd:annotation> <xsd:documentation xml:lang="en">A basic set of fields used to uniquely identify the loan contract.</xsd:documentation> </xsd:annotation> </xsd:element> <xsd:element name="amount" type="ParticipationAmount"> <xsd:annotation> <xsd:documentation xml:lang="en">The amount of principal repayment associated with this loan contract. This can be represented at the global and the lender share levels.</xsd:documentation> </xsd:annotation> </xsd:element> <xsd:element name="interestPaidWithRepayment" type="InterestPaidWithRepaymentEnum"> <xsd:annotation> <xsd:documentation xml:lang="en">Defines whether interest is being paid together with the principal repayment (on repayment date).</xsd:documentation> </xsd:annotation> </xsd:element> </xsd:sequence> </xsd:complexType> <xsd:complexType name="LoanContractSummary"> <xsd:annotation> <xsd:documentation xml:lang="en">A basic set of fields used to uniquely identify the loan contract.</xsd:documentation> </xsd:annotation> <xsd:sequence> <xsd:element name="identifier" type="ContractIdentifier" maxOccurs="unbounded"> <xsd:annotation> <xsd:documentation xml:lang="en">A structure that can me used to store multiple identifiers for the loan contract. Each identifier has associated with it a scheme definition to tell the recepient the 'type' of the id.</xsd:documentation> </xsd:annotation> </xsd:element> <xsd:choice minOccurs="0"> <xsd:element name="originalAmount" type="Money"> <xsd:annotation> <xsd:documentation xml:lang="en">The original amount associated with the loan contract in loan contract currency.</xsd:documentation> </xsd:annotation> </xsd:element> <xsd:element name="participationAmount" type="ParticipationAmount"> <xsd:annotation> <xsd:documentation xml:lang="en">Loan contract amount, global and lender share in loan currency.</xsd:documentation> </xsd:annotation> </xsd:element> </xsd:choice> <xsd:element name="maturityDate" type="xsd:date" minOccurs="0"> <xsd:annotation> <xsd:documentation xml:lang="en">The maturity date of the loan contract. In the case of a PRIME-based loan, this field should be set to the maturity date of the facility.></xsd:documentation> </xsd:annotation> </xsd:element> </xsd:sequence> </xsd:complexType> <xsd:complexType name="MarginRateChange"> <xsd:annotation> <xsd:documentation xml:lang="en">The amount by which the margin rate has changed within a facility.</xsd:documentation> </xsd:annotation> <xsd:sequence> <xsd:choice> <xsd:element name="borrowingOptionType" type="BorrowingOptionType"> <xsd:annotation> <xsd:documentation xml:lang="en">The type of funded product for which the margin is being amended.</xsd:documentation> </xsd:annotation> </xsd:element> <xsd:element name="loanContractSummary" type="LoanContractSummary"> <xsd:annotation> <xsd:documentation xml:lang="en">A basic set of fields used to uniquely identify the loan contract.</xsd:documentation> </xsd:annotation> </xsd:element> </xsd:choice> <xsd:element name="effectiveDate" type="xsd:date"> <xsd:annotation> <xsd:documentation xml:lang="en">The effective date of the pricing change.</xsd:documentation> </xsd:annotation> </xsd:element> <xsd:element name="priorRate" type="xsd:decimal" minOccurs="0"> <xsd:annotation> <xsd:documentation xml:lang="en">The margin rate prior to the repricing.</xsd:documentation> </xsd:annotation> </xsd:element> <xsd:element name="postRate" type="xsd:decimal"> <xsd:annotation> <xsd:documentation xml:lang="en">The margin rate after the repricing.</xsd:documentation> </xsd:annotation> </xsd:element> </xsd:sequence> </xsd:complexType> <xsd:complexType name="OneOffFeeNotice"> <xsd:annotation> <xsd:documentation xml:lang="en">This defines a notification of a one-off fee being paid at either the loan contract or facility levels.</xsd:documentation> </xsd:annotation> <xsd:complexContent> <xsd:extension base="FacilityNotice"> <xsd:sequence> <xsd:choice minOccurs="0"> <xsd:element name="loanContractSummary" type="LoanContractSummary"> <xsd:annotation> <xsd:documentation xml:lang="en">A basic set of fields used to uniquely identify the loan contract.</xsd:documentation> </xsd:annotation> </xsd:element> <xsd:element name="lcSummary" type="LcSummary"> <xsd:annotation> <xsd:documentation xml:lang="en">A basic set of fields used to uniquely identify a letter of credit.</xsd:documentation> </xsd:annotation> </xsd:element> </xsd:choice> <xsd:element name="feePayment" type="OneOffFeePayment"> <xsd:annotation> <xsd:documentation xml:lang="en">A representation of the one-off payment.