Schema Name: fpml-enum-5-9.xsd
Target Namespace: http://www.fpml.org/FpML-5/transparency
Collapse XSD Schema Code:

<!-- 
== Copyright (c) 2002-2017 All rights reserved. 
== Financial Products Markup Language is subject to the FpML public license. 
== A copy of this license is available at http://www.fpml.org/license/license.html
-->
<xsd:schema xmlns:xsd="http://www.w3.org/2001/XMLSchema" xmlns:ecore="http://www.eclipse.org/emf/2002/Ecore" xmlns="http://www.fpml.org/FpML-5/transparency" xmlns:fpml-annotation="http://www.fpml.org/annotation" targetNamespace="http://www.fpml.org/FpML-5/transparency" ecore:documentRoot="FpML" ecore:nsPrefix="trnsp" ecore:package="org.fpml.transparency" version="$Revision: 12924 $" elementFormDefault="qualified" attributeFormDefault="unqualified">
  <xsd:include schemaLocation="fpml-shared-5-9.xsd" />
<!--
        ================
            enumerations    
        ================
        -->
  <xsd:simpleType name="AveragingMethodEnum">
    <xsd:annotation>
      <xsd:documentation xml:lang="en">The method of calculation to be used when averaging rates. Per ISDA 2000 Definitions, Section 6.2. Certain Definitions Relating to Floating Amounts.</xsd:documentation>
    </xsd:annotation>
    <xsd:restriction base="xsd:token">
      <xsd:enumeration value="Unweighted">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">The arithmetic mean of the relevant rates for each reset date.</xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="Weighted">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">The arithmetic mean of the relevant rates in effect for each day in a calculation period calculated by multiplying each relevant rate by the number of days such relevant rate is in effect, determining the sum of such products and dividing such sum by the number of days in the calculation period.</xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
    </xsd:restriction>
  </xsd:simpleType>
  <xsd:simpleType name="BullionTypeEnum">
    <xsd:annotation>
      <xsd:documentation xml:lang="en">Defines which type of bullion is applicable for a Bullion Transaction.</xsd:documentation>
    </xsd:annotation>
    <xsd:restriction base="xsd:token">
      <xsd:enumeration value="Gold">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">Gold. Quality as per the Good Delivery Rules issued by the London Bullion Market Association.</xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="Palladium">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">Palladium. Quality as per the Good Delivery Rules issued by the London Platinum and Palladium Market.</xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="Platinum">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">Palladium. Quality as per the Good Delivery Rules issued by the London Platinum and Palladium Market.</xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="Silver">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">Silver. Quality as per the Good Delivery Rules issued by the London Bullion Market Association.</xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="Rhodium">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">Quality as per the Good Delivery Rules for Rhodium.</xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="RhodiumSponge" fpml-annotation:deprecated="true" fpml-annotation:deprecatedReason="The RhodiumSponge is not to be used. The value is too specific - RhodiumSponge is a powder form of Rhodium. Rhodium value will be used instead.">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">DEPRECATED value which will be removed in FpML-6-0 onwards. Quality as per the Good Delivery Rules for Rhodium (Sponge) is too specific.</xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="Iridium">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">Quality as per the Good Delivery Rules for Iridium.</xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="Ruthenium">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">Quality as per the Good Delivery Rules for Ruthenium.</xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="Osmium">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">Quality as per the Good Delivery Rules for Osmium.</xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
    </xsd:restriction>
  </xsd:simpleType>
  <xsd:simpleType name="BusinessDayConventionEnum">
    <xsd:annotation>
      <xsd:documentation source="http://www.FpML.org" xml:lang="en">The convention for adjusting any relevant date if it would otherwise fall on a day that is not a valid business day. Note that FRN is included here as a type of business day convention although it does not strictly fall within ISDA's definition of a Business Day Convention and does not conform to the simple definition given above.</xsd:documentation>
    </xsd:annotation>
    <xsd:restriction base="xsd:token">
      <xsd:enumeration value="FOLLOWING">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">The non-business date will be adjusted to the first following day that is a business day</xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="FRN">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">Per 2000 ISDA Definitions, Section 4.11. FRN Convention; Eurodollar Convention.</xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="MODFOLLOWING">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">The non-business date will be adjusted to the first following day that is a business day unless that day falls in the next calendar month, in which case that date will be the first preceding day that is a business day.</xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="PRECEDING">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">The non-business day will be adjusted to the first preceding day that is a business day.</xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="MODPRECEDING">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">The non-business date will be adjusted to the first preceding day that is a business day unless that day falls in the previous calendar month, in which case that date will be the first following day that us a business day.</xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="NEAREST">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">The non-business date will be adjusted to the nearest day that is a business day - i.e. if the non-business day falls on any day other than a Sunday or a Monday, it will be the first preceding day that is a business day, and will be the first following business day if it falls on a Sunday or a Monday.</xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="NONE">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">The date will not be adjusted if it falls on a day that is not a business day.</xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="NotApplicable">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">The date adjustments conventions are defined elsewhere, so it is not required to specify them here.</xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
    </xsd:restriction>
  </xsd:simpleType>
  <xsd:simpleType name="CalendarSourceEnum">
    <xsd:annotation>
      <xsd:documentation source="http://www.FpML.org" xml:lang="en">Describes the date source calendar for a contract whereby the prices are from the underlying commodity price source (e.g. exchange traded futures contract), but the dates are based off another calendar (e.g. the listed option on the futures contract).</xsd:documentation>
    </xsd:annotation>
    <xsd:restriction base="xsd:token">
      <xsd:enumeration value="ListedOption">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">Pricing Dates (based off of listed options dates) in respect of each Calculation Period, the last Commodity Business Day on which the relevant Options Contract is scheduled to trade on the Exchange.</xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="Future">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">Pricing Dates (based off of futures dates) in respect of each Calculation Period, the last Commodity Business Day on which the relevant Futures Contract is scheduled to trade on 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:token">
      <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="CommodityDayTypeEnum">
    <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 for a commodity transaction.</xsd:documentation>
    </xsd:annotation>
    <xsd:union memberTypes="DayTypeEnum">
      <xsd:simpleType>
        <xsd:restriction base="xsd:token">
          <xsd:enumeration value="GasFlow">
            <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 gas flow days (dates on which gas is delivered).</xsd:documentation>
            </xsd:annotation>
          </xsd:enumeration>
          <xsd:enumeration value="NearbyContractDay">
            <xsd:annotation>
              <xsd:documentation source="http://www.FpML.org" xml:lang="en">The days that are starting from the end of the prior nearby futures/option contract through the nearby futures/option contract as specified in the message. For example: If referring to the Z21 WTI contract, first day of this type will be 21-Oct-21 and the last day of this type will be 19-Nov-21.</xsd:documentation>
            </xsd:annotation>
          </xsd:enumeration>
        </xsd:restriction>
      </xsd:simpleType>
    </xsd:union>
  </xsd:simpleType>
  <xsd:simpleType name="CommodityKnockEnum">
    <xsd:annotation>
      <xsd:documentation source="http://www.FpML.org" xml:lang="en">Barrier Knock In or Out.</xsd:documentation>
    </xsd:annotation>
    <xsd:restriction base="xsd:token">
      <xsd:enumeration value="In">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">Option is exercisable.</xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="Out">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">Option is not exercisable.</xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
    </xsd:restriction>
  </xsd:simpleType>
  <xsd:simpleType name="CommodityReturnCalculationFormulaEnum">
    <xsd:annotation>
      <xsd:documentation source="http://www.FpML.org" xml:lang="en">Defines the value of the commodity return calculation formula as simple or compound. The simple return formula is: [ [P sub t - P sub (t-1)] / [P sub (t-1)] ] - 1 where: P sub t is the price or index level at time period t and P sub t-1 is the price or index level in time period t-1. The compound return formula is the geometric average return for the period: PI from d=1 to d=n [ [ [ [P sub t - P sub (t-1)] / [P sub (t-1)] ] + 1] sup (1 / n) ] - 1 where: PI is the product operator, p sub t is the price or index level at time period t, p sub t -1 is the price or index level at time period t-1</xsd:documentation>
    </xsd:annotation>
    <xsd:restriction base="xsd:token">
      <xsd:enumeration value="SimpleFormula">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">The value is when the cash settlement amount is the simple formula: Notional Amount * ((Index Level sub d / Index Level sub d-1) - 1). That is, when the cash settlement amount is the Notional Amount for the calculation period multiplied by the ratio of the index level on the reset date/valuation date divided by the index level on the immediately preceding reset date/valuation date minus one.</xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="CompoundFormula">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">The value is when the cash settlement amount is the compound formula:</xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
    </xsd:restriction>
  </xsd:simpleType>
  <xsd:simpleType name="CompoundingMethodEnum">
    <xsd:annotation>
      <xsd:documentation source="http://www.FpML.org" xml:lang="en">The compounding calculation method</xsd:documentation>
    </xsd:annotation>
    <xsd:restriction base="xsd:token">
      <xsd:enumeration value="Flat">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">Flat compounding. Compounding excludes the spread. Note that the first compounding period has it's interest calculated including any spread then subsequent periods compound this at a rate excluding the spread.</xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="None">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">No compounding is to be applied.</xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="Straight">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">Straight compounding. Compounding includes the spread.</xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="SpreadExclusive">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">Spread Exclusive compounding.</xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
