Copyright © 2002-2003. 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/documents/license

Global Simple Types

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.

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:

Derived Types:

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:normalizedString">
    <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>

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 herer 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.

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, i.e.
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:

Derived Types:

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 herer 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:normalizedString">
    <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, i.e.
        </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 xml:lang="en" source="http://www.FpML.org">
          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.

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:

Derived Types:

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

CommissionDenominationEnum

Description:

The unit in which a commission is denominated.

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:

Derived Types:

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:normalizedString">
    <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

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.

Used by:

Derived Types:

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

DateRelativeToEnum

Description:

The specification of the anchor date when calculating a derived date as a relative offset from this anchor date.

Value	Source	Description
TradeDate	http://www.FpML.org	The derived date will be calculated as a relative offset from the trade date
EffectiveDate	http://www.FpML.org	The derived date will be calculated as a relative offset from the effective date
EquityPaymentDate	http://www.FpML.org	The derived date will be calculated as a relative offset from an equity payment date
FinalEquityPaymentDate	http://www.FpML.org	The derived date will be calculated as a relative offset from the final equity payment date
InterimValuationDate	http://www.FpML.org	The derived date will be calculated as a relative offset from the interim valuation date
FinalValuationDate	http://www.FpML.org	The derived date will be calculated as a relative offset from the final valuation date
ResetDate	http://www.FpML.org	The derived date will be calculated as a relative offset from the reset date
CashSettlementPaymentDate	http://www.FpML.org	The derived date will be calculated as a relative offset from the Cash Settlement Payment Date.
MandatoryEarlyTerminationDate	http://www.FpML.org	The derived date will be calculated as a relative offset from the Mandatory Early Termination Date.
ExerciseDate	http://www.FpML.org	The derived date will be calculated as a relative offset from the Exercise Date.
CalculationPeriodStartDate	http://www.FpML.org	The derived date will be calculated as a relative offset from the start date of a calculation period.
CalculationPeriodEndDate	http://www.FpML.org	The derived date will be calculated as a relative offset from the end date of a calculation period.
PaymentDate	http://www.FpML.org	The derived date will be calculated as a relative offset from the payment date
ValuationDate	http://www.FpML.org	The derived date will be calculated as a relative offset from the valuation date.
SettlementDate	http://www.FpML.org	The derived date will be calculated as a relative offset from the settlement date.

Used by:

Derived Types:

Schema Fragment:

<xsd:simpleType name="DateRelativeToEnum">
  <xsd:annotation>
    <xsd:documentation source="http://www.FpML.org" xml:lang="en">
      The specification of the anchor date when calculating a derived
      date as a relative offset from this anchor date.
    </xsd:documentation>
  </xsd:annotation>
  <xsd:restriction base="xsd:normalizedString">
    <xsd:enumeration value="TradeDate">
      <xsd:annotation>
        <xsd:documentation source="http://www.FpML.org" xml:lang="en">
          The derived date will be calculated as a relative offset from
          the trade date
        </xsd:documentation>
      </xsd:annotation>
    </xsd:enumeration>
    <xsd:enumeration value="EffectiveDate">
      <xsd:annotation>
        <xsd:documentation source="http://www.FpML.org" xml:lang="en">
          The derived date will be calculated as a relative offset from
          the effective date
        </xsd:documentation>
      </xsd:annotation>
    </xsd:enumeration>
    <xsd:enumeration value="EquityPaymentDate">
      <xsd:annotation>
        <xsd:documentation source="http://www.FpML.org" xml:lang="en">
          The derived date will be calculated as a relative offset from
          an equity payment date
        </xsd:documentation>
      </xsd:annotation>
    </xsd:enumeration>
    <xsd:enumeration value="FinalEquityPaymentDate">
      <xsd:annotation>
        <xsd:documentation source="http://www.FpML.org" xml:lang="en">
          The derived date will be calculated as a relative offset from
          the final equity payment date
        </xsd:documentation>
      </xsd:annotation>
    </xsd:enumeration>
    <xsd:enumeration value="InterimValuationDate">
      <xsd:annotation>
        <xsd:documentation source="http://www.FpML.org" xml:lang="en">
          The derived date will be calculated as a relative offset from
          the interim valuation date
        </xsd:documentation>
      </xsd:annotation>
    </xsd:enumeration>
    <xsd:enumeration value="FinalValuationDate">
      <xsd:annotation>
        <xsd:documentation source="http://www.FpML.org" xml:lang="en">
          The derived date will be calculated as a relative offset from
          the final valuation date
        </xsd:documentation>
      </xsd:annotation>
    </xsd:enumeration>
    <xsd:enumeration value="ResetDate">
      <xsd:annotation>
        <xsd:documentation source="http://www.FpML.org" xml:lang="en">
          The derived date will be calculated as a relative offset from
          the reset date
        </xsd:documentation>
      </xsd:annotation>
    </xsd:enumeration>
    <xsd:enumeration value="CashSettlementPaymentDate">
      <xsd:annotation>
        <xsd:documentation source="http://www.FpML.org" xml:lang="en">
          The derived date will be calculated as a relative offset from
          the Cash Settlement Payment Date.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:enumeration>
    <xsd:enumeration value="MandatoryEarlyTerminationDate">
      <xsd:annotation>
        <xsd:documentation source="http://www.FpML.org" xml:lang="en">
          The derived date will be calculated as a relative offset from
          the Mandatory Early Termination Date.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:enumeration>
    <xsd:enumeration value="ExerciseDate">
      <xsd:annotation>
        <xsd:documentation source="http://www.FpML.org" xml:lang="en">
          The derived date will be calculated as a relative offset from
          the Exercise Date.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:enumeration>
    <xsd:enumeration value="CalculationPeriodStartDate">
      <xsd:annotation>
        <xsd:documentation source="http://www.FpML.org" xml:lang="en">
          The derived date will be calculated as a relative offset from
          the start date of a calculation period.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:enumeration>
    <xsd:enumeration value="CalculationPeriodEndDate">
      <xsd:annotation>
        <xsd:documentation source="http://www.FpML.org" xml:lang="en">
          The derived date will be calculated as a relative offset from
          the end date of a calculation period.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:enumeration>
    <xsd:enumeration value="PaymentDate">
      <xsd:annotation>
        <xsd:documentation source="http://www.FpML.org" xml:lang="en">
          The derived date will be calculated as a relative offset from
          the payment date
        </xsd:documentation>
      </xsd:annotation>
    </xsd:enumeration>
    <xsd:enumeration value="ValuationDate">
      <xsd:annotation>
        <xsd:documentation source="http://www.FpML.org" xml:lang="en">
          The derived date will be calculated as a relative offset from
          the valuation date.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:enumeration>
    <xsd:enumeration value="SettlementDate">
      <xsd:annotation>
        <xsd:documentation source="http://www.FpML.org" xml:lang="en">
          The derived date will be calculated as a relative offset from
          the settlement date.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:enumeration>
  </xsd:restriction>
</xsd:simpleType>

