Copyright (c) 1999 - 2005 by INTERNATIONAL SWAPS AND DERIVATIVES ASSOCIATION, INC.
Financial Products Markup Language is subject to the FpML public license
A copy of this license is available at http://www.fpml.org/documents/license

The FpML specifications provided are without warranty of any kind, either expressed or implied, including, without limitation, warranties that FpML, or the FpML specifications are free of defects, merchantable, fit for a particular purpose or non-infringing. The entire risk as to the quality and performance of the specifications is with you. Should any of the FpML specifications prove defective in any respect, you assume the cost of any necessary servicing or repair. Under no circumstances and under no legal theory, whether tort (including negligence), contract, or otherwise, shall ISDA, any of its members, or any distributor of documents or software containing any of the FpML specifications, or any supplier of any of such parties, be liable to you or any other person for any indirect, special, incidental, or consequential damages of any character including, without limitation, damages for loss of goodwill, work stoppage, computer failure or malfunction, or any and all other commercial damages or losses, even if such party shall have been informed of the possibility of such damages.

Global Simple Types

AveragingInOutEnum

Description:

The type of averaging used in an Asian option.

Used by:

Asian/averagingInOut

Schema Fragment:

<xsd:simpleType name="AveragingInOutEnum">
  <xsd:annotation>
    <xsd:documentation source="http://www.FpML.org" xml:lang="en">
      The type of averaging used in an Asian option.
    </xsd:documentation>
    <xsd:documentation source="http://www.FpML.org" xml:lang="de">
      Art der Durchschnittsberechnung.
    </xsd:documentation>
  </xsd:annotation>
  <xsd:restriction base="xsd:token">
    <xsd:enumeration value="In">
      <xsd:annotation>
        <xsd:documentation source="http://www.FpML.org" xml:lang="en">
          The average price is used to derive the strike price. Also
          known as "Asian strike" style option.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:enumeration>
    <xsd:enumeration value="Out">
      <xsd:annotation>
        <xsd:documentation source="http://www.FpML.org" xml:lang="en">
          The average price is used to derive the expiration price.
          Also known as "Asian price" style option.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:enumeration>
    <xsd:enumeration value="Both">
      <xsd:annotation>
        <xsd:documentation source="http://www.FpML.org" xml:lang="en">
          The average price is used to derive both the strike and the
          expiration price.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:enumeration>
  </xsd:restriction>
</xsd:simpleType>

AveragingMethodEnum

Description:

The method of calculation to be used when averaging rates. Per ISDA 2000 Definitions, Section 6.2. Certain Definitions Relating to Floating Amounts.

Used by:

FloatingRateCalculation/averagingMethod

Schema Fragment:

<xsd:simpleType name="AveragingMethodEnum">
  <xsd:annotation>
    <xsd:documentation source="http://www.FpML.org" xml:lang="en">
      The method of calculation to be used when averaging rates. Per
      ISDA 2000 Definitions, Section 6.2. Certain Definitions Relating
      to Floating Amounts.
    </xsd:documentation>
  </xsd:annotation>
  <xsd:restriction base="xsd:token">
    <xsd:enumeration value="Unweighted">
      <xsd:annotation>
        <xsd:documentation source="http://www.FpML.org" xml:lang="en">
          The arithmetic mean of the relevant rates for each reset
          date.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:enumeration>
    <xsd:enumeration value="Weighted">
      <xsd:annotation>
        <xsd:documentation source="http://www.FpML.org" xml:lang="en">
          The arithmetic mean of the relevant rates in effect for each
          day in a calculation period calculated by multiplying each
          relevant rate by the number of days such relevant rate is in
          effect, determining the sum of such products and dividing
          such sum by the number of days in the calculation period.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:enumeration>
  </xsd:restriction>
</xsd:simpleType>

BusinessDayConventionEnum

Description:

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.

Used by:

Schema Fragment:

<xsd:simpleType name="BusinessDayConventionEnum">
  <xsd:annotation>
    <xsd:documentation source="http://www.FpML.org" xml:lang="en">
      The convention for adjusting any relevant date if it would
      otherwise fall on a day that is not a valid business day. Note
      that FRN is included here as a type of business day convention
      although it does not strictly fall within ISDA's definition of a
      Business Day Convention and does not conform to the simple
      definition given above.
    </xsd:documentation>
  </xsd:annotation>
  <xsd:restriction base="xsd:token">
    <xsd:enumeration value="FOLLOWING">
      <xsd:annotation>
        <xsd:documentation source="http://www.FpML.org" xml:lang="en">
          The non-business date will be adjusted to the first following
          day that is a business day
        </xsd:documentation>
      </xsd:annotation>
    </xsd:enumeration>
    <xsd:enumeration value="FRN">
      <xsd:annotation>
        <xsd:documentation source="http://www.FpML.org" xml:lang="en">
          Per 2000 ISDA Definitions, Section 4.11. FRN Convention;
          Eurodollar Convention.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:enumeration>
    <xsd:enumeration value="MODFOLLOWING">
      <xsd:annotation>
        <xsd:documentation source="http://www.FpML.org" xml:lang="en">
          The non-business date will be adjusted to the first following
          day that is a business day unless that day falls in the next
          calendar month, in which case that date will be the first
          preceding day that is a business day.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:enumeration>
    <xsd:enumeration value="PRECEDING">
      <xsd:annotation>
        <xsd:documentation source="http://www.FpML.org" xml:lang="en">
          The non-business day will be adjusted to the first preceding
          day that is a business day.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:enumeration>
    <xsd:enumeration value="MODPRECEDING">
      <xsd:annotation>
        <xsd:documentation source="http://www.FpML.org" xml:lang="en">
          The non-business date will be adjusted to the first preceding
          day that is a business day unless that day falls in the
          previous calendar month, in which case that date will be the
          first following day that us a business day.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:enumeration>
    <xsd:enumeration value="NONE">
      <xsd:annotation>
        <xsd:documentation source="http://www.FpML.org" xml:lang="en">
          The date will not be adjusted if it falls on a day that is
          not a business day.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:enumeration>
    <xsd:enumeration value="NotApplicable">
      <xsd:annotation>
        <xsd:documentation source="http://www.FpML.org" xml:lang="en">
          The date adjustments conventions are defined elsewhere, so it
          is not required to specify them here.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:enumeration>
  </xsd:restriction>
</xsd:simpleType>

CalculationAgentPartyEnum

Description:

The specification of how a calculation agent will be determined.

Used by:

CalculationAgent/calculationAgentParty

Schema Fragment:

<xsd:simpleType name="CalculationAgentPartyEnum">
  <xsd:annotation>
    <xsd:documentation source="http://www.FpML.org" xml:lang="en">
      The specification of how a calculation agent will be determined.
    </xsd:documentation>
  </xsd:annotation>
  <xsd:restriction base="xsd:token">
    <xsd:enumeration value="ExercisingParty">
      <xsd:annotation>
        <xsd:documentation source="http://www.FpML.org" xml:lang="en">
          The party that gives notice of exercise. Per 2000 ISDA
          Definitions, Section 11.1. Parties, paragraph (d).
        </xsd:documentation>
      </xsd:annotation>
    </xsd:enumeration>
    <xsd:enumeration value="NonExercisingParty">
      <xsd:annotation>
        <xsd:documentation source="http://www.FpML.org" xml:lang="en">
          The party that is given notice of exercise. Per 2000 ISDA
          Definitions, Section 11.1. Parties, paragraph (e).
        </xsd:documentation>
      </xsd:annotation>
    </xsd:enumeration>
    <xsd:enumeration value="AsSpecifiedInMasterAgreement">
      <xsd:annotation>
        <xsd:documentation source="http://www.FpML.org" xml:lang="en">
          The Calculation Agent is determined by reference to the
          relevant master agreement.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:enumeration>
  </xsd:restriction>
</xsd:simpleType>

CommissionDenominationEnum

Description:

The unit in which a commission is denominated.

Used by:

Commission/commissionDenomination

Schema Fragment:

<xsd:simpleType name="CommissionDenominationEnum">
  <xsd:annotation>
    <xsd:documentation source="http://www.FpML.org" xml:lang="en">
      The unit in which a commission is denominated.
    </xsd:documentation>
  </xsd:annotation>
  <xsd:restriction base="xsd:token">
    <xsd:enumeration value="BPS">
      <xsd:annotation>
        <xsd:documentation source="http://www.FpML.org" xml:lang="en">
          The commission is expressed in basis points, in reference to
          the price referenced in the document.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:enumeration>
    <xsd:enumeration value="Percentage">
      <xsd:annotation>
        <xsd:documentation source="http://www.FpML.org" xml:lang="en">
          The commission is expressed as a percentage of the gross
          price referenced in the document.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:enumeration>
    <xsd:enumeration value="CentsPerShare">
      <xsd:annotation>
        <xsd:documentation source="http://www.FpML.org" xml:lang="en">
          The commission is expressed in cents per share.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:enumeration>
    <xsd:enumeration value="FixedAmount">
      <xsd:annotation>
        <xsd:documentation source="http://www.FpML.org" xml:lang="en">
          The commission is expressed as a absolute amount.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:enumeration>
  </xsd:restriction>
</xsd:simpleType>

CompoundingMethodEnum

Description:

The compounding calculation method

Used by:

Schema Fragment:

<xsd:simpleType name="CompoundingMethodEnum">
  <xsd:annotation>
    <xsd:documentation source="http://www.FpML.org" xml:lang="en">
      The compounding calculation method
    </xsd:documentation>
  </xsd:annotation>
  <xsd:restriction base="xsd:token">
    <xsd:enumeration value="Flat">
      <xsd:annotation>
        <xsd:documentation source="http://www.FpML.org" xml:lang="en">
          Flat compounding. Compounding excludes the spread. Note that
          the first compounding period has it's interest calculated
          including any spread then subsequent periods compound this at
          a rate excluding the spread.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:enumeration>
    <xsd:enumeration value="None">
      <xsd:annotation>
        <xsd:documentation source="http://www.FpML.org" xml:lang="en">
          No compounding is to be applied.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:enumeration>
    <xsd:enumeration value="Straight">
      <xsd:annotation>
        <xsd:documentation source="http://www.FpML.org" xml:lang="en">
          Straight compounding. Compounding includes the spread.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:enumeration>
  </xsd:restriction>
</xsd:simpleType>

DayTypeEnum

Description:

A day type classification used in counting the number of days between two dates.

Used by:

Offset/dayType

Schema Fragment:

<xsd:simpleType name="DayTypeEnum">
  <xsd:annotation>
    <xsd:documentation source="http://www.FpML.org" xml:lang="en">
      A day type classification used in counting the number of days
      between two dates.
    </xsd:documentation>
  </xsd:annotation>
  <xsd:restriction base="xsd:token">
    <xsd:enumeration value="Business">
      <xsd:annotation>
        <xsd:documentation source="http://www.FpML.org" xml:lang="en">
          When calculating the number of days between two dates the
          count includes only business days.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:enumeration>
    <xsd:enumeration value="Calendar">
      <xsd:annotation>
        <xsd:documentation source="http://www.FpML.org" xml:lang="en">
          When calculating the number of days between two dates the
          count includes all calendar days.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:enumeration>
    <xsd:enumeration value="CurrencyBusiness">
      <xsd:annotation>
        <xsd:documentation source="http://www.FpML.org" xml:lang="en">
          When calculating the number of days between two dates the
          count includes only currency business days.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:enumeration>
    <xsd:enumeration value="ExchangeBusiness">
      <xsd:annotation>
        <xsd:documentation source="http://www.FpML.org" xml:lang="en">
          When calculating the number of days between two dates the
          count includes only stock exchange business days.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:enumeration>
    <xsd:enumeration value="ScheduledTradingDay">
      <xsd:annotation>
        <xsd:documentation source="http://www.FpML.org" xml:lang="en">
          When calculating the number of days between two dates the
          count includes only scheduled trading days.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:enumeration>
  </xsd:restriction>
</xsd:simpleType>

DifferenceSeverityEnum

Description:

The ISDA defined value indicating the severity of a difference.

Used by:

TradeDifference/differenceSeverity

Schema Fragment:

<xsd:simpleType name="DifferenceSeverityEnum">
  <xsd:annotation>
    <xsd:documentation source="http://www.FpML.org" xml:lang="en">
      The ISDA defined value indicating the severity of a difference.
    </xsd:documentation>
  </xsd:annotation>
  <xsd:restriction base="xsd:token">
    <xsd:enumeration value="Warning"/>
    <xsd:enumeration value="Error"/>
  </xsd:restriction>
</xsd:simpleType>

DifferenceTypeEnum

Description:

The ISDA defined value indicating the nature of a difference.

Used by:

TradeDifference/differenceType

Schema Fragment:

<xsd:simpleType name="DifferenceTypeEnum">
  <xsd:annotation>
    <xsd:documentation source="http://www.FpML.org" xml:lang="en">
      The ISDA defined value indicating the nature of a difference.
    </xsd:documentation>
  </xsd:annotation>
  <xsd:restriction base="xsd:token">
    <xsd:enumeration value="Value"/>
    <xsd:enumeration value="Reference"/>
    <xsd:enumeration value="Structure"/>
    <xsd:enumeration value="Scheme"/>
  </xsd:restriction>
</xsd:simpleType>

DiscountingTypeEnum

Description:

The method of calculating discounted payment amounts

Used by:

Discounting/discountingType

Schema Fragment:

<xsd:simpleType name="DiscountingTypeEnum">
  <xsd:annotation>
    <xsd:documentation source="http://www.FpML.org" xml:lang="en">
      The method of calculating discounted payment amounts
    </xsd:documentation>
  </xsd:annotation>
  <xsd:restriction base="xsd:token">
    <xsd:enumeration value="Standard">
      <xsd:annotation>
        <xsd:documentation source="http://www.FpML.org" xml:lang="en">
          Per ISDA 2000 Definitions, Section 8.4. Discounting,
          paragraph (a)
        </xsd:documentation>
      </xsd:annotation>
    </xsd:enumeration>
    <xsd:enumeration value="FRA">
      <xsd:annotation>
        <xsd:documentation source="http://www.FpML.org" xml:lang="en">
          Per ISDA 2000 Definitions, Section 8.4. Discounting,
          paragraph (b)
        </xsd:documentation>
      </xsd:annotation>
    </xsd:enumeration>
  </xsd:restriction>
</xsd:simpleType>

DividendAmountTypeEnum

Description:

Refers to one on the 3 Amounts

Used by:

Schema Fragment:

<xsd:simpleType name="DividendAmountTypeEnum">
  <xsd:annotation>
    <xsd:documentation source="http://www.FpML.org" xml:lang="en">
      Refers to one on the 3 Amounts
    </xsd:documentation>
  </xsd:annotation>
  <xsd:restriction base="xsd:token">
    <xsd:enumeration value="RecordAmount">
      <xsd:annotation>
        <xsd:documentation source="http://www.FpML.org" xml:lang="en">
          100% of the gross cash dividend per Share paid over record
          date during relevant Dividend Period
        </xsd:documentation>
      </xsd:annotation>
    </xsd:enumeration>
    <xsd:enumeration value="ExAmount">
      <xsd:annotation>
        <xsd:documentation source="http://www.FpML.org" xml:lang="en">
          100% of gross cash dividend per Share paid after the Ex Div
          date during relevant Dividend Period.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:enumeration>
    <xsd:enumeration value="PaidAmount">
      <xsd:annotation>
        <xsd:documentation source="http://www.FpML.org" xml:lang="en">
          100% of gross cash dividend per Share paid during relevant
          Dividend Period.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:enumeration>
    <xsd:enumeration value="AsSpecifiedInMasterConfirmation">
      <xsd:annotation>
        <xsd:documentation source="http://www.FpML.org" xml:lang="en">
          The Amount is determined as provided in the relevant Master
          Confirmation.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:enumeration>
  </xsd:restriction>
</xsd:simpleType>

DividendDateReferenceEnum

Description:

The reference to a dividend date.