    </xsd:restriction>
  </xsd:simpleType>
  <xsd:simpleType name="DayOfWeekEnum">
    <xsd:annotation>
      <xsd:documentation>A day of the seven-day week.</xsd:documentation>
    </xsd:annotation>
    <xsd:restriction base="xsd:token">
      <xsd:enumeration value="MON">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">Monday</xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="TUE">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">Tuesday</xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="WED">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">Wednesday</xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="THU">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">Thursday</xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="FRI">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">Friday</xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="SAT">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">Saturday</xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="SUN">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">Sunday</xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
    </xsd:restriction>
  </xsd:simpleType>
  <xsd:simpleType name="DayOfWeekExtEnum">
    <xsd:annotation>
      <xsd:documentation>A day of the seven-day week, plus codes for weekends and weekdays.</xsd:documentation>
    </xsd:annotation>
    <xsd:union memberTypes="DayOfWeekEnum">
      <xsd:simpleType>
        <xsd:restriction base="xsd:token">
          <xsd:enumeration value="WD">
            <xsd:annotation>
              <xsd:documentation source="http://www.FpML.org" xml:lang="en">Weekdays</xsd:documentation>
            </xsd:annotation>
          </xsd:enumeration>
          <xsd:enumeration value="WN">
            <xsd:annotation>
              <xsd:documentation source="http://www.FpML.org" xml:lang="en">Weekends</xsd:documentation>
            </xsd:annotation>
          </xsd:enumeration>
        </xsd:restriction>
      </xsd:simpleType>
    </xsd:union>
  </xsd:simpleType>
  <xsd:simpleType name="DayTypeEnum">
    <xsd:annotation>
      <xsd:documentation source="http://www.FpML.org" xml:lang="en">A day type classification used in counting the number of days between two dates.</xsd:documentation>
    </xsd:annotation>
    <xsd:restriction base="xsd:token">
      <xsd:enumeration value="Business">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">When calculating the number of days between two dates the count includes only business days.</xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="Calendar">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">When calculating the number of days between two dates the count includes all calendar days.</xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="CommodityBusiness">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">When calculating the number of days between two dates the count includes only commodity business days.</xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="CurrencyBusiness">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">When calculating the number of days between two dates the count includes only currency business days.</xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="ExchangeBusiness">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">When calculating the number of days between two dates the count includes only stock exchange business days.</xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="ScheduledTradingDay">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">When calculating the number of days between two dates the count includes only scheduled trading days.</xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
    </xsd:restriction>
  </xsd:simpleType>
  <xsd:simpleType name="DealtCurrencyEnum">
    <xsd:restriction base="xsd:token">
      <xsd:enumeration value="ExchangedCurrency1" />
      <xsd:enumeration value="ExchangedCurrency2" />
    </xsd:restriction>
  </xsd:simpleType>
  <xsd:simpleType name="DeliveryDatesEnum" fpml-annotation:deprecated="true" fpml-annotation:deprecatedReason="Enumerated representation of deliveryDates is deprecate in favor of a parametric representation. Rationale: There is a need to track all the possible nearby contracts used for pricing. The 'DeliveryDatesEnum' list can grow significantly. Use instead 'deliveryNearby' component that contain a deliveryNearbyMultiplier (e.g. 0, 1, 2, 3, ...) and a deliveryNearbyType (e.g. NearByMonth, NearByWeek, etc.).">
    <xsd:annotation>
      <xsd:documentation source="http://www.FpML.org" xml:lang="en">Deprecated: In respect of a Transaction and a Commodity Reference Price, the relevant date or month for delivery of the underlying Commodity.</xsd:documentation>
    </xsd:annotation>
    <xsd:restriction base="xsd:token">
      <xsd:enumeration value="CalculationPeriod">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">The Delivery Date of the underlying Commodity shall be the month of expiration of the futures contract that corresponds to the month and year of the Calculation Period. e.g. The JAN 09 contract when pricing in January '09 (In the case of contracts like Brent crude, this will mean that the contract expired in DEC 08.)</xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="FirstNearby">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">The Delivery Date of the underlying Commodity shall be the month of expiration of the First Nearby Month futures contract.</xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="SecondNearby">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">The Delivery Date of the underlying Commodity shall be the month of expiration of the Second Nearby Month futures contract.</xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="ThirdNearby">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">The Delivery Date of the underlying Commodity shall be the month of expiration of the Third Nearby Month futures contract.</xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="FourthNearby">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">The Delivery Date of the underlying Commodity shall be the month of expiration of the Fourth Nearby Month futures contract.</xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="FifthNearby">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">The Delivery Date of the underlying Commodity shall be the month of expiration of the Fifth Nearby Month futures contract.</xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="SixthNearby">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">The Delivery Date of the underlying Commodity shall be the month of expiration of the Sixth Nearby Month futures contract.</xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="SeventhNearby">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">The Delivery Date of the underlying Commodity shall be the month of expiration of the Seventh Nearby Month futures contract.</xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="EighthNearby">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">The Delivery Date of the underlying Commodity shall be the month of expiration of the Eighth Nearby Month futures contract.</xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="NinthNearby">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">The Delivery Date of the underlying Commodity shall be the month of expiration of the Ninth Nearby Month futures contract.</xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="TenthNearby">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">The Delivery Date of the underlying Commodity shall be the month of expiration of the Tenth Nearby Month futures contract.</xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="EleventhNearby">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">The Delivery Date of the underlying Commodity shall be the month of expiration of the Eleventh Nearby Month futures contract.</xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="TwelfthNearby">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">The Delivery Date of the underlying Commodity shall be the month of expiration of the Twelfth Nearby Month futures contract.</xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="ThirteenthNearby">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">The Delivery Date of the underlying Commodity shall be the month of expiration of the Thirteenth Nearby Month futures contract.</xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="FourteenthNearby">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">The Delivery Date of the underlying Commodity shall be the month of expiration of the Fourteenth Nearby Month futures contract.</xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="FifteenthNearby">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">The Delivery Date of the underlying Commodity shall be the month of expiration of the FifteenthNearby Month futures contract.</xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="SixteenthNearby">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">The Delivery Date of the underlying Commodity shall be the month of expiration of the SixteenthNearby Month futures contract.</xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="SeventeenthNearby">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">The Delivery Date of the underlying Commodity shall be the month of expiration of the SeventeenthNearby Month futures contract.</xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="EighteenthNearby">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">The Delivery Date of the underlying Commodity shall be the month of expiration of the EighteenthNearby Month futures contract.</xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="NineteenthNearby">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">The Delivery Date of the underlying Commodity shall be the month of expiration of the NineteenthNearby Month futures contract.</xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="TwentiethNearby">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">The Delivery Date of the underlying Commodity shall be the month of expiration of the TwentiethNearby Month futures contract.</xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="TwentyFirstNearby">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">The Delivery Date of the underlying Commodity shall be the month of expiration of the TwentyFirstNearby Month futures contract.</xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="TwentySecondNearby">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">The Delivery Date of the underlying Commodity shall be the month of expiration of the TwentySecondNearby Month futures contract.</xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="TwentyThirdNearby">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">The Delivery Date of the underlying Commodity shall be the month of expiration of the TwentyThirdNearby Month futures contract.</xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="TwentyFourthNearby">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">The Delivery Date of the underlying Commodity shall be the month of expiration of the TwentyFourthNearby Month futures contract.</xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="TwentyFifthNearby">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">The Delivery Date of the underlying Commodity shall be the month of expiration of the TwentyFifthNearby Month futures contract.</xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="TwentySixthNearby">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">The Delivery Date of the underlying Commodity shall be the month of expiration of the TwentySixthNearby Month futures contract.</xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="TwentySeventhNearby">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">The Delivery Date of the underlying Commodity shall be the month of expiration of the TwentySeventhNearby Month futures contract.</xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="TwentyEighthNearby">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">The Delivery Date of the underlying Commodity shall be the month of expiration of the TwentyEighthNearby Month futures contract.</xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="TwentyNinthNearby">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">The Delivery Date of the underlying Commodity shall be the month of expiration of the TwentyNinthNearby Month futures contract.</xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="ThirtiethNearby">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">The Delivery Date of the underlying Commodity shall be the month of expiration of the ThirtiethNearby Month futures contract.</xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="ThirtyFirstNearby">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">The Delivery Date of the underlying Commodity shall be the month of expiration of the ThirtyFirstNearby Month futures contract.</xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="ThirtySecondNearby">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">The Delivery Date of the underlying Commodity shall be the month of expiration of the ThirtySecondNearby Month futures contract.</xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="ThirtyThirdNearby">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">The Delivery Date of the underlying Commodity shall be the month of expiration of the ThirtyThirdNearby Month futures contract.</xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="ThirtyFourthNearby">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">The Delivery Date of the underlying Commodity shall be the month of expiration of the ThirtyFourthNearby Month futures contract.</xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="ThirtyFifthNearby">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">The Delivery Date of the underlying Commodity shall be the month of expiration of the ThirtyFifthNearby Month futures contract.</xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="ThirtySixthNearby">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">The Delivery Date of the underlying Commodity shall be the month of expiration of the ThirtySixthNearby Month futures contract.</xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="ThirtySeventhNearby">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">The Delivery Date of the underlying Commodity shall be the month of expiration of the ThirtySeventhNearby Month futures contract.</xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="ThirtyEighthNearby">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">The Delivery Date of the underlying Commodity shall be the month of expiration of the ThirtyEighthNearby Month futures contract.</xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="ThirtyNinthNearby">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">The Delivery Date of the underlying Commodity shall be the month of expiration of the ThirtyNinthNearby Month futures contract.</xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="FortiethNearby">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">The Delivery Date of the underlying Commodity shall be the month of expiration of the FortiethNearby Month futures contract.</xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="FortyFirstNearby">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">The Delivery Date of the underlying Commodity shall be the month of expiration of the FortyFirstNearby Month futures contract.</xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="FortySecondNearby">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">The Delivery Date of the underlying Commodity shall be the month of expiration of the FortySecondNearby Month futures contract.</xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="FortyThirdNearby">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">The Delivery Date of the underlying Commodity shall be the month of expiration of the FortyThirdNearby Month futures contract.</xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="FortyFourthNearby">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">The Delivery Date of the underlying Commodity shall be the month of expiration of the FortyFourthNearby Month futures contract.</xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="FortyFifthNearby">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">The Delivery Date of the underlying Commodity shall be the month of expiration of the FortyFifthNearby Month futures contract.</xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="FortySixthNearby">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">The Delivery Date of the underlying Commodity shall be the month of expiration of the FortySixthNearby Month futures contract.</xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="FortySeventhNearby">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">The Delivery Date of the underlying Commodity shall be the month of expiration of the FortySeventhNearby Month futures contract.</xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="FortyEighthNearby">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">The Delivery Date of the underlying Commodity shall be the month of expiration of the FortyEighthNearby Month futures contract.</xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="FortyNinthNearby">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">The Delivery Date of the underlying Commodity shall be the month of expiration of the FortyNinthNearby Month futures contract.</xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="FiftiethNearby">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">The Delivery Date of the underlying Commodity shall be the month of expiration of the FiftiethNearby Month futures contract.</xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="FiftyFirstNearby">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">The Delivery Date of the underlying Commodity shall be the month of expiration of the FiftyFirstNearby Month futures contract.</xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="FiftySecondNearby">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">The Delivery Date of the underlying Commodity shall be the month of expiration of the FiftySecondNearby Month futures contract.</xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="FiftyThirdNearby">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">The Delivery Date of the underlying Commodity shall be the month of expiration of the FiftyThirdNearby Month futures contract.</xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="FiftyFourthNearby">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">The Delivery Date of the underlying Commodity shall be the month of expiration of the FiftyFourthNearby Month futures contract.</xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="FiftyFifthNearby">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">The Delivery Date of the underlying Commodity shall be the month of expiration of the FiftyFifthNearby Month futures contract.</xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="FiftySixthNearby">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">The Delivery Date of the underlying Commodity shall be the month of expiration of the FiftySixthNearby Month futures contract.</xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="FiftySeventhNearby">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">The Delivery Date of the underlying Commodity shall be the month of expiration of the FiftySeventhNearby Month futures contract.</xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="FiftyEighthNearby">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">The Delivery Date of the underlying Commodity shall be the month of expiration of the FiftyEighthNearby Month futures contract.</xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="FiftyNinthNearby">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">The Delivery Date of the underlying Commodity shall be the month of expiration of the FiftyNinthNearby Month futures contract.</xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="Spot">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">The Delivery Date of the underlying Commodity shall be the Spot date.</xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="FirstNearbyWeek">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">The Delivery Date of the underlying Commodity shall be during the First Nearby Week.</xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="SecondNearbyWeek">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">The Delivery Date of the underlying Commodity shall be during the Second Nearby Week.</xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="ThirdNearbyWeek">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">The Delivery Date of the underlying Commodity shall be during the Third Nearby Week.</xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="FourthNearbyWeek">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">The Delivery Date of the underlying Commodity shall be during the Fourth Nearby Week.</xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="FifthNearbyWeek">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">The Delivery Date of the underlying Commodity shall be during the Fifth Nearby Week.</xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="SixthNearbyWeek">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">The Delivery Date of the underlying Commodity shall be during the Sixth Nearby Week.</xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="SeventhNearbyWeek">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">The Delivery Date of the underlying Commodity shall be during the Seventh Nearby Week.</xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="EighthNearbyWeek">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">The Delivery Date of the underlying Commodity shall be during the Eighth Nearby Week.</xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="NinthNearbyWeek">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">The Delivery Date of the underlying Commodity shall be during the Ninth Nearby Week.</xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="TenthNearbyWeek">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">The Delivery Date of the underlying Commodity shall be during the Tenth Nearby Week.</xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="EleventhNearbyWeek">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">The Delivery Date of the underlying Commodity shall be during the Eleventh Nearby Week.</xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="TwelfthNearbyWeek">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">The Delivery Date of the underlying Commodity shall be during the Twelfth Nearby Week.</xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="ThirteenthNearbyWeek">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">The Delivery Date of the underlying Commodity shall be during the Thirteenth Nearby Week.</xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="FourteenthNearbyWeek">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">The Delivery Date of the underlying Commodity shall be during the Fourteenth Nearby Week.</xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="FifteenthNearbyWeek">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">The Delivery Date of the underlying Commodity shall be during the Fifteenth Nearby Week.</xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="SixteenthNearbyWeek">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">The Delivery Date of the underlying Commodity shall be during the Sixteenth Nearby Week.</xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="SeventeenthNearbyWeek">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">The Delivery Date of the underlying Commodity shall be during the Seventeenth Nearby Week.</xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="EighteenthNearbyWeek">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">The Delivery Date of the underlying Commodity shall be during the Eighteenth Nearby Week.</xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="NineteenthNearbyWeek">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">The Delivery Date of the underlying Commodity shall be during the Nineteenth Nearby Week.</xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="TwentiethNearbyWeek">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">The Delivery Date of the underlying Commodity shall be during the Twentieth Nearby Week.</xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="TwentyFirstNearbyWeek">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">The Delivery Date of the underlying Commodity shall be during the Twenty First Nearby Week.</xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="TwentySecondNearbyWeek">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">The Delivery Date of the underlying Commodity shall be during the Twenty Second Nearby Week.</xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="TwentyThirdNearbyWeek">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">The Delivery Date of the underlying Commodity shall be during the Twenty Third Nearby Week.</xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="TwentyFourthearbyWeek">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">The Delivery Date of the underlying Commodity shall be during the Twenty Fourth Nearby Week.</xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="TwentyFifthNearbyWeek">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">The Delivery Date of the underlying Commodity shall be during the Twenty Fifth Nearby Week.</xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="TwentySixthNearbyWeek">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">The Delivery Date of the underlying Commodity shall be during the Twenty Sixth Nearby Week.</xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="TwentySeventhNearbyWeek">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">The Delivery Date of the underlying Commodity shall be during the Twenty Seventh Nearby Week.</xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="TwentyEighthNearbyWeek">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">The Delivery Date of the underlying Commodity shall be during the Twenty Eighth Nearby Week.</xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="TwentyNinthNearbyWeek">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">The Delivery Date of the underlying Commodity shall be during the Twenty Ninth Nearby Week.</xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="ThirtiethNearbyWeek">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">The Delivery Date of the underlying Commodity shall be during the Thirtieth Nearby Week.</xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="ThirtyFirstNearbyWeek">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">The Delivery Date of the underlying Commodity shall be during the Thirty First Nearby Week.</xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="ThirtySecondNearbyWeek">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">The Delivery Date of the underlying Commodity shall be during the Thirty Second Nearby Week.</xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="ThirtyThirdNearbyWeek">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">The Delivery Date of the underlying Commodity shall be during the Thirty Third Nearby Week.</xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="ThirtyFourthNearbyWeek">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">The Delivery Date of the underlying Commodity shall be during the Thirty Fourth Nearby Week.</xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="ThirtyFifthNearbyWeek">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">The Delivery Date of the underlying Commodity shall be during the Thirty Fifth Nearby Week.</xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="ThirtySixthNearbyWeek">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">The Delivery Date of the underlying Commodity shall be during the Thirty Sixth Nearby Week.</xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="ThirtySeventhNearbyWeek">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">The Delivery Date of the underlying Commodity shall be during the Thirty Seventh Nearby Week.</xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="ThirtyEighthNearbyWeek">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">The Delivery Date of the underlying Commodity shall be during the Thirty Eighth Nearby Week.</xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="ThirtyNinthNearbyWeek">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">The Delivery Date of the underlying Commodity shall be during the Thirty Ninth Nearby Week.</xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="FortiethNearbyWeek">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">The Delivery Date of the underlying Commodity shall be during the Fortieth Nearby Week.</xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="FortyFirstNearbyWeek">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">The Delivery Date of the underlying Commodity shall be during the Forty First Nearby Week.</xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="FortySecondNearbyWeek">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">The Delivery Date of the underlying Commodity shall be during the Forty Second Nearby Week.</xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="FortyThirdNearbyWeek">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">The Delivery Date of the underlying Commodity shall be during the Forty Third Nearby Week.</xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="FortyFourthNearbyWeek">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">The Delivery Date of the underlying Commodity shall be during the Forty Fourth Nearby Week.</xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="FortyFifthNearbyWeek">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">The Delivery Date of the underlying Commodity shall be during the Forty Fifth Nearby Week.</xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="FortySixthNearbyWeek">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">The Delivery Date of the underlying Commodity shall be during the Forty Sixth Nearby Week.</xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="FortySeventhNearbyWeek">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">The Delivery Date of the underlying Commodity shall be during the Forty Seventh Nearby Week.</xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="FortyEighthNearbyWeek">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">The Delivery Date of the underlying Commodity shall be during the Forty Eighth Nearby Week.</xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="FortyNinthNearbyWeek">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">The Delivery Date of the underlying Commodity shall be during the Forty Ninth Nearby Week.</xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="FiftiethNearbyWeek">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">The Delivery Date of the underlying Commodity shall be during the Fiftieth Nearby Week.</xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="FiftyFirstNearbyWeek">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">The Delivery Date of the underlying Commodity shall be during the Fifty First Nearby Week.</xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="FiftySecondNearbyWeek">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">The Delivery Date of the underlying Commodity shall be during the Fifty Second Nearby Week.</xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
    </xsd:restriction>
  </xsd:simpleType>
  <xsd:simpleType name="DeliveryNearbyTypeEnum">
    <xsd:annotation>
      <xsd:documentation source="http://www.FpML.org" xml:lang="en">The type of nearby qualifier, expect to be used in conjunction with a nearby count.</xsd:documentation>
    </xsd:annotation>
    <xsd:restriction base="xsd:token">
      <xsd:enumeration value="CalculationPeriod">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">Describes the contract to be the contract that pertains to the month-year of the calculation period. If used, the nearby count is expected to be 0.</xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="NearbyMonth">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">The Delivery Date of the underlying Commodity shall be the month of expiration of the futures contract.</xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="NearbyWeek">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">The Delivery Date of the underlying Commodity shall be the Week of expiration of the futures contract.</xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
    </xsd:restriction>
  </xsd:simpleType>
  <xsd:simpleType name="DeliveryTypeEnum">
    <xsd:restriction base="xsd:token">
      <xsd:enumeration value="Firm" />
      <xsd:enumeration value="Interruptible" />
    </xsd:restriction>
  </xsd:simpleType>
  <xsd:simpleType name="EarlyTerminationDateEnum">
    <xsd:annotation>
      <xsd:documentation xml:lang="en">Symbolic specification of early termination date.</xsd:documentation>
    </xsd:annotation>
    <xsd:restriction base="xsd:token">
      <xsd:enumeration value="AnyDay" />
      <xsd:enumeration value="ValuationDate" />
      <xsd:enumeration value="ResetDate" />
      <xsd:enumeration value="AfterFirstResetDate" />
      <xsd:enumeration value="AsSpecifiedInMCA" />
    </xsd:restriction>
  </xsd:simpleType>
  <xsd:simpleType name="ElectricityProductTypeEnum">
    <xsd:annotation>
      <xsd:documentation xml:lang="en">The type of electricity product.</xsd:documentation>
    </xsd:annotation>
    <xsd:restriction base="xsd:token">
      <xsd:enumeration value="Electricity" />
    </xsd:restriction>
  </xsd:simpleType>
  <xsd:simpleType name="EnvironmentalAbandonmentOfSchemeEnum">
    <xsd:annotation>
      <xsd:documentation xml:lang="en">Upon the occurrence of an Abandonment of Scheme, as defined in clause (h)(iv) of the Emissions Annex, one of the following elections, the specific terms of which are set forth in clause (b)(iii) of the Emissions Annex, will govern the parties’ rights and obligations with respect to this Emissions Transaction. If none of the above options is selected, Option A(1) will apply.</xsd:documentation>
    </xsd:annotation>
    <xsd:restriction base="xsd:token">
      <xsd:enumeration value="OptionA(1)">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">Abandonment of Scheme constitutes an Additional Termination Event.</xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="OptionA(2)">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">Abandonment of Scheme entails no further obligations.</xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="OptionB">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">The applicability of Abandonment of Scheme to Emissions Transactions is set forth in the applicable Confirmation.</xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="OptionC">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">The applicability of Abandonment of Scheme does not apply.</xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
    </xsd:restriction>
  </xsd:simpleType>
  <xsd:simpleType name="EnvironmentalProductTypeEnum">
    <xsd:annotation>
      <xsd:documentation xml:lang="en">Environmental Product (e.g. allowance, certificate or unit).</xsd:documentation>
    </xsd:annotation>
    <xsd:restriction base="xsd:token">
