633 lines
21 KiB
XML
633 lines
21 KiB
XML
<?xml version="1.0" encoding="UTF-8"?>
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<!-- edited with XMLSpy v2010 rel. 3 (http://www.altova.com) by Michael Edward Rose (OmniMarkets) -->
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<xs:schema xmlns:xs="http://www.w3.org/2001/XMLSchema" elementFormDefault="qualified" attributeFormDefault="unqualified">
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<xs:include schemaLocation="../xsd-math/enums.xsd"/>
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<xs:simpleType name="XsdAssetType">
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<xs:annotation>
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<xs:documentation>Asset classes</xs:documentation>
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</xs:annotation>
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<xs:restriction base="xs:string">
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<xs:enumeration value="COMMODITY"/>
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<xs:enumeration value="EQUIPMENT"/>
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<xs:enumeration value="EQUITY"/>
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<xs:enumeration value="BOND"/>
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<xs:enumeration value="CAP_FLOOR"/>
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<xs:enumeration value="DEFAULT_SWAP"/>
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<xs:enumeration value="FORWARD"/>
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<xs:enumeration value="FUTURES"/>
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<xs:enumeration value="LEASE_POOL"/>
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<xs:enumeration value="OPTION"/>
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<xs:enumeration value="PORTFOLIO"/>
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<xs:enumeration value="SWAP"/>
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<xs:enumeration value="SWAP_LEG"/>
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<xs:enumeration value="TRANCHE"/>
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</xs:restriction>
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</xs:simpleType>
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<xs:simpleType name="XsdAssetIdType">
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<xs:annotation>
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<xs:documentation>Asset identifiers</xs:documentation>
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</xs:annotation>
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<xs:restriction base="xs:string">
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<xs:whiteSpace value="collapse"/>
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<xs:enumeration value="CUSIP"/>
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<xs:enumeration value="ISIN"/>
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<xs:enumeration value="SEDOL"/>
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<xs:enumeration value="TICKER"/>
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<xs:enumeration value="VALOR"/>
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<xs:enumeration value="WKN"/>
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</xs:restriction>
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</xs:simpleType>
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<xs:simpleType name="XsdBalanceType">
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<xs:annotation>
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<xs:documentation>Current, original, etc.</xs:documentation>
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</xs:annotation>
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<xs:restriction base="xs:string">
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<xs:whiteSpace value="collapse"/>
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<xs:enumeration value="AVERAGE"/>
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<xs:enumeration value="CURRENT"/>
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<xs:enumeration value="ORIGINAL"/>
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<xs:enumeration value="SCHEDULED"/>
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</xs:restriction>
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</xs:simpleType>
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<xs:simpleType name="XsdBalanceUnit">
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<xs:annotation>
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<xs:documentation>What is balance a fraction of?</xs:documentation>
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</xs:annotation>
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<xs:restriction base="xs:string">
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<xs:enumeration value="AMOUNT"/>
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<xs:enumeration value="ORIGINAL"/>
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<xs:enumeration value="PAR"/>
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<xs:enumeration value="SETTLEMENT"/>
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</xs:restriction>
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</xs:simpleType>
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<xs:simpleType name="XsdBarrierType">
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<xs:annotation>
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<xs:documentation>Option barriers ( down_and_out, etc. )</xs:documentation>
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</xs:annotation>
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<xs:restriction base="xs:string">
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<xs:whiteSpace value="collapse"/>
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<xs:enumeration value="DOWN_AND_IN"/>
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<xs:enumeration value="DOWN_AND_OUT"/>
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<xs:enumeration value="UP_AND_IN"/>
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<xs:enumeration value="UP_AND_OUT"/>
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</xs:restriction>
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</xs:simpleType>