Used by:

DividendPaymentDate/dividendDateReference

Schema Fragment:

<xsd:simpleType name="DividendDateReferenceEnum">
  <xsd:annotation>
    <xsd:documentation source="http://www.FpML.org" xml:lang="en">
      The reference to a dividend date.
    </xsd:documentation>
  </xsd:annotation>
  <xsd:restriction base="xsd:token">
    <xsd:enumeration value="ExDate">
      <xsd:annotation>
        <xsd:documentation source="http://www.FpML.org" xml:lang="en">
          Date on which a holder of the security is entitled to the
          dividend.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:enumeration>
    <xsd:enumeration value="DividendPaymentDate">
      <xsd:annotation>
        <xsd:documentation source="http://www.FpML.org" xml:lang="en">
          Date on which the dividend will be paid by the issuer.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:enumeration>
    <xsd:enumeration value="RecordDate">
      <xsd:annotation>
        <xsd:documentation source="http://www.FpML.org" xml:lang="en">
          Date on which the dividend will be recorded in the books of
          the paying agent.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:enumeration>
    <xsd:enumeration value="TerminationDate">
      <xsd:annotation>
        <xsd:documentation source="http://www.FpML.org" xml:lang="en">
          Termination date of the swap.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:enumeration>
    <xsd:enumeration value="EquityPaymentDate">
      <xsd:annotation>
        <xsd:documentation source="http://www.FpML.org" xml:lang="en">
          Equity payment date of the swap.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:enumeration>
    <xsd:enumeration value="FollowingPaymentDate">
      <xsd:annotation>
        <xsd:documentation source="http://www.FpML.org" xml:lang="en">
          The next payment date of the swap.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:enumeration>
    <xsd:enumeration value="AdHocDate">
      <xsd:annotation>
        <xsd:documentation source="http://www.FpML.org" xml:lang="en">
          The dividend date will be specified ad hoc by the parties,
          typically on the dividend ex-date
        </xsd:documentation>
      </xsd:annotation>
    </xsd:enumeration>
    <xsd:enumeration value="CumulativeEquityPaid">
      <xsd:annotation>
        <xsd:documentation source="http://www.FpML.org" xml:lang="en">
          Total of paid dividends, paid on next following Cash
          Settlement Payment Date, which is immediately following the
          Dividend Period during which the dividend is paid by the
          Issuer to the holders of record of a Share.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:enumeration>
    <xsd:enumeration value="CumulativeLiborPaid">
      <xsd:annotation>
        <xsd:documentation source="http://www.FpML.org" xml:lang="en">
          Total of paid dividends, paid on next following Payment Date,
          which is immediately following the Dividend Period during
          which the dividend is paid by the Issuer to the holders of
          record of a Share.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:enumeration>
    <xsd:enumeration value="CumulativeEquityExDiv">
      <xsd:annotation>
        <xsd:documentation source="http://www.FpML.org" xml:lang="en">
          Total of dividends which go ex, paid on next following Cash
          Settlement Payment Date, which is immediately following the
          Dividend Period during which the Shares commence trading
          ex-dividend on the Exchange
        </xsd:documentation>
      </xsd:annotation>
    </xsd:enumeration>
    <xsd:enumeration value="CumulativeLiborExDiv">
      <xsd:annotation>
        <xsd:documentation source="http://www.FpML.org" xml:lang="en">
          Total of dividends which go ex, paid on next following
          Payment Date, which is immediately following the Dividend
          Period during which the Shares commence trading ex-dividend
          on the Exchange, or where the date on which the Shares
          commence trading ex-dividend is a Payment Date, such Payment
          Date.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:enumeration>
  </xsd:restriction>
</xsd:simpleType>

DividendEntitlementEnum

Description:

The date on which the receiver of the equity return is entitled to the dividend.

Used by:

DividendConditions/dividendEntitlement

Schema Fragment:

<xsd:simpleType name="DividendEntitlementEnum">
  <xsd:annotation>
    <xsd:documentation source="http://www.FpML.org" xml:lang="en">
      The date on which the receiver of the equity return is entitled
      to the dividend.
    </xsd:documentation>
  </xsd:annotation>
  <xsd:restriction base="xsd:token">
    <xsd:enumeration value="ExDate">
      <xsd:annotation>
        <xsd:documentation source="http://www.FpML.org" xml:lang="en">
          Dividend entitlement is on the dividend ex-date.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:enumeration>
    <xsd:enumeration value="RecordDate">
      <xsd:annotation>
        <xsd:documentation source="http://www.FpML.org" xml:lang="en">
          Dividend entitlement is on the dividend record date.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:enumeration>
  </xsd:restriction>
</xsd:simpleType>

DividendPeriodEnum

Description:

Defines the First Period or the Second Period, as specified in the 2002 ISDA Equity Derivatives Definitions.

Used by:

DividendConditions/dividendPeriod

Schema Fragment:

<xsd:simpleType name="DividendPeriodEnum">
  <xsd:annotation>
    <xsd:documentation source="http://www.FpML.org" xml:lang="en">
      Defines the First Period or the Second Period, as specified in
      the 2002 ISDA Equity Derivatives Definitions.
    </xsd:documentation>
  </xsd:annotation>
  <xsd:restriction base="xsd:token">
    <xsd:enumeration value="FirstPeriod">
      <xsd:annotation>
        <xsd:documentation source="http://www.FpML.org" xml:lang="en">
          "First Period" per the 2002 ISDA Equity Derivatives
          Definitions will apply.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:enumeration>
    <xsd:enumeration value="SecondPeriod">
      <xsd:annotation>
        <xsd:documentation source="http://www.FpML.org" xml:lang="en">
          "Second Period" per the 2002 ISDA Equity Derivatives
          Definitions will apply.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:enumeration>
  </xsd:restriction>
</xsd:simpleType>

ExerciseStyleEnum

Description:

The specification of how an OTC option will be exercised.

Used by:

Schema Fragment:

<xsd:simpleType name="ExerciseStyleEnum">
  <xsd:annotation>
    <xsd:documentation source="http://www.FpML.org" xml:lang="en">
      The specification of how an OTC option will be exercised.
    </xsd:documentation>
  </xsd:annotation>
  <xsd:restriction base="xsd:token">
    <xsd:enumeration value="American">
      <xsd:annotation>
        <xsd:documentation source="http://www.FpML.org" xml:lang="en">
          Option can be exercised on any date up to the expiry date.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:enumeration>
    <xsd:enumeration value="Bermuda">
      <xsd:annotation>
        <xsd:documentation source="http://www.FpML.org" xml:lang="en">
          Option can be exercised on specified dates up to the expiry
          date.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:enumeration>
    <xsd:enumeration value="European">
      <xsd:annotation>
        <xsd:documentation source="http://www.FpML.org" xml:lang="en">
          Option can only be exercised on the expiry date.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:enumeration>
  </xsd:restriction>
</xsd:simpleType>

FraDiscountingEnum

Description:

The method of FRA discounting, if any, that will apply.

Used by:

Fra/fraDiscounting

Schema Fragment:

<xsd:simpleType name="FraDiscountingEnum">
  <xsd:annotation>
    <xsd:documentation source="http://www.FpML.org" xml:lang="en">
      The method of FRA discounting, if any, that will apply.
    </xsd:documentation>
  </xsd:annotation>
  <xsd:restriction base="xsd:token">
    <xsd:enumeration value="ISDA">
      <xsd:annotation>
        <xsd:documentation source="http://www.FpML.org" xml:lang="en">
          "FRA Discounting" per the ISDA Definitions will apply.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:enumeration>
    <xsd:enumeration value="AFMA">
      <xsd:annotation>
        <xsd:documentation source="http://www.FpML.org" xml:lang="en">
          FRA discounting per the Australian Financial Markets
          Association (AFMA) OTC Financial Product Conventions will
          apply.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:enumeration>
    <xsd:enumeration value="NONE">
      <xsd:annotation>
        <xsd:documentation source="http://www.FpML.org" xml:lang="en">
          No discounting will apply.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:enumeration>
  </xsd:restriction>
</xsd:simpleType>

FrequencyTypeEnum

Description:

The schedule frequency type

Used by:

EquitySchedule/frequencyType

Schema Fragment:

<xsd:simpleType name="FrequencyTypeEnum">
  <xsd:annotation>
    <xsd:documentation source="http://www.FpML.org" xml:lang="en">
      The schedule frequency type
    </xsd:documentation>
    <xsd:documentation source="http://www.FpML.org" xml:lang="de">
      Art der Zahlungsfrequenz laut Zeitplan.
    </xsd:documentation>
  </xsd:annotation>
  <xsd:restriction base="xsd:token">
    <xsd:enumeration value="Day">
      <xsd:annotation>
        <xsd:documentation source="http://www.FpML.org" xml:lang="en">
          Day is the unit of frequency.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:enumeration>
    <xsd:enumeration value="Business">
      <xsd:annotation>
        <xsd:documentation source="http://www.FpML.org" xml:lang="en">
          TBD
        </xsd:documentation>
      </xsd:annotation>
    </xsd:enumeration>
  </xsd:restriction>
</xsd:simpleType>

FxBarrierTypeEnum

Description:

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.

Used by:

FxBarrier/fxBarrierType

Schema Fragment:

<xsd:simpleType name="FxBarrierTypeEnum">
  <xsd:annotation>
    <xsd:documentation source="http://www.FpML.org" xml:lang="en">
      The specification of whether a barrier within an FX OTC option is
      a knockin or knockout, as well as whether it is a standard
      barrier or a reverse barrier.
    </xsd:documentation>
  </xsd:annotation>
  <xsd:restriction base="xsd:token">
    <xsd:enumeration value="Knockin">
      <xsd:annotation>
        <xsd:documentation source="http://www.FpML.org" xml:lang="en">
          Option exists once the barrier is hit. The trigger rate is
          out-of-the money in relation to the strike rate.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:enumeration>
    <xsd:enumeration value="Knockout">
      <xsd:annotation>
        <xsd:documentation source="http://www.FpML.org" xml:lang="en">
          Option ceases to exist once the barrier is hit. The trigger
          rate is out-of the-money in relation to the strike rate.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:enumeration>
    <xsd:enumeration value="ReverseKnockin">
      <xsd:annotation>
        <xsd:documentation source="http://www.FpML.org" xml:lang="en">
          Option exists once the barrier is hit. The trigger rate is
          in-the money in relation to the strike rate.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:enumeration>
    <xsd:enumeration value="ReverseKnockout">
      <xsd:annotation>
        <xsd:documentation source="http://www.FpML.org" xml:lang="en">
          Option ceases to exist once the barrier is hit. The trigger
          rate is in-the money in relation to the strike rate.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:enumeration>
  </xsd:restriction>
</xsd:simpleType>

IndexEventConsequenceEnum

Description:

The specification of the consequences of Index Events.

Used by:

Schema Fragment:

<xsd:simpleType name="IndexEventConsequenceEnum">
  <xsd:annotation>
    <xsd:documentation source="http://www.FpML.org" xml:lang="en">
      The specification of the consequences of Index Events.
    </xsd:documentation>
  </xsd:annotation>
  <xsd:restriction base="xsd:token">
    <xsd:enumeration value="CalculationAgentAdjustment">
      <xsd:annotation>
        <xsd:documentation source="http://www.FpML.org" xml:lang="en">
          Calculation Agent Adjustment
        </xsd:documentation>
      </xsd:annotation>
    </xsd:enumeration>
    <xsd:enumeration value="NegotiatedCloseOut">
      <xsd:annotation>
        <xsd:documentation source="http://www.FpML.org" xml:lang="en">
          Negotiated Close Out
        </xsd:documentation>
      </xsd:annotation>
    </xsd:enumeration>
    <xsd:enumeration value="CancellationAndPayment">
      <xsd:annotation>
        <xsd:documentation source="http://www.FpML.org" xml:lang="en">
          Cancellation and Payment
        </xsd:documentation>
      </xsd:annotation>
    </xsd:enumeration>
  </xsd:restriction>
</xsd:simpleType>

LengthUnitEnum

Description:

Used for indicating the length unit in the Resource type.

Used by:

ResourceLength/lengthUnit

Schema Fragment:

<xsd:simpleType name="LengthUnitEnum">
  <xsd:annotation>
    <xsd:documentation source="http://www.FpML.org" xml:lang="en">
      Used for indicating the length unit in the Resource type.
    </xsd:documentation>
  </xsd:annotation>
  <xsd:restriction base="xsd:token">
    <xsd:enumeration value="Pages"/>
    <xsd:enumeration value="TimeUnit"/>
  </xsd:restriction>
</xsd:simpleType>

MethodOfAdjustmentEnum

Description:

Defines how adjustments will be made to the contract should one or more of the extraordinary events occur.

Used by:

Schema Fragment:

<xsd:simpleType name="MethodOfAdjustmentEnum">
  <xsd:annotation>
    <xsd:documentation source="http://www.FpML.org" xml:lang="en">
      Defines how adjustments will be made to the contract should one
      or more of the extraordinary events occur.
    </xsd:documentation>
  </xsd:annotation>
  <xsd:restriction base="xsd:token">
    <xsd:enumeration value="CalculationAgent">
      <xsd:annotation>
        <xsd:documentation source="http://www.FpML.org" xml:lang="en">
          The Calculation Agent has the right to adjust the terms of
          the trade following a corporate action.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:enumeration>
    <xsd:enumeration value="OptionsExchange">
      <xsd:annotation>
        <xsd:documentation source="http://www.FpML.org" xml:lang="en">
          The trade will be adjusted in accordance with any adjustment
          made by the exchange on which options on the underlying are
          listed.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:enumeration>
  </xsd:restriction>
</xsd:simpleType>

NationalisationOrInsolvencyOrDelistingEventEnum

Description:

Defines the consequences of nationalisation, insolvency and delisting events relating to the underlying.

Used by:

Schema Fragment:

<xsd:simpleType name="NationalisationOrInsolvencyOrDelistingEventEnum">
  <xsd:annotation>
    <xsd:documentation source="http://www.FpML.org" xml:lang="en">
      Defines the consequences of nationalisation, insolvency and
      delisting events relating to the underlying.
    </xsd:documentation>
  </xsd:annotation>
  <xsd:restriction base="xsd:token">
    <xsd:enumeration value="NegotiatedCloseout">
      <xsd:annotation>
        <xsd:documentation source="http://www.FpML.org" xml:lang="en">
          The parties may, but are not obliged, to terminate the
          transaction on mutually acceptable terms and if the terms are
          not agreed then the transaction continues.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:enumeration>
    <xsd:enumeration value="CancellationAndPayment">
      <xsd:annotation>
        <xsd:documentation source="http://www.FpML.org" xml:lang="en">
          The trade is terminated.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:enumeration>
  </xsd:restriction>
</xsd:simpleType>

NegativeInterestRateTreatmentEnum

Description:

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).

