# FpML 4.2 Trial Recommendation

## 10 September 2021

## Enumerations Component Definitions

### Version: 4.2

### This Version:

> http://www.fpml.org/spec/fpml-4-2-13-tr-6

### Latest Version:

> http://www.fpml.org/spec/fpml-4-2-13-tr-6

### Previous Version:

> https://www.fpml.org/spec/fpml-4-2-12-rec-2/

### Errata for this Version:

> http://www.fpml.org/spec/errata/fpml-4-2-13-tr-6-errata.html

Document built: Thu 09/09/2021 16:56:02.86

Copyright (c) 1999 - 2006 by INTERNATIONAL SWAPS AND DERIVATIVES ASSOCIATION, INC.
Financial Products Markup Language is subject to the FpML public license
A copy of this license is available at http://www.fpml.org/documents/license.html

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

# Contents

  Global Simple Types
    AveragingInOutEnum
    AveragingMethodEnum
    BusinessDayConventionEnum
    CalculationAgentPartyEnum
    CalculationMethodEnum
    CommissionDenominationEnum
    CompoundingMethodEnum
    CsaTypeEnum
    DayTypeEnum
    DifferenceSeverityEnum
    DifferenceTypeEnum
    DiscountingTypeEnum
    DividendAmountTypeEnum
    DividendDateReferenceEnum
    DividendEntitlementEnum
    DividendPeriodEnum
    ExerciseStyleEnum
    FraDiscountingEnum
    FrequencyTypeEnum
    FxBarrierTypeEnum
    IndexEventConsequenceEnum
    LengthUnitEnum
    MethodOfAdjustmentEnum
    NationalisationOrInsolvencyOrDelistingEventEnum
    NegativeInterestRateTreatmentEnum
    NotionalAdjustmentEnum
    ObligationCategoryEnum
    ObservationPeriodDatesEnum
    OptionTypeEnum
    PartyDeterminationEnum
    PayerReceiverEnum
    PayoutEnum
    PayRelativeToEnum
    PeriodEnum
    PremiumQuoteBasisEnum
    PremiumTypeEnum
    PriceExpressionEnum
    QuotationRateTypeEnum
    QuotationSideEnum
    QuoteBasisEnum
    RateTreatmentEnum
    ResetRelativeToEnum
    ReturnTypeEnum
    RollConventionEnum
    RoundingDirectionEnum
    SettlementTypeEnum
    ShareExtraordinaryEventEnum
    SideRateBasisEnum
    StandardSettlementStyleEnum
    StepRelativeToEnum
    StrikeQuoteBasisEnum
    StubPeriodTypeEnum
    TimeTypeEnum
    TouchConditionEnum
    TriggerConditionEnum
    ValuationMethodEnum
    WeeklyRollConventionEnum
  Global Complex Types
  Global Elements
  Groups
  Schema Listing

# Global Simple Types

## AveragingInOutEnum

### Description:

The type of averaging used in an Asian option.

### Contents:

Inherited element(s): (This definition restricts the content defined by the type xsd:token)

Value | Source | Description
In | http://www.FpML.org | The average price is used to derive the strike price. Also known as "Asian strike" style option.
Out | http://www.FpML.org | The average price is used to derive the expiration price. Also known as "Asian price" style option.
Both | http://www.FpML.org | The average price is used to derive both the strike and the expiration price.

### 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.

### Contents:

Inherited element(s): (This definition restricts the content defined by the type xsd:token)

Value | Source | Description
Unweighted | http://www.FpML.org | The arithmetic mean of the relevant rates for each reset date.
Weighted | http://www.FpML.org | The arithmetic mean of the relevant rates in effect for each day in a calculation period calculated by multiplying each relevant rate by the number of days such relevant rate is in effect, determining the sum of such products and dividing such sum by the number of days in the calculation period.

### Used by:

### 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.

### Contents:

Inherited element(s): (This definition restricts the content defined by the type xsd:token)

Value | Source | Description
FOLLOWING | http://www.FpML.org | The non-business date will be adjusted to the first following day that is a business day
FRN | http://www.FpML.org | Per 2000 ISDA Definitions, Section 4.11. FRN Convention; Eurodollar Convention.
MODFOLLOWING | http://www.FpML.org | The non-business date will be adjusted to the first following day that is a business day unless that day falls in the next calendar month, in which case that date will be the first preceding day that is a business day.
PRECEDING | http://www.FpML.org | The non-business day will be adjusted to the first preceding day that is a business day.
MODPRECEDING | http://www.FpML.org | The non-business date will be adjusted to the first preceding day that is a business day unless that day falls in the previous calendar month, in which case that date will be the first following day that us a business day.
NONE | http://www.FpML.org | The date will not be adjusted if it falls on a day that is not a business day.
NotApplicable | http://www.FpML.org | The date adjustments conventions are defined elsewhere, so it is not required to specify them here.

### Used by:

- BusinessDateRange/businessDayConvention
- BusinessDayAdjustments/businessDayConvention
- DateOffset/businessDayConvention
- FxFixingDate/businessDayConvention
- RelativeDateOffset/businessDayConvention

### 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.

### Contents:

Inherited element(s): (This definition restricts the content defined by the type xsd:token)

Value | Source | Description
ExercisingParty | http://www.FpML.org | The party that gives notice of exercise. Per 2000 ISDA Definitions, Section 11.1. Parties, paragraph (d).
NonExercisingParty | http://www.FpML.org | The party that is given notice of exercise. Per 2000 ISDA Definitions, Section 11.1. Parties, paragraph (e).
AsSpecifiedInMasterAgreement | http://www.FpML.org | The Calculation Agent is determined by reference to the relevant master agreement.

### 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>

## CalculationMethodEnum

### Description:

The type of calculation formula to use when combining multiple rates.

### Contents:

Inherited element(s): (This definition restricts the content defined by the type xsd:token)

Value | Source | Description
Averaging | http://www.FpML.org | The resulting value is based on the weighted arithmetic average of the observations performed by the calculation agent. These are described in the 2021 ISDA Definitions in Section 7.4
Compounding | http://www.FpML.org | The resulting value is based on a geometric averaging formula which is based on the multiplying the weighted daily rates. It is calculated by the calculation agent. These are described in the 2021 ISDA Definitions in Section 7.3
CompoundedIndex | http://www.FpML.org | The resulting value is based on a compounded index calculated by the rate administrator. The calculation agent is responsible for backing out the implied rate by calculating (final_index_level/initial_index_level - 1) / yearFraction. This calculation is described in Supplement 76 to the 2006 ISDA Definitions, for example in section 6.15, and in the 2021 ISDA Definitions in section 7.7.2 and 7.7.3.

### Used by:

- CalculationParameters/calculationMethod

### Schema Fragment:

    <xsd:simpleType name="CalculationMethodEnum">
      <xsd:annotation>
        <xsd:documentation source="http://www.FpML.org" xml:lang="en">
          The type of calculation formula to use when combining multiple
          rates.
        </xsd:documentation>
      </xsd:annotation>
      <xsd:restriction base="xsd:token">
        <xsd:enumeration value="Averaging">
          <xsd:annotation>
            <xsd:documentation source="http://www.FpML.org" xml:lang="en">
              The resulting value is based on the weighted arithmetic
              average of the observations performed by the calculation
              agent. These are described in the 2021 ISDA Definitions in
              Section 7.4
            </xsd:documentation>
          </xsd:annotation>
        </xsd:enumeration>
        <xsd:enumeration value="Compounding">
          <xsd:annotation>
            <xsd:documentation source="http://www.FpML.org" xml:lang="en">
              The resulting value is based on a geometric averaging formula
              which is based on the multiplying the weighted daily rates.
              It is calculated by the calculation agent. These are
              described in the 2021 ISDA Definitions in Section 7.3
            </xsd:documentation>
          </xsd:annotation>
        </xsd:enumeration>
        <xsd:enumeration value="CompoundedIndex">
          <xsd:annotation>
            <xsd:documentation source="http://www.FpML.org" xml:lang="en">
              The resulting value is based on a compounded index calculated
              by the rate administrator. The calculation agent is
              responsible for backing out the implied rate by calculating
              (final_index_level/initial_index_level - 1) / yearFraction.
              This calculation is described in Supplement 76 to the 2006
              ISDA Definitions, for example in section 6.15, and in the
              2021 ISDA Definitions in section 7.7.2 and 7.7.3.
            </xsd:documentation>
          </xsd:annotation>
        </xsd:enumeration>
      </xsd:restriction>
    </xsd:simpleType>

## CommissionDenominationEnum

### Description:

The unit in which a commission is denominated.

### Contents:

Inherited element(s): (This definition restricts the content defined by the type xsd:token)

Value | Source | Description
BPS | http://www.FpML.org | The commission is expressed in basis points, in reference to the price referenced in the document.
Percentage | http://www.FpML.org | The commission is expressed as a percentage of the gross price referenced in the document.
CentsPerShare | http://www.FpML.org | The commission is expressed in cents per share.
FixedAmount | http://www.FpML.org | The commission is expressed as a absolute amount.

### 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

### Contents:

Inherited element(s): (This definition restricts the content defined by the type xsd:token)

Value | Source | Description
Flat | http://www.FpML.org | Flat compounding. Compounding excludes the spread. Note that the first compounding period has it's interest calculated including any spread then subsequent periods compound this at a rate excluding the spread.
None | http://www.FpML.org | No compounding is to be applied.
Straight | http://www.FpML.org | Straight compounding. Compounding includes the spread.
SpreadExclusive | http://www.FpML.org | Spread Exclusive compounding.

### Used by:

- Calculation/compoundingMethod
- CashflowCalculationPeriod/compoundingMethod
- Compounding/compoundingMethod
- InterestAccrualsCompoundingMethod/compoundingMethod

### 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:enumeration value="SpreadExclusive">
          <xsd:annotation>
            <xsd:documentation source="http://www.FpML.org" xml:lang="en">
              Spread Exclusive compounding.
            </xsd:documentation>
          </xsd:annotation>
        </xsd:enumeration>
      </xsd:restriction>
    </xsd:simpleType>

## CsaTypeEnum

### Description:

The type of CSA (credit support agreement/annex), e.g. for cash settlement purposes.

### Contents:

Inherited element(s): (This definition restricts the content defined by the type xsd:token)

Value | Source | Description
NoCSA |  |
ExistingCSA |  |
ReferenceVMCSA |  |

### Used by:

- MidMarketValuationMethod/applicableCsa

### Schema Fragment:

    <xsd:simpleType name="CsaTypeEnum">
      <xsd:annotation>
        <xsd:documentation xml:lang="en">
          The type of CSA (credit support agreement/annex), e.g. for cash
          settlement purposes.
        </xsd:documentation>
      </xsd:annotation>
      <xsd:restriction base="xsd:token">
        <xsd:enumeration value="NoCSA"/>
        <xsd:enumeration value="ExistingCSA"/>
        <xsd:enumeration value="ReferenceVMCSA"/>
      </xsd:restriction>
    </xsd:simpleType>

## DayTypeEnum

### Description:

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

### Contents:

Inherited element(s): (This definition restricts the content defined by the type xsd:token)

Value | Source | Description
Business | http://www.FpML.org | When calculating the number of days between two dates the count includes only business days.
Calendar | http://www.FpML.org | When calculating the number of days between two dates the count includes all calendar days.
CurrencyBusiness | http://www.FpML.org | When calculating the number of days between two dates the count includes only currency business days.
ExchangeBusiness | http://www.FpML.org | When calculating the number of days between two dates the count includes only stock exchange business days.
ScheduledTradingDay | http://www.FpML.org | When calculating the number of days between two dates the count includes only scheduled trading days.

