DerivativeOrConvertible

<xs:element xmlns:altova="http://www.altova.com/xml-schema-extensions"
            xmlns:ds="http://www.w3.org/2000/09/xmldsig#"
            xmlns:xs="http://www.w3.org/2001/XMLSchema"
            minOccurs="0"
            name="DerivativeOrConvertible">
   <xs:annotation>
      <xs:documentation xml:lang="en">For Futures or Convertible bonds:
- Characteristics of the option (implicit or explicit).
- Description of underlying instrument.</xs:documentation>
   </xs:annotation>
   <xs:complexType>
      <xs:sequence>
         <xs:element minOccurs="0" name="OptionCharacteristics">
            <xs:annotation>
               <xs:documentation xml:lang="en">For an Option, description of its characteristincs.
For a convertible bond, description of optional conversion.
Useless for single futures contract.</xs:documentation>
            </xs:annotation>
            <xs:complexType>
               <xs:sequence>
                  <xs:element name="CallPutType">
                     <xs:annotation>
                        <xs:documentation xml:lang="en">A60 - Option type
"Cal"=call 
"Put"=put
"Cap"=cap
"Flr"=floor</xs:documentation>
                     </xs:annotation>
                     <xs:simpleType>
                        <xs:restriction base="xs:string">
                           <xs:enumeration value="Cal"/>
                           <xs:enumeration value="Put"/>
                           <xs:enumeration value="Cap"/>
                           <xs:enumeration value="Flr"/>
                        </xs:restriction>
                     </xs:simpleType>
                  </xs:element>
                  <xs:element name="StrikePrice" type="xs:decimal">
                     <xs:annotation>
                        <xs:documentation xml:lang="en">A61 - Strike price of the option in same unit as price of underlying instrument.</xs:documentation>
                     </xs:annotation>
                  </xs:element>
                  <xs:element name="ConversionRatio" type="xs:decimal">
                     <xs:annotation>
                        <xs:documentation xml:lang="en">A62 - Quantity of UnderlyingInstrument obtained for one "Instrument".</xs:documentation>
                     </xs:annotation>
                  </xs:element>
                  <xs:element minOccurs="0" name="ExerciseType">
                     <xs:annotation>
                        <xs:documentation xml:lang="en">A64 - Option style: AMerican, EUropean, ASiatic, BErmudian
Optional for convertibles</xs:documentation>
                     </xs:annotation>
                     <xs:simpleType>
                        <xs:restriction base="xs:string">
                           <xs:minLength value="2"/>
                           <xs:maxLength value="2"/>
                           <xs:enumeration value="AM"/>
                           <xs:enumeration value="EU"/>
                           <xs:enumeration value="AS"/>
                           <xs:enumeration value="BE"/>
                        </xs:restriction>
                     </xs:simpleType>
                  </xs:element>
                  <xs:element minOccurs="0" name="Convertible">
                     <xs:annotation>
                        <xs:documentation>Only for Convertible bond.
For pricing using shock modelling.</xs:documentation>
                     </xs:annotation>
                     <xs:complexType>
                        <xs:sequence>
                           <xs:element minOccurs="0" name="BondFloor" type="xs:decimal">
                              <xs:annotation>
                                 <xs:documentation>A127 - Lowest value of a convertible bond expressed in quotation currency, at current issuer spread</xs:documentation>
                              </xs:annotation>
                           </xs:element>
                           <xs:element minOccurs="0" name="OptionPremium" type="xs:decimal">
                              <xs:annotation>
                                 <xs:documentation>A128 - Premium of the embedded option of a convertible bond in quotation currency.</xs:documentation>
                              </xs:annotation>
                           </xs:element>
                        </xs:sequence>
                     </xs:complexType>
                  </xs:element>
               </xs:sequence>
            </xs:complexType>
         </xs:element>
         <xs:element name="UnderlyingInstrument">
            <xs:complexType>
               <xs:sequence>
                  <xs:element name="InstrumentCIC" type="CICCodeType">
                     <xs:annotation>
                        <xs:documentation xml:lang="en">A67 - Instrument type. E.g. Equity, bond, option, swap,...