Used by:

FloatingRateCalculation/negativeInterestRateTreatment

Schema Fragment:

<xsd:simpleType name="NegativeInterestRateTreatmentEnum">
  <xsd:annotation>
    <xsd:documentation source="http://www.FpML.org" xml:lang="en">
      The method of calculating payment obligations when a floating
      rate is negative (either due to a quoted negative floating rate
      or by operation of a spread that is subtracted from the floating
      rate).
    </xsd:documentation>
  </xsd:annotation>
  <xsd:restriction base="xsd:token">
    <xsd:enumeration value="NegativeInterestRateMethod">
      <xsd:annotation>
        <xsd:documentation source="http://www.FpML.org" xml:lang="en">
          Negative Interest Rate Method. Per 2000 ISDA Definitions,
          Section 6.4 Negative Interest Rates, paragraphs (b) and (c).
        </xsd:documentation>
      </xsd:annotation>
    </xsd:enumeration>
    <xsd:enumeration value="ZeroInterestRateMethod">
      <xsd:annotation>
        <xsd:documentation source="http://www.FpML.org" xml:lang="en">
          Zero Interest Rate Method. Per 2000 ISDA Definitions, Section
          6.4. Negative Interest Rates, paragraphs (d) and (e).
        </xsd:documentation>
      </xsd:annotation>
    </xsd:enumeration>
  </xsd:restriction>
</xsd:simpleType>

NotionalAdjustmentEnum

Description:

The conditions that govern the adjustment to the number of units of the equity swap.

Used by:

Schema Fragment:

<xsd:simpleType name="NotionalAdjustmentEnum">
  <xsd:annotation>
    <xsd:documentation source="http://www.FpML.org" xml:lang="en">
      The conditions that govern the adjustment to the number of units
      of the equity swap.
    </xsd:documentation>
  </xsd:annotation>
  <xsd:restriction base="xsd:token">
    <xsd:enumeration value="Execution">
      <xsd:annotation>
        <xsd:documentation source="http://www.FpML.org" xml:lang="en">
          The adjustments to the number of units are governed by an
          execution clause.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:enumeration>
    <xsd:enumeration value="PortfolioRebalancing">
      <xsd:annotation>
        <xsd:documentation source="http://www.FpML.org" xml:lang="en">
          The adjustments to the number of units are governed by a
          portfolio rebalancing clause.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:enumeration>
    <xsd:enumeration value="Standard">
      <xsd:annotation>
        <xsd:documentation source="http://www.FpML.org" xml:lang="en">
          The adjustments to the number of units are not governed by
          any specific clause.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:enumeration>
  </xsd:restriction>
</xsd:simpleType>

ObligationCategoryEnum

Description:

Used in both the obligations and deliverable obligations of the credit default swap to represent a class or type of securities which apply.

Used by:

Schema Fragment:

<xsd:simpleType name="ObligationCategoryEnum">
  <xsd:annotation>
    <xsd:documentation source="http://www.FpML.org" xml:lang="en">
      Used in both the obligations and deliverable obligations of the
      credit default swap to represent a class or type of securities
      which apply.
    </xsd:documentation>
  </xsd:annotation>
  <xsd:restriction base="xsd:token">
    <xsd:enumeration value="Payment">
      <xsd:annotation>
        <xsd:documentation source="http://www.FpML.org" xml:lang="en">
          ISDA term "Payment".
        </xsd:documentation>
      </xsd:annotation>
    </xsd:enumeration>
    <xsd:enumeration value="BorrowedMoney">
      <xsd:annotation>
        <xsd:documentation source="http://www.FpML.org" xml:lang="en">
          ISDA term "Borrowed Money".
        </xsd:documentation>
      </xsd:annotation>
    </xsd:enumeration>
    <xsd:enumeration value="ReferenceObligationsOnly">
      <xsd:annotation>
        <xsd:documentation source="http://www.FpML.org" xml:lang="en">
          ISDA term "Reference Obligations Only".
        </xsd:documentation>
      </xsd:annotation>
    </xsd:enumeration>
    <xsd:enumeration value="Bond">
      <xsd:annotation>
        <xsd:documentation source="http://www.FpML.org" xml:lang="en">
          ISDA term "Bond".
        </xsd:documentation>
      </xsd:annotation>
    </xsd:enumeration>
    <xsd:enumeration value="Loan">
      <xsd:annotation>
        <xsd:documentation source="http://www.FpML.org" xml:lang="en">
          ISDA term "Loan".
        </xsd:documentation>
      </xsd:annotation>
    </xsd:enumeration>
    <xsd:enumeration value="BondOrLoan">
      <xsd:annotation>
        <xsd:documentation source="http://www.FpML.org" xml:lang="en">
          ISDA term "Bond or Loan".
        </xsd:documentation>
      </xsd:annotation>
    </xsd:enumeration>
  </xsd:restriction>
</xsd:simpleType>

OptionTypeEnum

Description:

Specifies whether the option is a call or a put.

Used by:

EquityDerivativeBase/optionType

Schema Fragment:

<xsd:simpleType name="OptionTypeEnum">
  <xsd:annotation>
    <xsd:documentation source="http://www.FpML.org" xml:lang="en">
      Specifies whether the option is a call or a put.
    </xsd:documentation>
  </xsd:annotation>
  <xsd:restriction base="xsd:token">
    <xsd:enumeration value="Call">
      <xsd:annotation>
        <xsd:documentation source="http://www.FpML.org" xml:lang="en">
          A call option gives the holder the right to buy the
          underlying asset by a certain date for a certain price.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:enumeration>
    <xsd:enumeration value="Forward">
      <xsd:annotation>
        <xsd:documentation source="http://www.FpML.org" xml:lang="en">
          A forward contract is an agreement to buy or sell the
          underlying asset at a certain future time for a certain
          price.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:enumeration>
    <xsd:enumeration value="Put">
      <xsd:annotation>
        <xsd:documentation source="http://www.FpML.org" xml:lang="en">
          A put option gives the holder the right to sell the
          underlying asset by a certain date for a certain price.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:enumeration>
  </xsd:restriction>
</xsd:simpleType>

PayerReceiverEnum

Description:

The specification of an interest rate stream payer or receiver party.

Used by:

Derived Types:

IdentifiedPayerReceiver

Schema Fragment:

<xsd:simpleType name="PayerReceiverEnum">
  <xsd:annotation>
    <xsd:documentation source="http://www.FpML.org" xml:lang="en">
      The specification of an interest rate stream payer or receiver
      party.
    </xsd:documentation>
  </xsd:annotation>
  <xsd:restriction base="xsd:token">
    <xsd:enumeration value="Payer">
      <xsd:annotation>
        <xsd:documentation source="http://www.FpML.org" xml:lang="en">
          The party identified as the stream payer.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:enumeration>
    <xsd:enumeration value="Receiver">
      <xsd:annotation>
        <xsd:documentation source="http://www.FpML.org" xml:lang="en">
          The party identified as the stream receiver.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:enumeration>
  </xsd:restriction>
</xsd:simpleType>

PayoutEnum

Description:

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.

Used by:

FxOptionPayout/payoutStyle

Schema Fragment:

<xsd:simpleType name="PayoutEnum">
  <xsd:annotation>
    <xsd:documentation source="http://www.FpML.org" xml:lang="en">
      The specification of how an FX OTC option with a trigger payout
      will be paid if the trigger condition is met. The contract will
      specify whether the payout will occur immediately or on the
      original value date of the option.
    </xsd:documentation>
  </xsd:annotation>
  <xsd:restriction base="xsd:token">
    <xsd:enumeration value="Deferred">
      <xsd:annotation>
        <xsd:documentation source="http://www.FpML.org" xml:lang="en">
          If the trigger is hit, the option payout will not be paid now
          but will be paid on the value date of the original option.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:enumeration>
    <xsd:enumeration value="Immediate">
      <xsd:annotation>
        <xsd:documentation source="http://www.FpML.org" xml:lang="en">
          If the trigger is hit, the option payout will be paid
          immediately (i.e., spot from the payout date).
        </xsd:documentation>
      </xsd:annotation>
    </xsd:enumeration>
  </xsd:restriction>
</xsd:simpleType>

PayRelativeToEnum

Description:

The specification of whether payments occur relative to the calculation period start or end date, or the reset date.

Used by:

PaymentDates/payRelativeTo

Schema Fragment:

<xsd:simpleType name="PayRelativeToEnum">
  <xsd:annotation>
    <xsd:documentation source="http://www.FpML.org" xml:lang="en">
      The specification of whether payments occur relative to the
      calculation period start or end date, or the reset date.
    </xsd:documentation>
  </xsd:annotation>
  <xsd:restriction base="xsd:token">
    <xsd:enumeration value="CalculationPeriodStartDate">
      <xsd:annotation>
        <xsd:documentation source="http://www.FpML.org" xml:lang="en">
          Payments will occur relative to the first day of each
          calculation period.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:enumeration>
    <xsd:enumeration value="CalculationPeriodEndDate">
      <xsd:annotation>
        <xsd:documentation source="http://www.FpML.org" xml:lang="en">
          Payments will occur relative to the last day of each
          calculation period.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:enumeration>
    <xsd:enumeration value="ResetDate">
      <xsd:annotation>
        <xsd:documentation source="http://www.FpML.org" xml:lang="en">
          Payments will occur relative to the reset date.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:enumeration>
  </xsd:restriction>
</xsd:simpleType>

PeriodEnum

Description:

The specification of a time period

Used by:

Interval/period

Schema Fragment:

<xsd:simpleType name="PeriodEnum">
  <xsd:annotation>
    <xsd:documentation source="http://www.FpML.org" xml:lang="en">
      The specification of a time period
    </xsd:documentation>
  </xsd:annotation>
  <xsd:restriction base="xsd:token">
    <xsd:enumeration value="D">
      <xsd:annotation>
        <xsd:documentation source="http://www.FpML.org" xml:lang="en">
          Day.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:enumeration>
    <xsd:enumeration value="W">
      <xsd:annotation>
        <xsd:documentation source="http://www.FpML.org" xml:lang="en">
          Week.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:enumeration>
    <xsd:enumeration value="M">
      <xsd:annotation>
        <xsd:documentation source="http://www.FpML.org" xml:lang="en">
          Month.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:enumeration>
    <xsd:enumeration value="Y">
      <xsd:annotation>
        <xsd:documentation source="http://www.FpML.org" xml:lang="en">
          Year.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:enumeration>
    <xsd:enumeration value="T">
      <xsd:annotation>
        <xsd:documentation source="http://www.FpML.org" xml:lang="en">
          Term.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:enumeration>
  </xsd:restriction>
</xsd:simpleType>

PremiumQuoteBasisEnum

Description:

The specification of how the premium for an FX OTC option is quoted.

Used by:

PremiumQuote/premiumQuoteBasis

Schema Fragment:

<xsd:simpleType name="PremiumQuoteBasisEnum">
  <xsd:annotation>
    <xsd:documentation source="http://www.FpML.org" xml:lang="en">
      The specification of how the premium for an FX OTC option is
      quoted.
    </xsd:documentation>
  </xsd:annotation>
  <xsd:restriction base="xsd:token">
    <xsd:enumeration value="PercentageOfCallCurrencyAmount">
      <xsd:annotation>
        <xsd:documentation source="http://www.FpML.org" xml:lang="en">
          Premium is quoted as a percentage of the callCurrencyAmount.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:enumeration>
    <xsd:enumeration value="PercentageOfPutCurrencyAmount">
      <xsd:annotation>
        <xsd:documentation source="http://www.FpML.org" xml:lang="en">
          Premium is quoted as a percentage of the putCurrencyAmount.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:enumeration>
    <xsd:enumeration value="CallCurrencyPerPutCurrency">
      <xsd:annotation>
        <xsd:documentation source="http://www.FpML.org" xml:lang="en">
          Premium is quoted in the call currency as a percentage of the
          put currency.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:enumeration>
    <xsd:enumeration value="PutCurrencyPerCallCurrency">
      <xsd:annotation>
        <xsd:documentation source="http://www.FpML.org" xml:lang="en">
          Premium is quoted in the put currency as a percentage of the
          call currency.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:enumeration>
    <xsd:enumeration value="Explicit">
      <xsd:annotation>
        <xsd:documentation source="http://www.FpML.org" xml:lang="en">
          Premium is quoted as an explicit amount.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:enumeration>
  </xsd:restriction>
</xsd:simpleType>

PremiumTypeEnum

Description:

Premium Type for Forward Start Equity Option

Used by:

EquityPremium/premiumType

Schema Fragment:

<xsd:simpleType name="PremiumTypeEnum">
  <xsd:annotation>
    <xsd:documentation source="http://www.FpML.org" xml:lang="en">
      Premium Type for Forward Start Equity Option
    </xsd:documentation>
  </xsd:annotation>
  <xsd:restriction base="xsd:token">
    <xsd:enumeration value="PrePaid">
      <xsd:annotation>
        <xsd:documentation source="http://www.FpML.org" xml:lang="en">
          TODO
        </xsd:documentation>
      </xsd:annotation>
    </xsd:enumeration>
    <xsd:enumeration value="PostPaid">
      <xsd:annotation>
        <xsd:documentation source="http://www.FpML.org" xml:lang="en">
          TODO
        </xsd:documentation>
      </xsd:annotation>
    </xsd:enumeration>
    <xsd:enumeration value="Variable">
      <xsd:annotation>
        <xsd:documentation source="http://www.FpML.org" xml:lang="en">
          TODO
        </xsd:documentation>
      </xsd:annotation>
    </xsd:enumeration>
    <xsd:enumeration value="Fixed">
      <xsd:annotation>
        <xsd:documentation source="http://www.FpML.org" xml:lang="en">
          TODO
        </xsd:documentation>
      </xsd:annotation>
    </xsd:enumeration>
  </xsd:restriction>
</xsd:simpleType>

PriceExpressionEnum

Description:

The mode of expression of a price.

Used by:

ActualPrice/priceExpression

Schema Fragment:

<xsd:simpleType name="PriceExpressionEnum">
  <xsd:annotation>
    <xsd:documentation source="http://www.FpML.org" xml:lang="en">
      The mode of expression of a price.
    </xsd:documentation>
  </xsd:annotation>
  <xsd:restriction base="xsd:token">
    <xsd:enumeration value="AbsoluteTerms">
      <xsd:annotation>
        <xsd:documentation source="http://www.FpML.org" xml:lang="en">
          The price is expressed as an absolute amount.>
        </xsd:documentation>
      </xsd:annotation>
    </xsd:enumeration>
    <xsd:enumeration value="PercentageOfNotional">
      <xsd:annotation>
        <xsd:documentation source="http://www.FpML.org" xml:lang="en">
          The price is expressed in percentage of the notional amount.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:enumeration>
  </xsd:restriction>
</xsd:simpleType>

QuotationRateTypeEnum

Description:

The specification of the type of quotation rate to be obtained from each cash settlement reference bank.

Used by:

Schema Fragment:

<xsd:simpleType name="QuotationRateTypeEnum">
  <xsd:annotation>
    <xsd:documentation source="http://www.FpML.org" xml:lang="en">
      The specification of the type of quotation rate to be obtained
      from each cash settlement reference bank.
    </xsd:documentation>
  </xsd:annotation>
  <xsd:restriction base="xsd:token">
    <xsd:enumeration value="Bid">
      <xsd:annotation>
        <xsd:documentation source="http://www.FpML.org" xml:lang="en">
          A bid rate.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:enumeration>
    <xsd:enumeration value="Ask">
      <xsd:annotation>
        <xsd:documentation source="http://www.FpML.org" xml:lang="en">
          An ask rate.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:enumeration>
    <xsd:enumeration value="Mid">
      <xsd:annotation>
        <xsd:documentation source="http://www.FpML.org" xml:lang="en">
          A mid-market rate.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:enumeration>
    <xsd:enumeration value="ExercisingPartyPays">
      <xsd:annotation>
        <xsd:documentation source="http://www.FpML.org" xml:lang="en">
          If optional early termination is applicable to a swap
          transaction, the rate, which may be a bid or ask rate, which
          would result, if seller is in-the-money, in the higher
          absolute value of the cash settlement amount, or, is seller
          is out-of-the-money, in the lower absolute value of the cash
          settlement amount.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:enumeration>
  </xsd:restriction>
</xsd:simpleType>

QuotationSideEnum

Description:

The side from which perspective a value is quoted.