### 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.

### Contents:

Inherited element(s): (This definition restricts the content defined by the type xsd:token)

Value | Source | Description
Warning |  |
Error |  |

### 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.

### Contents:

Inherited element(s): (This definition restricts the content defined by the type xsd:token)

Value | Source | Description
Value |  |
Reference |  |
Structure |  |
Scheme |  |

### 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

### Contents:

Inherited element(s): (This definition restricts the content defined by the type xsd:token)

Value | Source | Description
Standard | http://www.FpML.org | Per ISDA 2000 Definitions, Section 8.4. Discounting, paragraph (a)
FRA | http://www.FpML.org | Per ISDA 2000 Definitions, Section 8.4. Discounting, paragraph (b)

### 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

### Contents:

Inherited element(s): (This definition restricts the content defined by the type xsd:token)

Value | Source | Description
RecordAmount | http://www.FpML.org | 100% of the gross cash dividend per Share paid over record date during relevant Dividend Period
ExAmount | http://www.FpML.org | 100% of gross cash dividend per Share paid after the Ex Div date during relevant Dividend Period.
PaidAmount | http://www.FpML.org | 100% of gross cash dividend per Share paid during relevant Dividend Period.
AsSpecifiedInMasterConfirmation | http://www.FpML.org | The Amount is determined as provided in the relevant Master Confirmation.

### Used by:

- DividendConditions/dividendAmount
- DividendConditions/excessDividendAmount

### 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.

### Contents:

Inherited element(s): (This definition restricts the content defined by the type xsd:token)

Value | Source | Description
ExDate | http://www.FpML.org | Date on which a holder of the security is entitled to the dividend.
DividendPaymentDate | http://www.FpML.org | Date on which the dividend will be paid by the issuer.
RecordDate | http://www.FpML.org | Date on which the dividend will be recorded in the books of the paying agent.
TerminationDate | http://www.FpML.org | Termination date of the swap.
EquityPaymentDate | http://www.FpML.org | Equity payment date of the swap.
FollowingPaymentDate | http://www.FpML.org | The next payment date of the swap.
AdHocDate | http://www.FpML.org | The dividend date will be specified ad hoc by the parties, typically on the dividend ex-date
CumulativeEquityPaid | http://www.FpML.org | Total of paid dividends, paid on next following Cash Settlement Payment Date, which is immediately following the Dividend Period during which the dividend is paid by the Issuer to the holders of record of a Share.
CumulativeLiborPaid | http://www.FpML.org | Total of paid dividends, paid on next following Payment Date, which is immediately following the Dividend Period during which the dividend is paid by the Issuer to the holders of record of a Share.
CumulativeEquityExDiv | http://www.FpML.org | Total of dividends which go ex, paid on next following Cash Settlement Payment Date, which is immediately following the Dividend Period during which the Shares commence trading ex-dividend on the Exchange
CumulativeLiborExDiv | http://www.FpML.org | Total of dividends which go ex, paid on next following Payment Date, which is immediately following the Dividend Period during which the Shares commence trading ex-dividend on the Exchange, or where the date on which the Shares commence trading ex-dividend is a Payment Date, such Payment Date.

### 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.

### Contents:

Inherited element(s): (This definition restricts the content defined by the type xsd:token)

Value | Source | Description
ExDate | http://www.FpML.org | Dividend entitlement is on the dividend ex-date.
RecordDate | http://www.FpML.org | Dividend entitlement is on the dividend record date.

### 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.

### Contents:

Inherited element(s): (This definition restricts the content defined by the type xsd:token)

Value | Source | Description
FirstPeriod | http://www.FpML.org | "First Period" per the 2002 ISDA Equity Derivatives Definitions will apply.
SecondPeriod | http://www.FpML.org | "Second Period" per the 2002 ISDA Equity Derivatives Definitions will apply.

### 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.

### Contents:

Inherited element(s): (This definition restricts the content defined by the type xsd:token)

Value | Source | Description
American | http://www.FpML.org | Option can be exercised on any date up to the expiry date.
Bermuda | http://www.FpML.org | Option can be exercised on specified dates up to the expiry date.
European | http://www.FpML.org | Option can only be exercised on the expiry date.

### Used by:

- FxAverageRateOption/exerciseStyle
- FxOptionLeg/exerciseStyle

### 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.

### Contents:

Inherited element(s): (This definition restricts the content defined by the type xsd:token)

Value | Source | Description
ISDA | http://www.FpML.org | "FRA Discounting" per the ISDA Definitions will apply.
AFMA | http://www.FpML.org | FRA discounting per the Australian Financial Markets Association (AFMA) OTC Financial Product Conventions will apply.
NONE | http://www.FpML.org | No discounting will apply.

### 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

### Contents:

Inherited element(s): (This definition restricts the content defined by the type xsd:token)

Value | Source | Description
Day | http://www.FpML.org | Day is the unit of frequency.
Business | http://www.FpML.org | TBD

### 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.

### Contents:

Inherited element(s): (This definition restricts the content defined by the type xsd:token)

Value | Source | Description
Knockin | http://www.FpML.org | Option exists once the barrier is hit. The trigger rate is out-of-the money in relation to the strike rate.
Knockout | http://www.FpML.org | Option ceases to exist once the barrier is hit. The trigger rate is out-of the-money in relation to the strike rate.
ReverseKnockin | http://www.FpML.org | Option exists once the barrier is hit. The trigger rate is in-the money in relation to the strike rate.
ReverseKnockout | http://www.FpML.org | Option ceases to exist once the barrier is hit. The trigger rate is in-the money in relation to the strike rate.

### 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.

### Contents:

Inherited element(s): (This definition restricts the content defined by the type xsd:token)

Value | Source | Description
CalculationAgentAdjustment | http://www.FpML.org | Calculation Agent Adjustment
NegotiatedCloseOut | http://www.FpML.org | Negotiated Close Out
CancellationAndPayment | http://www.FpML.org | Cancellation and Payment

### Used by:

- IndexAdjustmentEvents/indexCancellation
- IndexAdjustmentEvents/indexDisruption
- IndexAdjustmentEvents/indexModification

### 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.

### Contents:

Inherited element(s): (This definition restricts the content defined by the type xsd:token)

Value | Source | Description
Pages |  |
TimeUnit |  |

### 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.

### Contents:

Inherited element(s): (This definition restricts the content defined by the type xsd:token)

Value | Source | Description
CalculationAgent | http://www.FpML.org | The Calculation Agent has the right to adjust the terms of the trade following a corporate action.
OptionsExchange | http://www.FpML.org | The trade will be adjusted in accordance with any adjustment made by the exchange on which options on the underlying are listed.

### Used by:

- EquityDerivativeLongFormBase/methodOfAdjustment
- EquityOptionTransactionSupplement/methodOfAdjustment

### 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.

### Contents:

Inherited element(s): (This definition restricts the content defined by the type xsd:token)

Value | Source | Description
NegotiatedCloseout | http://www.FpML.org | The parties may, but are not obliged, to terminate the transaction on mutually acceptable terms and if the terms are not agreed then the transaction continues.
CancellationAndPayment | http://www.FpML.org | The trade is terminated.

### Used by:

- ExtraordinaryEvents/delisting
- ExtraordinaryEvents/nationalisationOrInsolvency

### 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).

### Contents:

Inherited element(s): (This definition restricts the content defined by the type xsd:token)

Value | Source | Description
NegativeInterestRateMethod | http://www.FpML.org | Negative Interest Rate Method. Per 2000 ISDA Definitions, Section 6.4 Negative Interest Rates, paragraphs (b) and (c).
ZeroInterestRateMethod | http://www.FpML.org | Zero Interest Rate Method. Per 2000 ISDA Definitions, Section 6.4. Negative Interest Rates, paragraphs (d) and (e).
ZeroInterestRateMethodExcludingSpread | http://www.FpML.org | Zero Interest Rate Method Excluding Spread. Per 2021 ISDA Definitions, Section 6.8.6.

### Used by:

### 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:enumeration value="ZeroInterestRateMethodExcludingSpread">
          <xsd:annotation>
            <xsd:documentation source="http://www.FpML.org" xml:lang="en">
              Zero Interest Rate Method Excluding Spread. Per 2021 ISDA
              Definitions, Section 6.8.6.
            </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.

### Contents:

Inherited element(s): (This definition restricts the content defined by the type xsd:token)

Value | Source | Description
Execution | http://www.FpML.org | The adjustments to the number of units are governed by an execution clause.
PortfolioRebalancing | http://www.FpML.org | The adjustments to the number of units are governed by a portfolio rebalancing clause.
Standard | http://www.FpML.org | The adjustments to the number of units are not governed by any specific clause.

### Used by:

- DeprecatedEquityLeg/notionalAdjustments
- ReturnLeg/notionalAdjustments

### 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.

### Contents:

Inherited element(s): (This definition restricts the content defined by the type xsd:token)

Value | Source | Description
Payment | http://www.FpML.org | ISDA term "Payment".
BorrowedMoney | http://www.FpML.org | ISDA term "Borrowed Money".
ReferenceObligationsOnly | http://www.FpML.org | ISDA term "Reference Obligations Only".
Bond | http://www.FpML.org | ISDA term "Bond".
Loan | http://www.FpML.org | ISDA term "Loan".
BondOrLoan | http://www.FpML.org | ISDA term "Bond or Loan".

### Used by:

- DeliverableObligations/category
- Obligations/category

### 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>

## ObservationPeriodDatesEnum

### Description:

The specification of whether calculated rates are set relative to the beginning or end of a calculation period, or another date.

### Contents:

Inherited element(s): (This definition restricts the content defined by the type xsd:token)

Value | Source | Description
SetInAdvance | http://www.FpML.org | Calculations will occur relative to the first day of each calculation period, following the "set in advance" conventions outlined in the ISDA definitions. This means that the observation period will be relative to the prior or deemed prior calculation period.
Standard | http://www.FpML.org | Calculations will occur using the standard observation conventions, i.e. relative to the current calculation period.
FixingDate | http://www.FpML.org | Observations will be based on a fixing date offset specified in the FpML "resetDates" structure, so the observation period will end on a date shifted relative to that date. This option is available for fallback rate calculations and for RFR-based trades that mirror or mimic term-rate based trades.

### Used by:

- ObservationShiftParameters/observationPeriodDates

### Schema Fragment:

    <xsd:simpleType name="ObservationPeriodDatesEnum">
      <xsd:annotation>
        <xsd:documentation source="http://www.FpML.org" xml:lang="en">
          The specification of whether calculated rates are set relative to
          the beginning or end of a calculation period, or another date.
        </xsd:documentation>
      </xsd:annotation>
      <xsd:restriction base="xsd:token">
        <xsd:enumeration value="SetInAdvance">
          <xsd:annotation>
            <xsd:documentation source="http://www.FpML.org" xml:lang="en">
              Calculations will occur relative to the first day of each
              calculation period, following the "set in advance"
              conventions outlined in the ISDA definitions. This means that
              the observation period will be relative to the prior or
              deemed prior calculation period.
            </xsd:documentation>
          </xsd:annotation>
        </xsd:enumeration>
        <xsd:enumeration value="Standard">
          <xsd:annotation>
            <xsd:documentation source="http://www.FpML.org" xml:lang="en">
              Calculations will occur using the standard observation
              conventions, i.e. relative to the current calculation period.
            </xsd:documentation>
          </xsd:annotation>
        </xsd:enumeration>
        <xsd:enumeration value="FixingDate">
          <xsd:annotation>
            <xsd:documentation source="http://www.FpML.org" xml:lang="en">
              Observations will be based on a fixing date offset specified
              in the FpML "resetDates" structure, so the observation period
              will end on a date shifted relative to that date. This option
              is available for fallback rate calculations and for RFR-based
              trades that mirror or mimic term-rate based trades.
            </xsd:documentation>
          </xsd:annotation>
        </xsd:enumeration>
      </xsd:restriction>
    </xsd:simpleType>

## OptionTypeEnum

### Description:

Specifies whether the option is a call or a put.

