<xs:simpleType name="DerivativeValuationMethod_enum_t">
    <xs:annotation>
        <xs:documentation>Refer to definition of ValuationMethod(1197).</xs:documentation>
        <xs:appinfo>
            <fm:Xref Protocol="FIX" name="DerivativeValuationMethod" ComponentType="Field" Tag="1319" Type="String" UsesEnumsFromTag="1197" AbbrName="ValMeth" xmlns:fm="http://www.fixprotocol.org/FIXML-5-0-SP2/METADATA" />
        </xs:appinfo>
        <xs:appinfo>
            <fm:EnumDoc value="EQTY" xmlns:fm="http://www.fixprotocol.org/FIXML-5-0-SP2/METADATA">premium style</fm:EnumDoc>
            <fm:EnumDoc value="FUT" xmlns:fm="http://www.fixprotocol.org/FIXML-5-0-SP2/METADATA">futures style mark-to-market</fm:EnumDoc>
            <fm:EnumDoc value="FUTDA" xmlns:fm="http://www.fixprotocol.org/FIXML-5-0-SP2/METADATA">futures style with an attached cash adjustment</fm:EnumDoc>
            <fm:EnumDoc value="CDS" xmlns:fm="http://www.fixprotocol.org/FIXML-5-0-SP2/METADATA">CDS style collateralization of market to market and coupon</fm:EnumDoc>
            <fm:EnumDoc value="CDSD" xmlns:fm="http://www.fixprotocol.org/FIXML-5-0-SP2/METADATA">CDS in delivery - use recovery rate to calculate obligation</fm:EnumDoc>
        </xs:appinfo>
    </xs:annotation>
    <xs:restriction base="xs:string">
        <xs:enumeration value="EQTY" />
        <xs:enumeration value="FUT" />
        <xs:enumeration value="FUTDA" />
        <xs:enumeration value="CDS" />
        <xs:enumeration value="CDSD" />
    </xs:restriction>
</xs:simpleType>