Simple Type Summary |
||||||
|
The type of automatic adjustment that a Letter of Credit can exhibit.
|
||||||
|
The type of adjustment applied to any amount.
|
||||||
|
The type of averaging used in an Asian option.
|
||||||
|
The method of calculation to be used when averaging rates.
|
||||||
|
When breakage cost is applicable, this defines who is calculating it.
|
||||||
|
Defines which type of bullion is applicable for a Bullion Transaction.
|
||||||
|
The convention for adjusting any relevant date if it would otherwise fall on a day that is not a valid business day.
|
||||||
|
||||||
|
The specification of how a calculation agent will be determined.
|
||||||
|
Describes the date source calendar for a contract whereby the prices are from the underlying commodity price source (e.g. exchange traded futures contract), but the dates are based off another calendar (e.g. the listed option on the futures contract).
|
||||||
|
Identifies a party to the on-demand repo or SBL transaction that has a right to demand for termination of the repo or SBL transaction.
|
||||||
|
Denotes the method of collateral value allocation
|
||||||
|
The unit in which a commission is denominated.
|
||||||
|
The consequences of Bullion Settlement Disruption Events.
|
||||||
|
A day type classification used in counting the number of days between two dates for a commodity transaction.
|
||||||
|
Barrier Knock In or Out.
|
||||||
|
The Commodity specification of whether payments occur relative e.g. to the Trade Date, or the end of the month, etc.
|
||||||
|
Defines the value of the commodity return calculation formula as simple or compound.
|
||||||
|
The compounding calculation method
|
||||||
|
Defines a condition when an event applies.
|
||||||
|
Defines whether conditions precedent have been met in a given syndicated loan deal.
|
||||||
|
A day of the seven-day week.
|
||||||
|
A day of the seven-day week, plus codes for weekends and weekdays.
|
||||||
|
A day type classification used in counting the number of days between two dates.
|
||||||
|
||||||
|
Deprecated: In respect of a Transaction and a Commodity Reference Price, the relevant date or month for delivery of the underlying Commodity.
|
||||||
|
The type of nearby qualifier, expect to be used in conjunction with a nearby count.
|
||||||
|
||||||
|
The ISDA defined value indicating the severity of a difference.
|
||||||
|
The ISDA defined value indicating the nature of a difference.
|
||||||
|
The method of calculating discounted payment amounts.
|
||||||
|
The specification of how disruption fallbacks will be represented.
|
||||||
|
Refers to one on the 3 Amounts
|
||||||
|
Defines how the composition of dividends is to be determined.
|
||||||
|
The reference to a dividend date.
|
||||||
|
The date on which the receiver of the equity return is entitled to the dividend.
|
||||||
|
Defines the First Period or the Second Period, as specified in the 2002 ISDA Equity Derivatives Definitions.
|
||||||
|
A type which permits the Dual Currency strike quote basis to be expressed in terms of the deposit and alternate currencies.
|
||||||
|
Symbolic specification of early termination date.
|
||||||
|
The type of electricity product.
|
||||||
|
Upon the occurrence of an Abandonment of Scheme, as defined in clause (h)(iv) of the Emissions Annex, one of the following elections, the specific terms of which are set forth in clause (b)(iii) of the Emissions Annex, will govern the parties’ rights and obligations with respect to this Emissions Transaction.
|
||||||
|
Environmental Product (e.g. allowance, certificate or unit).
|
||||||
|
Specifies an additional Forward type.
|
||||||
|
The specification of whether an OTC option will be exercised.
|
||||||
|
The specification of which of the pay-side or the receive-side should be exercised when a straddle is exercised.
|
||||||
|
||||||
|
When a requested option exercise event is desired to be performed.
|
||||||
|
Specifies a Repo or Security Lending arangement: Everdeen or Extendible.
|
||||||
|
Defines the fee type.
|
||||||
|
The method by which the Flat Rate is calculated for a commodity freight transaction.
|
||||||
|
Specifies the fallback provisions in respect to the applicable Futures Price Valuation.
|
||||||
|
The method of FRA discounting, if any, that will apply.
|
||||||
|
The type of a knockout barrier used in an accrual product (e.g.
|
||||||
|
Average calculation method e.g.
|
||||||
|
The specification of whether the direction of a barrier within an FX OTC option is Down or Up.
|
||||||
|
The specification of whether a barrier has effect for the current expiry period, or globally to the whole product.
|
||||||
|
Defines the barrier observation style i.e. continuous (American) or discrete (Euriopean).
|
||||||
|
The specification of whether a barrier within an FX OTC option is a knockin or knockout.
|
||||||
|
Defines the outcome in the event that the barrier is triggered i.e. whether the product becomes active (Knockin) or is extinguished (Knockout).
|
||||||
|
Standard FX Spot and Forward offset conventions.
|
||||||
|
The Lower Bound Direction.
|
||||||
|
The Upper Bound Direction.
|
||||||
|
Target specific settlement adjustment method.
|
||||||
|
Forward Volatility Agreement Straddle Type.
|
||||||
|
Defines the method for calculating the gain in the period where the Target Knock-Out event occurs (Exact, Exclusive, Inclusive).
|
||||||
|
The specification of a time period containing values such as Today, Tomorrow etc.
|
||||||
|
The type of gas product.
|
||||||
|
The specification of the consequences of Index Events.
|
||||||
|
Code values for different ways of using inflation indexes in formulas
|
||||||
|
Code values for different styles of ways of calculation methods.
|
||||||
|
Defines whether the agent bank is making an interest payment based on the lender pro-rata share at the end of the period (snapshot) or based on the lender position throughout the period.
|
||||||
|
The specification of the interest shortfall cap, applicable to mortgage derivatives.
|
||||||
|
Defines applicable periods for interpolation.
|
||||||
|
The type of automatic adjustment that a Letter of Credit can exhibit.
|
||||||
|
Used for indicating the length unit in the Resource type.
|
||||||
|
The type of credit approval request.
|
||||||
|
LoadType is a summary of the full description of the settlement periods with respect to the region.
|
||||||
|
A list with a single 'all' value to explicitly indicate all assets are applicable.
|
||||||
|
A list with a single 'all' value to explicitly indicate all transactions are applicable.
|
||||||
|
A list that defines the status of a settlement task.
|
||||||
|
A list that defines how the interest accrued during the settlement period is calculated and paid.
|
||||||
|
A list of accruing fee types associated with a facility.
|
||||||
|
A list that defines the loan trading association responsible for defining the standardized legal framework that governs the trade.
|
||||||
|
A list describing the type of documentation used to settle a secondary market syndicated loan trade.
|
||||||
|
A list describing forms of purchase.
|
||||||
|
A list of accruing fee types associated with a letter of credit.
|
||||||
|
A list of accruing fee types associated with a facility.
|
||||||
|
A list that specifies whether a trade was executed during the syndication period or in the post-syndication market.
|
||||||
|
A list that specifies type of voting rights process, i.e. whether voting rights are passed along to buyer or retained by seller.
|
||||||
|
A list of standard market rules for the treatment of split of assignment fees between counterparties.
|
||||||
|
This indicator defines which type of assets (cash or securities) is specified to apply as margin to the repo transaction.
|
||||||
|
The specification of how market disruption events will be represented.
|
||||||
|
Describes how and when title to the commodity transfers.
|
||||||
|
Defines how adjustments will be made to the contract should one or more of the extraordinary events occur.
|
||||||
|
Defines the consequences of nationalisation, insolvency and delisting events relating to the underlying.
|
||||||
|
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).
|
||||||
|
Defines treatment of non-cash dividends.
|
||||||
|
The conditions that govern the adjustment to the number of units of the equity swap.
|
||||||
|
Indicator as to the type of transaction in accordance with Articles 20(3)(a) and 21(5)(a) of Regulation (EU) 600/2014.
|
||||||
|
Used in both the obligations and deliverable obligations of the credit default swap to represent a class or type of securities which apply.
|
||||||
|
Specifies the type of the option.
|
||||||
|
The specification of an interest rate stream payer or receiver party.
|
||||||
|
The specification of how an FX OTC option with a trigger payout will be paid if the trigger condition is met.
|
||||||
|
The specification of whether payments occur relative to the calculation period start or end date, or the reset date.
|
||||||
|
The specification of a time period
|
||||||
|
The specification of a time period containing additional values such as Term.
|
||||||
|
The specification of a time period containing additional values such as Term.
|
||||||
|
The specification of how the premium for an FX OTC option is quoted.
|
||||||
|
Premium Type for Forward Start Equity Option
|
||||||
|
The mode of expression of a price.
|
||||||
|
Specifies whether the option is a call or a put.
|
||||||
|
The specification of the type of quotation rate to be obtained from each cash settlement reference bank.
|
||||||
|
The side from which perspective a value is quoted.
|
||||||
|
Indicates the actual quotation style of of PointsUpFront or TradedSpread that was used to quote this trade.
|
||||||
|
How an exchange rate is quoted.
|
||||||
|
The specification of methods for converting rates from one basis to another.
|
||||||
|
The contract specifies whether which price must satisfy the boundary condition.
|
||||||
|
A duration code for a Repo (or Securities Lending) transaction.
|
||||||
|
The specification of whether resets occur relative to the first or last day of a calculation period.
|
||||||
|
The type of return associated with the equity swap.
|
||||||
|
The convention for determining the sequence of calculation period end dates.
|
||||||
|
The method of rounding a fractional number.
|
||||||
|
Party in a security lending arrangement who can demand closure (temrination) of the agreement
|
||||||
|
A duration code for a Securities Lending transaction.
|
||||||
|
Defines the Settlement Period Duration for an Electricity Transaction.
|
||||||
|
Shows how the transaction is to be settled when it is exercised.
|
||||||
|
Defines the consequences of extraordinary events relating to the underlying.
|
||||||
|
The Specified Price in respect of a Transaction and a Commodity Reference Price.
|
||||||
|
The code specification of whether a trade is settling using standard settlement instructions as well as whether it is a candidate for settlement netting.
|
||||||
|
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.
|
||||||
|
The specification of how an FX OTC option strike price is quoted.
|
||||||
|
Element to define how to deal with a none standard calculation period within a swap stream.
|
||||||
|
The type of telephone number used to reach a contact.
|
||||||
|
Defines points in the day when equity option exercise and valuation can occur.
|
||||||
|
The specification of, for American-style digitals, whether the trigger level must be touched or not touched.
|
||||||
|
The specification of whether a payout will occur on an option depending upon whether the spot rate is at or above or at or below the trigger rate.
|
||||||
|
The time of day which would be considered for valuing the knock event.
|
||||||
|
The specification of whether an option will trigger or expire depending upon whether the spot rate is above or below the barrier rate.
|
||||||
|
The ISDA defined methodology for determining the final price of the reference obligation for purposes of cash settlement.
|
||||||
|
||||||
|
The specification of a weekly roll day.
|
||||||
|
<?xml version="1.0" encoding="utf-8"?>
<!--
== Copyright (c) 2018-2019 All rights reserved. == Financial Products Markup Language is subject to the FpML public license. == A copy of this license is available at http://www.fpml.org/license/license.html --> <xsd:schema attributeFormDefault="unqualified" ecore:documentRoot="FpML" ecore:nsPrefix="conf" ecore:package="org.fpml.confirmation" elementFormDefault="qualified" targetNamespace="http://www.fpml.org/FpML-5/confirmation" version="$Revision: 13680 $" xmlns="http://www.fpml.org/FpML-5/confirmation" xmlns:ecore="http://www.eclipse.org/emf/2002/Ecore" xmlns:fpml-annotation="http://www.fpml.org/annotation" xmlns:xsd="http://www.w3.org/2001/XMLSchema">
<!--
================ enumerations ================ -->
<xsd:annotation>
</xsd:simpleType>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">
</xsd:annotation>
The type of automatic adjustment that a Letter of Credit can exhibit.
</xsd:documentation>
<xsd:restriction base="xsd:token">
<xsd:enumeration value="Commitment">
</xsd:restriction>
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">
</xsd:annotation>
The accrual is calculated using the facility commitment amount as the reference amount.
</xsd:documentation>
<xsd:enumeration value="Funded">
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">
</xsd:annotation>
The accrual is calculated using the facility total funded amount as the reference amount.
</xsd:documentation>
<xsd:enumeration value="Other">
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">
</xsd:annotation>
The accrual is calculated using another type of (calculated) reference amount.
</xsd:documentation>
<xsd:enumeration value="Unfunded">
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">
</xsd:annotation>
The accrual is calculated using the total facility unfunded amount as the reference amount. The unfunded amount refers to the amount of commitment which has been utilized with unfunded products (e.g. L/Cs).
</xsd:documentation>
<xsd:enumeration value="Unutilized">
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">
</xsd:annotation>
The accrual is calculated using the facility total unutilized amount as the reference amount. The unutilized amount refers to the amount of commitment which has not yet been borrowed.
</xsd:documentation>
<xsd:enumeration value="Utilized">
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">
</xsd:annotation>
The accrual is calculated using the facility total utilized amount as the reference amount. The utilized amount includes both funded and unfunded borrowings.
</xsd:documentation>
<xsd:annotation>
</xsd:simpleType>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">The type of adjustment applied to any amount.</xsd:documentation>
</xsd:annotation>
<xsd:restriction base="xsd:token">
<xsd:enumeration value="Decrease">
</xsd:restriction>
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">Denotes an decrease.</xsd:documentation>
</xsd:annotation>
<xsd:enumeration value="Increase">
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">Denotes an increase.</xsd:documentation>
</xsd:annotation>
<xsd:annotation>
</xsd:simpleType>
<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:restriction>
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">
</xsd:annotation>
The average price is used to derive the strike price. Also known as "Asian strike" style option.
</xsd:documentation>
<xsd:enumeration value="Out">
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">
</xsd:annotation>
The average price is used to derive the expiration price. Also known as "Asian price" style option.
</xsd:documentation>
<xsd:enumeration value="Both">
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">
</xsd:annotation>
The average price is used to derive both the strike and the expiration price.
</xsd:documentation>
<xsd:annotation>
</xsd:simpleType>
<xsd:documentation xml:lang="en">
</xsd:annotation>
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:restriction base="xsd:token">
<xsd:enumeration value="Unweighted">
</xsd:restriction>
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">
</xsd:annotation>
The arithmetic mean of the relevant rates for each reset date.
</xsd:documentation>
<xsd:enumeration value="Weighted">
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">
</xsd:annotation>
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:simpleType>
<xsd:documentation xml:lang="en">
</xsd:annotation>
When breakage cost is applicable, this defines who is calculating it.
</xsd:documentation>
<xsd:restriction base="xsd:token">
<xsd:enumeration value="Agent Bank">
</xsd:restriction>
<xsd:annotation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration value="Lender">
<xsd:annotation>
</xsd:annotation>
</xsd:enumeration>
<xsd:annotation>
</xsd:simpleType>
<xsd:documentation xml:lang="en">
</xsd:annotation>
Defines which type of bullion is applicable for a Bullion Transaction.
</xsd:documentation>
<xsd:restriction base="xsd:token">
<xsd:enumeration value="Gold">
</xsd:restriction>
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation xml:lang="en">
</xsd:annotation>
Gold. Quality as per the Good Delivery Rules issued by the London Bullion Market Association.
</xsd:documentation>
<xsd:enumeration value="Palladium">
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation xml:lang="en">
</xsd:annotation>
Palladium. Quality as per the Good Delivery Rules issued by the London Platinum and Palladium Market.
</xsd:documentation>
<xsd:enumeration value="Platinum">
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation xml:lang="en">
</xsd:annotation>
Palladium. Quality as per the Good Delivery Rules issued by the London Platinum and Palladium Market.
</xsd:documentation>
<xsd:enumeration value="Silver">
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation xml:lang="en">
</xsd:annotation>
Silver. Quality as per the Good Delivery Rules issued by the London Bullion Market Association.
</xsd:documentation>
<xsd:enumeration value="Rhodium">
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation xml:lang="en">
</xsd:annotation>
Quality as per the Good Delivery Rules for Rhodium.
</xsd:documentation>
<xsd:enumeration fpml-annotation:deprecated="true" fpml-annotation:deprecatedReason="The RhodiumSponge is not to be used. The value is too specific - RhodiumSponge is a powder form of Rhodium. Rhodium value will be used instead." value="RhodiumSponge">
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">
</xsd:annotation>
DEPRECATED value which will be removed in FpML-6-0 onwards. Quality as per the Good Delivery Rules for Rhodium (Sponge) is too specific.
</xsd:documentation>
<xsd:enumeration value="Iridium">
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation xml:lang="en">
</xsd:annotation>
Quality as per the Good Delivery Rules for Iridium.
</xsd:documentation>
<xsd:enumeration value="Ruthenium">
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation xml:lang="en">
</xsd:annotation>
Quality as per the Good Delivery Rules for Ruthenium.
</xsd:documentation>
<xsd:enumeration value="Osmium">
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation xml:lang="en">
</xsd:annotation>
Quality as per the Good Delivery Rules for Osmium.
</xsd:documentation>
<xsd:annotation>
</xsd:simpleType>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">
</xsd:annotation>
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:restriction base="xsd:token">
<xsd:enumeration value="FOLLOWING">
</xsd:restriction>
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">
</xsd:annotation>
The non-business date will be adjusted to the first following day that is a business day
</xsd:documentation>
<xsd:enumeration value="FRN">
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">
</xsd:annotation>
Per 2000 ISDA Definitions, Section 4.11. FRN Convention; Eurodollar Convention.
</xsd:documentation>
<xsd:enumeration value="MODFOLLOWING">
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">
</xsd:annotation>
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:enumeration value="PRECEDING">
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">
</xsd:annotation>
The non-business day will be adjusted to the first preceding day that is a business day.
</xsd:documentation>
<xsd:enumeration value="MODPRECEDING">
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">
</xsd:annotation>
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:enumeration value="NEAREST">
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">
</xsd:annotation>
The non-business date will be adjusted to the nearest day that is a business day - i.e. if the non-business day falls on any day other than a Sunday or a Monday, it will be the first preceding day that is a business day, and will be the first following business day if it falls on a Sunday or a Monday.
</xsd:documentation>
<xsd:enumeration value="NONE">
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">
</xsd:annotation>
The date will not be adjusted if it falls on a day that is not a business day.
</xsd:documentation>
<xsd:enumeration value="NotApplicable">
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">
</xsd:annotation>
The date adjustments conventions are defined elsewhere, so it is not required to specify them here.
</xsd:documentation>
<xsd:restriction base="xsd:token">
</xsd:simpleType>
<xsd:enumeration value="Buyer">
</xsd:enumeration>
</xsd:restriction>
<xsd:enumeration value="Seller">
</xsd:enumeration>
<xsd:annotation>
</xsd:simpleType>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">
</xsd:annotation>
The specification of how a calculation agent will be determined.
</xsd:documentation>
<xsd:restriction base="xsd:token">
<xsd:enumeration value="ExercisingParty">
</xsd:restriction>
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">
</xsd:annotation>
The party that gives notice of exercise. Per 2000 ISDA Definitions, Section 11.1. Parties, paragraph (d).