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<xs:simpleType name="XsdCapFloorStyle">
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<xs:annotation>
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<xs:documentation>Cap, floor, or collar?</xs:documentation>
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</xs:annotation>
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<xs:restriction base="xs:string">
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<xs:enumeration value="CAP"/>
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<xs:enumeration value="FLOOR"/>
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<xs:enumeration value="COLLAR"/>
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</xs:restriction>
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</xs:simpleType>
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<xs:simpleType name="XsdCashflowType">
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<xs:annotation>
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<xs:documentation>Expected, scenario, etc.</xs:documentation>
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</xs:annotation>
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<xs:restriction base="xs:string">
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<xs:whiteSpace value="collapse"/>
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<xs:enumeration value="FIXED"/>
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<xs:enumeration value="FORECAST"/>
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<xs:enumeration value="SCENARIO"/>
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<xs:enumeration value="EXPECTED"/>
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<xs:enumeration value="MERGED"/>
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</xs:restriction>
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</xs:simpleType>
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<xs:simpleType name="XsdCommodityType">
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<xs:annotation>
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<xs:documentation>Gas, oil, etc.</xs:documentation>
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</xs:annotation>
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<xs:restriction base="xs:string">
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<xs:enumeration value="CURRENCY"/>
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<xs:enumeration value="ENERGY"/>
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<xs:enumeration value="GAS"/>
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<xs:enumeration value="GOLD"/>
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<xs:enumeration value="OIL"/>
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<xs:enumeration value="SILVER"/>
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</xs:restriction>
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</xs:simpleType>
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<xs:simpleType name="XsdCompoundingType">
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<xs:annotation>
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<xs:documentation>For interest-rate calculations</xs:documentation>
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</xs:annotation>
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<xs:restriction base="xs:string">
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<xs:enumeration value="CONTINUOUS"/>
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<xs:enumeration value="PERIODIC"/>
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<xs:enumeration value="SIMPLE"/>
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</xs:restriction>
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</xs:simpleType>
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<xs:simpleType name="XsdConventionType">
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<xs:restriction base="xs:string">
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<xs:enumeration value="COMPOUND"/>
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<xs:enumeration value="DELAY"/>
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<xs:enumeration value="EX_DIVIDEND"/>
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<xs:enumeration value="MATURITY"/>
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<xs:enumeration value="NOTICE"/>
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<xs:enumeration value="RESET"/>
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<xs:enumeration value="SETTLEMENT"/>
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<xs:enumeration value="STANDARD"/>
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</xs:restriction>
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</xs:simpleType>
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<xs:simpleType name="XsdCpiInterpolateRule">
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<xs:restriction base="xs:string">
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<xs:enumeration value="INDEX"/>
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<xs:enumeration value="FLAT"/>
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<xs:enumeration value="LINEAR"/>
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</xs:restriction>
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</xs:simpleType>
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<xs:simpleType name="XsdDateRule">
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<xs:annotation>
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<xs:documentation>Date generation rules</xs:documentation>
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</xs:annotation>
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<xs:restriction base="xs:string">
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<xs:whiteSpace value="collapse"/>
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<xs:enumeration value="NONE"/>
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<xs:enumeration value="BACKWARD"/>
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<xs:enumeration value="CDS_NEW"/>
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<xs:enumeration value="CDS_OLD"/>
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<xs:enumeration value="FORWARD"/>
