FpML 2.0 XML DTD, Display Version
<?xml version='1.0' encoding='UTF-8' ?> <!--Generated by XML Authority--> <!--From: http://www.fpml.org/spec/2003/rec-fpml-2-0-2003-02-10/dtd-and-sample-xml-2-0-2003-02-10.zip 2003-03-07 --> <!-- uri://www.fpml.org/spec/2003/fpml-dtd-2-0-2003-02-10 --> <!ENTITY % FpML_Product "productType?"> <!ENTITY % FpML_AdjustableDate "unadjustedDate , dateAdjustments"> <!ENTITY % FpML_BusinessCenters "businessCenter+"> <!ENTITY % FpML_BusinessDayAdjustments "businessDayConvention , (businessCentersReference | businessCenters)?"> <!ENTITY % FpML_Calculation "((notionalSchedule | fxLinkedNotionalSchedule) , (fixedRateSchedule | floatingRateCalculation) , dayCountFraction , discounting? , compoundingMethod?)"> <!ENTITY % FpML_CalculationPeriod "unadjustedStartDate? , unadjustedEndDate? , adjustedStartDate? , adjustedEndDate? , calculationPeriodNumberOfDays? , (notionalAmount | fxLinkedNotionalAmount) , (floatingRateDefinition | fixedRate)"> <!ENTITY % FpML_CalculationPeriodAmount "calculation | knownAmountSchedule"> <!ENTITY % FpML_CalculationPeriodDates "effectiveDate , terminationDate , calculationPeriodDatesAdjustments , firstPeriodStartDate? , firstRegularPeriodStartDate? , lastRegularPeriodEndDate? , calculationPeriodFrequency"> <!ENTITY % FpML_Cashflows "cashflowsMatchParameters , principalExchange* , paymentCalculationPeriod*"> <!ENTITY % FpML_Discounting "discountingType , discountRate? , discountRateDayCountFraction?"> <!ENTITY % FpML_Payment "payerPartyReference , receiverPartyReference , paymentAmount , paymentDate? , adjustedPaymentDate?"> <!ENTITY % FpML_Fee "%FpML_Payment; , paymentType?"> <!ENTITY % FpML_FloatingRate "floatingRateIndex , indexTenor? , floatingRateMultiplierSchedule? , spreadSchedule? , rateTreatment? , capRateSchedule* , floorRateSchedule*"> <!ENTITY % FpML_FloatingRateCalculation "(%FpML_FloatingRate; , initialRate? , finalRateRounding? , averagingMethod? , negativeInterestRateTreatment?)"> <!ENTITY % FpML_FloatingRateDefinition "calculatedRate? , rateObservation* , floatingRateMultiplier? , spread? , capRate* , floorRate*"> <!ENTITY % FpML_Fra "%FpML_Product; , buyerPartyReference , sellerPartyReference , adjustedEffectiveDate , adjustedTerminationDate , paymentDate , fixingDateOffset , dayCountFraction , calculationPeriodNumberOfDays , notional , fixedRate , floatingRateIndex , indexTenor+ , fraDiscounting"> <!ENTITY % FpML_InterestRateStream "payerPartyReference , receiverPartyReference , calculationPeriodDates , paymentDates , resetDates? , calculationPeriodAmount , stubCalculationPeriodAmount? , principalExchanges? , cashflows?"> <!ENTITY % FpML_Interval "periodMultiplier , period"> <!ENTITY % FpML_CalculationPeriodFrequency "(%FpML_Interval; , rollConvention)"> <!ENTITY % FpML_Money "currency , amount"> <!ENTITY % FpML_Notional "notionalStepSchedule , notionalStepParameters?"> <!ENTITY % FpML_NotionalStepRule "calculationPeriodDatesReference , stepFrequency , firstNotionalStepDate , lastNotionalStepDate , (notionalStepAmount | (notionalStepRate , stepRelativeTo))"> <!ENTITY % FpML_Offset "(%FpML_Interval; , dayType?)"> <!ENTITY % FpML_Party "partyId , partyName?"> <!ENTITY % FpML_PartyTradeIdentifier "partyReference , tradeId+ , linkId*"> <!ENTITY % FpML_PaymentCalculationPeriod "unadjustedPaymentDate? , adjustedPaymentDate? , (calculationPeriod+ | fixedPaymentAmount)"> <!ENTITY % FpML_PaymentDates "((calculationPeriodDatesReference | resetDatesReference) , paymentFrequency , firstPaymentDate? , lastRegularPaymentDate? , payRelativeTo , paymentDaysOffset? , paymentDatesAdjustments)"> <!ENTITY % FpML_PrincipalExchange "unadjustedPrincipalExchangeDate? , adjustedPrincipalExchangeDate? , principalExchangeAmount?"> <!ENTITY % FpML_PrincipalExchanges "initialExchange , finalExchange , intermediateExchange"> <!ENTITY % FpML_ProductSelection "(bulletPayment | capFloor | fra | swap | swaption)"> <!ENTITY % FpML_RateObservation "resetDate? , adjustedFixingDate? , observedRate? , treatedRate? , observationWeight , rateReference?"> <!ENTITY % FpML_RelativeDateOffset "(%FpML_Offset; , businessDayConvention , (businessCentersReference | businessCenters)? , dateRelativeTo)"> <!ENTITY % FpML_ResetDates "calculationPeriodDatesReference , resetRelativeTo? , fixingDates , rateCutOffDaysOffset? , resetFrequency , resetDatesAdjustments"> <!ENTITY % FpML_ResetFrequency "(%FpML_Interval; , weeklyRollConvention?)"> <!ENTITY % FpML_Rounding "roundingDirection , precision"> <!ENTITY % FpML_Schedule "initialValue , step*"> <!ENTITY % FpML_AmountSchedule "(%FpML_Schedule; , currency)"> <!ENTITY % FpML_Step "stepDate , stepValue"> <!ENTITY % FpML_Stub "(floatingRate+ | stubRate | stubAmount)"> <!ENTITY % FpML_StubCalculationPeriodAmount "calculationPeriodDatesReference , initialStub? , finalStub?"> <!ENTITY % FpML_Swap "%FpML_Product; , swapStream+ , earlyTerminationProvision? , cancelableProvision? , extendibleProvision? , additionalPayment*"> <!ENTITY % FpML_Trade "tradeHeader , %FpML_ProductSelection; , party+ , otherPartyPayment*"> <!ENTITY % FpML_TradeHeader "partyTradeIdentifier+ , tradeDate , calculationAgentPartyReference*"> <!-- new version 2.0 entities required by FpML 1.0 elements below --> <!ENTITY % FpML_Strike "strikeRate , buyer? , seller?"> <!ENTITY % FpML_StrikeSchedule "(%FpML_Schedule; , buyer? , seller?)"