XML Schema "fpml-enum-5-13.xsd"
Target Namespace:
http://www.fpml.org/FpML-5/pretrade
Version:
$Revision: 14549 $
Defined Components:
simpleTypes (56)
Default Namespace-Qualified Form:
Local Elements: qualified; Local Attributes: unqualified
Schema Location:
c:\init\trunk\xml\pretrade\fpml-enum-5-13.xsd; see XML source
Included in Schemas (1):
fpml-shared-5-13.xsd [src]
Simple Type Summary
AveragingMethodEnum
The method of calculation to be used when averaging rates.
Defined:
globally; see XML source
Used:
at 1 location
BusinessDayConventionEnum
The convention for adjusting any relevant date if it would otherwise fall on a day that is not a valid business day.
Defined:
globally; see XML source
Used:
at 5 locations
BuyerConventionEnum
The purpose of this element is to disambiguate whether the buyer of the product effectively buys protection or whether he buys risk (and, hence, sells protection) in the case, such as high yields instruments, where no firm standard appears to exist at the execution level.
Defined:
globally; see XML source
Used:
at 1 location
BuySellEnum
Defined:
globally; see XML source
Used:
at 1 location
CalculationAgentPartyEnum
The specification of how a calculation agent will be determined.
Defined:
globally; see XML source
Used:
at 1 location
CalculationMethodEnum
The type of calculation formula to use when combining multiple rates.
Defined:
globally; see XML source
Used:
at 1 location
CompoundingMethodEnum
The compounding calculation method
Defined:
globally; see XML source
Used:
at 1 location
CreditApprovalRequestTypeEnum
The type of credit approval request.
Defined:
globally; see XML source
Used:
at 2 locations
CsaTypeEnum
The type of CSA (credit support agreement/annex), e.g. for cash settlement purposes.
Defined:
globally; see XML source
Used:
at 1 location
DayOfWeekEnum
A day of the seven-day week. - For use with pre-trade Credit Limit Check messages.
Defined:
globally; see XML source
Used:
at 1 location
DayTypeEnum
A day type classification used in counting the number of days between two dates.
Defined:
globally; see XML source
Used:
at 2 locations
DiscountingTypeEnum
The method of calculating discounted payment amounts. - For use with pre-trade Credit Limit Check messages.
Defined:
globally; see XML source
Used:
at 1 location
ExerciseStyleEnum
Defined:
globally; see XML source
Used:
at 2 locations
FraDiscountingEnum
The method of FRA discounting, if any, that will apply.
Defined:
globally; see XML source
Used:
at 1 location
FxBarrierDirectionEnum
The specification of whether the direction of a barrier within an FX OTC option is Down or Up.
Defined:
globally; see XML source
Used:
at 1 location
FxBarrierTypeEnum
The specification of whether a barrier within an FX OTC option is a knockin or knockout.
Defined:
globally; see XML source
Used:
at 1 location
FxStraddleTypeEnum
Forward Volatility Agreement Straddle Type.
Defined:
globally; see XML source
Used:
at 1 location
InflationCalculationMethodEnum
Code values for different ways of using inflation indexes in formulas
Defined:
globally; see XML source
Used:
at 2 locations
InflationCalculationStyleEnum
Code values for different styles of ways of calculation methods.
Defined:
globally; see XML source
Used:
at 2 locations
InterestShortfallCapEnum
The specification of the interest shortfall cap, applicable to mortgage derivatives.
Defined:
globally; see XML source
Used:
at 1 location
LengthUnitEnum
Used for indicating the length unit in the Resource type.
Defined:
globally; see XML source
Used:
at 1 location
LimitModelEnum
The type of credit approval request.
Defined:
globally; see XML source
Used:
at 2 locations
ObligationCategoryEnum
Used in both the obligations and deliverable obligations of the credit default swap to represent a class or type of securities which apply.
Defined:
globally; see XML source
Used:
at 2 locations
ObservationPeriodDatesEnum
The specification of whether calculated rates are set relative to the first or last day of a calculation period. - For use with pre-trade Credit Limit Check messages.
Defined:
globally; see XML source
Used:
at 1 location
OptionTypeEnum
Specifies the type of the option.