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<xs:enumeration value="THIRD_WEDNESDAY"/>
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<xs:enumeration value="TWENTIETH"/>
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<xs:enumeration value="TWENTIETH_IMM"/>
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</xs:restriction>
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</xs:simpleType>
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<xs:simpleType name="XsdDayCountType">
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<xs:annotation>
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<xs:documentation>Basic X/Y day counts</xs:documentation>
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</xs:annotation>
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<xs:restriction base="xs:string">
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<xs:whiteSpace value="collapse"/>
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<xs:enumeration value="30/ACTUAL"/>
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<xs:enumeration value="30/360"/>
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<xs:enumeration value="30/365"/>
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<xs:enumeration value="ACTUAL/360"/>
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<xs:enumeration value="ACTUAL/364"/>
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<xs:enumeration value="ACTUAL/365"/>
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<xs:enumeration value="ACTUAL/366"/>
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<xs:enumeration value="ACTUAL/ACTUAL"/>
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<xs:enumeration value="APPROXIMATE"/>
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<xs:enumeration value="BUSINESS"/>
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</xs:restriction>
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</xs:simpleType>
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<xs:simpleType name="XsdDefaultAccrualType">
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<xs:annotation>
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<xs:documentation>How to handle accrual if default evant</xs:documentation>
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</xs:annotation>
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<xs:restriction base="xs:string">
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<xs:whiteSpace value="collapse"/>
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<xs:enumeration value="NONE"/>
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<xs:enumeration value="IMMEDIATE"/>
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<xs:enumeration value="NEXT_COUPON_DATE"/>
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<xs:enumeration value="MATURITY"/>
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</xs:restriction>
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</xs:simpleType>
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<xs:simpleType name="XsdDerivedIndexType">
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<xs:restriction base="xs:string">
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<xs:enumeration value="BOOLEAN"/>
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<xs:enumeration value="COMPOSITE"/>
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<xs:enumeration value="HYBRID"/>
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<xs:enumeration value="LOGICAL"/>
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<xs:enumeration value="PATHWISE"/>
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<xs:enumeration value="RETURN"/>
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</xs:restriction>
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</xs:simpleType>
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<xs:simpleType name="XsdDividendType">
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<xs:annotation>
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<xs:documentation>Equity dividend types</xs:documentation>
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</xs:annotation>
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<xs:restriction base="xs:string">
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<xs:whiteSpace value="collapse"/>
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<xs:enumeration value="AMOUNT"/>
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<xs:enumeration value="FRACTION"/>
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</xs:restriction>
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</xs:simpleType>
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<xs:simpleType name="XsdEventType">
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<xs:annotation>
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<xs:documentation>Default, recovery, rating, etc. </xs:documentation>
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</xs:annotation>
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<xs:restriction base="xs:string">
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<xs:enumeration value="DEFAULT"/>
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<xs:enumeration value="LEASE"/>
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<xs:enumeration value="RATING"/>
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<xs:enumeration value="RECOVERY"/>
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<xs:enumeration value="UNKNOWN"/>
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</xs:restriction>
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</xs:simpleType>
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<xs:simpleType name="XsdExerciseType">
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<xs:annotation>
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<xs:documentation>American, Bermudan, or European</xs:documentation>
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</xs:annotation>
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<xs:restriction base="xs:string">
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<xs:whiteSpace value="collapse"/>
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<xs:enumeration value="AMERICAN"/>
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<xs:enumeration value="BERMUDAN"/>