> <!ELEMENT FpML (trade)> <!ATTLIST FpML version (2-0 ) #REQUIRED averagingMethodSchemeDefault CDATA #IMPLIED businessCenterSchemeDefault CDATA #IMPLIED businessDayConventionSchemeDefault CDATA #IMPLIED calculationAgentPartySchemeDefault CDATA #IMPLIED compoundingMethodSchemeDefault CDATA #IMPLIED currencySchemeDefault CDATA #IMPLIED dateRelativeToSchemeDefault CDATA #IMPLIED dayCountFractionSchemeDefault CDATA #IMPLIED dayTypeSchemeDefault CDATA #IMPLIED discountingTypeSchemeDefault CDATA #IMPLIED floatingRateIndexSchemeDefault CDATA #IMPLIED informationProviderSchemeDefault CDATA #IMPLIED linkIdSchemeDefault CDATA #IMPLIED negativeInterestRateTreatmentSchemeDefault CDATA #IMPLIED partyIdSchemeDefault CDATA #IMPLIED payerReceiverSchemeDefault CDATA #IMPLIED paymentTypeSchemeDefault CDATA #IMPLIED payRelativeToSchemeDefault CDATA #IMPLIED periodSchemeDefault CDATA #IMPLIED productTypeSchemeDefault CDATA #IMPLIED quotationRateTypeSchemeDefault CDATA #IMPLIED rateSourcePageSchemeDefault CDATA #IMPLIED rateTreatmentSchemeDefault CDATA #IMPLIED referenceBankIdSchemeDefault CDATA #IMPLIED resetRelativeToSchemeDefault CDATA #IMPLIED rollConventionSchemeDefault CDATA #IMPLIED roundingDirectionSchemeDefault CDATA #IMPLIED stepRelativeToSchemeDefault CDATA #IMPLIED tradeIdSchemeDefault CDATA #IMPLIED weeklyRollConventionSchemeDefault CDATA #IMPLIED > <!ELEMENT additionalPayment (%FpML_Fee;)> <!ATTLIST additionalPayment type NMTOKEN #FIXED 'Fee' base NMTOKEN #FIXED 'Payment' id ID #IMPLIED > <!ELEMENT adjustedEffectiveDate (#PCDATA)> <!ATTLIST adjustedEffectiveDate type NMTOKEN #FIXED 'date' id ID #REQUIRED > <!ELEMENT adjustedEndDate (#PCDATA)> <!ATTLIST adjustedEndDate type NMTOKEN #FIXED 'date' > <!ELEMENT adjustedFixingDate (#PCDATA)> <!ATTLIST adjustedFixingDate type NMTOKEN #FIXED 'date' > <!ELEMENT adjustedPaymentDate (#PCDATA)> <!ATTLIST adjustedPaymentDate type NMTOKEN #FIXED 'date' > <!ELEMENT adjustedPrincipalExchangeDate (#PCDATA)> <!ATTLIST adjustedPrincipalExchangeDate type NMTOKEN #FIXED 'date' > <!ELEMENT adjustedStartDate (#PCDATA)> <!ATTLIST adjustedStartDate type NMTOKEN #FIXED 'date' > <!ELEMENT adjustedTerminationDate (#PCDATA)> <!ATTLIST adjustedTerminationDate type NMTOKEN #FIXED 'date' > <!ELEMENT amount (#PCDATA)> <!ATTLIST amount type NMTOKEN #FIXED 'decimal' > <!ELEMENT averagingMethod (#PCDATA)> <!ATTLIST averagingMethod type NMTOKEN #FIXED 'string' averagingMethodScheme CDATA #IMPLIED > <!ELEMENT businessCenter (#PCDATA)> <!ATTLIST businessCenter type NMTOKEN #FIXED 'string' id ID #IMPLIED businessCenterScheme CDATA #IMPLIED > <!ELEMENT businessCenters (%FpML_BusinessCenters;)> <!ATTLIST businessCenters type NMTOKEN #FIXED 'BusinessCenters' id ID #IMPLIED > <!ELEMENT businessCentersReference EMPTY> <!ATTLIST businessCentersReference href CDATA #REQUIRED > <!ELEMENT businessDayConvention (#PCDATA)> <!ATTLIST businessDayConvention type NMTOKEN #FIXED 'string' businessDayConventionScheme CDATA #IMPLIED > <!ELEMENT buyerPartyReference EMPTY> <!ATTLIST buyerPartyReference href CDATA #REQUIRED > <!ELEMENT calculatedRate (#PCDATA)> <!ATTLIST calculatedRate type NMTOKEN #FIXED 'decimal' > <!ELEMENT calculation (%FpML_Calculation;)> <!ATTLIST calculation type NMTOKEN #FIXED 'Calculation' > <!ELEMENT calculationAgentPartyReference EMPTY> <!ATTLIST calculationAgentPartyReference href CDATA #REQUIRED > <!ELEMENT calculationPeriod (%FpML_CalculationPeriod;)> <!ATTLIST calculationPeriod type NMTOKEN #FIXED 'CalculationPeriod' id ID #IMPLIED > <!ELEMENT calculationPeriodAmount (%FpML_CalculationPeriodAmount;)> <!ATTLIST calculationPeriodAmount type NMTOKEN #FIXED 'CalculationPeriodAmount' > <!ELEMENT calculationPeriodDates (%FpML_CalculationPeriodDates;)> <!ATTLIST calculationPeriodDates type NMTOKEN #FIXED 'CalculationPeriodDates' id ID #REQUIRED > <!ELEMENT calculationPeriodDatesAdjustments (%FpML_BusinessDayAdjustments;)> <!ATTLIST calculationPeriodDatesAdjustments type NMTOKEN #FIXED 'BusinessDayAdjustments' > <!ELEMENT calculationPeriodDatesReference EMPTY> <!ATTLIST calculationPeriodDatesReference href CDATA #REQUIRED > <!ELEMENT calculationPeriodFrequency (%FpML_CalculationPeriodFrequency;)> <!ATTLIST calculationPeriodFrequency type NMTOKEN #FIXED 'CalculationPeriodFrequency' base NMTOKEN #FIXED 'Interval' > <!ELEMENT calculationPeriodNumberOfDays (#PCDATA)> <!ATTLIST calculationPeriodNumberOfDays type NMTOKEN #FIXED 'positiveInteger' > <!ELEMENT capRate (%FpML_Strike;)> <!ATTLIST capRate type NMTOKEN #FIXED 'Strike' id ID #IMPLIED > <!ELEMENT capRateSchedule (%FpML_StrikeSchedule;)> <!ATTLIST capRateSchedule type NMTOKEN #FIXED 'StrikeSchedule' base NMTOKEN #FIXED 'Schedule' id ID #IMPLIED > <!ELEMENT cashflows (%FpML_Cashflows;)> <!ATTLIST cashflows type NMTOKEN #FIXED 'Cashflows' > <!ELEMENT cashflowsMatchParameters (#PCDATA)> <!ATTLIST cashflowsMatchParameters type NMTOKEN #FIXED 'boolean' > <!ELEMENT compoundingMethod (#PCDATA)> <!ATTLIST compoundingMethod type NMTOKEN #FIXED 'string' compoundingMethodScheme CDATA #IMPLIED > <!ELEMENT currency (#PCDATA)> <!ATTLIST currency type NMTOKEN #FIXED 'string' currencyScheme CDATA #IMPLIED > <!ELEMENT dateAdjustments (%FpML_BusinessDayAdjustments;)> <!ATTLIST dateAdjustments type NMTOKEN #FIXED 'BusinessDayAdjustments' > <!ELEMENT dateRelativeTo (#PCDATA)> <!ATTLIST dateRelativeTo type NMTOKEN #FIXED 'string' href CDATA #REQUIRED