DayCountFractionEnum

Description:

The specification for how the number of days between two dates is calculated for purposes of calculation of a fixed or floating payment amount and the basis for how many days are assumed to be in a year. Day Count Fraction is an ISDA term. The equivalent AFB (Association Francaise de Banques) term is Calculation Basis

Value	Source	Description
1/1	http://www.FpML.org	Per Annex to the 2000 ISDA Definitions (June 2000 Version), Section 4.16. Day Count Fraction, paragraph (a), i.e.
ACT/ACT.ISDA	http://www.FpML.org	Per Annex to the 2000 ISDA Definitions (June 2000 Version), Section 4.16. Day Count Fraction, paragraph (b), i.e.
ACT/ACT.ISMA	http://www.FpML.org	The Fixed/Floating Amount will be calculated in accordance with Rule 251 of the statutes, by-laws, rules and recommendations of the International Securities Market Association, as published in April 1999, as applied to straight and convertible bonds issued after December 31, 1998, as though the Fixed/Floating Amount were the interest coupon on such a bond.
ACT/ACT.AFB	http://www.FpML.org	The Fixed/Floating Amount will be calculated in accordance with the "BASE EXACT/EXACT" day count fraction, as defined in the "Definitions Communes ?lusieurs Additifs Techniques" published by the Association Fran?se des Banques in September 1994.
ACT/365.FIXED	http://www.FpML.org	Per Annex to the 2000 ISDA Definitions (June 2000 Version), Section 4.16. Day Count Fraction, paragraph (c), i.e.
ACT/360	http://www.FpML.org	Per Annex to the 2000 ISDA Definitions (June 2000 Version), Section 4.16. Day Count Fraction, paragraph (d), i.e.
30/360	http://www.FpML.org	Per Annex to the 2000 ISDA Definitions (June 2000 Version), Section 4.16. Day Count Fraction, paragraph (e), i.e.
30E/360	http://www.FpML.org	Per Annex to the 2000 ISDA Definitions (June 2000 Version), Section 4.16. Day Count Fraction, paragraph (f), i.e.

Used by:

Derived Types:

Schema Fragment:

<xsd:simpleType name="DayCountFractionEnum">
  <xsd:annotation>
    <xsd:documentation source="http://www.FpML.org" xml:lang="en">
      The specification for how the number of days between two dates is
      calculated for purposes of calculation of a fixed or floating
      payment amount and the basis for how many days are assumed to be
      in a year. Day Count Fraction is an ISDA term. The equivalent AFB
      (Association Francaise de Banques) term is Calculation Basis
    </xsd:documentation>
  </xsd:annotation>
  <xsd:restriction base="xsd:normalizedString">
    <xsd:enumeration value="1/1">
      <xsd:annotation>
        <xsd:documentation xml:lang="en" source="http://www.FpML.org">
          Per Annex to the 2000 ISDA Definitions (June 2000 Version),
          Section 4.16. Day Count Fraction, paragraph (a), i.e.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:enumeration>
    <xsd:enumeration value="ACT/ACT.ISDA">
      <xsd:annotation>
        <xsd:documentation xml:lang="en" source="http://www.FpML.org">
          Per Annex to the 2000 ISDA Definitions (June 2000 Version),
          Section 4.16. Day Count Fraction, paragraph (b), i.e.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:enumeration>
    <xsd:enumeration value="ACT/ACT.ISMA">
      <xsd:annotation>
        <xsd:documentation xml:lang="en" source="http://www.FpML.org">
          The Fixed/Floating Amount will be calculated in accordance
          with Rule 251 of the statutes, by-laws, rules and
          recommendations of the International Securities Market
          Association, as published in April 1999, as applied to
          straight and convertible bonds issued after December 31,
          1998, as though the Fixed/Floating Amount were the interest
          coupon on such a bond.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:enumeration>
    <xsd:enumeration value="ACT/ACT.AFB">
      <xsd:annotation>
        <xsd:documentation xml:lang="en" source="http://www.FpML.org">
          The Fixed/Floating Amount will be calculated in accordance
          with the "BASE EXACT/EXACT" day count fraction, as defined in
          the "Definitions Communes ?lusieurs Additifs Techniques"
          published by the Association Fran?se des Banques in September
          1994.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:enumeration>
    <xsd:enumeration value="ACT/365.FIXED">
      <xsd:annotation>
        <xsd:documentation xml:lang="en" source="http://www.FpML.org">
          Per Annex to the 2000 ISDA Definitions (June 2000 Version),
          Section 4.16. Day Count Fraction, paragraph (c), i.e.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:enumeration>
    <xsd:enumeration value="ACT/360">
      <xsd:annotation>
        <xsd:documentation xml:lang="en" source="http://www.FpML.org">
          Per Annex to the 2000 ISDA Definitions (June 2000 Version),
          Section 4.16. Day Count Fraction, paragraph (d), i.e.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:enumeration>
    <xsd:enumeration value="30/360">
      <xsd:annotation>
        <xsd:documentation xml:lang="en" source="http://www.FpML.org">
          Per Annex to the 2000 ISDA Definitions (June 2000 Version),
          Section 4.16. Day Count Fraction, paragraph (e), i.e.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:enumeration>
    <xsd:enumeration value="30E/360">
      <xsd:annotation>
        <xsd:documentation xml:lang="en" source="http://www.FpML.org">
          Per Annex to the 2000 ISDA Definitions (June 2000 Version),
          Section 4.16. Day Count Fraction, paragraph (f), i.e.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:enumeration>
  </xsd:restriction>
</xsd:simpleType>

DayTypeEnum

Description:

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

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.

