| Simple Type Summary | ||||||
The type of averaging used in an Asian option.
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The method of calculation to be used when averaging rates.
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When breakage cost is applicable, defines who is calculating it.
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Defines which type of bullion is applicable for a Bullion Transaction.
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The convention for adjusting any relevant date if it would otherwise fall on a day that is not a valid business day.
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The specification of how a calculation agent will be determined.
|
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Shows how the transaction is to be settled when it is exercised.
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The unit in which a commission is denominated.
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The consequences of Bullion Settlement Disruption Events.
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A day type classification used in counting the number of days between two dates for a commodity transaction.
|
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The compounding calculation method
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A day of the seven-day week.
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A day type classification used in counting the number of days between two dates.
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In respect of a Transaction and a Commodity Reference Price, the relevant date or month for delivery of the underlying Commodity.
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The ISDA defined value indicating the severity of a difference.
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The ISDA defined value indicating the nature of a difference.
|
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The method of calculating discounted payment amounts
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The specification of how disruption fallbacks will be represented.
|
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Refers to one on the 3 Amounts
|
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Defines how the composition of dividends is to be determined.
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The reference to a dividend date.
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The date on which the receiver of the equity return is entitled to the dividend.
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Defines the First Period or the Second Period, as specified in the 2002 ISDA Equity Derivatives Definitions.
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A type which permits the Dual Currency strike quote basis to be expressed in terms of the deposit and alternate currencies.
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The type of electricity product.
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Specifies an additional Forward type.
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The specification of how an OTC option will be exercised.
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Defines the fee type.
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The method by which the Flat Rate is calculated for a commodity freight transaction.
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Specifies the fallback provisions in respect to the applicable Futures Price Valuation.
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The method of FRA discounting, if any, that will apply.
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The schedule frequency type
|
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The specification of whether a barrier within an FX OTC option is a knockin or knockout, as well as whether it is a standard barrier or a reverse barrier.
|
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The specification of a time period containing values such as Today, Tomorrow etc.
|
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The type of gas product.
|
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The type of independent amount convention.
|
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The specification of the consequences of Index Events.
|
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>Defines whether agent bank is making an interest payment based on the lender pro-rata share at the end of the period or based on the lender position throughout the period.
|
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The type of calculation.
|
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The type of method.
|
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The specification of the interest shortfall cap, applicable to mortgage derivatives.
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Defines applicable periods for interpolation.
|
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Used for indicating the length unit in the Resource type.
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The specification of how market disruption events will be represented.
|
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The type of mark to market convention.
|
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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.
|
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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.
|
||||||
Used in both the obligations and deliverable obligations of the credit default swap to represent a class or type of securities which apply.
|
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Specifies the type of the option.
|
||||||
The specification of an interest rate stream payer or receiver party.
|
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The specification of how an FX OTC option with a trigger payout will be paid if the trigger condition is met.
|
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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
|
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The specification of a time period containing additional values such as Term.
|
||||||
A type used to report how a position originated.
|
||||||
The type of averaging used in an Asian option.
|
||||||
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.
|
||||||
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.
|
||||||
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.
|
||||||
The type of threshold.
|
||||||
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 above or below the trigger rate.
|
||||||
The time of day which would be considered for valuing the knock event.
|
||||||
The specification of whether an option would 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) 2002-2012 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: 9164 $" 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"> <xsd:annotation> <xsd:documentation source="http://www.FpML.org" xml:lang="en">The type of averaging used in an Asian option.</xsd:documentation> </xsd:annotation> <xsd:restriction base="xsd:token"> <xsd:enumeration value="In"> <xsd:annotation> The average price is used to derive the strike price. Also known as "Asian strike" style option. </xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="Out"> <xsd:annotation> The average price is used to derive the expiration price. Also known as "Asian price" style option. </xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="Both"> <xsd:annotation> The average price is used to derive both the strike and the expiration price. </xsd:documentation> </xsd:annotation> </xsd:enumeration> </xsd:restriction> </xsd:simpleType> <xsd: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:annotation> <xsd:restriction base="xsd:token"> <xsd:enumeration value="Unweighted"> <xsd:annotation> The arithmetic mean of the relevant rates for each reset date. </xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="Weighted"> <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:enumeration> </xsd:restriction> </xsd:simpleType> <xsd:annotation> <xsd:documentation xml:lang="en"> When breakage cost is applicable, defines who is calculating it. </xsd:documentation> </xsd:annotation> <xsd:restriction base="xsd:token"> <xsd:enumeration value="AgentBank"> <xsd:annotation> <xsd:documentation xml:lang="en">Breakage cost is calculated by the agent bank.</xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="Lender"> <xsd:annotation> <xsd:documentation xml:lang="en">Breakage cost is calculated by the lender.</xsd:documentation> </xsd:annotation> </xsd:enumeration> </xsd:restriction> </xsd:simpleType> <xsd:annotation> <xsd:documentation xml:lang="en"> Defines which type of bullion is applicable for a Bullion Transaction. </xsd:documentation> </xsd:annotation> <xsd:restriction base="xsd:token"> <xsd:enumeration value="Gold"> <xsd:annotation> <xsd:documentation xml:lang="en"> Gold. Quality as per the Good Delivery Rules issued by the London Bullion Market Association. </xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="Palladium"> <xsd:annotation> <xsd:documentation xml:lang="en"> Palladium. Quality as per the Good Delivery Rules issued by the London Platinum and Palladium Market. </xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="Platinum"> <xsd:annotation> <xsd:documentation xml:lang="en"> Palladium. Quality as per the Good Delivery Rules issued by the London Platinum and Palladium Market. </xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="Silver"> <xsd:annotation> <xsd:documentation xml:lang="en"> Silver. Quality as per the Good Delivery Rules issued by the London Bullion Market Association. </xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="RhodiumSponge"> <xsd:annotation> <xsd:documentation xml:lang="en"> Quality as per the Good Delivery Rules for Rhodium (Sponge). </xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="Iridium"> <xsd:annotation> <xsd:documentation xml:lang="en"> Quality as per the Good Delivery Rules for Iridium. </xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="Ruthenium"> <xsd:annotation> <xsd:documentation xml:lang="en"> Quality as per the Good Delivery Rules for Ruthenium. </xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="Osmium"> <xsd:annotation> <xsd:documentation xml:lang="en"> Quality as per the Good Delivery Rules for Osmium. </xsd:documentation> </xsd:annotation> </xsd:enumeration> </xsd:restriction> </xsd:simpleType> <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:annotation> <xsd:restriction base="xsd:token"> <xsd:enumeration value="FOLLOWING"> <xsd:annotation> The non-business date will be adjusted to the first following day that is a business day </xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="FRN"> <xsd:annotation> Per 2000 ISDA Definitions, Section 4.11. FRN Convention; Eurodollar Convention. </xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="MODFOLLOWING"> <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:annotation> </xsd:enumeration> <xsd:enumeration value="PRECEDING"> <xsd:annotation> The non-business day will be adjusted to the first preceding day that is a business day. </xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="MODPRECEDING"> <xsd:annotation> The non-business date will be adjusted to the first preceding day that is a business day unless that day falls in the previous calendar month, in which case that date will be the first following day that us a business day. </xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="NEAREST"> <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:annotation> </xsd:enumeration> <xsd:enumeration value="NONE"> <xsd:annotation> The date will not be adjusted if it falls on a day that is not a business day. </xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="NotApplicable"> <xsd:annotation> The date adjustments conventions are defined elsewhere, so it is not required to specify them here. </xsd:documentation> </xsd:annotation> </xsd:enumeration> </xsd:restriction> </xsd:simpleType> <xsd:annotation> Shows how the transaction is to be settled when it is exercised. </xsd:documentation> </xsd:annotation> <xsd:restriction base="xsd:token"> <xsd:enumeration value="Cash"> <xsd:annotation> The intrinsic value of the option will be delivered by way of a cash settlement amount determined, (i) by reference to the differential between the strike price and the settlement price; or (ii) in accordance with a bilateral agreement between the parties </xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="Physical"> <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:annotation> </xsd:enumeration> </xsd:restriction> </xsd:simpleType> <xsd:annotation> The specification of how a calculation agent will be determined. </xsd:documentation> </xsd:annotation> <xsd:restriction base="xsd:token"> <xsd:enumeration value="ExercisingParty"> <xsd:annotation> The party that gives notice of exercise. Per 2000 ISDA Definitions, Section 11.1. Parties, paragraph (d). </xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="NonExercisingParty"> <xsd:annotation> The party that is given notice of exercise. Per 2000 ISDA Definitions, Section 11.1. Parties, paragraph (e). </xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="AsSpecifiedInMasterAgreement"> <xsd:annotation> The Calculation Agent is determined by reference to the relevant master agreement. </xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="AsSpecifiedInStandardTermsSupplement"> <xsd:annotation> The Calculation Agent is determined by reference to the relevant standard terms supplement. </xsd:documentation> </xsd:annotation> </xsd:enumeration> </xsd:restriction> </xsd:simpleType> <xsd:annotation> <xsd:documentation source="http://www.FpML.org" xml:lang="en">The unit in which a commission is denominated.