http://www.fpml.org/spec/fpml-4-3-9-tr-1
http://www.fpml.org/spec/fpml-4-3-9-tr-1
http://www.fpml.org/spec/2007/lcwd-fpml-4-3-2007-10-30/
http://www.fpml.org/spec/fpml-4-3-9-tr-1/html/fpml-4-3-errata.html
Document built: Mon 01/14/2008 12:57:04.32
Copyright (c) 1999 - 2006 by INTERNATIONAL SWAPS AND DERIVATIVES ASSOCIATION, INC.
Financial Products Markup Language is subject to the FpML public license
A copy of this license is available at http://www.fpml.org/documents/license.html
The FpML specifications provided are without warranty of any kind, either expressed or implied, including, without limitation, warranties that FpML, or the FpML specifications are free of defects, merchantable, fit for a particular purpose or non-infringing. The entire risk as to the quality and performance of the specifications is with you. Should any of the FpML specifications prove defective in any respect, you assume the cost of any necessary servicing or repair. Under no circumstances and under no legal theory, whether tort (including negligence), contract, or otherwise, shall ISDA, any of its members, or any distributor of documents or software containing any of the FpML specifications, or any supplier of any of such parties, be liable to you or any other person for any indirect, special, incidental, or consequential damages of any character including, without limitation, damages for loss of goodwill, work stoppage, computer failure or malfunction, or any and all other commercial damages or losses, even if such party shall have been informed of the possibility of such damages.
The type of averaging used in an Asian option.
| Value | Source | Description |
| In | http://www.FpML.org |
The average price is used to derive the strike price. Also known as "Asian strike" style option. |
| Out | http://www.FpML.org |
The average price is used to derive the expiration price. Also known as "Asian price" style option. |
| Both | http://www.FpML.org |
The average price is used to derive both the strike and the expiration price. |
<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>
The method of calculation to be used when averaging rates. Per ISDA 2000 Definitions, Section 6.2. Certain Definitions Relating to Floating Amounts.
| Value | Source | Description |
| Unweighted | http://www.FpML.org |
The arithmetic mean of the relevant rates for each reset date. |
| Weighted | http://www.FpML.org |
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: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>
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.
| Value | Source | Description |
| FOLLOWING | http://www.FpML.org |
The non-business date will be adjusted to the first following day that is a business day |
| FRN | http://www.FpML.org |
Per 2000 ISDA Definitions, Section 4.11. FRN Convention; Eurodollar Convention. |
| MODFOLLOWING | http://www.FpML.org |
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. |
| PRECEDING | http://www.FpML.org |
The non-business day will be adjusted to the first preceding day that is a business day. |
| MODPRECEDING | http://www.FpML.org |
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. |
| NONE | http://www.FpML.org |
The date will not be adjusted if it falls on a day that is not a business day. |
| NotApplicable | http://www.FpML.org |
The date adjustments conventions are defined elsewhere, so it is not required to specify them here. |
<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="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>
The specification of how a calculation agent will be determined.
| Value | Source | Description |
| ExercisingParty | http://www.FpML.org |
The party that gives notice of exercise. Per 2000 ISDA Definitions, Section 11.1. Parties, paragraph (d). |
| NonExercisingParty | http://www.FpML.org |
The party that is given notice of exercise. Per 2000 ISDA Definitions, Section 11.1. Parties, paragraph (e). |
| AsSpecifiedInMasterAgreement | http://www.FpML.org |
The Calculation Agent is determined by reference to the relevant master agreement. |
<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>
The unit in which a commission is denominated.
| Value | Source | Description |
| BPS | http://www.FpML.org |
The commission is expressed in basis points, in reference to the price referenced in the document. |
| Percentage | http://www.FpML.org |
The commission is expressed as a percentage of the gross price referenced in the document. |
| CentsPerShare | http://www.FpML.org |
The commission is expressed in cents per share. |
| FixedAmount | http://www.FpML.org |
The commission is expressed as a absolute amount. |
<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>
The compounding calculation method
| Value | Source | Description |
| Flat | http://www.FpML.org |
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. |
| None | http://www.FpML.org |
No compounding is to be applied. |
| Straight | http://www.FpML.org |
Straight compounding. Compounding includes the spread. |
<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>
A day type classification used in counting the number of days between two dates.