### Contents:

Inherited element(s): (This definition restricts the content defined by the type xsd:token)

Value | Source | Description
Call | http://www.FpML.org | A call option gives the holder the right to buy the underlying asset by a certain date for a certain price.
Forward | http://www.FpML.org | A forward contract is an agreement to buy or sell the underlying asset at a certain future time for a certain price.
Put | http://www.FpML.org | A put option gives the holder the right to sell the underlying asset by a certain date for a certain price.

### 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>

## PartyDeterminationEnum

### Description:

The specification of how a protected party will be determined.

### Contents:

Inherited element(s): (This definition restricts the content defined by the type xsd:token)

Value | Source | Description
NonExercisingParty | http://www.FpML.org | The party that is given notice of exercise. Per 2000 ISDA Definitions, Section 11.1. Parties, paragraph (e).
Both | http://www.FpML.org | Both parties with joined rights to be a calculation agent.

### Used by:

- PartySelector/partyDetermination

### Schema Fragment:

    <xsd:simpleType name="PartyDeterminationEnum">
      <xsd:annotation>
        <xsd:documentation source="http://www.FpML.org" xml:lang="en">
          The specification of how a protected party will be determined.
        </xsd:documentation>
      </xsd:annotation>
      <xsd:restriction base="xsd:token">
        <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="Both">
          <xsd:annotation>
            <xsd:documentation source="http://www.FpML.org" xml:lang="en">
              Both parties with joined rights to be a calculation agent.
            </xsd:documentation>
          </xsd:annotation>
        </xsd:enumeration>
      </xsd:restriction>
    </xsd:simpleType>

## PayerReceiverEnum

### Description:

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

### Contents:

Inherited element(s): (This definition restricts the content defined by the type xsd:token)

Value | Source | Description
Payer | http://www.FpML.org | The party identified as the stream payer.
Receiver | http://www.FpML.org | The party identified as the stream receiver.

### 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.

### Contents:

Inherited element(s): (This definition restricts the content defined by the type xsd:token)

Value | Source | Description
Deferred | http://www.FpML.org | If the trigger is hit, the option payout will not be paid now but will be paid on the value date of the original option.
Immediate | http://www.FpML.org | If the trigger is hit, the option payout will be paid immediately (i.e., spot from the payout date).

### 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.

### Contents:

Inherited element(s): (This definition restricts the content defined by the type xsd:token)

Value | Source | Description
CalculationPeriodStartDate | http://www.FpML.org | Payments will occur relative to the first day of each calculation period.
CalculationPeriodEndDate | http://www.FpML.org | Payments will occur relative to the last day of each calculation period.
ResetDate | http://www.FpML.org | Payments will occur relative to the reset date.

### 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

### Contents:

Inherited element(s): (This definition restricts the content defined by the type xsd:token)

Value | Source | Description
D | http://www.FpML.org | Day.
W | http://www.FpML.org | Week.
M | http://www.FpML.org | Month.
Y | http://www.FpML.org | Year.
T | http://www.FpML.org | Term.

### 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.

### Contents:

Inherited element(s): (This definition restricts the content defined by the type xsd:token)

Value | Source | Description
PercentageOfCallCurrencyAmount | http://www.FpML.org | Premium is quoted as a percentage of the callCurrencyAmount.
PercentageOfPutCurrencyAmount | http://www.FpML.org | Premium is quoted as a percentage of the putCurrencyAmount.
CallCurrencyPerPutCurrency | http://www.FpML.org | Premium is quoted in the call currency as a percentage of the put currency.
PutCurrencyPerCallCurrency | http://www.FpML.org | Premium is quoted in the put currency as a percentage of the call currency.
Explicit | http://www.FpML.org | Premium is quoted as an explicit amount.

### 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

### Contents:

Inherited element(s): (This definition restricts the content defined by the type xsd:token)

Value | Source | Description
PrePaid | http://www.FpML.org | TODO
PostPaid | http://www.FpML.org | TODO
Variable | http://www.FpML.org | TODO
Fixed | http://www.FpML.org | TODO

### 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.

### Contents:

Inherited element(s): (This definition restricts the content defined by the type xsd:token)

Value | Source | Description
AbsoluteTerms | http://www.FpML.org | The price is expressed as an absolute amount.>
PercentageOfNotional | http://www.FpML.org | The price is expressed in percentage of the notional amount.

### 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.

### Contents:

Inherited element(s): (This definition restricts the content defined by the type xsd:token)

Value | Source | Description
Bid | http://www.FpML.org | A bid rate.
Ask | http://www.FpML.org | An ask rate.
Mid | http://www.FpML.org | A mid-market rate.
ExercisingPartyPays | http://www.FpML.org | If optional early termination is applicable to a swap transaction, the rate, which may be a bid or ask rate, which would result, if seller is in-the-money, in the higher absolute value of the cash settlement amount, or, is seller is out-of-the-money, in the lower absolute value of the cash settlement amount.

### Used by:

- CashPriceMethod/quotationRateType
- CashSettlementTerms/quotationMethod
- CollateralizedCashPriceMethod/quotationRateType
- CrossCurrencyMethod/quotationRateType
- SwaptionPhysicalSettlement/quotationRateType
- YieldCurveMethod/quotationRateType

### 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.

### Contents:

Inherited element(s): (This definition restricts the content defined by the type xsd:token)

Value | Source | Description
Bid | http://www.FpML.org | A value "bid" by a buyer for an asset, i.e. the value a buyer is willing to pay.
Ask | http://www.FpML.org | A value "asked" by a seller for an asset, i.e. the value at which a seller is willing to sell.
Mid | http://www.FpML.org | A value midway between the bid and the ask value.

### 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.

### Contents:

Inherited element(s): (This definition restricts the content defined by the type xsd:token)

Value | Source | Description
Currency1PerCurrency2 | http://www.FpML.org | The amount of currency1 for one unit of currency2
Currency2PerCurrency1 | http://www.FpML.org | The amount of currency2 for one unit of currency1

### 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.

### Contents:

Inherited element(s): (This definition restricts the content defined by the type xsd:token)

Value | Source | Description
BondEquivalentYield | http://www.FpML.org | Bond Equivalent Yield. Per Annex to the 2000 ISDA Definitions (June 2000 Version), Section 7.3. Certain General Definitions Relating to Floating Rate Options, paragraph (g).
MoneyMarketYield | http://www.FpML.org | Money Market Yield. Per Annex to the 2000 ISDA Definitions (June 2000 Version), Section 7.3. Certain General Definitions Relating to Floating Rate Options, paragraph (h).

### Used by:

### 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.

### Contents:

Inherited element(s): (This definition restricts the content defined by the type xsd:token)

Value | Source | Description
CalculationPeriodStartDate | http://www.FpML.org | Resets will occur relative to the first day of each calculation period.
CalculationPeriodEndDate | http://www.FpML.org | Resets will occur relative to the last day of each calculation period.

### Used by:

- InterestLegResetDates/resetRelativeTo
- ResetDates/resetRelativeTo

### 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.

### Contents:

Inherited element(s): (This definition restricts the content defined by the type xsd:token)

Value | Source | Description
Dividend | http://www.FpML.org | Dividend return swap.
Price | http://www.FpML.org | Price return swap.
Total | http://www.FpML.org | Total return swap.

### 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.

### Contents:

Inherited element(s): (This definition restricts the content defined by the type xsd:token)

Value | Source | Description
EOM | http://www.FpML.org | Rolls on month end dates irrespective of the length of the month and the previous roll day.
FRN | http://www.FpML.org | Roll days are determined according to the FRN Convention or Eurodollar Convention as described in ISDA 2000 definitions.
IMM | http://www.FpML.org | IMM Settlement Dates. The third Wednesday of the (delivery) month.
IMMCAD | http://www.FpML.org | The last trading day/expiration day of the Canadian Derivatives Exchange (Bourse de Montreal Inc) Three-month Canadian Bankers' Acceptance Futures (Ticker Symbol BAX). The second London banking day prior to the third Wednesday of the contract month. If the determined day is a Bourse or bank holiday in Montreal or Toronto, the last trading day shall be the previous bank business day. Per Canadian Derivatives Exchange BAX contract specification.
IMMAUD | http://www.FpML.org | The last trading day of the Sydney Futures Exchange 90 Day Bank Accepted Bills Futures contract (see http://www.sfe.com.au/content/sfe/trading/con_specs.pdf). One Sydney business day preceding the second Friday of the relevant settlement month.
IMMNZD | http://www.FpML.org | The last trading day of the Sydney Futures Exchange NZ 90 Day Bank Bill Futures contract (see http://www.sfe.com.au/content/sfe/trading/con_specs.pdf). The first Wednesday after the ninth day of the relevant settlement month.
SFE | http://www.sfe.com.au | Sydney Futures Exchange 90-Day Bank Accepted Bill Futures Settlement Dates. The second Friday of the (delivery) month.
NONE | http://www.FpML.org | The roll convention is not required. For example, in the case of a daily calculation frequency.
TBILL | http://www.publicdebt.treas.gov | 13-week and 26-week U.S. Treasury Bill Auction Dates. Each Monday except for U.S. (New York) holidays when it will occur on a Tuesday.
1 | http://www.FpML.org | Rolls on the 1st day of the month.
2 | http://www.FpML.org | Rolls on the 2nd day of the month.
3 | http://www.FpML.org | Rolls on the 3rd day of the month.
4 | http://www.FpML.org | Rolls on the 4th day of the month.
5 | http://www.FpML.org | Rolls on the 4th day of the month.
6 | http://www.FpML.org | Rolls on the 6th day of the month.
7 | http://www.FpML.org | Rolls on the 7th day of the month.
8 | http://www.FpML.org | Rolls on the 8th day of the month.
9 | http://www.FpML.org | Rolls on the 9th day of the month.
10 | http://www.FpML.org | Rolls on the 10th day of the month.
11 | http://www.FpML.org | Rolls on the 11th day of the month.
12 | http://www.FpML.org | Rolls on the 12th day of the month.
13 | http://www.FpML.org | Rolls on the 13th day of the month.
14 | http://www.FpML.org | Rolls on the 14th day of the month.
15 | http://www.FpML.org | Rolls on the 15th day of the month.
16 | http://www.FpML.org | Rolls on the 16th day of the month.
17 | http://www.FpML.org | Rolls on the 17th day of the month.
18 | http://www.FpML.org | Rolls on the 18th day of the month.
19 | http://www.FpML.org | Rolls on the 19th day of the month.
20 | http://www.FpML.org | Rolls on the 20th day of the month.
21 | http://www.FpML.org | Rolls on the 21st day of the month.
22 | http://www.FpML.org | Rolls on the 22nd day of the month.
23 | http://www.FpML.org | Rolls on the 23rd day of the month.
24 | http://www.FpML.org | Rolls on the 24th day of the month.
25 | http://www.FpML.org | Rolls on the 25th day of the month.
26 | http://www.FpML.org | Rolls on the 26th day of the month.
27 | http://www.FpML.org | Rolls on the 27th day of the month.
28 | http://www.FpML.org | Rolls on the 28th day of the month.
29 | http://www.FpML.org | Rolls on the 29th day of the month.
30 | http://www.FpML.org | Rolls on the 30th day of the month.
MON | http://www.FpML.org | Rolling weekly on a Monday.
TUE | http://www.FpML.org | Rolling weekly on a Tuesday.
WED | http://www.FpML.org | Rolling weekly on a Wednesday.
THU | http://www.FpML.org | Rolling weekly on a Thursday.
FRI | http://www.FpML.org | Rolling weekly on a Friday.
SAT | http://www.FpML.org | Rolling weekly on a Saturday.
SUN | http://www.FpML.org | Rolling weekly on a Sunday.