Used by:

Schema Fragment:

<xsd:simpleType name="QuotationSideEnum">
  <xsd:annotation>
    <xsd:documentation source="http://www.FpML.org" xml:lang="en">
      The side from which perspective a value is quoted.
    </xsd:documentation>
  </xsd:annotation>
  <xsd:restriction base="xsd:token">
    <xsd:enumeration value="Bid">
      <xsd:annotation>
        <xsd:documentation source="http://www.FpML.org" xml:lang="en">
          A value "bid" by a buyer for an asset, i.e. the value a buyer
          is willing to pay.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:enumeration>
    <xsd:enumeration value="Ask">
      <xsd:annotation>
        <xsd:documentation source="http://www.FpML.org" xml:lang="en">
          A value "asked" by a seller for an asset, i.e. the value at
          which a seller is willing to sell.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:enumeration>
    <xsd:enumeration value="Mid">
      <xsd:annotation>
        <xsd:documentation source="http://www.FpML.org" xml:lang="en">
          A value midway between the bid and the ask value.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:enumeration>
  </xsd:restriction>
</xsd:simpleType>

QuoteBasisEnum

Description:

How an exchange rate is quoted.

Used by:

QuotedCurrencyPair/quoteBasis

Schema Fragment:

<xsd:simpleType name="QuoteBasisEnum">
  <xsd:annotation>
    <xsd:documentation source="http://www.FpML.org" xml:lang="en">
      How an exchange rate is quoted.
    </xsd:documentation>
  </xsd:annotation>
  <xsd:restriction base="xsd:token">
    <xsd:enumeration value="Currency1PerCurrency2">
      <xsd:annotation>
        <xsd:documentation source="http://www.FpML.org" xml:lang="en">
          The amount of currency1 for one unit of currency2
        </xsd:documentation>
      </xsd:annotation>
    </xsd:enumeration>
    <xsd:enumeration value="Currency2PerCurrency1">
      <xsd:annotation>
        <xsd:documentation source="http://www.FpML.org" xml:lang="en">
          The amount of currency2 for one unit of currency1
        </xsd:documentation>
      </xsd:annotation>
    </xsd:enumeration>
  </xsd:restriction>
</xsd:simpleType>

RateTreatmentEnum

Description:

The specification of methods for converting rates from one basis to another.

Used by:

FloatingRate/rateTreatment

Schema Fragment:

<xsd:simpleType name="RateTreatmentEnum">
  <xsd:annotation>
    <xsd:documentation source="http://www.FpML.org" xml:lang="en">
      The specification of methods for converting rates from one basis
      to another.
    </xsd:documentation>
  </xsd:annotation>
  <xsd:restriction base="xsd:token">
    <xsd:enumeration value="BondEquivalentYield">
      <xsd:annotation>
        <xsd:documentation source="http://www.FpML.org" xml:lang="en">
          Bond Equivalent Yield. Per Annex to the 2000 ISDA Definitions
          (June 2000 Version), Section 7.3. Certain General Definitions
          Relating to Floating Rate Options, paragraph (g).
        </xsd:documentation>
      </xsd:annotation>
    </xsd:enumeration>
    <xsd:enumeration value="MoneyMarketYield">
      <xsd:annotation>
        <xsd:documentation source="http://www.FpML.org" xml:lang="en">
          Money Market Yield. Per Annex to the 2000 ISDA Definitions
          (June 2000 Version), Section 7.3. Certain General Definitions
          Relating to Floating Rate Options, paragraph (h).
        </xsd:documentation>
      </xsd:annotation>
    </xsd:enumeration>
  </xsd:restriction>
</xsd:simpleType>

ResetRelativeToEnum

Description:

The specification of whether resets occur relative to the first or last day of a calculation period.

Used by:

Schema Fragment:

<xsd:simpleType name="ResetRelativeToEnum">
  <xsd:annotation>
    <xsd:documentation source="http://www.FpML.org" xml:lang="en">
      The specification of whether resets occur relative to the first
      or last day of a calculation period.
    </xsd:documentation>
  </xsd:annotation>
  <xsd:restriction base="xsd:token">
    <xsd:enumeration value="CalculationPeriodStartDate">
      <xsd:annotation>
        <xsd:documentation source="http://www.FpML.org" xml:lang="en">
          Resets will occur relative to the first day of each
          calculation period.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:enumeration>
    <xsd:enumeration value="CalculationPeriodEndDate">
      <xsd:annotation>
        <xsd:documentation source="http://www.FpML.org" xml:lang="en">
          Resets will occur relative to the last day of each
          calculation period.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:enumeration>
  </xsd:restriction>
</xsd:simpleType>

ReturnTypeEnum

Description:

The type of return associated with the equity swap.

Used by:

Return/returnType

Schema Fragment:

<xsd:simpleType name="ReturnTypeEnum">
  <xsd:annotation>
    <xsd:documentation source="http://www.FpML.org" xml:lang="en">
      The type of return associated with the equity swap.
    </xsd:documentation>
  </xsd:annotation>
  <xsd:restriction base="xsd:token">
    <xsd:enumeration value="Dividend">
      <xsd:annotation>
        <xsd:documentation source="http://www.FpML.org" xml:lang="en">
          Dividend return swap.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:enumeration>
    <xsd:enumeration value="Price">
      <xsd:annotation>
        <xsd:documentation source="http://www.FpML.org" xml:lang="en">
          Price return swap.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:enumeration>
    <xsd:enumeration value="Total">
      <xsd:annotation>
        <xsd:documentation source="http://www.FpML.org" xml:lang="en">
          Total return swap.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:enumeration>
  </xsd:restriction>
</xsd:simpleType>

RollConventionEnum

Description:

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.

Used by:

Schema Fragment:

<xsd:simpleType name="RollConventionEnum">
  <xsd:annotation>
    <xsd:documentation source="http://www.FpML.org" xml:lang="en">
      The convention for determining the sequence of calculation period
      end dates. It is used in conjunction with a specified frequency
      and the regular period start date of a calculation period, e.g.
      semi-annual IMM roll dates.
    </xsd:documentation>
  </xsd:annotation>
  <xsd:restriction base="xsd:token">
    <xsd:enumeration value="EOM">
      <xsd:annotation>
        <xsd:documentation source="http://www.FpML.org" xml:lang="en">
          Rolls on month end dates irrespective of the length of the
          month and the previous roll day.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:enumeration>
    <xsd:enumeration value="FRN">
      <xsd:annotation>
        <xsd:documentation source="http://www.FpML.org" xml:lang="en">
          Roll days are determined according to the FRN Convention or
          Eurodollar Convention as described in ISDA 2000 definitions.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:enumeration>
    <xsd:enumeration value="IMM">
      <xsd:annotation>
        <xsd:documentation source="http://www.FpML.org" xml:lang="en">
          IMM Settlement Dates. The third Wednesday of the (delivery)
          month.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:enumeration>
    <xsd:enumeration value="IMMCAD">
      <xsd:annotation>
        <xsd:documentation source="http://www.FpML.org" xml:lang="en">
          The last trading day/expiration day of the Canadian
          Derivatives Exchange (Bourse de Montreal Inc) Three-month
          Canadian Bankers' Acceptance Futures (Ticker Symbol BAX). The
          second London banking day prior to the third Wednesday of the
          contract month. If the determined day is a Bourse or bank
          holiday in Montreal or Toronto, the last trading day shall be
          the previous bank business day. Per Canadian Derivatives
          Exchange BAX contract specification.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:enumeration>
    <xsd:enumeration value="SFE">
      <xsd:annotation>
        <xsd:documentation source="http://www.sfe.com.au" xml:lang="en">
          Sydney Futures Exchange 90-Day Bank Accepted Bill Futures
          Settlement Dates. The second Friday of the (delivery) month.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:enumeration>
    <xsd:enumeration value="NONE">
      <xsd:annotation>
        <xsd:documentation source="http://www.FpML.org" xml:lang="en">
          The roll convention is not required. For example, in the case
          of a daily calculation frequency.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:enumeration>
    <xsd:enumeration value="TBILL">
      <xsd:annotation>
        <xsd:documentation source="http://www.publicdebt.treas.gov" xml:lang="en">
          13-week and 26-week U.S. Treasury Bill Auction Dates. Each
          Monday except for U.S. (New York) holidays when it will occur
          on a Tuesday.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:enumeration>
    <xsd:enumeration value="1">
      <xsd:annotation>
        <xsd:documentation source="http://www.FpML.org" xml:lang="en">
          Rolls on the 1st day of the month.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:enumeration>
    <xsd:enumeration value="2">
      <xsd:annotation>
        <xsd:documentation source="http://www.FpML.org" xml:lang="en">
          Rolls on the 2nd day of the month.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:enumeration>
    <xsd:enumeration value="3">
      <xsd:annotation>
        <xsd:documentation source="http://www.FpML.org" xml:lang="en">
          Rolls on the 3rd day of the month.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:enumeration>
    <xsd:enumeration value="4">
      <xsd:annotation>
        <xsd:documentation source="http://www.FpML.org" xml:lang="en">
          Rolls on the 4th day of the month.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:enumeration>
    <xsd:enumeration value="5">
      <xsd:annotation>
        <xsd:documentation source="http://www.FpML.org" xml:lang="en">
          Rolls on the 4th day of the month.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:enumeration>
    <xsd:enumeration value="6">
      <xsd:annotation>
        <xsd:documentation source="http://www.FpML.org" xml:lang="en">
          Rolls on the 6th day of the month.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:enumeration>
    <xsd:enumeration value="7">
      <xsd:annotation>
        <xsd:documentation source="http://www.FpML.org" xml:lang="en">
          Rolls on the 7th day of the month.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:enumeration>
    <xsd:enumeration value="8">
      <xsd:annotation>
        <xsd:documentation source="http://www.FpML.org" xml:lang="en">
          Rolls on the 8th day of the month.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:enumeration>
    <xsd:enumeration value="9">
      <xsd:annotation>
        <xsd:documentation source="http://www.FpML.org" xml:lang="en">
          Rolls on the 9th day of the month.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:enumeration>
    <xsd:enumeration value="10">
      <xsd:annotation>
        <xsd:documentation source="http://www.FpML.org" xml:lang="en">
          Rolls on the 10th day of the month.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:enumeration>
    <xsd:enumeration value="11">
      <xsd:annotation>
        <xsd:documentation source="http://www.FpML.org" xml:lang="en">
          Rolls on the 11th day of the month.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:enumeration>
    <xsd:enumeration value="12">
      <xsd:annotation>
        <xsd:documentation source="http://www.FpML.org" xml:lang="en">
          Rolls on the 12th day of the month.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:enumeration>
    <xsd:enumeration value="13">
      <xsd:annotation>
        <xsd:documentation source="http://www.FpML.org" xml:lang="en">
          Rolls on the 13th day of the month.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:enumeration>
    <xsd:enumeration value="14">
      <xsd:annotation>
        <xsd:documentation source="http://www.FpML.org" xml:lang="en">
          Rolls on the 14th day of the month.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:enumeration>
    <xsd:enumeration value="15">
      <xsd:annotation>
        <xsd:documentation source="http://www.FpML.org" xml:lang="en">
          Rolls on the 15th day of the month.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:enumeration>
    <xsd:enumeration value="16">
      <xsd:annotation>
        <xsd:documentation source="http://www.FpML.org" xml:lang="en">
          Rolls on the 16th day of the month.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:enumeration>
    <xsd:enumeration value="17">
      <xsd:annotation>
        <xsd:documentation source="http://www.FpML.org" xml:lang="en">
          Rolls on the 17th day of the month.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:enumeration>
    <xsd:enumeration value="18">
      <xsd:annotation>
        <xsd:documentation source="http://www.FpML.org" xml:lang="en">
          Rolls on the 18th day of the month.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:enumeration>
    <xsd:enumeration value="19">
      <xsd:annotation>
        <xsd:documentation source="http://www.FpML.org" xml:lang="en">
          Rolls on the 19th day of the month.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:enumeration>
    <xsd:enumeration value="20">
      <xsd:annotation>
        <xsd:documentation source="http://www.FpML.org" xml:lang="en">
          Rolls on the 20th day of the month.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:enumeration>
    <xsd:enumeration value="21">
      <xsd:annotation>
        <xsd:documentation source="http://www.FpML.org" xml:lang="en">
          Rolls on the 21st day of the month.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:enumeration>
    <xsd:enumeration value="22">
      <xsd:annotation>
        <xsd:documentation source="http://www.FpML.org" xml:lang="en">
          Rolls on the 22nd day of the month.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:enumeration>
    <xsd:enumeration value="23">
      <xsd:annotation>
        <xsd:documentation source="http://www.FpML.org" xml:lang="en">
          Rolls on the 23rd day of the month.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:enumeration>
    <xsd:enumeration value="24">
      <xsd:annotation>
        <xsd:documentation source="http://www.FpML.org" xml:lang="en">
          Rolls on the 24th day of the month.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:enumeration>
    <xsd:enumeration value="25">
      <xsd:annotation>
        <xsd:documentation source="http://www.FpML.org" xml:lang="en">
          Rolls on the 25th day of the month.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:enumeration>
    <xsd:enumeration value="26">
      <xsd:annotation>
        <xsd:documentation source="http://www.FpML.org" xml:lang="en">
          Rolls on the 26th day of the month.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:enumeration>
    <xsd:enumeration value="27">
      <xsd:annotation>
        <xsd:documentation source="http://www.FpML.org" xml:lang="en">
          Rolls on the 27th day of the month.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:enumeration>
    <xsd:enumeration value="28">
      <xsd:annotation>
        <xsd:documentation source="http://www.FpML.org" xml:lang="en">
          Rolls on the 28th day of the month.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:enumeration>
    <xsd:enumeration value="29">
      <xsd:annotation>
        <xsd:documentation source="http://www.FpML.org" xml:lang="en">
          Rolls on the 29th day of the month.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:enumeration>
    <xsd:enumeration value="30">
      <xsd:annotation>
        <xsd:documentation source="http://www.FpML.org" xml:lang="en">
          Rolls on the 30th day of the month.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:enumeration>
    <xsd:enumeration value="MON">
      <xsd:annotation>
        <xsd:documentation source="http://www.FpML.org" xml:lang="en">
          Rolling weekly on a Monday.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:enumeration>
    <xsd:enumeration value="TUE">
      <xsd:annotation>
        <xsd:documentation source="http://www.FpML.org" xml:lang="en">
          Rolling weekly on a Tuesday.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:enumeration>
    <xsd:enumeration value="WED">
      <xsd:annotation>
        <xsd:documentation source="http://www.FpML.org" xml:lang="en">
          Rolling weekly on a Wednesday.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:enumeration>
    <xsd:enumeration value="THU">
      <xsd:annotation>
        <xsd:documentation source="http://www.FpML.org" xml:lang="en">
          Rolling weekly on a Thursday.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:enumeration>
    <xsd:enumeration value="FRI">
      <xsd:annotation>
        <xsd:documentation source="http://www.FpML.org" xml:lang="en">
          Rolling weekly on a Friday.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:enumeration>
    <xsd:enumeration value="SAT">
      <xsd:annotation>
        <xsd:documentation source="http://www.FpML.org" xml:lang="en">
          Rolling weekly on a Saturday.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:enumeration>
    <xsd:enumeration value="SUN">
      <xsd:annotation>
        <xsd:documentation source="http://www.FpML.org" xml:lang="en">
          Rolling weekly on a Sunday.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:enumeration>
  </xsd:restriction>
</xsd:simpleType>

RoundingDirectionEnum

Description:

The method of rounding a fractional number.