| Value | Source | Description |
| Business | http://www.FpML.org |
When calculating the number of days between two dates the count includes only business days. |
| Calendar | http://www.FpML.org |
When calculating the number of days between two dates the count includes all calendar days. |
| CurrencyBusiness | http://www.FpML.org |
When calculating the number of days between two dates the count includes only currency business days. |
| ExchangeBusiness | http://www.FpML.org |
When calculating the number of days between two dates the count includes only stock exchange business days. |
| ScheduledTradingDay | http://www.FpML.org |
When calculating the number of days between two dates the count includes only scheduled trading days. |
<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="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>
The ISDA defined value indicating the severity of a difference.
| Value | Source | Description |
| Warning | ||
| Error |
<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>
The ISDA defined value indicating the nature of a difference.
| Value | Source | Description |
| Value | ||
| Reference | ||
| Structure | ||
| Scheme |
<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>
The method of calculating discounted payment amounts
| Value | Source | Description |
| Standard | http://www.FpML.org |
Per ISDA 2000 Definitions, Section 8.4. Discounting, paragraph (a) |
| FRA | http://www.FpML.org |
Per ISDA 2000 Definitions, Section 8.4. Discounting, paragraph (b) |
<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>
Refers to one on the 3 Amounts
| Value | Source | Description |
| RecordAmount | http://www.FpML.org |
100% of the gross cash dividend per Share paid over record date during relevant Dividend Period |
| ExAmount | http://www.FpML.org |
100% of gross cash dividend per Share paid after the Ex Div date during relevant Dividend Period. |
| PaidAmount | http://www.FpML.org |
100% of gross cash dividend per Share paid during relevant Dividend Period. |
| AsSpecifiedInMasterConfirmation | http://www.FpML.org |
The Amount is determined as provided in the relevant Master Confirmation. |
<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>
The reference to a dividend date.
| Value | Source | Description |
| ExDate | http://www.FpML.org |
Date on which a holder of the security is entitled to the dividend. |
| DividendPaymentDate | http://www.FpML.org |
Date on which the dividend will be paid by the issuer. |
| RecordDate | http://www.FpML.org |
Date on which the dividend will be recorded in the books of the paying agent. |
| TerminationDate | http://www.FpML.org |
Termination date of the swap. |
| EquityPaymentDate | http://www.FpML.org |
Equity payment date of the swap. |
| FollowingPaymentDate | http://www.FpML.org |
The next payment date of the swap. |
| AdHocDate | http://www.FpML.org |
The dividend date will be specified ad hoc by the parties, typically on the dividend ex-date |
| CumulativeEquityPaid | http://www.FpML.org |
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. |
| CumulativeLiborPaid | http://www.FpML.org |
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. |
| CumulativeEquityExDiv | http://www.FpML.org |
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 |
| CumulativeLiborExDiv | http://www.FpML.org |
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. |
| SharePayment | http://www.FpML.org |
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 |
| CashSettlementPaymentDate | http://www.FpML.org |
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 |
| FloatingAmountPaymentDate | http://www.FpML.org |
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: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>
The date on which the receiver of the equity return is entitled to the dividend.
| Value | Source | Description |
| ExDate | http://www.FpML.org |
Dividend entitlement is on the dividend ex-date. |
| RecordDate | http://www.FpML.org |
Dividend entitlement is on the dividend record date. |
<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>
Defines the First Period or the Second Period, as specified in the 2002 ISDA Equity Derivatives Definitions.
| Value | Source | Description |
| FirstPeriod | http://www.FpML.org |
"First Period" per the 2002 ISDA Equity Derivatives Definitions will apply. |
| SecondPeriod | http://www.FpML.org |
"Second Period" per the 2002 ISDA Equity Derivatives Definitions will apply. |
<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>
The specification of how an OTC option will be exercised.