### Used by:

- CalculationPeriodFrequency/rollConvention
- PeriodicPayment/rollConvention

### 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="IMMAUD">
          <xsd:annotation>
            <xsd:documentation source="http://www.FpML.org" xml:lang="en">
              The last trading day of the Sydney Futures Exchange 90 Day
              Bank Accepted Bills Futures contract (see
              http://www.sfe.com.au/content/sfe/trading/con_specs.pdf). One
              Sydney business day preceding the second Friday of the
              relevant settlement month.
            </xsd:documentation>
          </xsd:annotation>
        </xsd:enumeration>
        <xsd:enumeration value="IMMNZD">
          <xsd:annotation>
            <xsd:documentation source="http://www.FpML.org" xml:lang="en">
              The last trading day of the Sydney Futures Exchange NZ 90 Day
              Bank Bill Futures contract (see
              http://www.sfe.com.au/content/sfe/trading/con_specs.pdf). The
              first Wednesday after the ninth day of the relevant
              settlement month.
            </xsd:documentation>
          </xsd:annotation>
        </xsd:enumeration>
        <xsd:enumeration value="SFE">
          <xsd:annotation>
            <xsd:documentation source="http://www.sfe.com.au" xml:lang="en">
              Sydney Futures Exchange 90-Day Bank Accepted Bill Futures
              Settlement Dates. The second Friday of the (delivery) month.
            </xsd:documentation>
          </xsd:annotation>
        </xsd:enumeration>
        <xsd:enumeration value="NONE">
          <xsd:annotation>
            <xsd:documentation source="http://www.FpML.org" xml:lang="en">
              The roll convention is not required. For example, in the case
              of a daily calculation frequency.
            </xsd:documentation>
          </xsd:annotation>
        </xsd:enumeration>
        <xsd:enumeration value="TBILL">
          <xsd:annotation>
            <xsd:documentation source="http://www.publicdebt.treas.gov" xml:lang="en">
              13-week and 26-week U.S. Treasury Bill Auction Dates. Each
              Monday except for U.S. (New York) holidays when it will occur
              on a Tuesday.
            </xsd:documentation>
          </xsd:annotation>
        </xsd:enumeration>
        <xsd:enumeration value="1">
          <xsd:annotation>
            <xsd:documentation source="http://www.FpML.org" xml:lang="en">
              Rolls on the 1st day of the month.
            </xsd:documentation>
          </xsd:annotation>
        </xsd:enumeration>
        <xsd:enumeration value="2">
          <xsd:annotation>
            <xsd:documentation source="http://www.FpML.org" xml:lang="en">
              Rolls on the 2nd day of the month.
            </xsd:documentation>
          </xsd:annotation>
        </xsd:enumeration>
        <xsd:enumeration value="3">
          <xsd:annotation>
            <xsd:documentation source="http://www.FpML.org" xml:lang="en">
              Rolls on the 3rd day of the month.
            </xsd:documentation>
          </xsd:annotation>
        </xsd:enumeration>
        <xsd:enumeration value="4">
          <xsd:annotation>
            <xsd:documentation source="http://www.FpML.org" xml:lang="en">
              Rolls on the 4th day of the month.
            </xsd:documentation>
          </xsd:annotation>
        </xsd:enumeration>
        <xsd:enumeration value="5">
          <xsd:annotation>
            <xsd:documentation source="http://www.FpML.org" xml:lang="en">
              Rolls on the 4th day of the month.
            </xsd:documentation>
          </xsd:annotation>
        </xsd:enumeration>
        <xsd:enumeration value="6">
          <xsd:annotation>
            <xsd:documentation source="http://www.FpML.org" xml:lang="en">
              Rolls on the 6th day of the month.
            </xsd:documentation>
          </xsd:annotation>
        </xsd:enumeration>
        <xsd:enumeration value="7">
          <xsd:annotation>
            <xsd:documentation source="http://www.FpML.org" xml:lang="en">
              Rolls on the 7th day of the month.
            </xsd:documentation>
          </xsd:annotation>
        </xsd:enumeration>
        <xsd:enumeration value="8">
          <xsd:annotation>
            <xsd:documentation source="http://www.FpML.org" xml:lang="en">
              Rolls on the 8th day of the month.
            </xsd:documentation>
          </xsd:annotation>
        </xsd:enumeration>
        <xsd:enumeration value="9">
          <xsd:annotation>
            <xsd:documentation source="http://www.FpML.org" xml:lang="en">
              Rolls on the 9th day of the month.
            </xsd:documentation>
          </xsd:annotation>
        </xsd:enumeration>
        <xsd:enumeration value="10">
          <xsd:annotation>
            <xsd:documentation source="http://www.FpML.org" xml:lang="en">
              Rolls on the 10th day of the month.
            </xsd:documentation>
          </xsd:annotation>
        </xsd:enumeration>
        <xsd:enumeration value="11">
          <xsd:annotation>
            <xsd:documentation source="http://www.FpML.org" xml:lang="en">
              Rolls on the 11th day of the month.
            </xsd:documentation>
          </xsd:annotation>
        </xsd:enumeration>
        <xsd:enumeration value="12">
          <xsd:annotation>
            <xsd:documentation source="http://www.FpML.org" xml:lang="en">
              Rolls on the 12th day of the month.
            </xsd:documentation>
          </xsd:annotation>
        </xsd:enumeration>
        <xsd:enumeration value="13">
          <xsd:annotation>
            <xsd:documentation source="http://www.FpML.org" xml:lang="en">
              Rolls on the 13th day of the month.
            </xsd:documentation>
          </xsd:annotation>
        </xsd:enumeration>
        <xsd:enumeration value="14">
          <xsd:annotation>
            <xsd:documentation source="http://www.FpML.org" xml:lang="en">
              Rolls on the 14th day of the month.
            </xsd:documentation>
          </xsd:annotation>
        </xsd:enumeration>
        <xsd:enumeration value="15">
          <xsd:annotation>
            <xsd:documentation source="http://www.FpML.org" xml:lang="en">
              Rolls on the 15th day of the month.
            </xsd:documentation>
          </xsd:annotation>
        </xsd:enumeration>
        <xsd:enumeration value="16">
          <xsd:annotation>
            <xsd:documentation source="http://www.FpML.org" xml:lang="en">
              Rolls on the 16th day of the month.
            </xsd:documentation>
          </xsd:annotation>
        </xsd:enumeration>
        <xsd:enumeration value="17">
          <xsd:annotation>
            <xsd:documentation source="http://www.FpML.org" xml:lang="en">
              Rolls on the 17th day of the month.
            </xsd:documentation>
          </xsd:annotation>
        </xsd:enumeration>
        <xsd:enumeration value="18">
          <xsd:annotation>
            <xsd:documentation source="http://www.FpML.org" xml:lang="en">
              Rolls on the 18th day of the month.
            </xsd:documentation>
          </xsd:annotation>
        </xsd:enumeration>
        <xsd:enumeration value="19">
          <xsd:annotation>
            <xsd:documentation source="http://www.FpML.org" xml:lang="en">
              Rolls on the 19th day of the month.
            </xsd:documentation>
          </xsd:annotation>
        </xsd:enumeration>
        <xsd:enumeration value="20">
          <xsd:annotation>
            <xsd:documentation source="http://www.FpML.org" xml:lang="en">
              Rolls on the 20th day of the month.
            </xsd:documentation>
          </xsd:annotation>
        </xsd:enumeration>
        <xsd:enumeration value="21">
          <xsd:annotation>
            <xsd:documentation source="http://www.FpML.org" xml:lang="en">
              Rolls on the 21st day of the month.
            </xsd:documentation>
          </xsd:annotation>
        </xsd:enumeration>
        <xsd:enumeration value="22">
          <xsd:annotation>
            <xsd:documentation source="http://www.FpML.org" xml:lang="en">
              Rolls on the 22nd day of the month.
            </xsd:documentation>
          </xsd:annotation>
        </xsd:enumeration>
        <xsd:enumeration value="23">
          <xsd:annotation>
            <xsd:documentation source="http://www.FpML.org" xml:lang="en">
              Rolls on the 23rd day of the month.
            </xsd:documentation>
          </xsd:annotation>
        </xsd:enumeration>
        <xsd:enumeration value="24">
          <xsd:annotation>
            <xsd:documentation source="http://www.FpML.org" xml:lang="en">
              Rolls on the 24th day of the month.
            </xsd:documentation>
          </xsd:annotation>
        </xsd:enumeration>
        <xsd:enumeration value="25">
          <xsd:annotation>
            <xsd:documentation source="http://www.FpML.org" xml:lang="en">
              Rolls on the 25th day of the month.
            </xsd:documentation>
          </xsd:annotation>
        </xsd:enumeration>
        <xsd:enumeration value="26">
          <xsd:annotation>
            <xsd:documentation source="http://www.FpML.org" xml:lang="en">
              Rolls on the 26th day of the month.
            </xsd:documentation>
          </xsd:annotation>
        </xsd:enumeration>
        <xsd:enumeration value="27">
          <xsd:annotation>
            <xsd:documentation source="http://www.FpML.org" xml:lang="en">
              Rolls on the 27th day of the month.
            </xsd:documentation>
          </xsd:annotation>
        </xsd:enumeration>
        <xsd:enumeration value="28">
          <xsd:annotation>
            <xsd:documentation source="http://www.FpML.org" xml:lang="en">
              Rolls on the 28th day of the month.
            </xsd:documentation>
          </xsd:annotation>
        </xsd:enumeration>
        <xsd:enumeration value="29">
          <xsd:annotation>
            <xsd:documentation source="http://www.FpML.org" xml:lang="en">
              Rolls on the 29th day of the month.
            </xsd:documentation>
          </xsd:annotation>
        </xsd:enumeration>
        <xsd:enumeration value="30">
          <xsd:annotation>
            <xsd:documentation source="http://www.FpML.org" xml:lang="en">
              Rolls on the 30th day of the month.
            </xsd:documentation>
          </xsd:annotation>
        </xsd:enumeration>
        <xsd:enumeration value="MON">
          <xsd:annotation>
            <xsd:documentation source="http://www.FpML.org" xml:lang="en">
              Rolling weekly on a Monday.
            </xsd:documentation>
          </xsd:annotation>
        </xsd:enumeration>
        <xsd:enumeration value="TUE">
          <xsd:annotation>
            <xsd:documentation source="http://www.FpML.org" xml:lang="en">
              Rolling weekly on a Tuesday.
            </xsd:documentation>
          </xsd:annotation>
        </xsd:enumeration>
        <xsd:enumeration value="WED">
          <xsd:annotation>
            <xsd:documentation source="http://www.FpML.org" xml:lang="en">
              Rolling weekly on a Wednesday.
            </xsd:documentation>
          </xsd:annotation>
        </xsd:enumeration>
        <xsd:enumeration value="THU">
          <xsd:annotation>
            <xsd:documentation source="http://www.FpML.org" xml:lang="en">
              Rolling weekly on a Thursday.
            </xsd:documentation>
          </xsd:annotation>
        </xsd:enumeration>
        <xsd:enumeration value="FRI">
          <xsd:annotation>
            <xsd:documentation source="http://www.FpML.org" xml:lang="en">
              Rolling weekly on a Friday.
            </xsd:documentation>
          </xsd:annotation>
        </xsd:enumeration>
        <xsd:enumeration value="SAT">
          <xsd:annotation>
            <xsd:documentation source="http://www.FpML.org" xml:lang="en">
              Rolling weekly on a Saturday.
            </xsd:documentation>
          </xsd:annotation>
        </xsd:enumeration>
        <xsd:enumeration value="SUN">
          <xsd:annotation>
            <xsd:documentation source="http://www.FpML.org" xml:lang="en">
              Rolling weekly on a Sunday.
            </xsd:documentation>
          </xsd:annotation>
        </xsd:enumeration>
      </xsd:restriction>
    </xsd:simpleType>

## RoundingDirectionEnum

### Description:

The method of rounding a fractional number.