      <xsd:enumeration value="EUAllowance">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">For EU Emissions Allowance Transactions: An EU Emissions Allowance.</xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="EUCredit">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">For EU Emissions Allowance Transactions: An EU Emissions Credit.</xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="AlternativeAllowance">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">For EU Emissions Allowance Transactions: An EU Alternative Allowance.</xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="NOXEmissionsProduct">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">For US Emissions Allowance Transactions: A limited authorization issued by the state permitting authority or the US Environmental Protection Agency (EPA) to emit certain amounts of nitrogen oxides (Nox).</xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="RegionalEmissionsProduct">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">For US Emissions Allowance Transactions: A emissions allowance or emissions reduction credit issued under a mult-state or provincial or other cap-and-trade Scheme.</xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="RGGIEmissionsProduct">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">For US Emissions Allowance Transactions: A limited authorization issued by the RGGI scheme permitting the emission of certain amounts of carbon dioxide.</xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="SO2EmissionsProduct">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">For US Emissions Allowance Transactions: A limited authorization issued by the U.S. Environmental Protection Agency (EPA) to emit a certain amount of sulfur dioxide.</xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="StateEmissionProduct">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">For US Emissions Allowance Transactions: Any emissions allowance or emission reduction credit created and promulgated under a U.S. state Scheme.</xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="VoluntaryEmissionProduct">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">For US Emissions Allowance Transactions: Any emissions allowance, emission credit, emissions offset or emissions reduction credit created or issued under a voluntary Scheme.</xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="RenewableEnergyCertificate">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">For US Renewable Energy Certificate Transactions: A Renewable Energy Certificate (“REC”) represents the environmental, social and other non-power qualities of generation of 1 megawatt-hour (MWh) of electricity from an eligible renewable energy resource.</xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="AUSCarbonCreditUnit">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">Australia Green Energy: Australian Carbon Credit Unit.</xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="AUSCarbonUnit">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">Australia Green Energy: Australian Carbon Unit.</xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="AUSEnergySavingCertificate">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">Australia Green Energy: Energy Savings Certificate.</xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="AUSLargeScaleGenerationCertificate">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">Australia Green Energy: Large-scale Generation Certificate.</xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="AUSSmallScaleTechnologyCertificate">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">Australia Green Energy: Small-scale Technology Certificate.</xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="AUSVictorianEnergyEfficiencyCertificate">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">Australia Green Energy: Victorian Energy Efficiency Certificate.</xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="MXCCFECRTINTLODS">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">Mexico CCFE CRT INTLODS Physical Certificates.</xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="NZEmissionsUnits">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">New Zealand Emissions Units.</xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="UKRenewableObligationCertificate">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">United Kingdom Ofgem Renewable Obligation Certificate.</xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
    </xsd:restriction>
  </xsd:simpleType>
  <xsd:simpleType name="EquityOptionTypeEnum">
    <xsd:annotation>
      <xsd:documentation source="http://www.FpML.org" xml:lang="en">Specifies an additional Forward type.</xsd:documentation>
    </xsd:annotation>
    <xsd:union memberTypes="PutCallEnum">
      <xsd:simpleType>
        <xsd:restriction base="xsd:token">
          <xsd:enumeration value="Forward" fpml-annotation:deprecated="true" fpml-annotation:deprecatedReason="The optionType is to be used if the underlyer does not carry any mention of the resulting trade direction.">
            <xsd:annotation>
              <xsd:documentation source="http://www.FpML.org" xml:lang="en">DEPRECATED value which will be removed in FpML-5-0 onwards A forward contract is an agreement to buy or sell the underlying asset at a certain future time for a certain price.</xsd:documentation>
            </xsd:annotation>
          </xsd:enumeration>
        </xsd:restriction>
      </xsd:simpleType>
    </xsd:union>
  </xsd:simpleType>
  <xsd:simpleType name="FlatRateEnum">
    <xsd:annotation>
      <xsd:documentation xml:lang="en">The method by which the Flat Rate is calculated for a commodity freight transaction.</xsd:documentation>
    </xsd:annotation>
    <xsd:restriction base="xsd:token">
      <xsd:enumeration value="Fixed">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">The Flat Rate will be the New Worldwide Tanker Nominal Freight Scale for the Freight Index Route for the Trade Date for the transaction.</xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="Floating">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">The Flat Rate for each Pricing Date will be the New Worldwide Tanker Nominal Freight Scale for the Freight Index Route for the Pricing Date..</xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
    </xsd:restriction>
  </xsd:simpleType>
  <xsd:simpleType name="FraDiscountingEnum">
    <xsd:annotation>
      <xsd:documentation source="http://www.FpML.org" xml:lang="en">The method of FRA discounting, if any, that will apply.</xsd:documentation>
    </xsd:annotation>
    <xsd:restriction base="xsd:token">
      <xsd:enumeration value="ISDA">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">"FRA Discounting" per the ISDA Definitions will apply.</xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="AFMA">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">FRA discounting per the Australian Financial Markets Association (AFMA) OTC Financial Product Conventions will apply. Note: Should not be used for a FRA trade documented under a legal framework where the 2006 ISDA Definitions have been incorporated.</xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="NONE">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">No discounting will apply.</xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="ISDAYield">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">Per ISDA 2006 Definitions, Section 8.4. Discounting, paragraph (e)</xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
    </xsd:restriction>
  </xsd:simpleType>
  <xsd:simpleType name="FxOffsetConventionEnum">
    <xsd:annotation>
      <xsd:documentation xml:lang="en">Standard FX Spot and Forward offset conventions.</xsd:documentation>
    </xsd:annotation>
    <xsd:restriction base="xsd:token">
      <xsd:enumeration value="FxSpot" />
      <xsd:enumeration value="FxForward" />
    </xsd:restriction>
  </xsd:simpleType>
  <xsd:simpleType name="FxRegionLowerBoundDirectionEnum">
    <xsd:annotation>
      <xsd:documentation xml:lang="en">The Lower Bound Direction. It only contains the AtOrAbove and Above values.</xsd:documentation>
    </xsd:annotation>
    <xsd:restriction base="xsd:token">
      <xsd:enumeration value="AtOrAbove" />
      <xsd:enumeration value="Above" />
    </xsd:restriction>
  </xsd:simpleType>
  <xsd:simpleType name="FxRegionUpperBoundDirectionEnum">
    <xsd:annotation>
      <xsd:documentation xml:lang="en">The Upper Bound Direction. It only contains the AtOrBelow and Below values.</xsd:documentation>
    </xsd:annotation>
    <xsd:restriction base="xsd:token">
      <xsd:enumeration value="AtOrBelow" />
      <xsd:enumeration value="Below" />
    </xsd:restriction>
  </xsd:simpleType>
  <xsd:simpleType name="FxSettlementAdjustmentMethodEnum">
    <xsd:annotation>
      <xsd:documentation source="http://www.FpML.org" xml:lang="en">Target specific settlement adjustment method.</xsd:documentation>
    </xsd:annotation>
    <xsd:restriction base="xsd:token">
      <xsd:enumeration value="VariedStrike" />
      <xsd:enumeration value="VariedNotional" />
    </xsd:restriction>
  </xsd:simpleType>
  <xsd:simpleType name="FxTenorPeriodEnum">
    <xsd:annotation>
      <xsd:documentation source="http://www.FpML.org" xml:lang="en">The specification of a time period containing values such as Today, Tomorrow etc.</xsd:documentation>
    </xsd:annotation>
    <xsd:restriction base="xsd:token">
      <xsd:enumeration value="Broken">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">Broken/non conventional Tenor Period.</xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="Today">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">Today Tenor Period.</xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="Tomorrow">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">Tomorrow Tenor Period.</xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="TomorrowNext">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">Day after Tomorrow Tenor Period.</xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="Spot">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">Spot Tenor Period.</xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="SpotNext">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">Day after Spot Tenor period.</xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
    </xsd:restriction>
  </xsd:simpleType>
  <xsd:simpleType name="GasProductTypeEnum">
    <xsd:annotation>
      <xsd:documentation xml:lang="en">The type of gas product.</xsd:documentation>
    </xsd:annotation>
    <xsd:restriction base="xsd:token">
      <xsd:enumeration value="Butane">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">Normal butane (C4H10)</xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="CarbonDioxide">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">Carbon Dioxide (CO2)</xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="EPMix">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">Ethane-Propane Mix</xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="Ethane">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">Ethane (C2H6)</xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="Gasoline">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">Natural Gasoline (C4 – C12)</xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="Helium">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">Helium (He)</xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="HydrogenSulfide">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">Hydrogen Sulfide (H2S)</xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="Isobutane">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">Iso-Butane (C4H10)</xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="Methane">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">Methane (CH4)</xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="Naphtha">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">Naphtha (C5 – C12)</xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="NaturalGas" fpml-annotation:deprecated="true" fpml-annotation:deprecatedReason="Methane should be used to represent natural gas in terminology that is consistent with the other values in the enumeration." />
      <xsd:enumeration value="Nitrogen">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">Nitrogen (N2)</xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="Pentane">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">Pentane (C5H12)</xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="Propane">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">Propane (C3H8)</xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="Propylene">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">Propylene or propene (C3H6)</xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="Water">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">Water Vapor (H2O)</xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
    </xsd:restriction>
  </xsd:simpleType>
  <xsd:simpleType name="InterpolationPeriodEnum">
    <xsd:annotation>
      <xsd:documentation xml:lang="en">Defines applicable periods for interpolation.</xsd:documentation>
    </xsd:annotation>
    <xsd:restriction base="xsd:token">
      <xsd:enumeration value="Initial">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">Interpolation is applicable to the initial period only.</xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="InitialAndFinal">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">Interpolation is applicable to the initial and final periods only.</xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="Final">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">Interpolation is applicable to the final period only.</xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="AnyPeriod">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">Interpolation is applicable to any non-standard period.</xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
    </xsd:restriction>
  </xsd:simpleType>
  <xsd:simpleType name="LengthUnitEnum">