| Value | Source | Description |
| American | http://www.FpML.org |
Option can be exercised on any date up to the expiry date. |
| Bermuda | http://www.FpML.org |
Option can be exercised on specified dates up to the expiry date. |
| European | http://www.FpML.org |
Option can only be exercised on the expiry date. |
<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>
The method of FRA discounting, if any, that will apply.
| Value | Source | Description |
| ISDA | http://www.FpML.org |
"FRA Discounting" per the ISDA Definitions will apply. |
| AFMA | http://www.FpML.org |
FRA discounting per the Australian Financial Markets Association (AFMA) OTC Financial Product Conventions will apply. |
| NONE | http://www.FpML.org |
No discounting will apply. |
<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>
The schedule frequency type
| Value | Source | Description |
| Day | http://www.FpML.org |
Day is the unit of frequency. |
| Business | http://www.FpML.org |
TBD |
<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>
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.
| Value | Source | Description |
| Knockin | http://www.FpML.org |
Option exists once the barrier is hit. The trigger rate is out-of-the money in relation to the strike rate. |
| Knockout | http://www.FpML.org |
Option ceases to exist once the barrier is hit. The trigger rate is out-of the-money in relation to the strike rate. |
| ReverseKnockin | http://www.FpML.org |
Option exists once the barrier is hit. The trigger rate is in-the money in relation to the strike rate. |
| ReverseKnockout | http://www.FpML.org |
Option ceases to exist once the barrier is hit. The trigger rate is in-the money in relation to the strike rate. |
<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>
The specification of the consequences of Index Events.
| Value | Source | Description |
| CalculationAgentAdjustment | http://www.FpML.org |
Calculation Agent Adjustment |
| NegotiatedCloseOut | http://www.FpML.org |
Negotiated Close Out |
| CancellationAndPayment | http://www.FpML.org |
Cancellation and Payment |
<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:restriction>
</xsd:simpleType>
The specification of the interest shortfall cap, applicable to mortgage derivatives.
| Value | Source | Description |
| Fixed | ||
| Variable |
<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>
Used for indicating the length unit in the Resource type.
| Value | Source | Description |
| Pages | ||
| TimeUnit |
<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>
Defines how adjustments will be made to the contract should one or more of the extraordinary events occur.
| Value | Source | Description |
| CalculationAgent | http://www.FpML.org |
The Calculation Agent has the right to adjust the terms of the trade following a corporate action. |
| OptionsExchange | http://www.FpML.org |
The trade will be adjusted in accordance with any adjustment made by the exchange on which options on the underlying are listed. |
<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>
Defines the consequences of nationalisation, insolvency and delisting events relating to the underlying.
| Value | Source | Description |
| NegotiatedCloseout | http://www.FpML.org |
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. |
| CancellationAndPayment | http://www.FpML.org |
The trade is terminated. |
<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>
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).
| Value | Source | Description |
| NegativeInterestRateMethod | http://www.FpML.org |
Negative Interest Rate Method. Per 2000 ISDA Definitions, Section 6.4 Negative Interest Rates, paragraphs (b) and (c). |
| ZeroInterestRateMethod | http://www.FpML.org |
Zero Interest Rate Method. Per 2000 ISDA Definitions, Section 6.4. Negative Interest Rates, paragraphs (d) and (e). |
<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>
The conditions that govern the adjustment to the number of units of the equity swap.
| Value | Source | Description |
| Execution | http://www.FpML.org |
The adjustments to the number of units are governed by an execution clause. |
| PortfolioRebalancing | http://www.FpML.org |
The adjustments to the number of units are governed by a portfolio rebalancing clause. |
| Standard | http://www.FpML.org |
The adjustments to the number of units are not governed by any specific clause. |
<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>
Used in both the obligations and deliverable obligations of the credit default swap to represent a class or type of securities which apply.