</xsd:documentation>
<xsd:enumeration value="NonExercisingParty">
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">
</xsd:annotation>
The party that is given notice of exercise. Per 2000 ISDA Definitions, Section 11.1. Parties, paragraph (e).
</xsd:documentation>
<xsd:enumeration value="AsSpecifiedInMasterAgreement">
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">
</xsd:annotation>
The Calculation Agent is determined by reference to the relevant master agreement.
</xsd:documentation>
<xsd:enumeration value="AsSpecifiedInStandardTermsSupplement">
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">
</xsd:annotation>
The Calculation Agent is determined by reference to the relevant standard terms supplement.
</xsd:documentation>
<xsd:enumeration value="Both">
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">
</xsd:annotation>
Both parties with joined rights to be a calculation agent.
</xsd:documentation>
<xsd:annotation>
</xsd:simpleType>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">
</xsd:annotation>
Describes the date source calendar for a contract whereby the prices are from the underlying commodity price source (e.g. exchange traded futures contract), but the dates are based off another calendar (e.g. the listed option on the futures contract).
</xsd:documentation>
<xsd:restriction base="xsd:token">
<xsd:enumeration value="ListedOption">
</xsd:restriction>
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">
</xsd:annotation>
Pricing Dates (based off of listed options dates) in respect of each Calculation Period, the last Commodity Business Day on which the relevant Options Contract is scheduled to trade on the Exchange.
</xsd:documentation>
<xsd:enumeration value="Future">
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">
</xsd:annotation>
Pricing Dates (based off of futures dates) in respect of each Calculation Period, the last Commodity Business Day on which the relevant Futures Contract is scheduled to trade on the Exchange.
</xsd:documentation>
<xsd:annotation>
</xsd:simpleType>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">Denotes the method of collateral value allocation</xsd:documentation>
</xsd:annotation>
<xsd:restriction base="xsd:token">
<xsd:enumeration value="Buffer">
</xsd:restriction>
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">
</xsd:annotation>
The amount that is being allocated from a buffer account. A buffer account is meant to hold funds that the FCM can use to cover the liability of any client. In effect, the FCM has provided funds that are available to meet its customers’ needs and the DCO may use such collateral to meet a default by a customer to the same extent as if the customer provided the collateral.
</xsd:documentation>
<xsd:enumeration value="Full">
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">The full amount is being allocated</xsd:documentation>
</xsd:annotation>
<xsd:enumeration value="ExcessOverMargin">
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">
</xsd:annotation>
The allocated amount is an excess over the margin requirement
</xsd:documentation>
<xsd:enumeration value="Margin">
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">The allocated amount for margin requirement</xsd:documentation>
</xsd:annotation>
<xsd:annotation>
</xsd:simpleType>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">
</xsd:annotation>
Identifies a party to the on-demand repo or SBL transaction that has a right to demand for termination of the repo or SBL transaction.
</xsd:documentation>
<xsd:restriction base="xsd:token">
<xsd:enumeration value="InitialBuyer">
</xsd:restriction>
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">
</xsd:annotation>
Initial buyer to the repo or initial borrower to the SBL transaction.
</xsd:documentation>
<xsd:enumeration value="InitialSeller">
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">
</xsd:annotation>
Initial seller to the repo or initial lender to SBL transaction.
</xsd:documentation>
<xsd:enumeration value="Either">
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">
</xsd:annotation>
Either, Buyer or Seller to the repo or Lender or Borrower to the SBL transaction.
</xsd:documentation>
<xsd:enumeration value="AsDefinedInMasterAgreement">
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">As defined in Master Agreement.</xsd:documentation>
</xsd:annotation>
<xsd:annotation>
</xsd:simpleType>
<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:restriction>
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">
</xsd:annotation>
The commission is expressed in basis points, in reference to the price referenced in the document.
</xsd:documentation>
<xsd:enumeration value="Percentage">
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">
</xsd:annotation>
The commission is expressed as a percentage of the gross price referenced in the document.
</xsd:documentation>
<xsd:enumeration value="CentsPerShare">
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">The commission is expressed in cents per share.</xsd:documentation>
</xsd:annotation>
<xsd:enumeration value="FixedAmount">
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">The commission is expressed as a absolute amount.</xsd:documentation>
</xsd:annotation>
<xsd:annotation>
</xsd:simpleType>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">
</xsd:annotation>
The consequences of Bullion Settlement Disruption Events.
</xsd:documentation>
<xsd:restriction base="xsd:token">
<xsd:enumeration value="Negotiation">
</xsd:restriction>
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">
</xsd:annotation>
Negotiation will apply in the event of Bullion Settlement Disruption as per Section 10.5.(d) of the 2005 Commodity Definitions.
</xsd:documentation>
<xsd:enumeration value="Cancellation and Payment">
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">
</xsd:annotation>
Cancellation and Payment will apply in the event of Bullion Settlement Disruption as per Section 10.5.(d) of the 2005 Commodity Definitions.
</xsd:documentation>
<xsd:annotation>
</xsd:simpleType>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">
</xsd:annotation>
A day type classification used in counting the number of days between two dates for a commodity transaction.
</xsd:documentation>
<xsd:simpleType>
</xsd:union>
<xsd:restriction base="xsd:token">
</xsd:simpleType>
<xsd:enumeration value="GasFlow">
</xsd:restriction>
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">
</xsd:annotation>
When calculating the number of days between two dates the count includes only gas flow days (dates on which gas is delivered).
</xsd:documentation>
<xsd:enumeration value="NearbyContractDay">
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">
</xsd:annotation>
The days that are starting from the end of the prior nearby futures/option contract through the nearby futures/option contract as specified in the message. For example: If referring to the Z21 WTI contract, first day of this type will be 21-Oct-21 and the last day of this type will be 19-Nov-21.
</xsd:documentation>
<xsd:annotation>
</xsd:simpleType>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">Barrier Knock In or Out.</xsd:documentation>
</xsd:annotation>
<xsd:restriction base="xsd:token">
<xsd:enumeration value="In">
</xsd:restriction>
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">Option is exercisable.</xsd:documentation>
</xsd:annotation>
<xsd:enumeration value="Out">
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">Option is not exercisable.</xsd:documentation>
</xsd:annotation>
<xsd:annotation>
</xsd:simpleType>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">
</xsd:annotation>
The Commodity specification of whether payments occur relative e.g. to the Trade Date, or the end of the month, etc.
</xsd:documentation>
<xsd:simpleType>
</xsd:union>
<xsd:restriction base="xsd:token">
</xsd:simpleType>
<xsd:enumeration value="CalculationDate">
</xsd:restriction>
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">
</xsd:annotation>
Payments will occur relative to the Calculation Date.
</xsd:documentation>
<xsd:enumeration value="CalculationPeriodMonthEnd">
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">
</xsd:annotation>
Payments will occur relative to the end of the month date for Calculation Periods which do not end on the last day of the month.
</xsd:documentation>
<xsd:enumeration value="CalculationPeriodMonthStart">
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">
</xsd:annotation>
Payments will occur relative to the start of the month date for Calculation Periods which do not begin on the first day of the month.
</xsd:documentation>
<xsd:enumeration value="EffectiveDate">
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">
</xsd:annotation>
Payments will occur relative to the Effective Date of the contract.
</xsd:documentation>
<xsd:enumeration value="PricingPeriodMonthEnd">
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">
</xsd:annotation>
Payments will occur relative to the end of the month date for the month in which Pricing Days occur.
</xsd:documentation>
<xsd:enumeration value="TerminationOrExpirationDate">
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">
</xsd:annotation>
Payments will occur relative to the Termination Date of a swap or the last Expiration Date of an option.
</xsd:documentation>
<xsd:enumeration value="TradeDate">
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">Payments will occur relative to the Trade Date.</xsd:documentation>
</xsd:annotation>
<xsd:enumeration value="PricingPeriodEndOfWeek">
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">
</xsd:annotation>
Payments will occur relative to end of each week relative to the pricing period.
</xsd:documentation>
<xsd:enumeration value="FirstPricingDate">
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">
</xsd:annotation>
Payments will occur relative to the first pricing date of each calculation period.
</xsd:documentation>
<xsd:annotation>
</xsd:simpleType>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">
</xsd:annotation>
Defines the value of the commodity return calculation formula as simple or compound. The simple return formula is: [ [P sub t - P sub (t-1)] / [P sub (t-1)] ] - 1 where: P sub t is the price or index level at time period t and P sub t-1 is the price or index level in time period t-1. The compound return formula is the geometric average return for the period: PI from d=1 to d=n [ [ [ [P sub t - P sub (t-1)] / [P sub (t-1)] ] + 1] sup (1 / n) ] - 1 where: PI is the product operator, p sub t is the price or index level at time period t, p sub t -1 is the price or index level at time period t-1
</xsd:documentation>
<xsd:restriction base="xsd:token">
<xsd:enumeration value="SimpleFormula">
</xsd:restriction>
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">
</xsd:annotation>
The value is when the cash settlement amount is the simple formula: Notional Amount * ((Index Level sub d / Index Level sub d-1) - 1). That is, when the cash settlement amount is the Notional Amount for the calculation period multiplied by the ratio of the index level on the reset date/valuation date divided by the index level on the immediately preceding reset date/valuation date minus one.
</xsd:documentation>
<xsd:enumeration value="CompoundFormula">
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">
</xsd:annotation>
The value is when the cash settlement amount is the compound formula:
</xsd:documentation>
<xsd:annotation>
</xsd:simpleType>
<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:restriction>
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">
</xsd:annotation>
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:enumeration value="None">
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">No compounding is to be applied.</xsd:documentation>
</xsd:annotation>
<xsd:enumeration value="Straight">
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">
</xsd:annotation>
Straight compounding. Compounding includes the spread.
</xsd:documentation>
<xsd:enumeration value="SpreadExclusive">
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">Spread Exclusive compounding.</xsd:documentation>
</xsd:annotation>
<xsd:annotation>
</xsd:simpleType>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">Defines a condition when an event applies.</xsd:documentation>
</xsd:annotation>
<xsd:restriction base="xsd:token">
<xsd:enumeration value="AtOrAbove">
</xsd:restriction>
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">
</xsd:annotation>
The event rate must be greater than or equal to the specified trigger rate.
</xsd:documentation>
<xsd:enumeration value="AtOrBelow">
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">
</xsd:annotation>
The event rate must be less than or equal to the specified trigger rate.
</xsd:documentation>
<xsd:enumeration value="Above">
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">
</xsd:annotation>
The event rate must be greater than the specified trigger rate.
</xsd:documentation>
<xsd:enumeration value="Below">
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">
</xsd:annotation>
The event rate must be less than the specified trigger rate.
</xsd:documentation>
<xsd:annotation>
</xsd:simpleType>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">
</xsd:annotation>
Defines whether conditions precedent have been met in a given syndicated loan deal.
</xsd:documentation>
<xsd:restriction base="xsd:token">
<xsd:enumeration value="No">
</xsd:restriction>
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">Conditions precedent have not been met.</xsd:documentation>
</xsd:annotation>
<xsd:enumeration value="Waived">
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">
</xsd:annotation>
The requirement for conditions precedent were waived.
</xsd:documentation>
<xsd:enumeration value="Yes">
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">Conditions precedent have been met.</xsd:documentation>
</xsd:annotation>
<xsd:annotation>
</xsd:annotation>
</xsd:simpleType>
<xsd:restriction base="xsd:token">
<xsd:enumeration value="MON">
</xsd:restriction>
<xsd:annotation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration value="TUE">
<xsd:annotation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration value="WED">
<xsd:annotation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration value="THU">
<xsd:annotation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration value="FRI">
<xsd:annotation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration value="SAT">
<xsd:annotation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration value="SUN">
<xsd:annotation>
</xsd:annotation>
</xsd:enumeration>
<xsd:annotation>
</xsd:simpleType>
<xsd:documentation>
</xsd:annotation>
A day of the seven-day week, plus codes for weekends and weekdays.
</xsd:documentation>
<xsd:simpleType>
</xsd:union>
<xsd:restriction base="xsd:token">
</xsd:simpleType>
<xsd:enumeration value="WD">
</xsd:restriction>
<xsd:annotation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration value="WN">
<xsd:annotation>
</xsd:annotation>
</xsd:enumeration>
<xsd:annotation>
</xsd:simpleType>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">
</xsd:annotation>
A day type classification used in counting the number of days between two dates.
</xsd:documentation>
<xsd:restriction base="xsd:token">
<xsd:enumeration value="Business">
</xsd:restriction>
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">
</xsd:annotation>
When calculating the number of days between two dates the count includes only business days.
</xsd:documentation>
<xsd:enumeration value="Calendar">
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">
</xsd:annotation>
When calculating the number of days between two dates the count includes all calendar days.
</xsd:documentation>
<xsd:enumeration value="CommodityBusiness">
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">
</xsd:annotation>
When calculating the number of days between two dates the count includes only commodity business days.
</xsd:documentation>
<xsd:enumeration value="CurrencyBusiness">
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">
</xsd:annotation>
When calculating the number of days between two dates the count includes only currency business days.
</xsd:documentation>
<xsd:enumeration value="ExchangeBusiness">
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">
</xsd:annotation>
When calculating the number of days between two dates the count includes only stock exchange business days.
</xsd:documentation>
<xsd:enumeration value="ScheduledTradingDay">
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">
</xsd:annotation>
When calculating the number of days between two dates the count includes only scheduled trading days.
</xsd:documentation>
<xsd:restriction base="xsd:token">
</xsd:simpleType>
<xsd:enumeration value="ExchangedCurrency1"/>
</xsd:restriction>
<xsd:enumeration value="ExchangedCurrency2"/>
<xsd:simpleType fpml-annotation:deprecated="true" fpml-annotation:deprecatedReason="Enumerated representation of deliveryDates is deprecate in favor of a parametric representation. Rationale: There is a need to track all the possible nearby contracts used for pricing. The 'DeliveryDatesEnum' list can grow significantly. Use instead 'deliveryNearby' component that contain a deliveryNearbyMultiplier (e.g. 0, 1, 2, 3, ...) and a deliveryNearbyType (e.g. NearByMonth, NearByWeek, etc.)." name="DeliveryDatesEnum">
<xsd:annotation>
</xsd:simpleType>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">
</xsd:annotation>
Deprecated: In respect of a Transaction and a Commodity Reference Price, the relevant date or month for delivery of the underlying Commodity.
</xsd:documentation>
<xsd:restriction base="xsd:token">
<xsd:enumeration value="CalculationPeriod">
</xsd:restriction>
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">
</xsd:annotation>
The Delivery Date of the underlying Commodity shall be the month of expiration of the futures contract that corresponds to the month and year of the Calculation Period. e.g. The JAN 09 contract when pricing in January '09 (In the case of contracts like Brent crude, this will mean that the contract expired in DEC 08.)
</xsd:documentation>
<xsd:enumeration value="FirstNearby">
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">
</xsd:annotation>
The Delivery Date of the underlying Commodity shall be the month of expiration of the First Nearby Month futures contract.
</xsd:documentation>
<xsd:enumeration value="SecondNearby">
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">
</xsd:annotation>
The Delivery Date of the underlying Commodity shall be the month of expiration of the Second Nearby Month futures contract.
</xsd:documentation>
<xsd:enumeration value="ThirdNearby">
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">
</xsd:annotation>
The Delivery Date of the underlying Commodity shall be the month of expiration of the Third Nearby Month futures contract.
</xsd:documentation>
<xsd:enumeration value="FourthNearby">
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">
</xsd:annotation>
The Delivery Date of the underlying Commodity shall be the month of expiration of the Fourth Nearby Month futures contract.
</xsd:documentation>
<xsd:enumeration value="FifthNearby">
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">
</xsd:annotation>
The Delivery Date of the underlying Commodity shall be the month of expiration of the Fifth Nearby Month futures contract.
</xsd:documentation>
<xsd:enumeration value="SixthNearby">
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">
</xsd:annotation>
The Delivery Date of the underlying Commodity shall be the month of expiration of the Sixth Nearby Month futures contract.
</xsd:documentation>
<xsd:enumeration value="SeventhNearby">
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">
</xsd:annotation>
The Delivery Date of the underlying Commodity shall be the month of expiration of the Seventh Nearby Month futures contract.
</xsd:documentation>
<xsd:enumeration value="EighthNearby">
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">
</xsd:annotation>
The Delivery Date of the underlying Commodity shall be the month of expiration of the Eighth Nearby Month futures contract.
</xsd:documentation>
<xsd:enumeration value="NinthNearby">
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">
</xsd:annotation>
The Delivery Date of the underlying Commodity shall be the month of expiration of the Ninth Nearby Month futures contract.
</xsd:documentation>
<xsd:enumeration value="TenthNearby">
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">
</xsd:annotation>
The Delivery Date of the underlying Commodity shall be the month of expiration of the Tenth Nearby Month futures contract.
</xsd:documentation>
<xsd:enumeration value="EleventhNearby">
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">
</xsd:annotation>
The Delivery Date of the underlying Commodity shall be the month of expiration of the Eleventh Nearby Month futures contract.
</xsd:documentation>
<xsd:enumeration value="TwelfthNearby">
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">
</xsd:annotation>
The Delivery Date of the underlying Commodity shall be the month of expiration of the Twelfth Nearby Month futures contract.
</xsd:documentation>
<xsd:enumeration value="ThirteenthNearby">
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">
</xsd:annotation>
The Delivery Date of the underlying Commodity shall be the month of expiration of the Thirteenth Nearby Month futures contract.
</xsd:documentation>
<xsd:enumeration value="FourteenthNearby">
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">
</xsd:annotation>
The Delivery Date of the underlying Commodity shall be the month of expiration of the Fourteenth Nearby Month futures contract.
</xsd:documentation>
<xsd:enumeration value="FifteenthNearby">
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">
</xsd:annotation>
The Delivery Date of the underlying Commodity shall be the month of expiration of the FifteenthNearby Month futures contract.
</xsd:documentation>
<xsd:enumeration value="SixteenthNearby">
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">
</xsd:annotation>
The Delivery Date of the underlying Commodity shall be the month of expiration of the SixteenthNearby Month futures contract.
</xsd:documentation>
<xsd:enumeration value="SeventeenthNearby">
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">
</xsd:annotation>
The Delivery Date of the underlying Commodity shall be the month of expiration of the SeventeenthNearby Month futures contract.
</xsd:documentation>
<xsd:enumeration value="EighteenthNearby">
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">
</xsd:annotation>
The Delivery Date of the underlying Commodity shall be the month of expiration of the EighteenthNearby Month futures contract.
</xsd:documentation>
<xsd:enumeration value="NineteenthNearby">
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">
</xsd:annotation>
The Delivery Date of the underlying Commodity shall be the month of expiration of the NineteenthNearby Month futures contract.
</xsd:documentation>
<xsd:enumeration value="TwentiethNearby">
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">
</xsd:annotation>
The Delivery Date of the underlying Commodity shall be the month of expiration of the TwentiethNearby Month futures contract.
