<xsd:simpleType name="SwaptionTypeEnum">
    <xsd:annotation>
        <xsd:documentation source="http://www.FpML.org" xml:lang="en">Specifies the type of the swaption. A swaption is an option which confers on the buyer the right, but not the obligation, to enter into an interest rate swap (the "underlying" transaction) on exercise. The underlyer is typically a "vanilla" fixed-floating, single-currency interest rate swap.</xsd:documentation>
    </xsd:annotation>
    <xsd:restriction base="xsd:token">
        <xsd:enumeration value="Payer">
            <xsd:annotation>
                <xsd:documentation source="http://www.FpML.org" xml:lang="en">A Payer swaption confers on the buyer the right, but not the obligation, to enter into the underlying swap as payer of the fixed rate (and receiver of the floating rate).</xsd:documentation>
            </xsd:annotation>
        </xsd:enumeration>
        <xsd:enumeration value="Receiver">
            <xsd:annotation>
                <xsd:documentation source="http://www.FpML.org" xml:lang="en">A Receiver swaption confers on the buyer the right, but not the obligation, to enter into the underlying swap as receiver of the fixed rate (and payer of the floating rate).</xsd:documentation>
            </xsd:annotation>
        </xsd:enumeration>
        <xsd:enumeration value="Straddle">
            <xsd:annotation>
                <xsd:documentation source="http://www.FpML.org" xml:lang="en">A swaption straddle is a strategy trade, in which the buyer simultaneously purchases a Payer and a Receiver swaption at the same strike (fixed rate) and with otherwise identical economic characteristics.</xsd:documentation>
            </xsd:annotation>
        </xsd:enumeration>
        <xsd:enumeration value="NonStandard">
            <xsd:annotation>
                <xsd:documentation source="http://www.FpML.org" xml:lang="en">This designation is reserved for swaptions with non-standard characteristics e.g. having a basis swap or cross-currency swap underlyer.</xsd:documentation>
            </xsd:annotation>
        </xsd:enumeration>
    </xsd:restriction>
</xsd:simpleType>

• SwaptionTypeEnum
• nsE:optionType