SEQUENCE

<xs:sequence 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">
   <xs:element name="Type">
      <xs:annotation>
         <xs:documentation>Buy or Sell</xs:documentation>
      </xs:annotation>
      <xs:simpleType>
         <xs:restriction base="xs:string">
            <xs:enumeration value="BUY"/>
            <xs:enumeration value="SELL"/>
         </xs:restriction>
      </xs:simpleType>
   </xs:element>
   <xs:element name="Currency" type="ISOCurrencyCodeType">
      <xs:annotation>
         <xs:documentation>Notional Currency</xs:documentation>
      </xs:annotation>
   </xs:element>
   <xs:element name="Notional" type="xs:decimal">
      <xs:annotation>
         <xs:documentation>Notional Amount</xs:documentation>
      </xs:annotation>
   </xs:element>
   <xs:element minOccurs="0" name="BulletPaymentAmount" type="xs:decimal"/>
   <xs:element minOccurs="0" name="BulletPaymentDate" type="xs:date"/>
   <xs:element minOccurs="0" name="UpfrontPaymentAmount" type="xs:decimal"/>
   <xs:element minOccurs="0" name="UpfrontPaymentDate" type="xs:date"/>
   <xs:element minOccurs="0" name="AccrualDate" type="xs:date"/>
   <xs:element minOccurs="0" name="YieldType">
      <xs:annotation>
         <xs:documentation>Fixed rate or variable rate</xs:documentation>
      </xs:annotation>
      <xs:simpleType>
         <xs:restriction base="xs:string">
            <xs:enumeration value="Fixed Rate"/>
            <xs:enumeration value="Variable Rate"/>
         </xs:restriction>
      </xs:simpleType>
   </xs:element>
   <xs:element minOccurs="0" name="Spread" type="xs:decimal">
      <xs:annotation>
         <xs:documentation>Spread in basis points</xs:documentation>
      </xs:annotation>
   </xs:element>
   <xs:element minOccurs="0" name="FixedRate" type="xs:decimal"/>
   <xs:element minOccurs="0" name="RecoveryRate" type="xs:decimal"/>
   <xs:element minOccurs="0" name="PayFrequency" type="FrequencyType"/>
   <xs:element minOccurs="0" name="FixingFrequency" type="FrequencyType"/>
   <xs:element minOccurs="0" name="FirstFixingDate" type="xs:date"/>
   <xs:element minOccurs="0" name="ResetType">
      <xs:annotation>
         <xs:documentation>In arrears or Upfront</xs:documentation>
      </xs:annotation>
      <xs:simpleType>
         <xs:restriction base="xs:string">
            <xs:enumeration value="In arrears"/>
            <xs:enumeration value="Upfront"/>
         </xs:restriction>
      </xs:simpleType>
   </xs:element>
   <xs:element minOccurs="0" name="SettlementType">
      <xs:annotation>
         <xs:documentation>Cash or Cash Netted or Notional Exchange or Physical Delivery</xs:documentation>
      </xs:annotation>
      <xs:simpleType>
         <xs:restriction base="xs:string">
            <xs:enumeration value="Cash"/>
            <xs:enumeration value="Cash Netted"/>
            <xs:enumeration value="Notional Exchange"/>
            <xs:enumeration value="Physical Delivery"/>
         </xs:restriction>
      </xs:simpleType>
   </xs:element>
   <xs:element minOccurs="0" name="RollConvention">
      <xs:annotation>
         <xs:documentation>End of month
Floating
Following
Following modified
Preceeding
Preceeding modified</xs:documentation>
      </xs:annotation>
      <xs:simpleType>
         <xs:restriction base="xs:string">
            <xs:enumeration value="End of month"/>
            <xs:enumeration value="Floating"/>
            <xs:enumeration value="Following"/>
            <xs:enumeration value="Following modified"/>
            <xs:enumeration value="Preceeding"/>
            <xs:enumeration value="Preceeding modified"/>
         </xs:restriction>
      </xs:simpleType>
   </xs:element>
   <xs:element minOccurs="0" name="YieldCalculationMethod">
      <xs:annotation>
         <xs:documentation>Average
Compound
Flat compounding
Simple</xs:documentation>
      </xs:annotation>
      <xs:simpleType>
         <xs:restriction base="xs:string">
            <xs:enumeration value="Average"/>
            <xs:enumeration value="Compound"/>
            <xs:enumeration value="Flat compounding"/>
            <xs:enumeration value="Simple"/>
         </xs:restriction>
      </xs:simpleType>
   </xs:element>
   <xs:element minOccurs="0" name="YieldDayConvention">
      <xs:annotation>
         <xs:documentation>ACT/ACT, ACT/360, ...</xs:documentation>
      </xs:annotation>
      <xs:simpleType>
         <xs:restriction base="xs:string">
            <xs:enumeration value="ACT/ACT"/>
            <xs:enumeration value="ACT/360"/>
            <xs:enumeration value="ACT/365"/>
            <xs:enumeration value="30/360"/>
            <xs:enumeration value="30/365"/>
            <xs:enumeration value="30B/360"/>
            <xs:enumeration value="30E/360"/>