Defined:
globally; see XML source
Used:
at 1 location
OrderStatusEnum
Status of order.
Defined:
globally; see XML source
Used:
at 2 locations
PartyDeterminationEnum
The specification of how a protected party will be determined.
Defined:
globally; see XML source
Used:
at 1 location
PassiveOrAggressiveEnum
On partial fill and fill order events, indicates whether the order was already resting on the order book and providing liquidity (passive) or the order initiated the trade and thus took liquidity (aggressive).This field shall be left blank if not relevant.
Defined:
globally; see XML source
Used:
at 1 location
PayerReceiverEnum
The specification of an interest rate stream payer or receiver party.
Defined:
globally; see XML source
Used:
at 1 location
PayoutEnum
The specification of how an FX OTC option with a trigger payout will be paid if the trigger condition is met.
Defined:
globally; see XML source
Used:
at 1 location
PayRelativeToEnum
The specification of whether payments occur relative to the calculation period start or end date, or the reset date. - For use with pre-trade Credit Limit Check messages.
Defined:
globally; see XML source
Used:
at 1 location
PeriodEnum
The specification of a time period
Defined:
globally; see XML source
Used:
at 3 locations
PeriodExtendedEnum
The specification of a time period containing additional values such as Term.
Defined:
globally; see XML source
Used:
at 1 location
PeriodTimeEnum
The specification of a time period containing additional values such as Term.
Defined:
globally; see XML source
Used:
at 1 location
PremiumQuoteBasisEnum
The specification of how the premium for an FX OTC option is quoted.
Defined:
globally; see XML source
Used:
at 1 location
PutCallEnum
Specifies whether the option is a call or a put.
Defined:
globally; see XML source
Used:
at 3 locations
QuotationRateTypeEnum
The specification of the type of quotation rate to be obtained from each cash settlement reference bank.
Defined:
globally; see XML source
Used:
at 6 locations
QuotationSideEnum
The side from which perspective a value is quoted.
Defined:
globally; see XML source
Used:
at 1 location
QuotationStyleEnum
Indicates the actual quotation style of of PointsUpFront or TradedSpread that was used to quote this trade.
Defined:
globally; see XML source
Used:
at 1 location
QuoteBasisEnum
How an exchange rate is quoted.
Defined:
globally; see XML source
Used:
at 1 location
ResetRelativeToEnum
The specification of whether resets occur relative to the first or last day of a calculation period. - For use with pre-trade Credit Limit Check messages.
Defined:
globally; see XML source
Used:
at 1 location
RollConventionEnum
The convention for determining the sequence of calculation period end dates.
Defined:
globally; see XML source
Used:
at 2 locations
RoundingDirectionEnum
The method of rounding a fractional number. - For use with pre-trade Credit Limit Check messages.
Defined:
globally; see XML source
Used:
at 1 location
SetCreditLimitResponseEnum
The type of credit approval request.
Defined:
globally; see XML source
Used:
at 1 location
SettlementTypeEnum
Shows how the transaction is to be settled when it is exercised.
Defined:
globally; see XML source
Used:
at 3 locations
SpreadCalculationMethodEnum
Defined:
globally; see XML source
Used:
at 1 location
StandardSettlementStyleEnum
The code specification of whether a trade is settling using standard settlement instructions as well as whether it is a candidate for settlement netting.
Defined:
globally; see XML source
Used:
at 1 location
StepRelativeToEnum
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. - For use with pre-trade Credit Limit Check messages.
Defined:
globally; see XML source
Used:
at 1 location
StrikeQuoteBasisEnum
The specification of how an FX OTC option strike price is quoted.
Defined:
globally; see XML source
Used:
at 2 locations
StubPeriodTypeEnum
Element to define how to deal with a none standard calculation period within a swap stream.
Defined:
globally; see XML source
Used:
at 1 location
SwaptionTypeEnum
Specifies the type of the swaption.
Defined:
globally; see XML source
Used:
at 1 location
TelephoneTypeEnum
The type of telephone number used to reach a contact.
Defined:
globally; see XML source
Used:
at 1 location
TouchConditionEnum
The specification of, for American-style digitals, whether the trigger level must be touched or not touched.