</xsd:documentation> </xsd:annotation> </xsd:element> <xsd:element name="party" type="Party" minOccurs="2" maxOccurs="unbounded"> <xsd:annotation> <xsd:documentation xml:lang="en">The parties involved with the associated transaction.</xsd:documentation> </xsd:annotation> </xsd:element> </xsd:sequence> </xsd:extension> </xsd:complexContent> </xsd:complexType> <xsd:complexType name="OneOffFeePayment"> <xsd:annotation> <xsd:documentation xml:lang="en">The details of a payment made by the borrower to the agent bank related to a given one-off facilty or loan contract fee.</xsd:documentation> </xsd:annotation> <xsd:sequence> <xsd:element name="feeType" type="OneOffFeeTypeEnum"> <xsd:annotation> <xsd:documentation xml:lang="en">Describes the type of the one-off fee.</xsd:documentation> </xsd:annotation> </xsd:element> <xsd:element name="effectiveDate" type="xsd:date"> <xsd:annotation> <xsd:documentation xml:lang="en">The date on which the fee is due. It is an actual (adjusted) date.</xsd:documentation> </xsd:annotation> </xsd:element> <xsd:element name="paymentDate" type="xsd:date"> <xsd:annotation> <xsd:documentation xml:lang="en">The date on which the fee is paid by the borrower to the agent bank. This is an actual (adjusted) date.</xsd:documentation> </xsd:annotation> </xsd:element> <xsd:element name="amount" type="ParticipationAmount"> <xsd:annotation> <xsd:documentation xml:lang="en">The global amount describes the amount paid by the borrower to the agent bank whereas the share amount describes the amount paid by the agent bank to the lender.</xsd:documentation> </xsd:annotation> </xsd:element> </xsd:sequence> </xsd:complexType> <xsd:complexType name="OnGoingFeeRateChange"> <xsd:annotation> <xsd:documentation xml:lang="en">The amount by which a specific type of facility fee rate has changed within a facility.</xsd:documentation> </xsd:annotation> <xsd:sequence> <xsd:element name="feeType" type="OnGoingFeeTypeEnum"> <xsd:annotation> <xsd:documentation xml:lang="en">Describes the type of the on-going fee.</xsd:documentation> </xsd:annotation> </xsd:element> <xsd:element name="lcSummary" type="LcSummary" minOccurs="0"> <xsd:annotation> <xsd:documentation xml:lang="en">A basic set of fields to identify an LC. Please note that the partyReference within the contract identifier should refer to the Issuing Bank. This element is optional due to the fact that there may not be any outstanding L/C's within the given facility, in which case we can use this structure to publish the L/C price change.</xsd:documentation> </xsd:annotation> </xsd:element> <xsd:element name="effectiveDate" type="xsd:date"> <xsd:annotation> <xsd:documentation xml:lang="en">The effective date of the on-going fee pricing change.</xsd:documentation> </xsd:annotation> </xsd:element> <xsd:element name="priorRate" type="xsd:decimal" minOccurs="0"> <xsd:annotation> <xsd:documentation xml:lang="en">The on-going fee rate prior to the repricing.</xsd:documentation> </xsd:annotation> </xsd:element> <xsd:element name="postRate" type="xsd:decimal"> <xsd:annotation> <xsd:documentation xml:lang="en">The on-going fee rate after the repricing.</xsd:documentation> </xsd:annotation> </xsd:element> </xsd:sequence> </xsd:complexType> <xsd:complexType name="OnGoingFeeNotice"> <xsd:annotation> <xsd:documentation xml:lang="en">The agent bank will request that the borrower makes a fee payment in accordance with the credit agreement. The borrower will make a payment to the agent bank after which the agent bank will calculate each lender's fee amount.</xsd:documentation> </xsd:annotation> <xsd:complexContent> <xsd:extension base="FacilityNotice"> <xsd:sequence> <xsd:choice minOccurs="0"> <xsd:element name="loanContractSummary" type="LoanContractSummary"> <xsd:annotation> <xsd:documentation xml:lang="en">A basic set of fields used to uniquely identify the loan contract.</xsd:documentation> </xsd:annotation> </xsd:element> <xsd:element name="lcSummary" type="LcSummary"> <xsd:annotation> <xsd:documentation xml:lang="en">A basic set of fields used to uniquely identify a letter of credit.</xsd:documentation> </xsd:annotation> </xsd:element> </xsd:choice> <xsd:element name="feePayment" type="OnGoingFeePayment"> <xsd:annotation> <xsd:documentation xml:lang="en">A representation of the on-going fee payment.