<xsd:simpleType name="FxAccrualKnockoutBarrierRetentionEnum">
<xsd:annotation>
<xsd:documentation xml:lang="en">The type of a knockout barrier used in an accrual product (e.g. American or European)</xsd:documentation>
</xsd:annotation>
<xsd:restriction base="xsd:token">
<xsd:enumeration value="Keep">
<xsd:annotation>
<xsd:documentation xml:lang="en">If the barrier is triggered, the accrual process for that period stops. The parties retain the underlying settlement rights for that period with the currently accrued notional.</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
<xsd:enumeration value="Lose">
<xsd:annotation>
<xsd:documentation xml:lang="en">If the barrier is triggered, the accrual process for that period stops. No settlement occurs for that period.</xsd:documentation>
</xsd:annotation>
</xsd:enumeration>
</xsd:restriction>
</xsd:simpleType>
|