</xsd:documentation>
<xsd:enumeration value="TwentyFirstNearby">
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">
</xsd:annotation>
The Delivery Date of the underlying Commodity shall be the month of expiration of the TwentyFirstNearby Month futures contract.
</xsd:documentation>
<xsd:enumeration value="TwentySecondNearby">
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">
</xsd:annotation>
The Delivery Date of the underlying Commodity shall be the month of expiration of the TwentySecondNearby Month futures contract.
</xsd:documentation>
<xsd:enumeration value="TwentyThirdNearby">
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">
</xsd:annotation>
The Delivery Date of the underlying Commodity shall be the month of expiration of the TwentyThirdNearby Month futures contract.
</xsd:documentation>
<xsd:enumeration value="TwentyFourthNearby">
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">
</xsd:annotation>
The Delivery Date of the underlying Commodity shall be the month of expiration of the TwentyFourthNearby Month futures contract.
</xsd:documentation>
<xsd:enumeration value="TwentyFifthNearby">
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">
</xsd:annotation>
The Delivery Date of the underlying Commodity shall be the month of expiration of the TwentyFifthNearby Month futures contract.
</xsd:documentation>
<xsd:enumeration value="TwentySixthNearby">
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">
</xsd:annotation>
The Delivery Date of the underlying Commodity shall be the month of expiration of the TwentySixthNearby Month futures contract.
</xsd:documentation>
<xsd:enumeration value="TwentySeventhNearby">
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">
</xsd:annotation>
The Delivery Date of the underlying Commodity shall be the month of expiration of the TwentySeventhNearby Month futures contract.
</xsd:documentation>
<xsd:enumeration value="TwentyEighthNearby">
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">
</xsd:annotation>
The Delivery Date of the underlying Commodity shall be the month of expiration of the TwentyEighthNearby Month futures contract.
</xsd:documentation>
<xsd:enumeration value="TwentyNinthNearby">
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">
</xsd:annotation>
The Delivery Date of the underlying Commodity shall be the month of expiration of the TwentyNinthNearby Month futures contract.
</xsd:documentation>
<xsd:enumeration value="ThirtiethNearby">
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">
</xsd:annotation>
The Delivery Date of the underlying Commodity shall be the month of expiration of the ThirtiethNearby Month futures contract.
</xsd:documentation>
<xsd:enumeration value="ThirtyFirstNearby">
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">
</xsd:annotation>
The Delivery Date of the underlying Commodity shall be the month of expiration of the ThirtyFirstNearby Month futures contract.
</xsd:documentation>
<xsd:enumeration value="ThirtySecondNearby">
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">
</xsd:annotation>
The Delivery Date of the underlying Commodity shall be the month of expiration of the ThirtySecondNearby Month futures contract.
</xsd:documentation>
<xsd:enumeration value="ThirtyThirdNearby">
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">
</xsd:annotation>
The Delivery Date of the underlying Commodity shall be the month of expiration of the ThirtyThirdNearby Month futures contract.
</xsd:documentation>
<xsd:enumeration value="ThirtyFourthNearby">
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">
</xsd:annotation>
The Delivery Date of the underlying Commodity shall be the month of expiration of the ThirtyFourthNearby Month futures contract.
</xsd:documentation>
<xsd:enumeration value="ThirtyFifthNearby">
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">
</xsd:annotation>
The Delivery Date of the underlying Commodity shall be the month of expiration of the ThirtyFifthNearby Month futures contract.
</xsd:documentation>
<xsd:enumeration value="ThirtySixthNearby">
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">
</xsd:annotation>
The Delivery Date of the underlying Commodity shall be the month of expiration of the ThirtySixthNearby Month futures contract.
</xsd:documentation>
<xsd:enumeration value="ThirtySeventhNearby">
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">
</xsd:annotation>
The Delivery Date of the underlying Commodity shall be the month of expiration of the ThirtySeventhNearby Month futures contract.
</xsd:documentation>
<xsd:enumeration value="ThirtyEighthNearby">
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">
</xsd:annotation>
The Delivery Date of the underlying Commodity shall be the month of expiration of the ThirtyEighthNearby Month futures contract.
</xsd:documentation>
<xsd:enumeration value="ThirtyNinthNearby">
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">
</xsd:annotation>
The Delivery Date of the underlying Commodity shall be the month of expiration of the ThirtyNinthNearby Month futures contract.
</xsd:documentation>
<xsd:enumeration value="FortiethNearby">
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">
</xsd:annotation>
The Delivery Date of the underlying Commodity shall be the month of expiration of the FortiethNearby Month futures contract.
</xsd:documentation>
<xsd:enumeration value="FortyFirstNearby">
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">
</xsd:annotation>
The Delivery Date of the underlying Commodity shall be the month of expiration of the FortyFirstNearby Month futures contract.
</xsd:documentation>
<xsd:enumeration value="FortySecondNearby">
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">
</xsd:annotation>
The Delivery Date of the underlying Commodity shall be the month of expiration of the FortySecondNearby Month futures contract.
</xsd:documentation>
<xsd:enumeration value="FortyThirdNearby">
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">
</xsd:annotation>
The Delivery Date of the underlying Commodity shall be the month of expiration of the FortyThirdNearby Month futures contract.
</xsd:documentation>
<xsd:enumeration value="FortyFourthNearby">
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">
</xsd:annotation>
The Delivery Date of the underlying Commodity shall be the month of expiration of the FortyFourthNearby Month futures contract.
</xsd:documentation>
<xsd:enumeration value="FortyFifthNearby">
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">
</xsd:annotation>
The Delivery Date of the underlying Commodity shall be the month of expiration of the FortyFifthNearby Month futures contract.
</xsd:documentation>
<xsd:enumeration value="FortySixthNearby">
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">
</xsd:annotation>
The Delivery Date of the underlying Commodity shall be the month of expiration of the FortySixthNearby Month futures contract.
</xsd:documentation>
<xsd:enumeration value="FortySeventhNearby">
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">
</xsd:annotation>
The Delivery Date of the underlying Commodity shall be the month of expiration of the FortySeventhNearby Month futures contract.
</xsd:documentation>
<xsd:enumeration value="FortyEighthNearby">
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">
</xsd:annotation>
The Delivery Date of the underlying Commodity shall be the month of expiration of the FortyEighthNearby Month futures contract.
</xsd:documentation>
<xsd:enumeration value="FortyNinthNearby">
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">
</xsd:annotation>
The Delivery Date of the underlying Commodity shall be the month of expiration of the FortyNinthNearby Month futures contract.
</xsd:documentation>
<xsd:enumeration value="FiftiethNearby">
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">
</xsd:annotation>
The Delivery Date of the underlying Commodity shall be the month of expiration of the FiftiethNearby Month futures contract.
</xsd:documentation>
<xsd:enumeration value="FiftyFirstNearby">
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">
</xsd:annotation>
The Delivery Date of the underlying Commodity shall be the month of expiration of the FiftyFirstNearby Month futures contract.
</xsd:documentation>
<xsd:enumeration value="FiftySecondNearby">
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">
</xsd:annotation>
The Delivery Date of the underlying Commodity shall be the month of expiration of the FiftySecondNearby Month futures contract.
</xsd:documentation>
<xsd:enumeration value="FiftyThirdNearby">
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">
</xsd:annotation>
The Delivery Date of the underlying Commodity shall be the month of expiration of the FiftyThirdNearby Month futures contract.
</xsd:documentation>
<xsd:enumeration value="FiftyFourthNearby">
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">
</xsd:annotation>
The Delivery Date of the underlying Commodity shall be the month of expiration of the FiftyFourthNearby Month futures contract.
</xsd:documentation>
<xsd:enumeration value="FiftyFifthNearby">
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">
</xsd:annotation>
The Delivery Date of the underlying Commodity shall be the month of expiration of the FiftyFifthNearby Month futures contract.
</xsd:documentation>
<xsd:enumeration value="FiftySixthNearby">
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">
</xsd:annotation>
The Delivery Date of the underlying Commodity shall be the month of expiration of the FiftySixthNearby Month futures contract.
</xsd:documentation>
<xsd:enumeration value="FiftySeventhNearby">
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">
</xsd:annotation>
The Delivery Date of the underlying Commodity shall be the month of expiration of the FiftySeventhNearby Month futures contract.
</xsd:documentation>
<xsd:enumeration value="FiftyEighthNearby">
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">
</xsd:annotation>
The Delivery Date of the underlying Commodity shall be the month of expiration of the FiftyEighthNearby Month futures contract.
</xsd:documentation>
<xsd:enumeration value="FiftyNinthNearby">
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">
</xsd:annotation>
The Delivery Date of the underlying Commodity shall be the month of expiration of the FiftyNinthNearby Month futures contract.
</xsd:documentation>
<xsd:enumeration value="Spot">
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">
</xsd:annotation>
The Delivery Date of the underlying Commodity shall be the Spot date.
</xsd:documentation>
<xsd:enumeration value="FirstNearbyWeek">
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">
</xsd:annotation>
The Delivery Date of the underlying Commodity shall be during the First Nearby Week.
</xsd:documentation>
<xsd:enumeration value="SecondNearbyWeek">
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">
</xsd:annotation>
The Delivery Date of the underlying Commodity shall be during the Second Nearby Week.
</xsd:documentation>
<xsd:enumeration value="ThirdNearbyWeek">
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">
</xsd:annotation>
The Delivery Date of the underlying Commodity shall be during the Third Nearby Week.
</xsd:documentation>
<xsd:enumeration value="FourthNearbyWeek">
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">
</xsd:annotation>
The Delivery Date of the underlying Commodity shall be during the Fourth Nearby Week.
</xsd:documentation>
<xsd:enumeration value="FifthNearbyWeek">
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">
</xsd:annotation>
The Delivery Date of the underlying Commodity shall be during the Fifth Nearby Week.
</xsd:documentation>
<xsd:enumeration value="SixthNearbyWeek">
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">
</xsd:annotation>
The Delivery Date of the underlying Commodity shall be during the Sixth Nearby Week.
</xsd:documentation>
<xsd:enumeration value="SeventhNearbyWeek">
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">
</xsd:annotation>
The Delivery Date of the underlying Commodity shall be during the Seventh Nearby Week.
</xsd:documentation>
<xsd:enumeration value="EighthNearbyWeek">
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">
</xsd:annotation>
The Delivery Date of the underlying Commodity shall be during the Eighth Nearby Week.
</xsd:documentation>
<xsd:enumeration value="NinthNearbyWeek">
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">
</xsd:annotation>
The Delivery Date of the underlying Commodity shall be during the Ninth Nearby Week.
</xsd:documentation>
<xsd:enumeration value="TenthNearbyWeek">
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">
</xsd:annotation>
The Delivery Date of the underlying Commodity shall be during the Tenth Nearby Week.
</xsd:documentation>
<xsd:enumeration value="EleventhNearbyWeek">
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">
</xsd:annotation>
The Delivery Date of the underlying Commodity shall be during the Eleventh Nearby Week.
</xsd:documentation>
<xsd:enumeration value="TwelfthNearbyWeek">
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">
</xsd:annotation>
The Delivery Date of the underlying Commodity shall be during the Twelfth Nearby Week.
</xsd:documentation>
<xsd:enumeration value="ThirteenthNearbyWeek">
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">
</xsd:annotation>
The Delivery Date of the underlying Commodity shall be during the Thirteenth Nearby Week.
</xsd:documentation>
<xsd:enumeration value="FourteenthNearbyWeek">
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">
</xsd:annotation>
The Delivery Date of the underlying Commodity shall be during the Fourteenth Nearby Week.
</xsd:documentation>
<xsd:enumeration value="FifteenthNearbyWeek">
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">
</xsd:annotation>
The Delivery Date of the underlying Commodity shall be during the Fifteenth Nearby Week.
</xsd:documentation>
<xsd:enumeration value="SixteenthNearbyWeek">
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">
</xsd:annotation>
The Delivery Date of the underlying Commodity shall be during the Sixteenth Nearby Week.
</xsd:documentation>
<xsd:enumeration value="SeventeenthNearbyWeek">
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">
</xsd:annotation>
The Delivery Date of the underlying Commodity shall be during the Seventeenth Nearby Week.
</xsd:documentation>
<xsd:enumeration value="EighteenthNearbyWeek">
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">
</xsd:annotation>
The Delivery Date of the underlying Commodity shall be during the Eighteenth Nearby Week.
</xsd:documentation>
<xsd:enumeration value="NineteenthNearbyWeek">
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">
</xsd:annotation>
The Delivery Date of the underlying Commodity shall be during the Nineteenth Nearby Week.
</xsd:documentation>
<xsd:enumeration value="TwentiethNearbyWeek">
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">
</xsd:annotation>
The Delivery Date of the underlying Commodity shall be during the Twentieth Nearby Week.
</xsd:documentation>
<xsd:enumeration value="TwentyFirstNearbyWeek">
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">
</xsd:annotation>
The Delivery Date of the underlying Commodity shall be during the Twenty First Nearby Week.
</xsd:documentation>
<xsd:enumeration value="TwentySecondNearbyWeek">
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">
</xsd:annotation>
The Delivery Date of the underlying Commodity shall be during the Twenty Second Nearby Week.
</xsd:documentation>
<xsd:enumeration value="TwentyThirdNearbyWeek">
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">
</xsd:annotation>
The Delivery Date of the underlying Commodity shall be during the Twenty Third Nearby Week.
</xsd:documentation>
<xsd:enumeration value="TwentyFourthearbyWeek">
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">
</xsd:annotation>
The Delivery Date of the underlying Commodity shall be during the Twenty Fourth Nearby Week.
</xsd:documentation>
<xsd:enumeration value="TwentyFifthNearbyWeek">
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">
</xsd:annotation>
The Delivery Date of the underlying Commodity shall be during the Twenty Fifth Nearby Week.
</xsd:documentation>
<xsd:enumeration value="TwentySixthNearbyWeek">
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">
</xsd:annotation>
The Delivery Date of the underlying Commodity shall be during the Twenty Sixth Nearby Week.
</xsd:documentation>
<xsd:enumeration value="TwentySeventhNearbyWeek">
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">
</xsd:annotation>
The Delivery Date of the underlying Commodity shall be during the Twenty Seventh Nearby Week.
</xsd:documentation>
<xsd:enumeration value="TwentyEighthNearbyWeek">
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">
</xsd:annotation>
The Delivery Date of the underlying Commodity shall be during the Twenty Eighth Nearby Week.
</xsd:documentation>
<xsd:enumeration value="TwentyNinthNearbyWeek">
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">
</xsd:annotation>
The Delivery Date of the underlying Commodity shall be during the Twenty Ninth Nearby Week.
</xsd:documentation>
<xsd:enumeration value="ThirtiethNearbyWeek">
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">
</xsd:annotation>
The Delivery Date of the underlying Commodity shall be during the Thirtieth Nearby Week.
</xsd:documentation>
<xsd:enumeration value="ThirtyFirstNearbyWeek">
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">
</xsd:annotation>
The Delivery Date of the underlying Commodity shall be during the Thirty First Nearby Week.
</xsd:documentation>
<xsd:enumeration value="ThirtySecondNearbyWeek">
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">
</xsd:annotation>
The Delivery Date of the underlying Commodity shall be during the Thirty Second Nearby Week.
</xsd:documentation>
<xsd:enumeration value="ThirtyThirdNearbyWeek">
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">
</xsd:annotation>
The Delivery Date of the underlying Commodity shall be during the Thirty Third Nearby Week.
</xsd:documentation>
<xsd:enumeration value="ThirtyFourthNearbyWeek">
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">
</xsd:annotation>
The Delivery Date of the underlying Commodity shall be during the Thirty Fourth Nearby Week.
</xsd:documentation>
<xsd:enumeration value="ThirtyFifthNearbyWeek">
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">
</xsd:annotation>
The Delivery Date of the underlying Commodity shall be during the Thirty Fifth Nearby Week.
</xsd:documentation>
<xsd:enumeration value="ThirtySixthNearbyWeek">
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">
</xsd:annotation>
The Delivery Date of the underlying Commodity shall be during the Thirty Sixth Nearby Week.
</xsd:documentation>
<xsd:enumeration value="ThirtySeventhNearbyWeek">
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">
</xsd:annotation>
The Delivery Date of the underlying Commodity shall be during the Thirty Seventh Nearby Week.
</xsd:documentation>
<xsd:enumeration value="ThirtyEighthNearbyWeek">
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">
</xsd:annotation>
The Delivery Date of the underlying Commodity shall be during the Thirty Eighth Nearby Week.
</xsd:documentation>
<xsd:enumeration value="ThirtyNinthNearbyWeek">
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">
</xsd:annotation>
The Delivery Date of the underlying Commodity shall be during the Thirty Ninth Nearby Week.
</xsd:documentation>
<xsd:enumeration value="FortiethNearbyWeek">
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">
</xsd:annotation>
The Delivery Date of the underlying Commodity shall be during the Fortieth Nearby Week.
</xsd:documentation>
<xsd:enumeration value="FortyFirstNearbyWeek">
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">
</xsd:annotation>
The Delivery Date of the underlying Commodity shall be during the Forty First Nearby Week.
</xsd:documentation>
<xsd:enumeration value="FortySecondNearbyWeek">
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">
</xsd:annotation>
The Delivery Date of the underlying Commodity shall be during the Forty Second Nearby Week.
</xsd:documentation>
<xsd:enumeration value="FortyThirdNearbyWeek">
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">
</xsd:annotation>
The Delivery Date of the underlying Commodity shall be during the Forty Third Nearby Week.
</xsd:documentation>
<xsd:enumeration value="FortyFourthNearbyWeek">
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">
</xsd:annotation>
The Delivery Date of the underlying Commodity shall be during the Forty Fourth Nearby Week.
</xsd:documentation>
<xsd:enumeration value="FortyFifthNearbyWeek">
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">
</xsd:annotation>
The Delivery Date of the underlying Commodity shall be during the Forty Fifth Nearby Week.
</xsd:documentation>
<xsd:enumeration value="FortySixthNearbyWeek">
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">
</xsd:annotation>
The Delivery Date of the underlying Commodity shall be during the Forty Sixth Nearby Week.
</xsd:documentation>
<xsd:enumeration value="FortySeventhNearbyWeek">
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">
</xsd:annotation>
The Delivery Date of the underlying Commodity shall be during the Forty Seventh Nearby Week.
</xsd:documentation>
<xsd:enumeration value="FortyEighthNearbyWeek">
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">
</xsd:annotation>
The Delivery Date of the underlying Commodity shall be during the Forty Eighth Nearby Week.
</xsd:documentation>
<xsd:enumeration value="FortyNinthNearbyWeek">
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">
</xsd:annotation>
The Delivery Date of the underlying Commodity shall be during the Forty Ninth Nearby Week.
</xsd:documentation>
<xsd:enumeration value="FiftiethNearbyWeek">
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">
</xsd:annotation>
The Delivery Date of the underlying Commodity shall be during the Fiftieth Nearby Week.
</xsd:documentation>
<xsd:enumeration value="FiftyFirstNearbyWeek">
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">
</xsd:annotation>
The Delivery Date of the underlying Commodity shall be during the Fifty First Nearby Week.