CIC codification.</xs:documentation>
                     </xs:annotation>
                  </xs:element>
                  <xs:element name="InstrumentCode" type="SIISecurityCodificationType">
                     <xs:annotation>
                        <xs:documentation xml:lang="en">A69 68 - Use ISIN, CUSIP,  or OtherSecurityCodes/Name(of codification system) for BLOOMBERG, TELEKURS or Internal code</xs:documentation>
                     </xs:annotation>
                  </xs:element>
                  <xs:element name="InstrumentName" type="xs:string">
                     <xs:annotation>
                        <xs:documentation xml:lang="en">A70 - Name of underlying instrument.</xs:documentation>
                     </xs:annotation>
                  </xs:element>
                  <xs:element name="Valuation">
                     <xs:complexType>
                        <xs:sequence>
                           <xs:element name="Currency" type="ISOCurrencyCodeType">
                              <xs:annotation>
                                 <xs:documentation>A71 - Quotation currency (C)</xs:documentation>
                              </xs:annotation>
                           </xs:element>
                           <xs:element name="MarketPrice" type="xs:decimal">
                              <xs:annotation>
                                 <xs:documentation xml:lang="en">A72 - Last market price known, in Currency (C).</xs:documentation>
                              </xs:annotation>
                           </xs:element>
                           <xs:element minOccurs="0" name="Country" type="ISOCountryCodeType">
                              <xs:annotation>
                                 <xs:documentation xml:lang="en">A73 - Country of quotation</xs:documentation>
                              </xs:annotation>
                           </xs:element>
                           <xs:element minOccurs="0" name="EconomicArea" type="EconomicAreaType">
                              <xs:annotation>
                                 <xs:documentation xml:lang="en">A74 - Economic area code of Country of quotation:
0 non listed
1 EEA;
2 OECD non EEA
3 non OECD</xs:documentation>
                              </xs:annotation>
                           </xs:element>
                        </xs:sequence>
                     </xs:complexType>
                  </xs:element>
                  <xs:element minOccurs="0" name="Coupon">
                     <xs:annotation>
                        <xs:documentation xml:lang="en">If underlying instrument is an interest rate instrument.</xs:documentation>
                     </xs:annotation>
                     <xs:complexType>
                        <xs:sequence>
                           <xs:element name="CouponRate" type="PercentageType">
                              <xs:annotation>
                                 <xs:documentation xml:lang="en">A75 - Next coupon rate in percentage.
3.5% = 3.5</xs:documentation>
                              </xs:annotation>
                           </xs:element>
                           <xs:element name="CouponFrequency" type="SIICouponFrequencyType">
                              <xs:annotation>
                                 <xs:documentation xml:lang="en">A76 - Coupon payment frequency as number of coupons per year
0 = other case than
1= annual
2= biannual
4= quarterly
12= monthly
52=Weekly</xs:documentation>
                              </xs:annotation>
                           </xs:element>
                        </xs:sequence>
                     </xs:complexType>
                  </xs:element>
                  <xs:element minOccurs="0" name="Redemption" type="RedemptionType">
                     <xs:annotation>
                        <xs:documentation xml:lang="en">A77 78 79 - Redemption details.
If underlying instrument is an interest rate instrument.</xs:documentation>
                     </xs:annotation>
                  </xs:element>
                  <xs:element minOccurs="0" name="CreditRiskData" type="CreditRiskDataType">
                     <xs:annotation>
                        <xs:documentation xml:lang="en">A80 to A89 - Issuer of underlying instrument
(or counterparty for OTC instruments).</xs:documentation>
                     </xs:annotation>
                  </xs:element>
               </xs:sequence>
            </xs:complexType>
         </xs:element>
         <xs:element minOccurs="0" name="MaturityDate" type="xs:date">
            <xs:annotation>
               <xs:documentation xml:lang="en">A 39 Expiry date for options. Maturity date for derivatives.</xs:documentation>
            </xs:annotation>
         </xs:element>
      </xs:sequence>
   </xs:complexType>
</xs:element>