Defined:
globally; see XML source
Used:
at 1 location
TriggerConditionEnum
The specification of whether a payout will occur on an option depending upon whether the spot rate is at or above or at or below the trigger rate.
Defined:
globally; see XML source
Used:
at 2 locations
ValuationMethodEnum
The ISDA defined methodology for determining the final price of the reference obligation for purposes of cash settlement.
Defined:
globally; see XML source
Used:
at 1 location
WeeklyRollConventionEnum
The specification of a weekly roll day. - For use with pre-trade Credit Limit Check messages.
Defined:
globally; see XML source
Used:
at 1 location
XML Source
<?xml version="1.0" encoding="utf-8"?>
<!--
== Copyright (c) 2022-2024 All rights reserved.
== Financial Products Markup Language is subject to the FpML public license.
== A copy of this license is available at http://www.fpml.org/license/license.html
-->
<xsd:schema attributeFormDefault="unqualified" ecore:documentRoot="FpML" ecore:nsPrefix="pre" ecore:package="org.fpml.pretrade" elementFormDefault="qualified" targetNamespace="http://www.fpml.org/FpML-5/pretrade" version="$Revision: 14549 $" xmlns="http://www.fpml.org/FpML-5/pretrade" xmlns:ecore="http://www.eclipse.org/emf/2002/Ecore" xmlns:fpml-annotation="http://www.fpml.org/annotation" xmlns:xsd="http://www.w3.org/2001/XMLSchema">
<!--
================
enumerations
================
-->
<xsd:simpleType name="AveragingMethodEnum">
<xsd:annotation>
<xsd:documentation 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. - For use with pre-trade Credit Limit Check messages.
</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="NEAREST">
<xsd:annotation>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">
The non-business date will be adjusted to the nearest day that is a business day - i.e. if the non-business day falls on any day other than a Sunday or a Monday, it will be the first preceding day that is a business day, and will be the first following business day if it falls on a Sunday or a Monday. To clarify, the convention is that the day falls on a Sunday or Monday, it moves forward to the following business day. The rest of the days it moves to the preceding 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="BuyerConventionEnum">
<xsd:annotation>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">
The purpose of this element is to disambiguate whether the buyer of the product effectively buys protection or whether he buys risk (and, hence, sells protection) in the case, such as high yields instruments, where no firm standard appears to exist at the execution level.
</xsd:documentation>
</xsd:annotation>
<xsd:restriction base="xsd:token">
<xsd:enumeration value="Protection">
<xsd:annotation>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">
the buyer of the product effectively buys protection.
</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration value="Risk">
<xsd:annotation>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">
the buyer of the product effectively buys risk (and, hence, sells protection).
</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
</xsd:restriction>
</xsd:simpleType>
<xsd:simpleType name="BuySellEnum">
<xsd:restriction base="xsd:token">
<xsd:enumeration value="Buyer">
<xsd:annotation>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">Indicates the buyer.</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration value="Seller">
<xsd:annotation>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">Indicates the seller.</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:enumeration value="AsSpecifiedInStandardTermsSupplement">
<xsd:annotation>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">
The Calculation Agent is determined by reference to the relevant standard terms supplement.
</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="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="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="CreditApprovalRequestTypeEnum">
<xsd:annotation>
<xsd:documentation xml:lang="en">The type of credit approval request.</xsd:documentation>
</xsd:annotation>
<xsd:restriction base="xsd:token">
<xsd:enumeration value="AllOrNone"/>
<xsd:enumeration value="AllowPartial"/>
</xsd:restriction>
</xsd:simpleType>
<xsd:simpleType name="DayOfWeekEnum">
<xsd:annotation>
<xsd:documentation>
A day of the seven-day week. - For use with pre-trade Credit Limit Check messages.
</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: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="CommodityBusiness">
<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 commodity business 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="DiscountingTypeEnum">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The method of calculating discounted payment amounts. - For use with pre-trade Credit Limit Check messages.