| Value | Source | Description |
| Payment | http://www.FpML.org |
ISDA term "Payment". |
| BorrowedMoney | http://www.FpML.org |
ISDA term "Borrowed Money". |
| ReferenceObligationsOnly | http://www.FpML.org |
ISDA term "Reference Obligations Only". |
| Bond | http://www.FpML.org |
ISDA term "Bond". |
| Loan | http://www.FpML.org |
ISDA term "Loan". |
| BondOrLoan | http://www.FpML.org |
ISDA term "Bond or Loan". |
<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>
Specifies whether the option is a call or a put.
| Value | Source | Description |
| Call | http://www.FpML.org |
A call option gives the holder the right to buy the underlying asset by a certain date for a certain price. |
| Forward | http://www.FpML.org |
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. |
| Put | http://www.FpML.org |
A put option gives the holder the right to sell the underlying asset by a certain date for a certain price. |
| Payer | http://www.FpML.org |
A payer option |
| Receiver | http://www.FpML.org |
A receiver option |
| Straddle | http://www.FpML.org |
A straddle strategy. |
<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>
The specification of an interest rate stream payer or receiver party.
| Value | Source | Description |
| Payer | http://www.FpML.org |
The party identified as the stream payer. |
| Receiver | http://www.FpML.org |
The party identified as the stream receiver. |
<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>
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.
| Value | Source | Description |
| Deferred | http://www.FpML.org |
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. |
| Immediate | http://www.FpML.org |
If the trigger is hit, the option payout will be paid immediately (i.e., spot from the payout date). |
<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>
The specification of whether payments occur relative to the calculation period start or end date, or the reset date.
| Value | Source | Description |
| CalculationPeriodStartDate | http://www.FpML.org |
Payments will occur relative to the first day of each calculation period. |
| CalculationPeriodEndDate | http://www.FpML.org |
Payments will occur relative to the last day of each calculation period. |
| ResetDate | http://www.FpML.org |
Payments will occur relative to the reset date. |
<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="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:restriction>
</xsd:simpleType>
The specification of a time period
| Value | Source | Description |
| D | http://www.FpML.org |
Day. |
| W | http://www.FpML.org |
Week. |
| M | http://www.FpML.org |
Month. |
| Y | http://www.FpML.org |
Year. |
| T | http://www.FpML.org |
Term. |
<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.
</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
</xsd:restriction>
</xsd:simpleType>
The specification of how the premium for an FX OTC option is quoted.
| Value | Source | Description |
| PercentageOfCallCurrencyAmount | http://www.FpML.org |
Premium is quoted as a percentage of the callCurrencyAmount. |
| PercentageOfPutCurrencyAmount | http://www.FpML.org |
Premium is quoted as a percentage of the putCurrencyAmount. |
| CallCurrencyPerPutCurrency | http://www.FpML.org |
Premium is quoted in the call currency as a percentage of the put currency. |
| PutCurrencyPerCallCurrency | http://www.FpML.org |
Premium is quoted in the put currency as a percentage of the call currency. |
| Explicit | http://www.FpML.org |
Premium is quoted as an explicit amount. |
<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>
Premium Type for Forward Start Equity Option
| Value | Source | Description |
| PrePaid | http://www.FpML.org |
TODO |
| PostPaid | http://www.FpML.org |
TODO |
| Variable | http://www.FpML.org |
TODO |
| Fixed | http://www.FpML.org |
TODO |
<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>
The mode of expression of a price.
| Value | Source | Description |
| AbsoluteTerms | http://www.FpML.org |
The price is expressed as an absolute amount.> |
| PercentageOfNotional | http://www.FpML.org |
The price is expressed in percentage of the notional amount. |
<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>
The specification of the type of quotation rate to be obtained from each cash settlement reference bank.
| Value | Source | Description |
| Bid | http://www.FpML.org |
A bid rate. |
| Ask | http://www.FpML.org |
An ask rate. |
| Mid | http://www.FpML.org |
A mid-market rate. |
| ExercisingPartyPays | http://www.FpML.org |
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: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>
The side from which perspective a value is quoted.