</xsd:documentation> </xsd:annotation> </xsd:element> <xsd:element name="feeAccrualSchedule" type="FeeAccrualSchedule"> <xsd:annotation> <xsd:documentation xml:lang="en">The details of the underlying elements that effect the calculation of a fee accrual.</xsd:documentation> </xsd:annotation> </xsd:element> <xsd:element name="party" type="Party" minOccurs="2" maxOccurs="unbounded"> <xsd:annotation> <xsd:documentation xml:lang="en">The parties involved with the associated transaction.</xsd:documentation> </xsd:annotation> </xsd:element> </xsd:sequence> </xsd:extension> </xsd:complexContent> </xsd:complexType> <xsd:complexType name="OnGoingFeePayment"> <xsd:annotation> <xsd:documentation xml:lang="en">The details of a payment made by the borrower to the agent bank related to a given on-going facilty fee.</xsd:documentation> </xsd:annotation> <xsd:sequence> <xsd:element name="feeType" type="OnGoingFeeTypeEnum"> <xsd:annotation> <xsd:documentation xml:lang="en">Describes the type of the on-going fee.</xsd:documentation> </xsd:annotation> </xsd:element> <xsd:group ref="Period.model"> <xsd:annotation> <xsd:documentation xml:lang="en">The period against which the on-going fee is due. This is a period of actual (adjusted) dates.</xsd:documentation> </xsd:annotation> </xsd:group> <xsd:element name="feeDayBasis" type="DayCountFraction" minOccurs="0"> <xsd:annotation> <xsd:documentation xml:lang="en">The day count basis for the fee calculation period.</xsd:documentation> </xsd:annotation> </xsd:element> <xsd:element name="paymentDate" type="xsd:date"> <xsd:annotation> <xsd:documentation xml:lang="en">The day on which the fee is paid by the borrower to the agent bank. This is an actual (adjusted) date.</xsd:documentation> </xsd:annotation> </xsd:element> <xsd:element name="amount" type="ParticipationAmount"> <xsd:annotation> <xsd:documentation xml:lang="en">The global amount describes the amount paid by the borrower to the agent bank whereas the share amount describes the amount paid by the agent bank to the lender.</xsd:documentation> </xsd:annotation> </xsd:element> </xsd:sequence> </xsd:complexType> <xsd:complexType name="ParticipationAmount"> <xsd:annotation> <xsd:documentation xml:lang="en">Generic type to represent amounts at the global (borrower's viewpoint) and the lender share (lender's viewpoint) levels.</xsd:documentation> </xsd:annotation> <xsd:sequence> <xsd:element name="globalAmount" type="Money" minOccurs="0"> <xsd:annotation> <xsd:documentation xml:lang="en">The global amount associated with either a business event or an asset balance amount.</xsd:documentation> </xsd:annotation> </xsd:element> <xsd:element name="shareAmount" type="Money"> <xsd:annotation> <xsd:documentation xml:lang="en">The lender's share amount associated with a business event or an asset balance amount.</xsd:documentation> </xsd:annotation> </xsd:element> </xsd:sequence> </xsd:complexType> <xsd:complexType name="PikPeriod"> <xsd:annotation> <xsd:documentation xml:lang="en">A period with a constant PIK percentage - the percentage of margin which is capitalized.</xsd:documentation> </xsd:annotation> <xsd:sequence> <xsd:group ref="Period.model"> <xsd:annotation> <xsd:documentation xml:lang="en">Dates defining the period. This is a period of actual (adjusted) dates.</xsd:documentation> </xsd:annotation> </xsd:group> <xsd:element name="pikPercent" type="xsd:decimal"> <xsd:annotation> <xsd:documentation xml:lang="en">The percentage of either the base rate or margin that will be capitalized.</xsd:documentation> </xsd:annotation> </xsd:element> </xsd:sequence> </xsd:complexType> <xsd:complexType name="PricingChangeNotice"> <xsd:annotation> <xsd:documentation xml:lang="en">A notice used to notify changes in the pricing of a given facility.</xsd:documentation> </xsd:annotation> <xsd:complexContent> <xsd:extension base="FacilityNotice"> <xsd:sequence> <xsd:element name="pricingChangeReason" type="PricingChangeReason" minOccurs="0"> <xsd:annotation> <xsd:documentation xml:lang="en">Denotes the reason a facility has had to be re-priced.</xsd:documentation> </xsd:annotation> </xsd:element> <xsd:choice> <xsd:sequence> <xsd:element name="marginRateChange" type="MarginRateChange" maxOccurs="unbounded"> <xsd:annotation> <xsd:documentation xml:lang="en">The amount by which the margin rate has changed within a facility.