</xsd:documentation> </xsd:annotation> <xsd:restriction base="xsd:token"> <xsd:enumeration value="BPS"> <xsd:annotation> The commission is expressed in basis points, in reference to the price referenced in the document. </xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="Percentage"> <xsd:annotation> The commission is expressed as a percentage of the gross price referenced in the document. </xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="CentsPerShare"> <xsd:annotation> <xsd:documentation source="http://www.FpML.org" xml:lang="en">The commission is expressed in cents per share.</xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="FixedAmount"> <xsd:annotation> <xsd:documentation source="http://www.FpML.org" xml:lang="en">The commission is expressed as a absolute amount.</xsd:documentation> </xsd:annotation> </xsd:enumeration> </xsd:restriction> </xsd:simpleType> <xsd:annotation> The consequences of Bullion Settlement Disruption Events. </xsd:documentation> </xsd:annotation> <xsd:restriction base="xsd:token"> <xsd:enumeration value="Negotiation"> <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:annotation> </xsd:enumeration> <xsd:enumeration value="Cancellation and Payment"> <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:enumeration> </xsd:restriction> </xsd:simpleType> <xsd:annotation> A day type classification used in counting the number of days between two dates for a commodity transaction. </xsd:documentation> </xsd:annotation> <xsd:simpleType> <xsd:restriction base="xsd:token"> <xsd:enumeration value="GasFlow"> <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:annotation> </xsd:enumeration> </xsd:restriction> </xsd:simpleType> </xsd:union> </xsd:simpleType> <xsd:annotation> <xsd:documentation source="http://www.FpML.org" xml:lang="en">The compounding calculation method</xsd:documentation> </xsd:annotation> <xsd:restriction base="xsd:token"> <xsd:enumeration value="Flat"> <xsd:annotation> Flat compounding. Compounding excludes the spread. Note that the first compounding period has it's interest calculated including any spread then subsequent periods compound this at a rate excluding the spread. </xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="None"> <xsd:annotation> <xsd:documentation source="http://www.FpML.org" xml:lang="en">No compounding is to be applied.</xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="Straight"> <xsd:annotation> Straight compounding. Compounding includes the spread. </xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="SpreadExclusive"> <xsd:annotation> <xsd:documentation source="http://www.FpML.org" xml:lang="en">Spread Exclusive compounding.</xsd:documentation> </xsd:annotation> </xsd:enumeration> </xsd:restriction> </xsd:simpleType> <xsd:annotation> <xsd:documentation>A day of the seven-day week.</xsd:documentation> </xsd:annotation> <xsd:restriction base="xsd:token"> <xsd:enumeration value="MON"> <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:restriction> </xsd:simpleType> <xsd:annotation> A day type classification used in counting the number of days between two dates. </xsd:documentation> </xsd:annotation> <xsd:restriction base="xsd:token"> <xsd:enumeration value="Business"> <xsd:annotation> When calculating the number of days between two dates the count includes only business days. </xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="Calendar"> <xsd:annotation> When calculating the number of days between two dates the count includes all calendar days. </xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="CommodityBusiness"> <xsd:annotation> When calculating the number of days between two dates the count includes only commodity business days. </xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="CurrencyBusiness"> <xsd:annotation> When calculating the number of days between two dates the count includes only currency business days. </xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="ExchangeBusiness"> <xsd:annotation> When calculating the number of days between two dates the count includes only stock exchange business days. </xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="ScheduledTradingDay"> <xsd:annotation> When calculating the number of days between two dates the count includes only scheduled trading days. </xsd:documentation> </xsd:annotation> </xsd:enumeration> </xsd:restriction> </xsd:simpleType> <!--5-1 FX Refactoring: added new simple type DealtCurrencyEnum--> <xsd:restriction base="xsd:token"> <xsd:enumeration value="ExchangedCurrency1"/> <xsd:enumeration value="ExchangedCurrency2"/> </xsd:restriction> </xsd:simpleType> <xsd:annotation> In respect of a Transaction and a Commodity Reference Price, the relevant date or month for delivery of the underlying Commodity. </xsd:documentation> </xsd:annotation> <xsd:restriction base="xsd:token"> <xsd:enumeration value="CalculationPeriod"> <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:annotation> </xsd:enumeration> <xsd:enumeration value="FirstNearby"> <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:annotation> </xsd:enumeration> <xsd:enumeration value="SecondNearby"> <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:annotation> </xsd:enumeration> <xsd:enumeration value="ThirdNearby"> <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:annotation> </xsd:enumeration> <xsd:enumeration value="FourthNearby"> <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:annotation> </xsd:enumeration> <xsd:enumeration value="FifthNearby"> <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:annotation> </xsd:enumeration> <xsd:enumeration value="SixthNearby"> <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:annotation> </xsd:enumeration> <xsd:enumeration value="SeventhNearby"> <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:annotation> </xsd:enumeration> <xsd:enumeration value="EighthNearby"> <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:annotation> </xsd:enumeration> <xsd:enumeration value="NinthNearby"> <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:annotation> </xsd:enumeration> <xsd:enumeration value="TenthNearby"> <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:annotation> </xsd:enumeration> <xsd:enumeration value="EleventhNearby"> <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:annotation> </xsd:enumeration> <xsd:enumeration value="TwelfthNearby"> <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:annotation> </xsd:enumeration> <xsd:enumeration value="ThirteenthNearby"> <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:annotation> </xsd:enumeration> <xsd:enumeration value="FourteenthNearby"> <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:annotation> </xsd:enumeration> <xsd:enumeration value="Spot"> <xsd:annotation> The Delivery Date of the underlying Commodity shall be the Spot date. </xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="FirstNearbyWeek"> <xsd:annotation> The Delivery Date of the underlying Commodity shall be during the First Nearby Week. </xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="SecondNearbyWeek"> <xsd:annotation> The Delivery Date of the underlying Commodity shall be during the Second Nearby Week. </xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="ThirdNearbyWeek"> <xsd:annotation> The Delivery Date of the underlying Commodity shall be during the Third Nearby Week. </xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="FourthNearbyWeek"> <xsd:annotation> The Delivery Date of the underlying Commodity shall be during the Fourth Nearby Week. </xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="FifthNearbyWeek"> <xsd:annotation> The Delivery Date of the underlying Commodity shall be during the Fifth Nearby Week. </xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="SixthNearbyWeek"> <xsd:annotation> The Delivery Date of the underlying Commodity shall be during the Sixth Nearby Week. </xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="SeventhNearbyWeek"> <xsd:annotation> The Delivery Date of the underlying Commodity shall be during the Seventh Nearby Week. </xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="EighthNearbyWeek"> <xsd:annotation> The Delivery Date of the underlying Commodity shall be during the Eighth Nearby Week. </xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="NinthNearbyWeek"> <xsd:annotation> The Delivery Date of the underlying Commodity shall be during the Ninth Nearby Week. </xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="TenthNearbyWeek"> <xsd:annotation> The Delivery Date of the underlying Commodity shall be during the Tenth Nearby Week. </xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="EleventhNearbyWeek"> <xsd:annotation> The Delivery Date of the underlying Commodity shall be during the Eleventh Nearby Week. </xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="TwelfthNearbyWeek"> <xsd:annotation> The Delivery Date of the underlying Commodity shall be during the Twelfth Nearby Week. </xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="ThirteenthNearbyWeek"> <xsd:annotation> The Delivery Date of the underlying Commodity shall be during the Thirteenth Nearby Week. </xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="FourteenthNearbyWeek"> <xsd:annotation> The Delivery Date of the underlying Commodity shall be during the Fourteenth Nearby Week. </xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="FifteenthNearbyWeek"> <xsd:annotation> The Delivery Date of the underlying Commodity shall be during the Fifteenth Nearby Week. </xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="SixteenthNearbyWeek"> <xsd:annotation> The Delivery Date of the underlying Commodity shall be during the Sixteenth Nearby Week. </xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="SeventeenthNearbyWeek"> <xsd:annotation> The Delivery Date of the underlying Commodity shall be during the Seventeenth Nearby Week. </xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="EighteenthNearbyWeek"> <xsd:annotation> The Delivery Date of the underlying Commodity shall be during the Eighteenth Nearby Week. </xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="NineteenthNearbyWeek"> <xsd:annotation> The Delivery Date of the underlying Commodity shall be during the Nineteenth Nearby Week. </xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="TwentiethNearbyWeek"> <xsd:annotation> The Delivery Date of the underlying Commodity shall be during the Twentieth Nearby Week. </xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="TwentyFirstNearbyWeek"> <xsd:annotation> The Delivery Date of the underlying Commodity shall be during the Twenty First Nearby