Used by:

Rounding/roundingDirection

Schema Fragment:

<xsd:simpleType name="RoundingDirectionEnum">
  <xsd:annotation>
    <xsd:documentation source="http://www.FpML.org" xml:lang="en">
      The method of rounding a fractional number.
    </xsd:documentation>
  </xsd:annotation>
  <xsd:restriction base="xsd:token">
    <xsd:enumeration value="Up">
      <xsd:annotation>
        <xsd:documentation source="http://www.FpML.org" xml:lang="en">
          A fractional number will be rounded up to the specified
          number of decimal places (the precision). For example, 5.21
          and 5.25 rounded up to 1 decimal place are 5.3 and 5.3
          respectively.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:enumeration>
    <xsd:enumeration value="Down">
      <xsd:annotation>
        <xsd:documentation source="http://www.FpML.org" xml:lang="en">
          A fractional number will be rounded down to the specified
          number of decimal places (the precision). For example, 5.29
          and 5.25 rounded down to 1 decimal place are 5.2 and 5.2
          respectively.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:enumeration>
    <xsd:enumeration value="Nearest">
      <xsd:annotation>
        <xsd:documentation source="http://www.FpML.org" xml:lang="en">
          A fractional number will be rounded either up or down to the
          specified number of decimal places (the precision) depending
          on its value. For example, 5.24 would be rounded down to 5.2
          and 5.25 would be rounded up to 5.3 if a precision of 1
          decimal place were specified.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:enumeration>
  </xsd:restriction>
</xsd:simpleType>

SettlementTypeEnum

Description:

Shows how the transaction is to be settled when it is exercised.

Used by:

EquityExercise/settlementType

Schema Fragment:

<xsd:simpleType name="SettlementTypeEnum">
  <xsd:annotation>
    <xsd:documentation source="http://www.FpML.org" xml:lang="en">
      Shows how the transaction is to be settled when it is exercised.
    </xsd:documentation>
  </xsd:annotation>
  <xsd:restriction base="xsd:token">
    <xsd:enumeration value="Cash">
      <xsd:annotation>
        <xsd:documentation source="http://www.FpML.org" xml:lang="en">
          The intrinsic value of the option will be delivered by way of
          a cash settlement amount determined, (i) by reference to the
          differential between the strike price and the settlement
          price; or (ii) in accordance with a bilateral agreement
          between the parties
        </xsd:documentation>
      </xsd:annotation>
    </xsd:enumeration>
    <xsd:enumeration value="Election">
      <xsd:annotation>
        <xsd:documentation source="http://www.FpML.org" xml:lang="en">
          Allow Election of either Cash or Physical settlement
        </xsd:documentation>
      </xsd:annotation>
    </xsd:enumeration>
    <xsd:enumeration value="Physical">
      <xsd:annotation>
        <xsd:documentation source="http://www.FpML.org" xml:lang="en">
          The securities underlying the transaction will be delivered
          by (i) in the case of a call, the seller to the buyer, or
          (ii) in the case of a put, the buyer to the seller versus a
          settlement amount equivalent to the strike price per share
        </xsd:documentation>
      </xsd:annotation>
    </xsd:enumeration>
  </xsd:restriction>
</xsd:simpleType>

ShareExtraordinaryEventEnum

Description:

Defines the consequences of extraordinary events relating to the underlying.

Used by:

Schema Fragment:

<xsd:simpleType name="ShareExtraordinaryEventEnum">
  <xsd:annotation>
    <xsd:documentation source="http://www.FpML.org" xml:lang="en">
      Defines the consequences of extraordinary events relating to the
      underlying.
    </xsd:documentation>
  </xsd:annotation>
  <xsd:restriction base="xsd:token">
    <xsd:enumeration value="AlternativeObligation">
      <xsd:annotation>
        <xsd:documentation source="http://www.FpML.org" xml:lang="en">
          The trade continues on the consideration paid out to holders
          of the original shares.
        </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:enumeration value="OptionsExchange">
      <xsd:annotation>
        <xsd:documentation source="http://www.FpML.org" xml:lang="en">
          The trade will be adjusted in accordance with any adjustment
          made by the exchange on which options on the underlying are
          listed.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:enumeration>
    <xsd:enumeration value="CalculationAgent">
      <xsd:annotation>
        <xsd:documentation source="http://www.FpML.org" xml:lang="en">
          The trade will be adjusted in accordance with any adjustment
          made by the exchange on which options on the underlying are
          listed.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:enumeration>
    <xsd:enumeration value="ModifiedCalculationAgent">
      <xsd:annotation>
        <xsd:documentation source="http://www.FpML.org" xml:lang="en">
          The trade will be adjusted in accordance with any adjustment
          made by the exchange on which options on the underlying are
          listed.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:enumeration>
    <xsd:enumeration value="PartialCancellationAndPayment">
      <xsd:annotation>
        <xsd:documentation source="http://www.FpML.org" xml:lang="en">
          The trade will be adjusted in accordance with any adjustment
          made by the exchange on which options on the underlying are
          listed.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:enumeration>
    <xsd:enumeration value="Component">
      <xsd:annotation>
        <xsd:documentation source="http://www.FpML.org" xml:lang="en">
          The trade will be adjusted in accordance with any adjustment
          made by the exchange on which options on the underlying are
          listed.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:enumeration>
  </xsd:restriction>
</xsd:simpleType>

SideRateBasisEnum

Description:

The specification of how an individual currency in an FX trade is quoted relative to the base currency.

Used by:

SideRate/sideRateBasis

Schema Fragment:

<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>

StandardSettlementStyleEnum

Description:

The code specification of whether a trade is settling using standard settlement instructions as well as whether it is a candidate for settlement netting.

Used by:

SettlementInformation/standardSettlementStyle

Schema Fragment:

<xsd:simpleType name="StandardSettlementStyleEnum">
  <xsd:annotation>
    <xsd:documentation source="http://www.FpML.org" xml:lang="en">
      The code specification of whether a trade is settling using
      standard settlement instructions as well as whether it is a
      candidate for settlement netting.
    </xsd:documentation>
  </xsd:annotation>
  <xsd:restriction base="xsd:token">
    <xsd:enumeration value="Standard">
      <xsd:annotation>
        <xsd:documentation source="http://www.FpML.org" xml:lang="en">
          This trade will settle using standard pre-determined funds
          settlement instructions.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:enumeration>
    <xsd:enumeration value="Net">
      <xsd:annotation>
        <xsd:documentation source="http://www.FpML.org" xml:lang="en">
          This trade is a candidate for settlement netting.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:enumeration>
    <xsd:enumeration value="StandardAndNet">
      <xsd:annotation>
        <xsd:documentation source="http://www.FpML.org" xml:lang="en">
          This trade will settle using standard pre-determined funds
          settlement instructions and is a candidate for settlement
          netting.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:enumeration>
  </xsd:restriction>
</xsd:simpleType>

StepRelativeToEnum

Description:

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.

Used by:

NotionalStepRule/stepRelativeTo

Schema Fragment:

<xsd:simpleType name="StepRelativeToEnum">
  <xsd:annotation>
    <xsd:documentation source="http://www.FpML.org" xml:lang="en">
      The specification of whether a percentage rate change, used to
      calculate a change in notional outstanding, is expressed as a
      percentage of the initial notional amount or the previously
      outstanding notional amount.
    </xsd:documentation>
  </xsd:annotation>
  <xsd:restriction base="xsd:token">
    <xsd:enumeration value="Initial">
      <xsd:annotation>
        <xsd:documentation source="http://www.FpML.org" xml:lang="en">
          Change in notional to be applied is calculated by multiplying
          the percentage rate by the initial notional amount.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:enumeration>
    <xsd:enumeration value="Previous">
      <xsd:annotation>
        <xsd:documentation source="http://www.FpML.org" xml:lang="en">
          Change in notional to be applied is calculated by multiplying
          the percentage rate by the previously outstanding notional
          amount.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:enumeration>
  </xsd:restriction>
</xsd:simpleType>

StrikeQuoteBasisEnum

Description:

The specification of how an FX OTC option strike price is quoted.

Used by:

Schema Fragment:

<xsd:simpleType name="StrikeQuoteBasisEnum">
  <xsd:annotation>
    <xsd:documentation source="http://www.FpML.org" xml:lang="en">
      The specification of how an FX OTC option strike price is quoted.
    </xsd:documentation>
  </xsd:annotation>
  <xsd:restriction base="xsd:token">
    <xsd:enumeration value="PutCurrencyPerCallCurrency">
      <xsd:annotation>
        <xsd:documentation source="http://www.FpML.org" xml:lang="en">
          The strike price is an amount of putCurrency per one unit of
          callCurrency.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:enumeration>
    <xsd:enumeration value="CallCurrencyPerPutCurrency">
      <xsd:annotation>
        <xsd:documentation source="http://www.FpML.org" xml:lang="en">
          The strike price is an amount of callCurrency per one unit of
          putCurrency.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:enumeration>
  </xsd:restriction>
</xsd:simpleType>

StubPeriodTypeEnum

Description:

Element to define how to deal with a none standard calculation period within a swap stream.

Used by:

CalculationPeriodDates/stubPeriodType

Schema Fragment:

<xsd:simpleType name="StubPeriodTypeEnum">
  <xsd:annotation>
    <xsd:documentation source="http://www.FpML.org" xml:lang="en">
      Element to define how to deal with a none standard calculation
      period within a swap stream.
    </xsd:documentation>
  </xsd:annotation>
  <xsd:restriction base="xsd:token">
    <xsd:enumeration value="ShortInitial">
      <xsd:annotation>
        <xsd:documentation source="http://www.FpML.org" xml:lang="en">
          If there is a non regular period remaining it is left shorter
          than the streams calculation period frequency and placed at
          the start of the stream
        </xsd:documentation>
      </xsd:annotation>
    </xsd:enumeration>
    <xsd:enumeration value="ShortFinal">
      <xsd:annotation>
        <xsd:documentation source="http://www.FpML.org" xml:lang="en">
          If there is a non regular period remaining it is left shorter
          than the streams calculation period frequency and placed at
          the end of the stream
        </xsd:documentation>
      </xsd:annotation>
    </xsd:enumeration>
    <xsd:enumeration value="LongInitial">
      <xsd:annotation>
        <xsd:documentation source="http://www.FpML.org" xml:lang="en">
          If there is a non regular period remaining it is placed at
          the start of the stream and combined with the adjacent
          calculation period to give a long first calculation period
        </xsd:documentation>
      </xsd:annotation>
    </xsd:enumeration>
    <xsd:enumeration value="LongFinal">
      <xsd:annotation>
        <xsd:documentation source="http://www.FpML.org" xml:lang="en">
          If there is a non regular period remaining it is placed at
          the end of the stream and combined with the adjacent
          calculation period to give a long last calculation period
        </xsd:documentation>
      </xsd:annotation>
    </xsd:enumeration>
  </xsd:restriction>
</xsd:simpleType>

TimeTypeEnum

Description:

Defines points in the day when equity option exercise and valuation can occur.

Used by:

Schema Fragment:

<xsd:simpleType name="TimeTypeEnum">
  <xsd:annotation>
    <xsd:documentation source="http://www.FpML.org" xml:lang="en">
      Defines points in the day when equity option exercise and
      valuation can occur.
    </xsd:documentation>
  </xsd:annotation>
  <xsd:restriction base="xsd:token">
    <xsd:enumeration value="Close">
      <xsd:annotation>
        <xsd:documentation source="http://www.FpML.org" xml:lang="en">
          The official closing time of the exchange on the valuation
          date.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:enumeration>
    <xsd:enumeration value="Open">
      <xsd:annotation>
        <xsd:documentation source="http://www.FpML.org" xml:lang="en">
          The official opening time of the exchange on the valuation
          date.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:enumeration>
    <xsd:enumeration value="OSP">
      <xsd:annotation>
        <xsd:documentation source="http://www.FpML.org" xml:lang="en">
          The time at which the official settlement price is
          determined.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:enumeration>
    <xsd:enumeration value="SpecificTime">
      <xsd:annotation>
        <xsd:documentation source="http://www.FpML.org" xml:lang="en">
          The time specified in the element equityExpirationTime or
          valuationTime (as appropriate)
        </xsd:documentation>
      </xsd:annotation>
    </xsd:enumeration>
    <xsd:enumeration value="XETRA">
      <xsd:annotation>
        <xsd:documentation source="http://www.FpML.org" xml:lang="en">
          The time at which the official settlement price (following
          the auction by the exchange) is determined by the exchange.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:enumeration>
    <xsd:enumeration value="DerivativesClose">
      <xsd:annotation>
        <xsd:documentation source="http://www.FpML.org" xml:lang="en">
          The official closing time of the derivatives exchange on
          which a derivative contract is listed on that security
          underlyer.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:enumeration>
    <xsd:enumeration value="AsSpecifiedInMasterConfirmation">
      <xsd:annotation>
        <xsd:documentation source="http://www.FpML.org" xml:lang="en">
          The time is determined as provided in the relevant Master
          Confirmation.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:enumeration>
  </xsd:restriction>
</xsd:simpleType>

TouchConditionEnum

Description:

The specification of, for American-style digitals, whether the trigger level must be touched or not touched.

Used by:

FxAmericanTrigger/touchCondition

Schema Fragment:

<xsd:simpleType name="TouchConditionEnum">
  <xsd:annotation>
    <xsd:documentation source="http://www.FpML.org" xml:lang="en">
      The specification of, for American-style digitals, whether the
      trigger level must be touched or not touched.
    </xsd:documentation>
  </xsd:annotation>
  <xsd:restriction base="xsd:token">
    <xsd:enumeration value="Touch">
      <xsd:annotation>
        <xsd:documentation source="http://www.FpML.org" xml:lang="en">
          The spot rate must have touched the predetermined trigger
          rate at any time over the life of the option for the payout
          to occur.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:enumeration>
    <xsd:enumeration value="Notouch">
      <xsd:annotation>
        <xsd:documentation source="http://www.FpML.org" xml:lang="en">
          The spot rate has not touched the predetermined trigger rate
          at any time over the life of the option for the payout to
          occur.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:enumeration>
  </xsd:restriction>
</xsd:simpleType>

TriggerConditionEnum

Description:

The specification of whether a payout will occur on an option depending upon whether the spot rate is above or below the trigger rate.

Used by:

FxEuropeanTrigger/triggerCondition

Schema Fragment:

<xsd:simpleType name="TriggerConditionEnum">
  <xsd:annotation>
    <xsd:documentation source="http://www.FpML.org" xml:lang="en">
      The specification of whether a payout will occur on an option
      depending upon whether the spot rate is above or below the
      trigger rate.
    </xsd:documentation>
  </xsd:annotation>
  <xsd:restriction base="xsd:token">
    <xsd:enumeration value="Above">
      <xsd:annotation>
        <xsd:documentation source="http://www.FpML.org" xml:lang="en">
          The spot rate must be greater than or equal to the trigger
          rate.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:enumeration>
    <xsd:enumeration value="Below">
      <xsd:annotation>
        <xsd:documentation source="http://www.FpML.org" xml:lang="en">
          The spot rate must be less than or equal to the trigger rate.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:enumeration>
  </xsd:restriction>
</xsd:simpleType>

ValuationMethodEnum

Description:

The ISDA defined methodology for determining the final price of the reference obligation for purposes of cash settlement.