</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:enumeration value="FRAYield">
<xsd:annotation>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">
Per ISDA 2000 Definitions, Section 8.4. Discounting, paragraph (e)
</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
</xsd:restriction>
</xsd:simpleType>
<xsd:simpleType name="ExerciseStyleEnum">
<xsd:restriction base="xsd:token">
<xsd:enumeration value="American">
<xsd:annotation>
<xsd:documentation source="http://www.FpML.org" xml:lang="en"/>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration value="Bermuda">
<xsd:annotation>
<xsd:documentation source="http://www.FpML.org" xml:lang="en"/>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration value="European">
<xsd:annotation>
<xsd:documentation source="http://www.FpML.org" xml:lang="en"/>
</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. Note: Should not be used for a FRA trade documented under a legal framework where the 2006 ISDA Definitions have been incorporated.
</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration value="NONE">
<xsd:annotation>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">No discounting will apply.</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration value="ISDAYield">
<xsd:annotation>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">
Per ISDA 2006 Definitions, Section 8.4. Discounting, paragraph (e)
</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
</xsd:restriction>
</xsd:simpleType>
<xsd:simpleType name="FxBarrierDirectionEnum">
<xsd:annotation>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">
The specification of whether the direction of a barrier within an FX OTC option is Down or Up.
</xsd:documentation>
</xsd:annotation>
<xsd:restriction base="xsd:token">
<xsd:enumeration value="Down">
<xsd:annotation>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">
The barrier is triggered if the observed rate is at or below the barrier level during the period of observation, or at the time of observation.
</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration value="Up">
<xsd:annotation>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">
The barrier is triggered if the observed rate is at or above the barrier level during the period of observation, or at the time of observation.
</xsd:documentation>
</xsd:annotation>
</xsd: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.
</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">
The option exists if the spot rate is at or above, or at or below the barrier level according to the specified barrier direction.
</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration value="Knockout">
<xsd:annotation>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">
The option ceases to exist if the spot rate is at or above, or at or below the barrier level according to the specified barrier direction.
</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration fpml-annotation:deprecated="true" fpml-annotation:deprecatedReason="The ReverseKnockin value is not to be used. The value is no longer needed." value="ReverseKnockin">
<xsd:annotation>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">
DEPRECATE: 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 fpml-annotation:deprecated="true" fpml-annotation:deprecatedReason="The ReverseKnockout value is not to be used. The value is no longer needed." value="ReverseKnockout">
<xsd:annotation>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">
DEPRECATE: Option ceases to exist once the barrier is hit. The trigger rate is in-the money in relation to the strike rate.
</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
</xsd:restriction>
</xsd:simpleType>
<xsd:simpleType name="FxStraddleTypeEnum">
<xsd:annotation>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">Forward Volatility Agreement Straddle Type.</xsd:documentation>
</xsd:annotation>
<xsd:restriction base="xsd:token">
<xsd:enumeration value="AtTheMoneyForward">
<xsd:annotation>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">At the money forward straddle.</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration value="DeltaNeutral">
<xsd:annotation>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">Delta neutral straddle.</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
</xsd:restriction>
</xsd:simpleType>
<xsd:simpleType name="InflationCalculationMethodEnum">
<xsd:annotation>
<xsd:documentation>
Code values for different ways of using inflation indexes in formulas
</xsd:documentation>
</xsd:annotation>
<xsd:restriction base="xsd:token">
<xsd:enumeration value="Ratio">
<xsd:annotation>
<xsd:documentation>
(Inflation Index Final / Inflation Index Base). Inflation Index Final is inflation index for Reference Month that is the Lag number of months prior to Payment Date (subject to interpolation). Inflation Index Base subject to the Calculation Style. Used in inflation asset swaps to calculate the inflation coupons and principal exchange.
</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration value="Return">
<xsd:annotation>
<xsd:documentation>
(Inflation Index Final / Inflation Index Base -1). Inflation Index Final is the inflation index for Reference Month that is the Lag number of months prior to Payment Date (subject to interp). Inflation Index Base subject to the Calculation Style. Used in market standard ZC Inflation swaps.
</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration value="Spread">
<xsd:annotation>
<xsd:documentation>
Inflation Index Final - Inflation Index Base). Inflation Index Final is Index for Ref month the Lag months prior to Payment Date (subject to interp). Inflation Index Base subject to the Calculation Style. Typically used for fixing locks.