dateRelativeToScheme CDATA #IMPLIED > <!ELEMENT dayCountFraction (#PCDATA)> <!ATTLIST dayCountFraction type NMTOKEN #FIXED 'string' dayCountFractionScheme CDATA #IMPLIED > <!ELEMENT dayType (#PCDATA)> <!ATTLIST dayType type NMTOKEN #FIXED 'string' dayTypeScheme CDATA #IMPLIED > <!ELEMENT discounting (%FpML_Discounting;)> <!ATTLIST discounting type NMTOKEN #FIXED 'Discounting' > <!ELEMENT discountingType (#PCDATA)> <!ATTLIST discountingType type NMTOKEN #FIXED 'string' discountingTypeScheme CDATA #IMPLIED > <!ELEMENT discountRate (#PCDATA)> <!ATTLIST discountRate type NMTOKEN #FIXED 'decimal' > <!ELEMENT discountRateDayCountFraction (#PCDATA)> <!ATTLIST discountRateDayCountFraction type NMTOKEN #FIXED 'string' dayCountFractionScheme CDATA #IMPLIED > <!ELEMENT effectiveDate (%FpML_AdjustableDate;)> <!ATTLIST effectiveDate type NMTOKEN #FIXED 'AdjustableDate' > <!ELEMENT finalExchange (#PCDATA)> <!ATTLIST finalExchange type NMTOKEN #FIXED 'boolean' > <!ELEMENT finalRateRounding (%FpML_Rounding;)> <!ATTLIST finalRateRounding type NMTOKEN #FIXED 'Rounding' > <!ELEMENT finalStub (%FpML_Stub;)> <!ATTLIST finalStub type NMTOKEN #FIXED 'Stub' > <!ELEMENT firstNotionalStepDate (#PCDATA)> <!ATTLIST firstNotionalStepDate type NMTOKEN #FIXED 'date' > <!ELEMENT firstPaymentDate (#PCDATA)> <!ATTLIST firstPaymentDate type NMTOKEN #FIXED 'date' > <!ELEMENT firstPeriodStartDate (%FpML_AdjustableDate;)> <!ATTLIST firstPeriodStartDate type NMTOKEN #FIXED 'AdjustableDate' > <!ELEMENT firstRegularPeriodStartDate (#PCDATA)> <!ATTLIST firstRegularPeriodStartDate type NMTOKEN #FIXED 'date' > <!ELEMENT fixedPaymentAmount (#PCDATA)> <!ATTLIST fixedPaymentAmount type NMTOKEN #FIXED 'decimal' > <!ELEMENT fixedRate (#PCDATA)> <!ATTLIST fixedRate type NMTOKEN #FIXED 'decimal' > <!ELEMENT fixedRateSchedule (%FpML_Schedule;)> <!ATTLIST fixedRateSchedule type NMTOKEN #FIXED 'Schedule' > <!ELEMENT fixingDateOffset (%FpML_RelativeDateOffset;)> <!ATTLIST fixingDateOffset type NMTOKEN #FIXED 'RelativeDateOffset' base NMTOKEN #FIXED 'Offset' > <!ELEMENT fixingDates (%FpML_RelativeDateOffset;)> <!ATTLIST fixingDates type NMTOKEN #FIXED 'RelativeDateOffset' base NMTOKEN #FIXED 'Offset' > <!ELEMENT floatingRate (%FpML_FloatingRate;)> <!ATTLIST floatingRate type NMTOKEN #FIXED 'FloatingRate' id ID #IMPLIED > <!ELEMENT floatingRateCalculation (%FpML_FloatingRateCalculation;)> <!ATTLIST floatingRateCalculation type NMTOKEN #FIXED 'FloatingRateCalculation' base NMTOKEN #FIXED 'FloatingRate' > <!ELEMENT floatingRateDefinition (%FpML_FloatingRateDefinition;)> <!ATTLIST floatingRateDefinition type NMTOKEN #FIXED 'FloatingRateDefinition' > <!ELEMENT floatingRateIndex (#PCDATA)> <!ATTLIST floatingRateIndex type NMTOKEN #FIXED 'string' floatingRateIndexScheme CDATA #IMPLIED > <!ELEMENT floorRate (%FpML_Strike;)> <!ATTLIST floorRate type NMTOKEN #FIXED 'Strike' id ID #IMPLIED > <!ELEMENT floorRateSchedule (%FpML_StrikeSchedule;)> <!ATTLIST floorRateSchedule type NMTOKEN #FIXED 'StrikeSchedule' base NMTOKEN #FIXED 'Schedule' id ID #IMPLIED > <!ELEMENT fra (%FpML_Fra;)> <!ATTLIST fra type NMTOKEN #FIXED 'Fra' base NMTOKEN #FIXED 'Product' id ID #IMPLIED > <!ELEMENT fraDiscounting (#PCDATA)> <!ATTLIST fraDiscounting type NMTOKEN #FIXED 'boolean' > <!ELEMENT indexTenor (%FpML_Interval;)> <!ATTLIST indexTenor type NMTOKEN #FIXED 'Interval' id ID #IMPLIED > <!ELEMENT initialExchange (#PCDATA)> <!ATTLIST initialExchange type NMTOKEN #FIXED 'boolean' > <!ELEMENT initialRate (#PCDATA)> <!ATTLIST initialRate type NMTOKEN #FIXED 'decimal' > <!ELEMENT initialStub (%FpML_Stub;)> <!ATTLIST initialStub type NMTOKEN #FIXED 'Stub' > <!ELEMENT initialValue (#PCDATA)> <!ATTLIST initialValue type NMTOKEN #FIXED 'decimal' > <!ELEMENT intermediateExchange (#PCDATA)> <!ATTLIST intermediateExchange type NMTOKEN #FIXED 'boolean' > <!ELEMENT knownAmountSchedule (%FpML_AmountSchedule;)> <!ATTLIST knownAmountSchedule type NMTOKEN #FIXED 'AmountSchedule' base NMTOKEN #FIXED 'Schedule' > <!ELEMENT lastNotionalStepDate (#PCDATA)> <!ATTLIST lastNotionalStepDate type NMTOKEN #FIXED 'date' > <!ELEMENT lastRegularPaymentDate (#PCDATA)> <!ATTLIST lastRegularPaymentDate type NMTOKEN #FIXED 'date' > <!ELEMENT lastRegularPeriodEndDate (#PCDATA)> <!ATTLIST lastRegularPeriodEndDate type NMTOKEN #FIXED 'date' > <!ELEMENT linkId (#PCDATA)> <!ATTLIST linkId type NMTOKEN #FIXED 'string' id ID #IMPLIED linkIdScheme CDATA #IMPLIED > <!ELEMENT negativeInterestRateTreatment (#PCDATA)> <!ATTLIST negativeInterestRateTreatment type NMTOKEN #FIXED 'string' negativeInterestRateTreatmentScheme CDATA #IMPLIED > <!ELEMENT notional (%FpML_Money;)> <!ATTLIST notional type NMTOKEN #FIXED 'Money' > <!ELEMENT notionalAmount (#PCDATA)> <!ATTLIST notionalAmount type NMTOKEN #FIXED 'decimal' > <!ELEMENT notionalSchedule (%FpML_Notional;)> <!ATTLIST notionalSchedule type NMTOKEN #FIXED 'Notional' id ID #IMPLIED > <!ELEMENT notionalStepAmount (#PCDATA)> <!ATTLIST notionalStepAmount type NMTOKEN #FIXED 'decimal' > <!ELEMENT notionalStepParameters (%FpML_NotionalStepRule;)> <!ATTLIST notionalStepParameters type NMTOKEN #FIXED 'NotionalStepRule' > <!ELEMENT notionalStepRate (#PCDATA)> <!ATTLIST notionalStepRate type NMTOKEN #FIXED 'decimal' > <!ELEMENT notionalStepSchedule (%FpML_AmountSchedule;)> <!ATTLIST notionalStepSchedule type NMTOKEN #FIXED 'AmountSchedule' base NMTOKEN #FIXED 