Used by:

CashSettlementTerms/valuationMethod

Schema Fragment:

<xsd:simpleType name="ValuationMethodEnum">
  <xsd:annotation>
    <xsd:documentation source="http://www.FpML.org" xml:lang="en">
      The ISDA defined methodology for determining the final price of
      the reference obligation for purposes of cash settlement.
    </xsd:documentation>
  </xsd:annotation>
  <xsd:restriction base="xsd:token">
    <xsd:enumeration value="Market"/>
    <xsd:enumeration value="Highest"/>
    <xsd:enumeration value="AverageMarket"/>
    <xsd:enumeration value="AverageHighest"/>
    <xsd:enumeration value="BlendedMarket"/>
    <xsd:enumeration value="BlendedHighest"/>
    <xsd:enumeration value="AverageBlendedMarket"/>
    <xsd:enumeration value="AverageBlendedHighest"/>
  </xsd:restriction>
</xsd:simpleType>

WeeklyRollConventionEnum

Description:

The specification of a weekly roll day.

Used by:

Schema Fragment:

<xsd:simpleType name="WeeklyRollConventionEnum">
  <xsd:annotation>
    <xsd:documentation source="http://www.FpML.org" xml:lang="en">
      The specification of a weekly roll day.
    </xsd:documentation>
  </xsd:annotation>
  <xsd:restriction base="xsd:token">
    <xsd:enumeration value="MON">
      <xsd:annotation>
        <xsd:documentation source="http://www.FpML.org" xml:lang="en">
          Monday
        </xsd:documentation>
      </xsd:annotation>
    </xsd:enumeration>
    <xsd:enumeration value="TUE">
      <xsd:annotation>
        <xsd:documentation source="http://www.FpML.org" xml:lang="en">
          Tuesday
        </xsd:documentation>
      </xsd:annotation>
    </xsd:enumeration>
    <xsd:enumeration value="WED">
      <xsd:annotation>
        <xsd:documentation source="http://www.FpML.org" xml:lang="en">
          Wednesday
        </xsd:documentation>
      </xsd:annotation>
    </xsd:enumeration>
    <xsd:enumeration value="THU">
      <xsd:annotation>
        <xsd:documentation source="http://www.FpML.org" xml:lang="en">
          Thursday
        </xsd:documentation>
      </xsd:annotation>
    </xsd:enumeration>
    <xsd:enumeration value="FRI">
      <xsd:annotation>
        <xsd:documentation source="http://www.FpML.org" xml:lang="en">
          Friday
        </xsd:documentation>
      </xsd:annotation>
    </xsd:enumeration>
    <xsd:enumeration value="SAT">
      <xsd:annotation>
        <xsd:documentation source="http://www.FpML.org" xml:lang="en">
          Saturday
        </xsd:documentation>
      </xsd:annotation>
    </xsd:enumeration>
    <xsd:enumeration value="SUN">
      <xsd:annotation>
        <xsd:documentation source="http://www.FpML.org" xml:lang="en">
          Sunday
        </xsd:documentation>
      </xsd:annotation>
    </xsd:enumeration>
  </xsd:restriction>
</xsd:simpleType>