| Value | Source | Description |
| Bid | http://www.FpML.org |
A value "bid" by a buyer for an asset, i.e. the value a buyer is willing to pay. |
| Ask | http://www.FpML.org |
A value "asked" by a seller for an asset, i.e. the value at which a seller is willing to sell. |
| Mid | http://www.FpML.org |
A value midway between the bid and the ask value. |
<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>
How an exchange rate is quoted.
| Value | Source | Description |
| Currency1PerCurrency2 | http://www.FpML.org |
The amount of currency1 for one unit of currency2 |
| Currency2PerCurrency1 | http://www.FpML.org |
The amount of currency2 for one unit of currency1 |
<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>
The specification of methods for converting rates from one basis to another.
| Value | Source | Description |
| BondEquivalentYield | http://www.FpML.org |
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). |
| MoneyMarketYield | http://www.FpML.org |
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: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>
The contract specifies whether which price must satisfy the boundary condition.
| Value | Source | Description |
| Previous | http://www.FpML.org |
For a return on day T, the observed price on T-1 must be in range. |
| Last | http://www.FpML.org |
For a return on day T, the observed price on T must be in range. |
| Both | http://www.FpML.org |
For a return on day T, the observed prices on both T and T-1 must be in range |
<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>
The specification of whether resets occur relative to the first or last day of a calculation period.
| Value | Source | Description |
| CalculationPeriodStartDate | http://www.FpML.org |
Resets will occur relative to the first day of each calculation period. |
| CalculationPeriodEndDate | http://www.FpML.org |
Resets will occur relative to the last day of each calculation period. |
<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>
The type of return associated with the equity swap.
| Value | Source | Description |
| Dividend | http://www.FpML.org |
Dividend return swap. |
| Price | http://www.FpML.org |
Price return swap. |
| Total | http://www.FpML.org |
Total return swap. |
<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>
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.
| Value | Source | Description |
| EOM | http://www.FpML.org |
Rolls on month end dates irrespective of the length of the month and the previous roll day. |
| FRN | http://www.FpML.org |
Roll days are determined according to the FRN Convention or Eurodollar Convention as described in ISDA 2000 definitions. |
| IMM | http://www.FpML.org |
IMM Settlement Dates. The third Wednesday of the (delivery) month. |
| IMMCAD | http://www.FpML.org |
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. |
| IMMAUD | http://www.FpML.org |
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. |
| IMMNZD | http://www.FpML.org |
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. |
| SFE | http://www.sfe.com.au |
Sydney Futures Exchange 90-Day Bank Accepted Bill Futures Settlement Dates. The second Friday of the (delivery) month. |
| NONE | http://www.FpML.org |
The roll convention is not required. For example, in the case of a daily calculation frequency. |
| TBILL | http://www.publicdebt.treas.gov |
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. |
| 1 | http://www.FpML.org |
Rolls on the 1st day of the month. |
| 2 | http://www.FpML.org |
Rolls on the 2nd day of the month. |
| 3 | http://www.FpML.org |
Rolls on the 3rd day of the month. |
| 4 | http://www.FpML.org |
Rolls on the 4th day of the month. |
| 5 | http://www.FpML.org |
Rolls on the 4th day of the month. |
| 6 | http://www.FpML.org |
Rolls on the 6th day of the month. |
| 7 | http://www.FpML.org |
Rolls on the 7th day of the month. |
| 8 | http://www.FpML.org |
Rolls on the 8th day of the month. |
| 9 | http://www.FpML.org |
Rolls on the 9th day of the month. |
| 10 | http://www.FpML.org |
Rolls on the 10th day of the month. |
| 11 | http://www.FpML.org |
Rolls on the 11th day of the month. |
| 12 | http://www.FpML.org |
Rolls on the 12th day of the month. |