'Schedule' > <!ELEMENT observationWeight (#PCDATA)> <!ATTLIST observationWeight type NMTOKEN #FIXED 'positiveInteger' > <!ELEMENT observedRate (#PCDATA)> <!ATTLIST observedRate type NMTOKEN #FIXED 'decimal' > <!ELEMENT otherPartyPayment (%FpML_Fee;)> <!ATTLIST otherPartyPayment type NMTOKEN #FIXED 'Fee' base NMTOKEN #FIXED 'Payment' id ID #IMPLIED > <!ELEMENT party (%FpML_Party;)> <!ATTLIST party type NMTOKEN #FIXED 'Party' id ID #REQUIRED > <!ELEMENT partyId (#PCDATA)> <!ATTLIST partyId type NMTOKEN #FIXED 'string' partyIdScheme CDATA #IMPLIED > <!ELEMENT partyName (#PCDATA)> <!ATTLIST partyName type NMTOKEN #FIXED 'string' > <!ELEMENT partyReference EMPTY> <!ATTLIST partyReference href CDATA #REQUIRED > <!ELEMENT partyTradeIdentifier (%FpML_PartyTradeIdentifier;)> <!ATTLIST partyTradeIdentifier type NMTOKEN #FIXED 'PartyTradeIdentifier' id ID #IMPLIED > <!ELEMENT payerPartyReference EMPTY> <!ATTLIST payerPartyReference href CDATA #REQUIRED > <!ELEMENT paymentAmount (%FpML_Money;)> <!ATTLIST paymentAmount type NMTOKEN #FIXED 'Money' > <!ELEMENT paymentCalculationPeriod (%FpML_PaymentCalculationPeriod;)> <!ATTLIST paymentCalculationPeriod type NMTOKEN #FIXED 'PaymentCalculationPeriod' id ID #IMPLIED > <!ELEMENT paymentDate (%FpML_AdjustableDate;)> <!ATTLIST paymentDate type NMTOKEN #FIXED 'AdjustableDate' id ID #IMPLIED > <!ELEMENT paymentDates (%FpML_PaymentDates;)> <!ATTLIST paymentDates type NMTOKEN #FIXED 'PaymentDates' id ID #IMPLIED > <!ELEMENT paymentDatesAdjustments (%FpML_BusinessDayAdjustments;)> <!ATTLIST paymentDatesAdjustments type NMTOKEN #FIXED 'BusinessDayAdjustments' > <!ELEMENT paymentDaysOffset (%FpML_Offset;)> <!ATTLIST paymentDaysOffset type NMTOKEN #FIXED 'Offset' base NMTOKEN #FIXED 'Interval' > <!ELEMENT paymentFrequency (%FpML_Interval;)> <!ATTLIST paymentFrequency type NMTOKEN #FIXED 'Interval' > <!ELEMENT paymentType (#PCDATA)> <!ATTLIST paymentType type NMTOKEN #FIXED 'string' paymentTypeScheme CDATA #IMPLIED > <!ELEMENT payRelativeTo (#PCDATA)> <!ATTLIST payRelativeTo type NMTOKEN #FIXED 'string' payRelativeToScheme CDATA #IMPLIED > <!ELEMENT period (#PCDATA)> <!ATTLIST period type NMTOKEN #FIXED 'string' periodScheme CDATA #IMPLIED > <!ELEMENT periodMultiplier (#PCDATA)> <!ATTLIST periodMultiplier type NMTOKEN #FIXED 'integer' > <!ELEMENT precision (#PCDATA)> <!ATTLIST precision type NMTOKEN #FIXED 'nonNegativeInteger' > <!ELEMENT principalExchange (%FpML_PrincipalExchange;)> <!ATTLIST principalExchange type NMTOKEN #FIXED 'PrincipalExchange' id ID #IMPLIED > <!ELEMENT principalExchangeAmount (#PCDATA)> <!ATTLIST principalExchangeAmount type NMTOKEN #FIXED 'decimal' > <!ELEMENT principalExchanges (%FpML_PrincipalExchanges;)> <!ATTLIST principalExchanges type NMTOKEN #FIXED 'PrincipalExchanges' > <!ELEMENT rateCutOffDaysOffset (%FpML_Offset;)> <!ATTLIST rateCutOffDaysOffset type NMTOKEN #FIXED 'Offset' base NMTOKEN #FIXED 'Interval' > <!ELEMENT rateObservation (%FpML_RateObservation;)> <!ATTLIST rateObservation type NMTOKEN #FIXED 'RateObservation' id ID #IMPLIED > <!ELEMENT rateReference EMPTY> <!ATTLIST rateReference href CDATA #REQUIRED > <!ELEMENT rateTreatment (#PCDATA)> <!ATTLIST rateTreatment type NMTOKEN #FIXED 'string' rateTreatmentScheme CDATA #IMPLIED > <!ELEMENT receiverPartyReference EMPTY> <!ATTLIST receiverPartyReference href CDATA #REQUIRED > <!ELEMENT resetDates (%FpML_ResetDates;)> <!ATTLIST resetDates type NMTOKEN #FIXED 'ResetDates' id ID #REQUIRED > <!ELEMENT resetDatesAdjustments (%FpML_BusinessDayAdjustments;)> <!ATTLIST resetDatesAdjustments type NMTOKEN #FIXED 'BusinessDayAdjustments' > <!ELEMENT resetDatesReference EMPTY> <!ATTLIST resetDatesReference href CDATA #REQUIRED > <!ELEMENT resetFrequency (%FpML_ResetFrequency;)> <!ATTLIST resetFrequency type NMTOKEN #FIXED 'ResetFrequency' base NMTOKEN #FIXED 'Interval' > <!ELEMENT resetRelativeTo (#PCDATA)> <!ATTLIST resetRelativeTo type NMTOKEN #FIXED 'string' resetRelativeToScheme CDATA #IMPLIED > <!ELEMENT rollConvention (#PCDATA)> <!ATTLIST rollConvention type NMTOKEN #FIXED 'string' rollConventionScheme CDATA #IMPLIED > <!ELEMENT roundingDirection (#PCDATA)> <!ATTLIST roundingDirection type NMTOKEN #FIXED 'string' roundingDirectionScheme CDATA #IMPLIED > <!ELEMENT sellerPartyReference EMPTY> <!ATTLIST sellerPartyReference href CDATA #REQUIRED > <!ELEMENT spread (#PCDATA)> <!ATTLIST spread type NMTOKEN #FIXED 'decimal' > <!ELEMENT spreadSchedule (%FpML_Schedule;)> <!ATTLIST spreadSchedule type NMTOKEN #FIXED 'Schedule' > <!ELEMENT step (%FpML_Step;)> <!ATTLIST step type NMTOKEN #FIXED 'Step' id ID #IMPLIED > <!ELEMENT stepDate (#PCDATA)> <!ATTLIST stepDate type NMTOKEN #FIXED 'date' > <!ELEMENT stepFrequency (%FpML_Interval;)> <!ATTLIST stepFrequency type NMTOKEN #FIXED 'Interval' > <!ELEMENT stepRelativeTo (#PCDATA)> <!ATTLIST stepRelativeTo type NMTOKEN #FIXED 'string' stepRelativeToScheme CDATA #IMPLIED > <!ELEMENT stepValue (#PCDATA)> <!ATTLIST stepValue type NMTOKEN #FIXED 'decimal' > <!ELEMENT stubAmount (%FpML_Money;)> <!ATTLIST stubAmount type NMTOKEN #FIXED 'Money' > <!ELEMENT stubCalculationPeriodAmount (%FpML_StubCalculationPeriodAmount;)> <!ATTLIST stubCalculationPeriodAmount type NMTOKEN #FIXED 'StubCalculationPeriodAmount' > <!ELEMENT stubRate (#PCDATA)> <!ATTLIST stubRate type NMTOKEN #FIXED 'decimal' > <!ELEMENT swap (%FpML_Swap;)> <!ATTLIST swap type