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<xs:enumeration value="EUROPEAN"/>
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</xs:restriction>
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</xs:simpleType>
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<xs:simpleType name="XsdExpressionType">
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<xs:restriction base="xs:string">
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<xs:enumeration value="BASKET"/>
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<xs:enumeration value="CASHFLOW"/>
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<xs:enumeration value="CURVE"/>
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<xs:enumeration value="DATA"/>
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<xs:enumeration value="EVENT"/>
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<xs:enumeration value="LOGICAL"/>
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<xs:enumeration value="MATH"/>
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<xs:enumeration value="PATHWISE"/>
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<xs:enumeration value="RANDOM"/>
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<xs:enumeration value="RELATIONAL"/>
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<xs:enumeration value="SOLVER"/>
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<xs:enumeration value="UTILITY"/>
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<xs:enumeration value="VALUE"/>
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</xs:restriction>
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</xs:simpleType>
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<xs:simpleType name="XsdForwardContractType">
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<xs:restriction base="xs:string">
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<xs:enumeration value="BOND_FORWARD"/>
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<xs:enumeration value="EURODOLLAR_FUTURES"/>
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<xs:enumeration value="FORWARD_RATE_AGREEMENT"/>
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<xs:enumeration value="VARIANCE_SWAP"/>
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</xs:restriction>
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</xs:simpleType>
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<xs:simpleType name="XsdFrequency">
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<xs:annotation>
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<xs:documentation>Periodic frequency</xs:documentation>
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</xs:annotation>
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<xs:restriction base="xs:string">
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<xs:whiteSpace value="collapse"/>
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<xs:enumeration value="BIWEEKLY"/>
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<xs:enumeration value="BIMONTHLY"/>
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<xs:enumeration value="CONTINUOUS"/>
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<xs:enumeration value="DAILY"/>
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<xs:enumeration value="WEEKLY"/>
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<xs:enumeration value="MONTHLY"/>
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<xs:enumeration value="NONE"/>
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<xs:enumeration value="QUARTERLY"/>
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<xs:enumeration value="SEMIANNUAL"/>
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<xs:enumeration value="ANNUAL"/>
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<xs:enumeration value="SIMPLE"/>
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</xs:restriction>
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</xs:simpleType>
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<xs:simpleType name="XsdIndexType">
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<xs:annotation>
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<xs:documentation>Rate,currency, etc.</xs:documentation>
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</xs:annotation>
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<xs:restriction base="xs:string">
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<xs:whiteSpace value="preserve"/>
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<xs:enumeration value="UNKNOWN"/>
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<xs:enumeration value="BESPOKE"/>
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<xs:enumeration value="COMMODITY"/>
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<xs:enumeration value="COMPOSITE"/>
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<xs:enumeration value="CONDITIONAL"/>
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<xs:enumeration value="CREDIT"/>
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<xs:enumeration value="CURRENCY"/>
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<xs:enumeration value="CUSTOM"/>
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<xs:enumeration value="EQUITY"/>
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<xs:enumeration value="HYBRID"/>
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<xs:enumeration value="INFLATION"/>
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<xs:enumeration value="LOSS"/>
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<xs:enumeration value="MACRO"/>
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<xs:enumeration value="PATHWISE"/>
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<xs:enumeration value="RATE"/>
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<xs:enumeration value="RETURN"/>
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<xs:enumeration value="VOLATILITY"/>
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</xs:restriction>
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</xs:simpleType>
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<xs:simpleType name="XsdInflationType">
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<xs:annotation>
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<xs:documentation>Zero-coupon, year-on-year, etc.</xs:documentation>
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</xs:annotation>