Week. </xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="TwentySecondNearbyWeek"> <xsd:annotation> The Delivery Date of the underlying Commodity shall be during the Twenty Second Nearby Week. </xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="TwentyThirdNearbyWeek"> <xsd:annotation> The Delivery Date of the underlying Commodity shall be during the Twenty Third Nearby Week. </xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="TwentyFourthearbyWeek"> <xsd:annotation> The Delivery Date of the underlying Commodity shall be during the Twenty Fourth Nearby Week. </xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="TwentyFifthNearbyWeek"> <xsd:annotation> The Delivery Date of the underlying Commodity shall be during the Twenty Fifth Nearby Week. </xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="TwentySixthNearbyWeek"> <xsd:annotation> The Delivery Date of the underlying Commodity shall be during the Twenty Sixth Nearby Week. </xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="TwentySeventhNearbyWeek"> <xsd:annotation> The Delivery Date of the underlying Commodity shall be during the Twenty Seventh Nearby Week. </xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="TwentyEighthNearbyWeek"> <xsd:annotation> The Delivery Date of the underlying Commodity shall be during the Twenty Eighth Nearby Week. </xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="TwentyNinthNearbyWeek"> <xsd:annotation> The Delivery Date of the underlying Commodity shall be during the Twenty Ninth Nearby Week. </xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="ThirtiethNearbyWeek"> <xsd:annotation> The Delivery Date of the underlying Commodity shall be during the Thirtieth Nearby Week. </xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="ThirtyFirstNearbyWeek"> <xsd:annotation> The Delivery Date of the underlying Commodity shall be during the Thirty First Nearby Week. </xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="ThirtySecondNearbyWeek"> <xsd:annotation> The Delivery Date of the underlying Commodity shall be during the Thirty Second Nearby Week. </xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="ThirtyThirdNearbyWeek"> <xsd:annotation> The Delivery Date of the underlying Commodity shall be during the Thirty Third Nearby Week. </xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="ThirtyFourthNearbyWeek"> <xsd:annotation> The Delivery Date of the underlying Commodity shall be during the Thirty Fourth Nearby Week. </xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="ThirtyFifthNearbyWeek"> <xsd:annotation> The Delivery Date of the underlying Commodity shall be during the Thirty Fifth Nearby Week. </xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="ThirtySixthNearbyWeek"> <xsd:annotation> The Delivery Date of the underlying Commodity shall be during the Thirty Sixth Nearby Week. </xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="ThirtySeventhNearbyWeek"> <xsd:annotation> The Delivery Date of the underlying Commodity shall be during the Thirty Seventh Nearby Week. </xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="ThirtyEighthNearbyWeek"> <xsd:annotation> The Delivery Date of the underlying Commodity shall be during the Thirty Eighth Nearby Week. </xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="ThirtyNinthNearbyWeek"> <xsd:annotation> The Delivery Date of the underlying Commodity shall be during the Thirty Ninth Nearby Week. </xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="FortiethNearbyWeek"> <xsd:annotation> The Delivery Date of the underlying Commodity shall be during the Fortieth Nearby Week. </xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="FortyFirstNearbyWeek"> <xsd:annotation> The Delivery Date of the underlying Commodity shall be during the Forty First Nearby Week. </xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="FortySecondNearbyWeek"> <xsd:annotation> The Delivery Date of the underlying Commodity shall be during the Forty Second Nearby Week. </xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="FortyThirdNearbyWeek"> <xsd:annotation> The Delivery Date of the underlying Commodity shall be during the Forty Third Nearby Week. </xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="FortyFourthNearbyWeek"> <xsd:annotation> The Delivery Date of the underlying Commodity shall be during the Forty Fourth Nearby Week. </xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="FortyFifthNearbyWeek"> <xsd:annotation> The Delivery Date of the underlying Commodity shall be during the Forty Fifth Nearby Week. </xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="FortySixthNearbyWeek"> <xsd:annotation> The Delivery Date of the underlying Commodity shall be during the Forty Sixth Nearby Week. </xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="FortySeventhNearbyWeek"> <xsd:annotation> The Delivery Date of the underlying Commodity shall be during the Forty Seventh Nearby Week. </xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="FortyEighthNearbyWeek"> <xsd:annotation> The Delivery Date of the underlying Commodity shall be during the Forty Eighth Nearby Week. </xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="FortyNinthNearbyWeek"> <xsd:annotation> The Delivery Date of the underlying Commodity shall be during the Forty Ninth Nearby Week. </xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="FiftiethNearbyWeek"> <xsd:annotation> The Delivery Date of the underlying Commodity shall be during the Fiftieth Nearby Week. </xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="FiftyFirstNearbyWeek"> <xsd:annotation> The Delivery Date of the underlying Commodity shall be during the Fifty First Nearby Week. </xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="FiftySecondNearbyWeek"> <xsd:annotation> The Delivery Date of the underlying Commodity shall be during the Fifty Second Nearby Week. </xsd:documentation> </xsd:annotation> </xsd:enumeration> </xsd:restriction> </xsd:simpleType> <xsd:restriction base="xsd:token"> <xsd:enumeration value="Firm"/> <xsd:enumeration value="Interruptible"/> </xsd:restriction> </xsd:simpleType> <xsd:annotation> The ISDA defined value indicating the severity of a difference. </xsd:documentation> </xsd:annotation> <xsd:restriction base="xsd:token"> <xsd:enumeration value="Warning"/> <xsd:enumeration value="Error"/> </xsd:restriction> </xsd:simpleType> <xsd:annotation> The ISDA defined value indicating the nature of a difference. </xsd:documentation> </xsd:annotation> <xsd:restriction base="xsd:token"> <xsd:enumeration value="Value"/> <xsd:enumeration value="Reference"/> <xsd:enumeration value="Structure"/> <xsd:enumeration value="Scheme"/> </xsd:restriction> </xsd:simpleType> <xsd:annotation> The method of calculating discounted payment amounts </xsd:documentation> </xsd:annotation> <xsd:restriction base="xsd:token"> <xsd:enumeration value="Standard"> <xsd:annotation> Per ISDA 2000 Definitions, Section 8.4. Discounting, paragraph (a) </xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="FRA"> <xsd:annotation> Per ISDA 2000 Definitions, Section 8.4. Discounting, paragraph (b) </xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="FRAYield"> <xsd:annotation> Per ISDA 2000 Definitions, Section 8.4. Discounting, paragraph (e) </xsd:documentation> </xsd:annotation> </xsd:enumeration> </xsd:restriction> </xsd:simpleType> <xsd:annotation> <xsd:documentation xml:lang="en"> The specification of how disruption fallbacks will be represented. </xsd:documentation> </xsd:annotation> <xsd:restriction base="xsd:token"> <xsd:enumeration value="AsSpecifiedInMasterAgreement"> <xsd:annotation> <xsd:documentation xml:lang="en"> The Disruption Fallback(s) are determined by reference to the relevant Master Agreement. </xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="AsSpecifiedInConfirmation"> <xsd:annotation> <xsd:documentation xml:lang="en"> The Disruption Fallback(s) are determined by reference to the relevant Confirmation. </xsd:documentation> </xsd:annotation> </xsd:enumeration> </xsd:restriction> </xsd:simpleType> <xsd:annotation> <xsd:documentation source="http://www.FpML.org" xml:lang="en">Refers to one on the 3 Amounts</xsd:documentation> </xsd:annotation> <xsd:restriction base="xsd:token"> <xsd:enumeration value="RecordAmount"> <xsd:annotation> 100% of the gross cash dividend per Share paid over record date during relevant Dividend Period </xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="ExAmount"> <xsd:annotation> 100% of gross cash dividend per Share paid after the Ex Div date during relevant Dividend Period. </xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="PaidAmount"> <xsd:annotation> 100% of gross cash dividend per Share paid during relevant Dividend Period. </xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="AsSpecifiedInMasterConfirmation"> <xsd:annotation> The Amount is determined as provided in the relevant Master Confirmation. </xsd:documentation> </xsd:annotation> </xsd:enumeration> </xsd:restriction> </xsd:simpleType> <xsd:annotation> Defines how the composition of dividends is to be determined. </xsd:documentation> </xsd:annotation> <xsd:restriction base="xsd:token"> <xsd:enumeration value="EquityAmountReceiverElection"> <xsd:annotation> The Equity Amount Receiver determines the composition of dividends (subject to conditions). </xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="CalculationAgentElection"> <xsd:annotation> The Calculation Agent determines the composition of dividends (subject to conditions). </xsd:documentation> </xsd:annotation> </xsd:enumeration> </xsd:restriction> </xsd:simpleType> <xsd:annotation> <xsd:documentation source="http://www.FpML.org" xml:lang="en">The reference to a dividend date.</xsd:documentation> </xsd:annotation> <xsd:restriction base="xsd:token"> <xsd:enumeration value="ExDate"> <xsd:annotation> Date on which a holder of the security is entitled to the dividend. </xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="DividendPaymentDate"> <xsd:annotation> Date on which the dividend will be paid by the issuer. </xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="DividendValuationDate"> <xsd:annotation> In respect of each Dividend Period, number of days offset from the relevant Dividend Valuation Date. </xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="RecordDate"> <xsd:annotation> Date on which the dividend will be recorded in the books of the paying agent. </xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="TerminationDate"> <xsd:annotation> <xsd:documentation source="http://www.FpML.org" xml:lang="en">Termination date of the swap.</xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="EquityPaymentDate"> <xsd:annotation> <xsd:documentation source="http://www.FpML.org" xml:lang="en">Equity payment date of the swap.</xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="FollowingPaymentDate"> <xsd:annotation> <xsd:documentation source="http://www.FpML.org" xml:lang="en">The next payment date of the swap.</xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="AdHocDate"> <xsd:annotation> The dividend date will be specified ad hoc by the parties, typically on the dividend ex-date </xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="CumulativeEquityPaid"> <xsd:annotation> Total of paid dividends, paid on next following Cash Settlement Payment Date, which is immediately following the Dividend Period during which the dividend is paid by the Issuer to the holders of record of a Share. </xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="CumulativeLiborPaid"> <xsd:annotation> Total of paid dividends, paid on next following Payment Date, which is immediately following the Dividend Period during which the dividend is paid by the Issuer to the holders of record of a Share. </xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="CumulativeEquityExDiv"> <xsd:annotation> Total of dividends which go ex, paid on next following Cash Settlement Payment Date, which is immediately following the Dividend Period during which the Shares commence trading ex-dividend on the Exchange </xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="CumulativeLiborExDiv"> <xsd:annotation> Total of dividends which go ex, paid on next following Payment Date, which is immediately following the Dividend Period during which the Shares commence trading ex-dividend on the Exchange, or where the date on which the Shares commence trading ex-dividend is a Payment Date, such Payment Date. </xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="SharePayment"> <xsd:annotation> If "Dividend Payment Date(s)" is specified in the Transaction Supplement as "Share Payment", then the Dividend Payment Date in respect of a Dividend Amount shall fall on a date on or before the date that is two (or any other number that is specified in the Transaction Supplement) Currency Business Days following the day on which the Issuer of the Shares pays the relevant dividend to holders of record of the Shares </xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="CashSettlementPaymentDate"> <xsd:annotation> If "Dividend Payment Date(s)" is specified in the Transaction Supplement as "Cash Settlement Payment Date", then the Dividend Payment Date in respect of a Dividend Amount shall be the Cash Settlement Payment Date relating to the end of the Dividend Period during which the Shares commenced trading "ex" the relevant dividend on the Exchange </xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="FloatingAmountPaymentDate"> <xsd:annotation> If "Dividend Payment Date(s)" is specified in the Transaction Supplement as "Floating Amount Payment Date", then the Dividend Payment Date in respect of a Dividend Amount shall be the first Payment Date falling at least one Settlement Cycle after the date that the Shares have commenced trading "ex" the relevant dividend on the Exchange. </xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="CashSettlePaymentDateExDiv"> <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:annotation> </xsd:enumeration> <xsd:enumeration value="CashSettlePaymentDateIssuerPayment"> <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:annotation> </xsd:enumeration> <xsd:enumeration value="ExDividendPaymentDate"> <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:enumeration> </xsd:restriction> </xsd:simpleType> <xsd:annotation> The date on which the receiver of the equity return is entitled to the dividend. </xsd:documentation> </xsd:annotation> <xsd:restriction base="xsd:token"> <xsd:enumeration value="ExDate"> <xsd:annotation> <xsd:documentation source="http://www.FpML.org" xml:lang="en">Dividend entitlement is on the dividend ex-date.</xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="RecordDate"> <xsd:annotation> Dividend entitlement is on the dividend record date. </xsd:documentation> </xsd:annotation> </xsd:enumeration> </xsd:restriction> </xsd:simpleType> <xsd:annotation> Defines the First Period or the Second Period, as specified in the 2002 ISDA Equity Derivatives Definitions. </xsd:documentation> </xsd:annotation> <xsd:restriction base="xsd:token"> <xsd:enumeration value="FirstPeriod"> <xsd:annotation> "First Period" per the 2002 ISDA Equity Derivatives Definitions will apply. </xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="SecondPeriod"> <xsd:annotation> "Second Period" per the 2002 ISDA Equity Derivatives Definitions will apply. </xsd:documentation> </xsd:annotation> </xsd:enumeration> </xsd:restriction> </xsd:simpleType> <xsd:annotation> <xsd:documentation xml:lang="en"> A type which permits the Dual Currency strike quote basis to be expressed in terms of the deposit and alternate currencies. </xsd:documentation> </xsd:annotation> <xsd:restriction base="xsd:token"> <xsd:enumeration value="DepositCurrencyPerAlternateCurrency"/> <xsd:enumeration value="AlternateCurrencyPerDepositCurrency"/> </xsd:restriction> </xsd:simpleType> <xsd:annotation> <xsd:documentation>The type of electricity product.</xsd:documentation> </xsd:annotation> <xsd:restriction base="xsd:token"> <xsd:enumeration value="Electricity"/> </xsd:restriction> </xsd:simpleType> <xsd:annotation> <xsd:documentation source="http://www.FpML.org" xml:lang="en">Specifies an additional Forward type.</xsd:documentation> </xsd:annotation> <xsd:simpleType> <xsd:restriction base="xsd:token"> <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: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:enumeration> </xsd:restriction> </xsd:simpleType> </xsd:union> </xsd:simpleType> <xsd:annotation> The specification of how an OTC option will be exercised. </xsd:documentation> </xsd:annotation> <xsd:restriction base="xsd:token"> <xsd:enumeration value="American"> <xsd:annotation> Option can be exercised on any date up to the expiry date. </xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="Bermuda"> <xsd:annotation> Option can be exercised on specified dates up to the expiry date. </xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="European"> <xsd:annotation> <xsd:documentation source="http://www.FpML.org" xml:lang="en">Option can only be exercised on the expiry date.</xsd:documentation> </xsd:annotation> </xsd:enumeration> </xsd:restriction> </xsd:simpleType> <xsd:annotation> <xsd:documentation>Defines the fee type.</xsd:documentation> </xsd:annotation> <xsd:restriction base="xsd:token"> <xsd:enumeration value="FlatFee"> <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:annotation> </xsd:enumeration> <xsd:enumeration value="AmortizedFee"> <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:annotation> </xsd:enumeration> <xsd:enumeration value="FundingFee"> <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:annotation> </xsd:enumeration> <xsd:enumeration value="FlatFeeAndFundingFee"> <xsd:annotation> <xsd:documentation source="http://www.FpML.org" xml:lang="en">Both Flat Fee and Funding Fee are applicable.</xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="AmortizedFeeAndFundingFee"> <xsd:annotation> <xsd:documentation source="http://www.FpML.org" xml:lang="en">Amortized Fee and Funding Fee are applicable.</xsd:documentation> </xsd:annotation> </xsd:enumeration> </xsd:restriction> </xsd:simpleType> <xsd:annotation> <xsd:documentation> The method by which the Flat Rate is calculated for a commodity freight transaction. </xsd:documentation> </xsd:annotation> <xsd:restriction base="xsd:token"> <xsd:enumeration value="Fixed"> <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:annotation> </xsd:enumeration> <xsd:enumeration value="Floating"> <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:enumeration> </xsd:restriction> </xsd:simpleType> <xsd:annotation> Specifies the fallback provisions in respect to the applicable Futures Price Valuation. </xsd:documentation> </xsd:annotation> <xsd:restriction base="xsd:token"> <xsd:enumeration value="FPVClose"> <xsd:annotation> In respect of the Early Final Valuation Date, the provisions for FPV Close shall apply. </xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="FPVHedgeExecution"> <xsd:annotation> In respect of the Early Final Valuation Date, the provisions for FPV Hedge Execution shall apply. </xsd:documentation> </xsd:annotation> </xsd:enumeration> </xsd:restriction> </xsd:simpleType> <xsd:annotation> The method of FRA discounting, if any, that will apply. </xsd:documentation> </xsd:annotation> <xsd:restriction base="xsd:token"> <xsd:enumeration value="ISDA"> <xsd:annotation> "FRA Discounting" per the ISDA Definitions will apply. </xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="AFMA"> <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:annotation> </xsd:enumeration> <xsd:enumeration value="NONE"> <xsd:annotation> <xsd:documentation source="http://www.FpML.org" xml:lang="en">No discounting will apply.</xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="ISDAYield"> <xsd:annotation> Per ISDA 2000 Definitions, Section 8.4. Discounting, paragraph (e) </xsd:documentation> </xsd:annotation> </xsd:enumeration> </xsd:restriction> </xsd:simpleType> <xsd:annotation> <xsd:documentation source="http://www.FpML.org" xml:lang="en">The schedule frequency type</xsd:documentation> </xsd:annotation> <xsd:restriction base="xsd:token"> <xsd:enumeration value="Day"> <xsd:annotation> <xsd:documentation source="http://www.FpML.org" xml:lang="en">Day is the unit of frequency.</xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="Business"> <xsd:annotation> </xsd:annotation> </xsd:enumeration> </xsd:restriction> </xsd:simpleType> <xsd:annotation> The specification of whether a barrier within an FX OTC option is a knockin or knockout, as well as whether it is a standard barrier or a reverse barrier. </xsd:documentation> </xsd:annotation> <xsd:restriction base="xsd:token"> <xsd:enumeration value="Knockin"> <xsd:annotation> Option exists once the barrier is hit. The trigger rate is out-of-the money in relation to the strike rate. </xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="Knockout"> <xsd:annotation> Option ceases to exist once the barrier is hit. The trigger rate is out-of the-money in relation to the strike rate. </xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="ReverseKnockin"> <xsd:annotation> Option exists once the barrier is hit. The trigger rate is in-the money in relation to the strike rate. </xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="ReverseKnockout"> <xsd:annotation> Option ceases to exist once the barrier is hit. The trigger rate is in-the money in relation to the strike rate. </xsd:documentation> </xsd:annotation> </xsd:enumeration> </xsd:restriction> </xsd:simpleType> <xsd:annotation> The specification of a time period containing values such as Today, Tomorrow etc. </xsd:documentation> </xsd:annotation> <xsd:restriction base="xsd:token"> <xsd:enumeration value="Broken"> <xsd:annotation> <xsd:documentation source="http://www.FpML.org" xml:lang="en">Broken/non conventional Tenor Period.</xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="Today"> <xsd:annotation> <xsd:documentation source="http://www.FpML.org" xml:lang="en">Today Tenor Period.</xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="Tomorrow"> <xsd:annotation> <xsd:documentation source="http://www.FpML.org" xml:lang="en">Tomorrow Tenor Period.</xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="TomorrowNext"> <xsd:annotation> <xsd:documentation source="http://www.FpML.org" xml:lang="en">Day after Tomorrow Tenor Period.</xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="Spot"> <xsd:annotation> <xsd:documentation source="http://www.FpML.org" xml:lang="en">Spot Tenor Period.</xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="SpotNext"> <xsd:annotation> <xsd:documentation source="http://www.FpML.org" xml:lang="en">Day after Spot Tenor period.</xsd:documentation> </xsd:annotation> </xsd:enumeration> </xsd:restriction> </xsd:simpleType> <xsd:annotation> <xsd:documentation>The type of gas product.</xsd:documentation> </xsd:annotation> <xsd:restriction base="xsd:token"> <xsd:enumeration value="NaturalGas"/> </xsd:restriction> </xsd:simpleType> <xsd:annotation> <xsd:documentation source="http://www.FpML.org" xml:lang="en">The type of independent amount convention.</xsd:documentation> </xsd:annotation> <xsd:restriction base="xsd:token"> <xsd:enumeration value="NettedAfterThreshold"/> <xsd:enumeration value="NettedBeforeThreshold"/> <xsd:enumeration value="Segregated"/> </xsd:restriction> </xsd:simpleType> <xsd:annotation> The specification of the consequences of Index Events. </xsd:documentation> </xsd:annotation> <xsd:restriction base="xsd:token"> <xsd:enumeration value="CalculationAgentAdjustment"> <xsd:annotation> <xsd:documentation source="http://www.FpML.org" xml:lang="en">Calculation Agent Adjustment</xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="NegotiatedCloseOut"> <xsd:annotation> <xsd:documentation source="http://www.FpML.org" xml:lang="en">Negotiated Close Out</xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="CancellationAndPayment"> <xsd:annotation> <xsd:documentation source="http://www.FpML.org" xml:lang="en">Cancellation and Payment</xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="RelatedExchange"> <xsd:annotation> <xsd:documentation source="http://www.FpML.org" xml:lang="en">Related Exchange Adjustment</xsd:documentation> </xsd:annotation> </xsd:enumeration> </xsd:restriction> </xsd:simpleType> <xsd:annotation> <xsd:documentation xml:lang="en"> >Defines whether agent bank is making an interest payment based on the lender pro-rata share at the end of the period or based on the lender position throughout the period. Agent Banks decide which way to calculate the interest for a deal. </xsd:documentation> </xsd:annotation> <xsd:restriction base="xsd:token"> <xsd:enumeration value="ProRataShare"> <xsd:annotation> <xsd:documentation xml:lang="en"> Agent bank is making an interest payment based on the lender pro-rata share. </xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="FacilityPosition"> <xsd:annotation> <xsd:documentation xml:lang="en"> Agent bank is making an interest payment based on the lender position throughout the period. </xsd:documentation> </xsd:annotation> </xsd:enumeration> </xsd:restriction> </xsd:simpleType> <xsd:annotation> <xsd:documentation source="http://www.FpML.org" xml:lang="en">The type of calculation.