Used by:

Derived Types:

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:normalizedString">
    <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:restriction>
</xsd:simpleType>

DiscountingTypeEnum

Description:

The method of calculating discounted payment amounts

Used by:

Derived Types:

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:normalizedString">
    <xsd:enumeration value="Standard">
      <xsd:annotation>
        <xsd:documentation source="http://www.FpML.org" xml:lang="en">
          Per ISDA 1991 Definitions, Section 9.3. 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 1991 Definitions, Section 9.3. Discounting,
          paragraph (b)
        </xsd:documentation>
      </xsd:annotation>
    </xsd:enumeration>
  </xsd:restriction>
</xsd:simpleType>

DividendDateReferenceEnum

Description:

The reference to a dividend date.

Value	Source	Description
ExDate	http://www.FpML.org	Date on which a holder of the security is entitled to the dividend.
PayDate	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.

Used by:

Derived Types:

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:normalizedString">
    <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="PayDate">
      <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:restriction>
</xsd:simpleType>

DividendEntitlementEnum

Description:

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

Used by:

Derived Types:

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:normalizedString">
    <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>

ExerciseStyleEnum

Description:

The specification of how an OTC option will be exercised.

Used by:

Derived Types:

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:normalizedString">
    <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="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>

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.

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:

Derived Types:

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:normalizedString">
    <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>

MethodOfAdjustmentEnum

Description:

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

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:

Derived Types:

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:normalizedString">
    <xsd:enumeration value="CalculationAgent">
      <xsd:annotation>
        <xsd:documentation source="http://www.FpML.org" xml:lang="en">
          The Calculation Agent has the right to adjust the terms of
          the trade following a corporate action.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:enumeration>
    <xsd:enumeration value="OptionsExchange">
      <xsd:annotation>
        <xsd:documentation source="http://www.FpML.org" xml:lang="en">
          The trade will be adjusted in accordance with any adjustment
          made by the exchange on which options on the underlying are
          listed.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:enumeration>
  </xsd:restriction>
</xsd:simpleType>

NationalisationOrInsolvencyOrDelistingEventEnum

Description:

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

Used by:

Derived Types:

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:normalizedString">
    <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).

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).

Used by:

Derived Types:

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:normalizedString">
    <xsd:enumeration value="NegativeInterestRateMethod">
      <xsd:annotation>
        <xsd:documentation source="http://www.FpML.org" xml:lang="en">
          Negative Interest Rate Method. Per 2000 ISDA Definitions,
          Section 6.4 Negative Interest Rates, paragraphs (b) and (c).
        </xsd:documentation>
      </xsd:annotation>
    </xsd:enumeration>
    <xsd:enumeration value="ZeroInterestRateMethod">
      <xsd:annotation>
        <xsd:documentation source="http://www.FpML.org" xml:lang="en">
          Zero Interest Rate Method. Per 2000 ISDA Definitions, Section
          6.4. Negative Interest Rates, paragraphs (d) and (e).
        </xsd:documentation>
      </xsd:annotation>
    </xsd:enumeration>
  </xsd:restriction>
</xsd:simpleType>

NotionalAdjustmentEnum

Description:

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

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:

Derived Types:

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:normalizedString">
    <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>

OptionTypeEnum

Description:

Specifies whether the option is a call or a put.

Used by:

Derived Types:

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:normalizedString">
    <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="Put">
      <xsd:annotation>
        <xsd:documentation source="http://www.FpML.org" xml:lang="en">
          A put option gives the holder the right to sell the
          underlying asset by a certain date for a certain price.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:enumeration>
  </xsd:restriction>
</xsd:simpleType>

PayerReceiverEnum

Description:

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

Used by:

Derived Types:

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:normalizedString">
    <xsd:enumeration value="Payer">
      <xsd:annotation>
        <xsd:documentation source="http://www.FpML.org" xml:lang="en">
          The party identified as the stream payer.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:enumeration>
    <xsd:enumeration value="Receiver">
      <xsd:annotation>
        <xsd:documentation source="http://www.FpML.org" xml:lang="en">
          The party identified as the stream receiver.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:enumeration>
  </xsd:restriction>
</xsd:simpleType>

PayoutEnum

Description:

The specification of how an FX OTC option with a trigger payout will be paid if the trigger condition is met. The contract will specify whether the payout will occur immediately or on the original value date of the option.

Used by:

Derived Types:

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:normalizedString">
    <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.

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:

Derived Types:

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:normalizedString">
    <xsd:enumeration value="CalculationPeriodStartDate">
      <xsd:annotation>
        <xsd:documentation source="http://www.FpML.org" xml:lang="en">
          Payments will occur relative to the first day of each
          calculation period.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:enumeration>
    <xsd:enumeration value="CalculationPeriodEndDate">
      <xsd:annotation>
        <xsd:documentation source="http://www.FpML.org" xml:lang="en">
          Payments will occur relative to the last day of each
          calculation period.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:enumeration>
    <xsd:enumeration value="ResetDate">
      <xsd:annotation>
        <xsd:documentation source="http://www.FpML.org" xml:lang="en">
          Payments will occur relative to the reset date.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:enumeration>
  </xsd:restriction>
</xsd:simpleType>

PeriodEnum

Description:

The specification of a time period

Used by:

Derived Types:

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:normalizedString">
    <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.

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:

Derived Types:

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:normalizedString">
    <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>

PrincipalExchangeEnum

Description:

The type of principal exchange cashflows associated with a swap.