    <xsd:annotation>
      <xsd:documentation source="http://www.FpML.org" xml:lang="en">Used for indicating the length unit in the Resource type.</xsd:documentation>
    </xsd:annotation>
    <xsd:restriction base="xsd:token">
      <xsd:enumeration value="Pages" />
      <xsd:enumeration value="TimeUnit" />
    </xsd:restriction>
  </xsd:simpleType>
  <xsd:simpleType name="LoadTypeEnum">
    <xsd:annotation>
      <xsd:documentation source="http://www.FpML.org" xml:lang="en">LoadType is a summary of the full description of the settlement periods with respect to the region. Used for describing Electricity delivery schedules.</xsd:documentation>
    </xsd:annotation>
    <xsd:restriction base="xsd:token">
      <xsd:enumeration value="Base">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">Base</xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="Peak">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">Peak</xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="OffPeak">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">Off-Peak</xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="BlockHours">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">Block Hours</xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="Custom">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">Anything that does not fall under the predefined standard categories</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:token">
      <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="NotionalChangeEnum">
    <xsd:annotation>
      <xsd:documentation xml:lang="en">Indicator as to the type of transaction in accordance with Articles 20(3)(a) and 21(5)(a) of Regulation (EU) 600/2014.</xsd:documentation>
    </xsd:annotation>
    <xsd:restriction base="xsd:token">
      <xsd:enumeration value="Increase">
        <xsd:annotation>
          <xsd:documentation>Transaction results in a Increase of Notional value</xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="Decrease">
        <xsd:annotation>
          <xsd:documentation>Transaction results in a Decrease of Notional value</xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
    </xsd:restriction>
  </xsd:simpleType>
  <xsd:simpleType name="OptionTypeEnum">
    <xsd:annotation>
      <xsd:documentation source="http://www.FpML.org" xml:lang="en">Specifies the type of the option.</xsd:documentation>
    </xsd:annotation>
    <xsd:union memberTypes="PutCallEnum">
      <xsd:simpleType>
        <xsd:restriction base="xsd:token">
          <xsd:enumeration value="Payer">
            <xsd:annotation>
              <xsd:documentation source="http://www.FpML.org" xml:lang="en">A "payer" option: If you buy a "payer" option you have the right but not the obligation to enter into the underlying swap transaction as the "fixed" rate/price payer and receive float.</xsd:documentation>
            </xsd:annotation>
          </xsd:enumeration>
          <xsd:enumeration value="Receiver">
            <xsd:annotation>
              <xsd:documentation source="http://www.FpML.org" xml:lang="en">A receiver option: If you buy a "receiver" option you have the right but not the obligation to enter into the underlying swap transaction as the "fixed" rate/price receiver and pay float.</xsd:documentation>
            </xsd:annotation>
          </xsd:enumeration>
          <xsd:enumeration value="Straddle">
            <xsd:annotation>
              <xsd:documentation source="http://www.FpML.org" xml:lang="en">A straddle strategy.</xsd:documentation>
            </xsd:annotation>
          </xsd:enumeration>
        </xsd:restriction>
      </xsd:simpleType>
    </xsd:union>
  </xsd:simpleType>
  <xsd:simpleType name="PayerReceiverEnum">
    <xsd:annotation>
      <xsd:documentation source="http://www.FpML.org" xml:lang="en">The specification of an interest rate stream payer or receiver party.</xsd:documentation>
    </xsd:annotation>
    <xsd:restriction base="xsd:token">
      <xsd:enumeration value="Payer">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">The party identified as the stream payer.</xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="Receiver">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">The party identified as the stream receiver.</xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
    </xsd:restriction>
  </xsd:simpleType>
  <xsd:simpleType name="PayoutEnum">
    <xsd:annotation>
      <xsd:documentation source="http://www.FpML.org" xml:lang="en">The specification of how an FX OTC option with a trigger payout will be paid if the trigger condition is met. The contract will specify whether the payout will occur immediately or on the original value date of the option.</xsd:documentation>
    </xsd:annotation>
    <xsd:restriction base="xsd:token">
      <xsd:enumeration value="Deferred">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">If the trigger is hit, the option payout will not be paid now but will be paid on the value date of the original option.</xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="Immediate">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">If the trigger is hit, the option payout will be paid immediately (i.e., spot from the payout date).</xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
    </xsd:restriction>
  </xsd:simpleType>
  <xsd:simpleType name="PeriodEnum">
    <xsd:annotation>
      <xsd:documentation source="http://www.FpML.org" xml:lang="en">The specification of a time period</xsd:documentation>
    </xsd:annotation>
    <xsd:restriction base="xsd:token">
      <xsd:enumeration value="D">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">Day.</xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="W">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">Week.</xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="M">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">Month.</xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="Y">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">Year.</xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
    </xsd:restriction>
  </xsd:simpleType>
  <xsd:simpleType name="PeriodExtendedEnum">
    <xsd:annotation>
      <xsd:documentation source="http://www.FpML.org" xml:lang="en">The specification of a time period containing additional values such as Term.</xsd:documentation>
    </xsd:annotation>
    <xsd:union memberTypes="PeriodEnum">
      <xsd:simpleType>
        <xsd:restriction base="xsd:token">
          <xsd:enumeration value="T">
            <xsd:annotation>
              <xsd:documentation source="http://www.FpML.org" xml:lang="en">Term. The period commencing on the effective date and ending on the termination date. The T period always appears in association with periodMultiplier = 1, and the notation is intended for use in contexts where the interval thus qualified (e.g. accrual period, payment period, reset period, ...) spans the entire term of the trade.</xsd:documentation>
            </xsd:annotation>
          </xsd:enumeration>
        </xsd:restriction>
      </xsd:simpleType>
    </xsd:union>
  </xsd:simpleType>
  <xsd:simpleType name="PremiumQuoteBasisEnum">
    <xsd:annotation>
      <xsd:documentation source="http://www.FpML.org" xml:lang="en">The specification of how the premium for an FX OTC option is quoted.</xsd:documentation>
    </xsd:annotation>
    <xsd:restriction base="xsd:token">
      <xsd:enumeration value="PercentageOfCallCurrencyAmount">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">Premium is quoted as a percentage of the callCurrencyAmount.</xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="PercentageOfPutCurrencyAmount">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">Premium is quoted as a percentage of the putCurrencyAmount.</xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="CallCurrencyPerPutCurrency">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">Premium is quoted in the call currency as a percentage of the put currency.</xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="PutCurrencyPerCallCurrency">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">Premium is quoted in the put currency as a percentage of the call currency.</xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="Explicit">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">Premium is quoted as an explicit amount.</xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
    </xsd:restriction>
  </xsd:simpleType>
  <xsd:simpleType name="PremiumTypeEnum">
    <xsd:annotation>
      <xsd:documentation source="http://www.FpML.org" xml:lang="en">Premium Type for Forward Start Equity Option</xsd:documentation>
    </xsd:annotation>
    <xsd:restriction base="xsd:token">
      <xsd:enumeration value="PrePaid">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">TODO</xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="PostPaid">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">TODO</xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="Variable">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">TODO</xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="Fixed">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">TODO</xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
    </xsd:restriction>
  </xsd:simpleType>
  <xsd:simpleType name="PriceExpressionEnum">
    <xsd:annotation>
      <xsd:documentation source="http://www.FpML.org" xml:lang="en">The mode of expression of a price.</xsd:documentation>
    </xsd:annotation>
    <xsd:restriction base="xsd:token">
      <xsd:enumeration value="AbsoluteTerms">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">The price is expressed as an absolute amount.&gt;</xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="PercentageOfNotional">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">The price is expressed in percentage of the notional amount.</xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
    </xsd:restriction>
  </xsd:simpleType>
  <xsd:simpleType name="PutCallEnum">
    <xsd:annotation>
      <xsd:documentation source="http://www.FpML.org" xml:lang="en">Specifies whether the option is a call or a put.</xsd:documentation>
    </xsd:annotation>
    <xsd:restriction base="xsd:token">
      <xsd:enumeration value="Put">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">A put option gives the holder the right to sell the underlying asset by a certain date for a certain price.</xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="Call">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">A call option gives the holder the right to buy the underlying asset by a certain date for a certain price.</xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
    </xsd:restriction>
  </xsd:simpleType>
  <xsd:simpleType name="QuotationSideEnum">
    <xsd:annotation>
      <xsd:documentation source="http://www.FpML.org" xml:lang="en">The side from which perspective a value is quoted.</xsd:documentation>
    </xsd:annotation>
    <xsd:restriction base="xsd:token">
      <xsd:enumeration value="Bid">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">A value "bid" by a buyer for an asset, i.e. the value a buyer is willing to pay.</xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="Ask">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">A value "asked" by a seller for an asset, i.e. the value at which a seller is willing to sell.</xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="Mid">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">A value midway between the bid and the ask value.</xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
    </xsd:restriction>
  </xsd:simpleType>
  <xsd:simpleType name="QuoteBasisEnum">
    <xsd:annotation>
      <xsd:documentation source="http://www.FpML.org" xml:lang="en">How an exchange rate is quoted.</xsd:documentation>
    </xsd:annotation>
    <xsd:restriction base="xsd:token">
      <xsd:enumeration value="Currency1PerCurrency2">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">The amount of currency1 for one unit of currency2</xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="Currency2PerCurrency1">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">The amount of currency2 for one unit of currency1</xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
    </xsd:restriction>
  </xsd:simpleType>
  <xsd:simpleType name="RealisedVarianceMethodEnum">
    <xsd:annotation>
      <xsd:documentation source="http://www.FpML.org" xml:lang="en">The contract specifies whether which price must satisfy the boundary condition.</xsd:documentation>