### Contents:

Inherited element(s): (This definition restricts the content defined by the type xsd:token)

Value | Source | Description
Up | http://www.FpML.org | A fractional number will be rounded up to the specified number of decimal places (the precision). For example, 5.21 and 5.25 rounded up to 1 decimal place are 5.3 and 5.3 respectively.
Down | http://www.FpML.org | A fractional number will be rounded down to the specified number of decimal places (the precision). For example, 5.29 and 5.25 rounded down to 1 decimal place are 5.2 and 5.2 respectively.
Nearest | http://www.FpML.org | A fractional number will be rounded either up or down to the specified number of decimal places (the precision) depending on its value. For example, 5.24 would be rounded down to 5.2 and 5.25 would be rounded up to 5.3 if a precision of 1 decimal place were specified.

### 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.

### Contents:

Inherited element(s): (This definition restricts the content defined by the type xsd:token)

Value | Source | Description
Cash | http://www.FpML.org | The intrinsic value of the option will be delivered by way of a cash settlement amount determined, (i) by reference to the differential between the strike price and the settlement price; or (ii) in accordance with a bilateral agreement between the parties
Election | http://www.FpML.org | Allow Election of either Cash or Physical settlement
Physical | http://www.FpML.org | The securities underlying the transaction will be delivered by (i) in the case of a call, the seller to the buyer, or (ii) in the case of a put, the buyer to the seller versus a settlement amount equivalent to the strike price per share

### Used by:

- EquityExerciseValuationSettlement/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.

### Contents:

Inherited element(s): (This definition restricts the content defined by the type xsd:token)

Value | Source | Description
AlternativeObligation | http://www.FpML.org | The trade continues such that the underlying now consists of the New Shares and/or the Other Consideration, if any, and the proceeds of any redemption, if any, that the holder of the underlying Shares would have been entitled to.
CancellationAndPayment | http://www.FpML.org | The trade is cancelled and a cancellation fee will be paid by one party to the other.
OptionsExchange | http://www.FpML.org | The trade will be adjusted by the Calculation Agent in accordance with the adjustments made by any exchange on which options on the underlying are listed.
CalculationAgent | http://www.FpML.org | The Calculation Agent will determine what adjustment is required to offset any change to the economics of the trade. If the Calculation Agent cannot achieve this, the trade goes to Cancellation and Payment with the Calculation Agent deciding on the value of the cancellation fee. Adjustments may not be made to account solely for changes in volatility, expected dividends, stock loan rate or liquidity.
ModifiedCalculationAgent | http://www.FpML.org | The Calculation Agent will determine what adjustment is required to offset any change to the economics of the trade. If the Calculation Agent cannot achieve this, the trade goes to Cancellation and Payment with the Calculation Agent deciding on the value of the cancellation fee. Adjustments to account for changes in volatility, expected dividends, stock loan rate or liquidity are allowed.
PartialCancellationAndPayment | http://www.FpML.org | Applies to Basket Transactions. The portion of the Basket made up by the affected Share will be cancelled and a cancellation fee will be paid from one party to the other. The remainder of the trade continues.
Component | http://www.FpML.org | If this is a Share-for-Combined merger event (Shares are replaced with New Shares and Other Consideration), then different treatment can be applied to each component if the parties have specified this.

### Used by:

- EquityCorporateEvents/shareForCombined
- EquityCorporateEvents/shareForOther
- EquityCorporateEvents/shareForShare

### 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 such that the underlying now consists of
              the New Shares and/or the Other Consideration, if any, and
              the proceeds of any redemption, if any, that the holder of
              the underlying Shares would have been entitled to.
            </xsd:documentation>
          </xsd:annotation>
        </xsd:enumeration>
        <xsd:enumeration value="CancellationAndPayment">
          <xsd:annotation>
            <xsd:documentation source="http://www.FpML.org" xml:lang="en">
              The trade is cancelled and a cancellation fee will be paid by
              one party to the other.
            </xsd:documentation>
          </xsd:annotation>
        </xsd:enumeration>
        <xsd:enumeration value="OptionsExchange">
          <xsd:annotation>
            <xsd:documentation source="http://www.FpML.org" xml:lang="en">
              The trade will be adjusted by the Calculation Agent in
              accordance with the adjustments made by any exchange on which
              options on the underlying are listed.
            </xsd:documentation>
          </xsd:annotation>
        </xsd:enumeration>
        <xsd:enumeration value="CalculationAgent">
          <xsd:annotation>
            <xsd:documentation source="http://www.FpML.org" xml:lang="en">
              The Calculation Agent will determine what adjustment is
              required to offset any change to the economics of the trade.
              If the Calculation Agent cannot achieve this, the trade goes
              to Cancellation and Payment with the Calculation Agent
              deciding on the value of the cancellation fee. Adjustments
              may not be made to account solely for changes in volatility,
              expected dividends, stock loan rate or liquidity.
            </xsd:documentation>
          </xsd:annotation>
        </xsd:enumeration>
        <xsd:enumeration value="ModifiedCalculationAgent">
          <xsd:annotation>
            <xsd:documentation source="http://www.FpML.org" xml:lang="en">
              The Calculation Agent will determine what adjustment is
              required to offset any change to the economics of the trade.
              If the Calculation Agent cannot achieve this, the trade goes
              to Cancellation and Payment with the Calculation Agent
              deciding on the value of the cancellation fee. Adjustments to
              account for changes in volatility, expected dividends, stock
              loan rate or liquidity are allowed.
            </xsd:documentation>
          </xsd:annotation>
        </xsd:enumeration>
        <xsd:enumeration value="PartialCancellationAndPayment">
          <xsd:annotation>
            <xsd:documentation source="http://www.FpML.org" xml:lang="en">
              Applies to Basket Transactions. The portion of the Basket
              made up by the affected Share will be cancelled and a
              cancellation fee will be paid from one party to the other.
              The remainder of the trade continues.
            </xsd:documentation>
          </xsd:annotation>
        </xsd:enumeration>
        <xsd:enumeration value="Component">
          <xsd:annotation>
            <xsd:documentation source="http://www.FpML.org" xml:lang="en">
              If this is a Share-for-Combined merger event (Shares are
              replaced with New Shares and Other Consideration), then
              different treatment can be applied to each component if the
              parties have specified this.
            </xsd:documentation>
          </xsd:annotation>
        </xsd:enumeration>
      </xsd:restriction>
    </xsd:simpleType>

## SideRateBasisEnum

### Description:

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

### Contents:

Inherited element(s): (This definition restricts the content defined by the type xsd:token)

Value | Source | Description
Currency1PerBaseCurrency | http://www.FpML.org | The amount of the exchangedCurrency1 for one unit of baseCurrency.
BaseCurrencyPerCurrency1 | http://www.FpML.org | The amount of the baseCurrency for one unit of exchangedCurrency1.
Currency2PerBaseCurrency | http://www.FpML.org | The amount of the exchangedCurrency2 for one unit of baseCurrency.
BaseCurrencyPerCurrency2 | http://www.FpML.org | The amount of the baseCurrency for one unit of exchangedCurrency2.

### 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.

### Contents:

Inherited element(s): (This definition restricts the content defined by the type xsd:token)

Value | Source | Description
Standard | http://www.FpML.org | This trade will settle using standard pre-determined funds settlement instructions.
Net | http://www.FpML.org | This trade is a candidate for settlement netting.
StandardAndNet | http://www.FpML.org | This trade will settle using standard pre-determined funds settlement instructions and is a candidate for settlement netting.

### 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.

### Contents:

Inherited element(s): (This definition restricts the content defined by the type xsd:token)

Value | Source | Description
Initial | http://www.FpML.org | Change in notional to be applied is calculated by multiplying the percentage rate by the initial notional amount.
Previous | http://www.FpML.org | Change in notional to be applied is calculated by multiplying the percentage rate by the previously outstanding notional amount.

### 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.

### Contents:

Inherited element(s): (This definition restricts the content defined by the type xsd:token)

Value | Source | Description
PutCurrencyPerCallCurrency | http://www.FpML.org | The strike price is an amount of putCurrency per one unit of callCurrency.
CallCurrencyPerPutCurrency | http://www.FpML.org | The strike price is an amount of callCurrency per one unit of putCurrency.

### Used by:

- FxAverageRateOption/averageRateQuoteBasis
- FxStrikePrice/strikeQuoteBasis

### 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.

### Contents:

Inherited element(s): (This definition restricts the content defined by the type xsd:token)

Value | Source | Description
ShortInitial | http://www.FpML.org | If there is a non regular period remaining it is left shorter than the streams calculation period frequency and placed at the start of the stream
ShortFinal | http://www.FpML.org | If there is a non regular period remaining it is left shorter than the streams calculation period frequency and placed at the end of the stream
LongInitial | http://www.FpML.org | If there is a non regular period remaining it is placed at the start of the stream and combined with the adjacent calculation period to give a long first calculation period
LongFinal | http://www.FpML.org | If there is a non regular period remaining it is placed at the end of the stream and combined with the adjacent calculation period to give a long last calculation period

### 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.

### Contents:

Inherited element(s): (This definition restricts the content defined by the type xsd:token)

Value | Source | Description
Close | http://www.FpML.org | The official closing time of the exchange on the valuation date.
Open | http://www.FpML.org | The official opening time of the exchange on the valuation date.
OSP | http://www.FpML.org | The time at which the official settlement price is determined.
SpecificTime | http://www.FpML.org | The time specified in the element equityExpirationTime or valuationTime (as appropriate)
XETRA | http://www.FpML.org | The time at which the official settlement price (following the auction by the exchange) is determined by the exchange.
DerivativesClose | http://www.FpML.org | The official closing time of the derivatives exchange on which a derivative contract is listed on that security underlyer.
AsSpecifiedInMasterConfirmation | http://www.FpML.org | The time is determined as provided in the relevant Master Confirmation.

### Used by:

- EquityAmericanExercise/equityExpirationTimeType
- EquityAmericanExercise/latestExerciseTimeType
- EquityBermudaExercise/equityExpirationTimeType
- EquityBermudaExercise/latestExerciseTimeType
- EquityEuropeanExercise/equityExpirationTimeType
- EquityValuation/valuationTimeType
- FeaturePayment/time

### 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.

### Contents:

Inherited element(s): (This definition restricts the content defined by the type xsd:token)

Value | Source | Description
Touch | http://www.FpML.org | The spot rate must have touched the predetermined trigger rate at any time over the life of the option for the payout to occur.
Notouch | http://www.FpML.org | The spot rate has not touched the predetermined trigger rate at any time over the life of the option for the payout to occur.

### 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.

### Contents:

Inherited element(s): (This definition restricts the content defined by the type xsd:token)

Value | Source | Description
Above | http://www.FpML.org | The spot rate must be greater than or equal to the trigger rate.
Below | http://www.FpML.org | The spot rate must be less than or equal to the trigger rate.

### 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.

### Contents:

Inherited element(s): (This definition restricts the content defined by the type xsd:token)

Value | Source | Description
Market |  |
Highest |  |
AverageMarket |  |
AverageHighest |  |
BlendedMarket |  |
BlendedHighest |  |
AverageBlendedMarket |  |
AverageBlendedHighest |  |

### 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.

### Contents:

Inherited element(s): (This definition restricts the content defined by the type xsd:token)

Value | Source | Description
MON | http://www.FpML.org | Monday
TUE | http://www.FpML.org | Tuesday
WED | http://www.FpML.org | Wednesday
THU | http://www.FpML.org | Thursday
FRI | http://www.FpML.org | Friday
SAT | http://www.FpML.org | Saturday
SUN | http://www.FpML.org | Sunday

### Used by:

- EquitySchedule/dayOfWeek
- ResetFrequency/weeklyRollConvention

### 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>

# Global Complex Types

The schema does not contain any global complex types.

# Global Elements

The schema does not contain any global elements.

# Groups

The schema does not contain any groups.