Value	Source	Description
InitialExchange	http://www.FpML.org	The principal exchange takes place at the beginning of the swap.
FinalExchange	http://www.FpML.org	The principal exchange takes place at the end of the swap.
IntermediateExchange	http://www.FpML.org	The principal exchange takes place at some intermediary point(s) during the course of the swap.

Used by:

Derived Types:

Schema Fragment:

<xsd:simpleType name="PrincipalExchangeEnum">
  <xsd:annotation>
    <xsd:documentation source="http://www.FpML.org" xml:lang="en">
      The type of principal exchange cashflows associated with a swap.
    </xsd:documentation>
  </xsd:annotation>
  <xsd:restriction base="xsd:normalizedString">
    <xsd:enumeration value="InitialExchange">
      <xsd:annotation>
        <xsd:documentation source="http://www.FpML.org" xml:lang="en">
          The principal exchange takes place at the beginning of the
          swap.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:enumeration>
    <xsd:enumeration value="FinalExchange">
      <xsd:annotation>
        <xsd:documentation source="http://www.FpML.org" xml:lang="en">
          The principal exchange takes place at the end of the swap.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:enumeration>
    <xsd:enumeration value="IntermediateExchange">
      <xsd:annotation>
        <xsd:documentation source="http://www.FpML.org" xml:lang="en">
          The principal exchange takes place at some intermediary
          point(s) during the course of the swap.
        </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.

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:

Derived Types:

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:normalizedString">
    <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>

QuoteBasisEnum

Description:

How an exchange rate is quoted.

Used by:

Derived Types:

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:normalizedString">
    <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.

Value	Source	Description
BondEquivalentYield	http://www.FpML.org	Negative Interest Rate Method. Per 2000 ISDA Definitions, Section 6.4. Negative Interest Rates, paragraphs (b) and (c).
MoneyMarketYield	http://www.FpML.org	Zero Interest Rate Method. Per 2000 ISDA Definitions, Section 6.4. Negative Interest Rates, paragraphs (d) and (e).

Used by:

Derived Types:

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:normalizedString">
    <xsd:enumeration value="BondEquivalentYield">
      <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="MoneyMarketYield">
      <xsd:annotation>
        <xsd:documentation source="http://www.FpML.org" xml:lang="en">
          Zero Interest Rate Method. Per 2000 ISDA Definitions, Section
          6.4. Negative Interest Rates, paragraphs (d) and (e).
        </xsd:documentation>
      </xsd:annotation>
    </xsd:enumeration>
  </xsd:restriction>
</xsd:simpleType>

ResetRelativeToEnum

Description:

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

Used by:

Derived Types:

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:normalizedString">
    <xsd:enumeration value="CalculationPeriodStartDate">
      <xsd:annotation>
        <xsd:documentation source="http://www.FpML.org" xml:lang="en">
          Resets will occur relative to the first day of each
          calculation period.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:enumeration>
    <xsd:enumeration value="CalculationPeriodEndDate">
      <xsd:annotation>
        <xsd:documentation source="http://www.FpML.org" xml:lang="en">
          Resets will occur relative to the last day of each
          calculation period.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:enumeration>
  </xsd:restriction>
</xsd:simpleType>

ReturnTypeEnum

Description:

The type of return associated with the equity swap.

Used by:

Derived Types:

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:normalizedString">
    <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.

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 1991 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.
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:

Derived Types:

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:normalizedString">
    <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 1991 definitions.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:enumeration>
    <xsd:enumeration value="IMM">
      <xsd:annotation>
        <xsd:documentation source="http://www.FpML.org" xml:lang="en">
          IMM Settlement Dates. The third Wednesday of the (delivery)
          month.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:enumeration>
    <xsd:enumeration value="IMMCAD">
      <xsd:annotation>
        <xsd:documentation source="http://www.FpML.org" xml:lang="en">
          The last trading day/expiration day of the Canadian
          Derivatives Exchange (Bourse de Montreal Inc) Three-month
          Canadian Bankers' Acceptance Futures (Ticker Symbol BAX). The
          second London banking day prior to the third Wednesday of the
          contract month. If the determined day is a Bourse or bank
          holiday in Montreal or Toronto, the last trading day shall be
          the previous bank business day. Per Canadian Derivatives
          Exchange BAX contract specification.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:enumeration>
    <xsd:enumeration value="SFE">
      <xsd:annotation>
        <xsd:documentation source="http://www.sfe.com.au" xml:lang="en">
          Sydney Futures Exchange 90-Day Bank Accepted Bill Futures
          Settlement Dates. The second Friday of the (delivery) month.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:enumeration>
    <xsd:enumeration value="NONE">
      <xsd:annotation>
        <xsd:documentation source="http://www.FpML.org" xml:lang="en">
          The roll convention is not required. For example, in the case
          of a daily calculation frequency.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:enumeration>
    <xsd:enumeration value="TBILL">
      <xsd:annotation>
        <xsd:documentation source="http://www.publicdebt.treas.gov" xml:lang="en">
          13-week and 26-week U.S. Treasury Bill Auction Dates. Each
          Monday except for U.S. (New York) holidays when it will occur
          on a Tuesday.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:enumeration>
    <xsd:enumeration value="1">
      <xsd:annotation>
        <xsd:documentation source="http://www.FpML.org" xml:lang="en">
          Rolls on the 1st day of the month.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:enumeration>
    <xsd:enumeration value="2">
      <xsd:annotation>
        <xsd:documentation source="http://www.FpML.org" xml:lang="en">
          Rolls on the 2nd day of the month.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:enumeration>
    <xsd:enumeration value="3">
      <xsd:annotation>
        <xsd:documentation source="http://www.FpML.org" xml:lang="en">
          Rolls on the 3rd day of the month.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:enumeration>
    <xsd:enumeration value="4">
      <xsd:annotation>
        <xsd:documentation source="http://www.FpML.org" xml:lang="en">
          Rolls on the 4th day of the month.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:enumeration>
    <xsd:enumeration value="5">
      <xsd:annotation>
        <xsd:documentation source="http://www.FpML.org" xml:lang="en">
          Rolls on the 4th day of the month.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:enumeration>
    <xsd:enumeration value="6">
      <xsd:annotation>
        <xsd:documentation source="http://www.FpML.org" xml:lang="en">
          Rolls on the 6th day of the month.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:enumeration>
    <xsd:enumeration value="7">
      <xsd:annotation>
        <xsd:documentation source="http://www.FpML.org" xml:lang="en">
          Rolls on the 7th day of the month.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:enumeration>
    <xsd:enumeration value="8">
      <xsd:annotation>
        <xsd:documentation source="http://www.FpML.org" xml:lang="en">
          Rolls on the 8th day of the month.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:enumeration>
    <xsd:enumeration value="9">
      <xsd:annotation>
        <xsd:documentation source="http://www.FpML.org" xml:lang="en">
          Rolls on the 9th day of the month.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:enumeration>
    <xsd:enumeration value="10">
      <xsd:annotation>
        <xsd:documentation source="http://www.FpML.org" xml:lang="en">
          Rolls on the 10th day of the month.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:enumeration>
    <xsd:enumeration value="11">
      <xsd:annotation>
        <xsd:documentation source="http://www.FpML.org" xml:lang="en">
          Rolls on the 11th day of the month.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:enumeration>
    <xsd:enumeration value="12">
      <xsd:annotation>
        <xsd:documentation source="http://www.FpML.org" xml:lang="en">
          Rolls on the 12th day of the month.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:enumeration>
    <xsd:enumeration value="13">
      <xsd:annotation>
        <xsd:documentation source="http://www.FpML.org" xml:lang="en">
          Rolls on the 13th day of the month.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:enumeration>
    <xsd:enumeration value="14">
      <xsd:annotation>
        <xsd:documentation source="http://www.FpML.org" xml:lang="en">
          Rolls on the 14th day of the month.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:enumeration>
    <xsd:enumeration value="15">
      <xsd:annotation>
        <xsd:documentation source="http://www.FpML.org" xml:lang="en">
          Rolls on the 15th day of the month.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:enumeration>
    <xsd:enumeration value="16">
      <xsd:annotation>
        <xsd:documentation source="http://www.FpML.org" xml:lang="en">
          Rolls on the 16th day of the month.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:enumeration>
    <xsd:enumeration value="17">
      <xsd:annotation>
        <xsd:documentation source="http://www.FpML.org" xml:lang="en">
          Rolls on the 17th day of the month.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:enumeration>
    <xsd:enumeration value="18">
      <xsd:annotation>
        <xsd:documentation source="http://www.FpML.org" xml:lang="en">
          Rolls on the 18th day of the month.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:enumeration>
    <xsd:enumeration value="19">
      <xsd:annotation>
        <xsd:documentation source="http://www.FpML.org" xml:lang="en">
          Rolls on the 19th day of the month.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:enumeration>
    <xsd:enumeration value="20">
      <xsd:annotation>
        <xsd:documentation source="http://www.FpML.org" xml:lang="en">
          Rolls on the 20th day of the month.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:enumeration>
    <xsd:enumeration value="21">
      <xsd:annotation>
        <xsd:documentation source="http://www.FpML.org" xml:lang="en">
          Rolls on the 21st day of the month.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:enumeration>
    <xsd:enumeration value="22">
      <xsd:annotation>
        <xsd:documentation source="http://www.FpML.org" xml:lang="en">
          Rolls on the 22nd day of the month.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:enumeration>
    <xsd:enumeration value="23">
      <xsd:annotation>
        <xsd:documentation source="http://www.FpML.org" xml:lang="en">
          Rolls on the 23rd day of the month.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:enumeration>
    <xsd:enumeration value="24">
      <xsd:annotation>
        <xsd:documentation source="http://www.FpML.org" xml:lang="en">
          Rolls on the 24th day of the month.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:enumeration>
    <xsd:enumeration value="25">
      <xsd:annotation>
        <xsd:documentation source="http://www.FpML.org" xml:lang="en">
          Rolls on the 25th day of the month.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:enumeration>
    <xsd:enumeration value="26">
      <xsd:annotation>
        <xsd:documentation source="http://www.FpML.org" xml:lang="en">
          Rolls on the 26th day of the month.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:enumeration>
    <xsd:enumeration value="27">
      <xsd:annotation>
        <xsd:documentation source="http://www.FpML.org" xml:lang="en">
          Rolls on the 27th day of the month.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:enumeration>
    <xsd:enumeration value="28">
      <xsd:annotation>
        <xsd:documentation source="http://www.FpML.org" xml:lang="en">
          Rolls on the 28th day of the month.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:enumeration>
    <xsd:enumeration value="29">
      <xsd:annotation>
        <xsd:documentation source="http://www.FpML.org" xml:lang="en">
          Rolls on the 29th day of the month.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:enumeration>
    <xsd:enumeration value="30">
      <xsd:annotation>
        <xsd:documentation source="http://www.FpML.org" xml:lang="en">
          Rolls on the 30th day of the month.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:enumeration>
    <xsd:enumeration value="MON">
      <xsd:annotation>
        <xsd:documentation source="http://www.FpML.org" xml:lang="en">
          Rolling weekly on a Monday.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:enumeration>
    <xsd:enumeration value="TUE">
      <xsd:annotation>
        <xsd:documentation source="http://www.FpML.org" xml:lang="en">
          Rolling weekly on a Tuesday.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:enumeration>
    <xsd:enumeration value="WED">
      <xsd:annotation>
        <xsd:documentation source="http://www.FpML.org" xml:lang="en">
          Rolling weekly on a Wednesday.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:enumeration>
    <xsd:enumeration value="THU">
      <xsd:annotation>
        <xsd:documentation source="http://www.FpML.org" xml:lang="en">
          Rolling weekly on a Thursday.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:enumeration>
    <xsd:enumeration value="FRI">
      <xsd:annotation>
        <xsd:documentation source="http://www.FpML.org" xml:lang="en">
          Rolling weekly on a Friday.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:enumeration>
    <xsd:enumeration value="SAT">
      <xsd:annotation>
        <xsd:documentation source="http://www.FpML.org" xml:lang="en">
          Rolling weekly on a Saturday.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:enumeration>
    <xsd:enumeration value="SUN">
      <xsd:annotation>
        <xsd:documentation source="http://www.FpML.org" xml:lang="en">
          Rolling weekly on a Sunday.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:enumeration>
  </xsd:restriction>
</xsd:simpleType>

RoundingDirectionEnum

Description:

The method of rounding a fractional number.