Full XML Schema

<xsd:schema targetNamespace="http://www.fpml.org/2005/FpML-4-2" elementFormDefault="qualified" attributeFormDefault="unqualified">
  <xsd:simpleType name="AveragingInOutEnum">
    <xsd:annotation>
      <xsd:documentation source="http://www.FpML.org" xml:lang="en">
        The type of averaging used in an Asian option.
      </xsd:documentation>
      <xsd:documentation source="http://www.FpML.org" xml:lang="de">
        Art der Durchschnittsberechnung.
      </xsd:documentation>
    </xsd:annotation>
    <xsd:restriction base="xsd:token">
      <xsd:enumeration value="In">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">
            The average price is used to derive the strike price. Also
            known as "Asian strike" style option.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="Out">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">
            The average price is used to derive the expiration price.
            Also known as "Asian price" style option.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="Both">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">
            The average price is used to derive both the strike and the
            expiration price.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
    </xsd:restriction>
  </xsd:simpleType>
  <xsd:simpleType name="AveragingMethodEnum">
    <xsd:annotation>
      <xsd:documentation source="http://www.FpML.org" xml:lang="en">
        The method of calculation to be used when averaging rates. Per
        ISDA 2000 Definitions, Section 6.2. Certain Definitions
        Relating to Floating Amounts.
      </xsd:documentation>
    </xsd:annotation>
    <xsd:restriction base="xsd:token">
      <xsd:enumeration value="Unweighted">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">
            The arithmetic mean of the relevant rates for each reset
            date.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="Weighted">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">
            The arithmetic mean of the relevant rates in effect for
            each day in a calculation period calculated by multiplying
            each relevant rate by the number of days such relevant rate
            is in effect, determining the sum of such products and
            dividing such sum by the number of days in the calculation
            period.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
    </xsd:restriction>
  </xsd:simpleType>
  <xsd:simpleType name="BusinessDayConventionEnum">
    <xsd:annotation>
      <xsd:documentation source="http://www.FpML.org" xml:lang="en">
        The convention for adjusting any relevant date if it would
        otherwise fall on a day that is not a valid business day. Note
        that FRN is included here as a type of business day convention
        although it does not strictly fall within ISDA's definition of
        a Business Day Convention and does not conform to the simple
        definition given above.
      </xsd:documentation>
    </xsd:annotation>
    <xsd:restriction base="xsd:token">
      <xsd:enumeration value="FOLLOWING">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">
            The non-business date will be adjusted to the first
            following day that is a business day
          </xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="FRN">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">
            Per 2000 ISDA Definitions, Section 4.11. FRN Convention;
            Eurodollar Convention.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="MODFOLLOWING">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">
            The non-business date will be adjusted to the first
            following day that is a business day unless that day falls
            in the next calendar month, in which case that date will be
            the first preceding day that is a business day.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="PRECEDING">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">
            The non-business day will be adjusted to the first
            preceding day that is a business day.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="MODPRECEDING">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">
            The non-business date will be adjusted to the first
            preceding day that is a business day unless that day falls
            in the previous calendar month, in which case that date
            will be the first following day that us a business day.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="NONE">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">
            The date will not be adjusted if it falls on a day that is
            not a business day.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="NotApplicable">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">
            The date adjustments conventions are defined elsewhere, so
            it is not required to specify them here.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
    </xsd:restriction>
  </xsd:simpleType>
  <xsd:simpleType name="CalculationAgentPartyEnum">
    <xsd:annotation>
      <xsd:documentation source="http://www.FpML.org" xml:lang="en">
        The specification of how a calculation agent will be
        determined.
      </xsd:documentation>
    </xsd:annotation>
    <xsd:restriction base="xsd:token">
      <xsd:enumeration value="ExercisingParty">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">
            The party that gives notice of exercise. Per 2000 ISDA
            Definitions, Section 11.1. Parties, paragraph (d).
          </xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="NonExercisingParty">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">
            The party that is given notice of exercise. Per 2000 ISDA
            Definitions, Section 11.1. Parties, paragraph (e).
          </xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="AsSpecifiedInMasterAgreement">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">
            The Calculation Agent is determined by reference to the
            relevant master agreement.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
    </xsd:restriction>
  </xsd:simpleType>
  <xsd:simpleType name="CommissionDenominationEnum">
    <xsd:annotation>
      <xsd:documentation source="http://www.FpML.org" xml:lang="en">
        The unit in which a commission is denominated.
      </xsd:documentation>
    </xsd:annotation>
    <xsd:restriction base="xsd:token">
      <xsd:enumeration value="BPS">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">
            The commission is expressed in basis points, in reference
            to the price referenced in the document.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="Percentage">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">
            The commission is expressed as a percentage of the gross
            price referenced in the document.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="CentsPerShare">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">
            The commission is expressed in cents per share.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="FixedAmount">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">
            The commission is expressed as a absolute amount.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
    </xsd:restriction>
  </xsd:simpleType>
  <xsd:simpleType name="CompoundingMethodEnum">
    <xsd:annotation>
      <xsd:documentation source="http://www.FpML.org" xml:lang="en">
        The compounding calculation method
      </xsd:documentation>
    </xsd:annotation>
    <xsd:restriction base="xsd:token">
      <xsd:enumeration value="Flat">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">
            Flat compounding. Compounding excludes the spread. Note
            that the first compounding period has it's interest
            calculated including any spread then subsequent periods
            compound this at a rate excluding the spread.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="None">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">
            No compounding is to be applied.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="Straight">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">
            Straight compounding. Compounding includes the spread.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
    </xsd:restriction>
  </xsd:simpleType>
  <xsd:simpleType name="DayTypeEnum">
    <xsd:annotation>
      <xsd:documentation source="http://www.FpML.org" xml:lang="en">
        A day type classification used in counting the number of days
        between two dates.
      </xsd:documentation>
    </xsd:annotation>
    <xsd:restriction base="xsd:token">
      <xsd:enumeration value="Business">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">
            When calculating the number of days between two dates the
            count includes only business days.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="Calendar">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">
            When calculating the number of days between two dates the
            count includes all calendar days.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="CurrencyBusiness">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">
            When calculating the number of days between two dates the
            count includes only currency business days.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="ExchangeBusiness">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">
            When calculating the number of days between two dates the
            count includes only stock exchange business days.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="ScheduledTradingDay">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">
            When calculating the number of days between two dates the
            count includes only scheduled trading days.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
    </xsd:restriction>
  </xsd:simpleType>
  <xsd:simpleType name="DifferenceSeverityEnum">
    <xsd:annotation>
      <xsd:documentation source="http://www.FpML.org" xml:lang="en">
        The ISDA defined value indicating the severity of a difference.
      </xsd:documentation>
    </xsd:annotation>
    <xsd:restriction base="xsd:token">
      <xsd:enumeration value="Warning"/>
      <xsd:enumeration value="Error"/>
    </xsd:restriction>
  </xsd:simpleType>
  <xsd:simpleType name="DifferenceTypeEnum">
    <xsd:annotation>
      <xsd:documentation source="http://www.FpML.org" xml:lang="en">
        The ISDA defined value indicating the nature of a difference.
      </xsd:documentation>
    </xsd:annotation>
    <xsd:restriction base="xsd:token">
      <xsd:enumeration value="Value"/>
      <xsd:enumeration value="Reference"/>
      <xsd:enumeration value="Structure"/>
      <xsd:enumeration value="Scheme"/>
    </xsd:restriction>
  </xsd:simpleType>
  <xsd:simpleType name="DiscountingTypeEnum">
    <xsd:annotation>
      <xsd:documentation source="http://www.FpML.org" xml:lang="en">
        The method of calculating discounted payment amounts
      </xsd:documentation>
    </xsd:annotation>
    <xsd:restriction base="xsd:token">
      <xsd:enumeration value="Standard">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">
            Per ISDA 2000 Definitions, Section 8.4. Discounting,
            paragraph (a)
          </xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="FRA">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">
            Per ISDA 2000 Definitions, Section 8.4. Discounting,
            paragraph (b)
          </xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
    </xsd:restriction>
  </xsd:simpleType>
  <xsd:simpleType name="DividendAmountTypeEnum">
    <xsd:annotation>
      <xsd:documentation source="http://www.FpML.org" xml:lang="en">
        Refers to one on the 3 Amounts
      </xsd:documentation>
    </xsd:annotation>
    <xsd:restriction base="xsd:token">
      <xsd:enumeration value="RecordAmount">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">
            100% of the gross cash dividend per Share paid over record
            date during relevant Dividend Period
          </xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="ExAmount">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">
            100% of gross cash dividend per Share paid after the Ex Div
            date during relevant Dividend Period.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="PaidAmount">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">
            100% of gross cash dividend per Share paid during relevant
            Dividend Period.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="AsSpecifiedInMasterConfirmation">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">
            The Amount is determined as provided in the relevant Master
            Confirmation.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
    </xsd:restriction>
  </xsd:simpleType>
  <xsd:simpleType name="DividendDateReferenceEnum">
    <xsd:annotation>
      <xsd:documentation source="http://www.FpML.org" xml:lang="en">
        The reference to a dividend date.
      </xsd:documentation>
    </xsd:annotation>
    <xsd:restriction base="xsd:token">
      <xsd:enumeration value="ExDate">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">
            Date on which a holder of the security is entitled to the
            dividend.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="DividendPaymentDate">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">
            Date on which the dividend will be paid by the issuer.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="RecordDate">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">
            Date on which the dividend will be recorded in the books of
            the paying agent.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="TerminationDate">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">
            Termination date of the swap.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="EquityPaymentDate">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">
            Equity payment date of the swap.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="FollowingPaymentDate">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">
            The next payment date of the swap.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="AdHocDate">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">
            The dividend date will be specified ad hoc by the parties,
            typically on the dividend ex-date
          </xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="CumulativeEquityPaid">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">
            Total of paid dividends, paid on next following Cash
            Settlement Payment Date, which is immediately following the
            Dividend Period during which the dividend is paid by the
            Issuer to the holders of record of a Share.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="CumulativeLiborPaid">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">
            Total of paid dividends, paid on next following Payment
            Date, which is immediately following the Dividend Period
            during which the dividend is paid by the Issuer to the
            holders of record of a Share.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="CumulativeEquityExDiv">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">
            Total of dividends which go ex, paid on next following Cash
            Settlement Payment Date, which is immediately following the
            Dividend Period during which the Shares commence trading
            ex-dividend on the Exchange
          </xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="CumulativeLiborExDiv">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">
            Total of dividends which go ex, paid on next following
            Payment Date, which is immediately following the Dividend
            Period during which the Shares commence trading ex-dividend
            on the Exchange, or where the date on which the Shares
            commence trading ex-dividend is a Payment Date, such
            Payment Date.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
    </xsd:restriction>
  </xsd:simpleType>
  <xsd:simpleType name="DividendEntitlementEnum">
    <xsd:annotation>
      <xsd:documentation source="http://www.FpML.org" xml:lang="en">
        The date on which the receiver of the equity return is entitled
        to the dividend.
      </xsd:documentation>
    </xsd:annotation>
    <xsd:restriction base="xsd:token">
      <xsd:enumeration value="ExDate">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">
            Dividend entitlement is on the dividend ex-date.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="RecordDate">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">
            Dividend entitlement is on the dividend record date.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
    </xsd:restriction>
  </xsd:simpleType>
  <xsd:simpleType name="DividendPeriodEnum">
    <xsd:annotation>
      <xsd:documentation source="http://www.FpML.org" xml:lang="en">
        Defines the First Period or the Second Period, as specified in
        the 2002 ISDA Equity Derivatives Definitions.
      </xsd:documentation>
    </xsd:annotation>
    <xsd:restriction base="xsd:token">
      <xsd:enumeration value="FirstPeriod">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">
            "First Period" per the 2002 ISDA Equity Derivatives
            Definitions will apply.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="SecondPeriod">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">
            "Second Period" per the 2002 ISDA Equity Derivatives
            Definitions will apply.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
    </xsd:restriction>
  </xsd:simpleType>
  <xsd:simpleType name="ExerciseStyleEnum">
    <xsd:annotation>
      <xsd:documentation source="http://www.FpML.org" xml:lang="en">
        The specification of how an OTC option will be exercised.
      </xsd:documentation>
    </xsd:annotation>
    <xsd:restriction base="xsd:token">
      <xsd:enumeration value="American">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">
            Option can be exercised on any date up to the expiry date.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="Bermuda">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">
            Option can be exercised on specified dates up to the expiry
            date.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="European">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">
            Option can only be exercised on the expiry date.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
    </xsd:restriction>
  </xsd:simpleType>
  <xsd:simpleType name="FraDiscountingEnum">
    <xsd:annotation>
      <xsd:documentation source="http://www.FpML.org" xml:lang="en">
        The method of FRA discounting, if any, that will apply.
      </xsd:documentation>
    </xsd:annotation>
    <xsd:restriction base="xsd:token">
      <xsd:enumeration value="ISDA">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">
            "FRA Discounting" per the ISDA Definitions will apply.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="AFMA">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">
            FRA discounting per the Australian Financial Markets
            Association (AFMA) OTC Financial Product Conventions will
            apply.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="NONE">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">
            No discounting will apply.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
    </xsd:restriction>
  </xsd:simpleType>
  <xsd:simpleType name="FrequencyTypeEnum">
    <xsd:annotation>
      <xsd:documentation source="http://www.FpML.org" xml:lang="en">
        The schedule frequency type
      </xsd:documentation>
      <xsd:documentation source="http://www.FpML.org" xml:lang="de">
        Art der Zahlungsfrequenz laut Zeitplan.
      </xsd:documentation>
    </xsd:annotation>
    <xsd:restriction base="xsd:token">
      <xsd:enumeration value="Day">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">
            Day is the unit of frequency.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="Business">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">
            TBD
          </xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
    </xsd:restriction>
  </xsd:simpleType>
  <xsd:simpleType name="FxBarrierTypeEnum">
    <xsd:annotation>
      <xsd:documentation source="http://www.FpML.org" xml:lang="en">
        The specification of whether a barrier within an FX OTC option
        is a knockin or knockout, as well as whether it is a standard
        barrier or a reverse barrier.
      </xsd:documentation>
    </xsd:annotation>
    <xsd:restriction base="xsd:token">
      <xsd:enumeration value="Knockin">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">
            Option exists once the barrier is hit. The trigger rate is
            out-of-the money in relation to the strike rate.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="Knockout">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">
            Option ceases to exist once the barrier is hit. The trigger
            rate is out-of the-money in relation to the strike rate.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="ReverseKnockin">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">
            Option exists once the barrier is hit. The trigger rate is
            in-the money in relation to the strike rate.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="ReverseKnockout">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">
            Option ceases to exist once the barrier is hit. The trigger
            rate is in-the money in relation to the strike rate.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
    </xsd:restriction>
  </xsd:simpleType>
  <xsd:simpleType name="IndexEventConsequenceEnum">
    <xsd:annotation>
      <xsd:documentation source="http://www.FpML.org" xml:lang="en">
        The specification of the consequences of Index Events.
      </xsd:documentation>
    </xsd:annotation>
    <xsd:restriction base="xsd:token">
      <xsd:enumeration value="CalculationAgentAdjustment">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">
            Calculation Agent Adjustment
          </xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="NegotiatedCloseOut">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">
            Negotiated Close Out
          </xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="CancellationAndPayment">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">
            Cancellation and Payment
          </xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
    </xsd:restriction>
  </xsd:simpleType>
  <xsd:simpleType name="LengthUnitEnum">
    <xsd:annotation>
      <xsd:documentation source="http://www.FpML.org" xml:lang="en">
        Used for indicating the length unit in the Resource type.
      </xsd:documentation>
    </xsd:annotation>
    <xsd:restriction base="xsd:token">
      <xsd:enumeration value="Pages"/>
      <xsd:enumeration value="TimeUnit"/>
    </xsd:restriction>
  </xsd:simpleType>
  <xsd:simpleType name="MethodOfAdjustmentEnum">
    <xsd:annotation>
      <xsd:documentation source="http://www.FpML.org" xml:lang="en">
        Defines how adjustments will be made to the contract should one
        or more of the extraordinary events occur.
      </xsd:documentation>
    </xsd:annotation>
    <xsd:restriction base="xsd:token">
      <xsd:enumeration value="CalculationAgent">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">
            The Calculation Agent has the right to adjust the terms of
            the trade following a corporate action.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="OptionsExchange">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">
            The trade will be adjusted in accordance with any
            adjustment made by the exchange on which options on the
            underlying are listed.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
    </xsd:restriction>
  </xsd:simpleType>
  <xsd:simpleType name="NationalisationOrInsolvencyOrDelistingEventEnum">
    <xsd:annotation>
      <xsd:documentation source="http://www.FpML.org" xml:lang="en">
        Defines the consequences of nationalisation, insolvency and
        delisting events relating to the underlying.
      </xsd:documentation>
    </xsd:annotation>
    <xsd:restriction base="xsd:token">
      <xsd:enumeration value="NegotiatedCloseout">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">
            The parties may, but are not obliged, to terminate the
            transaction on mutually acceptable terms and if the terms
            are not agreed then the transaction continues.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="CancellationAndPayment">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">
            The trade is terminated.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
    </xsd:restriction>
  </xsd:simpleType>
  <xsd:simpleType name="NegativeInterestRateTreatmentEnum">
    <xsd:annotation>
      <xsd:documentation source="http://www.FpML.org" xml:lang="en">
        The method of calculating payment obligations when a floating
        rate is negative (either due to a quoted negative floating rate
        or by operation of a spread that is subtracted from the
        floating rate).
      </xsd:documentation>
    </xsd:annotation>
    <xsd:restriction base="xsd:token">
      <xsd:enumeration value="NegativeInterestRateMethod">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">
            Negative Interest Rate Method. Per 2000 ISDA Definitions,
            Section 6.4 Negative Interest Rates, paragraphs (b) and
            (c).
          </xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="ZeroInterestRateMethod">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">
            Zero Interest Rate Method. Per 2000 ISDA Definitions,
            Section 6.4. Negative Interest Rates, paragraphs (d) and
            (e).
          </xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
    </xsd:restriction>
  </xsd:simpleType>
  <xsd:simpleType name="NotionalAdjustmentEnum">
    <xsd:annotation>
      <xsd:documentation source="http://www.FpML.org" xml:lang="en">
        The conditions that govern the adjustment to the number of
        units of the equity swap.
      </xsd:documentation>
    </xsd:annotation>
    <xsd:restriction base="xsd:token">
      <xsd:enumeration value="Execution">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">
            The adjustments to the number of units are governed by an
            execution clause.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="PortfolioRebalancing">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">
            The adjustments to the number of units are governed by a
            portfolio rebalancing clause.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="Standard">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">
            The adjustments to the number of units are not governed by
            any specific clause.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
    </xsd:restriction>
  </xsd:simpleType>
  <xsd:simpleType name="ObligationCategoryEnum">
    <xsd:annotation>
      <xsd:documentation source="http://www.FpML.org" xml:lang="en">
        Used in both the obligations and deliverable obligations of the
        credit default swap to represent a class or type of securities
        which apply.
      </xsd:documentation>
    </xsd:annotation>
    <xsd:restriction base="xsd:token">
      <xsd:enumeration value="Payment">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">
            ISDA term "Payment".
          </xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="BorrowedMoney">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">
            ISDA term "Borrowed Money".
          </xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="ReferenceObligationsOnly">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">
            ISDA term "Reference Obligations Only".
          </xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="Bond">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">
            ISDA term "Bond".
          </xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="Loan">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">
            ISDA term "Loan".
          </xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="BondOrLoan">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">
            ISDA term "Bond or Loan".
          </xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
    </xsd:restriction>
  </xsd:simpleType>
  <xsd:simpleType name="OptionTypeEnum">
    <xsd:annotation>
      <xsd:documentation source="http://www.FpML.org" xml:lang="en">
        Specifies whether the option is a call or a put.
      </xsd:documentation>
    </xsd:annotation>
    <xsd:restriction base="xsd:token">
      <xsd:enumeration value="Call">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">
            A call option gives the holder the right to buy the
            underlying asset by a certain date for a certain price.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="Forward">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">
            A forward contract is an agreement to buy or sell the
            underlying asset at a certain future time for a certain
            price.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="Put">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">
            A put option gives the holder the right to sell the
            underlying asset by a certain date for a certain price.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
    </xsd:restriction>
  </xsd:simpleType>
  <xsd:simpleType name="PayerReceiverEnum">
    <xsd:annotation>
      <xsd:documentation source="http://www.FpML.org" xml:lang="en">
        The specification of an interest rate stream payer or receiver
        party.
      </xsd:documentation>
    </xsd:annotation>
    <xsd:restriction base="xsd:token">
      <xsd:enumeration value="Payer">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">
            The party identified as the stream payer.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="Receiver">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">
            The party identified as the stream receiver.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
    </xsd:restriction>
  </xsd:simpleType>
  <xsd:simpleType name="PayoutEnum">
    <xsd:annotation>
      <xsd:documentation source="http://www.FpML.org" xml:lang="en">
        The specification of how an FX OTC option with a trigger payout
        will be paid if the trigger condition is met. The contract will
        specify whether the payout will occur immediately or on the
        original value date of the option.
      </xsd:documentation>
    </xsd:annotation>
    <xsd:restriction base="xsd:token">
      <xsd:enumeration value="Deferred">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">
            If the trigger is hit, the option payout will not be paid
            now but will be paid on the value date of the original
            option.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="Immediate">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">
            If the trigger is hit, the option payout will be paid
            immediately (i.e., spot from the payout date).
          </xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
    </xsd:restriction>
  </xsd:simpleType>
  <xsd:simpleType name="PayRelativeToEnum">
    <xsd:annotation>
      <xsd:documentation source="http://www.FpML.org" xml:lang="en">
        The specification of whether payments occur relative to the
        calculation period start or end date, or the reset date.
      </xsd:documentation>
    </xsd:annotation>
    <xsd:restriction base="xsd:token">
      <xsd:enumeration value="CalculationPeriodStartDate">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">
            Payments will occur relative to the first day of each
            calculation period.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="CalculationPeriodEndDate">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">
            Payments will occur relative to the last day of each
            calculation period.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="ResetDate">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">
            Payments will occur relative to the reset date.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
    </xsd:restriction>
  </xsd:simpleType>
  <xsd:simpleType name="PeriodEnum">
    <xsd:annotation>
      <xsd:documentation source="http://www.FpML.org" xml:lang="en">
        The specification of a time period
      </xsd:documentation>
    </xsd:annotation>
    <xsd:restriction base="xsd:token">
      <xsd:enumeration value="D">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">
            Day.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="W">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">
            Week.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="M">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">
            Month.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="Y">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">
            Year.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="T">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">
            Term.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
    </xsd:restriction>
  </xsd:simpleType>
  <xsd:simpleType name="PremiumQuoteBasisEnum">
    <xsd:annotation>
      <xsd:documentation source="http://www.FpML.org" xml:lang="en">
        The specification of how the premium for an FX OTC option is
        quoted.
      </xsd:documentation>
    </xsd:annotation>
    <xsd:restriction base="xsd:token">
      <xsd:enumeration value="PercentageOfCallCurrencyAmount">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">
