OptionCharacteristics

<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="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:length value="3"/>
                  <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 - "Conversion factor : ratio between the number of shares received and the number of bonds held in case of conversion for a convertible bond.
Parity for options is not required in version 7 
Concordance factor for bond futures is not required in version 7"</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>