</xsd:documentation> </xsd:annotation> </xsd:element> <xsd:element name="onGoingFeeRateChange" type="OnGoingFeeRateChange" minOccurs="0" maxOccurs="unbounded"> <xsd:annotation> <xsd:documentation xml:lang="en"/> </xsd:annotation> </xsd:element> </xsd:sequence> <xsd:element name="onGoingFeeRateChange" type="OnGoingFeeRateChange" maxOccurs="unbounded"> <xsd:annotation> <xsd:documentation xml:lang="en"/> </xsd:annotation> </xsd:element> </xsd:choice> <xsd:element name="party" type="Party" minOccurs="2" maxOccurs="unbounded"> <xsd:annotation> <xsd:documentation xml:lang="en">The parties involved with the associated transaction.</xsd:documentation> </xsd:annotation> </xsd:element> </xsd:sequence> </xsd:extension> </xsd:complexContent> </xsd:complexType> <xsd:complexType name="PricingChangeReason"> <xsd:annotation> <xsd:documentation xml:lang="en">A scheme which defines the reasons why a facility re-pricing has occurred.</xsd:documentation> </xsd:annotation> <xsd:complexContent> <xsd:extension base="Scheme"> <xsd:attribute name="pricingChangeReasonScheme" type="xsd:anyURI" use="required"/> </xsd:extension> </xsd:complexContent> </xsd:complexType> <xsd:complexType name="PriorLoanContract"> <xsd:annotation> <xsd:documentation xml:lang="en">Information about single maturing loan contract.</xsd:documentation> </xsd:annotation> <xsd:sequence> <xsd:element name="loanContractSummary" type="LoanContractSummary"> <xsd:annotation> <xsd:documentation xml:lang="en">A basic set of fields used to uniquely identify the loan contract.</xsd:documentation> </xsd:annotation> </xsd:element> <xsd:group ref="InterestPaymentDetails.model" minOccurs="0"> <xsd:annotation> <xsd:documentation xml:lang="en">A model which contains all fields required to describe an interest payment.</xsd:documentation> </xsd:annotation> </xsd:group> </xsd:sequence> </xsd:complexType> <xsd:complexType name="PriorLoanContracts"> <xsd:annotation> <xsd:documentation xml:lang="en">Section in the rollover describing currently maturing loan contracts.</xsd:documentation> </xsd:annotation> <xsd:sequence> <xsd:element name="priorLoanContract" type="PriorLoanContract" maxOccurs="unbounded"> <xsd:annotation> <xsd:documentation xml:lang="en">A single maturing loan contract.</xsd:documentation> </xsd:annotation> </xsd:element> <xsd:choice minOccurs="0"> <xsd:element name="repayment" type="Repayment"> <xsd:annotation> <xsd:documentation xml:lang="en">A full repayment structure including loan contract level repayment details.</xsd:documentation> </xsd:annotation> </xsd:element> <xsd:element name="facilityRepayment" type="FacilityRepayment"> <xsd:annotation> <xsd:documentation xml:lang="en">A high-level repayment structure outlining the total repayment amount at the facility level.</xsd:documentation> </xsd:annotation> </xsd:element> </xsd:choice> </xsd:sequence> </xsd:complexType> <xsd:complexType name="RatePeriod"> <xsd:annotation> <xsd:documentation xml:lang="en">Defines a generic 'rate' for a defined period.</xsd:documentation> </xsd:annotation> <xsd:sequence> <xsd:group ref="Period.model"> <xsd:annotation> <xsd:documentation xml:lang="en">The dates defining the period. This is a period of actual (adjusted) dates.</xsd:documentation> </xsd:annotation> </xsd:group> <xsd:element name="rate" type="xsd:decimal"> <xsd:annotation> <xsd:documentation xml:lang="en">The rate applied to this period.</xsd:documentation> </xsd:annotation> </xsd:element> </xsd:sequence> </xsd:complexType> <xsd:complexType name="Repayment"> <xsd:annotation> <xsd:documentation xml:lang="en">Representation of a repayment made by the borrower. This structure represents the repayment at the facility and loan contract levels.</xsd:documentation> </xsd:annotation> <xsd:sequence> <xsd:element name="facilityRepayment" type="FacilityRepayment"> <xsd:annotation> <xsd:documentation xml:lang="en">Representation of a principal repayment shown at the facility level.</xsd:documentation> </xsd:annotation> </xsd:element> <xsd:element name="loanContractRepayment" type="LoanContractRepayment" maxOccurs="unbounded"> <xsd:annotation> <xsd:documentation xml:lang="en">Representation of a principal repayment shown at the loan contract level.</xsd:documentation> </xsd:annotation> </xsd:element> </xsd:sequence> </xsd:complexType> <xsd:complexType name="RepaymentNotice"> <xsd:annotation> <xsd:documentation xml:lang="en">A notice describing a principal repayment to be made by the borrower.</xsd:documentation> </xsd:annotation> <xsd:complexContent> <xsd:extension base="FacilityNotice"> <xsd:sequence> <xsd:element name="repayment" type="Repayment"> <xsd:annotation> <xsd:documentation xml:lang="en">Representation of a repayment made by the borrower. This structure represents the repayment at the facility and loan contract levels.