# Full XML Schema

    <xsd:schema targetNamespace="http://www.fpml.org/2005/FpML-4-2" elementFormDefault="qualified" attributeFormDefault="unqualified" version="$Revision: 14504 $">
      <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="CalculationMethodEnum">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">
            The type of calculation formula to use when combining multiple
            rates.
          </xsd:documentation>
        </xsd:annotation>
        <xsd:restriction base="xsd:token">
          <xsd:enumeration value="Averaging">
            <xsd:annotation>
              <xsd:documentation source="http://www.FpML.org" xml:lang="en">
                The resulting value is based on the weighted arithmetic
                average of the observations performed by the calculation
                agent. These are described in the 2021 ISDA Definitions in
                Section 7.4
              </xsd:documentation>
            </xsd:annotation>
          </xsd:enumeration>
          <xsd:enumeration value="Compounding">
            <xsd:annotation>
              <xsd:documentation source="http://www.FpML.org" xml:lang="en">
                The resulting value is based on a geometric averaging
                formula which is based on the multiplying the weighted
                daily rates. It is calculated by the calculation agent.
                These are described in the 2021 ISDA Definitions in Section
                7.3
              </xsd:documentation>
            </xsd:annotation>
          </xsd:enumeration>
          <xsd:enumeration value="CompoundedIndex">
            <xsd:annotation>
              <xsd:documentation source="http://www.FpML.org" xml:lang="en">
                The resulting value is based on a compounded index
                calculated by the rate administrator. The calculation agent
                is responsible for backing out the implied rate by
                calculating (final_index_level/initial_index_level - 1) /
                yearFraction. This calculation is described in Supplement
                76 to the 2006 ISDA Definitions, for example in section
                6.15, and in the 2021 ISDA Definitions in section 7.7.2 and
                7.7.3.
              </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:enumeration value="SpreadExclusive">
            <xsd:annotation>
              <xsd:documentation source="http://www.FpML.org" xml:lang="en">
                Spread Exclusive compounding.
              </xsd:documentation>
            </xsd:annotation>
          </xsd:enumeration>
        </xsd:restriction>
      </xsd:simpleType>
      <xsd:simpleType name="CsaTypeEnum">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">
            The type of CSA (credit support agreement/annex), e.g. for cash
            settlement purposes.
          </xsd:documentation>
        </xsd:annotation>
        <xsd:restriction base="xsd:token">
          <xsd:enumeration value="NoCSA"/>
          <xsd:enumeration value="ExistingCSA"/>
          <xsd:enumeration value="ReferenceVMCSA"/>
        </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:enumeration value="ZeroInterestRateMethodExcludingSpread">
            <xsd:annotation>
              <xsd:documentation source="http://www.FpML.org" xml:lang="en">
                Zero Interest Rate Method Excluding Spread. Per 2021 ISDA
                Definitions, Section 6.8.6.
              </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="ObservationPeriodDatesEnum">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">
            The specification of whether calculated rates are set relative
            to the beginning or end of a calculation period, or another
            date.
          </xsd:documentation>
        </xsd:annotation>
        <xsd:restriction base="xsd:token">
          <xsd:enumeration value="SetInAdvance">
            <xsd:annotation>
              <xsd:documentation source="http://www.FpML.org" xml:lang="en">
                Calculations will occur relative to the first day of each
                calculation period, following the "set in advance"
                conventions outlined in the ISDA definitions. This means
                that the observation period will be relative to the prior
                or deemed prior calculation period.
              </xsd:documentation>
            </xsd:annotation>
          </xsd:enumeration>
          <xsd:enumeration value="Standard">
            <xsd:annotation>
              <xsd:documentation source="http://www.FpML.org" xml:lang="en">
                Calculations will occur using the standard observation
                conventions, i.e. relative to the current calculation
                period.
              </xsd:documentation>
            </xsd:annotation>
          </xsd:enumeration>
          <xsd:enumeration value="FixingDate">
            <xsd:annotation>
              <xsd:documentation source="http://www.FpML.org" xml:lang="en">
                Observations will be based on a fixing date offset
                specified in the FpML "resetDates" structure, so the
                observation period will end on a date shifted relative to
                that date. This option is available for fallback rate
                calculations and for RFR-based trades that mirror or mimic
                term-rate based trades.
              </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="PartyDeterminationEnum">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">
            The specification of how a protected party will be determined.
          </xsd:documentation>
        </xsd:annotation>
        <xsd:restriction base="xsd:token">
          <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="Both">
            <xsd:annotation>
              <xsd:documentation source="http://www.FpML.org" xml:lang="en">
                Both parties with joined rights to be a calculation agent.
              </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="IMMAUD">
            <xsd:annotation>
              <xsd:documentation source="http://www.FpML.org" xml:lang="en">
                The last trading day of the Sydney Futures Exchange 90 Day
                Bank Accepted Bills Futures contract (see
                http://www.sfe.com.au/content/sfe/trading/con_specs.pdf).
                One Sydney business day preceding the second Friday of the
                relevant settlement month.
              </xsd:documentation>
            </xsd:annotation>
          </xsd:enumeration>
          <xsd:enumeration value="IMMNZD">
            <xsd:annotation>
              <xsd:documentation source="http://www.FpML.org" xml:lang="en">
                The last trading day of the Sydney Futures Exchange NZ 90
                Day Bank Bill Futures contract (see
                http://www.sfe.com.au/content/sfe/trading/con_specs.pdf).
                The first Wednesday after the ninth day of the relevant
                settlement month.
              </xsd:documentation>
            </xsd:annotation>
          </xsd:enumeration>
          <xsd:enumeration value="SFE">
            <xsd:annotation>
              <xsd:documentation source="http://www.sfe.com.au" xml:lang="en">
                Sydney Futures Exchange 90-Day Bank Accepted Bill Futures
                Settlement Dates. The second Friday of the (delivery)
                month.
              </xsd:documentation>
            </xsd:annotation>
          </xsd:enumeration>
          <xsd:enumeration value="NONE">
            <xsd:annotation>
              <xsd:documentation source="http://www.FpML.org" xml:lang="en">
                The roll convention is not required. For example, in the
                case of a daily calculation frequency.
              </xsd:documentation>
            </xsd:annotation>
          </xsd:enumeration>
          <xsd:enumeration value="TBILL">
            <xsd:annotation>
              <xsd:documentation source="http://www.publicdebt.treas.gov" xml:lang="en">
                13-week and 26-week U.S. Treasury Bill Auction Dates. Each
                Monday except for U.S. (New York) holidays when it will
                occur on a Tuesday.
              </xsd:documentation>
            </xsd:annotation>
          </xsd:enumeration>
          <xsd:enumeration value="1">
            <xsd:annotation>
              <xsd:documentation source="http://www.FpML.org" xml:lang="en">
                Rolls on the 1st day of the month.
              </xsd:documentation>
            </xsd:annotation>
          </xsd:enumeration>
          <xsd:enumeration value="2">
            <xsd:annotation>
              <xsd:documentation source="http://www.FpML.org" xml:lang="en">
                Rolls on the 2nd day of the month.
              </xsd:documentation>
            </xsd:annotation>
          </xsd:enumeration>
          <xsd:enumeration value="3">
            <xsd:annotation>
              <xsd:documentation source="http://www.FpML.org" xml:lang="en">
                Rolls on the 3rd day of the month.
              </xsd:documentation>
            </xsd:annotation>
          </xsd:enumeration>
          <xsd:enumeration value="4">
            <xsd:annotation>
              <xsd:documentation source="http://www.FpML.org" xml:lang="en">
                Rolls on the 4th day of the month.
              </xsd:documentation>
            </xsd:annotation>
          </xsd:enumeration>
          <xsd:enumeration value="5">
            <xsd:annotation>
              <xsd:documentation source="http://www.FpML.org" xml:lang="en">
                Rolls on the 4th day of the month.
              </xsd:documentation>
            </xsd:annotation>
          </xsd:enumeration>
          <xsd:enumeration value="6">
            <xsd:annotation>
              <xsd:documentation source="http://www.FpML.org" xml:lang="en">
                Rolls on the 6th day of the month.
              </xsd:documentation>
            </xsd:annotation>
          </xsd:enumeration>
          <xsd:enumeration value="7">
            <xsd:annotation>
              <xsd:documentation source="http://www.FpML.org" xml:lang="en">
                Rolls on the 7th day of the month.
              </xsd:documentation>
            </xsd:annotation>
          </xsd:enumeration>
          <xsd:enumeration value="8">
            <xsd:annotation>
              <xsd:documentation source="http://www.FpML.org" xml:lang="en">
                Rolls on the 8th day of the month.
              </xsd:documentation>
            </xsd:annotation>
          </xsd:enumeration>
          <xsd:enumeration value="9">
            <xsd:annotation>
              <xsd:documentation source="http://www.FpML.org" xml:lang="en">
                Rolls on the 9th day of the month.
              </xsd:documentation>
            </xsd:annotation>
          </xsd:enumeration>
          <xsd:enumeration value="10">
            <xsd:annotation>
              <xsd:documentation source="http://www.FpML.org" xml:lang="en">
                Rolls on the 10th day of the month.
              </xsd:documentation>
            </xsd:annotation>
          </xsd:enumeration>
          <xsd:enumeration value="11">
            <xsd:annotation>
              <xsd:documentation source="http://www.FpML.org" xml:lang="en">
                Rolls on the 11th day of the month.
              </xsd:documentation>
            </xsd:annotation>
          </xsd:enumeration>
          <xsd:enumeration value="12">
            <xsd:annotation>
              <xsd:documentation source="http://www.FpML.org" xml:lang="en">
                Rolls on the 12th day of the month.
              </xsd:documentation>
            </xsd:annotation>
          </xsd:enumeration>
          <xsd:enumeration value="13">
            <xsd:annotation>
              <xsd:documentation source="http://www.FpML.org" xml:lang="en">
                Rolls on the 13th day of the month.
              </xsd:documentation>
            </xsd:annotation>
          </xsd:enumeration>
          <xsd:enumeration value="14">
            <xsd:annotation>
              <xsd:documentation source="http://www.FpML.org" xml:lang="en">
                Rolls on the 14th day of the month.
              </xsd:documentation>
            </xsd:annotation>
          </xsd:enumeration>
          <xsd:enumeration value="15">
            <xsd:annotation>
              <xsd:documentation source="http://www.FpML.org" xml:lang="en">
                Rolls on the 15th day of the month.
              </xsd:documentation>
            </xsd:annotation>
          </xsd:enumeration>
          <xsd:enumeration value="16">
            <xsd:annotation>
              <xsd:documentation source="http://www.FpML.org" xml:lang="en">
                Rolls on the 16th day of the month.
              </xsd:documentation>
            </xsd:annotation>
          </xsd:enumeration>
          <xsd:enumeration value="17">
            <xsd:annotation>
              <xsd:documentation source="http://www.FpML.org" xml:lang="en">
                Rolls on the 17th day of the month.
              </xsd:documentation>
            </xsd:annotation>
          </xsd:enumeration>
          <xsd:enumeration value="18">
            <xsd:annotation>
              <xsd:documentation source="http://www.FpML.org" xml:lang="en">
                Rolls on the 18th day of the month.
              </xsd:documentation>
            </xsd:annotation>
          </xsd:enumeration>
          <xsd:enumeration value="19">
            <xsd:annotation>
              <xsd:documentation source="http://www.FpML.org" xml:lang="en">
                Rolls on the 19th day of the month.
              </xsd:documentation>
            </xsd:annotation>
          </xsd:enumeration>
          <xsd:enumeration value="20">
            <xsd:annotation>
              <xsd:documentation source="http://www.FpML.org" xml:lang="en">
                Rolls on the 20th day of the month.
              </xsd:documentation>
            </xsd:annotation>
          </xsd:enumeration>
          <xsd:enumeration value="21">
            <xsd:annotation>
              <xsd:documentation source="http://www.FpML.org" xml:lang="en">
                Rolls on the 21st day of the month.
              </xsd:documentation>
            </xsd:annotation>
          </xsd:enumeration>