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<xs:restriction base="xs:string">
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<xs:enumeration value="UNKNOWN"/>
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<xs:enumeration value="YEAR_ON_YEAR"/>
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<xs:enumeration value="ZERO_COUPON"/>
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</xs:restriction>
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</xs:simpleType>
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<xs:simpleType name="XsdMaturityType">
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<xs:annotation>
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<xs:documentation>Fixed, variable, or perpetual?</xs:documentation>
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</xs:annotation>
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<xs:restriction base="xs:string">
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<xs:whiteSpace value="collapse"/>
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<xs:enumeration value="FIXED"/>
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<xs:enumeration value="PERPETUAL"/>
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<xs:enumeration value="VARIABLE"/>
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</xs:restriction>
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</xs:simpleType>
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<xs:simpleType name="XsdObligorType">
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<xs:annotation>
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<xs:documentation>Corporate, government, etc.</xs:documentation>
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</xs:annotation>
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<xs:restriction base="xs:string">
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<xs:enumeration value="CORPORATE"/>
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<xs:enumeration value="GOVERNMENT"/>
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<xs:enumeration value="MUNICIPAL"/>
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</xs:restriction>
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</xs:simpleType>
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<xs:simpleType name="XsdOddCouponType">
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<xs:annotation>
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<xs:documentation>Long, short, or regular?</xs:documentation>
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</xs:annotation>
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<xs:restriction base="xs:string">
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<xs:enumeration value="LONG"/>
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<xs:enumeration value="REGULAR"/>
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<xs:enumeration value="SHORT"/>
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</xs:restriction>
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</xs:simpleType>
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<xs:simpleType name="XsdOptionStyle">
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<xs:annotation>
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<xs:documentation>Call, put, or chooser option?</xs:documentation>
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</xs:annotation>
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<xs:restriction base="xs:string">
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<xs:enumeration value="CALL"/>
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<xs:enumeration value="CHOOSER"/>
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<xs:enumeration value="PUT"/>
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</xs:restriction>
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</xs:simpleType>
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<xs:simpleType name="XsdOptionType">
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<xs:annotation>
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<xs:documentation>Coarse option classification</xs:documentation>
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</xs:annotation>
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<xs:restriction base="xs:string">
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<xs:enumeration value="COMMODITY"/>
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<xs:enumeration value="CREDIT"/>
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<xs:enumeration value="CURRENCY"/>
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<xs:enumeration value="EQUITY"/>
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<xs:enumeration value="INFLATION"/>
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<xs:enumeration value="RATE"/>
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</xs:restriction>
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</xs:simpleType>
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<xs:simpleType name="XsdPaymentFlag">
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<xs:annotation>
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<xs:documentation>Qualifiers</xs:documentation>
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</xs:annotation>
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<xs:restriction base="xs:string">
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<xs:enumeration value="PROVISIONAL"/>
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<xs:enumeration value="NOTIONAL"/>
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<xs:enumeration value="SCHEDULED"/>
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</xs:restriction>
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</xs:simpleType>
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<xs:simpleType name="XsdPaymentType">
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<xs:annotation>
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<xs:documentation>Interest, Principal, etc.</xs:documentation>
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</xs:annotation>
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<xs:restriction base="xs:string">
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<xs:whiteSpace value="collapse"/>