NMTOKEN #FIXED 'Swap' base NMTOKEN #FIXED 'Product' id ID #IMPLIED > <!ELEMENT swapStream (%FpML_InterestRateStream;)> <!ATTLIST swapStream type NMTOKEN #FIXED 'InterestRateStream' id ID #IMPLIED > <!ELEMENT terminationDate (%FpML_AdjustableDate;)> <!ATTLIST terminationDate type NMTOKEN #FIXED 'AdjustableDate' > <!ELEMENT trade (%FpML_Trade;)> <!ATTLIST trade type NMTOKEN #FIXED 'Trade' id ID #IMPLIED > <!ELEMENT tradeDate (#PCDATA)> <!ATTLIST tradeDate type NMTOKEN #FIXED 'date' > <!ELEMENT tradeHeader (%FpML_TradeHeader;)> <!ATTLIST tradeHeader type NMTOKEN #FIXED 'TradeHeader' > <!ELEMENT tradeId (#PCDATA)> <!ATTLIST tradeId type NMTOKEN #FIXED 'string' id ID #IMPLIED tradeIdScheme CDATA #IMPLIED > <!ELEMENT treatedRate (#PCDATA)> <!ATTLIST treatedRate type NMTOKEN #FIXED 'decimal' > <!ELEMENT unadjustedDate (#PCDATA)> <!ATTLIST unadjustedDate type NMTOKEN #FIXED 'date' id ID #IMPLIED > <!ELEMENT weeklyRollConvention (#PCDATA)> <!ATTLIST weeklyRollConvention type NMTOKEN #FIXED 'string' weeklyRollConventionScheme CDATA #IMPLIED > <!-- new version 2.0 entities below --> <!ENTITY % FpML_AdjustableDates "unadjustedDate+ , dateAdjustments"> <!ENTITY % FpML_AdjustableOrRelativeDate "adjustableDate | relativeDate"> <!ENTITY % FpML_AdjustableOrRelativeDates "adjustableDates | relativeDates"> <!ENTITY % FpML_AmericanExercise "commencementDate , expirationDate , relevantUnderlyingDate? , earliestExerciseTime , latestExerciseTime? , expirationTime , multipleExercise? , exerciseFeeSchedule?"> <!ENTITY % FpML_AutomaticExercise "thresholdRate"> <!ENTITY % FpML_BermudaExercise "bermudaExerciseDates , relevantUnderlyingDate? , earliestExerciseTime , latestExerciseTime? , expirationTime , multipleExercise? , exerciseFeeSchedule?"> <!ENTITY % FpML_BusinessCenterTime "hourMinuteTime , businessCenter"> <!ENTITY % FpML_CalculationAgent "calculationAgentPartyReference+ | calculationAgentParty"> <!ENTITY % FpML_ExerciseSelection "europeanExercise | bermudaExercise | americanExercise"> <!ENTITY % FpML_CancelableProvision "buyerPartyReference , sellerPartyReference , (%FpML_ExerciseSelection;) , exerciseNotice? , followUpConfirmation , cancelableProvisionAdjustedDates?"> <!ENTITY % FpML_CancelableProvisionAdjustedDates "cancellationEvent+"> <!ENTITY % FpML_CancellationEvent "adjustedExerciseDate , adjustedEarlyTerminationDate"> <!ENTITY % FpML_CapFloor "%FpML_Product; , capFloorStream , additionalPayment*"> <!ENTITY % FpML_CashPriceMethod "cashSettlementReferenceBanks? , cashSettlementCurrency , quotationRateType"> <!ENTITY % FpML_CashSettlement "cashSettlementValuationTime , cashSettlementValuationDate , cashSettlementPaymentDate? , (cashPriceMethod | cashPriceAlternateMethod | parYieldCurveAdjustedMethod | zeroCouponYieldAdjustedMethod | parYieldCurveUnadjustedMethod)"> <!ENTITY % FpML_CashSettlementPaymentDate "adjustableDates | relativeDate | businessDateRange"> <!ENTITY % FpML_CashSettlementReferenceBanks "referenceBank+"> <!ENTITY % FpML_DateRange "unadjustedFirstDate , unadjustedLastDate"> <!ENTITY % FpML_BusinessDateRange "(%FpML_DateRange; , businessDayConvention , (businessCentersReference | businessCenters)?)"> <!ENTITY % FpML_EarlyTerminationEvent "adjustedExerciseDate , adjustedEarlyTerminationDate , adjustedCashSettlementValuationDate , adjustedCashSettlementPaymentDate , adjustedExerciseFeePaymentDate?"> <!ENTITY % FpML_EarlyTerminationProvision "mandatoryEarlyTermination | optionalEarlyTermination"> <!ENTITY % FpML_EuropeanExercise "expirationDate , relevantUnderlyingDate? , earliestExerciseTime , expirationTime , partialExercise? , exerciseFee?"> <!ENTITY % FpML_ExerciseEvent "adjustedExerciseDate , adjustedRelevantSwapEffectiveDate , adjustedCashSettlementValuationDate? , adjustedCashSettlementPaymentDate? , adjustedExerciseFeePaymentDate?"> <!ENTITY % FpML_ExerciseFee "payerPartyReference , receiverPartyReference , notionalReference , (feeAmount | feeRate) , feePaymentDate"> <!ENTITY % FpML_ExerciseFeeSchedule "payerPartyReference , receiverPartyReference , notionalReference , (feeAmountSchedule | feeRateSchedule) , feePaymentDate"> <!ENTITY % FpML_ExerciseProcedure "(manualExercise | automaticExercise) , followUpConfirmation"> <!ENTITY % FpML_ExtendibleProvision "buyerPartyReference , sellerPartyReference , (%FpML_ExerciseSelection;) , exerciseNotice? , followUpConfirmation , extendibleProvisionAdjustedDates?"> <!ENTITY % FpML_ExtendibleProvisionAdjustedDates "extensionEvent+"> <!ENTITY % FpML_ExtensionEvent "adjustedExerciseDate , adjustedExtendedTerminationDate"> <!ENTITY % FpML_FxLinkedNotionalAmount "resetDate? , adjustedFxSpotFixingDate? , observedFxSpotRate? , notionalAmount?"> <!ENTITY % FpML_FxLinkedNotionalSchedule "constantNotionalScheduleReference , initialValue? , varyingNotionalCurrency , varyingNotionalFixingDates , fxSpotRateSource , varyingNotionalInterimExchangePaymentDates"> <!ENTITY % FpML_FxSpotRateSource "informationSource , fixingTime"> <!ENTITY % FpML_InformationSource "rateSource , rateSourcePage? , rateSourcePageHeading?"> <!ENTITY % FpML_MandatoryEarlyTermination "mandatoryEarlyTerminationDate , calculationAgent , cashSettlement , mandatoryEarlyTerminationAdjustedDates?"> <!ENTITY % FpML_MandatoryEarlyTerminationAdjustedDates "adjustedEarlyTerminationDate , adjustedCashSettlementValuationDate , adjustedCashSettlementPaymentDate"> <!ENTITY % FpML_ManualExercise "exerciseNotice? , fallbackExercise?"