          <xsd:enumeration value="22">
            <xsd:annotation>
              <xsd:documentation source="http://www.FpML.org" xml:lang="en">
                Rolls on the 22nd day of the month.
              </xsd:documentation>
            </xsd:annotation>
          </xsd:enumeration>
          <xsd:enumeration value="23">
            <xsd:annotation>
              <xsd:documentation source="http://www.FpML.org" xml:lang="en">
                Rolls on the 23rd day of the month.
              </xsd:documentation>
            </xsd:annotation>
          </xsd:enumeration>
          <xsd:enumeration value="24">
            <xsd:annotation>
              <xsd:documentation source="http://www.FpML.org" xml:lang="en">
                Rolls on the 24th day of the month.
              </xsd:documentation>
            </xsd:annotation>
          </xsd:enumeration>
          <xsd:enumeration value="25">
            <xsd:annotation>
              <xsd:documentation source="http://www.FpML.org" xml:lang="en">
                Rolls on the 25th day of the month.
              </xsd:documentation>
            </xsd:annotation>
          </xsd:enumeration>
          <xsd:enumeration value="26">
            <xsd:annotation>
              <xsd:documentation source="http://www.FpML.org" xml:lang="en">
                Rolls on the 26th day of the month.
              </xsd:documentation>
            </xsd:annotation>
          </xsd:enumeration>
          <xsd:enumeration value="27">
            <xsd:annotation>
              <xsd:documentation source="http://www.FpML.org" xml:lang="en">
                Rolls on the 27th day of the month.
              </xsd:documentation>
            </xsd:annotation>
          </xsd:enumeration>
          <xsd:enumeration value="28">
            <xsd:annotation>
              <xsd:documentation source="http://www.FpML.org" xml:lang="en">
                Rolls on the 28th day of the month.
              </xsd:documentation>
            </xsd:annotation>
          </xsd:enumeration>
          <xsd:enumeration value="29">
            <xsd:annotation>
              <xsd:documentation source="http://www.FpML.org" xml:lang="en">
                Rolls on the 29th day of the month.
              </xsd:documentation>
            </xsd:annotation>
          </xsd:enumeration>
          <xsd:enumeration value="30">
            <xsd:annotation>
              <xsd:documentation source="http://www.FpML.org" xml:lang="en">
                Rolls on the 30th day of the month.
              </xsd:documentation>
            </xsd:annotation>
          </xsd:enumeration>
          <xsd:enumeration value="MON">
            <xsd:annotation>
              <xsd:documentation source="http://www.FpML.org" xml:lang="en">
                Rolling weekly on a Monday.
              </xsd:documentation>
            </xsd:annotation>
          </xsd:enumeration>
          <xsd:enumeration value="TUE">
            <xsd:annotation>
              <xsd:documentation source="http://www.FpML.org" xml:lang="en">
                Rolling weekly on a Tuesday.
              </xsd:documentation>
            </xsd:annotation>
          </xsd:enumeration>
          <xsd:enumeration value="WED">
            <xsd:annotation>
              <xsd:documentation source="http://www.FpML.org" xml:lang="en">
                Rolling weekly on a Wednesday.
              </xsd:documentation>
            </xsd:annotation>
          </xsd:enumeration>
          <xsd:enumeration value="THU">
            <xsd:annotation>
              <xsd:documentation source="http://www.FpML.org" xml:lang="en">
                Rolling weekly on a Thursday.
              </xsd:documentation>
            </xsd:annotation>
          </xsd:enumeration>
          <xsd:enumeration value="FRI">
            <xsd:annotation>
              <xsd:documentation source="http://www.FpML.org" xml:lang="en">
                Rolling weekly on a Friday.
              </xsd:documentation>
            </xsd:annotation>
          </xsd:enumeration>
          <xsd:enumeration value="SAT">
            <xsd:annotation>
              <xsd:documentation source="http://www.FpML.org" xml:lang="en">
                Rolling weekly on a Saturday.
              </xsd:documentation>
            </xsd:annotation>
          </xsd:enumeration>
          <xsd:enumeration value="SUN">
            <xsd:annotation>
              <xsd:documentation source="http://www.FpML.org" xml:lang="en">
                Rolling weekly on a Sunday.
              </xsd:documentation>
            </xsd:annotation>
          </xsd:enumeration>
        </xsd:restriction>
      </xsd:simpleType>
      <xsd:simpleType name="RoundingDirectionEnum">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">
            The method of rounding a fractional number.
          </xsd:documentation>
        </xsd:annotation>
        <xsd:restriction base="xsd:token">
          <xsd:enumeration value="Up">
            <xsd:annotation>
              <xsd:documentation source="http://www.FpML.org" xml:lang="en">
                A fractional number will be rounded up to the specified
                number of decimal places (the precision). For example, 5.21
                and 5.25 rounded up to 1 decimal place are 5.3 and 5.3
                respectively.
              </xsd:documentation>
            </xsd:annotation>
          </xsd:enumeration>
          <xsd:enumeration value="Down">
            <xsd:annotation>
              <xsd:documentation source="http://www.FpML.org" xml:lang="en">
                A fractional number will be rounded down to the specified
                number of decimal places (the precision). For example, 5.29
                and 5.25 rounded down to 1 decimal place are 5.2 and 5.2
                respectively.
              </xsd:documentation>
            </xsd:annotation>
          </xsd:enumeration>
          <xsd:enumeration value="Nearest">
            <xsd:annotation>
              <xsd:documentation source="http://www.FpML.org" xml:lang="en">
                A fractional number will be rounded either up or down to
                the specified number of decimal places (the precision)
                depending on its value. For example, 5.24 would be rounded
                down to 5.2 and 5.25 would be rounded up to 5.3 if a
                precision of 1 decimal place were specified.
              </xsd:documentation>
            </xsd:annotation>
          </xsd:enumeration>
        </xsd:restriction>
      </xsd:simpleType>
      <xsd:simpleType name="SettlementTypeEnum">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">
            Shows how the transaction is to be settled when it is
            exercised.
          </xsd:documentation>
        </xsd:annotation>
        <xsd:restriction base="xsd:token">
          <xsd:enumeration value="Cash">
            <xsd:annotation>
              <xsd:documentation source="http://www.FpML.org" xml:lang="en">
                The intrinsic value of the option will be delivered by way
                of a cash settlement amount determined, (i) by reference to
                the differential between the strike price and the
                settlement price; or (ii) in accordance with a bilateral
                agreement between the parties
              </xsd:documentation>
            </xsd:annotation>
          </xsd:enumeration>
          <xsd:enumeration value="Election">
            <xsd:annotation>
              <xsd:documentation source="http://www.FpML.org" xml:lang="en">
                Allow Election of either Cash or Physical settlement
              </xsd:documentation>
            </xsd:annotation>
          </xsd:enumeration>
          <xsd:enumeration value="Physical">
            <xsd:annotation>
              <xsd:documentation source="http://www.FpML.org" xml:lang="en">
                The securities underlying the transaction will be delivered
                by (i) in the case of a call, the seller to the buyer, or
                (ii) in the case of a put, the buyer to the seller versus a
                settlement amount equivalent to the strike price per share
              </xsd:documentation>
            </xsd:annotation>
          </xsd:enumeration>
        </xsd:restriction>
      </xsd:simpleType>
      <xsd:simpleType name="ShareExtraordinaryEventEnum">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">
            Defines the consequences of extraordinary events relating to
            the underlying.
          </xsd:documentation>
        </xsd:annotation>
        <xsd:restriction base="xsd:token">
          <xsd:enumeration value="AlternativeObligation">
            <xsd:annotation>
              <xsd:documentation source="http://www.FpML.org" xml:lang="en">
                The trade continues such that the underlying now consists
                of the New Shares and/or the Other Consideration, if any,
                and the proceeds of any redemption, if any, that the holder
                of the underlying Shares would have been entitled to.
              </xsd:documentation>
            </xsd:annotation>
          </xsd:enumeration>
          <xsd:enumeration value="CancellationAndPayment">
            <xsd:annotation>
              <xsd:documentation source="http://www.FpML.org" xml:lang="en">
                The trade is cancelled and a cancellation fee will be paid
                by one party to the other.
              </xsd:documentation>
            </xsd:annotation>
          </xsd:enumeration>
          <xsd:enumeration value="OptionsExchange">
            <xsd:annotation>
              <xsd:documentation source="http://www.FpML.org" xml:lang="en">
                The trade will be adjusted by the Calculation Agent in
                accordance with the adjustments made by any exchange on
                which options on the underlying are listed.
              </xsd:documentation>
            </xsd:annotation>
          </xsd:enumeration>
          <xsd:enumeration value="CalculationAgent">
            <xsd:annotation>
              <xsd:documentation source="http://www.FpML.org" xml:lang="en">
                The Calculation Agent will determine what adjustment is
                required to offset any change to the economics of the
                trade. If the Calculation Agent cannot achieve this, the
                trade goes to Cancellation and Payment with the Calculation
                Agent deciding on the value of the cancellation fee.
                Adjustments may not be made to account solely for changes
                in volatility, expected dividends, stock loan rate or
                liquidity.
              </xsd:documentation>
            </xsd:annotation>
          </xsd:enumeration>
          <xsd:enumeration value="ModifiedCalculationAgent">
            <xsd:annotation>
              <xsd:documentation source="http://www.FpML.org" xml:lang="en">
                The Calculation Agent will determine what adjustment is
                required to offset any change to the economics of the
                trade. If the Calculation Agent cannot achieve this, the
                trade goes to Cancellation and Payment with the Calculation
                Agent deciding on the value of the cancellation fee.
                Adjustments to account for changes in volatility, expected
                dividends, stock loan rate or liquidity are allowed.
              </xsd:documentation>
            </xsd:annotation>
          </xsd:enumeration>
          <xsd:enumeration value="PartialCancellationAndPayment">
            <xsd:annotation>
              <xsd:documentation source="http://www.FpML.org" xml:lang="en">
                Applies to Basket Transactions. The portion of the Basket
                made up by the affected Share will be cancelled and a
                cancellation fee will be paid from one party to the other.
                The remainder of the trade continues.
              </xsd:documentation>
            </xsd:annotation>
          </xsd:enumeration>
          <xsd:enumeration value="Component">
            <xsd:annotation>
              <xsd:documentation source="http://www.FpML.org" xml:lang="en">
                If this is a Share-for-Combined merger event (Shares are
                replaced with New Shares and Other Consideration), then
                different treatment can be applied to each component if the
                parties have specified this.
              </xsd:documentation>
            </xsd:annotation>
          </xsd:enumeration>
        </xsd:restriction>
      </xsd:simpleType>
      <xsd:simpleType name="SideRateBasisEnum">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">
            The specification of how an individual currency in an FX trade
            is quoted relative to the base currency.
          </xsd:documentation>
        </xsd:annotation>
        <xsd:restriction base="xsd:token">
          <xsd:enumeration value="Currency1PerBaseCurrency">
            <xsd:annotation>
              <xsd:documentation source="http://www.FpML.org" xml:lang="en">
                The amount of the exchangedCurrency1 for one unit of
                baseCurrency.
              </xsd:documentation>
            </xsd:annotation>
          </xsd:enumeration>
          <xsd:enumeration value="BaseCurrencyPerCurrency1">
            <xsd:annotation>
              <xsd:documentation source="http://www.FpML.org" xml:lang="en">
                The amount of the baseCurrency for one unit of
                exchangedCurrency1.
              </xsd:documentation>
            </xsd:annotation>
          </xsd:enumeration>
          <xsd:enumeration value="Currency2PerBaseCurrency">
            <xsd:annotation>
              <xsd:documentation source="http://www.FpML.org" xml:lang="en">
                The amount of the exchangedCurrency2 for one unit of
                baseCurrency.
              </xsd:documentation>
            </xsd:annotation>
          </xsd:enumeration>
          <xsd:enumeration value="BaseCurrencyPerCurrency2">
            <xsd:annotation>
              <xsd:documentation source="http://www.FpML.org" xml:lang="en">
                The amount of the baseCurrency for one unit of
                exchangedCurrency2.
              </xsd:documentation>
            </xsd:annotation>
          </xsd:enumeration>