            <xs:enumeration value="30U/360"/>
            <xs:enumeration value="BusinessDays/252"/>
         </xs:restriction>
      </xs:simpleType>
   </xs:element>
   <xs:element minOccurs="0" name="Underlying" type="IdentifiersType">
      <xs:annotation>
         <xs:appinfo>@deprecated: please use UnderlyingAsset instead
@deprecated-since: 4.2.7
												</xs:appinfo>
         <xs:documentation>Depricated: Underlying Index</xs:documentation>
      </xs:annotation>
   </xs:element>
   <xs:element minOccurs="0" name="UnderlyingAsset" type="UnderlyingType">
      <xs:annotation>
         <xs:documentation>Refers to the security underlying the derivative product</xs:documentation>
      </xs:annotation>
   </xs:element>
   <xs:element minOccurs="0" name="ExchangeConvention">
      <xs:annotation>
         <xs:documentation>Begin, End, Begin and end, None</xs:documentation>
      </xs:annotation>
      <xs:simpleType>
         <xs:restriction base="xs:string">
            <xs:enumeration value="Begin"/>
            <xs:enumeration value="Begin+End"/>
            <xs:enumeration value="End"/>
            <xs:enumeration value="None"/>
         </xs:restriction>
      </xs:simpleType>
   </xs:element>
   <xs:element minOccurs="0" name="InitialReferenceMonth">
      <xs:simpleType>
         <xs:restriction base="xs:int">
            <xs:minInclusive value="1"/>
            <xs:maxInclusive value="12"/>
         </xs:restriction>
      </xs:simpleType>
   </xs:element>
   <xs:element minOccurs="0" name="FinalReferenceMonth">
      <xs:simpleType>
         <xs:restriction base="xs:int">
            <xs:minInclusive value="1"/>
            <xs:maxInclusive value="12"/>
         </xs:restriction>
      </xs:simpleType>
   </xs:element>
   <xs:element minOccurs="0" name="FirstCouponRate" type="xs:decimal"/>
   <xs:element minOccurs="0" name="FirstCouponDate" type="xs:date"/>
   <xs:element minOccurs="0" name="ShortPeriod">
      <xs:annotation>
         <xs:documentation>Interpolation at beginning, Interpolation at the end, Interpolation at beginning and end</xs:documentation>
      </xs:annotation>
      <xs:simpleType>
         <xs:restriction base="xs:string">
            <xs:enumeration value="Interpolation at start"/>
            <xs:enumeration value="Interpolation at end"/>
            <xs:enumeration value="Interpolation at start+end"/>
         </xs:restriction>
      </xs:simpleType>
   </xs:element>
   <xs:element minOccurs="0" name="FixingCalendars">
      <xs:complexType>
         <xs:sequence>
            <xs:element maxOccurs="unbounded" name="Calendar">
               <xs:simpleType>
                  <xs:restriction base="xs:string">
                     <xs:length value="3"/>
                  </xs:restriction>
               </xs:simpleType>
            </xs:element>
         </xs:sequence>
      </xs:complexType>
   </xs:element>
   <xs:element minOccurs="0" name="PaymentCalendars">
      <xs:complexType>
         <xs:sequence>
            <xs:element maxOccurs="unbounded" name="Calendar">
               <xs:simpleType>
                  <xs:restriction base="xs:string">
                     <xs:length value="3"/>
                  </xs:restriction>
               </xs:simpleType>
            </xs:element>
         </xs:sequence>
      </xs:complexType>
   </xs:element>
   <xs:element minOccurs="0" name="CreditEvents">
      <xs:complexType>
         <xs:sequence>
            <xs:element maxOccurs="unbounded" name="Event">
               <xs:annotation>
                  <xs:documentation>Bankruptcy, Cross acceleration, Cross Default, Downgrade, Failure to pay principal, Merger, Moratorium, Obligation acceleration, Obligation default, Other, Reputation Moratorium, Restructuring, Withholding Tax</xs:documentation>
               </xs:annotation>
               <xs:simpleType>
                  <xs:restriction base="xs:string">
                     <xs:enumeration value="BR"/>
                     <xs:enumeration value="CA"/>
                     <xs:enumeration value="CD"/>
                     <xs:enumeration value="DG"/>
                     <xs:enumeration value="FP"/>
                     <xs:enumeration value="ME"/>
                     <xs:enumeration value="MO"/>
                     <xs:enumeration value="OA"/>
                     <xs:enumeration value="OD"/>
                     <xs:enumeration value="OT"/>
                     <xs:enumeration value="RM"/>
                     <xs:enumeration value="RS"/>
                     <xs:enumeration value="WT"/>
                  </xs:restriction>
               </xs:simpleType>
            </xs:element>
         </xs:sequence>
      </xs:complexType>
   </xs:element>
</xs:sequence>