</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
</xsd:restriction>
</xsd:simpleType>
<xsd:simpleType name="InflationCalculationStyleEnum">
<xsd:annotation>
<xsd:documentation>
Code values for different styles of ways of calculation methods.
</xsd:documentation>
</xsd:annotation>
<xsd:restriction base="xsd:token">
<xsd:enumeration value="YearOnYear">
<xsd:annotation>
<xsd:documentation>
YearOnYear means Inflation Index Base is the inflation index for Reference Month that is 12 months prior to Inflation Index Final (subject to interpolation). Inflation Index Base is cashflow dependent.
</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration value="ZeroCoupon">
<xsd:annotation>
<xsd:documentation>
ZeroCoupon means Inflation Index Base used in the CalculationMethod is the inflation index for the Reference Month that is the lag number of months prior to Effective Date in the case of a swap, or Bond Interest Accrual Date in the case of an Asset Swap (subject to interpolation). Inflation Index Base has the same value for each inflation cashflow and Principal Exchange calculation within the trade.
</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
</xsd:restriction>
</xsd:simpleType>
<xsd:simpleType name="InterestShortfallCapEnum">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The specification of the interest shortfall cap, applicable to mortgage derivatives.
</xsd:documentation>
</xsd:annotation>
<xsd:restriction base="xsd:token">
<xsd:enumeration value="Fixed"/>
<xsd:enumeration value="Variable"/>
</xsd:restriction>
</xsd:simpleType>
<xsd:simpleType name="LengthUnitEnum">
<xsd:annotation>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">
Used for indicating the length unit in the Resource type.
</xsd:documentation>
</xsd:annotation>
<xsd:restriction base="xsd:token">
<xsd:enumeration value="Pages"/>
<xsd:enumeration value="TimeUnit"/>
</xsd:restriction>
</xsd:simpleType>
<xsd:simpleType name="LimitModelEnum">
<xsd:annotation>
<xsd:documentation xml:lang="en">The type of credit approval request.</xsd:documentation>
</xsd:annotation>
<xsd:restriction base="xsd:token">
<xsd:enumeration value="Ping"/>
<xsd:enumeration value="Plus1ToStop"/>
<xsd:enumeration value="Plus1ToPing"/>
<xsd:enumeration value="PushToPing"/>
<xsd:enumeration value="PushToStop"/>
</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 xml:lang="en">
The specification of whether calculated rates are set relative to the first or last day of a calculation period. - For use with pre-trade Credit Limit Check messages.
</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 the type of the option.</xsd:documentation>
</xsd:annotation>
<xsd:union memberTypes="PutCallEnum">
<xsd:simpleType>
<xsd:restriction base="xsd:token">
<xsd:enumeration value="Payer">
<xsd:annotation>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">
A "payer" option: If you buy a "payer" option you have the right but not the obligation to enter into the underlying swap transaction as the "fixed" rate/price payer and receive float.
</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration value="Receiver">
<xsd:annotation>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">
A receiver option: If you buy a "receiver" option you have the right but not the obligation to enter into the underlying swap transaction as the "fixed" rate/price receiver and pay float.
</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration value="Straddle">
<xsd:annotation>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">A straddle strategy.</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
</xsd:restriction>
</xsd:simpleType>
</xsd:union>
</xsd:simpleType>
<xsd:simpleType name="OrderStatusEnum">
<xsd:annotation>
<xsd:documentation xml:lang="en">Status of order.</xsd:documentation>
</xsd:annotation>
<xsd:restriction base="xsd:token">
<xsd:enumeration value="Cancelled">
<xsd:annotation>
<xsd:documentation xml:lang="en">Order was cancelled/retracted by the submitter.</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration value="Rejected">
<xsd:annotation>
<xsd:documentation xml:lang="en">Order was rejected by the recipient.</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration value="Accepted">
<xsd:annotation>
<xsd:documentation xml:lang="en">Order has been accepted but not yet acted on.</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration value="Working">
<xsd:annotation>
<xsd:documentation xml:lang="en">Order has been partly filled (executed).</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration value="Filled">
<xsd:annotation>
<xsd:documentation xml:lang="en">Order has been completely filled.</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration value="Completed">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Order has been completely filled, and all fills have been fully reported/processed as required.