</xsd:documentation>
<xsd:enumeration value="FiftySecondNearbyWeek">
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">
</xsd:annotation>
The Delivery Date of the underlying Commodity shall be during the Fifty Second Nearby Week.
</xsd:documentation>
<xsd:annotation>
</xsd:simpleType>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">
</xsd:annotation>
The type of nearby qualifier, expect to be used in conjunction with a nearby count.
</xsd:documentation>
<xsd:restriction base="xsd:token">
<xsd:enumeration value="CalculationPeriod">
</xsd:restriction>
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">
</xsd:annotation>
Describes the contract to be the contract that pertains to the month-year of the calculation period. If used, the nearby count is expected to be 0.
</xsd:documentation>
<xsd:enumeration value="NearbyMonth">
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">
</xsd:annotation>
The Delivery Date of the underlying Commodity shall be the month of expiration of the futures contract.
</xsd:documentation>
<xsd:enumeration value="NearbyWeek">
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">
</xsd:annotation>
The Delivery Date of the underlying Commodity shall be the Week of expiration of the futures contract.
</xsd:documentation>
<xsd:restriction base="xsd:token">
</xsd:simpleType>
<xsd:enumeration value="Firm"/>
</xsd:restriction>
<xsd:enumeration value="Interruptible"/>
<xsd:annotation>
</xsd:simpleType>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">
</xsd:annotation>
The ISDA defined value indicating the severity of a difference.
</xsd:documentation>
<xsd:restriction base="xsd:token">
<xsd:enumeration value="Warning"/>
</xsd:restriction>
<xsd:enumeration value="Error"/>
<xsd:annotation>
</xsd:simpleType>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">
</xsd:annotation>
The ISDA defined value indicating the nature of a difference.
</xsd:documentation>
<xsd:restriction base="xsd:token">
<xsd:enumeration value="Value"/>
</xsd:restriction>
<xsd:enumeration value="Reference"/>
<xsd:enumeration value="Structure"/>
<xsd:enumeration value="Scheme"/>
<xsd:annotation>
</xsd:simpleType>
<xsd:documentation xml:lang="en">
</xsd:annotation>
The method of calculating discounted payment amounts.
</xsd:documentation>
<xsd:restriction base="xsd:token">
<xsd:enumeration value="Standard">
</xsd:restriction>
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">
</xsd:annotation>
Per ISDA 2000 Definitions, Section 8.4. Discounting, paragraph (a)
</xsd:documentation>
<xsd:enumeration value="FRA">
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">
</xsd:annotation>
Per ISDA 2000 Definitions, Section 8.4. Discounting, paragraph (b)
</xsd:documentation>
<xsd:enumeration value="FRAYield">
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">
</xsd:annotation>
Per ISDA 2000 Definitions, Section 8.4. Discounting, paragraph (e)
</xsd:documentation>
<xsd:annotation>
</xsd:simpleType>
<xsd:documentation xml:lang="en">
</xsd:annotation>
The specification of how disruption fallbacks will be represented.
</xsd:documentation>
<xsd:restriction base="xsd:token">
<xsd:enumeration value="AsSpecifiedInMasterAgreement">
</xsd:restriction>
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation xml:lang="en">
</xsd:annotation>
The Disruption Fallback(s) are determined by reference to the relevant Master Agreement.
</xsd:documentation>
<xsd:enumeration value="AsSpecifiedInConfirmation">
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation xml:lang="en">
</xsd:annotation>
The Disruption Fallback(s) are determined by reference to the relevant Confirmation.
</xsd:documentation>
<xsd:annotation>
</xsd:simpleType>
<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:restriction>
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">
</xsd:annotation>
100% of the gross cash dividend per Share paid over record date during relevant Dividend Period
</xsd:documentation>
<xsd:enumeration value="ExAmount">
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">
</xsd:annotation>
100% of gross cash dividend per Share paid after the Ex Div date during relevant Dividend Period.
</xsd:documentation>
<xsd:enumeration value="PaidAmount">
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">
</xsd:annotation>
100% of gross cash dividend per Share paid during relevant Dividend Period.
</xsd:documentation>
<xsd:enumeration value="AsSpecifiedInMasterConfirmation">
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">
</xsd:annotation>
The Amount is determined as provided in the relevant Master Confirmation.
</xsd:documentation>
<xsd:annotation>
</xsd:simpleType>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">
</xsd:annotation>
Defines how the composition of dividends is to be determined.
</xsd:documentation>
<xsd:restriction base="xsd:token">
<xsd:enumeration value="EquityAmountReceiverElection">
</xsd:restriction>
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">
</xsd:annotation>
The Equity Amount Receiver determines the composition of dividends (subject to conditions).
</xsd:documentation>
<xsd:enumeration value="CalculationAgentElection">
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">
</xsd:annotation>
The Calculation Agent determines the composition of dividends (subject to conditions).
</xsd:documentation>
<xsd:annotation>
</xsd:simpleType>
<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:restriction>
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">
</xsd:annotation>
Date on which a holder of the security is entitled to the dividend.
</xsd:documentation>
<xsd:enumeration value="DividendPaymentDate">
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">
</xsd:annotation>
Date on which the dividend will be paid by the issuer.
</xsd:documentation>
<xsd:enumeration value="DividendValuationDate">
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">
</xsd:annotation>
In respect of each Dividend Period, number of days offset from the relevant Dividend Valuation Date.
</xsd:documentation>
<xsd:enumeration value="RecordDate">
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">
</xsd:annotation>
Date on which the dividend will be recorded in the books of the paying agent.
</xsd:documentation>
<xsd:enumeration value="TerminationDate">
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">Termination date of the swap.</xsd:documentation>
</xsd:annotation>
<xsd:enumeration value="EquityPaymentDate">
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">Equity payment date of the swap.</xsd:documentation>
</xsd:annotation>
<xsd:enumeration value="FollowingPaymentDate">
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">The next payment date of the swap.</xsd:documentation>
</xsd:annotation>
<xsd:enumeration value="AdHocDate">
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">
</xsd:annotation>
The dividend date will be specified ad hoc by the parties, typically on the dividend ex-date
</xsd:documentation>
<xsd:enumeration value="CumulativeEquityPaid">
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">
</xsd:annotation>
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:enumeration value="CumulativeLiborPaid">
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">
</xsd:annotation>
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:enumeration value="CumulativeEquityExDiv">
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">
</xsd:annotation>
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:enumeration value="CumulativeLiborExDiv">
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">
</xsd:annotation>
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:enumeration value="SharePayment">
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">
</xsd:annotation>
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:enumeration value="CashSettlementPaymentDate">
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">
</xsd:annotation>
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:enumeration value="FloatingAmountPaymentDate">
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">
</xsd:annotation>
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:enumeration value="CashSettlePaymentDateExDiv">
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">
</xsd:annotation>
If "Dividend Payment Date(s)" is specified in the Transaction Supplement as "Cash Settlement Payment Date – Ex Dividend", 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:enumeration value="CashSettlePaymentDateIssuerPayment">
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">
</xsd:annotation>
If "Dividend Payment Date(s)" is specified in the Transaction Supplement as "Cash Settlement Payment Date – Issuer Payment", 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 issuer pays the relevant dividend to a holder of record provided that in the case where the Equity Amount Payer is the party specified to be the sole Hedging Party and the Hedging Party has not received the Dividend Amount by such date, then the date falling a number of Currency Business Days as specified in the Cash Settlement Payment Date after actual receipt by the Hedging Party of the Received Ex Amount or Paid Ex Amount (as applicable).
</xsd:documentation>
<xsd:enumeration value="ExDividendPaymentDate">
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">
</xsd:annotation>
If "Dividend Payment Date(s)" is specified in the Transaction Supplement as "Ex-dividend Payment Date", then the Dividend Payment Date in respect of a Dividend Amount shall be the number of Currency Business Days as provided in the Transaction Supplement following the day on which the Shares commence trading ‘ex’ on the Exchange.
</xsd:documentation>
<xsd:annotation>
</xsd:simpleType>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">
</xsd:annotation>
The date on which the receiver of the equity return is entitled to the dividend.
</xsd:documentation>
<xsd:restriction base="xsd:token">
<xsd:enumeration value="ExDate">
</xsd:restriction>
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">Dividend entitlement is on the dividend ex-date.</xsd:documentation>
</xsd:annotation>
<xsd:enumeration value="RecordDate">
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">
</xsd:annotation>
Dividend entitlement is on the dividend record date.
</xsd:documentation>
<xsd:annotation>
</xsd:simpleType>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">
</xsd:annotation>
Defines the First Period or the Second Period, as specified in the 2002 ISDA Equity Derivatives Definitions.
</xsd:documentation>
<xsd:restriction base="xsd:token">
<xsd:enumeration value="FirstPeriod">
</xsd:restriction>
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">
</xsd:annotation>
"First Period" per the 2002 ISDA Equity Derivatives Definitions will apply.
</xsd:documentation>
<xsd:enumeration value="SecondPeriod">
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">
</xsd:annotation>
"Second Period" per the 2002 ISDA Equity Derivatives Definitions will apply.
</xsd:documentation>
<xsd:annotation>
</xsd:simpleType>
<xsd:documentation xml:lang="en">
</xsd:annotation>
A type which permits the Dual Currency strike quote basis to be expressed in terms of the deposit and alternate currencies.
</xsd:documentation>
<xsd:restriction base="xsd:token">
<xsd:enumeration value="DepositCurrencyPerAlternateCurrency"/>
</xsd:restriction>
<xsd:enumeration value="AlternateCurrencyPerDepositCurrency"/>
<xsd:annotation>
</xsd:simpleType>
<xsd:documentation xml:lang="en">Symbolic specification of early termination date.</xsd:documentation>
</xsd:annotation>
<xsd:restriction base="xsd:token">
<xsd:enumeration value="AnyDay"/>
</xsd:restriction>
<xsd:enumeration value="ValuationDate"/>
<xsd:enumeration value="ResetDate"/>
<xsd:enumeration value="AfterFirstResetDate"/>
<xsd:enumeration value="AsSpecifiedInMCA"/>
<xsd:annotation>
</xsd:annotation>
</xsd:simpleType>
<xsd:restriction base="xsd:token">
<xsd:enumeration value="Electricity"/>
</xsd:restriction>
<xsd:annotation>
</xsd:simpleType>
<xsd:documentation xml:lang="en">
</xsd:annotation>
Upon the occurrence of an Abandonment of Scheme, as defined in clause (h)(iv) of the Emissions Annex, one of the following elections, the specific terms of which are set forth in clause (b)(iii) of the Emissions Annex, will govern the parties’ rights and obligations with respect to this Emissions Transaction. If none of the above options is selected, Option A(1) will apply.
</xsd:documentation>
<xsd:restriction base="xsd:token">
<xsd:enumeration value="OptionA(1)">
</xsd:restriction>
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation xml:lang="en">
</xsd:annotation>
Abandonment of Scheme constitutes an Additional Termination Event.
</xsd:documentation>
<xsd:enumeration value="OptionA(2)">
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation xml:lang="en">
</xsd:annotation>
Abandonment of Scheme entails no further obligations.
</xsd:documentation>
<xsd:enumeration value="OptionB">
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation xml:lang="en">
</xsd:annotation>
The applicability of Abandonment of Scheme to Emissions Transactions is set forth in the applicable Confirmation.
</xsd:documentation>
<xsd:enumeration value="OptionC">
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation xml:lang="en">
</xsd:annotation>
The applicability of Abandonment of Scheme does not apply.
</xsd:documentation>
<xsd:annotation>
</xsd:simpleType>
<xsd:documentation xml:lang="en">
</xsd:annotation>
Environmental Product (e.g. allowance, certificate or unit).
</xsd:documentation>
<xsd:restriction base="xsd:token">
<xsd:enumeration value="EUAllowance">
</xsd:restriction>
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation xml:lang="en">
</xsd:annotation>
For EU Emissions Allowance Transactions: An EU Emissions Allowance.
</xsd:documentation>
<xsd:enumeration value="EUCredit">
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation xml:lang="en">
</xsd:annotation>
For EU Emissions Allowance Transactions: An EU Emissions Credit.
</xsd:documentation>
<xsd:enumeration value="AlternativeAllowance">
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation xml:lang="en">
</xsd:annotation>
For EU Emissions Allowance Transactions: An EU Alternative Allowance.
</xsd:documentation>
<xsd:enumeration value="NOXEmissionsProduct">
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation xml:lang="en">
</xsd:annotation>
For US Emissions Allowance Transactions: A limited authorization issued by the state permitting authority or the US Environmental Protection Agency (EPA) to emit certain amounts of nitrogen oxides (Nox).
</xsd:documentation>
<xsd:enumeration value="RegionalEmissionsProduct">
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation xml:lang="en">
</xsd:annotation>
For US Emissions Allowance Transactions: A emissions allowance or emissions reduction credit issued under a mult-state or provincial or other cap-and-trade Scheme.
</xsd:documentation>
<xsd:enumeration value="RGGIEmissionsProduct">
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation xml:lang="en">
</xsd:annotation>
For US Emissions Allowance Transactions: A limited authorization issued by the RGGI scheme permitting the emission of certain amounts of carbon dioxide.
</xsd:documentation>
<xsd:enumeration value="SO2EmissionsProduct">
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation xml:lang="en">
</xsd:annotation>
For US Emissions Allowance Transactions: A limited authorization issued by the U.S. Environmental Protection Agency (EPA) to emit a certain amount of sulfur dioxide.
</xsd:documentation>
<xsd:enumeration value="StateEmissionProduct">
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation xml:lang="en">
</xsd:annotation>
For US Emissions Allowance Transactions: Any emissions allowance or emission reduction credit created and promulgated under a U.S. state Scheme.
</xsd:documentation>
<xsd:enumeration value="VoluntaryEmissionProduct">
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation xml:lang="en">
</xsd:annotation>
For US Emissions Allowance Transactions: Any emissions allowance, emission credit, emissions offset or emissions reduction credit created or issued under a voluntary Scheme.
</xsd:documentation>
<xsd:enumeration value="RenewableEnergyCertificate">
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation xml:lang="en">
</xsd:annotation>
For US Renewable Energy Certificate Transactions: A Renewable Energy Certificate (“REC”) represents the environmental, social and other non-power qualities of generation of 1 megawatt-hour (MWh) of electricity from an eligible renewable energy resource.
</xsd:documentation>
<xsd:enumeration value="AUSCarbonCreditUnit">
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation xml:lang="en">
</xsd:annotation>
Australia Green Energy: Australian Carbon Credit Unit.
</xsd:documentation>
<xsd:enumeration value="AUSCarbonUnit">
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation xml:lang="en">Australia Green Energy: Australian Carbon Unit.</xsd:documentation>
</xsd:annotation>
<xsd:enumeration value="AUSEnergySavingCertificate">
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation xml:lang="en">
</xsd:annotation>
Australia Green Energy: Energy Savings Certificate.
</xsd:documentation>
<xsd:enumeration value="AUSLargeScaleGenerationCertificate">
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation xml:lang="en">
</xsd:annotation>
Australia Green Energy: Large-scale Generation Certificate.
</xsd:documentation>
<xsd:enumeration value="AUSSmallScaleTechnologyCertificate">
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation xml:lang="en">
</xsd:annotation>
Australia Green Energy: Small-scale Technology Certificate.
</xsd:documentation>
<xsd:enumeration value="AUSVictorianEnergyEfficiencyCertificate">
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation xml:lang="en">
</xsd:annotation>
Australia Green Energy: Victorian Energy Efficiency Certificate.
</xsd:documentation>
<xsd:enumeration value="MXCCFECRTINTLODS">
<xsd:annotation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration value="NZEmissionsUnits">
<xsd:annotation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration value="UKRenewableObligationCertificate">
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation xml:lang="en">
</xsd:annotation>
United Kingdom Ofgem Renewable Obligation Certificate.
</xsd:documentation>
<xsd:annotation>
</xsd:simpleType>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">Specifies an additional Forward type.</xsd:documentation>
</xsd:annotation>
<xsd:simpleType>
</xsd:union>
<xsd:restriction base="xsd:token">
</xsd:simpleType>
<xsd:enumeration 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." value="Forward">
</xsd:restriction>
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">
</xsd:annotation>
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:simpleType>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">
</xsd:annotation>
The specification of whether an OTC option will be exercised.
</xsd:documentation>
<xsd:restriction base="xsd:token">
<xsd:enumeration value="FullExercise">
</xsd:restriction>
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">The option was or is to be exercised fully.</xsd:documentation>
</xsd:annotation>
<xsd:enumeration value="PartialExercise">
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">
</xsd:annotation>
The option was or is to be exercised partially. The amount of the exercise is specified elsewhere in the document than in the exercise amount; for example, in the case of a physical exercise the size of the resulting trade is the same as the amount that was exercise, so if it is specified it is not necessary to specify the amount of the partial exercise.
</xsd:documentation>
<xsd:enumeration value="Abandon">
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">
</xsd:annotation>
The option was or is to be allowed to expire without being exercised, i.e. it is being abandoned.
</xsd:documentation>
<xsd:annotation>
</xsd:simpleType>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">
</xsd:annotation>
The specification of which of the pay-side or the receive-side should be exercised when a straddle is exercised.
</xsd:documentation>
<xsd:simpleType>
</xsd:union>
<xsd:restriction base="xsd:token">
</xsd:simpleType>
<xsd:enumeration value="Payer">
</xsd:restriction>
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">
</xsd:annotation>
A "payer" option: If you buy a "payer" option you have the right but not the obligation to enter into the underlying swap transaction as the "fixed" rate/price payer and receive float.
</xsd:documentation>
<xsd:enumeration value="Receiver">
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">
</xsd:annotation>
A receiver option: If you buy a "receiver" option you have the right but not the obligation to enter into the underlying swap transaction as the "fixed" rate/price receiver and pay float.
</xsd:documentation>
<xsd:restriction base="xsd:token">
</xsd:simpleType>
<xsd:enumeration value="American">
</xsd:enumeration>
</xsd:restriction>
<xsd:enumeration value="Bermuda">
</xsd:enumeration>
<xsd:enumeration value="European">
</xsd:enumeration>
<xsd:annotation>
</xsd:simpleType>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">
</xsd:annotation>
When a requested option exercise event is desired to be performed.
</xsd:documentation>
<xsd:restriction base="xsd:token">
<xsd:enumeration value="Immediate">
</xsd:restriction>
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">
</xsd:annotation>
Perform the requested exercise behavior immediately on receipt of the request.
</xsd:documentation>
<xsd:enumeration value="OnExpiration">
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">
</xsd:annotation>
Perform the requested exercise behavior at the expiration of the option.
</xsd:documentation>
<!--LCWD: Sec. Lending support-->
<xsd:annotation>
</xsd:simpleType>
<xsd:documentation xml:lang="en">
</xsd:annotation>
Specifies a Repo or Security Lending arangement: Everdeen or Extendible.