</xsd:documentation> </xsd:annotation> </xsd:element> <xsd:element name="party" type="Party" minOccurs="2" maxOccurs="unbounded"> <xsd:annotation> <xsd:documentation xml:lang="en">The parties involved with the associated transaction.</xsd:documentation> </xsd:annotation> </xsd:element> </xsd:sequence> </xsd:extension> </xsd:complexContent> </xsd:complexType> <xsd:complexType name="RolloverNotice"> <xsd:annotation> <xsd:documentation xml:lang="en">A rollover notice used for both simple as well as complex rollover situations.</xsd:documentation> </xsd:annotation> <xsd:complexContent> <xsd:extension base="FacilityNotice"> <xsd:sequence> <xsd:element name="priorLoanContracts" type="PriorLoanContracts"> <xsd:annotation> <xsd:documentation xml:lang="en">Details of all loan contracts due to mature and all corresponding interest payments to be paid for the given rollover event.</xsd:documentation> </xsd:annotation> </xsd:element> <xsd:element name="currentLoanContracts" type="CurrentLoanContracts"> <xsd:annotation> <xsd:documentation xml:lang="en">A list of the new loan contracts to be created as a result of this rollover.</xsd:documentation> </xsd:annotation> </xsd:element> <xsd:element name="party" type="Party" minOccurs="2" maxOccurs="unbounded"> <xsd:annotation> <xsd:documentation xml:lang="en">The parties involved with the associated transaction.</xsd:documentation> </xsd:annotation> </xsd:element> </xsd:sequence> </xsd:extension> </xsd:complexContent> </xsd:complexType> <xsd:complexType name="TradingConsentType"> <xsd:annotation> <xsd:documentation xml:lang="en">Defines whether trading consent is required when transferring the facility in the secondary markets.</xsd:documentation> </xsd:annotation> <xsd:complexContent> <xsd:extension base="Scheme"> <xsd:attribute name="borrowingOptionTypeScheme" type="xsd:anyURI" use="required"/> </xsd:extension> </xsd:complexContent> </xsd:complexType> <!-- Generic Syndicated Loan .model Structures --> <xsd:group name="DealRoles.model"> <xsd:annotation> <xsd:documentation xml:lang="en">A model which contains all roles played within a given deal.</xsd:documentation> </xsd:annotation> <xsd:sequence> <xsd:element name="agentPartyReference" type="PartyReference"> <xsd:annotation> <xsd:documentation xml:lang="en">A reference to the agent bank for the given deal.</xsd:documentation> </xsd:annotation> </xsd:element> <xsd:element name="borrowerPartyReference" type="PartyReference"> <xsd:annotation> <xsd:documentation xml:lang="en">A reference to the main borrower for the given deal.</xsd:documentation> </xsd:annotation> </xsd:element> <xsd:element name="addBorrowerPartyReference" type="PartyReference" minOccurs="0" maxOccurs="unbounded"> <xsd:annotation> <xsd:documentation xml:lang="en">References to additional borrowers associated with the specified facility.</xsd:documentation> </xsd:annotation> </xsd:element> <xsd:element name="guarantorPartyReference" type="PartyReference" minOccurs="0" maxOccurs="unbounded"> <xsd:annotation> <xsd:documentation xml:lang="en">References to additional guarantors associated with the specified facility.</xsd:documentation> </xsd:annotation> </xsd:element> <xsd:element name="syndicationLeadPartyReference" type="PartyReference" minOccurs="0"> <xsd:annotation> <xsd:documentation xml:lang="en">A reference to the lead syndication bank for the given deal.</xsd:documentation> </xsd:annotation> </xsd:element> </xsd:sequence> </xsd:group> <xsd:group name="FacilityNoticeDetails.model"> <xsd:annotation> <xsd:documentation xml:lang="en">A model which contains all fields required on the business header section of a facility notice.</xsd:documentation> </xsd:annotation> <xsd:sequence> <xsd:element name="noticeDate" type="xsd:date"> <xsd:annotation> <xsd:documentation xml:lang="en">The date on which the notice was generated.</xsd:documentation> </xsd:annotation> </xsd:element> <xsd:element name="effectiveDate" type="xsd:date" minOccurs="0"> <xsd:annotation> <xsd:documentation xml:lang="en">The date on which the associated business event is effective.</xsd:documentation> </xsd:annotation> </xsd:element> <xsd:element name="eventId" type="EventId"> <xsd:annotation> <xsd:documentation xml:lang="en">The identifier that defines the business event which requires the creation of a notice.