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<xs:enumeration value="BALANCE"/>
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<xs:enumeration value="DEFAULT"/>
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<xs:enumeration value="EXPENSE"/>
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<xs:enumeration value="INTEREST"/>
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<xs:enumeration value="LEASERATE"/>
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<xs:enumeration value="LOSS"/>
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<xs:enumeration value="NOTIONAL"/>
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<xs:enumeration value="PARVALUE"/>
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<xs:enumeration value="PRINCIPAL"/>
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<xs:enumeration value="RECOVERY"/>
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<xs:enumeration value="RESIDUAL"/>
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</xs:restriction>
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</xs:simpleType>
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<xs:simpleType name="XsdPeriodic">
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<xs:annotation>
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<xs:documentation>Periodic frequency only</xs:documentation>
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</xs:annotation>
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<xs:restriction base="XsdFrequency"/>
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</xs:simpleType>
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<xs:simpleType name="XsdPeriodType">
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<xs:restriction base="xs:string">
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<xs:enumeration value="BOND"/>
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<xs:enumeration value="NATIVE"/>
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<xs:enumeration value="SWAP"/>
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</xs:restriction>
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</xs:simpleType>
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<xs:simpleType name="XsdPrincipalType">
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<xs:annotation>
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<xs:documentation>Principal amortization</xs:documentation>
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</xs:annotation>
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<xs:restriction base="xs:string">
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<xs:whiteSpace value="collapse"/>
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<xs:enumeration value="AMOUNT"/>
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<xs:enumeration value="NOTIONAL"/>
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<xs:enumeration value="ORIGINAL"/>
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<xs:enumeration value="PAR"/>
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<xs:enumeration value="REMAINING"/>
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<xs:enumeration value="SCHEDULED"/>
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</xs:restriction>
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</xs:simpleType>
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<xs:simpleType name="XsdPositionType">
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<xs:annotation>
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<xs:documentation>Long or short</xs:documentation>
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</xs:annotation>
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<xs:restriction base="xs:string">
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<xs:whiteSpace value="collapse"/>
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<xs:enumeration value="LONG"/>
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<xs:enumeration value="SHORT"/>
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</xs:restriction>
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</xs:simpleType>
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<xs:simpleType name="XsdQuoteType">
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<xs:annotation>
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<xs:documentation>How prices are quoted </xs:documentation>
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</xs:annotation>
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<xs:restriction base="xs:string">
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<xs:whiteSpace value="collapse"/>
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<xs:enumeration value="DISCOUNT"/>
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<xs:enumeration value="DIVIDEND"/>
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<xs:enumeration value="FRACTION"/>
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<xs:enumeration value="PRICE"/>
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<xs:enumeration value="RATE"/>
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<xs:enumeration value="RATIO"/>
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<xs:enumeration value="SPREAD"/>
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<xs:enumeration value="UPFRONT"/>
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<xs:enumeration value="VALUE"/>
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<xs:enumeration value="VARIANCE"/>
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<xs:enumeration value="VOLATILITY"/>
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<xs:enumeration value="YIELD"/>
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</xs:restriction>
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</xs:simpleType>
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<xs:simpleType name="XsdRateCapType">
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<xs:restriction base="xs:string">
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<xs:enumeration value="BESPOKE"/>
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<xs:enumeration value="INFLATION"/>
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<xs:enumeration value="RATE"/>
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</xs:restriction>
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</xs:simpleType>