            Premium is quoted as a percentage of the
            callCurrencyAmount.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="PercentageOfPutCurrencyAmount">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">
            Premium is quoted as a percentage of the putCurrencyAmount.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="CallCurrencyPerPutCurrency">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">
            Premium is quoted in the call currency as a percentage of
            the put currency.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="PutCurrencyPerCallCurrency">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">
            Premium is quoted in the put currency as a percentage of
            the call currency.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="Explicit">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">
            Premium is quoted as an explicit amount.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
    </xsd:restriction>
  </xsd:simpleType>
  <xsd:simpleType name="PremiumTypeEnum">
    <xsd:annotation>
      <xsd:documentation source="http://www.FpML.org" xml:lang="en">
        Premium Type for Forward Start Equity Option
      </xsd:documentation>
    </xsd:annotation>
    <xsd:restriction base="xsd:token">
      <xsd:enumeration value="PrePaid">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">
            TODO
          </xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="PostPaid">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">
            TODO
          </xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="Variable">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">
            TODO
          </xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="Fixed">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">
            TODO
          </xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
    </xsd:restriction>
  </xsd:simpleType>
  <xsd:simpleType name="PriceExpressionEnum">
    <xsd:annotation>
      <xsd:documentation source="http://www.FpML.org" xml:lang="en">
        The mode of expression of a price.
      </xsd:documentation>
    </xsd:annotation>
    <xsd:restriction base="xsd:token">
      <xsd:enumeration value="AbsoluteTerms">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">
            The price is expressed as an absolute amount.>
          </xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="PercentageOfNotional">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">
            The price is expressed in percentage of the notional
            amount.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
    </xsd:restriction>
  </xsd:simpleType>
  <xsd:simpleType name="QuotationRateTypeEnum">
    <xsd:annotation>
      <xsd:documentation source="http://www.FpML.org" xml:lang="en">
        The specification of the type of quotation rate to be obtained
        from each cash settlement reference bank.
      </xsd:documentation>
    </xsd:annotation>
    <xsd:restriction base="xsd:token">
      <xsd:enumeration value="Bid">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">
            A bid rate.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="Ask">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">
            An ask rate.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="Mid">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">
            A mid-market rate.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="ExercisingPartyPays">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">
            If optional early termination is applicable to a swap
            transaction, the rate, which may be a bid or ask rate,
            which would result, if seller is in-the-money, in the
            higher absolute value of the cash settlement amount, or, is
            seller is out-of-the-money, in the lower absolute value of
            the cash settlement amount.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
    </xsd:restriction>
  </xsd:simpleType>
  <xsd:simpleType name="QuotationSideEnum">
    <xsd:annotation>
      <xsd:documentation source="http://www.FpML.org" xml:lang="en">
        The side from which perspective a value is quoted.
      </xsd:documentation>
    </xsd:annotation>
    <xsd:restriction base="xsd:token">
      <xsd:enumeration value="Bid">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">
            A value "bid" by a buyer for an asset, i.e. the value a
            buyer is willing to pay.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="Ask">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">
            A value "asked" by a seller for an asset, i.e. the value at
            which a seller is willing to sell.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="Mid">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">
            A value midway between the bid and the ask value.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
    </xsd:restriction>
  </xsd:simpleType>
  <xsd:simpleType name="QuoteBasisEnum">
    <xsd:annotation>
      <xsd:documentation source="http://www.FpML.org" xml:lang="en">
        How an exchange rate is quoted.
      </xsd:documentation>
    </xsd:annotation>
    <xsd:restriction base="xsd:token">
      <xsd:enumeration value="Currency1PerCurrency2">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">
            The amount of currency1 for one unit of currency2
          </xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="Currency2PerCurrency1">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">
            The amount of currency2 for one unit of currency1
          </xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
    </xsd:restriction>
  </xsd:simpleType>
  <xsd:simpleType name="RateTreatmentEnum">
    <xsd:annotation>
      <xsd:documentation source="http://www.FpML.org" xml:lang="en">
        The specification of methods for converting rates from one
        basis to another.
      </xsd:documentation>
    </xsd:annotation>
    <xsd:restriction base="xsd:token">
      <xsd:enumeration value="BondEquivalentYield">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">
            Bond Equivalent Yield. Per Annex to the 2000 ISDA
            Definitions (June 2000 Version), Section 7.3. Certain
            General Definitions Relating to Floating Rate Options,
            paragraph (g).
          </xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="MoneyMarketYield">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">
            Money Market Yield. Per Annex to the 2000 ISDA Definitions
            (June 2000 Version), Section 7.3. Certain General
            Definitions Relating to Floating Rate Options, paragraph
            (h).
          </xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
    </xsd:restriction>
  </xsd:simpleType>
  <xsd:simpleType name="ResetRelativeToEnum">
    <xsd:annotation>
      <xsd:documentation source="http://www.FpML.org" xml:lang="en">
        The specification of whether resets occur relative to the first
        or last day of a calculation period.
      </xsd:documentation>
    </xsd:annotation>
    <xsd:restriction base="xsd:token">
      <xsd:enumeration value="CalculationPeriodStartDate">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">
            Resets will occur relative to the first day of each
            calculation period.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="CalculationPeriodEndDate">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">
            Resets will occur relative to the last day of each
            calculation period.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
    </xsd:restriction>
  </xsd:simpleType>
  <xsd:simpleType name="ReturnTypeEnum">
    <xsd:annotation>
      <xsd:documentation source="http://www.FpML.org" xml:lang="en">
        The type of return associated with the equity swap.
      </xsd:documentation>
    </xsd:annotation>
    <xsd:restriction base="xsd:token">
      <xsd:enumeration value="Dividend">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">
            Dividend return swap.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="Price">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">
            Price return swap.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="Total">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">
            Total return swap.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
    </xsd:restriction>
  </xsd:simpleType>
  <xsd:simpleType name="RollConventionEnum">
    <xsd:annotation>
      <xsd:documentation source="http://www.FpML.org" xml:lang="en">
        The convention for determining the sequence of calculation
        period end dates. It is used in conjunction with a specified
        frequency and the regular period start date of a calculation
        period, e.g. semi-annual IMM roll dates.
      </xsd:documentation>
    </xsd:annotation>
    <xsd:restriction base="xsd:token">
      <xsd:enumeration value="EOM">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">
            Rolls on month end dates irrespective of the length of the
            month and the previous roll day.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="FRN">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">
            Roll days are determined according to the FRN Convention or
            Eurodollar Convention as described in ISDA 2000
            definitions.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="IMM">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">
            IMM Settlement Dates. The third Wednesday of the (delivery)
            month.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="IMMCAD">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">
            The last trading day/expiration day of the Canadian
            Derivatives Exchange (Bourse de Montreal Inc) Three-month
            Canadian Bankers' Acceptance Futures (Ticker Symbol BAX).
            The second London banking day prior to the third Wednesday
            of the contract month. If the determined day is a Bourse or
            bank holiday in Montreal or Toronto, the last trading day
            shall be the previous bank business day. Per Canadian
            Derivatives Exchange BAX contract specification.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="SFE">
        <xsd:annotation>
          <xsd:documentation source="http://www.sfe.com.au" xml:lang="en">
            Sydney Futures Exchange 90-Day Bank Accepted Bill Futures
            Settlement Dates. The second Friday of the (delivery)
            month.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="NONE">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">
            The roll convention is not required. For example, in the
            case of a daily calculation frequency.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="TBILL">
        <xsd:annotation>
          <xsd:documentation source="http://www.publicdebt.treas.gov" xml:lang="en">
            13-week and 26-week U.S. Treasury Bill Auction Dates. Each
            Monday except for U.S. (New York) holidays when it will
            occur on a Tuesday.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="1">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">
            Rolls on the 1st day of the month.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="2">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">
            Rolls on the 2nd day of the month.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="3">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">
            Rolls on the 3rd day of the month.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="4">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">
            Rolls on the 4th day of the month.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="5">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">
            Rolls on the 4th day of the month.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="6">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">
            Rolls on the 6th day of the month.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="7">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">
            Rolls on the 7th day of the month.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="8">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">
            Rolls on the 8th day of the month.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="9">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">
            Rolls on the 9th day of the month.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="10">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">
            Rolls on the 10th day of the month.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="11">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">
            Rolls on the 11th day of the month.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="12">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">
            Rolls on the 12th day of the month.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="13">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">
            Rolls on the 13th day of the month.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="14">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">
            Rolls on the 14th day of the month.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="15">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">
            Rolls on the 15th day of the month.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="16">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">
            Rolls on the 16th day of the month.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="17">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">
            Rolls on the 17th day of the month.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="18">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">
            Rolls on the 18th day of the month.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="19">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">
            Rolls on the 19th day of the month.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="20">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">
            Rolls on the 20th day of the month.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="21">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">
            Rolls on the 21st day of the month.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="22">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">
            Rolls on the 22nd day of the month.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="23">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">
            Rolls on the 23rd day of the month.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="24">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">
            Rolls on the 24th day of the month.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="25">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">
            Rolls on the 25th day of the month.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="26">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">
            Rolls on the 26th day of the month.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="27">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">
            Rolls on the 27th day of the month.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="28">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">
            Rolls on the 28th day of the month.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="29">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">
            Rolls on the 29th day of the month.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="30">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">
            Rolls on the 30th day of the month.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="MON">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">
            Rolling weekly on a Monday.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="TUE">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">
            Rolling weekly on a Tuesday.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="WED">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">
            Rolling weekly on a Wednesday.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="THU">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">
            Rolling weekly on a Thursday.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="FRI">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">
            Rolling weekly on a Friday.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="SAT">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">
            Rolling weekly on a Saturday.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="SUN">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">
            Rolling weekly on a Sunday.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
    </xsd:restriction>
  </xsd:simpleType>
  <xsd:simpleType name="RoundingDirectionEnum">
    <xsd:annotation>
      <xsd:documentation source="http://www.FpML.org" xml:lang="en">
        The method of rounding a fractional number.
      </xsd:documentation>
    </xsd:annotation>
    <xsd:restriction base="xsd:token">
      <xsd:enumeration value="Up">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">
            A fractional number will be rounded up to the specified
            number of decimal places (the precision). For example, 5.21
            and 5.25 rounded up to 1 decimal place are 5.3 and 5.3
            respectively.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="Down">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">
            A fractional number will be rounded down to the specified
            number of decimal places (the precision). For example, 5.29
            and 5.25 rounded down to 1 decimal place are 5.2 and 5.2
            respectively.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="Nearest">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">
            A fractional number will be rounded either up or down to
            the specified number of decimal places (the precision)
            depending on its value. For example, 5.24 would be rounded
            down to 5.2 and 5.25 would be rounded up to 5.3 if a
            precision of 1 decimal place were specified.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
    </xsd:restriction>
  </xsd:simpleType>
  <xsd:simpleType name="SettlementTypeEnum">
    <xsd:annotation>
      <xsd:documentation source="http://www.FpML.org" xml:lang="en">
        Shows how the transaction is to be settled when it is
        exercised.
      </xsd:documentation>
    </xsd:annotation>
    <xsd:restriction base="xsd:token">
      <xsd:enumeration value="Cash">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">
            The intrinsic value of the option will be delivered by way
            of a cash settlement amount determined, (i) by reference to
            the differential between the strike price and the
            settlement price; or (ii) in accordance with a bilateral
            agreement between the parties
          </xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="Election">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">
            Allow Election of either Cash or Physical settlement
          </xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="Physical">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">
            The securities underlying the transaction will be delivered
            by (i) in the case of a call, the seller to the buyer, or
            (ii) in the case of a put, the buyer to the seller versus a
            settlement amount equivalent to the strike price per share
          </xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
    </xsd:restriction>
  </xsd:simpleType>
  <xsd:simpleType name="ShareExtraordinaryEventEnum">
    <xsd:annotation>
      <xsd:documentation source="http://www.FpML.org" xml:lang="en">
        Defines the consequences of extraordinary events relating to
        the underlying.
      </xsd:documentation>
    </xsd:annotation>
    <xsd:restriction base="xsd:token">
      <xsd:enumeration value="AlternativeObligation">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">
            The trade continues on the consideration paid out to
            holders of the original shares.
          </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:enumeration value="OptionsExchange">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">
            The trade will be adjusted in accordance with any
            adjustment made by the exchange on which options on the
            underlying are listed.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="CalculationAgent">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">
            The trade will be adjusted in accordance with any
            adjustment made by the exchange on which options on the
            underlying are listed.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="ModifiedCalculationAgent">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">
            The trade will be adjusted in accordance with any
            adjustment made by the exchange on which options on the
            underlying are listed.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="PartialCancellationAndPayment">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">
            The trade will be adjusted in accordance with any
            adjustment made by the exchange on which options on the
            underlying are listed.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="Component">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">
            The trade will be adjusted in accordance with any
            adjustment made by the exchange on which options on the
            underlying are listed.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
    </xsd:restriction>
  </xsd:simpleType>
  <xsd:simpleType name="SideRateBasisEnum">
    <xsd:annotation>
      <xsd:documentation source="http://www.FpML.org" xml:lang="en">
        The specification of how an individual currency in an FX trade
        is quoted relative to the base currency.
      </xsd:documentation>
    </xsd:annotation>
    <xsd:restriction base="xsd:token">
      <xsd:enumeration value="Currency1PerBaseCurrency">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">
            The amount of the exchangedCurrency1 for one unit of
            baseCurrency.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="BaseCurrencyPerCurrency1">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">
            The amount of the baseCurrency for one unit of
            exchangedCurrency1.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="Currency2PerBaseCurrency">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">
            The amount of the exchangedCurrency2 for one unit of
            baseCurrency.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="BaseCurrencyPerCurrency2">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">
            The amount of the baseCurrency for one unit of
            exchangedCurrency2.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
    </xsd:restriction>
  </xsd:simpleType>
  <xsd:simpleType name="StandardSettlementStyleEnum">
    <xsd:annotation>
      <xsd:documentation source="http://www.FpML.org" xml:lang="en">
        The code specification of whether a trade is settling using
        standard settlement instructions as well as whether it is a
        candidate for settlement netting.
      </xsd:documentation>
    </xsd:annotation>
    <xsd:restriction base="xsd:token">
      <xsd:enumeration value="Standard">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">
            This trade will settle using standard pre-determined funds
            settlement instructions.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="Net">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">
            This trade is a candidate for settlement netting.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="StandardAndNet">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">
            This trade will settle using standard pre-determined funds
            settlement instructions and is a candidate for settlement
            netting.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
    </xsd:restriction>
  </xsd:simpleType>
  <xsd:simpleType name="StepRelativeToEnum">
    <xsd:annotation>
      <xsd:documentation source="http://www.FpML.org" xml:lang="en">
        The specification of whether a percentage rate change, used to
        calculate a change in notional outstanding, is expressed as a
        percentage of the initial notional amount or the previously
        outstanding notional amount.
      </xsd:documentation>
    </xsd:annotation>
    <xsd:restriction base="xsd:token">
      <xsd:enumeration value="Initial">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">
            Change in notional to be applied is calculated by
            multiplying the percentage rate by the initial notional
            amount.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="Previous">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">
            Change in notional to be applied is calculated by
            multiplying the percentage rate by the previously
            outstanding notional amount.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
    </xsd:restriction>
  </xsd:simpleType>
  <xsd:simpleType name="StubPeriodTypeEnum">
    <xsd:annotation>
      <xsd:documentation source="http://www.FpML.org" xml:lang="en">
        Element to define how to deal with a none standard calculation
        period within a swap stream.
      </xsd:documentation>
    </xsd:annotation>
    <xsd:restriction base="xsd:token">
      <xsd:enumeration value="ShortInitial">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">
            If there is a non regular period remaining it is left
            shorter than the streams calculation period frequency and
            placed at the start of the stream
          </xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="ShortFinal">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">
            If there is a non regular period remaining it is left
            shorter than the streams calculation period frequency and
            placed at the end of the stream
          </xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="LongInitial">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">
            If there is a non regular period remaining it is placed at
            the start of the stream and combined with the adjacent
            calculation period to give a long first calculation period
          </xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="LongFinal">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">
            If there is a non regular period remaining it is placed at
            the end of the stream and combined with the adjacent
            calculation period to give a long last calculation period
          </xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
    </xsd:restriction>
  </xsd:simpleType>
  <xsd:simpleType name="StrikeQuoteBasisEnum">
    <xsd:annotation>
      <xsd:documentation source="http://www.FpML.org" xml:lang="en">
        The specification of how an FX OTC option strike price is
        quoted.
      </xsd:documentation>
    </xsd:annotation>
    <xsd:restriction base="xsd:token">
      <xsd:enumeration value="PutCurrencyPerCallCurrency">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">
            The strike price is an amount of putCurrency per one unit
            of callCurrency.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="CallCurrencyPerPutCurrency">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">
            The strike price is an amount of callCurrency per one unit
            of putCurrency.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
    </xsd:restriction>
  </xsd:simpleType>
  <xsd:simpleType name="TimeTypeEnum">
    <xsd:annotation>
      <xsd:documentation source="http://www.FpML.org" xml:lang="en">
        Defines points in the day when equity option exercise and
        valuation can occur.
      </xsd:documentation>
    </xsd:annotation>
    <xsd:restriction base="xsd:token">
      <xsd:enumeration value="Close">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">
            The official closing time of the exchange on the valuation
            date.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="Open">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">
            The official opening time of the exchange on the valuation
            date.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="OSP">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">
            The time at which the official settlement price is
            determined.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="SpecificTime">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">
            The time specified in the element equityExpirationTime or
            valuationTime (as appropriate)
          </xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="XETRA">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">
            The time at which the official settlement price (following
            the auction by the exchange) is determined by the exchange.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="DerivativesClose">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">
            The official closing time of the derivatives exchange on
            which a derivative contract is listed on that security
            underlyer.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="AsSpecifiedInMasterConfirmation">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">
            The time is determined as provided in the relevant Master
            Confirmation.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
    </xsd:restriction>
  </xsd:simpleType>
  <xsd:simpleType name="TouchConditionEnum">
    <xsd:annotation>
      <xsd:documentation source="http://www.FpML.org" xml:lang="en">
        The specification of, for American-style digitals, whether the
        trigger level must be touched or not touched.
      </xsd:documentation>
    </xsd:annotation>
    <xsd:restriction base="xsd:token">
      <xsd:enumeration value="Touch">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">
            The spot rate must have touched the predetermined trigger
            rate at any time over the life of the option for the payout
            to occur.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="Notouch">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">
            The spot rate has not touched the predetermined trigger
            rate at any time over the life of the option for the payout
            to occur.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
    </xsd:restriction>
  </xsd:simpleType>
  <xsd:simpleType name="TriggerConditionEnum">
    <xsd:annotation>
      <xsd:documentation source="http://www.FpML.org" xml:lang="en">
        The specification of whether a payout will occur on an option
        depending upon whether the spot rate is above or below the
        trigger rate.
      </xsd:documentation>
    </xsd:annotation>
    <xsd:restriction base="xsd:token">
      <xsd:enumeration value="Above">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">
            The spot rate must be greater than or equal to the trigger
            rate.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="Below">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">
            The spot rate must be less than or equal to the trigger
            rate.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
    </xsd:restriction>
  </xsd:simpleType>
  <xsd:simpleType name="ValuationMethodEnum">
    <xsd:annotation>
      <xsd:documentation source="http://www.FpML.org" xml:lang="en">
        The ISDA defined methodology for determining the final price of
        the reference obligation for purposes of cash settlement.
      </xsd:documentation>
    </xsd:annotation>
    <xsd:restriction base="xsd:token">
      <xsd:enumeration value="Market"/>
      <xsd:enumeration value="Highest"/>
      <xsd:enumeration value="AverageMarket"/>
      <xsd:enumeration value="AverageHighest"/>
      <xsd:enumeration value="BlendedMarket"/>
      <xsd:enumeration value="BlendedHighest"/>
      <xsd:enumeration value="AverageBlendedMarket"/>
      <xsd:enumeration value="AverageBlendedHighest"/>
    </xsd:restriction>
  </xsd:simpleType>
  <xsd:simpleType name="WeeklyRollConventionEnum">
    <xsd:annotation>
      <xsd:documentation source="http://www.FpML.org" xml:lang="en">
        The specification of a weekly roll day.
      </xsd:documentation>
    </xsd:annotation>
    <xsd:restriction base="xsd:token">
      <xsd:enumeration value="MON">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">
            Monday
          </xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="TUE">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">
            Tuesday
          </xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="WED">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">
            Wednesday
          </xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="THU">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">
            Thursday
          </xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="FRI">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">
            Friday
          </xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="SAT">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">
            Saturday
          </xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="SUN">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">
            Sunday
          </xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
    </xsd:restriction>
  </xsd:simpleType>
</xsd:schema>

FpML 4.2 Working Draft

12 October 2005

Enumerations Component Definitions

Version: 4.2

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