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:

Derived Types:

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:normalizedString">
    <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.

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
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:

Derived Types:

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:normalizedString">
    <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:restriction>
</xsd:simpleType>

ShareExtraordinaryEventEnum

Description:

Defines the consequences of extraordinary events relating to the underlying.

Value	Source	Description
AlternativeObligation	http://www.FpML.org	The trade continues on the consideration paid out to holders of the original shares.
CancellationAndPayment	http://www.FpML.org	The trade is terminated.
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:

Derived Types:

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:normalizedString">
    <xsd:enumeration value="AlternativeObligation">
      <xsd:annotation>
        <xsd:documentation source="http://www.FpML.org" xml:lang="en">
          The trade continues on the consideration paid out to holders
          of the original shares.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:enumeration>
    <xsd:enumeration value="CancellationAndPayment">
      <xsd:annotation>
        <xsd:documentation source="http://www.FpML.org" xml:lang="en">
          The trade is terminated.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:enumeration>
    <xsd:enumeration value="OptionsExchange">
      <xsd:annotation>
        <xsd:documentation source="http://www.FpML.org" xml:lang="en">
          The trade will be adjusted in accordance with any adjustment
          made by the exchange on which options on the underlying are
          listed.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:enumeration>
  </xsd:restriction>
</xsd:simpleType>

SideRateBasisEnum

Description:

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

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:

Derived Types:

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:normalizedString">
    <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.

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:

Derived Types:

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:normalizedString">
    <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.

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:

Derived Types:

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:normalizedString">
    <xsd:enumeration value="Initial">
      <xsd:annotation>
        <xsd:documentation source="http://www.FpML.org" xml:lang="en">
          Change in notional to be applied is calculated by multiplying
          the percentage rate by the initial notional amount.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:enumeration>
    <xsd:enumeration value="Previous">
      <xsd:annotation>
        <xsd:documentation source="http://www.FpML.org" xml:lang="en">
          Change in notional to be applied is calculated by multiplying
          the percentage rate by the previously outstanding notional
          amount.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:enumeration>
  </xsd:restriction>
</xsd:simpleType>

StrikeQuoteBasisEnum

Description:

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

Used by:

Derived Types:

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:normalizedString">
    <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>

TimeTypeEnum

Description:

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

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.

Used by:

Derived Types:

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:normalizedString">
    <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:restriction>
</xsd:simpleType>

TouchConditionEnum

Description:

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

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:

Derived Types:

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:normalizedString">
    <xsd:enumeration value="Touch">
      <xsd:annotation>
        <xsd:documentation source="http://www.FpML.org" xml:lang="en">
          The spot rate must have touched the predetermined trigger
          rate at any time over the life of the option for the payout
          to occur.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:enumeration>
    <xsd:enumeration value="Notouch">
      <xsd:annotation>
        <xsd:documentation source="http://www.FpML.org" xml:lang="en">
          The spot rate has not touched the predetermined trigger rate
          at any time over the life of the option for the payout to
          occur.
        </xsd:documentation>
      </xsd:annotation>
    </xsd:enumeration>
  </xsd:restriction>
</xsd:simpleType>

TriggerConditionEnum

Description:

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

Used by:

Derived Types:

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:normalizedString">
    <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>

WeeklyRollConventionEnum

Description:

The specification of a weekly roll day.

Used by:

Derived Types:

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:normalizedString">
    <xsd:enumeration value="MON">
      <xsd:annotation>
        <xsd:documentation source="http://www.FpML.org" xml:lang="en">
          Monday
        </xsd:documentation>
      </xsd:annotation>
    </xsd:enumeration>
    <xsd:enumeration value="TUE">
      <xsd:annotation>
        <xsd:documentation source="http://www.FpML.org" xml:lang="en">
          Tuesday
        </xsd:documentation>
      </xsd:annotation>
    </xsd:enumeration>
    <xsd:enumeration value="WED">
      <xsd:annotation>
        <xsd:documentation source="http://www.FpML.org" xml:lang="en">
          Wednesday
        </xsd:documentation>
      </xsd:annotation>
    </xsd:enumeration>
    <xsd:enumeration value="THU">
      <xsd:annotation>
        <xsd:documentation source="http://www.FpML.org" xml:lang="en">
          Thursday
        </xsd:documentation>
      </xsd:annotation>
    </xsd:enumeration>
    <xsd:enumeration value="FRI">
      <xsd:annotation>
        <xsd:documentation source="http://www.FpML.org" xml:lang="en">
          Friday
        </xsd:documentation>
      </xsd:annotation>
    </xsd:enumeration>
    <xsd:enumeration value="SAT">
      <xsd:annotation>
        <xsd:documentation source="http://www.FpML.org" xml:lang="en">
          Saturday
        </xsd:documentation>
      </xsd:annotation>
    </xsd:enumeration>
    <xsd:enumeration value="SUN">
      <xsd:annotation>
        <xsd:documentation source="http://www.FpML.org" xml:lang="en">
          Sunday
        </xsd:documentation>
      </xsd:annotation>
    </xsd:enumeration>
  </xsd:restriction>
</xsd:simpleType>