</xsd:documentation>
<xsd:restriction base="xsd:token">
<xsd:enumeration value="Evergreen">
</xsd:restriction>
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation xml:lang="en">
</xsd:annotation>
Evergreen is a Repo or Security Lending arangement to close the Evergreen. This takes place by negotiation.
</xsd:documentation>
<xsd:enumeration value="Extendable">
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation xml:lang="en">
</xsd:annotation>
Extendable ia a Repo or Security Lending arangement to extend the Extendable. This takes place by negotiation.
</xsd:documentation>
<xsd:annotation>
</xsd:annotation>
</xsd:simpleType>
<xsd:restriction base="xsd:token">
<xsd:enumeration value="FlatFee">
</xsd:restriction>
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">
</xsd:annotation>
The product of (i) the Break Fee Rate multiplied by (ii) the Equity Notional Amount corresponding to the Early Termination Portion.
</xsd:documentation>
<xsd:enumeration value="AmortizedFee">
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">
</xsd:annotation>
The product of (i) the Break Fee Rate multiplied by (ii) the Equity Notional Amount corresponding to the Early Termination Portion multiplied by (iii) the number of days from the Early Termination Date to the later of the Termination Date or the Cash Settlement Payment Date corresponding to the latest Valuation Date.
</xsd:documentation>
<xsd:enumeration value="FundingFee">
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">
</xsd:annotation>
The product of (i) the Equity Notional Amount corresponding to the Early Termination Portion multiplied by (ii) the Break Funding Rate multiplied by (iii) the number of days from the Early Termination Date to the next scheduled Reset Date divided by (iv) a number equivalent to the denominator of the Day Count Fraction applicable to the Floating Rate Option.
</xsd:documentation>
<xsd:enumeration value="FlatFeeAndFundingFee">
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">Both Flat Fee and Funding Fee are applicable.</xsd:documentation>
</xsd:annotation>
<xsd:enumeration value="AmortizedFeeAndFundingFee">
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">Amortized Fee and Funding Fee are applicable.</xsd:documentation>
</xsd:annotation>
<xsd:annotation>
</xsd:simpleType>
<xsd:documentation xml:lang="en">
</xsd:annotation>
The method by which the Flat Rate is calculated for a commodity freight transaction.
</xsd:documentation>
<xsd:restriction base="xsd:token">
<xsd:enumeration value="Fixed">
</xsd:restriction>
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">
</xsd:annotation>
The Flat Rate will be the New Worldwide Tanker Nominal Freight Scale for the Freight Index Route for the Trade Date for the transaction.
</xsd:documentation>
<xsd:enumeration value="Floating">
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">
</xsd:annotation>
The Flat Rate for each Pricing Date will be the New Worldwide Tanker Nominal Freight Scale for the Freight Index Route for the Pricing Date..
</xsd:documentation>
<xsd:annotation>
</xsd:simpleType>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">
</xsd:annotation>
Specifies the fallback provisions in respect to the applicable Futures Price Valuation.
</xsd:documentation>
<xsd:restriction base="xsd:token">
<xsd:enumeration value="FPVClose">
</xsd:restriction>
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">
</xsd:annotation>
In respect of the Early Final Valuation Date, the provisions for FPV Close shall apply.
</xsd:documentation>
<xsd:enumeration value="FPVHedgeExecution">
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">
</xsd:annotation>
In respect of the Early Final Valuation Date, the provisions for FPV Hedge Execution shall apply.
</xsd:documentation>
<xsd:annotation>
</xsd:simpleType>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">
</xsd:annotation>
The method of FRA discounting, if any, that will apply.
</xsd:documentation>
<xsd:restriction base="xsd:token">
<xsd:enumeration value="ISDA">
</xsd:restriction>
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">
</xsd:annotation>
"FRA Discounting" per the ISDA Definitions will apply.
</xsd:documentation>
<xsd:enumeration value="AFMA">
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">
</xsd:annotation>
FRA discounting per the Australian Financial Markets Association (AFMA) OTC Financial Product Conventions will apply. Note: Should not be used for a FRA trade documented under a legal framework where the 2006 ISDA Definitions have been incorporated.
</xsd:documentation>
<xsd:enumeration value="NONE">
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">No discounting will apply.</xsd:documentation>
</xsd:annotation>
<xsd:enumeration value="ISDAYield">
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">
</xsd:annotation>
Per ISDA 2006 Definitions, Section 8.4. Discounting, paragraph (e)
</xsd:documentation>
<xsd:annotation>
</xsd:simpleType>
<xsd:documentation xml:lang="en">
</xsd:annotation>
The type of a knockout barrier used in an accrual product (e.g. American or European)
</xsd:documentation>
<xsd:restriction base="xsd:token">
<xsd:enumeration value="Keep">
</xsd:restriction>
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation xml:lang="en">
</xsd:annotation>
If the barrier is triggered, the accrual process for that period stops. The parties retain the underlying settlement rights for that period with the currently accrued notional.
</xsd:documentation>
<xsd:enumeration value="Lose">
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation xml:lang="en">
</xsd:annotation>
If the barrier is triggered, the accrual process for that period stops. No settlement occurs for that period.
</xsd:documentation>
<xsd:annotation>
</xsd:simpleType>
<xsd:documentation xml:lang="en">
</xsd:annotation>
Average calculation method e.g. Arithmetic, Harmonic)
</xsd:documentation>
<xsd:restriction base="xsd:token">
<xsd:enumeration value="Arithmetic">
</xsd:restriction>
<xsd:annotation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration value="Harmonic">
<xsd:annotation>
</xsd:annotation>
</xsd:enumeration>
<xsd:annotation>
</xsd:simpleType>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">
</xsd:annotation>
The specification of whether the direction of a barrier within an FX OTC option is Down or Up.
</xsd:documentation>
<xsd:restriction base="xsd:token">
<xsd:enumeration value="Down">
</xsd:restriction>
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">
</xsd:annotation>
The barrier is triggered if the observed rate is at or below the barrier level during the period of observation, or at the time of observation.
</xsd:documentation>
<xsd:enumeration value="Up">
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">
</xsd:annotation>
The barrier is triggered if the observed rate is at or above the barrier level during the period of observation, or at the time of observation.
</xsd:documentation>
<xsd:annotation>
</xsd:simpleType>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">
</xsd:annotation>
The specification of whether a barrier has effect for the current expiry period, or globally to the whole product.
</xsd:documentation>
<xsd:restriction base="xsd:token">
<xsd:enumeration value="Global">
</xsd:restriction>
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">
</xsd:annotation>
The barrier has effect for the expiry period in which it is triggered, and all subsequent periods.
</xsd:documentation>
<xsd:enumeration value="PerExpiry">
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">
</xsd:annotation>
The barrier has effect only for the expiry period in which it is triggered.
</xsd:documentation>
<xsd:annotation>
</xsd:simpleType>
<xsd:documentation xml:lang="en">
</xsd:annotation>
Defines the barrier observation style i.e. continuous (American) or discrete (Euriopean).
</xsd:documentation>
<xsd:restriction base="xsd:token">
<xsd:enumeration value="American">
</xsd:restriction>
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation xml:lang="en">
</xsd:annotation>
The barrier is observed continuously through the observation period.
</xsd:documentation>
<xsd:enumeration value="European">
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation xml:lang="en">
</xsd:annotation>
The barrier is observed on a discrete expiry date, or (in the case of a multi-phase product) series of expiry dates.
</xsd:documentation>
<xsd:annotation>
</xsd:simpleType>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">
</xsd:annotation>
The specification of whether a barrier within an FX OTC option is a knockin or knockout.
</xsd:documentation>
<xsd:restriction base="xsd:token">
<xsd:enumeration value="Knockin">
</xsd:restriction>
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">
</xsd:annotation>
The option exists if the spot rate is at or above, or at or below the barrier level according to the specified barrier direction.
</xsd:documentation>
<xsd:enumeration value="Knockout">
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">
</xsd:annotation>
The option ceases to exist if the spot rate is at or above, or at or below the barrier level according to the specified barrier direction.
</xsd:documentation>
<xsd:enumeration fpml-annotation:deprecated="true" fpml-annotation:deprecatedReason="The ReverseKnockin value is not to be used. The value is no longer needed." value="ReverseKnockin">
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">
</xsd:annotation>
DEPRECATE: Option exists once the barrier is hit. The trigger rate is in-the money in relation to the strike rate.
</xsd:documentation>
<xsd:enumeration fpml-annotation:deprecated="true" fpml-annotation:deprecatedReason="The ReverseKnockout value is not to be used. The value is no longer needed." value="ReverseKnockout">
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">
</xsd:annotation>
DEPRECATE: 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:simpleType>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">
</xsd:annotation>
Defines the outcome in the event that the barrier is triggered i.e. whether the product becomes active (Knockin) or is extinguished (Knockout). Omitting superseded values ReverseKnock[in|out].
</xsd:documentation>
<xsd:restriction base="xsd:token">
<xsd:enumeration value="Knockin">
</xsd:restriction>
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">
</xsd:annotation>
The option exists if the spot rate is at or above, or at or below the barrier level according to the specified barrier direction.
</xsd:documentation>
<xsd:enumeration value="Knockout">
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">
</xsd:annotation>
The option ceases to exist if the spot rate is at or above, or at or below the barrier level according to the specified barrier direction.
</xsd:documentation>
<xsd:annotation>
</xsd:simpleType>
<xsd:documentation xml:lang="en">Standard FX Spot and Forward offset conventions.</xsd:documentation>
</xsd:annotation>
<xsd:restriction base="xsd:token">
<xsd:enumeration value="FxSpot"/>
</xsd:restriction>
<xsd:enumeration value="FxForward"/>
<xsd:annotation>
</xsd:simpleType>
<xsd:documentation xml:lang="en">
</xsd:annotation>
The Lower Bound Direction. It only contains the AtOrAbove and Above values.
</xsd:documentation>
<xsd:restriction base="xsd:token">
<xsd:enumeration value="AtOrAbove"/>
</xsd:restriction>
<xsd:enumeration value="Above"/>
<xsd:annotation>
</xsd:simpleType>
<xsd:documentation xml:lang="en">
</xsd:annotation>
The Upper Bound Direction. It only contains the AtOrBelow and Below values.
</xsd:documentation>
<xsd:restriction base="xsd:token">
<xsd:enumeration value="AtOrBelow"/>
</xsd:restriction>
<xsd:enumeration value="Below"/>
<xsd:annotation>
</xsd:simpleType>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">Target specific settlement adjustment method.</xsd:documentation>
</xsd:annotation>
<xsd:restriction base="xsd:token">
<xsd:enumeration value="VariedStrike"/>
</xsd:restriction>
<xsd:enumeration value="VariedNotional"/>
<xsd:annotation>
</xsd:simpleType>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">Forward Volatility Agreement Straddle Type.</xsd:documentation>
</xsd:annotation>
<xsd:restriction base="xsd:token">
<xsd:enumeration value="AtTheMoneyForward">
</xsd:restriction>
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">At the money forward straddle.</xsd:documentation>
</xsd:annotation>
<xsd:enumeration value="DeltaNeutral">
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">Delta neutral straddle.</xsd:documentation>
</xsd:annotation>
<xsd:annotation>
</xsd:simpleType>
<xsd:documentation xml:lang="en">
</xsd:annotation>
Defines the method for calculating the gain in the period where the Target Knock-Out event occurs (Exact, Exclusive, Inclusive).
</xsd:documentation>
<xsd:restriction base="xsd:token">
<xsd:enumeration value="Exact">
</xsd:restriction>
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation xml:lang="en">
</xsd:annotation>
The gain for the knockout period is adjusted to yield a final accumulated value equal to the target level.
</xsd:documentation>
<xsd:enumeration value="Exclusive">
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation xml:lang="en">
</xsd:annotation>
The gain for the knockout period is adjusted to zero i.e. the target yields zero value in the final period.
</xsd:documentation>
<xsd:enumeration value="Inclusive">
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation xml:lang="en">
</xsd:annotation>
The gain for the knockout period is equal to the whole benefit of the final fixing over spot i.e. the final accumulated value may exceed the target level.
</xsd:documentation>
<xsd:annotation>
</xsd:simpleType>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">
</xsd:annotation>
The specification of a time period containing values such as Today, Tomorrow etc.
</xsd:documentation>
<xsd:restriction base="xsd:token">
<xsd:enumeration value="Broken">
</xsd:restriction>
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">Broken/non conventional Tenor Period.</xsd:documentation>
</xsd:annotation>
<xsd:enumeration value="Today">
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">Today Tenor Period.</xsd:documentation>
</xsd:annotation>
<xsd:enumeration value="Tomorrow">
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">Tomorrow Tenor Period.</xsd:documentation>
</xsd:annotation>
<xsd:enumeration value="TomorrowNext">
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">Day after Tomorrow Tenor Period.</xsd:documentation>
</xsd:annotation>
<xsd:enumeration value="Spot">
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">Spot Tenor Period.</xsd:documentation>
</xsd:annotation>
<xsd:enumeration value="SpotNext">
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">Day after Spot Tenor period.</xsd:documentation>
</xsd:annotation>
<xsd:annotation>
</xsd:annotation>
</xsd:simpleType>
<xsd:restriction base="xsd:token">
<xsd:enumeration value="Butane">
</xsd:restriction>
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">Normal butane (C4H10)</xsd:documentation>
</xsd:annotation>
<xsd:enumeration value="CarbonDioxide">
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">Carbon Dioxide (CO2)</xsd:documentation>
</xsd:annotation>
<xsd:enumeration value="EPMix">
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">Ethane-Propane Mix</xsd:documentation>
</xsd:annotation>
<xsd:enumeration value="Ethane">
<xsd:annotation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration value="Gasoline">
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">Natural Gasoline (C4 – C12)</xsd:documentation>
</xsd:annotation>
<xsd:enumeration value="Helium">
<xsd:annotation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration value="HydrogenSulfide">
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">Hydrogen Sulfide (H2S)</xsd:documentation>
</xsd:annotation>
<xsd:enumeration value="Isobutane">
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">Iso-Butane (C4H10)</xsd:documentation>
</xsd:annotation>
<xsd:enumeration value="Methane">
<xsd:annotation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration value="Naphtha">
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">Naphtha (C5 – C12)</xsd:documentation>
</xsd:annotation>
<xsd:enumeration fpml-annotation:deprecated="true" fpml-annotation:deprecatedReason="Methane should be used to represent natural gas in terminology that is consistent with the other values in the enumeration." value="NaturalGas"/>
<xsd:enumeration value="Nitrogen">
<xsd:annotation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration value="Pentane">
<xsd:annotation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration value="Propane">
<xsd:annotation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration value="Propylene">
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">Propylene or propene (C3H6)</xsd:documentation>
</xsd:annotation>
<xsd:enumeration value="Water">
<xsd:annotation>
</xsd:annotation>
</xsd:enumeration>
<xsd:annotation>
</xsd:simpleType>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">
</xsd:annotation>
The specification of the consequences of Index Events.
</xsd:documentation>
<xsd:restriction base="xsd:token">
<xsd:enumeration value="CalculationAgentAdjustment">
</xsd:restriction>
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">Calculation Agent Adjustment</xsd:documentation>
</xsd:annotation>
<xsd:enumeration value="NegotiatedCloseOut">
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">Negotiated Close Out</xsd:documentation>
</xsd:annotation>
<xsd:enumeration value="CancellationAndPayment">
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">Cancellation and Payment</xsd:documentation>
</xsd:annotation>
<xsd:enumeration value="RelatedExchange">
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">Related Exchange Adjustment</xsd:documentation>
</xsd:annotation>
<!--5-11-WD2-extensions:Inflation Asset Swap -->
<xsd:annotation>
</xsd:simpleType>
<xsd:documentation>
</xsd:annotation>
Code values for different ways of using inflation indexes in formulas
</xsd:documentation>
<xsd:restriction base="xsd:token">
<xsd:enumeration value="Ratio">
</xsd:restriction>
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation>
</xsd:annotation>
(Inflation Index Final / Inflation Index Base). Inflation Index Final is inflation index for Reference Month that is the Lag number of months prior to Payment Date (subject to interpolation). Inflation Index Base subject to the Calculation Style. Used in inflation asset swaps to calculate the inflation coupons and principal exchange.
</xsd:documentation>
<xsd:enumeration value="Return">
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation>
</xsd:annotation>
(Inflation Index Final / Inflation Index Base -1). Inflation Index Final is the inflation index for Reference Month that is the Lag number of months prior to Payment Date (subject to interp). Inflation Index Base subject to the Calculation Style. Used in market standard ZC Inflation swaps.
</xsd:documentation>
<xsd:enumeration value="Spread">
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation>
</xsd:annotation>
Inflation Index Final - Inflation Index Base). Inflation Index Final is Index for Ref month the Lag months prior to Payment Date (subject to interp). Inflation Index Base subject to the Calculation Style. Typically used for fixing locks.
</xsd:documentation>
<!--5-11-WD2-extensions:Inflation Asset Swap -->
<xsd:annotation>
</xsd:simpleType>
<xsd:documentation>
</xsd:annotation>
Code values for different styles of ways of calculation methods.
</xsd:documentation>
<xsd:restriction base="xsd:token">
<xsd:enumeration value="YearOnYear">
</xsd:restriction>
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation>
</xsd:annotation>
YearOnYear means Inflation Index Base is the inflation index for Reference Month that is 12 months prior to Inflation Index Final (subject to interpolation). Inflation Index Base is cashflow dependent.
</xsd:documentation>
<xsd:enumeration value="ZeroCoupon">
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation>
</xsd:annotation>
ZeroCoupon means Inflation Index Base used in the CalculationMethod is the inflation index for the Reference Month that is the lag number of months prior to Effective Date in the case of a swap, or Bond Interest Accrual Date in the case of an Asset Swap (subject to interpolation). Inflation Index Base has the same value for each inflation cashflow and Principal Exchange calculation within the trade.
</xsd:documentation>
<xsd:annotation>
</xsd:simpleType>
<xsd:documentation xml:lang="en">
</xsd:annotation>
Defines whether the agent bank is making an interest payment based on the lender pro-rata share at the end of the period (snapshot) or based on the lender position throughout the period.
</xsd:documentation>
<xsd:restriction base="xsd:token">
<xsd:enumeration value="ContractPositionThruPeriod">
</xsd:restriction>
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation xml:lang="en">
</xsd:annotation>
Agent bank is making an interest payment based on the lender's contract position throughout the interest payment period.
</xsd:documentation>
<xsd:enumeration value="ProRataShareSnapshot">
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation xml:lang="en">
</xsd:annotation>
Agent bank is making an interest payment based on the lender pro-rata share snapshot at the time of payment.
</xsd:documentation>
<xsd:annotation>
</xsd:simpleType>
<xsd:documentation xml:lang="en">
</xsd:annotation>
The specification of the interest shortfall cap, applicable to mortgage derivatives.