</xsd:documentation> </xsd:annotation> </xsd:element> <xsd:element name="modificationFlag" type="xsd:boolean" minOccurs="0"> <xsd:annotation> <xsd:documentation xml:lang="en">Defines whether the notification being sent out is a modification or a new notification. In the case of a modification, the eventId should match with the eventId on a previous message. This is, however, not validated within the schema.</xsd:documentation> </xsd:annotation> </xsd:element> <xsd:choice> <xsd:element name="deal" type="Deal"> <xsd:annotation> <xsd:documentation xml:lang="en">A full deal structure.</xsd:documentation> </xsd:annotation> </xsd:element> <xsd:group ref="SummarizedDealDetails.model"> <xsd:annotation> <xsd:documentation xml:lang="en">A model which contains summarized details around the deal.</xsd:documentation> </xsd:annotation> </xsd:group> </xsd:choice> <xsd:element name="lenderPartyReference" type="PartyReference" minOccurs="0"> <xsd:annotation> <xsd:documentation xml:lang="en">A reference to the lender(s) associated with the associated loan contract(s).</xsd:documentation> </xsd:annotation> </xsd:element> <xsd:element name="facilityCommitmentPosition" type="FacilityCommitmentPosition" minOccurs="0"> <xsd:annotation> <xsd:documentation xml:lang="en">A structure which contains the position being held by the lender on both the facility and loan contract levels. This position information is from the message sender's viewpoint as of the date of the associated notice.</xsd:documentation> </xsd:annotation> </xsd:element> <xsd:element name="exceptionFlag" type="xsd:boolean" minOccurs="0"> <xsd:annotation> <xsd:documentation xml:lang="en">A flag which can be set by the message sender in order to signify an exceptional business event.</xsd:documentation> </xsd:annotation> </xsd:element> <xsd:element name="comments" type="xsd:string" minOccurs="0"> <xsd:annotation> <xsd:documentation xml:lang="en">A free-form, manually entered field which will be used by users directly for additional information.</xsd:documentation> </xsd:annotation> </xsd:element> <xsd:element name="loanPartyContact" type="LoanPartyContact" minOccurs="0" maxOccurs="unbounded"> <xsd:annotation> <xsd:documentation xml:lang="en">A collection of loan party contact details.</xsd:documentation> </xsd:annotation> </xsd:element> </xsd:sequence> </xsd:group> <xsd:group name="FacilityRoles.model"> <xsd:annotation> <xsd:documentation xml:lang="en">A model which contains all roles played within a given facility.</xsd:documentation> </xsd:annotation> <xsd:sequence> <xsd:element name="agentPartyReference" type="PartyReference" minOccurs="0"> <xsd:annotation> <xsd:documentation xml:lang="en">A reference to the agent bank for the given deal.</xsd:documentation> </xsd:annotation> </xsd:element> <xsd:element name="borrowerPartyReference" type="PartyReference"> <xsd:annotation> <xsd:documentation xml:lang="en">A reference to the main borrower for the given deal.</xsd:documentation> </xsd:annotation> </xsd:element> <xsd:element name="addBorrowerPartyReference" type="PartyReference" minOccurs="0" maxOccurs="unbounded"> <xsd:annotation> <xsd:documentation xml:lang="en">References to additional borrowers associated with the specified facility.</xsd:documentation> </xsd:annotation> </xsd:element> <xsd:element name="guarantorPartyReference" type="PartyReference" minOccurs="0" maxOccurs="unbounded"> <xsd:annotation> <xsd:documentation xml:lang="en">References to additional guarantors associated with the specified facility.</xsd:documentation> </xsd:annotation> </xsd:element> </xsd:sequence> </xsd:group> <xsd:group name="InterestPaymentDetails.model"> <xsd:annotation> <xsd:documentation xml:lang="en">A model which contains all fields required to describe an interest payment.</xsd:documentation> </xsd:annotation> <xsd:sequence> <xsd:element name="interestPayment" type="InterestPayment"> <xsd:annotation> <xsd:documentation xml:lang="en">Represents the total amount of interest paid by the borrower to the agent bank and the share of it paid to the lender.</xsd:documentation> </xsd:annotation> </xsd:element> <xsd:element name="interestAccrualSchedule" type="InterestAccrualSchedule"> <xsd:annotation> <xsd:documentation xml:lang="en">A schedule that incorporates all sub-periods of an interest accrual calculation.</xsd:documentation> </xsd:annotation> </xsd:element> </xsd:sequence> </xsd:group> <xsd:group name="SummarizedDealDetails.model"> <xsd:annotation> <xsd:documentation xml:lang="en">A model which contains summarized details around the deal. This model is used in the facility details model.