> <!ENTITY % FpML_OptionalEarlyTermination "singlePartyOption? , (%FpML_ExerciseSelection;) , exerciseNotice* , followUpConfirmation? , calculationAgent , cashSettlement , optionalEarlyTerminationAdjustedDates?"> <!ENTITY % FpML_OptionalEarlyTerminationAdjustedDates "earlyTerminationEvent+"> <!ENTITY % FpML_PartialExercise "notionalReference+ , integralMultipleAmount? , minimumNotionalAmount"> <!ENTITY % FpML_MultipleExercise "%FpML_PartialExercise; , maximumNotionalAmount?"> <!ENTITY % FpML_ReferenceBank "referenceBankId , referenceBankName?"> <!ENTITY % FpML_RelativeDates "(%FpML_RelativeDateOffset; , periodSkip? , scheduleBounds?)"> <!ENTITY % FpML_SettlementRateSource "informationSource | cashSettlementReferenceBanks"> <!ENTITY % FpML_SinglePartyOption "buyerPartyReference , sellerPartyReference"> <!ENTITY % FpML_Swaption "%FpML_Product; , buyerPartyReference , sellerPartyReference , premium* , (%FpML_ExerciseSelection;) , exerciseProcedure , calculationAgentPartyReference+ , cashSettlement? , swaptionStraddle , swaptionAdjustedDates? , swap"> <!ENTITY % FpML_BulletPayment "%FpML_Product; , payment"> <!ENTITY % FpML_SwaptionAdjustedDates "exerciseEvent+"> <!ENTITY % FpML_YieldCurveMethod "settlementRateSource? , quotationRateType"> <!ENTITY % FpML_ExerciseNotice "partyReference , exerciseNoticePartyReference? , businessCenter"> <!ELEMENT adjustableDate (%FpML_AdjustableDate;)> <!ATTLIST adjustableDate type NMTOKEN #FIXED 'AdjustableDate' > <!ELEMENT adjustableDates (%FpML_AdjustableDates;)> <!ATTLIST adjustableDates type NMTOKEN #FIXED 'AdjustableDates' > <!ELEMENT adjustedCashSettlementPaymentDate (#PCDATA)> <!ATTLIST adjustedCashSettlementPaymentDate type NMTOKEN #FIXED 'date' > <!ELEMENT adjustedCashSettlementValuationDate (#PCDATA)> <!ATTLIST adjustedCashSettlementValuationDate type NMTOKEN #FIXED 'date' > <!ELEMENT adjustedEarlyTerminationDate (#PCDATA)> <!ATTLIST adjustedEarlyTerminationDate type NMTOKEN #FIXED 'date' > <!ELEMENT adjustedExerciseDate (#PCDATA)> <!ATTLIST adjustedExerciseDate type NMTOKEN #FIXED 'date' > <!ELEMENT adjustedExerciseFeePaymentDate (#PCDATA)> <!ATTLIST adjustedExerciseFeePaymentDate type NMTOKEN #FIXED 'date' > <!ELEMENT adjustedExtendedTerminationDate (#PCDATA)> <!ATTLIST adjustedExtendedTerminationDate type NMTOKEN #FIXED 'date' > <!ELEMENT adjustedFxSpotFixingDate (#PCDATA)> <!ATTLIST adjustedFxSpotFixingDate type NMTOKEN #FIXED 'date' > <!ELEMENT adjustedRelevantSwapEffectiveDate (#PCDATA)> <!ATTLIST adjustedRelevantSwapEffectiveDate type NMTOKEN #FIXED 'date' > <!ELEMENT americanExercise (%FpML_AmericanExercise;)> <!ATTLIST americanExercise type NMTOKEN #FIXED 'AmericanExercise' id ID #IMPLIED > <!ELEMENT automaticExercise (%FpML_AutomaticExercise;)> <!ATTLIST automaticExercise type NMTOKEN #FIXED 'AutomaticExercise' > <!ELEMENT bermudaExercise (%FpML_BermudaExercise;)> <!ATTLIST bermudaExercise type NMTOKEN #FIXED 'BermudaExercise' id ID #IMPLIED > <!ELEMENT bermudaExerciseDates (%FpML_AdjustableOrRelativeDates;)> <!ATTLIST bermudaExerciseDates type NMTOKEN #FIXED 'AdjustableOrRelativeDates' > <!ELEMENT bulletPayment (%FpML_BulletPayment;)> <!ATTLIST bulletPayment type NMTOKEN #FIXED 'BulletPayment' base NMTOKEN #FIXED 'Product' id ID #IMPLIED > <!ELEMENT businessDateRange (%FpML_BusinessDateRange;)> <!ATTLIST businessDateRange type NMTOKEN #FIXED 'BusinessDateRange' base NMTOKEN #FIXED 'DateRange' > <!ELEMENT buyer (#PCDATA)> <!ATTLIST buyer type NMTOKEN #FIXED 'string' id ID #IMPLIED payerReceiverScheme CDATA #IMPLIED > <!ELEMENT calculationAgent (%FpML_CalculationAgent;)> <!ATTLIST calculationAgent type NMTOKEN #FIXED 'CalculationAgent' > <!ELEMENT calculationAgentParty (#PCDATA)> <!ATTLIST calculationAgentParty type NMTOKEN #FIXED 'string' calculationAgentPartyScheme CDATA #IMPLIED > <!ELEMENT cancelableProvision (%FpML_CancelableProvision;)> <!ATTLIST cancelableProvision type NMTOKEN #FIXED 'CancelableProvision' > <!ELEMENT cancelableProvisionAdjustedDates (%FpML_CancelableProvisionAdjustedDates;)> <!ATTLIST cancelableProvisionAdjustedDates type NMTOKEN #FIXED 'CancelableProvisionAdjustedDates' > <!ELEMENT cancellationEvent (%FpML_CancellationEvent;)> <!ATTLIST cancellationEvent type NMTOKEN #FIXED 'CancellationEvent' id ID #IMPLIED > <!ELEMENT capFloor (%FpML_CapFloor;)> <!ATTLIST capFloor type NMTOKEN #FIXED 'CapFloor' base NMTOKEN #FIXED 'Product' id ID #IMPLIED > <!ELEMENT capFloorStream (%FpML_InterestRateStream;)> <!ATTLIST capFloorStream type NMTOKEN #FIXED 'InterestRateStream' id ID #IMPLIED > <!ELEMENT cashPriceAlternateMethod (%FpML_CashPriceMethod;)> <!ATTLIST cashPriceAlternateMethod type NMTOKEN #FIXED 'CashPriceMethod' > <!ELEMENT cashPriceMethod (%FpML_CashPriceMethod;)> <!ATTLIST cashPriceMethod type NMTOKEN #FIXED 'CashPriceMethod' > <!ELEMENT cashSettlement (%FpML_CashSettlement;)> <!ATTLIST cashSettlement type NMTOKEN #FIXED 'CashSettlement' id ID #IMPLIED > <!ELEMENT cashSettlementCurrency (#PCDATA)> <!ATTLIST cashSettlementCurrency type NMTOKEN #FIXED 'string' currencyScheme CDATA #IMPLIED > <!ELEMENT cashSettlementPaymentDate (%FpML_CashSettlementPaymentDate;)> <!ATTLIST cashSettlementPaymentDate type NMTOKEN #FIXED 'CashSettlementPaymentDate' > <!ELEMENT cashSettlementReferenceBanks (%FpML_CashSettlementReferenceBanks;)> <!ATTLIST cashSettlementReferenceBanks