</xsd:documentation>
<xsd:restriction base="xsd:token">
<xsd:enumeration value="Fixed"/>
</xsd:restriction>
<xsd:enumeration value="Variable"/>
<xsd:annotation>
</xsd:annotation>
</xsd:simpleType>
<xsd:restriction base="xsd:token">
<xsd:enumeration value="Initial">
</xsd:restriction>
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation xml:lang="en">
</xsd:annotation>
Interpolation is applicable to the initial period only.
</xsd:documentation>
<xsd:enumeration value="InitialAndFinal">
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation xml:lang="en">
</xsd:annotation>
Interpolation is applicable to the initial and final periods only.
</xsd:documentation>
<xsd:enumeration value="Final">
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation xml:lang="en">
</xsd:annotation>
Interpolation is applicable to the final period only.
</xsd:documentation>
<xsd:enumeration value="AnyPeriod">
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation xml:lang="en">
</xsd:annotation>
Interpolation is applicable to any non-standard period.
</xsd:documentation>
<xsd:annotation>
</xsd:simpleType>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">
</xsd:annotation>
The type of automatic adjustment that a Letter of Credit can exhibit.
</xsd:documentation>
<xsd:restriction base="xsd:token">
<xsd:enumeration value="AutoDecrease">
</xsd:restriction>
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">Denotes an automatic decrease.</xsd:documentation>
</xsd:annotation>
<xsd:enumeration value="AutoIncrease">
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">Denotes an automatic increase.</xsd:documentation>
</xsd:annotation>
<xsd:enumeration value="AutoIncreaseOrDecrease">
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">Denotes an automatic increase or decrease.</xsd:documentation>
</xsd:annotation>
<xsd:annotation>
</xsd:simpleType>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">
</xsd:annotation>
Used for indicating the length unit in the Resource type.
</xsd:documentation>
<xsd:restriction base="xsd:token">
<xsd:enumeration value="Pages"/>
</xsd:restriction>
<xsd:enumeration value="TimeUnit"/>
<xsd:annotation>
</xsd:annotation>
</xsd:simpleType>
<xsd:restriction base="xsd:token">
<xsd:enumeration value="Ping"/>
</xsd:restriction>
<xsd:enumeration value="Plus1ToStop"/>
<xsd:enumeration value="Plus1ToPing"/>
<xsd:enumeration value="PushToPing"/>
<xsd:enumeration value="PushToStop"/>
<xsd:annotation>
</xsd:simpleType>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">
</xsd:annotation>
LoadType is a summary of the full description of the settlement periods with respect to the region. Used for describing Electricity delivery schedules.
</xsd:documentation>
<xsd:restriction base="xsd:token">
<xsd:enumeration value="Base">
</xsd:enumeration>
</xsd:restriction>
<xsd:enumeration value="Peak">
</xsd:enumeration>
<xsd:enumeration value="OffPeak">
</xsd:enumeration>
<xsd:enumeration value="BlockHours">
</xsd:enumeration>
<xsd:enumeration value="Custom">
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation xml:lang="en">
</xsd:annotation>
Anything that does not fall under the predefined standard categories
</xsd:documentation>
<xsd:annotation>
</xsd:simpleType>
<xsd:documentation xml:lang="en">
</xsd:annotation>
A list with a single 'all' value to explicitly indicate all assets are applicable.
</xsd:documentation>
<xsd:restriction base="xsd:string">
<xsd:enumeration value="All">
</xsd:restriction>
<xsd:annotation>
</xsd:annotation>
</xsd:enumeration>
<xsd:annotation>
</xsd:simpleType>
<xsd:documentation xml:lang="en">
</xsd:annotation>
A list with a single 'all' value to explicitly indicate all transactions are applicable.
</xsd:documentation>
<xsd:restriction base="xsd:string">
<xsd:enumeration value="All">
</xsd:restriction>
<xsd:annotation>
</xsd:annotation>
</xsd:enumeration>
<xsd:annotation>
</xsd:simpleType>
<xsd:documentation xml:lang="en">
</xsd:annotation>
A list that defines how the interest accrued during the settlement period is calculated and paid.
</xsd:documentation>
<xsd:restriction base="xsd:token">
<xsd:enumeration value="Flat">
</xsd:restriction>
<xsd:annotation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration value="SettledWithAccrued">
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation xml:lang="en">
</xsd:annotation>
Settled with Accrued Interest: Interest accrued during the settlement period is paid at settlement.
</xsd:documentation>
<xsd:enumeration value="SettledWithoutAccrued">
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation xml:lang="en">
</xsd:annotation>
Settled without Accrued Interest: Interest accrued during for the settlement period is not paid at settlement.
</xsd:documentation>
<xsd:annotation>
</xsd:simpleType>
<xsd:documentation xml:lang="en">
</xsd:annotation>
A list of accruing fee types associated with a facility.
</xsd:documentation>
<xsd:restriction base="xsd:token">
<xsd:enumeration value="Commitment">
</xsd:restriction>
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation xml:lang="en">
</xsd:annotation>
Calculated as a percentage of the unutilized portion of the facility.
</xsd:documentation>
<xsd:enumeration value="Facility">
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation xml:lang="en">
</xsd:annotation>
Calculated as a percentage of the global commitment amount of a facility.
</xsd:documentation>
<xsd:enumeration value="LetterOfCreditIssuance">
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation xml:lang="en">
</xsd:annotation>
An on-going (accrual) fee paid to the Issuing Bank for a Letter of Credit. This is separate from the basic Letter of Credit Fee paid to the lender group.
</xsd:documentation>
<xsd:enumeration value="Ticking">
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation xml:lang="en">
</xsd:annotation>
Typically for term loans, a commitment fee that applies to the amount of a commitment that has not yet been drawn down.
</xsd:documentation>
<xsd:enumeration value="Utilization">
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation xml:lang="en">
</xsd:annotation>
Calculated as a percentage of the utilized portion of the facility. This fee type is subject to banding rules – different portions of the utilization amount may be subject to different percentages.
</xsd:documentation>
<xsd:annotation>
</xsd:simpleType>
<xsd:documentation xml:lang="en">
</xsd:annotation>
A list that defines the loan trading association responsible for defining the standardized legal framework that governs the trade.
</xsd:documentation>
<xsd:restriction base="xsd:token">
<xsd:enumeration value="LMA">
</xsd:restriction>
<xsd:annotation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration value="LSTA">
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation xml:lang="en">
</xsd:annotation>
The Loan Syndications and Trading Association (US).
</xsd:documentation>
<xsd:annotation>
</xsd:simpleType>
<xsd:documentation xml:lang="en">
</xsd:annotation>
A list describing the type of documentation used to settle a secondary market syndicated loan trade.
</xsd:documentation>
<xsd:restriction base="xsd:token">
<xsd:enumeration value="Distressed">
</xsd:restriction>
<xsd:annotation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration value="Par">
<xsd:annotation>
</xsd:annotation>
</xsd:enumeration>
<xsd:annotation>
</xsd:annotation>
</xsd:simpleType>
<xsd:restriction base="xsd:token">
<xsd:enumeration value="Assignment">
</xsd:enumeration>
</xsd:restriction>
<xsd:enumeration value="AssignmentOnly">
</xsd:enumeration>
<xsd:enumeration value="Other">
</xsd:enumeration>
<xsd:enumeration value="LMAFundedParticipation">
</xsd:enumeration>
<xsd:enumeration value="LMAFundedRiskParticipation">
</xsd:enumeration>
<xsd:enumeration value="LMARiskParticipation">
</xsd:enumeration>
<xsd:enumeration value="LMARiskToFundedParticipation">
</xsd:enumeration>
<xsd:enumeration value="LMATransferAgreement">
</xsd:enumeration>
<xsd:enumeration value="LMATransferCertificate">
</xsd:enumeration>
<xsd:enumeration value="Participation">
</xsd:enumeration>
<xsd:annotation>
</xsd:simpleType>
<xsd:documentation xml:lang="en">
</xsd:annotation>
A list of accruing fee types associated with a letter of credit.
</xsd:documentation>
<xsd:restriction base="xsd:token">
<xsd:enumeration value="LetterOfCreditFronting">
</xsd:restriction>
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation xml:lang="en">
</xsd:annotation>
Calculated as a percentage of the unutilized portion of the facility.
</xsd:documentation>
<xsd:enumeration value="LetterOfCreditIssuance">
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation xml:lang="en">
</xsd:annotation>
An on-going (accrual) fee paid to the Issuing Bank for a Letter of Credit. This is separate from the basic Letter of Credit Fee paid to the lender group.
</xsd:documentation>
<xsd:annotation>
</xsd:simpleType>
<xsd:documentation xml:lang="en">
</xsd:annotation>
A list of accruing fee types associated with a facility.
</xsd:documentation>
<xsd:restriction base="xsd:token">
<xsd:enumeration value="Amendment">
</xsd:restriction>
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation xml:lang="en">
</xsd:annotation>
Calculated as a percentage of the global commitment amount of a facility.
</xsd:documentation>
<xsd:enumeration value="Consent"/>
<xsd:enumeration value="Facility"/>
<xsd:enumeration value="FacilityExension">
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation xml:lang="en">
</xsd:annotation>
An on-going (accrual) fee paid to the Issuing Bank for a Letter of Credit. This is separate from the basic Letter of Credit Fee paid to the lender group.
</xsd:documentation>
<xsd:enumeration value="Upfront">
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation xml:lang="en">
</xsd:annotation>
Calculated as a percentage of the utilized portion of the facility. This fee type is subject to banding rules – different portions of the utilization amount may be subject to different percentages.
</xsd:documentation>
<xsd:enumeration value="Waiver"/>
<!-- Orphan enum, to be deleted - temporarily commented out for testing LL 20190717
<xsd:simpleType name="LoanTradingNonRecurringFeeTypeEnum"> <xsd:annotation> <xsd:documentation xml:lang="en">A list of accruing fee types associated with a facility.</xsd:documentation> <xsd:appinfo> <view:exclusive view="confirmation" /> </xsd:appinfo> </xsd:annotation> <xsd:restriction base="xsd:token"> <xsd:enumeration value="Amendment"> <xsd:annotation> <xsd:documentation xml:lang="en">Calculated as a percentage of the global commitment amount of a facility.</xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="Consent"/> <xsd:enumeration value="Facility"> <xsd:annotation> <xsd:documentation xml:lang="en">Calculated as a percentage of the unutilized portion of the facility.</xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="FacilityExension"> <xsd:annotation> <xsd:documentation xml:lang="en">An on-going (accrual) fee paid to the Issuing Bank for a Letter of Credit. This is separate from the basic Letter of Credit Fee paid to the lender group.</xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="Upfront"> <xsd:annotation> <xsd:documentation xml:lang="en">Calculated as a percentage of the utilized portion of the facility. This fee type is subject to banding rules – different portions of the utilization amount may be subject to different percentages.</xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="Waiver"/> </xsd:restriction> </xsd:simpleType>-->
<xsd:annotation>
</xsd:simpleType>
<xsd:documentation xml:lang="en">
</xsd:annotation>
A list that defines the status of a settlement task.
</xsd:documentation>
<xsd:restriction base="xsd:token">
<xsd:enumeration value="Active">
</xsd:restriction>
<xsd:annotation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration value="Cleared">
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation xml:lang="en">
</xsd:annotation>
The Loan Syndications and Trading Association (US).
</xsd:documentation>
<xsd:enumeration value="Cancelled"/>
<xsd:annotation>
</xsd:simpleType>
<xsd:documentation xml:lang="en">
</xsd:annotation>
A list that specifies whether a trade was executed during the syndication period or in the post-syndication market.
</xsd:documentation>
<xsd:restriction base="xsd:string">
<xsd:enumeration value="Primary">
</xsd:restriction>
<xsd:annotation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration value="Secondary">
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation xml:lang="en">
</xsd:annotation>
Trade was performed in the secondary (non-syndication) market.
</xsd:documentation>
<xsd:annotation>
</xsd:simpleType>
<xsd:documentation xml:lang="en">
</xsd:annotation>
A list that specifies type of voting rights process, i.e. whether voting rights are passed along to buyer or retained by seller.
</xsd:documentation>
<xsd:restriction base="xsd:token">
<xsd:enumeration value="PassedOnToBuyer">
</xsd:restriction>
<xsd:annotation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration value="RetainedBySeller">
<xsd:annotation>
</xsd:annotation>
</xsd:enumeration>
<xsd:annotation>
</xsd:simpleType>
<xsd:documentation>
</xsd:annotation>
A list of standard market rules for the treatment of split of assignment fees between counterparties.
</xsd:documentation>
<xsd:restriction base="xsd:string">
<xsd:enumeration value="BuyerSplitOneHalf">
</xsd:restriction>
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation>
</xsd:annotation>
Buyer is responsible for one half of one allocation's assignment fee (regardless of the number of allocations).
</xsd:documentation>
<xsd:enumeration value="OneFeePaidByBuyer">
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation>
</xsd:annotation>
Buyer is responsible for one allocation's assignment fee (regardless of the number of allocations).
</xsd:documentation>
<xsd:enumeration value="OneFeePaidBySeller">
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation>
</xsd:annotation>
Seller is responsible for one allocation's assignment fee (regardless of the number of allocations).
</xsd:documentation>
<xsd:enumeration value="PaidByBuyer">
</xsd:enumeration>
<xsd:enumeration value="PaidBySeller">
</xsd:enumeration>
<xsd:enumeration value="SellerSplitOneHalf">
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation>
</xsd:annotation>
Seller is responsible for one half of one allocation's assignment fee (regardless of the number of allocations).
</xsd:documentation>
<xsd:enumeration value="SplitFull">
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation>
</xsd:annotation>
Ticket owner is responsible for one allocation's assignment fee (regardless of the number of allocations).
</xsd:documentation>
<xsd:annotation>
</xsd:simpleType>
<xsd:documentation xml:lang="en">
</xsd:annotation>
This indicator defines which type of assets (cash or securities) is specified to apply as margin to the repo transaction.
</xsd:documentation>
<xsd:restriction base="xsd:token">
<xsd:enumeration value="Cash">
</xsd:restriction>
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation xml:lang="en">
</xsd:annotation>
When the margin type is Cash, the margin factor is applied to the cash value of the transaction.
</xsd:documentation>
<xsd:enumeration value="Instrument">
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation xml:lang="en">
</xsd:annotation>
When the margin type is Instrument, the margin factor is applied to the instrument value for the transaction. In the “instrument” case, the haircut would be applied to the securities.
</xsd:documentation>
<xsd:annotation>
</xsd:simpleType>
<xsd:documentation xml:lang="en">
</xsd:annotation>
The specification of how market disruption events will be represented.
</xsd:documentation>
<xsd:restriction base="xsd:token">
<xsd:enumeration value="Applicable">
</xsd:restriction>
<xsd:annotation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration value="NotApplicable">
<xsd:annotation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration value="AsSpecifiedInMasterAgreement">
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation xml:lang="en">
</xsd:annotation>
The Market Disruption Event(s) are determined by reference to the relevant Master Agreement.
</xsd:documentation>
<xsd:enumeration value="AsSpecifiedInConfirmation">
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation xml:lang="en">
</xsd:annotation>
The Market Disruption Event(s) are determined by reference to the relevant Confirmation.
</xsd:documentation>
<xsd:annotation>
</xsd:simpleType>
<xsd:documentation xml:lang="en">
</xsd:annotation>
Describes how and when title to the commodity transfers.
</xsd:documentation>
<xsd:restriction base="xsd:token">
<xsd:enumeration value="TransfersWithRiskOfLoss">
</xsd:restriction>
<xsd:annotation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration value="DoesNotTransferWithRiskOfLoss">
<xsd:annotation>
</xsd:annotation>
</xsd:enumeration>
<xsd:annotation>
</xsd:simpleType>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">
</xsd:annotation>
Defines how adjustments will be made to the contract should one or more of the extraordinary events occur.
</xsd:documentation>
<xsd:restriction base="xsd:token">
<xsd:enumeration value="CalculationAgent">
</xsd:restriction>
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">
</xsd:annotation>
The Calculation Agent has the right to adjust the terms of the trade following a corporate action.
</xsd:documentation>
<xsd:enumeration value="OptionsExchange">
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">
</xsd:annotation>
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:simpleType>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">
</xsd:annotation>
Defines the consequences of nationalisation, insolvency and delisting events relating to the underlying.
</xsd:documentation>
<xsd:restriction base="xsd:token">
<xsd:enumeration value="NegotiatedCloseout">
</xsd:restriction>
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">
</xsd:annotation>
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:enumeration value="CancellationAndPayment">
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">The trade is terminated.</xsd:documentation>
</xsd:annotation>
<xsd:annotation>
</xsd:simpleType>
<xsd:documentation xml:lang="en">
</xsd:annotation>
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:restriction base="xsd:token">
<xsd:enumeration value="NegativeInterestRateMethod">
</xsd:restriction>
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">
</xsd:annotation>
Negative Interest Rate Method. Per 2000 ISDA Definitions, Section 6.4 Negative Interest Rates, paragraphs (b) and (c).
</xsd:documentation>
<xsd:enumeration value="ZeroInterestRateMethod">
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">
</xsd:annotation>
Zero Interest Rate Method. Per 2000 ISDA Definitions, Section 6.4. Negative Interest Rates, paragraphs (d) and (e).
</xsd:documentation>
<xsd:annotation>
</xsd:simpleType>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">Defines treatment of non-cash dividends.</xsd:documentation>
</xsd:annotation>
<xsd:restriction base="xsd:token">
<xsd:enumeration value="PotentialAdjustmentEvent">
</xsd:restriction>
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">
</xsd:annotation>
The treatment of any non-cash dividend shall be determined in accordance with the Potential Adjustment Event provisions.
</xsd:documentation>
<xsd:enumeration value="CashEquivalent">
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">
</xsd:annotation>
Any non-cash dividend shall be treated as a Declared Cash Equivalent Dividend.
</xsd:documentation>
<xsd:annotation>
</xsd:simpleType>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">
</xsd:annotation>
The conditions that govern the adjustment to the number of units of the equity swap.
</xsd:documentation>
<xsd:restriction base="xsd:token">
<xsd:enumeration value="Execution">
</xsd:restriction>
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">
</xsd:annotation>
The adjustments to the number of units are governed by an execution clause.
</xsd:documentation>
<xsd:enumeration value="PortfolioRebalancing">
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">
</xsd:annotation>
The adjustments to the number of units are governed by a portfolio rebalancing clause.
</xsd:documentation>
<xsd:enumeration value="Standard">
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">
</xsd:annotation>
The adjustments to the number of units are not governed by any specific clause.
</xsd:documentation>
<xsd:annotation>
</xsd:simpleType>
<xsd:documentation xml:lang="en">
</xsd:annotation>
Indicator as to the type of transaction in accordance with Articles 20(3)(a) and 21(5)(a) of Regulation (EU) 600/2014.
