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SimpleSwap.xsd
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<?xml version="1.0" encoding="utf-8"?>
<xs:schema targetNamespace="urn://www.ampcapital.com.au/Derivatives/SimpleSwap"
elementFormDefault="qualified"
xmlns="urn://www.ampcapital.com.au/Derivatives/SimpleSwap"
xmlns:tns="urn://www.ampcapital.com.au/Derivatives/SimpleSwap"
xmlns:xs="http://www.w3.org/2001/XMLSchema">
<xs:annotation>
<xs:documentation>
This schema defines the data for a Simple Swap.
</xs:documentation>
</xs:annotation>
<xs:complexType name="Contract">
<xs:annotation>
<xs:documentation>
This complex type defines the information required to model a Simple Swap Contract.
</xs:documentation>
</xs:annotation>
<xs:sequence>
<xs:element name="security_id"
minOccurs="1"
maxOccurs="1"
type="xs:string" />
<xs:element name="security_type"
minOccurs="1"
maxOccurs="1"
type="xs:string"
fixed="SWAP">
</xs:element>
<xs:element name="security_sub_type"
minOccurs="1"
maxOccurs="1"
type="xs:string"
fixed="VANILLA_IRS">
<!-- -->
</xs:element>
<xs:element name="description"
minOccurs="1"
maxOccurs="1"
type="xs:string" >
<xs:annotation>
<xs:documentation>
example: PAY FIXED 1.25 RECEIVE AUDBBSW6M 06/01/2031
</xs:documentation>
</xs:annotation>
</xs:element>
<xs:element name="currrency"
minOccurs="1"
maxOccurs="1"
type="xs:string" />
<xs:element name="exchange"
minOccurs="1"
maxOccurs="1"
type="xs:string" />
<xs:element name="counterparty_ticker"
minOccurs="1"
maxOccurs="1"
type="xs:string" />
<xs:element name="counterparty_clearing_house"
minOccurs="1"
maxOccurs="1"
type="xs:string" />
<xs:element name="clearing_bank_short_code"
minOccurs="1"
maxOccurs="1"
type="xs:string" />
<xs:element name="FixedLeg"
minOccurs="1"
maxOccurs="1"
type="tns:ContractFixedLeg" />
<xs:element name="FloatingLeg"
minOccurs="1"
maxOccurs="1"
type="tns:ContractFloatingLeg" />
</xs:sequence>
</xs:complexType>
<xs:complexType name="ContractFixedLeg">
<xs:annotation>
<xs:documentation>
This complex type defines the information required to model a fixed leg of a Simple Swap.
</xs:documentation>
</xs:annotation>
<xs:sequence>
<xs:element name="swap_leg_id"
type="xs:string"
minOccurs="1"
maxOccurs="1"
nillable="false"></xs:element>
<!--
swap_leg_id_1
pay_receive_type
coupon_type
description
currency_code
exchange
accrual_date
maturity_date
business_day_convention
payment_frequency
coupon_rate
day_count
compounding_method
initial_principal_exchange
final_principal_exchange
-->
</xs:sequence>
</xs:complexType>
<xs:complexType name="ContractFloatingLeg">
<xs:annotation>
<xs:documentation>
This complex type defines the information required to model a fixed leg of a Simple Swap.
</xs:documentation>
</xs:annotation>
</xs:complexType>
</xs:schema>