type NMTOKEN #FIXED 'CashSettlementReferenceBanks' id ID #IMPLIED > <!ELEMENT cashSettlementValuationDate (%FpML_RelativeDateOffset;)> <!ATTLIST cashSettlementValuationDate type NMTOKEN #FIXED 'RelativeDateOffset' base NMTOKEN #FIXED 'Offset' > <!ELEMENT cashSettlementValuationTime (%FpML_BusinessCenterTime;)> <!ATTLIST cashSettlementValuationTime type NMTOKEN #FIXED 'BusinessCenterTime' > <!ELEMENT commencementDate (%FpML_AdjustableOrRelativeDate;)> <!ATTLIST commencementDate type NMTOKEN #FIXED 'AdjustableOrRelativeDate' > <!ELEMENT constantNotionalScheduleReference EMPTY> <!ATTLIST constantNotionalScheduleReference href CDATA #REQUIRED > <!ELEMENT earliestExerciseTime (%FpML_BusinessCenterTime;)> <!ATTLIST earliestExerciseTime type NMTOKEN #FIXED 'BusinessCenterTime' > <!ELEMENT earlyTerminationEvent (%FpML_EarlyTerminationEvent;)> <!ATTLIST earlyTerminationEvent type NMTOKEN #FIXED 'EarlyTerminationEvent' id ID #IMPLIED > <!ELEMENT earlyTerminationProvision (%FpML_EarlyTerminationProvision;)> <!ATTLIST earlyTerminationProvision type NMTOKEN #FIXED 'EarlyTerminationProvision' id ID #IMPLIED > <!ELEMENT europeanExercise (%FpML_EuropeanExercise;)> <!ATTLIST europeanExercise type NMTOKEN #FIXED 'EuropeanExercise' id ID #IMPLIED > <!ELEMENT exerciseEvent (%FpML_ExerciseEvent;)> <!ATTLIST exerciseEvent type NMTOKEN #FIXED 'ExerciseEvent' id ID #IMPLIED > <!ELEMENT exerciseFee (%FpML_ExerciseFee;)> <!ATTLIST exerciseFee type NMTOKEN #FIXED 'ExerciseFee' > <!ELEMENT exerciseFeeSchedule (%FpML_ExerciseFeeSchedule;)> <!ATTLIST exerciseFeeSchedule type NMTOKEN #FIXED 'ExerciseFeeSchedule' > <!ELEMENT exerciseNotice (%FpML_ExerciseNotice;)> <!ATTLIST exerciseNotice type NMTOKEN #FIXED 'ExerciseNotice' id ID #IMPLIED > <!ELEMENT exerciseNoticePartyReference EMPTY> <!ATTLIST exerciseNoticePartyReference href CDATA #REQUIRED > <!ELEMENT exerciseProcedure (%FpML_ExerciseProcedure;)> <!ATTLIST exerciseProcedure type NMTOKEN #FIXED 'ExerciseProcedure' > <!ELEMENT expirationDate (%FpML_AdjustableOrRelativeDate;)> <!ATTLIST expirationDate type NMTOKEN #FIXED 'AdjustableOrRelativeDate' > <!ELEMENT expirationTime (%FpML_BusinessCenterTime;)> <!ATTLIST expirationTime type NMTOKEN #FIXED 'BusinessCenterTime' > <!ELEMENT extendibleProvision (%FpML_ExtendibleProvision;)> <!ATTLIST extendibleProvision type NMTOKEN #FIXED 'ExtendibleProvision' > <!ELEMENT extendibleProvisionAdjustedDates (%FpML_ExtendibleProvisionAdjustedDates;)> <!ATTLIST extendibleProvisionAdjustedDates type NMTOKEN #FIXED 'ExtendibleProvisionAdjustedDates' > <!ELEMENT extensionEvent (%FpML_ExtensionEvent;)> <!ATTLIST extensionEvent type NMTOKEN #FIXED 'ExtensionEvent' id ID #IMPLIED > <!ELEMENT fallbackExercise (#PCDATA)> <!ATTLIST fallbackExercise type NMTOKEN #FIXED 'boolean' > <!ELEMENT feeAmount (#PCDATA)> <!ATTLIST feeAmount type NMTOKEN #FIXED 'decimal' > <!ELEMENT feeAmountSchedule (%FpML_Schedule;)> <!ATTLIST feeAmountSchedule type NMTOKEN #FIXED 'Schedule' > <!ELEMENT feePaymentDate (%FpML_RelativeDateOffset;)> <!ATTLIST feePaymentDate type NMTOKEN #FIXED 'RelativeDateOffset' base NMTOKEN #FIXED 'Offset' > <!ELEMENT feeRate (#PCDATA)> <!ATTLIST feeRate type NMTOKEN #FIXED 'decimal' > <!ELEMENT feeRateSchedule (%FpML_Schedule;)> <!ATTLIST feeRateSchedule type NMTOKEN #FIXED 'Schedule' > <!ELEMENT fixingTime (%FpML_BusinessCenterTime;)> <!ATTLIST fixingTime type NMTOKEN #FIXED 'BusinessCenterTime' > <!ELEMENT floatingRateMultiplier (#PCDATA)> <!ATTLIST floatingRateMultiplier type NMTOKEN #FIXED 'decimal' > <!ELEMENT floatingRateMultiplierSchedule (%FpML_Schedule;)> <!ATTLIST floatingRateMultiplierSchedule type NMTOKEN #FIXED 'Schedule' > <!ELEMENT followUpConfirmation (#PCDATA)> <!ATTLIST followUpConfirmation type NMTOKEN #FIXED 'boolean' > <!ELEMENT fxLinkedNotionalAmount (%FpML_FxLinkedNotionalAmount;)> <!ATTLIST fxLinkedNotionalAmount type NMTOKEN #FIXED 'FxLinkedNotionalAmount' > <!ELEMENT fxLinkedNotionalSchedule (%FpML_FxLinkedNotionalSchedule;)> <!ATTLIST fxLinkedNotionalSchedule type NMTOKEN #FIXED 'FxLinkedNotionalSchedule' > <!ELEMENT fxSpotRateSource (%FpML_FxSpotRateSource;)> <!ATTLIST fxSpotRateSource type NMTOKEN #FIXED 'FxSpotRateSource' > <!ELEMENT hourMinuteTime (#PCDATA)> <!ATTLIST hourMinuteTime type NMTOKEN #FIXED 'time' > <!ELEMENT informationSource (%FpML_InformationSource;)> <!ATTLIST informationSource type NMTOKEN #FIXED 'InformationSource' > <!ELEMENT integralMultipleAmount (#PCDATA)> <!ATTLIST integralMultipleAmount type NMTOKEN #FIXED 'decimal' > <!ELEMENT latestExerciseTime (%FpML_BusinessCenterTime;)> <!ATTLIST latestExerciseTime type NMTOKEN #FIXED 'BusinessCenterTime' > <!ELEMENT mandatoryEarlyTermination (%FpML_MandatoryEarlyTermination;)> <!ATTLIST mandatoryEarlyTermination type NMTOKEN #FIXED 'MandatoryEarlyTermination' id ID #IMPLIED > <!ELEMENT mandatoryEarlyTerminationAdjustedDates (%FpML_MandatoryEarlyTerminationAdjustedDates;)> <!ATTLIST mandatoryEarlyTerminationAdjustedDates type NMTOKEN #FIXED 'MandatoryEarlyTerminationAdjustedDates' > <!ELEMENT mandatoryEarlyTerminationDate (%FpML_AdjustableDate;)> <!ATTLIST mandatoryEarlyTerminationDate type NMTOKEN #FIXED 'AdjustableDate' > <!ELEMENT manualExercise (%FpML_ManualExercise;)> <!ATTLIST manualExercise type NMTOKEN #FIXED 'ManualExercise' > <!ELEMENT maximumNotionalAmount (#PCDATA)> <!ATTLIST maximumNotionalAmount