</xsd:documentation> </xsd:annotation> <xsd:restriction base="xsd:token"> <xsd:enumeration value="Simple"/> <xsd:enumeration value="Compounding"/> </xsd:restriction> </xsd:simpleType> <xsd:annotation> <xsd:documentation source="http://www.FpML.org" xml:lang="en">The type of method.</xsd:documentation> </xsd:annotation> <xsd:restriction base="xsd:token"> <xsd:enumeration value="PhysicalSettlement"/> <xsd:enumeration value="RollIn"/> </xsd:restriction> </xsd:simpleType> <xsd:annotation> <xsd:documentation xml:lang="en"> The specification of the interest shortfall cap, applicable to mortgage derivatives. </xsd:documentation> </xsd:annotation> <xsd:restriction base="xsd:token"> <xsd:enumeration value="Fixed"/> <xsd:enumeration value="Variable"/> </xsd:restriction> </xsd:simpleType> <xsd:annotation> <xsd:documentation xml:lang="en">Defines applicable periods for interpolation.</xsd:documentation> </xsd:annotation> <xsd:restriction base="xsd:token"> <xsd:enumeration value="Initial"> <xsd:annotation> <xsd:documentation xml:lang="en"> Interpolation is applicable to the initial period only. </xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="InitialAndFinal"> <xsd:annotation> <xsd:documentation xml:lang="en"> Interpolation is applicable to the initial and final periods only. </xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="Final"> <xsd:annotation> <xsd:documentation xml:lang="en"> Interpolation is applicable to the final period only. </xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="AnyPeriod"> <xsd:annotation> <xsd:documentation xml:lang="en"> Interpolation is applicable to any non-standard period. </xsd:documentation> </xsd:annotation> </xsd:enumeration> </xsd:restriction> </xsd:simpleType> <xsd:annotation> Used for indicating the length unit in the Resource type. </xsd:documentation> </xsd:annotation> <xsd:restriction base="xsd:token"> <xsd:enumeration value="Pages"/> <xsd:enumeration value="TimeUnit"/> </xsd:restriction> </xsd:simpleType> <xsd:annotation> <xsd:documentation xml:lang="en"> The specification of how market disruption events will be represented. </xsd:documentation> </xsd:annotation> <xsd:restriction base="xsd:token"> <xsd:enumeration value="Applicable"> <xsd:annotation> <xsd:documentation xml:lang="en">Market Disruption Events are applicable.</xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="NotApplicable"> <xsd:annotation> <xsd:documentation xml:lang="en">Market Disruption Events are not applicable.</xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="AsSpecifiedInMasterAgreement"> <xsd:annotation> <xsd:documentation xml:lang="en"> The Market Disruption Event(s) are determined by reference to the relevant Master Agreement. </xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="AsSpecifiedInConfirmation"> <xsd:annotation> <xsd:documentation xml:lang="en"> The Market Disruption Event(s) are determined by reference to the relevant Confirmation. </xsd:documentation> </xsd:annotation> </xsd:enumeration> </xsd:restriction> </xsd:simpleType> <xsd:annotation> <xsd:documentation source="http://www.FpML.org" xml:lang="en">The type of mark to market convention.</xsd:documentation> </xsd:annotation> <xsd:restriction base="xsd:token"> <xsd:enumeration value="Gross"/> <xsd:enumeration value="Netted"/> </xsd:restriction> </xsd:simpleType> <xsd:annotation> Defines how adjustments will be made to the contract should one or more of the extraordinary events occur. </xsd:documentation> </xsd:annotation> <xsd:restriction base="xsd:token"> <xsd:enumeration value="CalculationAgent"> <xsd:annotation> The Calculation Agent has the right to adjust the terms of the trade following a corporate action. </xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="OptionsExchange"> <xsd:annotation> The trade will be adjusted in accordance with any adjustment made by the exchange on which options on the underlying are listed. </xsd:documentation> </xsd:annotation> </xsd:enumeration> </xsd:restriction> </xsd:simpleType> <xsd:annotation> Defines the consequences of nationalisation, insolvency and delisting events relating to the underlying. </xsd:documentation> </xsd:annotation> <xsd:restriction base="xsd:token"> <xsd:enumeration value="NegotiatedCloseout"> <xsd:annotation> The parties may, but are not obliged, to terminate the transaction on mutually acceptable terms and if the terms are not agreed then the transaction continues. </xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="CancellationAndPayment"> <xsd:annotation> <xsd:documentation source="http://www.FpML.org" xml:lang="en">The trade is terminated.</xsd:documentation> </xsd:annotation> </xsd:enumeration> </xsd:restriction> </xsd:simpleType> <xsd: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:annotation> <xsd:restriction base="xsd:token"> <xsd:enumeration value="NegativeInterestRateMethod"> <xsd:annotation> Negative Interest Rate Method. Per 2000 ISDA Definitions, Section 6.4 Negative Interest Rates, paragraphs (b) and (c). </xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="ZeroInterestRateMethod"> <xsd:annotation> Zero Interest Rate Method. Per 2000 ISDA Definitions, Section 6.4. Negative Interest Rates, paragraphs (d) and (e). </xsd:documentation> </xsd:annotation> </xsd:enumeration> </xsd:restriction> </xsd:simpleType> <xsd:annotation> <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:annotation> The treatment of any non-cash dividend shall be determined in accordance with the Potential Adjustment Event provisions. </xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="CashEquivalent"> <xsd:annotation> Any non-cash dividend shall be treated as a Declared Cash Equivalent Dividend. </xsd:documentation> </xsd:annotation> </xsd:enumeration> </xsd:restriction> </xsd:simpleType> <xsd:annotation> The conditions that govern the adjustment to the number of units of the equity swap. </xsd:documentation> </xsd:annotation> <xsd:restriction base="xsd:token"> <xsd:enumeration value="Execution"> <xsd:annotation> The adjustments to the number of units are governed by an execution clause. </xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="PortfolioRebalancing"> <xsd:annotation> The adjustments to the number of units are governed by a portfolio rebalancing clause. </xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="Standard"> <xsd:annotation> The adjustments to the number of units are not governed by any specific clause. </xsd:documentation> </xsd:annotation> </xsd:enumeration> </xsd:restriction> </xsd:simpleType> <xsd: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:annotation> <xsd:restriction base="xsd:token"> <xsd:enumeration value="Payment"> <xsd:annotation> <xsd:documentation source="http://www.FpML.org" xml:lang="en">ISDA term "Payment".</xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="BorrowedMoney"> <xsd:annotation> <xsd:documentation source="http://www.FpML.org" xml:lang="en">ISDA term "Borrowed Money".</xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="ReferenceObligationsOnly"> <xsd:annotation> <xsd:documentation source="http://www.FpML.org" xml:lang="en">ISDA term "Reference Obligations Only".</xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="Bond"> <xsd:annotation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="Loan"> <xsd:annotation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="BondOrLoan"> <xsd:annotation> <xsd:documentation source="http://www.FpML.org" xml:lang="en">ISDA term "Bond or Loan".</xsd:documentation> </xsd:annotation> </xsd:enumeration> </xsd:restriction> </xsd:simpleType> <xsd:annotation> <xsd:documentation source="http://www.FpML.org" xml:lang="en">Specifies the type of the option.</xsd:documentation> </xsd:annotation> <xsd:simpleType> <xsd:restriction base="xsd:token"> <xsd:enumeration value="Payer"> <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:annotation> </xsd:enumeration> <xsd:enumeration value="Receiver"> <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:annotation> </xsd:enumeration> <xsd:enumeration value="Straddle"> <xsd:annotation> <xsd:documentation source="http://www.FpML.org" xml:lang="en">A straddle strategy.</xsd:documentation> </xsd:annotation> </xsd:enumeration> </xsd:restriction> </xsd:simpleType> </xsd:union> </xsd:simpleType> <xsd:annotation> The specification of an interest rate stream payer or receiver party. </xsd:documentation> </xsd:annotation> <xsd:restriction base="xsd:token"> <xsd:enumeration value="Payer"> <xsd:annotation> <xsd:documentation source="http://www.FpML.org" xml:lang="en">The party identified as the stream payer.</xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="Receiver"> <xsd:annotation> <xsd:documentation source="http://www.FpML.org" xml:lang="en">The party identified as the stream receiver.</xsd:documentation> </xsd:annotation> </xsd:enumeration> </xsd:restriction> </xsd:simpleType> <xsd: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:annotation> <xsd:restriction base="xsd:token"> <xsd:enumeration value="Deferred"> <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:annotation> </xsd:enumeration> <xsd:enumeration value="Immediate"> <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:enumeration> </xsd:restriction> </xsd:simpleType> <xsd:annotation> The specification of whether payments occur relative to the calculation period start or end date, or the reset date. </xsd:documentation> </xsd:annotation> <xsd:restriction base="xsd:token"> <xsd:enumeration value="CalculationPeriodStartDate"> <xsd:annotation> Payments will occur relative to the first day of each calculation period. </xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="CalculationPeriodEndDate"> <xsd:annotation> Payments will occur relative to the last day of each calculation period. </xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="LastPricingDate"> <xsd:annotation> Payments will occur relative to the last Pricing Date of each Calculation Period. </xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="ResetDate"> <xsd:annotation> <xsd:documentation source="http://www.FpML.org" xml:lang="en">Payments will occur relative to the reset date.</xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="ValuationDate"> <xsd:annotation> Payments will occur relative to the valuation date. </xsd:documentation> </xsd:annotation> </xsd:enumeration> </xsd:restriction> </xsd:simpleType> <xsd:annotation> <xsd:documentation source="http://www.FpML.org" xml:lang="en">The specification of a time period</xsd:documentation> </xsd:annotation> <xsd:restriction base="xsd:token"> <xsd:enumeration value="D"> <xsd:annotation> </xsd: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:restriction> </xsd:simpleType> <xsd:annotation> The specification of a time period containing additional values such as Term. </xsd:documentation> </xsd:annotation> <xsd:simpleType> <xsd:restriction base="xsd:token"> <xsd:enumeration value="T"> <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:enumeration> </xsd:restriction> </xsd:simpleType> </xsd:union> </xsd:simpleType> <xsd:annotation> <xsd:documentation xml:lang="en">A type used to report how a position originated.</xsd:documentation> </xsd:annotation> <xsd:restriction base="xsd:token"> <xsd:enumeration value="Trade"> <xsd:annotation> <xsd:documentation source="http://www.FpML.org" xml:lang="en">The position originated directly from a trade.</xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="Allocation"> <xsd:annotation> The position originated from an allocation of a block trade. </xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="Novation"> <xsd:annotation> The position originated from a novation or post-trade transfer. </xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="Netting"> <xsd:annotation> The position originated from netting or portfolio compression. </xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="Exercise"> <xsd:annotation> The position originated from an exercise of a physically-settled option. </xsd:documentation> </xsd:annotation> </xsd:enumeration> </xsd:restriction> </xsd:simpleType> <xsd:annotation> <xsd:documentation source="http://www.FpML.org" xml:lang="en">The type of averaging used in an Asian option.</xsd:documentation> <xsd:documentation xml:lang="en">A type used to report the status of a position.</xsd:documentation> </xsd:annotation> <xsd:restriction base="xsd:token"> <xsd:enumeration value="New"> <xsd:annotation> The position is open and has been newly added since the last position report. </xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="Existing"> <xsd:annotation> The position is open and was present in the last position report. </xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="Closed"> <xsd:annotation> The position is no longer open, for example because it has matured, was assigned, or was terminated. </xsd:documentation> </xsd:annotation> </xsd:enumeration> </xsd:restriction> </xsd:simpleType> <xsd:annotation> The specification of how the premium for an FX OTC option is quoted. </xsd:documentation> </xsd:annotation> <xsd:restriction base="xsd:token"> <xsd:enumeration value="PercentageOfCallCurrencyAmount"> <xsd:annotation> Premium is quoted as a percentage of the callCurrencyAmount. </xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="PercentageOfPutCurrencyAmount"> <xsd:annotation> Premium is quoted as a percentage of the putCurrencyAmount. </xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="CallCurrencyPerPutCurrency"> <xsd:annotation> Premium is quoted in the call currency as a percentage of the put currency. </xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="PutCurrencyPerCallCurrency"> <xsd:annotation> Premium is quoted in the put currency as a percentage of the call currency. </xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="Explicit"> <xsd:annotation> <xsd:documentation source="http://www.FpML.org" xml:lang="en">Premium is quoted as an explicit amount.</xsd:documentation> </xsd:annotation> </xsd:enumeration> </xsd:restriction> </xsd:simpleType> <xsd:annotation> <xsd:documentation source="http://www.FpML.org" xml:lang="en">Premium Type for Forward Start Equity Option</xsd:documentation> </xsd:annotation> <xsd:restriction base="xsd:token"> <xsd:enumeration value="PrePaid"> <xsd:annotation> </xsd: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:restriction> </xsd:simpleType> <xsd:annotation> <xsd:documentation source="http://www.FpML.org" xml:lang="en">The mode of expression of a price.</xsd:documentation> </xsd:annotation> <xsd:restriction base="xsd:token"> <xsd:enumeration value="AbsoluteTerms"> <xsd:annotation> <xsd:documentation source="http://www.FpML.org" xml:lang="en">The price is expressed as an absolute amount.></xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="PercentageOfNotional"> <xsd:annotation> The price is expressed in percentage of the notional amount. </xsd:documentation> </xsd:annotation> </xsd:enumeration> </xsd:restriction> </xsd:simpleType> <xsd:annotation> <xsd:documentation source="http://www.FpML.org" xml:lang="en">Specifies whether the option is a call or a put.</xsd:documentation> </xsd:annotation> <xsd:restriction base="xsd:token"> <xsd:enumeration value="Put"> <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:annotation> </xsd:enumeration> <xsd:enumeration value="Call"> <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:enumeration> </xsd:restriction> </xsd:simpleType> <xsd:annotation> The specification of the type of quotation rate to be obtained from each cash settlement reference bank. </xsd:documentation> </xsd:annotation> <xsd:restriction base="xsd:token"> <xsd:enumeration value="Bid"> <xsd:annotation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="Ask"> <xsd:annotation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="Mid"> <xsd:annotation> <xsd:documentation source="http://www.FpML.org" xml:lang="en">A mid-market rate.</xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="ExercisingPartyPays"> <xsd:annotation> If optional early termination is applicable to a swap transaction, the rate, which may be a bid or ask rate, which would result, if seller is in-the-money, in the higher absolute value of the cash settlement amount, or, is seller is out-of-the-money, in the lower absolute value of the cash settlement amount. </xsd:documentation> </xsd:annotation> </xsd:enumeration> </xsd:restriction> </xsd:simpleType> <xsd:annotation> The side from which perspective a value is quoted. </xsd:documentation> </xsd:annotation> <xsd:restriction base="xsd:token"> <xsd:enumeration value="Bid"> <xsd:annotation> A value "bid" by a buyer for an asset, i.e. the value a buyer is willing to pay. </xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="Ask"> <xsd:annotation> A value "asked" by a seller for an asset, i.e. the value at which a seller is willing to sell. </xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="Mid"> <xsd:annotation> <xsd:documentation source="http://www.FpML.org" xml:lang="en">A value midway between the bid and the ask value.</xsd:documentation> </xsd:annotation> </xsd:enumeration> </xsd:restriction> </xsd:simpleType> <xsd:annotation> Indicates the actual quotation style of of PointsUpFront or TradedSpread that was used to quote this trade. </xsd:documentation> </xsd:annotation> <xsd:restriction base="xsd:token"> <xsd:enumeration value="PointsUpFront"> <xsd:annotation> When quotation style is "PointsUpFront", the initialPoints element of the feeLeg should be populated. </xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="TradedSpread"> <xsd:annotation> When quotation style is "TradedSpread", the marketFixedRate element of the feeLeg should be populated. </xsd:documentation> </xsd:annotation> </xsd:enumeration> </xsd:restriction> </xsd:simpleType> <xsd:annotation> <xsd:documentation source="http://www.FpML.org" xml:lang="en">How an exchange rate is quoted.</xsd:documentation> </xsd:annotation> <xsd:restriction base="xsd:token"> <xsd:enumeration value="Currency1PerCurrency2"> <xsd:annotation> <xsd:documentation source="http://www.FpML.org" xml:lang="en">The amount of currency1 for one unit of currency2</xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="Currency2PerCurrency1"> <xsd:annotation> <xsd:documentation source="http://www.FpML.org" xml:lang="en">The amount of currency2 for one unit of currency1</xsd:documentation> </xsd:annotation> </xsd:enumeration> </xsd:restriction> </xsd:simpleType> <xsd:annotation> The specification of methods for converting rates from one basis to another. </xsd:documentation> </xsd:annotation> <xsd:restriction base="xsd:token"> <xsd:enumeration value="BondEquivalentYield"> <xsd:annotation> Bond Equivalent Yield. Per Annex to the 2000 ISDA Definitions (June 2000 Version), Section 7.3. Certain General Definitions Relating to Floating Rate Options, paragraph (g). </xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="MoneyMarketYield"> <xsd:annotation> Money Market Yield. Per Annex to the 2000 ISDA Definitions (June 2000 Version), Section 7.3. Certain General Definitions Relating to Floating Rate Options, paragraph (h). </xsd:documentation> </xsd:annotation> </xsd:enumeration> </xsd:restriction> </xsd:simpleType> <xsd:annotation> The contract specifies whether which price must satisfy the boundary condition. </xsd:documentation> </xsd:annotation> <xsd:restriction base="xsd:token"> <xsd:enumeration value="Previous"> <xsd:annotation> For a return on day T, the observed price on T-1 must be in range. </xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="Last"> <xsd:annotation> For a return on day T, the observed price on T must be in range. </xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="Both"> <xsd:annotation> For a return on day T, the observed prices on both T and T-1 must be in range </xsd:documentation> </xsd:annotation> </xsd:enumeration> </xsd:restriction> </xsd:simpleType> <xsd:annotation> The specification of whether resets occur relative to the first or last day of a calculation period. </xsd:documentation> </xsd:annotation> <xsd:restriction base="xsd:token"> <xsd:enumeration value="CalculationPeriodStartDate"> <xsd:annotation> Resets will occur relative to the first day of each calculation period. </xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="CalculationPeriodEndDate"> <xsd:annotation> Resets will occur relative to the last day of each calculation period. </xsd:documentation> </xsd:annotation> </xsd:enumeration> </xsd:restriction> </xsd:simpleType> <xsd:annotation> The type of return associated with the equity swap. </xsd:documentation> </xsd:annotation> <xsd:restriction base="xsd:token"> <xsd:enumeration value="Dividend"> <xsd:annotation> <xsd:documentation source="http://www.FpML.org" xml:lang="en">Dividend return swap.</xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="Price"> <xsd:annotation> <xsd:documentation source="http://www.FpML.org" xml:lang="en">Price return swap.</xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="Total"> <xsd:annotation> <xsd:documentation source="http://www.FpML.org" xml:lang="en">Total return swap.</xsd:documentation> </xsd:annotation> </xsd:enumeration> </xsd:restriction> </xsd:simpleType> <xsd: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:annotation> <xsd:restriction base="xsd:token"> <xsd:enumeration value="EOM"> <xsd:annotation> Rolls on month end dates irrespective of the length of the month and the previous roll day. </xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="FRN"> <xsd:annotation> Roll days are determined according to the FRN Convention or Eurodollar Convention as described in ISDA 2000 definitions. </xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="IMM"> <xsd:annotation> IMM Settlement Dates. The third Wednesday of the (delivery) month. </xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="IMMCAD"> <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:annotation> </xsd:enumeration> <xsd:enumeration value="IMMAUD"> <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:annotation> </xsd:enumeration> <xsd:enumeration value="IMMNZD"> <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:annotation> </xsd:enumeration> <xsd:enumeration value="SFE"> <xsd:annotation> Sydney Futures Exchange 90-Day Bank Accepted Bill Futures Settlement Dates. The second Friday of the (delivery) month. </xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="NONE"> <xsd:annotation> The roll convention is not required. For example, in the case of a daily calculation frequency. </xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="TBILL"> <xsd:annotation> 13-week and 26-week U.S. Treasury Bill Auction Dates. Each Monday except for U.S. (New York) holidays when it will occur on a Tuesday. </xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="1"> <xsd:annotation> <xsd:documentation source="http://www.FpML.org" xml:lang="en">Rolls on the 1st day of the month.</xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="2"> <xsd:annotation> <xsd:documentation source="http://www.FpML.org" xml:lang="en">Rolls on the 2nd day of the month.</xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="3"> <xsd:annotation> <xsd:documentation source="http://www.FpML.org" xml:lang="en">Rolls on the 3rd day of the month.</xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="4"> <xsd:annotation> <xsd:documentation source="http://www.FpML.org" xml:lang="en">Rolls on the 4th day of the month.</xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="5"> <xsd:annotation> <xsd:documentation source="http://www.FpML.org" xml:lang="en">Rolls on the 4th day of the month.</xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="6"> <xsd:annotation> <xsd:documentation source="http://www.FpML.org" xml:lang="en">Rolls on the 6th day of the month.</xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="7"> <xsd:annotation> <xsd:documentation source="http://www.FpML.org" xml:lang="en">Rolls on the 7th day of the month.</xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="8"> <xsd:annotation> <xsd:documentation source="http://www.FpML.org" xml:lang="en">Rolls on the 8th day of the month.</xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="9"> <xsd:annotation> <xsd:documentation source="http://www.FpML.org" xml:lang="en">Rolls on the 9th day of the month.</xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="10"> <xsd:annotation> <xsd:documentation source="http://www.FpML.org" xml:lang="en">Rolls on the 10th day of the month.</xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="11"> <xsd:annotation> <xsd:documentation source="http://www.FpML.org" xml:lang="en">Rolls on the 11th day of the month.</xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="12"> <xsd:annotation> <xsd:documentation source="http://www.FpML.org" xml:lang="en">Rolls on the 12th day of the month.</xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="13"> <xsd:annotation> <xsd:documentation source="http://www.FpML.org" xml:lang="en">Rolls on the 13th day of the month.</xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="14"> <xsd:annotation> <xsd:documentation source="http://www.FpML.org" xml:lang="en">Rolls on the 14th day of the month.</xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="15"> <xsd:annotation> <xsd:documentation source="http://www.FpML.org" xml:lang="en">Rolls on the 15th day of the month.</xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="16"> <xsd:annotation> <xsd:documentation source="http://www.FpML.org" xml:lang="en">Rolls on the 16th day of the month.</xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="17"> <xsd:annotation> <xsd:documentation source="http://www.FpML.org" xml:lang="en">Rolls on the 17th day of the month.</xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="18"> <xsd:annotation> <xsd:documentation source="http://www.FpML.org" xml:lang="en">Rolls on the 18th day of the month.</xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="19"> <xsd:annotation> <xsd:documentation source="http://www.FpML.org" xml:lang="en">Rolls on the 19th day of the month.</xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="20"> <xsd:annotation> <xsd:documentation source="http://www.FpML.org" xml:lang="en">Rolls on the 20th day of the month.</xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="21"> <xsd:annotation> <xsd:documentation source="http://www.FpML.org" xml:lang="en">Rolls on the 21st day of the month.</xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="22"> <xsd:annotation> <xsd:documentation source="http://www.FpML.org" xml:lang="en">Rolls on the 22nd day of the month.</xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="23"> <xsd:annotation> <xsd:documentation source="http://www.FpML.org" xml:lang="en">Rolls on the 23rd day of the month.</xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="24"> <xsd:annotation> <xsd:documentation source="http://www.FpML.org" xml:lang="en">Rolls on the 24th day of the month.</xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="25"> <xsd:annotation> <xsd:documentation source="http://www.FpML.org" xml:lang="en">Rolls on the 25th day of the month.</xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="26"> <xsd:annotation> <xsd:documentation source="http://www.FpML.org" xml:lang="en">Rolls on the 26th day of the month.</xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="27"> <xsd:annotation> <xsd:documentation source="http://www.FpML.org" xml:lang="en">Rolls on the 27th day of the month.</xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="28"> <xsd:annotation> <xsd:documentation source="http://www.FpML.org" xml:lang="en">Rolls on the 28th day of the month.</xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="29"> <xsd:annotation> <xsd:documentation source="http://www.FpML.org" xml:lang="en">Rolls on the 29th day of the month.</xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="30"> <xsd:annotation> <xsd:documentation source="http://www.FpML.org" xml:lang="en">Rolls on the 30th day of the month.</xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="MON"> <xsd:annotation> <xsd:documentation source="http://www.FpML.org" xml:lang="en">Rolling weekly on a Monday.</xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="TUE"> <xsd:annotation> <xsd:documentation source="http://www.FpML.org" xml:lang="en">Rolling weekly on a Tuesday.</xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="WED"> <xsd:annotation> <xsd:documentation source="http://www.FpML.org" xml:lang="en">Rolling weekly on a Wednesday.</xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="THU"> <xsd:annotation> <xsd:documentation source="http://www.FpML.org" xml:lang="en">Rolling weekly on a Thursday.</xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="FRI"> <xsd:annotation> <xsd:documentation source="http://www.FpML.org" xml:lang="en">Rolling weekly on a Friday.</xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="SAT"> <xsd:annotation> <xsd:documentation source="http://www.FpML.org" xml:lang="en">Rolling weekly on a Saturday.</xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="SUN"> <xsd:annotation> <xsd:documentation source="http://www.FpML.org" xml:lang="en">Rolling weekly on a Sunday.</xsd:documentation> </xsd:annotation> </xsd:enumeration> </xsd:restriction> </xsd:simpleType> <xsd:annotation> <xsd:documentation source="http://www.FpML.org" xml:lang="en">The method of rounding a fractional number.</xsd:documentation> </xsd:annotation> <xsd:restriction base="xsd:token"> <xsd:enumeration value="Up"> <xsd:annotation> A fractional number will be rounded up to the specified number of decimal places (the precision). For example, 5.21 and 5.25 rounded up to 1 decimal place are 5.3 and 5.3 respectively. </xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="Down"> <xsd:annotation> A fractional number will be rounded down to the specified number of decimal places (the precision). For example, 5.29 and 5.25 rounded down to 1 decimal place are 5.2 and 5.2 respectively. </xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="Nearest"> <xsd:annotation> A fractional number will be rounded either up or down to the specified number of decimal places (the precision) depending on its value. For example, 5.24 would be rounded down to 5.2 and 5.25 would be rounded up to 5.3 if a precision of 1 decimal place were specified. </xsd:documentation> </xsd:annotation> </xsd:enumeration> </xsd:restriction> </xsd:simpleType> <xsd:annotation> <xsd:documentation xml:lang="en"> Defines the Settlement Period Duration for an Electricity Transaction. </xsd:documentation> </xsd:annotation> <xsd:restriction base="xsd:token"> <xsd:enumeration value="2Hours"> <xsd:annotation> <xsd:documentation xml:lang="en">Two-hourly duration applies.</xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="1Hour"> <xsd:annotation> <xsd:documentation xml:lang="en">Hourly duration applies.</xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="30Minutes"> <xsd:annotation> <xsd:documentation xml:lang="en">Half-hourly duration applies.</xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="15Minutes"> <xsd:annotation> <xsd:documentation xml:lang="en">Quarter-hourly duration applies.</xsd:documentation> </xsd:annotation> </xsd:enumeration> </xsd:restriction> </xsd:simpleType> <xsd:annotation> Shows how the transaction is to be settled when it is exercised. </xsd:documentation> </xsd:annotation> <xsd:simpleType> <xsd:restriction base="xsd:token"> <xsd:enumeration value="Election"> <xsd:annotation> Allow Election of either Cash or Physical settlement </xsd:documentation> </xsd:annotation> </xsd:enumeration> </xsd:restriction> </xsd:simpleType> </xsd:union> </xsd:simpleType> <xsd:annotation> Defines the consequences of extraordinary events relating to the underlying. </xsd:documentation> </xsd:annotation> <xsd:restriction base="xsd:token"> <xsd:enumeration value="AlternativeObligation"> <xsd:annotation> The trade continues such that the underlying now consists of the New Shares and/or the Other Consideration, if any, and the proceeds of any redemption, if any, that the holder of the underlying Shares would have been entitled to. </xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="CancellationAndPayment"> <xsd:annotation> The trade is cancelled and a cancellation fee will be paid by one party to the other. </xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="OptionsExchange"> <xsd:annotation> The trade will be adjusted by the Calculation Agent in accordance with the adjustments made by any exchange on which options on the underlying are listed. </xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="CalculationAgent"> <xsd:annotation> The Calculation Agent will determine what adjustment is required to offset any change to the economics of the trade. If the Calculation Agent cannot achieve this, the trade goes to Cancellation and Payment with the Calculation Agent deciding on the value of the cancellation fee. Adjustments may not be made to account solely for changes in volatility, expected dividends, stock loan rate or liquidity. </xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="ModifiedCalculationAgent"> <xsd:annotation> The Calculation Agent will determine what adjustment is required to offset any change to the economics of the trade. If the Calculation Agent cannot achieve this, the trade goes to Cancellation and Payment with the Calculation Agent deciding on the value of the cancellation fee. Adjustments to account for changes in volatility, expected dividends, stock loan rate or liquidity are allowed. </xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="PartialCancellationAndPayment"> <xsd:annotation> Applies to Basket Transactions. The portion of the Basket made up by the affected Share will be cancelled and a cancellation fee will be paid from one party to the other. The remainder of the trade continues. </xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="Component"> <xsd:annotation> If this is a Share-for-Combined merger event (Shares are replaced with New Shares and Other Consideration), then different treatment can be applied to each component if the parties have specified this. </xsd:documentation> </xsd:annotation> </xsd:enumeration> </xsd:restriction> </xsd:simpleType> <!--5-1 FX Refactoring: Removed SideRateBasisEnum. SideRate and SideRates were replaced with crossRate component for ExchangeRate structure to accomodate the currency exchange rates used to cross between the traded currencies --> <!--xsd:simpleType name="SideRateBasisEnum"> <xsd:annotation> <xsd:documentation source="http://www.FpML.org" xml:lang="en">The specification of how an individual currency in an FX trade is quoted relative to the base currency.</xsd:documentation> </xsd:annotation> <xsd:restriction base="xsd:token"> <xsd:enumeration value="Currency1PerBaseCurrency"> <xsd:annotation> <xsd:documentation source="http://www.FpML.org" xml:lang="en">The amount of the exchangedCurrency1 for one unit of baseCurrency.</xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="BaseCurrencyPerCurrency1"> <xsd:annotation> <xsd:documentation source="http://www.FpML.org" xml:lang="en">The amount of the baseCurrency for one unit of exchangedCurrency1.</xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="Currency2PerBaseCurrency"> <xsd:annotation> <xsd:documentation source="http://www.FpML.org" xml:lang="en">The amount of the exchangedCurrency2 for one unit of baseCurrency.</xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="BaseCurrencyPerCurrency2"> <xsd:annotation> <xsd:documentation source="http://www.FpML.org" xml:lang="en">The amount of the baseCurrency for one unit of exchangedCurrency2.