</xsd:documentation>
<xsd:restriction base="xsd:token">
<xsd:enumeration value="Increase">
</xsd:restriction>
<xsd:annotation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration value="Decrease">
<xsd:annotation>
</xsd:annotation>
</xsd:enumeration>
<xsd:annotation>
</xsd:simpleType>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">
</xsd:annotation>
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:restriction base="xsd:token">
<xsd:enumeration value="Payment">
</xsd:restriction>
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">ISDA term "Payment".</xsd:documentation>
</xsd:annotation>
<xsd:enumeration value="BorrowedMoney">
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">ISDA term "Borrowed Money".</xsd:documentation>
</xsd:annotation>
<xsd:enumeration value="ReferenceObligationsOnly">
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">ISDA term "Reference Obligations Only".</xsd:documentation>
</xsd:annotation>
<xsd:enumeration value="Bond">
<xsd:annotation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration value="Loan">
<xsd:annotation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration value="BondOrLoan">
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">ISDA term "Bond or Loan".</xsd:documentation>
</xsd:annotation>
<xsd:annotation>
</xsd:simpleType>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">Specifies the type of the option.</xsd:documentation>
</xsd:annotation>
<xsd:simpleType>
</xsd:union>
<xsd:restriction base="xsd:token">
</xsd:simpleType>
<xsd:enumeration value="Payer">
</xsd:restriction>
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">
</xsd:annotation>
A "payer" option: If you buy a "payer" option you have the right but not the obligation to enter into the underlying swap transaction as the "fixed" rate/price payer and receive float.
</xsd:documentation>
<xsd:enumeration value="Receiver">
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">
</xsd:annotation>
A receiver option: If you buy a "receiver" option you have the right but not the obligation to enter into the underlying swap transaction as the "fixed" rate/price receiver and pay float.
</xsd:documentation>
<xsd:enumeration value="Straddle">
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">A straddle strategy.</xsd:documentation>
</xsd:annotation>
<xsd:annotation>
</xsd:simpleType>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">
</xsd:annotation>
The specification of an interest rate stream payer or receiver party.
</xsd:documentation>
<xsd:restriction base="xsd:token">
<xsd:enumeration value="Payer">
</xsd:restriction>
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">The party identified as the stream payer.</xsd:documentation>
</xsd:annotation>
<xsd:enumeration value="Receiver">
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">The party identified as the stream receiver.</xsd:documentation>
</xsd:annotation>
<xsd:annotation>
</xsd:simpleType>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">
</xsd:annotation>
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:restriction base="xsd:token">
<xsd:enumeration value="Deferred">
</xsd:restriction>
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">
</xsd:annotation>
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:enumeration value="Immediate">
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">
</xsd:annotation>
If the trigger is hit, the option payout will be paid immediately (i.e., spot from the payout date).
</xsd:documentation>
<xsd:annotation>
</xsd:simpleType>
<xsd:documentation xml:lang="en">
</xsd:annotation>
The specification of whether payments occur relative to the calculation period start or end date, or the reset date.
</xsd:documentation>
<xsd:restriction base="xsd:token">
<xsd:enumeration value="CalculationPeriodStartDate">
</xsd:restriction>
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">
</xsd:annotation>
Payments will occur relative to the first day of each calculation period.
</xsd:documentation>
<xsd:enumeration value="CalculationPeriodEndDate">
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">
</xsd:annotation>
Payments will occur relative to the last day of each calculation period.
</xsd:documentation>
<xsd:enumeration value="LastPricingDate">
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">
</xsd:annotation>
Payments will occur relative to the last Pricing Date of each Calculation Period.
</xsd:documentation>
<xsd:enumeration value="ResetDate">
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">Payments will occur relative to the reset date.</xsd:documentation>
</xsd:annotation>
<xsd:enumeration value="ValuationDate">
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">
</xsd:annotation>
Payments will occur relative to the valuation date.
</xsd:documentation>
<xsd:annotation>
</xsd:simpleType>
<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:restriction>
<xsd:annotation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration value="W">
<xsd:annotation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration value="M">
<xsd:annotation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration value="Y">
<xsd:annotation>
</xsd:annotation>
</xsd:enumeration>
<xsd:annotation>
</xsd:simpleType>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">
</xsd:annotation>
The specification of a time period containing additional values such as Term.
</xsd:documentation>
<xsd:simpleType>
</xsd:union>
<xsd:restriction base="xsd:token">
</xsd:simpleType>
<xsd:enumeration value="T">
</xsd:restriction>
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">
</xsd:annotation>
Term. The period commencing on the effective date and ending on the termination date. The T period always appears in association with periodMultiplier = 1, and the notation is intended for use in contexts where the interval thus qualified (e.g. accrual period, payment period, reset period, ...) spans the entire term of the trade.
</xsd:documentation>
<xsd:annotation>
</xsd:simpleType>
<xsd:documentation xml:lang="en">
</xsd:annotation>
The specification of a time period containing additional values such as Term.
</xsd:documentation>
<xsd:simpleType>
</xsd:union>
<xsd:restriction base="xsd:token">
</xsd:simpleType>
<xsd:enumeration value="Hour">
</xsd:restriction>
<xsd:annotation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration value="Minute">
<xsd:annotation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration value="Second">
<xsd:annotation>
</xsd:annotation>
</xsd:enumeration>
<xsd:annotation>
</xsd:simpleType>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">
</xsd:annotation>
The specification of how the premium for an FX OTC option is quoted.
</xsd:documentation>
<xsd:restriction base="xsd:token">
<xsd:enumeration value="PercentageOfCallCurrencyAmount">
</xsd:restriction>
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">
</xsd:annotation>
Premium is quoted as a percentage of the callCurrencyAmount.
</xsd:documentation>
<xsd:enumeration value="PercentageOfPutCurrencyAmount">
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">
</xsd:annotation>
Premium is quoted as a percentage of the putCurrencyAmount.
</xsd:documentation>
<xsd:enumeration value="CallCurrencyPerPutCurrency">
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">
</xsd:annotation>
Premium is quoted in the call currency as a percentage of the put currency.
</xsd:documentation>
<xsd:enumeration value="PutCurrencyPerCallCurrency">
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">
</xsd:annotation>
Premium is quoted in the put currency as a percentage of the call currency.
</xsd:documentation>
<xsd:enumeration value="Explicit">
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">Premium is quoted as an explicit amount.</xsd:documentation>
</xsd:annotation>
<xsd:annotation>
</xsd:simpleType>
<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:restriction>
<xsd:annotation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration value="PostPaid">
<xsd:annotation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration value="Variable">
<xsd:annotation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration value="Fixed">
<xsd:annotation>
</xsd:annotation>
</xsd:enumeration>
<xsd:annotation>
</xsd:simpleType>
<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:restriction>
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">The price is expressed as an absolute amount.></xsd:documentation>
</xsd:annotation>
<xsd:enumeration value="PercentageOfNotional">
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">
</xsd:annotation>
The price is expressed in percentage of the notional amount.
</xsd:documentation>
<xsd:annotation>
</xsd:simpleType>
<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="Put">
</xsd:restriction>
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">
</xsd:annotation>
A put option gives the holder the right to sell the underlying asset by a certain date for a certain price.
</xsd:documentation>
<xsd:enumeration value="Call">
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">
</xsd:annotation>
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:simpleType>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">
</xsd:annotation>
The specification of the type of quotation rate to be obtained from each cash settlement reference bank.
</xsd:documentation>
<xsd:restriction base="xsd:token">
<xsd:enumeration value="Bid">
</xsd:restriction>
<xsd:annotation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration value="Ask">
<xsd:annotation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration value="Mid">
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">A mid-market rate.</xsd:documentation>
</xsd:annotation>
<xsd:enumeration value="ExercisingPartyPays">
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">
</xsd:annotation>
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:simpleType>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">
</xsd:annotation>
The side from which perspective a value is quoted.
</xsd:documentation>
<xsd:restriction base="xsd:token">
<xsd:enumeration value="Bid">
</xsd:restriction>
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">
</xsd:annotation>
A value "bid" by a buyer for an asset, i.e. the value a buyer is willing to pay.
</xsd:documentation>
<xsd:enumeration value="Ask">
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">
</xsd:annotation>
A value "asked" by a seller for an asset, i.e. the value at which a seller is willing to sell.
</xsd:documentation>
<xsd:enumeration value="Mid">
<xsd:annotation>
</xsd:enumeration>
<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:annotation>
</xsd:simpleType>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">
</xsd:annotation>
Indicates the actual quotation style of of PointsUpFront or TradedSpread that was used to quote this trade.
</xsd:documentation>
<xsd:restriction base="xsd:token">
<xsd:enumeration value="PointsUpFront">
</xsd:restriction>
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">
</xsd:annotation>
When quotation style is "PointsUpFront", the initialPoints element of the feeLeg should be populated.
</xsd:documentation>
<xsd:enumeration value="TradedSpread">
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">
</xsd:annotation>
When quotation style is "TradedSpread", the marketFixedRate element of the feeLeg should be populated.
</xsd:documentation>
<xsd:enumeration value="Price">
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">
</xsd:annotation>
When quotation style is "Price", the marketPrice element of the feeLeg should be populated.
</xsd:documentation>
<xsd:annotation>
</xsd:simpleType>
<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:restriction>
<xsd:annotation>
</xsd:enumeration>
<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 value="Currency2PerCurrency1">
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">The amount of currency2 for one unit of currency1</xsd:documentation>
</xsd:annotation>
<xsd:annotation>
</xsd:simpleType>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">
</xsd:annotation>
The specification of methods for converting rates from one basis to another.
</xsd:documentation>
<xsd:restriction base="xsd:token">
<xsd:enumeration value="BondEquivalentYield">
</xsd:restriction>
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">
</xsd:annotation>
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:enumeration value="MoneyMarketYield">
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">
</xsd:annotation>
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:simpleType>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">
</xsd:annotation>
The contract specifies whether which price must satisfy the boundary condition.
</xsd:documentation>
<xsd:restriction base="xsd:token">
<xsd:enumeration value="Previous">
</xsd:restriction>
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">
</xsd:annotation>
For a return on day T, the observed price on T-1 must be in range.
</xsd:documentation>
<xsd:enumeration value="Last">
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">
</xsd:annotation>
For a return on day T, the observed price on T must be in range.
</xsd:documentation>
<xsd:enumeration value="Both">
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">
</xsd:annotation>
For a return on day T, the observed prices on both T and T-1 must be in range
</xsd:documentation>
<xsd:annotation>
</xsd:simpleType>
<xsd:documentation xml:lang="en">
</xsd:annotation>
A duration code for a Repo (or Securities Lending) transaction. There are many business and market rules that are derived from the duration of the transaction.
</xsd:documentation>
<xsd:restriction base="xsd:token">
<xsd:enumeration value="Overnight">
</xsd:restriction>
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation xml:lang="en">
</xsd:annotation>
Indicates that a contract is classified as overnight, meaning that there is one business day difference between the start and end date of the contract. Business rule: When the repo is overnight, the number of business days between the spot and forward value dates must be one. Forward leg must be specified.
</xsd:documentation>
<xsd:enumeration value="Term">
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation xml:lang="en">
</xsd:annotation>
Indicates that a contract is a regular term contract, with a start date and an end date. Business rule: When the repo is 'Term', both spot and forward legs must be specified.
</xsd:documentation>
<xsd:annotation>
</xsd:simpleType>
<xsd:documentation xml:lang="en">
</xsd:annotation>
The specification of whether resets occur relative to the first or last day of a calculation period.
</xsd:documentation>
<xsd:restriction base="xsd:token">
<xsd:enumeration value="CalculationPeriodStartDate">
</xsd:restriction>
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">
</xsd:annotation>
Resets will occur relative to the first day of each calculation period.
</xsd:documentation>
<xsd:enumeration value="CalculationPeriodEndDate">
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">
</xsd:annotation>
Resets will occur relative to the last day of each calculation period.
</xsd:documentation>
<xsd:annotation>
</xsd:simpleType>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">
</xsd:annotation>
The type of return associated with the equity swap.
</xsd:documentation>
<xsd:restriction base="xsd:token">
<xsd:enumeration value="Dividend">
</xsd:restriction>
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">Dividend return swap.</xsd:documentation>
</xsd:annotation>
<xsd:enumeration value="Price">
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">Price return swap.</xsd:documentation>
</xsd:annotation>
<xsd:enumeration value="Total">
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">Total return swap.</xsd:documentation>
</xsd:annotation>
<xsd:annotation>
</xsd:simpleType>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">
</xsd:annotation>
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:restriction base="xsd:token">
<xsd:enumeration value="EOM">
</xsd:restriction>
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">
</xsd:annotation>
Rolls on month end dates irrespective of the length of the month and the previous roll day.
</xsd:documentation>
<xsd:enumeration value="FRN">
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">
</xsd:annotation>
Roll days are determined according to the FRN Convention or Eurodollar Convention as described in ISDA 2000 definitions.
</xsd:documentation>
<xsd:enumeration value="IMM">
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">
</xsd:annotation>
IMM Settlement Dates. The third Wednesday of the (delivery) month.
</xsd:documentation>
<xsd:enumeration value="IMMCAD">
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">
</xsd:annotation>
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:enumeration value="IMMAUD">
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">
</xsd:annotation>
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:enumeration value="IMMNZD">
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">
</xsd:annotation>
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:enumeration value="SFE">
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation source="http://www.sfe.com.au" xml:lang="en">
</xsd:annotation>
Sydney Futures Exchange 90-Day Bank Accepted Bill Futures Settlement Dates. The second Friday of the (delivery) month.
</xsd:documentation>
<xsd:enumeration value="NONE">
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">
</xsd:annotation>
The roll convention is not required. For example, in the case of a daily calculation frequency.
</xsd:documentation>
<xsd:enumeration value="TBILL">
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation source="http://www.publicdebt.treas.gov" xml:lang="en">
</xsd:annotation>
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:enumeration value="1">
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">Rolls on the 1st day of the month.</xsd:documentation>
</xsd:annotation>
<xsd:enumeration value="2">
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">Rolls on the 2nd day of the month.</xsd:documentation>
</xsd:annotation>
<xsd:enumeration value="3">
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">Rolls on the 3rd day of the month.</xsd:documentation>
</xsd:annotation>
<xsd:enumeration value="4">
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">Rolls on the 4th day of the month.</xsd:documentation>
</xsd:annotation>
<xsd:enumeration value="5">
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">Rolls on the 4th day of the month.</xsd:documentation>
</xsd:annotation>
<xsd:enumeration value="6">
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">Rolls on the 6th day of the month.</xsd:documentation>
</xsd:annotation>
<xsd:enumeration value="7">
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">Rolls on the 7th day of the month.</xsd:documentation>
</xsd:annotation>
<xsd:enumeration value="8">
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">Rolls on the 8th day of the month.</xsd:documentation>
</xsd:annotation>
<xsd:enumeration value="9">
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">Rolls on the 9th day of the month.</xsd:documentation>
</xsd:annotation>
<xsd:enumeration value="10">
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">Rolls on the 10th day of the month.</xsd:documentation>
</xsd:annotation>
<xsd:enumeration value="11">
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">Rolls on the 11th day of the month.</xsd:documentation>
</xsd:annotation>
<xsd:enumeration value="12">
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">Rolls on the 12th day of the month.</xsd:documentation>
</xsd:annotation>
<xsd:enumeration value="13">
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">Rolls on the 13th day of the month.</xsd:documentation>
</xsd:annotation>
<xsd:enumeration value="14">
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">Rolls on the 14th day of the month.</xsd:documentation>
</xsd:annotation>
<xsd:enumeration value="15">
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">Rolls on the 15th day of the month.</xsd:documentation>
</xsd:annotation>
<xsd:enumeration value="16">
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">Rolls on the 16th day of the month.</xsd:documentation>
</xsd:annotation>
<xsd:enumeration value="17">
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">Rolls on the 17th day of the month.</xsd:documentation>
</xsd:annotation>
<xsd:enumeration value="18">
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">Rolls on the 18th day of the month.</xsd:documentation>
</xsd:annotation>
<xsd:enumeration value="19">
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">Rolls on the 19th day of the month.</xsd:documentation>
</xsd:annotation>
<xsd:enumeration value="20">
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">Rolls on the 20th day of the month.</xsd:documentation>
</xsd:annotation>
<xsd:enumeration value="21">
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">Rolls on the 21st day of the month.</xsd:documentation>
</xsd:annotation>
<xsd:enumeration value="22">
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">Rolls on the 22nd day of the month.</xsd:documentation>
</xsd:annotation>
<xsd:enumeration value="23">
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">Rolls on the 23rd day of the month.</xsd:documentation>
</xsd:annotation>
<xsd:enumeration value="24">
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">Rolls on the 24th day of the month.</xsd:documentation>
</xsd:annotation>
<xsd:enumeration value="25">
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">Rolls on the 25th day of the month.</xsd:documentation>
</xsd:annotation>
<xsd:enumeration value="26">
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">Rolls on the 26th day of the month.</xsd:documentation>
</xsd:annotation>
<xsd:enumeration value="27">
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">Rolls on the 27th day of the month.</xsd:documentation>
</xsd:annotation>
<xsd:enumeration value="28">
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">Rolls on the 28th day of the month.</xsd:documentation>
</xsd:annotation>
<xsd:enumeration value="29">
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">Rolls on the 29th day of the month.</xsd:documentation>
</xsd:annotation>
<xsd:enumeration value="30">
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">Rolls on the 30th day of the month.</xsd:documentation>
</xsd:annotation>
<xsd:enumeration value="MON">
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">Rolling weekly on a Monday.</xsd:documentation>
</xsd:annotation>
<xsd:enumeration value="TUE">
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">Rolling weekly on a Tuesday.</xsd:documentation>
</xsd:annotation>
<xsd:enumeration value="WED">
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">Rolling weekly on a Wednesday.</xsd:documentation>
</xsd:annotation>
<xsd:enumeration value="THU">
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">Rolling weekly on a Thursday.</xsd:documentation>
</xsd:annotation>
<xsd:enumeration value="FRI">
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">Rolling weekly on a Friday.</xsd:documentation>
</xsd:annotation>
<xsd:enumeration value="SAT">
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">Rolling weekly on a Saturday.</xsd:documentation>
</xsd:annotation>
<xsd:enumeration value="SUN">
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">Rolling weekly on a Sunday.</xsd:documentation>
</xsd:annotation>
<xsd:annotation>
</xsd:annotation>
</xsd:simpleType>
<xsd:restriction base="xsd:token">
<xsd:enumeration value="Up">
</xsd:restriction>
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">
</xsd:annotation>
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:enumeration value="Down">
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">
</xsd:annotation>
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:enumeration value="Nearest">
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">
</xsd:annotation>
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>
<!--LCWD: Sec. Lending support-->
<xsd:annotation>
</xsd:simpleType>
<xsd:documentation>
</xsd:annotation>
Party in a security lending arrangement who can demand closure (temrination) of the agreement
</xsd:documentation>
<xsd:restriction base="xsd:token">
<xsd:enumeration value="Borrower">
</xsd:restriction>
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">Initial borrower to the SBL transaction.</xsd:documentation>
</xsd:annotation>
<xsd:enumeration value="Lender">
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">Initial lender to SBL transaction.</xsd:documentation>
</xsd:annotation>
<xsd:enumeration value="Either">
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">Either Lender or Borrower to the SBL transaction.</xsd:documentation>
</xsd:annotation>
<xsd:enumeration value="AsDefinedInMasterAgreement">
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">As defined in Master Agreement.</xsd:documentation>
</xsd:annotation>
<xsd:annotation>
</xsd:simpleType>
<xsd:documentation xml:lang="en">
</xsd:annotation>
A duration code for a Securities Lending transaction. The duration of Security Lending transaction can be only Term or Open. There are many business and market rules that are derived from the duration of the transaction.