type NMTOKEN #FIXED 'decimal' > <!ELEMENT minimumNotionalAmount (#PCDATA)> <!ATTLIST minimumNotionalAmount type NMTOKEN #FIXED 'decimal' > <!ELEMENT multipleExercise (%FpML_MultipleExercise;)> <!ATTLIST multipleExercise type NMTOKEN #FIXED 'MultipleExercise' base NMTOKEN #FIXED 'PartialExercise' > <!ELEMENT notionalReference EMPTY> <!ATTLIST notionalReference href CDATA #REQUIRED > <!ELEMENT observedFxSpotRate (#PCDATA)> <!ATTLIST observedFxSpotRate type NMTOKEN #FIXED 'decimal' > <!ELEMENT optionalEarlyTermination (%FpML_OptionalEarlyTermination;)> <!ATTLIST optionalEarlyTermination type NMTOKEN #FIXED 'OptionalEarlyTermination' > <!ELEMENT optionalEarlyTerminationAdjustedDates (%FpML_OptionalEarlyTerminationAdjustedDates;)> <!ATTLIST optionalEarlyTerminationAdjustedDates type NMTOKEN #FIXED 'OptionalEarlyTerminationAdjustedDates' > <!ELEMENT partialExercise (%FpML_PartialExercise;)> <!ATTLIST partialExercise type NMTOKEN #FIXED 'PartialExercise' > <!ELEMENT parYieldCurveAdjustedMethod (%FpML_YieldCurveMethod;)> <!ATTLIST parYieldCurveAdjustedMethod type NMTOKEN #FIXED 'YieldCurveMethod' > <!ELEMENT parYieldCurveUnadjustedMethod (%FpML_YieldCurveMethod;)> <!ATTLIST parYieldCurveUnadjustedMethod type NMTOKEN #FIXED 'YieldCurveMethod' > <!ELEMENT payment (%FpML_Payment;)> <!ATTLIST payment type NMTOKEN #FIXED 'Payment' > <!ELEMENT periodSkip (#PCDATA)> <!ATTLIST periodSkip type NMTOKEN #FIXED 'positiveInteger' > <!ELEMENT premium (%FpML_Payment;)> <!ATTLIST premium type NMTOKEN #FIXED 'Payment' id ID #IMPLIED > <!ELEMENT productType (#PCDATA)> <!ATTLIST productType type NMTOKEN #FIXED 'string' productTypeScheme CDATA #IMPLIED > <!ELEMENT quotationRateType (#PCDATA)> <!ATTLIST quotationRateType type NMTOKEN #FIXED 'string' quotationRateTypeScheme CDATA #IMPLIED > <!ELEMENT rateSource (#PCDATA)> <!ATTLIST rateSource type NMTOKEN #FIXED 'string' informationProviderScheme CDATA #IMPLIED > <!ELEMENT rateSourcePage (#PCDATA)> <!ATTLIST rateSourcePage type NMTOKEN #FIXED 'string' rateSourcePageScheme CDATA #IMPLIED > <!ELEMENT rateSourcePageHeading (#PCDATA)> <!ATTLIST rateSourcePageHeading type NMTOKEN #FIXED 'string' > <!ELEMENT referenceBank (%FpML_ReferenceBank;)> <!ATTLIST referenceBank type NMTOKEN #FIXED 'ReferenceBank' id ID #IMPLIED > <!ELEMENT referenceBankId (#PCDATA)> <!ATTLIST referenceBankId type NMTOKEN #FIXED 'string' referenceBankIdScheme CDATA #IMPLIED > <!ELEMENT referenceBankName (#PCDATA)> <!ATTLIST referenceBankName type NMTOKEN #FIXED 'string' > <!ELEMENT relativeDate (%FpML_RelativeDateOffset;)> <!ATTLIST relativeDate type NMTOKEN #FIXED 'RelativeDateOffset' base NMTOKEN #FIXED 'Offset' > <!ELEMENT relativeDates (%FpML_RelativeDates;)> <!ATTLIST relativeDates type NMTOKEN #FIXED 'RelativeDates' base NMTOKEN #FIXED 'RelativeDateOffset' > <!ELEMENT relevantUnderlyingDate (%FpML_AdjustableOrRelativeDates;)> <!ATTLIST relevantUnderlyingDate type NMTOKEN #FIXED 'AdjustableOrRelativeDates' > <!ELEMENT resetDate (#PCDATA)> <!ATTLIST resetDate type NMTOKEN #FIXED 'date' > <!ELEMENT scheduleBounds (%FpML_DateRange;)> <!ATTLIST scheduleBounds type NMTOKEN #FIXED 'DateRange' > <!ELEMENT seller (#PCDATA)> <!ATTLIST seller type NMTOKEN #FIXED 'string' id ID #IMPLIED payerReceiverScheme CDATA #IMPLIED > <!ELEMENT settlementRateSource (%FpML_SettlementRateSource;)> <!ATTLIST settlementRateSource type NMTOKEN #FIXED 'SettlementRateSource' > <!ELEMENT singlePartyOption (%FpML_SinglePartyOption;)> <!ATTLIST singlePartyOption type NMTOKEN #FIXED 'SinglePartyOption' > <!ELEMENT strikeRate (#PCDATA)> <!ATTLIST strikeRate type NMTOKEN #FIXED 'decimal' > <!ELEMENT swaption (%FpML_Swaption;)> <!ATTLIST swaption type NMTOKEN #FIXED 'Swaption' base NMTOKEN #FIXED 'Product' id ID #IMPLIED > <!ELEMENT swaptionAdjustedDates (%FpML_SwaptionAdjustedDates;)> <!ATTLIST swaptionAdjustedDates type NMTOKEN #FIXED 'SwaptionAdjustedDates' > <!ELEMENT swaptionStraddle (#PCDATA)> <!ATTLIST swaptionStraddle type NMTOKEN #FIXED 'boolean' > <!ELEMENT thresholdRate (#PCDATA)> <!ATTLIST thresholdRate type NMTOKEN #FIXED 'decimal' > <!ELEMENT unadjustedEndDate (#PCDATA)> <!ATTLIST unadjustedEndDate type NMTOKEN #FIXED 'date' > <!ELEMENT unadjustedFirstDate (#PCDATA)> <!ATTLIST unadjustedFirstDate type NMTOKEN #FIXED 'date' > <!ELEMENT unadjustedLastDate (#PCDATA)> <!ATTLIST unadjustedLastDate type NMTOKEN #FIXED 'date' > <!ELEMENT unadjustedPaymentDate (#PCDATA)> <!ATTLIST unadjustedPaymentDate type NMTOKEN #FIXED 'date' > <!ELEMENT unadjustedPrincipalExchangeDate (#PCDATA)> <!ATTLIST unadjustedPrincipalExchangeDate type NMTOKEN #FIXED 'date' > <!ELEMENT unadjustedStartDate (#PCDATA)> <!ATTLIST unadjustedStartDate type NMTOKEN #FIXED 'date' > <!ELEMENT varyingNotionalCurrency (#PCDATA)> <!ATTLIST varyingNotionalCurrency type NMTOKEN #FIXED 'string' currencyScheme CDATA #IMPLIED > <!ELEMENT varyingNotionalFixingDates (%FpML_RelativeDateOffset;)> <!ATTLIST varyingNotionalFixingDates type NMTOKEN #FIXED 'RelativeDateOffset' base NMTOKEN #FIXED 'Offset' > <!ELEMENT varyingNotionalInterimExchangePaymentDates (%FpML_RelativeDateOffset;)> <!ATTLIST varyingNotionalInterimExchangePaymentDates type NMTOKEN #FIXED 'RelativeDateOffset' base NMTOKEN #FIXED 'Offset' > <!ELEMENT zeroCouponYieldAdjustedMethod (%FpML_YieldCurveMethod;)> <!ATTLIST zeroCouponYieldAdjustedMethod type NMTOKEN #FIXED 'YieldCurveMethod' >