Full XML Schema

<xsd:schema>
  <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:normalizedString">
      <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 herer 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:normalizedString">
      <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, i.e.
          </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 xml:lang="en" source="http://www.FpML.org">
            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="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:normalizedString">
      <xsd:enumeration value="Flat">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">
            Flat compounding. Compounding excludes the spread. Note
            that the first compounding period has it's interest
            calculated including any spread then subsequent periods
            compound this at a rate excluding the spread.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="None">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">
            No compounding is to be applied.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="Straight">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">
            Straight compounding. Compounding includes the spread.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
    </xsd:restriction>
  </xsd:simpleType>
  <xsd:simpleType name="DateRelativeToEnum">
    <xsd:annotation>
      <xsd:documentation source="http://www.FpML.org" xml:lang="en">
        The specification of the anchor date when calculating a derived
        date as a relative offset from this anchor date.
      </xsd:documentation>
    </xsd:annotation>
    <xsd:restriction base="xsd:normalizedString">
      <xsd:enumeration value="TradeDate">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">
            The derived date will be calculated as a relative offset
            from the trade date
          </xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="EffectiveDate">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">
            The derived date will be calculated as a relative offset
            from the effective date
          </xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="EquityPaymentDate">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">
            The derived date will be calculated as a relative offset
            from an equity payment date
          </xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="FinalEquityPaymentDate">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">
            The derived date will be calculated as a relative offset
            from the final equity payment date
          </xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="InterimValuationDate">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">
            The derived date will be calculated as a relative offset
            from the interim valuation date
          </xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="FinalValuationDate">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">
            The derived date will be calculated as a relative offset
            from the final valuation date
          </xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="ResetDate">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">
            The derived date will be calculated as a relative offset
            from the reset date
          </xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="CashSettlementPaymentDate">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">
            The derived date will be calculated as a relative offset
            from the Cash Settlement Payment Date.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="MandatoryEarlyTerminationDate">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">
            The derived date will be calculated as a relative offset
            from the Mandatory Early Termination Date.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="ExerciseDate">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">
            The derived date will be calculated as a relative offset
            from the Exercise Date.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="CalculationPeriodStartDate">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">
            The derived date will be calculated as a relative offset
            from the start date of a calculation period.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="CalculationPeriodEndDate">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">
            The derived date will be calculated as a relative offset
            from the end date of a calculation period.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="PaymentDate">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">
            The derived date will be calculated as a relative offset
            from the payment date
          </xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="ValuationDate">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">
            The derived date will be calculated as a relative offset
            from the valuation date.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="SettlementDate">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">
            The derived date will be calculated as a relative offset
            from the settlement date.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
    </xsd:restriction>
  </xsd:simpleType>
  <xsd:simpleType name="DayCountFractionEnum">
    <xsd:annotation>
      <xsd:documentation source="http://www.FpML.org" xml:lang="en">
        The specification for how the number of days between two dates
        is calculated for purposes of calculation of a fixed or
        floating payment amount and the basis for how many days are
        assumed to be in a year. Day Count Fraction is an ISDA term.
        The equivalent AFB (Association Francaise de Banques) term is
        Calculation Basis
      </xsd:documentation>
    </xsd:annotation>
    <xsd:restriction base="xsd:normalizedString">
      <xsd:enumeration value="1/1">
        <xsd:annotation>
          <xsd:documentation xml:lang="en" source="http://www.FpML.org">
            Per Annex to the 2000 ISDA Definitions (June 2000 Version),
            Section 4.16. Day Count Fraction, paragraph (a), i.e.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="ACT/ACT.ISDA">
        <xsd:annotation>
          <xsd:documentation xml:lang="en" source="http://www.FpML.org">
            Per Annex to the 2000 ISDA Definitions (June 2000 Version),
            Section 4.16. Day Count Fraction, paragraph (b), i.e.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="ACT/ACT.ISMA">
        <xsd:annotation>
          <xsd:documentation xml:lang="en" source="http://www.FpML.org">
            The Fixed/Floating Amount will be calculated in accordance
            with Rule 251 of the statutes, by-laws, rules and
            recommendations of the International Securities Market
            Association, as published in April 1999, as applied to
            straight and convertible bonds issued after December 31,
            1998, as though the Fixed/Floating Amount were the interest
            coupon on such a bond.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="ACT/ACT.AFB">
        <xsd:annotation>
          <xsd:documentation xml:lang="en" source="http://www.FpML.org">
            The Fixed/Floating Amount will be calculated in accordance
            with the "BASE EXACT/EXACT" day count fraction, as defined
            in the "Definitions Communes ?lusieurs Additifs Techniques"
            published by the Association Fran?se des Banques in
            September 1994.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="ACT/365.FIXED">
        <xsd:annotation>
          <xsd:documentation xml:lang="en" source="http://www.FpML.org">
            Per Annex to the 2000 ISDA Definitions (June 2000 Version),
            Section 4.16. Day Count Fraction, paragraph (c), i.e.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="ACT/360">
        <xsd:annotation>
          <xsd:documentation xml:lang="en" source="http://www.FpML.org">
            Per Annex to the 2000 ISDA Definitions (June 2000 Version),
            Section 4.16. Day Count Fraction, paragraph (d), i.e.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="30/360">
        <xsd:annotation>
          <xsd:documentation xml:lang="en" source="http://www.FpML.org">
            Per Annex to the 2000 ISDA Definitions (June 2000 Version),
            Section 4.16. Day Count Fraction, paragraph (e), i.e.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="30E/360">
        <xsd:annotation>
          <xsd:documentation xml:lang="en" source="http://www.FpML.org">
            Per Annex to the 2000 ISDA Definitions (June 2000 Version),
            Section 4.16. Day Count Fraction, paragraph (f), i.e.
          </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:normalizedString">
      <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: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:normalizedString">
      <xsd:enumeration value="Standard">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">
            Per ISDA 1991 Definitions, Section 9.3. 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 1991 Definitions, Section 9.3. Discounting,
            paragraph (b)
          </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:normalizedString">
      <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="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:normalizedString">
      <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:normalizedString">
      <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="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:normalizedString">
      <xsd:enumeration value="BondEquivalentYield">
        <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="MoneyMarketYield">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">
            Zero Interest Rate Method. Per 2000 ISDA Definitions,
            Section 6.4. Negative Interest Rates, paragraphs (d) and
            (e).
          </xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
    </xsd:restriction>
  </xsd:simpleType>
  <xsd:simpleType name="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:normalizedString">
      <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:normalizedString">
      <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 1991
            definitions.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="IMM">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">
            IMM Settlement Dates. The third Wednesday of the (delivery)
            month.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="IMMCAD">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">
            The last trading day/expiration day of the Canadian
            Derivatives Exchange (Bourse de Montreal Inc) Three-month
            Canadian Bankers' Acceptance Futures (Ticker Symbol BAX).
            The second London banking day prior to the third Wednesday
            of the contract month. If the determined day is a Bourse or
            bank holiday in Montreal or Toronto, the last trading day
            shall be the previous bank business day. Per Canadian
            Derivatives Exchange BAX contract specification.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="SFE">
        <xsd:annotation>
          <xsd:documentation source="http://www.sfe.com.au" xml:lang="en">
            Sydney Futures Exchange 90-Day Bank Accepted Bill Futures
            Settlement Dates. The second Friday of the (delivery)
            month.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="NONE">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">
            The roll convention is not required. For example, in the
            case of a daily calculation frequency.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="TBILL">
        <xsd:annotation>
          <xsd:documentation source="http://www.publicdebt.treas.gov" xml:lang="en">
            13-week and 26-week U.S. Treasury Bill Auction Dates. Each
            Monday except for U.S. (New York) holidays when it will
            occur on a Tuesday.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="1">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">