</xsd:documentation>
<xsd:restriction base="xsd:token">
<xsd:enumeration value="Open">
</xsd:restriction>
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation>
</xsd:annotation>
Indicates that the contract is an open arrangement, which remains in effect unless or until terminated at the option of one or both parties. Business rule: When a security lending arrangement is 'Open', the termination block ("termination/settlementDate") MUST NOT be specified.
</xsd:documentation>
<xsd:enumeration value="Term">
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation xml:lang="en">
</xsd:annotation>
Indicates that a contract is a regular term contract, with a start date and an end date. Business rule: When a security lending arrangement is 'Term', both the initiation block ("initiation/settlementDate") and the termination block ("termination/settlementDate") MUST be specified.
</xsd:documentation>
<xsd:annotation>
</xsd:simpleType>
<xsd:documentation xml:lang="en">
</xsd:annotation>
Defines the Settlement Period Duration for an Electricity Transaction.
</xsd:documentation>
<xsd:restriction base="xsd:token">
<xsd:enumeration value="2Hours">
</xsd:restriction>
<xsd:annotation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration value="1Hour">
<xsd:annotation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration value="30Minutes">
<xsd:annotation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration value="15Minutes">
<xsd:annotation>
</xsd:annotation>
</xsd:enumeration>
<xsd:annotation>
</xsd:simpleType>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">
</xsd:annotation>
Shows how the transaction is to be settled when it is exercised.
</xsd:documentation>
<xsd:restriction base="xsd:token">
<xsd:enumeration value="Cash">
</xsd:restriction>
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">
</xsd:annotation>
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:enumeration value="Physical">
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">
</xsd:annotation>
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:enumeration value="Election">
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">
</xsd:annotation>
Allow Election of either Cash or Physical settlement
</xsd:documentation>
<xsd:enumeration value="CashOrPhysical">
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">
</xsd:annotation>
Allow use of either Cash or Physical settlement without prior Election
</xsd:documentation>
<xsd:annotation>
</xsd:simpleType>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">
</xsd:annotation>
Defines the consequences of extraordinary events relating to the underlying.
</xsd:documentation>
<xsd:restriction base="xsd:token">
<xsd:enumeration value="AlternativeObligation">
</xsd:restriction>
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">
</xsd:annotation>
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:enumeration value="CancellationAndPayment">
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">
</xsd:annotation>
The trade is cancelled and a cancellation fee will be paid by one party to the other.
</xsd:documentation>
<xsd:enumeration value="OptionsExchange">
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">
</xsd:annotation>
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:enumeration value="CalculationAgent">
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">
</xsd:annotation>
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:enumeration value="ModifiedCalculationAgent">
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">
</xsd:annotation>
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:enumeration value="PartialCancellationAndPayment">
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">
</xsd:annotation>
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:enumeration value="Component">
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">
</xsd:annotation>
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:simpleType>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">
</xsd:annotation>
The Specified Price in respect of a Transaction and a Commodity Reference Price.
</xsd:documentation>
<xsd:restriction base="xsd:token">
<xsd:enumeration value="Afternoon">
</xsd:restriction>
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation xml:lang="en">
</xsd:annotation>
The Specified Price shall be the Afternoon fixing reported in or by the relevant Price Source as specified in the relevant Confirmation.
</xsd:documentation>
<xsd:enumeration value="Ask">
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation xml:lang="en">
</xsd:annotation>
The Specified Price shall be the Ask price reported in or by the relevant Price Source as specified in the relevant Confirmation.
</xsd:documentation>
<xsd:enumeration value="Bid">
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation xml:lang="en">
</xsd:annotation>
The Specified Price shall be the Bid price reported in or by the relevant Price Source as specified in the relevant Confirmation.
</xsd:documentation>
<xsd:enumeration value="Closing">
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation xml:lang="en">
</xsd:annotation>
The Specified Price shall be the Closing price reported in or by the relevant Price Source as specified in the relevant Confirmation.
</xsd:documentation>
<xsd:enumeration value="High">
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation xml:lang="en">
</xsd:annotation>
The Specified Price shall be the High price reported in or by the relevant Price Source as specified in the relevant Confirmation.
</xsd:documentation>
<xsd:enumeration value="Index">
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation xml:lang="en">
</xsd:annotation>
The Specified Price shall be the Index price reported in or by the relevant Price Source as specified in the relevant Confirmation.
</xsd:documentation>
<xsd:enumeration value="MeanOfBidAndAsk">
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation xml:lang="en">
</xsd:annotation>
The Specified Price shall be the Average of the Bid and Ask prices reported in or by the relevant Price Source as specified in the relevant Confirmation.
</xsd:documentation>
<xsd:enumeration value="LocationalMarginal">
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation xml:lang="en">
</xsd:annotation>
The Specified Price shall be the Locational Marginal price reported in or by the relevant Price Source as specified in the relevant Confirmation.
</xsd:documentation>
<xsd:enumeration value="Low">
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation xml:lang="en">
</xsd:annotation>
The Specified Price shall be the Low price reported in or by the relevant Price Source as specified in the relevant Confirmation.
</xsd:documentation>
<xsd:enumeration value="MarginalHourly">
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation xml:lang="en">
</xsd:annotation>
The Specified Price shall be the Marginal Hourly price reported in or by the relevant Price Source as specified in the relevant Confirmation.
</xsd:documentation>
<xsd:enumeration value="MarketClearing">
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation xml:lang="en">
</xsd:annotation>
The Specified Price shall be the Market Clearing price reported in or by the relevant Price Source as specified in the relevant Confirmation.
</xsd:documentation>
<xsd:enumeration value="MeanOfHighAndLow">
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation xml:lang="en">
</xsd:annotation>
The Specified Price shall be the Average of the High and Low prices reported in or by the relevant Price Source as specified in the relevant Confirmation.
</xsd:documentation>
<xsd:enumeration value="Morning">
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation xml:lang="en">
</xsd:annotation>
The Specified Price shall be the Morning fixing reported in or by the relevant Price Source as specified in the relevant Confirmation.
</xsd:documentation>
<xsd:enumeration value="Official">
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation xml:lang="en">
</xsd:annotation>
The Specified Price shall be the Official price reported in or by the relevant Price Source as specified in the relevant Confirmation.
</xsd:documentation>
<xsd:enumeration value="Opening">
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation xml:lang="en">
</xsd:annotation>
The Specified Price shall be the Opening price reported in or by the relevant Price Source as specified in the relevant Confirmation.
</xsd:documentation>
<xsd:enumeration value="OSP">
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation xml:lang="en">
</xsd:annotation>
The Specified Price shall be the Official Settlement Price reported in or by the relevant Price Source as specified in the relevant Confirmation.
</xsd:documentation>
<xsd:enumeration value="Settlement">
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation xml:lang="en">
</xsd:annotation>
The Specified Price shall be the Settlement price reported in or by the relevant Price Source as specified in the relevant Confirmation.
</xsd:documentation>
<xsd:enumeration value="Spot">
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation xml:lang="en">
</xsd:annotation>
The Specified Price shall be the Spot price reported in or by the relevant Price Source as specified in the relevant Confirmation.
</xsd:documentation>
<xsd:enumeration value="Midpoint">
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation xml:lang="en">
</xsd:annotation>
The Specified Price shall be the Average of the Midpoint of prices reported in or by the relevant Price Source as specified in the relevant Confirmation.
</xsd:documentation>
<xsd:enumeration value="NationalSingle">
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation xml:lang="en">
</xsd:annotation>
The Specified Price shall be the National Single price reported in or by the relevant Price Source as specified in the relevant Confirmation.
</xsd:documentation>
<xsd:enumeration value="WeightedAverage">
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation xml:lang="en">
</xsd:annotation>
The Specified Price shall be the Volume Weighted Average of prices effective on the Pricing Date reported in or by the relevant Price Source as specified in the relevant Confirmation.
</xsd:documentation>
<xsd:enumeration value="UnWeightedAverage">
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation xml:lang="en">
</xsd:annotation>
The Specified Price shall be the Non-volume Weighted Average of prices effective on the Pricing Date reported in or by the relevant Price Source as specified in the relevant Confirmation.
</xsd:documentation>
<xsd:annotation>
</xsd:simpleType>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">
</xsd:annotation>
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:restriction base="xsd:token">
<xsd:enumeration value="Standard">
</xsd:restriction>
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">
</xsd:annotation>
This trade will settle using standard pre-determined funds settlement instructions.
</xsd:documentation>
<xsd:enumeration value="Net">
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">This trade is a candidate for settlement netting.</xsd:documentation>
</xsd:annotation>
<xsd:enumeration value="StandardAndNet">
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">
</xsd:annotation>
This trade will settle using standard pre-determined funds settlement instructions and is a candidate for settlement netting.
</xsd:documentation>
<xsd:annotation>
</xsd:simpleType>
<xsd:documentation xml:lang="en">
</xsd:annotation>
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:restriction base="xsd:token">
<xsd:enumeration value="Initial">
</xsd:restriction>
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">
</xsd:annotation>
Change in notional to be applied is calculated by multiplying the percentage rate by the initial notional amount.
</xsd:documentation>
<xsd:enumeration value="Previous">
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">
</xsd:annotation>
Change in notional to be applied is calculated by multiplying the percentage rate by the previously outstanding notional amount.
</xsd:documentation>
<xsd:annotation>
</xsd:simpleType>
<xsd:documentation xml:lang="en">
</xsd:annotation>
Element to define how to deal with a none standard calculation period within a swap stream.
</xsd:documentation>
<xsd:restriction base="xsd:token">
<xsd:enumeration value="ShortInitial">
</xsd:restriction>
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">
</xsd:annotation>
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:enumeration value="ShortFinal">
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">
</xsd:annotation>
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:enumeration value="LongInitial">
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">
</xsd:annotation>
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:enumeration value="LongFinal">
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">
</xsd:annotation>
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:simpleType>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">
</xsd:annotation>
The specification of how an FX OTC option strike price is quoted.
</xsd:documentation>
<xsd:restriction base="xsd:token">
<xsd:enumeration value="PutCurrencyPerCallCurrency">
</xsd:restriction>
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">
</xsd:annotation>
The strike price is an amount of putCurrency per one unit of callCurrency.
</xsd:documentation>
<xsd:enumeration value="CallCurrencyPerPutCurrency">
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">
</xsd:annotation>
The strike price is an amount of callCurrency per one unit of putCurrency.
</xsd:documentation>
<xsd:annotation>
</xsd:simpleType>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">
</xsd:annotation>
The type of telephone number used to reach a contact.
</xsd:documentation>
<xsd:restriction base="xsd:token">
<xsd:enumeration value="Work">
</xsd:restriction>
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">
</xsd:annotation>
A number used primarily for work-related calls. Includes home office numbers used primarily for work purposes.
</xsd:documentation>
<xsd:enumeration value="Mobile">
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">
</xsd:annotation>
A number on a mobile telephone or pager that is often or usually used for work-related calls. This type of number can be used for urgent work related business when a work number is not sufficient to contact the person or firm.
</xsd:documentation>
<xsd:enumeration value="Fax">
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">
</xsd:annotation>
A number used primarily for work-related facsimile transmissions.
</xsd:documentation>
<xsd:enumeration value="Personal">
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">
</xsd:annotation>
A number used primarily for nonwork-related calls. (Normally this type of number would be used only as an emergency backup number, not as a regular course of business).
</xsd:documentation>
<xsd:annotation>
</xsd:simpleType>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">
</xsd:annotation>
Defines points in the day when equity option exercise and valuation can occur.
</xsd:documentation>
<xsd:restriction base="xsd:token">
<xsd:enumeration value="Close">
</xsd:restriction>
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">
</xsd:annotation>
The official closing time of the exchange on the valuation date.
</xsd:documentation>
<xsd:enumeration value="Open">
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">
</xsd:annotation>
The official opening time of the exchange on the valuation date.
</xsd:documentation>
<xsd:enumeration value="OSP">
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">
</xsd:annotation>
The time at which the official settlement price is determined.
</xsd:documentation>
<xsd:enumeration value="SpecificTime">
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">
</xsd:annotation>
The time specified in the element equityExpirationTime or valuationTime (as appropriate)
</xsd:documentation>
<xsd:enumeration value="XETRA">
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">
</xsd:annotation>
The time at which the official settlement price (following the auction by the exchange) is determined by the exchange.
</xsd:documentation>
<xsd:enumeration value="DerivativesClose">
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">
</xsd:annotation>
The official closing time of the derivatives exchange on which a derivative contract is listed on that security underlyer.
</xsd:documentation>
<xsd:enumeration value="AsSpecifiedInMasterConfirmation">
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">
</xsd:annotation>
The time is determined as provided in the relevant Master Confirmation.
</xsd:documentation>
<xsd:annotation>
</xsd:simpleType>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">
</xsd:annotation>
The specification of whether a payout will occur on an option depending upon whether the spot rate is at or above or at or below the trigger rate.
</xsd:documentation>
<xsd:restriction base="xsd:token">
<xsd:enumeration value="AtOrAbove">
</xsd:restriction>
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">
</xsd:annotation>
The spot rate must be greater than or equal to the trigger rate.
</xsd:documentation>
<xsd:enumeration value="AtOrBelow">
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">
</xsd:annotation>
The spot rate must be less than or equal to the trigger rate.
</xsd:documentation>
<xsd:enumeration fpml-annotation:deprecated="true" fpml-annotation:deprecatedReason="The Above value is not to be used. The value is replaced with the more precise AtOrAbove value." value="Above">
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">
</xsd:annotation>
DEPRECATE: The spot rate must be greater than or equal to the trigger rate.
</xsd:documentation>
<xsd:enumeration fpml-annotation:deprecatedReason="The Below value is not to be used. The value is replaced with the more precise AtOrBelow value." value="Below">
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">
</xsd:annotation>
DEPRECATE: The spot rate must be less than or equal to the trigger rate.
</xsd:documentation>
<xsd:annotation>
</xsd:simpleType>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">
</xsd:annotation>
The time of day which would be considered for valuing the knock event.
</xsd:documentation>
<xsd:restriction base="xsd:token">
<xsd:enumeration value="Closing">
</xsd:restriction>
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">
</xsd:annotation>
The close of trading on a day would be considered for valuation.
</xsd:documentation>
<xsd:enumeration value="Anytime">
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">
</xsd:annotation>
At any time during the Knock Determination period (continuous barrier).
</xsd:documentation>
<xsd:annotation>
</xsd:simpleType>
<xsd:documentation xml:lang="en">
</xsd:annotation>
The specification of whether an option will trigger or expire depending upon whether the spot rate is above or below the barrier rate.
</xsd:documentation>
<xsd:restriction base="xsd:token">
<xsd:enumeration value="EqualOrLess">
</xsd:restriction>
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">
</xsd:annotation>
The underlyer price must be equal to or less than the Trigger level.
</xsd:documentation>
<xsd:enumeration value="EqualOrGreater">
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">
</xsd:annotation>
The underlyer price must be equal to or greater than the Trigger level.
</xsd:documentation>
<xsd:enumeration value="Equal">
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">
</xsd:annotation>
The underlyer price must be equal to the Trigger level.
</xsd:documentation>
<xsd:enumeration value="Less">
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">
</xsd:annotation>
The underlyer price must be less than the Trigger level.
</xsd:documentation>
<xsd:enumeration value="Greater">
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">
</xsd:annotation>
The underlyer price must be greater than the Trigger level.
</xsd:documentation>
<xsd:annotation>
</xsd:simpleType>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">
</xsd:annotation>
The specification of, for American-style digitals, whether the trigger level must be touched or not touched.
</xsd:documentation>
<xsd:restriction base="xsd:token">
<xsd:enumeration value="Touch">
</xsd:restriction>
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">
</xsd:annotation>
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:enumeration value="Notouch">
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">
</xsd:annotation>
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:simpleType>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">
</xsd:annotation>
The ISDA defined methodology for determining the final price of the reference obligation for purposes of cash settlement.
</xsd:documentation>
<xsd:restriction base="xsd:token">
<xsd:enumeration value="Market"/>
</xsd:restriction>
<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:simpleType name="ValuationTypeEnum">
<xsd:annotation> <xsd:documentation source="http://www.FpML.org" xml:lang="en">How a valuation for a trade was determined</xsd:documentation> <xsd:appinfo> <view:skip view="transparency" rationale="Unsupported" /> <view:skip view="legal" rationale="Unsupported" /> <view:skip view="confirmation" rationale="Unsupported" /> </xsd:appinfo> </xsd:annotation> <xsd:restriction base="xsd:token"> <xsd:enumeration value="Model"> <xsd:annotation> <xsd:documentation source="http://www.FpML.org" xml:lang="en">The valuation was calculated based on a pricing model incorporating trade economics and a model of market conditions.</xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="Market"> <xsd:annotation> <xsd:documentation source="http://www.FpML.org" xml:lang="en">The valuation was determined based on values for similar products quoted on the open market.</xsd:documentation> </xsd:annotation> </xsd:enumeration> </xsd:restriction> </xsd:simpleType>-->
<xsd:restriction base="xsd:token">
</xsd:simpleType>
<xsd:enumeration value="Cumulative">
</xsd:restriction>
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation xml:lang="en">
</xsd:annotation>
The cumulative number of Weather Index Units for each day in the Calculation Period.
</xsd:documentation>
<xsd:enumeration value="Average">
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation xml:lang="en">
</xsd:annotation>
The cumulative number of Weather Index Units for each day in the Calculation Period divided by the number of days in the Calculation Period.
</xsd:documentation>
<xsd:enumeration value="Mximum">
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation xml:lang="en">
</xsd:annotation>
The maximum number of Weather Index Units for any day in the Calculation Period.
</xsd:documentation>
<xsd:enumeration value="Minimum">
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation xml:lang="en">
</xsd:annotation>
The minimum number of Weather Index Units for any day in the Calculation Period.
</xsd:documentation>
<xsd:annotation>
</xsd:annotation>
</xsd:simpleType>
<xsd:simpleType>
</xsd:union>
<xsd:restriction base="xsd:token">
</xsd:simpleType>
<xsd:enumeration value="TBILL">
</xsd:restriction>
<xsd:annotation>
</xsd:enumeration>
<xsd:documentation source="http://www.publicdebt.treas.gov" xml:lang="en">
</xsd:annotation>
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:schema>
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XML schema documentation generated with DocFlex/XML 1.10b5 using DocFlex/XML XSDDoc 2.8.1 template set. All content model diagrams generated by Altova XMLSpy via DocFlex/XML XMLSpy Integration.
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