</xsd:documentation> </xsd:annotation> <xsd:sequence> <xsd:element name="agentBankPartyReference" type="PartyReference" minOccurs="0"> <xsd:annotation> <xsd:documentation xml:lang="en">A reference to the agent bank for the given deal.</xsd:documentation> </xsd:annotation> </xsd:element> <xsd:element name="borrowerPartyReference" type="PartyReference" minOccurs="0"> <xsd:annotation> <xsd:documentation xml:lang="en">A reference to the borrower against the associated loan contract(s).</xsd:documentation> </xsd:annotation> </xsd:element> <xsd:element name="dealSummary" type="DealSummary"> <xsd:annotation> <xsd:documentation xml:lang="en">A data structure which contains the identifying characteristics of the given deal.</xsd:documentation> </xsd:annotation> </xsd:element> <xsd:element name="facilitySummary" type="FacilitySummary"> <xsd:annotation> <xsd:documentation xml:lang="en">A data structure which contains the identifying characteristics of the given facility.</xsd:documentation> </xsd:annotation> </xsd:element> </xsd:sequence> </xsd:group> <!-- Secondary Trading Structures --> <xsd:complexType name="AllocatedMultiFacilityTrade"> <xsd:annotation> <xsd:documentation xml:lang="en">Facility-level trade allocation details.</xsd:documentation> </xsd:annotation> <xsd:sequence> <xsd:element name="buyerCounterparty" type="TradingCounterparty"/> <xsd:element name="multiFacilityTrade" type="MultiFacilityTrade"/> </xsd:sequence> </xsd:complexType> <xsd:complexType name="DealTrade"> <xsd:annotation> <xsd:documentation xml:lang="en">A trade structure containing all the deal-level trade information. This structure also contains the main (e.g. fund manager/main counterparty) trade details.</xsd:documentation> </xsd:annotation> <xsd:sequence> <xsd:element name="dealTradeId" type="PartyTradeIdentifier"> <xsd:annotation> <xsd:documentation xml:lang="en">The identifier that defines the business event which requires the creation of a notice.</xsd:documentation> </xsd:annotation> </xsd:element> <xsd:choice> <xsd:element name="dealSummary" type="DealSummary"> <xsd:annotation> <xsd:documentation xml:lang="en">A data structure which contains the identifying characteristics of the given deal.</xsd:documentation> </xsd:annotation> </xsd:element> <xsd:element name="deal" type="Deal"> <xsd:annotation> <xsd:documentation xml:lang="en">A data structure which contains the full details of the given deal.</xsd:documentation> </xsd:annotation> </xsd:element> </xsd:choice> <xsd:element name="sellerCounterparty" type="TradingCounterparty"/> <xsd:element name="buyerCounterparty" type="TradingCounterparty"/> <xsd:element name="tradeDate" type="xsd:date"> <xsd:annotation> <xsd:documentation xml:lang="en">The trade date associated with a specified trade record.</xsd:documentation> </xsd:annotation> </xsd:element> <xsd:element name="expectedSettlementDate" type="xsd:date" minOccurs="0"> <xsd:annotation> <xsd:documentation xml:lang="en">The expected settlement date associated with a specified trade record.</xsd:documentation> </xsd:annotation> </xsd:element> <xsd:element name="tradingAssociation" type="TradingAssocEnum"/> <xsd:element name="parDistressedFlag" type="xsd:boolean"/> <xsd:element name="formOfPurchase" type="FormOfPurchaseEnum"/> <xsd:element name="accrualSettlementType" type="AccrualSettlementEnum"/> <xsd:element name="creditDocsFlag" type="xsd:boolean"/> <xsd:element name="otherTradeTerms" type="xsd:string" minOccurs="0"> <xsd:annotation> <xsd:documentation xml:lang="en">A free-form, manually entered field which will be used by users directly for additional information.</xsd:documentation> </xsd:annotation> </xsd:element> </xsd:sequence> </xsd:complexType> <xsd:complexType name="DealTradeNotice" abstract="true"> <xsd:annotation> <xsd:documentation xml:lang="en">A base type for all deal-level trading notices.</xsd:documentation> </xsd:annotation> <xsd:complexContent> <xsd:extension base="NotificationMessage"> <xsd:sequence> <xsd:element name="noticeDate" type="xsd:date"> <xsd:annotation> <xsd:documentation xml:lang="en">The date on which the notice was generated.</xsd:documentation> </xsd:annotation> </xsd:element> <xsd:element name="dealTrade" type="DealTrade"> <xsd:annotation> <xsd:documentation xml:lang="en"/> </xsd:annotation> </xsd:element> </xsd:sequence> </xsd:extension> </xsd:complexContent> </xsd:complexType> <xsd:complexType name="DelayedCompensation"> <xsd:annotation> <xsd:documentation xml:lang="en"/> </xsd:annotation> <xsd:sequence> <xsd:group ref="Period.model"> <xsd:annotation> <xsd:documentation xml:lang="en">A period by which settlement of a secondary trade has been delayed. This period is specific to the trading counterparty.