</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="PassiveOrAggressiveEnum">
<xsd:annotation>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">
On partial fill and fill order events, indicates whether the order was already resting on the order book and providing liquidity (passive) or the order initiated the trade and thus took liquidity (aggressive).This field shall be left blank if not relevant.
</xsd:documentation>
</xsd:annotation>
<xsd:restriction base="xsd:token">
<xsd:enumeration value="Passive">
<xsd:annotation>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">
the order was already resting on the order book and providing liquidity.
</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration value="Aggressive">
<xsd:annotation>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">
the order initiated the trade and thus took liquidity.
</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 xml:lang="en">
The specification of whether payments occur relative to the calculation period start or end date, or the reset date. - For use with pre-trade Credit Limit Check messages.
</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="LastPricingDate">
<xsd:annotation>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">
Payments will occur relative to the last Pricing Date of each Calculation Period.
</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration value="ResetDate">
<xsd:annotation>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">Payments will occur relative to the reset date.</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration value="ValuationDate">
<xsd:annotation>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">
Payments will occur relative to the valuation 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:restriction>
</xsd:simpleType>
<xsd:simpleType name="PeriodExtendedEnum">
<xsd:annotation>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">
The specification of a time period containing additional values such as Term.
</xsd:documentation>
</xsd:annotation>
<xsd:union memberTypes="PeriodEnum">
<xsd:simpleType>
<xsd:restriction base="xsd:token">
<xsd:enumeration value="T">
<xsd:annotation>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">
Term. The period commencing on the effective date and ending on the termination date. The T period always appears in association with periodMultiplier = 1, and the notation is intended for use in contexts where the interval thus qualified (e.g. accrual period, payment period, reset period, ...) spans the entire term of the trade.
</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
</xsd:restriction>
</xsd:simpleType>
</xsd:union>
</xsd:simpleType>
<xsd:simpleType name="PeriodTimeEnum">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The specification of a time period containing additional values such as Term.
</xsd:documentation>
</xsd:annotation>
<xsd:union memberTypes="PeriodEnum">
<xsd:simpleType>
<xsd:restriction base="xsd:token">
<xsd:enumeration value="Hour">
<xsd:annotation>
<xsd:documentation xml:lang="en">Period measured in hours.</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration value="Minute">
<xsd:annotation>
<xsd:documentation xml:lang="en">Period measured in minutes.</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration value="Second">
<xsd:annotation>
<xsd:documentation xml:lang="en">Period measured in seconds.</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
</xsd:restriction>
</xsd:simpleType>
</xsd:union>
</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="PutCallEnum">
<xsd:annotation>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">Specifies whether the option is a call or a put.</xsd:documentation>
</xsd:annotation>
<xsd:restriction base="xsd:token">
<xsd:enumeration value="Put">
<xsd:annotation>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">
A put option gives the holder the right to sell the underlying asset by a certain date for a certain price.
</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration value="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: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="QuotationStyleEnum">
<xsd:annotation>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">
Indicates the actual quotation style of of PointsUpFront or TradedSpread that was used to quote this trade.
</xsd:documentation>
</xsd:annotation>
<xsd:restriction base="xsd:token">
<xsd:enumeration value="PointsUpFront">
<xsd:annotation>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">
When quotation style is "PointsUpFront", the initialPoints element of the feeLeg should be populated.
</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration value="TradedSpread">
<xsd:annotation>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">
When quotation style is "TradedSpread", the marketFixedRate element of the feeLeg should be populated.
</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration value="Price">
<xsd:annotation>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">
When quotation style is "Price", the marketPrice element of the feeLeg should be populated.
</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="ResetRelativeToEnum">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The specification of whether resets occur relative to the first or last day of a calculation period. - For use with pre-trade Credit Limit Check messages.
</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="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 xml:lang="en">
The method of rounding a fractional number. - For use with pre-trade Credit Limit Check messages.