</xsd:documentation> </xsd:annotation> </xsd:enumeration> </xsd:restriction> </xsd:simpleType--> <xsd:annotation> The Specified Price in respect of a Transaction and a Commodity Reference Price. </xsd:documentation> </xsd:annotation> <xsd:restriction base="xsd:token"> <xsd:enumeration value="Afternoon"> <xsd:annotation> <xsd:documentation xml:lang="en"> 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:annotation> </xsd:enumeration> <xsd:enumeration value="Ask"> <xsd:annotation> <xsd:documentation xml:lang="en"> 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:annotation> </xsd:enumeration> <xsd:enumeration value="Bid"> <xsd:annotation> <xsd:documentation xml:lang="en"> 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:annotation> </xsd:enumeration> <xsd:enumeration value="Closing"> <xsd:annotation> <xsd:documentation xml:lang="en"> 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:annotation> </xsd:enumeration> <xsd:enumeration value="High"> <xsd:annotation> <xsd:documentation xml:lang="en"> 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:annotation> </xsd:enumeration> <xsd:enumeration value="Index"> <xsd:annotation> <xsd:documentation xml:lang="en"> 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:annotation> </xsd:enumeration> <xsd:enumeration value="MeanOfBidAndAsk"> <xsd:annotation> <xsd:documentation xml:lang="en"> 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:annotation> </xsd:enumeration> <xsd:enumeration value="Low"> <xsd:annotation> <xsd:documentation xml:lang="en"> 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:annotation> </xsd:enumeration> <xsd:enumeration value="MeanOfHighAndLow"> <xsd:annotation> <xsd:documentation xml:lang="en"> 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:annotation> </xsd:enumeration> <xsd:enumeration value="Morning"> <xsd:annotation> <xsd:documentation xml:lang="en"> 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:annotation> </xsd:enumeration> <xsd:enumeration value="Official"> <xsd:annotation> <xsd:documentation xml:lang="en"> 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:annotation> </xsd:enumeration> <xsd:enumeration value="Opening"> <xsd:annotation> <xsd:documentation xml:lang="en"> 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:annotation> </xsd:enumeration> <xsd:enumeration value="OSP"> <xsd:annotation> <xsd:documentation xml:lang="en"> 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:annotation> </xsd:enumeration> <xsd:enumeration value="Settlement"> <xsd:annotation> <xsd:documentation xml:lang="en"> 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:annotation> </xsd:enumeration> <xsd:enumeration value="Spot"> <xsd:annotation> <xsd:documentation xml:lang="en"> 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:annotation> </xsd:enumeration> <xsd:enumeration value="Midpoint"> <xsd:annotation> <xsd:documentation xml:lang="en"> 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:annotation> </xsd:enumeration> <xsd:enumeration value="WeightedAverage"> <xsd:annotation> <xsd:documentation xml:lang="en"> 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. </xsd:documentation> </xsd:annotation> </xsd:enumeration> </xsd:restriction> </xsd:simpleType> <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:annotation> <xsd:restriction base="xsd:token"> <xsd:enumeration value="Standard"> <xsd:annotation> This trade will settle using standard pre-determined funds settlement instructions. </xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="Net"> <xsd:annotation> <xsd:documentation source="http://www.FpML.org" xml:lang="en">This trade is a candidate for settlement netting.</xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="StandardAndNet"> <xsd:annotation> This trade will settle using standard pre-determined funds settlement instructions and is a candidate for settlement netting. </xsd:documentation> </xsd:annotation> </xsd:enumeration> </xsd:restriction> </xsd:simpleType> <xsd: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:annotation> <xsd:restriction base="xsd:token"> <xsd:enumeration value="Initial"> <xsd:annotation> Change in notional to be applied is calculated by multiplying the percentage rate by the initial notional amount. </xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="Previous"> <xsd:annotation> Change in notional to be applied is calculated by multiplying the percentage rate by the previously outstanding notional amount. </xsd:documentation> </xsd:annotation> </xsd:enumeration> </xsd:restriction> </xsd:simpleType> <xsd:annotation> Element to define how to deal with a none standard calculation period within a swap stream. </xsd:documentation> </xsd:annotation> <xsd:restriction base="xsd:token"> <xsd:enumeration value="ShortInitial"> <xsd:annotation> If there is a non regular period remaining it is left shorter than the streams calculation period frequency and placed at the start of the stream </xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="ShortFinal"> <xsd:annotation> If there is a non regular period remaining it is left shorter than the streams calculation period frequency and placed at the end of the stream </xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="LongInitial"> <xsd:annotation> If there is a non regular period remaining it is placed at the start of the stream and combined with the adjacent calculation period to give a long first calculation period </xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="LongFinal"> <xsd:annotation> If there is a non regular period remaining it is placed at the end of the stream and combined with the adjacent calculation period to give a long last calculation period </xsd:documentation> </xsd:annotation> </xsd:enumeration> </xsd:restriction> </xsd:simpleType> <xsd:annotation> The specification of how an FX OTC option strike price is quoted. </xsd:documentation> </xsd:annotation> <xsd:restriction base="xsd:token"> <xsd:enumeration value="PutCurrencyPerCallCurrency"> <xsd:annotation> The strike price is an amount of putCurrency per one unit of callCurrency. </xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="CallCurrencyPerPutCurrency"> <xsd:annotation> The strike price is an amount of callCurrency per one unit of putCurrency. </xsd:documentation> </xsd:annotation> </xsd:enumeration> </xsd:restriction> </xsd:simpleType> <xsd:annotation> <xsd:documentation source="http://www.FpML.org" xml:lang="en">The type of threshold.</xsd:documentation> </xsd:annotation> <xsd:restriction base="xsd:token"> <xsd:enumeration value="Secured"/> <xsd:enumeration value="Unsecured"/> </xsd:restriction> </xsd:simpleType> <xsd:annotation> Defines points in the day when equity option exercise and valuation can occur. </xsd:documentation> </xsd:annotation> <xsd:restriction base="xsd:token"> <xsd:enumeration value="Close"> <xsd:annotation> The official closing time of the exchange on the valuation date. </xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="Open"> <xsd:annotation> The official opening time of the exchange on the valuation date. </xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="OSP"> <xsd:annotation> The time at which the official settlement price is determined. </xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="SpecificTime"> <xsd:annotation> The time specified in the element equityExpirationTime or valuationTime (as appropriate) </xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="XETRA"> <xsd:annotation> The time at which the official settlement price (following the auction by the exchange) is determined by the exchange. </xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="DerivativesClose"> <xsd:annotation> The official closing time of the derivatives exchange on which a derivative contract is listed on that security underlyer. </xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="AsSpecifiedInMasterConfirmation"> <xsd:annotation> The time is determined as provided in the relevant Master Confirmation. </xsd:documentation> </xsd:annotation> </xsd:enumeration> </xsd:restriction> </xsd:simpleType> <xsd:annotation> The time of day which would be considered for valuing the knock event. </xsd:documentation> </xsd:annotation> <xsd:restriction base="xsd:token"> <xsd:enumeration value="Closing"> <xsd:annotation> The close of trading on a day would be considered for valuation. </xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="Anytime"> <xsd:annotation> At any time during the Knock Determination period (continuous barrier). </xsd:documentation> </xsd:annotation> </xsd:enumeration> </xsd:restriction> </xsd:simpleType> <xsd:annotation> <xsd:documentation> The specification of whether an option would trigger or expire depending upon whether the spot rate is above or below the barrier rate. </xsd:documentation> </xsd:annotation> <xsd:restriction base="xsd:token"> <xsd:enumeration value="EqualOrLess"> <xsd:annotation> The underlyer price must be equal to or less than the Trigger level. </xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="EqualOrGreater"> <xsd:annotation> The underlyer price must be equal to or greater than the Trigger level. </xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="Equal"> <xsd:annotation> The underlyer price must be equal to the Trigger level. </xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="Less"> <xsd:annotation> The underlyer price must be less than the Trigger level. </xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="Greater"> <xsd:annotation> The underlyer price must be greater than the Trigger level. </xsd:documentation> </xsd:annotation> </xsd:enumeration> </xsd:restriction> </xsd:simpleType> <xsd:annotation> The specification of, for American-style digitals, whether the trigger level must be touched or not touched. </xsd:documentation> </xsd:annotation> <xsd:restriction base="xsd:token"> <xsd:enumeration value="Touch"> <xsd:annotation> The spot rate must have touched the predetermined trigger rate at any time over the life of the option for the payout to occur. </xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="Notouch"> <xsd:annotation> The spot rate has not touched the predetermined trigger rate at any time over the life of the option for the payout to occur. </xsd:documentation> </xsd:annotation> </xsd:enumeration> </xsd:restriction> </xsd:simpleType> <xsd:annotation> The specification of whether a payout will occur on an option depending upon whether the spot rate is above or below the trigger rate. </xsd:documentation> </xsd:annotation> <xsd:restriction base="xsd:token"> <xsd:enumeration value="Above"> <xsd:annotation> The spot rate must be greater than or equal to the trigger rate. </xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="Below"> <xsd:annotation> The spot rate must be less than or equal to the trigger rate. </xsd:documentation> </xsd:annotation> </xsd:enumeration> </xsd:restriction> </xsd:simpleType> <xsd:annotation> The ISDA defined methodology for determining the final price of the reference obligation for purposes of cash settlement. </xsd:documentation> </xsd:annotation> <xsd:restriction base="xsd:token"> <xsd:enumeration value="Market"/> <xsd:enumeration value="Highest"/> <xsd:enumeration value="AverageMarket"/> <xsd:enumeration value="AverageHighest"/> <xsd:enumeration value="BlendedMarket"/> <xsd:enumeration value="BlendedHighest"/> <xsd:enumeration value="AverageBlendedMarket"/> <xsd:enumeration value="AverageBlendedHighest"/> </xsd:restriction> </xsd:simpleType> <xsd:annotation> <xsd:documentation source="http://www.FpML.org" xml:lang="en">The specification of a weekly roll day.</xsd:documentation> </xsd:annotation> <xsd:simpleType> <xsd:restriction base="xsd:token"> <xsd:enumeration value="TBILL"> <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:annotation> </xsd:enumeration> </xsd:restriction> </xsd:simpleType> </xsd:union> </xsd:simpleType> <xsd:annotation> The type of telephone number used to reach a contact. </xsd:documentation> </xsd:annotation> <xsd:restriction base="xsd:token"> <xsd:enumeration value="Work"> <xsd:annotation> A number used primarily for work-related calls. Includes home office numbers used primarily for work purposes. </xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="Mobile"> <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:annotation> </xsd:enumeration> <xsd:enumeration value="Fax"> <xsd:annotation> A number used primarily for work-related facsimile transmissions. </xsd:documentation> </xsd:annotation> </xsd:enumeration> <xsd:enumeration value="Personal"> <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:enumeration> </xsd:restriction> </xsd:simpleType> </xsd:schema> |
| XML schema documentation generated with DocFlex/XML 1.8.6b2 using DocFlex/XML XSDDoc 2.5.1 template set. All content model diagrams generated by Altova XMLSpy via DocFlex/XML XMLSpy Integration. |