    </xsd:annotation>
    <xsd:restriction base="xsd:token">
      <xsd:enumeration value="Previous">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">For a return on day T, the observed price on T-1 must be in range.</xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="Last">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">For a return on day T, the observed price on T must be in range.</xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="Both">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">For a return on day T, the observed prices on both T and T-1 must be in range</xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
    </xsd:restriction>
  </xsd:simpleType>
  <xsd:simpleType name="ResetRelativeToEnum">
    <xsd:annotation>
      <xsd:documentation xml:lang="en">The specification of whether resets occur relative to the first or last day of a calculation period.</xsd:documentation>
    </xsd:annotation>
    <xsd:restriction base="xsd:token">
      <xsd:enumeration value="CalculationPeriodStartDate">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">Resets will occur relative to the first day of each calculation period.</xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="CalculationPeriodEndDate">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">Resets will occur relative to the last day of each calculation period.</xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
    </xsd:restriction>
  </xsd:simpleType>
  <xsd:simpleType name="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:token">
      <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="RollConventionEnum">
    <xsd:annotation>
      <xsd:documentation source="http://www.FpML.org" xml:lang="en">The convention for determining the sequence of calculation period end dates. It is used in conjunction with a specified frequency and the regular period start date of a calculation period, e.g. semi-annual IMM roll dates.</xsd:documentation>
    </xsd:annotation>
    <xsd:restriction base="xsd:token">
      <xsd:enumeration value="EOM">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">Rolls on month end dates irrespective of the length of the month and the previous roll day.</xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="FRN">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">Roll days are determined according to the FRN Convention or Eurodollar Convention as described in ISDA 2000 definitions.</xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="IMM">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">IMM Settlement Dates. The third Wednesday of the (delivery) month.</xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="IMMCAD">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">The last trading day/expiration day of the Canadian Derivatives Exchange (Bourse de Montreal Inc) Three-month Canadian Bankers' Acceptance Futures (Ticker Symbol BAX). The second London banking day prior to the third Wednesday of the contract month. If the determined day is a Bourse or bank holiday in Montreal or Toronto, the last trading day shall be the previous bank business day. Per Canadian Derivatives Exchange BAX contract specification.</xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="IMMAUD">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">The last trading day of the Sydney Futures Exchange 90 Day Bank Accepted Bills Futures contract (see http://www.sfe.com.au/content/sfe/trading/con_specs.pdf). One Sydney business day preceding the second Friday of the relevant settlement month.</xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="IMMNZD">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">The last trading day of the Sydney Futures Exchange NZ 90 Day Bank Bill Futures contract (see http://www.sfe.com.au/content/sfe/trading/con_specs.pdf). The first Wednesday after the ninth day of the relevant settlement month.</xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="SFE">
        <xsd:annotation>
          <xsd:documentation source="http://www.sfe.com.au" xml:lang="en">Sydney Futures Exchange 90-Day Bank Accepted Bill Futures Settlement Dates. The second Friday of the (delivery) month.</xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="NONE">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">The roll convention is not required. For example, in the case of a daily calculation frequency.</xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="TBILL">
        <xsd:annotation>
          <xsd:documentation source="http://www.publicdebt.treas.gov" xml:lang="en">13-week and 26-week U.S. Treasury Bill Auction Dates. Each Monday except for U.S. (New York) holidays when it will occur on a Tuesday.</xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="1">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">Rolls on the 1st day of the month.</xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="2">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">Rolls on the 2nd day of the month.</xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="3">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">Rolls on the 3rd day of the month.</xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="4">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">Rolls on the 4th day of the month.</xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="5">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">Rolls on the 4th day of the month.</xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="6">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">Rolls on the 6th day of the month.</xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="7">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">Rolls on the 7th day of the month.</xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="8">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">Rolls on the 8th day of the month.</xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="9">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">Rolls on the 9th day of the month.</xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="10">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">Rolls on the 10th day of the month.</xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="11">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">Rolls on the 11th day of the month.</xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="12">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">Rolls on the 12th day of the month.</xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="13">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">Rolls on the 13th day of the month.</xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="14">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">Rolls on the 14th day of the month.</xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="15">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">Rolls on the 15th day of the month.</xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="16">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">Rolls on the 16th day of the month.</xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="17">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">Rolls on the 17th day of the month.</xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="18">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">Rolls on the 18th day of the month.</xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="19">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">Rolls on the 19th day of the month.</xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="20">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">Rolls on the 20th day of the month.</xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="21">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">Rolls on the 21st day of the month.</xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="22">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">Rolls on the 22nd day of the month.</xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="23">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">Rolls on the 23rd day of the month.</xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="24">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">Rolls on the 24th day of the month.</xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="25">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">Rolls on the 25th day of the month.</xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="26">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">Rolls on the 26th day of the month.</xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="27">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">Rolls on the 27th day of the month.</xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="28">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">Rolls on the 28th day of the month.</xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="29">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">Rolls on the 29th day of the month.</xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="30">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">Rolls on the 30th day of the month.</xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="MON">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">Rolling weekly on a Monday.</xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="TUE">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">Rolling weekly on a Tuesday.</xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="WED">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">Rolling weekly on a Wednesday.</xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="THU">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">Rolling weekly on a Thursday.</xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="FRI">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">Rolling weekly on a Friday.</xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="SAT">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">Rolling weekly on a Saturday.</xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="SUN">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">Rolling weekly on a Sunday.</xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
    </xsd:restriction>
  </xsd:simpleType>
  <xsd:simpleType name="SettlementTypeEnum">
    <xsd:annotation>
      <xsd:documentation source="http://www.FpML.org" xml:lang="en">Shows how the transaction is to be settled when it is exercised.</xsd:documentation>
    </xsd:annotation>
    <xsd:restriction base="xsd:token">
      <xsd:enumeration value="Cash">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">The intrinsic value of the option will be delivered by way of a cash settlement amount determined, (i) by reference to the differential between the strike price and the settlement price; or (ii) in accordance with a bilateral agreement between the parties</xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="Physical">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">The securities underlying the transaction will be delivered by (i) in the case of a call, the seller to the buyer, or (ii) in the case of a put, the buyer to the seller versus a settlement amount equivalent to the strike price per share</xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="Election">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">Allow Election of either Cash or Physical settlement</xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="CashOrPhysical">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">Allow use of either Cash or Physical settlement without prior Election</xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
    </xsd:restriction>
  </xsd:simpleType>
  <xsd:simpleType name="SpecifiedPriceEnum">
    <xsd:annotation>
      <xsd:documentation source="http://www.FpML.org" xml:lang="en">The Specified Price in respect of a Transaction and a Commodity Reference Price.</xsd:documentation>
    </xsd:annotation>
    <xsd:restriction base="xsd:token">
