InterestRateInstrumentCharacteristics

<xs:element xmlns:altova="http://www.altova.com/xml-schema-extensions"
            xmlns:ds="http://www.w3.org/2000/09/xmldsig#"
            xmlns:xs="http://www.w3.org/2001/XMLSchema"
            minOccurs="0"
            name="InterestRateInstrumentCharacteristics">
   <xs:annotation>
      <xs:documentation xml:lang="en">Detailed characteristics for interest rate instruments.</xs:documentation>
   </xs:annotation>
   <xs:complexType>
      <xs:sequence>
         <xs:sequence minOccurs="0">
            <xs:element name="RateType">
               <xs:annotation>
                  <xs:documentation xml:lang="en">Fixed - plain vanilla fixed coupon rate
* Floating - plain vanilla floating coupon rates (for all interest rates, which refer to a reference interest rate like EONIA or EURIBOR + margin in BP)
* Variable - all other variable interest rates like step-up or step-down or fixed-to-float bonds. The variable feature is the (credit) margin or the change between fixed and float.
* Inflation_linked for Inflation_linked bonds in order to identify them.

</xs:documentation>
               </xs:annotation>
               <xs:simpleType>
                  <xs:restriction base="xs:string">
                     <xs:enumeration value="Fixed"/>
                     <xs:enumeration value="Variable"/>
                     <xs:enumeration value="Floating"/>
                     <xs:enumeration value="Inflation_linked"/>
                  </xs:restriction>
               </xs:simpleType>
            </xs:element>
            <xs:element name="CouponRate" type="PercentageType">
               <xs:annotation>
                  <xs:documentation xml:lang="en">A33 - Next annual coupon rate in percentage
(known, or estimated for Floating).
3.5% has to be written "3.5"</xs:documentation>
               </xs:annotation>
            </xs:element>
            <xs:element minOccurs="0" name="VariableRate">
               <xs:annotation>
                  <xs:documentation xml:lang="en">For Floating/Variable rate bond.</xs:documentation>
               </xs:annotation>
               <xs:complexType>
                  <xs:sequence>
                     <xs:element name="IndexID" type="CodificationType_V5">
                        <xs:annotation>
                           <xs:documentation xml:lang="en">A35 34  - Identification of index used as reference for Floating/Variable rate bond.
CodificationSystem omitted if internal codification is used.</xs:documentation>
                        </xs:annotation>
                     </xs:element>
                     <xs:element name="IndexName" type="xs:string">
                        <xs:annotation>
                           <xs:documentation>A36 - Name of Index</xs:documentation>
                        </xs:annotation>
                     </xs:element>
                     <xs:element name="Margin" type="PercentageType">
                        <xs:annotation>
                           <xs:documentation xml:lang="en">A37 - Annual additive margin in percentage.
e.g. -0.5% should be written as "-0.5"</xs:documentation>
                        </xs:annotation>
                     </xs:element>
                  </xs:sequence>
               </xs:complexType>
            </xs:element>
            <xs:element name="CouponFrequency" type="SIICouponFrequencyType">
               <xs:annotation>
                  <xs:documentation xml:lang="en">A38 - Coupon payment frequency as number of coupons per year
0 = other than below options:
1= annual
2= biannual
4= quarterly
12= monthly 
52= weekly</xs:documentation>
               </xs:annotation>
            </xs:element>
         </xs:sequence>
         <xs:element minOccurs="0" name="EffectiveDateOfInstrument" type="xs:date">
            <xs:annotation>
               <xs:documentation xml:lang="en">A63 - Start date to accrue interest.</xs:documentation>
            </xs:annotation>
         </xs:element>
         <xs:element name="Redemption" type="RedemptionType_V7">
            <xs:annotation>
               <xs:documentation xml:lang="en">A39 40 41 - Redemption details</xs:documentation>
            </xs:annotation>
         </xs:element>
         <xs:element minOccurs="0" name="EmbeddedOption">
            <xs:annotation>
               <xs:documentation xml:lang="en">To be used only for a 
callable / putable bond.
The embedded option is described only for the first option date to come.</xs:documentation>
            </xs:annotation>
            <xs:complexType>
               <xs:sequence>
                  <xs:element name="CallPutType">
                     <xs:annotation>
                        <xs:documentation xml:lang="en">A42 - Cal = Call
Put = Put
Cap = Cap
Flr= Floor</xs:documentation>
                     </xs:annotation>
                     <xs:simpleType>
                        <xs:restriction base="xs:string">
                           <xs:enumeration value="Cal"/>
                           <xs:enumeration value="Put"/>
                           <xs:enumeration value="Cap"/>
                           <xs:enumeration value="Flr"/>
                        </xs:restriction>
                     </xs:simpleType>
                  </xs:element>
                  <xs:element name="CallPutDate" type="xs:date">
                     <xs:annotation>
                        <xs:documentation xml:lang="en">A43 - Date of first Call / Put option to come.</xs:documentation>
                     </xs:annotation>
                  </xs:element>
                  <xs:element name="OptionDirection">
                     <xs:annotation>
                        <xs:documentation xml:lang="en">A44 - Option at the discretion of issuer(I) or bearer(B). "O" if both are possible.</xs:documentation>
                     </xs:annotation>
                     <xs:simpleType>
                        <xs:restriction base="xs:string">
                           <xs:minLength value="1"/>
                           <xs:maxLength value="1"/>
                           <xs:enumeration value="I"/>
                           <xs:enumeration value="B"/>
                           <xs:enumeration value="O"/>
                        </xs:restriction>
                     </xs:simpleType>
                  </xs:element>
                  <xs:element name="StrikePrice" type="xs:decimal">
                     <xs:annotation>
                        <xs:documentation xml:lang="en">A45 - Strike price of first optional Call / Put as a percentage of nominal amount.
95%=0.95</xs:documentation>
                     </xs:annotation>
                  </xs:element>
               </xs:sequence>
            </xs:complexType>
         </xs:element>
         <xs:element minOccurs="0" name="ValuationYieldCurve">
            <xs:annotation>
               <xs:documentation>Specific data in case no yield curve of reference is available (e.g. for developing countries or BRICS)</xs:documentation>
            </xs:annotation>
            <xs:complexType>
               <xs:sequence>
                  <xs:element name="Yield" type="xs:decimal">
                     <xs:annotation>
                        <xs:documentation>A129 - Valuation Yield of the interest rate instrument
****Is 3.5% coded as 3.5 or 0.035?</xs:documentation>
                     </xs:annotation>
                  </xs:element>
                  <xs:element name="Spread" type="xs:decimal">
                     <xs:annotation>
                        <xs:documentation>A130 - Issuer spread calculated from Z coupon IRS curve of quotation currency
****Is 0.5% coded as 0.5 or 0.005?</xs:documentation>
                     </xs:annotation>
                  </xs:element>
               </xs:sequence>
            </xs:complexType>
         </xs:element>
      </xs:sequence>
   </xs:complexType>
</xs:element>