</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="SetCreditLimitResponseEnum">
<xsd:annotation>
<xsd:documentation xml:lang="en">The type of credit approval request.</xsd:documentation>
</xsd:annotation>
<xsd:restriction base="xsd:token">
<xsd:enumeration value="SetCreditLimitFailed"/>
<xsd:enumeration value="SetCreditLimitSuccessful"/>
</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="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: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="CashOrPhysical">
<xsd:annotation>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">
Allow use of either Cash or Physical settlement without prior Election
</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
</xsd:restriction>
</xsd:simpleType>
<xsd:simpleType name="SpreadCalculationMethodEnum">
<xsd:annotation/>
<xsd:restriction base="xsd:token">
<xsd:enumeration value="ParPar">
<xsd:annotation>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">Par-par.</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration value="Proceeds">
<xsd:annotation>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">Proceeds.</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 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. - For use with pre-trade Credit Limit Check messages.
</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 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="SwaptionTypeEnum">
<xsd:annotation>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">
Specifies the type of the swaption. A swaption is an option which confers on the buyer the right, but not the obligation, to enter into an interest rate swap (the "underlying" transaction) on exercise. The underlyer is typically a "vanilla" fixed-floating, single-currency interest rate swap.
</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">
A Payer swaption confers on the buyer the right, but not the obligation, to enter into the underlying swap as payer of the fixed rate (and receiver of the floating rate).
</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration value="Receiver">
<xsd:annotation>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">
A Receiver swaption confers on the buyer the right, but not the obligation, to enter into the underlying swap as receiver of the fixed rate (and payer of the floating rate).
</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration value="Straddle">
<xsd:annotation>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">
A swaption straddle is a strategy trade, in which the buyer simultaneously purchases a Payer and a Receiver swaption at the same strike (fixed rate) and with otherwise identical economic characteristics.
</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration value="NonStandard">
<xsd:annotation>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">
This designation is reserved for swaptions with non-standard characteristics e.g. having a basis swap or cross-currency swap underlyer.
</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
</xsd:restriction>
</xsd:simpleType>
<xsd:simpleType name="TelephoneTypeEnum">
<xsd:annotation>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">
The type of telephone number used to reach a contact.
</xsd:documentation>
</xsd:annotation>
<xsd:restriction base="xsd:token">
<xsd:enumeration value="Work">
<xsd:annotation>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">
A number used primarily for work-related calls. Includes home office numbers used primarily for work purposes.
</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration value="Mobile">
<xsd:annotation>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">
A number on a mobile telephone or pager that is often or usually used for work-related calls. This type of number can be used for urgent work related business when a work number is not sufficient to contact the person or firm.
</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration value="Fax">
<xsd:annotation>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">
A number used primarily for work-related facsimile transmissions.
</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration value="Personal">
<xsd:annotation>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">
A number used primarily for nonwork-related calls. (Normally this type of number would be used only as an emergency backup number, not as a regular course of business).
</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
</xsd:restriction>
</xsd:simpleType>
<xsd: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 at or above or at or below the trigger rate.
</xsd:documentation>
</xsd:annotation>
<xsd:restriction base="xsd:token">
<xsd:enumeration value="AtOrAbove">
<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="AtOrBelow">
<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:enumeration fpml-annotation:deprecated="true" fpml-annotation:deprecatedReason="The Above value is not to be used. The value is replaced with the more precise AtOrAbove value." value="Above">
<xsd:annotation>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">
DEPRECATE: The spot rate must be greater than or equal to the trigger rate.
</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration fpml-annotation:deprecatedReason="The Below value is not to be used. The value is replaced with the more precise AtOrBelow value." value="Below">
<xsd:annotation>
<xsd:documentation source="http://www.FpML.org" xml:lang="en">
DEPRECATE: 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="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="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 xml:lang="en">
The specification of a weekly roll day. - For use with pre-trade Credit Limit Check messages.
</xsd:documentation>
</xsd:annotation>
<xsd:union memberTypes="DayOfWeekEnum">
<xsd:simpleType>
<xsd:restriction base="xsd:token">
<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:restriction>
</xsd:simpleType>
</xsd:union>
</xsd:simpleType>
</xsd:schema>
XML schema documentation generated with FlexDoc/XML 1.12.2 using FlexDoc/XML XSDDoc 2.9.1 template set. All XSD diagrams generated by FlexDoc/XML DiagramKit.