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<xs:simpleType name="XsdRateSwapType">
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<xs:annotation>
|
|
<xs:documentation>Vanilla, OIS, CMS, etc.</xs:documentation>
|
|
</xs:annotation>
|
|
<xs:restriction base="xs:string">
|
|
<xs:enumeration value="BMA_VS_LIBOR"/>
|
|
<xs:enumeration value="CONSTANT_MATURITY"/>
|
|
<xs:enumeration value="OVERNIGHT_INDEX"/>
|
|
<xs:enumeration value="VANILLA"/>
|
|
</xs:restriction>
|
|
</xs:simpleType>
|
|
<xs:simpleType name="XsdReturnType">
|
|
<xs:annotation>
|
|
<xs:documentation>How to calculate returns</xs:documentation>
|
|
</xs:annotation>
|
|
<xs:restriction base="xs:string">
|
|
<xs:whiteSpace value="collapse"/>
|
|
<xs:enumeration value="COMPOUND"/>
|
|
<xs:enumeration value="DIFFERENCE"/>
|
|
<xs:enumeration value="RATIO"/>
|
|
<xs:enumeration value="SIMPLE"/>
|
|
</xs:restriction>
|
|
</xs:simpleType>
|
|
<xs:simpleType name="XsdRollType">
|
|
<xs:annotation>
|
|
<xs:documentation>Business date convention</xs:documentation>
|
|
</xs:annotation>
|
|
<xs:restriction base="xs:string">
|
|
<xs:whiteSpace value="collapse"/>
|
|
<xs:enumeration value="BACKWARD"/>
|
|
<xs:enumeration value="FORWARD"/>
|
|
<xs:enumeration value="NONE"/>
|
|
</xs:restriction>
|
|
</xs:simpleType>
|
|
<xs:simpleType name="XsdScheduleType">
|
|
<xs:annotation>
|
|
<xs:documentation>Coupon, dividend, etc.</xs:documentation>
|
|
</xs:annotation>
|
|
<xs:restriction base="xs:string">
|
|
<xs:enumeration value="AMORTIZE"/>
|
|
<xs:enumeration value="BARRIER"/>
|
|
<xs:enumeration value="BESPOKE"/>
|
|
<xs:enumeration value="CALL"/>
|
|
<xs:enumeration value="CONVERT"/>
|
|
<xs:enumeration value="COUPON"/>
|
|
<xs:enumeration value="EXPRESSION"/>
|
|
<xs:enumeration value="PUT"/>
|
|
<xs:enumeration value="SINK"/>
|
|
<xs:enumeration value="UNKNOWN"/>
|
|
</xs:restriction>
|
|
</xs:simpleType>
|
|
<xs:simpleType name="XsdSecurityType">
|
|
<xs:annotation>
|
|
<xs:documentation>Security classifier</xs:documentation>
|
|
</xs:annotation>
|
|
<xs:restriction base="XsdAssetType">
|
|
<xs:enumeration value="COMMODITY"/>
|
|
<xs:enumeration value="EQUITY"/>
|
|
<xs:enumeration value="BOND"/>
|
|
<xs:enumeration value="CAP_FLOOR"/>
|
|
<xs:enumeration value="DEFAULT_SWAP"/>
|
|
<xs:enumeration value="FORWARD"/>
|
|
<xs:enumeration value="FUTURES"/>
|
|
<xs:enumeration value="LEASE_POOL"/>
|
|
<xs:enumeration value="OPTION"/>
|
|
<xs:enumeration value="PORTFOLIO"/>
|
|
<xs:enumeration value="SWAP"/>
|
|
<xs:enumeration value="TRANCHE"/>
|
|
</xs:restriction>
|
|
</xs:simpleType>
|
|
<xs:simpleType name="XsdSeniorityType">
|
|
<xs:annotation>
|
|
<xs:documentation>Payment priority on default</xs:documentation>
|
|
</xs:annotation>
|
|
<xs:restriction base="xs:string">
|
|
<xs:whiteSpace value="collapse"/>
|
|
<xs:enumeration value="SENIOR_SECURED"/>
|
|
<xs:enumeration value="SENIOR_UNSECURED"/>
|
|
<xs:enumeration value="SUB_TIER1"/>
|
|
<xs:enumeration value="SUB_TIER2_LOWER"/>
|
|
<xs:enumeration value="SUB_TIER2_UPPER"/>
|
|
<xs:enumeration value="UNKNOWN"/>
|
|
</xs:restriction>
|
|
</xs:simpleType>
|
|
<xs:simpleType name="XsdSettleType">
|
|
<xs:annotation>
|
|
<xs:documentation>Cash or physical delivery?</xs:documentation>
|
|
</xs:annotation>
|
|
<xs:restriction base="xs:string">
|
|
<xs:enumeration value="CASH"/>
|
|
<xs:enumeration value="PHYSICAL"/>
|
|
</xs:restriction>
|
|
</xs:simpleType>
|
|
<xs:simpleType name="XsdSwapLegSide">
|
|
<xs:annotation>
|
|
<xs:documentation>Pay, receive, or net?</xs:documentation>
|
|
</xs:annotation>
|
|
<xs:restriction base="xs:string">
|
|
<xs:enumeration value="NET"/>
|
|
<xs:enumeration value="PAY"/>
|
|
<xs:enumeration value="RECEIVE"/>
|
|
</xs:restriction>
|
|
</xs:simpleType>
|
|
<xs:simpleType name="XsdSwapLegType">
|
|
<xs:annotation>
|
|
<xs:documentation>Swap leg classification</xs:documentation>
|
|
</xs:annotation>
|
|
<xs:restriction base="xs:string">
|
|
<xs:whiteSpace value="collapse"/>
|
|
<xs:enumeration value="ASSET"/>
|
|
<xs:enumeration value="BESPOKE"/>
|
|
<xs:enumeration value="FIXED_RATE"/>
|
|
<xs:enumeration value="FLOATING_RATE"/>
|
|
<xs:enumeration value="INFLATION"/>
|
|
<xs:enumeration value="ZERO_COUPON"/>
|
|
</xs:restriction>
|
|
</xs:simpleType>
|
|
<xs:simpleType name="XsdSwapType">
|
|
<xs:restriction base="xs:string">
|
|
<xs:enumeration value="ASSET"/>
|
|
<xs:enumeration value="BESPOKE"/>
|
|
<xs:enumeration value="COMMODITY"/>
|
|
<xs:enumeration value="CURRENCY"/>
|
|
<xs:enumeration value="GENERAL"/>
|
|
<xs:enumeration value="INDEX"/>
|
|
<xs:enumeration value="INFLATION"/>
|
|
<xs:enumeration value="RATE"/>
|
|
<xs:enumeration value="VARIANCE"/>
|
|
</xs:restriction>
|
|
</xs:simpleType>
|
|
<xs:simpleType name="XsdSpreadType">
|
|
<xs:annotation>
|
|
<xs:documentation>Bond spread types</xs:documentation>
|
|
</xs:annotation>
|
|
<xs:restriction base="xs:string">
|
|
<xs:whiteSpace value="collapse"/>
|
|
<xs:enumeration value="OPTION_ADJUSTED"/>
|
|
<xs:enumeration value="ZERO_VOLATILITY"/>
|
|
</xs:restriction>
|
|
</xs:simpleType>
|
|
<xs:simpleType name="XsdTermStructureType">
|
|
<xs:annotation>
|
|
<xs:documentation>Term structure types</xs:documentation>
|
|
</xs:annotation>
|
|
<xs:restriction base="xs:string">
|
|
<xs:enumeration value="COMMODITY"/>
|
|
<xs:enumeration value="CORRELATION"/>
|
|
<xs:enumeration value="CURRENCY"/>
|
|
<xs:enumeration value="DISCOUNT"/>
|
|
<xs:enumeration value="HAZARD"/>
|
|
<xs:enumeration value="INFLATION"/>
|
|
<xs:enumeration value="LOSS"/>
|
|
<xs:enumeration value="VOLATILITY"/>
|
|
</xs:restriction>
|
|
</xs:simpleType>
|
|
<xs:simpleType name="XsdValueType">
|
|
<xs:annotation>
|
|
<xs:documentation>Forward, present, or horizon value </xs:documentation>
|
|
</xs:annotation>
|
|
<xs:restriction base="xs:string">
|
|
<xs:enumeration value="FORWARD"/>
|
|
<xs:enumeration value="HORIZON"/>
|
|
<xs:enumeration value="PRESENT"/>
|
|
</xs:restriction>
|
|
</xs:simpleType>
|
|
<xs:simpleType name="XsdYieldType">
|
|
<xs:annotation>
|
|
<xs:documentation>Bond yield types</xs:documentation>
|
|
</xs:annotation>
|
|
<xs:restriction base="xs:string">
|
|
<xs:whiteSpace value="collapse"/>
|
|
<xs:enumeration value="MATURITY"/>
|
|
<xs:enumeration value="CALL"/>
|
|
<xs:enumeration value="WORST"/>
|
|
<xs:enumeration value="CASHFLOW"/>
|
|
</xs:restriction>
|
|
</xs:simpleType>
|
|
</xs:schema>
|