        </xsd:restriction>
      </xsd:simpleType>
      <xsd:simpleType name="StandardSettlementStyleEnum">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">
            The code specification of whether a trade is settling using
            standard settlement instructions as well as whether it is a
            candidate for settlement netting.
          </xsd:documentation>
        </xsd:annotation>
        <xsd:restriction base="xsd:token">
          <xsd:enumeration value="Standard">
            <xsd:annotation>
              <xsd:documentation source="http://www.FpML.org" xml:lang="en">
                This trade will settle using standard pre-determined funds
                settlement instructions.
              </xsd:documentation>
            </xsd:annotation>
          </xsd:enumeration>
          <xsd:enumeration value="Net">
            <xsd:annotation>
              <xsd:documentation source="http://www.FpML.org" xml:lang="en">
                This trade is a candidate for settlement netting.
              </xsd:documentation>
            </xsd:annotation>
          </xsd:enumeration>
          <xsd:enumeration value="StandardAndNet">
            <xsd:annotation>
              <xsd:documentation source="http://www.FpML.org" xml:lang="en">
                This trade will settle using standard pre-determined funds
                settlement instructions and is a candidate for settlement
                netting.
              </xsd:documentation>
            </xsd:annotation>
          </xsd:enumeration>
        </xsd:restriction>
      </xsd:simpleType>
      <xsd:simpleType name="StepRelativeToEnum">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">
            The specification of whether a percentage rate change, used to
            calculate a change in notional outstanding, is expressed as a
            percentage of the initial notional amount or the previously
            outstanding notional amount.
          </xsd:documentation>
        </xsd:annotation>
        <xsd:restriction base="xsd:token">
          <xsd:enumeration value="Initial">
            <xsd:annotation>
              <xsd:documentation source="http://www.FpML.org" xml:lang="en">
                Change in notional to be applied is calculated by
                multiplying the percentage rate by the initial notional
                amount.
              </xsd:documentation>
            </xsd:annotation>
          </xsd:enumeration>
          <xsd:enumeration value="Previous">
            <xsd:annotation>
              <xsd:documentation source="http://www.FpML.org" xml:lang="en">
                Change in notional to be applied is calculated by
                multiplying the percentage rate by the previously
                outstanding notional amount.
              </xsd:documentation>
            </xsd:annotation>
          </xsd:enumeration>
        </xsd:restriction>
      </xsd:simpleType>
      <xsd:simpleType name="StubPeriodTypeEnum">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">
            Element to define how to deal with a none standard calculation
            period within a swap stream.
          </xsd:documentation>
        </xsd:annotation>
        <xsd:restriction base="xsd:token">
          <xsd:enumeration value="ShortInitial">
            <xsd:annotation>
              <xsd:documentation source="http://www.FpML.org" xml:lang="en">
                If there is a non regular period remaining it is left
                shorter than the streams calculation period frequency and
                placed at the start of the stream
              </xsd:documentation>
            </xsd:annotation>
          </xsd:enumeration>
          <xsd:enumeration value="ShortFinal">
            <xsd:annotation>
              <xsd:documentation source="http://www.FpML.org" xml:lang="en">
                If there is a non regular period remaining it is left
                shorter than the streams calculation period frequency and
                placed at the end of the stream
              </xsd:documentation>
            </xsd:annotation>
          </xsd:enumeration>
          <xsd:enumeration value="LongInitial">
            <xsd:annotation>
              <xsd:documentation source="http://www.FpML.org" xml:lang="en">
                If there is a non regular period remaining it is placed at
                the start of the stream and combined with the adjacent
                calculation period to give a long first calculation period
              </xsd:documentation>
            </xsd:annotation>
          </xsd:enumeration>
          <xsd:enumeration value="LongFinal">
            <xsd:annotation>
              <xsd:documentation source="http://www.FpML.org" xml:lang="en">
                If there is a non regular period remaining it is placed at
                the end of the stream and combined with the adjacent
                calculation period to give a long last calculation period
              </xsd:documentation>
            </xsd:annotation>
          </xsd:enumeration>
        </xsd:restriction>
      </xsd:simpleType>
      <xsd:simpleType name="StrikeQuoteBasisEnum">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">
            The specification of how an FX OTC option strike price is
            quoted.
          </xsd:documentation>
        </xsd:annotation>
        <xsd:restriction base="xsd:token">
          <xsd:enumeration value="PutCurrencyPerCallCurrency">
            <xsd:annotation>
              <xsd:documentation source="http://www.FpML.org" xml:lang="en">
                The strike price is an amount of putCurrency per one unit
                of callCurrency.
              </xsd:documentation>
            </xsd:annotation>
          </xsd:enumeration>
          <xsd:enumeration value="CallCurrencyPerPutCurrency">
            <xsd:annotation>
              <xsd:documentation source="http://www.FpML.org" xml:lang="en">
                The strike price is an amount of callCurrency per one unit
                of putCurrency.
              </xsd:documentation>
            </xsd:annotation>
          </xsd:enumeration>
        </xsd:restriction>
      </xsd:simpleType>
      <xsd:simpleType name="TimeTypeEnum">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">
            Defines points in the day when equity option exercise and
            valuation can occur.
          </xsd:documentation>
        </xsd:annotation>
        <xsd:restriction base="xsd:token">
          <xsd:enumeration value="Close">
            <xsd:annotation>
              <xsd:documentation source="http://www.FpML.org" xml:lang="en">
                The official closing time of the exchange on the valuation
                date.
              </xsd:documentation>
            </xsd:annotation>
          </xsd:enumeration>
          <xsd:enumeration value="Open">
            <xsd:annotation>
              <xsd:documentation source="http://www.FpML.org" xml:lang="en">
                The official opening time of the exchange on the valuation
                date.
              </xsd:documentation>
            </xsd:annotation>
          </xsd:enumeration>
          <xsd:enumeration value="OSP">
            <xsd:annotation>
              <xsd:documentation source="http://www.FpML.org" xml:lang="en">
                The time at which the official settlement price is
                determined.
              </xsd:documentation>
            </xsd:annotation>
          </xsd:enumeration>
          <xsd:enumeration value="SpecificTime">
            <xsd:annotation>
              <xsd:documentation source="http://www.FpML.org" xml:lang="en">
                The time specified in the element equityExpirationTime or
                valuationTime (as appropriate)
              </xsd:documentation>
            </xsd:annotation>
          </xsd:enumeration>
          <xsd:enumeration value="XETRA">
            <xsd:annotation>
              <xsd:documentation source="http://www.FpML.org" xml:lang="en">
                The time at which the official settlement price (following
                the auction by the exchange) is determined by the exchange.
              </xsd:documentation>
            </xsd:annotation>
          </xsd:enumeration>
          <xsd:enumeration value="DerivativesClose">
            <xsd:annotation>
              <xsd:documentation source="http://www.FpML.org" xml:lang="en">
                The official closing time of the derivatives exchange on
                which a derivative contract is listed on that security
                underlyer.
              </xsd:documentation>
            </xsd:annotation>
          </xsd:enumeration>
          <xsd:enumeration value="AsSpecifiedInMasterConfirmation">
            <xsd:annotation>
              <xsd:documentation source="http://www.FpML.org" xml:lang="en">
                The time is determined as provided in the relevant Master
                Confirmation.
              </xsd:documentation>
            </xsd:annotation>
          </xsd:enumeration>
        </xsd:restriction>
      </xsd:simpleType>
      <xsd:simpleType name="TouchConditionEnum">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">
            The specification of, for American-style digitals, whether the
            trigger level must be touched or not touched.
          </xsd:documentation>
        </xsd:annotation>
        <xsd:restriction base="xsd:token">
          <xsd:enumeration value="Touch">
            <xsd:annotation>
              <xsd:documentation source="http://www.FpML.org" xml:lang="en">
                The spot rate must have touched the predetermined trigger
                rate at any time over the life of the option for the payout
                to occur.
              </xsd:documentation>
            </xsd:annotation>
          </xsd:enumeration>
          <xsd:enumeration value="Notouch">
            <xsd:annotation>
              <xsd:documentation source="http://www.FpML.org" xml:lang="en">
                The spot rate has not touched the predetermined trigger
                rate at any time over the life of the option for the payout
                to occur.
              </xsd:documentation>
            </xsd:annotation>
          </xsd:enumeration>
        </xsd:restriction>
      </xsd:simpleType>
      <xsd:simpleType name="TriggerConditionEnum">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">
            The specification of whether a payout will occur on an option
            depending upon whether the spot rate is above or below the
            trigger rate.
          </xsd:documentation>
        </xsd:annotation>
        <xsd:restriction base="xsd:token">
          <xsd:enumeration value="Above">
            <xsd:annotation>
              <xsd:documentation source="http://www.FpML.org" xml:lang="en">
                The spot rate must be greater than or equal to the trigger
                rate.
              </xsd:documentation>
            </xsd:annotation>
          </xsd:enumeration>
          <xsd:enumeration value="Below">
            <xsd:annotation>
              <xsd:documentation source="http://www.FpML.org" xml:lang="en">
                The spot rate must be less than or equal to the trigger
                rate.
              </xsd:documentation>
            </xsd:annotation>
          </xsd:enumeration>
        </xsd:restriction>
      </xsd:simpleType>
      <xsd:simpleType name="ValuationMethodEnum">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">
            The ISDA defined methodology for determining the final price of
            the reference obligation for purposes of cash settlement.
          </xsd:documentation>
        </xsd:annotation>
        <xsd:restriction base="xsd:token">
          <xsd:enumeration value="Market"/>
          <xsd:enumeration value="Highest"/>
          <xsd:enumeration value="AverageMarket"/>
          <xsd:enumeration value="AverageHighest"/>
          <xsd:enumeration value="BlendedMarket"/>
          <xsd:enumeration value="BlendedHighest"/>
          <xsd:enumeration value="AverageBlendedMarket"/>
          <xsd:enumeration value="AverageBlendedHighest"/>
        </xsd:restriction>
      </xsd:simpleType>
      <xsd:simpleType name="WeeklyRollConventionEnum">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">
            The specification of a weekly roll day.
          </xsd:documentation>
        </xsd:annotation>
        <xsd:restriction base="xsd:token">
          <xsd:enumeration value="MON">
            <xsd:annotation>
              <xsd:documentation source="http://www.FpML.org" xml:lang="en">
                Monday
              </xsd:documentation>
            </xsd:annotation>
          </xsd:enumeration>
          <xsd:enumeration value="TUE">
            <xsd:annotation>
              <xsd:documentation source="http://www.FpML.org" xml:lang="en">
                Tuesday
              </xsd:documentation>
            </xsd:annotation>
          </xsd:enumeration>
          <xsd:enumeration value="WED">
            <xsd:annotation>
              <xsd:documentation source="http://www.FpML.org" xml:lang="en">
                Wednesday
              </xsd:documentation>
            </xsd:annotation>
          </xsd:enumeration>
          <xsd:enumeration value="THU">
            <xsd:annotation>
              <xsd:documentation source="http://www.FpML.org" xml:lang="en">
                Thursday
              </xsd:documentation>
            </xsd:annotation>
          </xsd:enumeration>
          <xsd:enumeration value="FRI">
            <xsd:annotation>
              <xsd:documentation source="http://www.FpML.org" xml:lang="en">
                Friday
              </xsd:documentation>
            </xsd:annotation>
          </xsd:enumeration>
          <xsd:enumeration value="SAT">
            <xsd:annotation>
              <xsd:documentation source="http://www.FpML.org" xml:lang="en">
                Saturday
              </xsd:documentation>
            </xsd:annotation>
          </xsd:enumeration>
          <xsd:enumeration value="SUN">
            <xsd:annotation>
              <xsd:documentation source="http://www.FpML.org" xml:lang="en">
                Sunday
              </xsd:documentation>
            </xsd:annotation>
          </xsd:enumeration>
        </xsd:restriction>
      </xsd:simpleType>
    </xsd:schema>