| 13 | http://www.FpML.org |
Rolls on the 13th day of the month. |
| 14 | http://www.FpML.org |
Rolls on the 14th day of the month. |
| 15 | http://www.FpML.org |
Rolls on the 15th day of the month. |
| 16 | http://www.FpML.org |
Rolls on the 16th day of the month. |
| 17 | http://www.FpML.org |
Rolls on the 17th day of the month. |
| 18 | http://www.FpML.org |
Rolls on the 18th day of the month. |
| 19 | http://www.FpML.org |
Rolls on the 19th day of the month. |
| 20 | http://www.FpML.org |
Rolls on the 20th day of the month. |
| 21 | http://www.FpML.org |
Rolls on the 21st day of the month. |
| 22 | http://www.FpML.org |
Rolls on the 22nd day of the month. |
| 23 | http://www.FpML.org |
Rolls on the 23rd day of the month. |
| 24 | http://www.FpML.org |
Rolls on the 24th day of the month. |
| 25 | http://www.FpML.org |
Rolls on the 25th day of the month. |
| 26 | http://www.FpML.org |
Rolls on the 26th day of the month. |
| 27 | http://www.FpML.org |
Rolls on the 27th day of the month. |
| 28 | http://www.FpML.org |
Rolls on the 28th day of the month. |
| 29 | http://www.FpML.org |
Rolls on the 29th day of the month. |
| 30 | http://www.FpML.org |
Rolls on the 30th day of the month. |
| MON | http://www.FpML.org |
Rolling weekly on a Monday. |
| TUE | http://www.FpML.org |
Rolling weekly on a Tuesday. |
| WED | http://www.FpML.org |
Rolling weekly on a Wednesday. |
| THU | http://www.FpML.org |
Rolling weekly on a Thursday. |
| FRI | http://www.FpML.org |
Rolling weekly on a Friday. |
| SAT | http://www.FpML.org |
Rolling weekly on a Saturday. |
| SUN | http://www.FpML.org |
Rolling weekly on a Sunday. |
<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>
The method of rounding a fractional number.
| Value | Source | Description |
| Up | http://www.FpML.org |
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. |
| Down | http://www.FpML.org |
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. |
| Nearest | http://www.FpML.org |
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: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>
Shows how the transaction is to be settled when it is exercised.
| Value | Source | Description |
| Cash | http://www.FpML.org |
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 |
| Election | http://www.FpML.org |
Allow Election of either Cash or Physical settlement |
| Physical | http://www.FpML.org |
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: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>
Defines the consequences of extraordinary events relating to the underlying.
| Value | Source | Description |
| AlternativeObligation | http://www.FpML.org |
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. |
| CancellationAndPayment | http://www.FpML.org |
The trade is cancelled and a cancellation fee will be paid by one party to the other. |
| OptionsExchange | http://www.FpML.org |
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. |
| CalculationAgent | http://www.FpML.org |
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. |
| ModifiedCalculationAgent | http://www.FpML.org |
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. |
| PartialCancellationAndPayment | http://www.FpML.org |
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. |
| Component | http://www.FpML.org |
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: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>
The specification of how an individual currency in an FX trade is quoted relative to the base currency.
| Value | Source | Description |
| Currency1PerBaseCurrency | http://www.FpML.org |
The amount of the exchangedCurrency1 for one unit of baseCurrency. |
| BaseCurrencyPerCurrency1 | http://www.FpML.org |
The amount of the baseCurrency for one unit of exchangedCurrency1. |
| Currency2PerBaseCurrency | http://www.FpML.org |
The amount of the exchangedCurrency2 for one unit of baseCurrency. |
| BaseCurrencyPerCurrency2 | http://www.FpML.org |
The amount of the baseCurrency for one unit of exchangedCurrency2. |
<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>
The code specification of whether a trade is settling using standard settlement instructions as well as whether it is a candidate for settlement netting.