      <xsd:enumeration value="Afternoon">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">The Specified Price shall be the Afternoon fixing reported in or by the relevant Price Source as specified in the relevant Confirmation.</xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="Ask">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">The Specified Price shall be the Ask price reported in or by the relevant Price Source as specified in the relevant Confirmation.</xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="Bid">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">The Specified Price shall be the Bid price reported in or by the relevant Price Source as specified in the relevant Confirmation.</xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="Closing">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">The Specified Price shall be the Closing price reported in or by the relevant Price Source as specified in the relevant Confirmation.</xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="High">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">The Specified Price shall be the High price reported in or by the relevant Price Source as specified in the relevant Confirmation.</xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="Index">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">The Specified Price shall be the Index price reported in or by the relevant Price Source as specified in the relevant Confirmation.</xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="MeanOfBidAndAsk">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">The Specified Price shall be the Average of the Bid and Ask prices reported in or by the relevant Price Source as specified in the relevant Confirmation.</xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="LocationalMarginal">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">The Specified Price shall be the Locational Marginal price reported in or by the relevant Price Source as specified in the relevant Confirmation.</xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="Low">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">The Specified Price shall be the Low price reported in or by the relevant Price Source as specified in the relevant Confirmation.</xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="MarginalHourly">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">The Specified Price shall be the Marginal Hourly price reported in or by the relevant Price Source as specified in the relevant Confirmation.</xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="MarketClearing">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">The Specified Price shall be the Market Clearing price reported in or by the relevant Price Source as specified in the relevant Confirmation.</xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="MeanOfHighAndLow">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">The Specified Price shall be the Average of the High and Low prices reported in or by the relevant Price Source as specified in the relevant Confirmation.</xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="Morning">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">The Specified Price shall be the Morning fixing reported in or by the relevant Price Source as specified in the relevant Confirmation.</xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="Official">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">The Specified Price shall be the Official price reported in or by the relevant Price Source as specified in the relevant Confirmation.</xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="Opening">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">The Specified Price shall be the Opening price reported in or by the relevant Price Source as specified in the relevant Confirmation.</xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="OSP">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">The Specified Price shall be the Official Settlement Price reported in or by the relevant Price Source as specified in the relevant Confirmation.</xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="Settlement">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">The Specified Price shall be the Settlement price reported in or by the relevant Price Source as specified in the relevant Confirmation.</xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="Spot">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">The Specified Price shall be the Spot price reported in or by the relevant Price Source as specified in the relevant Confirmation.</xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="Midpoint">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">The Specified Price shall be the Average of the Midpoint of prices reported in or by the relevant Price Source as specified in the relevant Confirmation.</xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="NationalSingle">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">The Specified Price shall be the National Single price reported in or by the relevant Price Source as specified in the relevant Confirmation.</xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="WeightedAverage">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">The Specified Price shall be the Volume Weighted Average of prices effective on the Pricing Date reported in or by the relevant Price Source as specified in the relevant Confirmation.</xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="UnWeightedAverage">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">The Specified Price shall be the Non-volume Weighted Average of prices effective on the Pricing Date reported in or by the relevant Price Source as specified in the relevant Confirmation.</xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
    </xsd:restriction>
  </xsd:simpleType>
  <xsd:simpleType name="StrikeQuoteBasisEnum">
    <xsd:annotation>
      <xsd:documentation source="http://www.FpML.org" xml:lang="en">The specification of how an FX OTC option strike price is quoted.</xsd:documentation>
    </xsd:annotation>
    <xsd:restriction base="xsd:token">
      <xsd:enumeration value="PutCurrencyPerCallCurrency">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">The strike price is an amount of putCurrency per one unit of callCurrency.</xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="CallCurrencyPerPutCurrency">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">The strike price is an amount of callCurrency per one unit of putCurrency.</xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
    </xsd:restriction>
  </xsd:simpleType>
  <xsd:simpleType name="SwaptionTypeEnum">
    <xsd:annotation>
      <xsd:documentation source="http://www.FpML.org" xml:lang="en">Specifies the type of the swaption. A swaption is an option which confers on the buyer the right, but not the obligation, to enter into an interest rate swap (the "underlying" transaction) on exercise. The underlyer is typically a "vanilla" fixed-floating, single-currency interest rate swap.</xsd:documentation>
    </xsd:annotation>
    <xsd:restriction base="xsd:token">
      <xsd:enumeration value="Payer">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">A Payer swaption confers on the buyer the right, but not the obligation, to enter into the underlying swap as payer of the fixed rate (and receiver of the floating rate).</xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="Receiver">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">A Receiver swaption confers on the buyer the right, but not the obligation, to enter into the underlying swap as receiver of the fixed rate (and payer of the floating rate).</xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="Straddle">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">A swaption straddle is a strategy trade, in which the buyer simultaneously purchases a Payer and a Receiver swaption at the same strike (fixed rate) and with otherwise identical economic characteristics.</xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="NonStandard">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">This designation is reserved for swaptions with non-standard characteristics e.g. having a basis swap or cross-currency swap underlyer.</xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
    </xsd:restriction>
  </xsd:simpleType>
  <xsd:simpleType name="TelephoneTypeEnum">
    <xsd:annotation>
      <xsd:documentation source="http://www.FpML.org" xml:lang="en">The type of telephone number used to reach a contact.</xsd:documentation>
    </xsd:annotation>
    <xsd:restriction base="xsd:token">
      <xsd:enumeration value="Work">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">A number used primarily for work-related calls. Includes home office numbers used primarily for work purposes.</xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="Mobile">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">A number on a mobile telephone or pager that is often or usually used for work-related calls. This type of number can be used for urgent work related business when a work number is not sufficient to contact the person or firm.</xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="Fax">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">A number used primarily for work-related facsimile transmissions.</xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="Personal">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">A number used primarily for nonwork-related calls. (Normally this type of number would be used only as an emergency backup number, not as a regular course of business).</xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
    </xsd:restriction>
  </xsd:simpleType>
  <xsd:simpleType name="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:token">
      <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:enumeration value="DerivativesClose">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">The official closing time of the derivatives exchange on which a derivative contract is listed on that security underlyer.</xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="AsSpecifiedInMasterConfirmation">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">The time is determined as provided in the relevant Master Confirmation.</xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
    </xsd:restriction>
  </xsd:simpleType>
  <xsd:simpleType name="TriggerTypeEnum">
    <xsd:annotation>
      <xsd:documentation xml:lang="en">The specification of whether an option will trigger or expire depending upon whether the spot rate is above or below the barrier rate.</xsd:documentation>
    </xsd:annotation>
    <xsd:restriction base="xsd:token">
      <xsd:enumeration value="EqualOrLess">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">The underlyer price must be equal to or less than the Trigger level.</xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="EqualOrGreater">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">The underlyer price must be equal to or greater than the Trigger level.</xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="Equal">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">The underlyer price must be equal to the Trigger level.</xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="Less">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">The underlyer price must be less than the Trigger level.</xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="Greater">
        <xsd:annotation>
          <xsd:documentation source="http://www.FpML.org" xml:lang="en">The underlyer price must be greater than the Trigger level.</xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
    </xsd:restriction>
  </xsd:simpleType>
  <xsd:simpleType name="WeatherSettlementLevelEnum">
    <xsd:restriction base="xsd:token">
      <xsd:enumeration value="Cumulative">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">The cumulative number of Weather Index Units for each day in the Calculation Period.</xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="Average">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">The cumulative number of Weather Index Units for each day in the Calculation Period divided by the number of days in the Calculation Period.</xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="Mximum">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">The maximum number of Weather Index Units for any day in the Calculation Period.</xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
      <xsd:enumeration value="Minimum">
        <xsd:annotation>
          <xsd:documentation xml:lang="en">The minimum number of Weather Index Units for any day in the Calculation Period.</xsd:documentation>
        </xsd:annotation>
      </xsd:enumeration>
    </xsd:restriction>
  </xsd:simpleType>
</xsd:schema>

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