            Rolls on the 1st day of the month.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="2">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">
            Rolls on the 2nd day of the month.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="3">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">
            Rolls on the 3rd day of the month.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="4">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">
            Rolls on the 4th day of the month.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="5">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">
            Rolls on the 4th day of the month.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="6">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">
            Rolls on the 6th day of the month.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="7">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">
            Rolls on the 7th day of the month.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="8">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">
            Rolls on the 8th day of the month.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="9">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">
            Rolls on the 9th day of the month.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="10">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">
            Rolls on the 10th day of the month.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="11">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">
            Rolls on the 11th day of the month.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="12">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">
            Rolls on the 12th day of the month.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="13">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">
            Rolls on the 13th day of the month.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="14">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">
            Rolls on the 14th day of the month.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="15">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">
            Rolls on the 15th day of the month.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="16">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">
            Rolls on the 16th day of the month.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="17">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">
            Rolls on the 17th day of the month.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="18">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">
            Rolls on the 18th day of the month.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="19">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">
            Rolls on the 19th day of the month.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="20">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">
            Rolls on the 20th day of the month.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="21">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">
            Rolls on the 21st day of the month.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="22">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">
            Rolls on the 22nd day of the month.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="23">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">
            Rolls on the 23rd day of the month.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="24">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">
            Rolls on the 24th day of the month.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="25">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">
            Rolls on the 25th day of the month.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="26">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">
            Rolls on the 26th day of the month.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="27">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">
            Rolls on the 27th day of the month.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="28">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">
            Rolls on the 28th day of the month.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="29">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">
            Rolls on the 29th day of the month.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="30">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">
            Rolls on the 30th day of the month.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="MON">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">
            Rolling weekly on a Monday.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="TUE">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">
            Rolling weekly on a Tuesday.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="WED">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">
            Rolling weekly on a Wednesday.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="THU">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">
            Rolling weekly on a Thursday.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="FRI">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">
            Rolling weekly on a Friday.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="SAT">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">
            Rolling weekly on a Saturday.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="SUN">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">
            Rolling weekly on a Sunday.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
    </xsd:restriction>
  </xsd:simpleType>
  <xsd:simpleType name="RoundingDirectionEnum">
    <xsd:annotation>
      <xsd:documentation source="http://www.FpML.org" xml:lang="en">
        The method of rounding a fractional number.
      </xsd:documentation>
    </xsd:annotation>
    <xsd:restriction base="xsd:normalizedString">
      <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="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:normalizedString">
      <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="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:normalizedString">
      <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="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:normalizedString">
      <xsd:enumeration value="NegativeInterestRateMethod">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">
            Negative Interest Rate Method. Per 2000 ISDA Definitions,
            Section 6.4 Negative Interest Rates, paragraphs (b) and
            (c).
          </xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="ZeroInterestRateMethod">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">
            Zero Interest Rate Method. Per 2000 ISDA Definitions,
            Section 6.4. Negative Interest Rates, paragraphs (d) and
            (e).
          </xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
    </xsd:restriction>
  </xsd:simpleType>
  <xsd:simpleType name="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:normalizedString">
      <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="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:normalizedString">
      <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="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:normalizedString">
      <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="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:normalizedString">
      <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="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="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:normalizedString">
      <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="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:normalizedString">
      <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="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:normalizedString">
      <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="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:normalizedString">
      <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="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:normalizedString">
      <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:normalizedString">
      <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="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:normalizedString">
      <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="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:normalizedString">
      <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="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:normalizedString">
      <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:normalizedString">
      <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="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:normalizedString">
      <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="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="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:normalizedString">
      <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: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:normalizedString">
      <xsd:enumeration value="AlternativeObligation">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">
            The trade continues on the consideration paid out to
            holders of the original shares.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="CancellationAndPayment">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">
            The trade is terminated.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="OptionsExchange">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">
            The trade will be adjusted in accordance with any
            adjustment made by the exchange on which options on the
            underlying are listed.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
    </xsd: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:normalizedString">
      <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: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:normalizedString">
      <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="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:normalizedString">
      <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="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:normalizedString">
      <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="PayDate">
        <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: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:normalizedString">
      <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="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:normalizedString">
      <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="PrincipalExchangeEnum">
    <xsd:annotation>
      <xsd:documentation source="http://www.FpML.org" xml:lang="en">
        The type of principal exchange cashflows associated with a
        swap.
      </xsd:documentation>
    </xsd:annotation>
    <xsd:restriction base="xsd:normalizedString">
      <xsd:enumeration value="InitialExchange">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">
            The principal exchange takes place at the beginning of the
            swap.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="FinalExchange">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">
            The principal exchange takes place at the end of the swap.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="IntermediateExchange">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">
            The principal exchange takes place at some intermediary
            point(s) during the course of the swap.
          </xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
    </xsd:restriction>
  </xsd:simpleType>
</xsd:schema>

FpML 4.0 Working Draft #2

4 August 2003

Enumerations Component Definitions

Version: 4.0

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