| Value | Source | Description |
| Standard | http://www.FpML.org |
This trade will settle using standard pre-determined funds settlement instructions. |
| Net | http://www.FpML.org |
This trade is a candidate for settlement netting. |
| StandardAndNet | http://www.FpML.org |
This trade will settle using standard pre-determined funds settlement instructions and is a candidate for settlement netting. |
<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>
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.
| Value | Source | Description |
| Initial | http://www.FpML.org |
Change in notional to be applied is calculated by multiplying the percentage rate by the initial notional amount. |
| Previous | http://www.FpML.org |
Change in notional to be applied is calculated by multiplying the percentage rate by the previously outstanding notional amount. |
<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>
The specification of how an FX OTC option strike price is quoted.
| Value | Source | Description |
| PutCurrencyPerCallCurrency | http://www.FpML.org |
The strike price is an amount of putCurrency per one unit of callCurrency. |
| CallCurrencyPerPutCurrency | http://www.FpML.org |
The strike price is an amount of callCurrency per one unit of putCurrency. |
<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>
Element to define how to deal with a none standard calculation period within a swap stream.
| Value | Source | Description |
| ShortInitial | http://www.FpML.org |
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 |
| ShortFinal | http://www.FpML.org |
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 |
| LongInitial | http://www.FpML.org |
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 |
| LongFinal | http://www.FpML.org |
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: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>
Defines points in the day when equity option exercise and valuation can occur.
| Value | Source | Description |
| Close | http://www.FpML.org |
The official closing time of the exchange on the valuation date. |
| Open | http://www.FpML.org |
The official opening time of the exchange on the valuation date. |
| OSP | http://www.FpML.org |
The time at which the official settlement price is determined. |
| SpecificTime | http://www.FpML.org |
The time specified in the element equityExpirationTime or valuationTime (as appropriate) |
| XETRA | http://www.FpML.org |
The time at which the official settlement price (following the auction by the exchange) is determined by the exchange. |
| DerivativesClose | http://www.FpML.org |
The official closing time of the derivatives exchange on which a derivative contract is listed on that security underlyer. |
| AsSpecifiedInMasterConfirmation | http://www.FpML.org |
The time is determined as provided in the relevant Master Confirmation. |
<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>
The specification of, for American-style digitals, whether the trigger level must be touched or not touched.
| Value | Source | Description |
| Touch | http://www.FpML.org |
The spot rate must have touched the predetermined trigger rate at any time over the life of the option for the payout to occur. |
| Notouch | http://www.FpML.org |
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: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>
The specification of whether a payout will occur on an option depending upon whether the spot rate is above or below the trigger rate.
| Value | Source | Description |
| Above | http://www.FpML.org |
The spot rate must be greater than or equal to the trigger rate. |
| Below | http://www.FpML.org |
The spot rate must be less than or equal to the trigger rate. |
<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>
The ISDA defined methodology for determining the final price of the reference obligation for purposes of cash settlement.
| Value | Source | Description |
| Market | ||
| Highest | ||
| AverageMarket | ||
| AverageHighest | ||
| BlendedMarket | ||
| BlendedHighest | ||
| AverageBlendedMarket | ||
| AverageBlendedHighest |
<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>
The specification of a weekly roll day.
| Value | Source | Description |
| MON | http://www.FpML.org |
Monday |
| TUE | http://www.FpML.org |
Tuesday |
| WED | http://www.FpML.org |
Wednesday |
| THU | http://www.FpML.org |
Thursday |
| FRI | http://www.FpML.org |
Friday |
| SAT | http://www.FpML.org |
Saturday |
| SUN | http://www.FpML.org |
Sunday |
<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:restriction>
</xsd:simpleType>
<xsd:schema ecore:nsPrefix="fpml" ecore:package="org.fpml" ecore:documentRoot="FpML" targetNamespace="http://www.fpml.org/2007/FpML-4-3" version="$Revision: 2597 $" attributeFormDefault="unqualified" elementFormDefault="qualified">
<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="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="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="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="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="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="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="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="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="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: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="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="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="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="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: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.
</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="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="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="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="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:restriction>
</xsd:simpleType>
</xsd:schema>