</xsd:documentation> </xsd:annotation> </xsd:group> <xsd:element name="delayedCompAccrualType" type="DelayedCompAccrualEnum"/> <xsd:element name="delayedCompAmount" type="Money" maxOccurs="unbounded"/> </xsd:sequence> </xsd:complexType> <xsd:complexType name="MultiFacilityTrade"> <xsd:annotation> <xsd:documentation xml:lang="en">Facility-level trade details.</xsd:documentation> </xsd:annotation> <xsd:sequence> <xsd:element name="oneOffFeePayment" type="OneOffFeePayment" minOccurs="0" maxOccurs="unbounded"/> <xsd:element name="delayedCompensation" type="DelayedCompensation" minOccurs="0"/> <xsd:element name="facilityTrade" type="FacilityTrade" maxOccurs="unbounded"/> </xsd:sequence> </xsd:complexType> <xsd:complexType name="FacilityTrade"> <xsd:annotation> <xsd:documentation xml:lang="en">Facility-level trade details.</xsd:documentation> </xsd:annotation> <xsd:sequence> <xsd:element name="facilityTradeId" type="PartyTradeIdentifier"> <xsd:annotation> <xsd:documentation xml:lang="en">The identifier that defines the specific facility being traded.</xsd:documentation> </xsd:annotation> </xsd:element> <xsd:element name="facilitySummary" type="FacilitySummary"/> <xsd:element name="tradeAmount" type="Money"/> <xsd:element name="tradePrice" type="PositiveDecimal"/> <xsd:element name="loanContractTrade" type="LoanContractTrade" minOccurs="0" maxOccurs="unbounded"/> <xsd:element name="lcTrade" type="LcTrade" minOccurs="0" maxOccurs="unbounded"/> <xsd:element name="feeAccrual" type="FeeAccrualSchedule" minOccurs="0" maxOccurs="unbounded"/> </xsd:sequence> </xsd:complexType> <xsd:complexType name="LcTrade"> <xsd:annotation> <xsd:documentation xml:lang="en">Letter of Credit level trade details.</xsd:documentation> </xsd:annotation> <xsd:sequence> <xsd:element name="lcTradeId" type="PartyTradeIdentifier"> <xsd:annotation> <xsd:documentation xml:lang="en">The identifier that defines the specific letter of credit being traded.</xsd:documentation> </xsd:annotation> </xsd:element> <xsd:element name="lcSummary" type="LcSummary"/> <xsd:element name="tradeAmount" type="Money"/> <xsd:element name="lcAccrualSchedule" type="FeeAccrualSchedule"> <xsd:annotation> <xsd:documentation xml:lang="en">This is a generic fee accrual schedule but we must specify a rule to state that this structure must only be used describe the LC accrual.</xsd:documentation> </xsd:annotation> </xsd:element> </xsd:sequence> </xsd:complexType> <xsd:complexType name="LoanContractTrade"> <xsd:annotation> <xsd:documentation xml:lang="en">Loan Contract level trade details.</xsd:documentation> </xsd:annotation> <xsd:sequence> <xsd:element name="loanContractTradeId" type="PartyTradeIdentifier" minOccurs="0"> <xsd:annotation> <xsd:documentation xml:lang="en">The identifier that defines the specific loan contract being traded.</xsd:documentation> </xsd:annotation> </xsd:element> <xsd:element name="loanContractSummary" type="LoanContractSummary"/> <xsd:element name="tradeAmount" type="Money"/> <xsd:element name="interestAccrualSchedule" type="InterestAccrualSchedule"/> <xsd:element name="delayedCompensation" type="DelayedCompensation" minOccurs="0"/> </xsd:sequence> </xsd:complexType> <xsd:complexType name="SyndicatedLoanTrade"> <xsd:annotation> <xsd:documentation xml:lang="en">Syndicated loan trade structure.</xsd:documentation> </xsd:annotation> <xsd:complexContent> <xsd:extension base="DealTradeNotice"> <xsd:sequence> <xsd:choice> <xsd:element name="allocatedMultiFacilityTrade" type="AllocatedMultiFacilityTrade" maxOccurs="unbounded"/> <xsd:element name="multiFacilityTrade" type="MultiFacilityTrade"/> </xsd:choice> <xsd:element name="party" type="Party" minOccurs="2" maxOccurs="unbounded"/> </xsd:sequence> </xsd:extension> </xsd:complexContent> </xsd:complexType> <xsd:complexType name="TradingCounterparty"> <xsd:annotation> <xsd:documentation xml:lang="en">Trading counterparty</xsd:documentation> </xsd:annotation> <xsd:sequence> <xsd:element name="counterpartyReference" type="PartyReference"/> <xsd:element name="loanPartyContact" type="LoanPartyContact"/> <xsd:element name="principalOrAgent" type="PrincipalAgentEnum"/> </xsd:sequence> </xsd:complexType> </xsd:schema>