OptionCharacteristics

<xs:element xmlns:altova="http://www.altova.com/xml-schema-extensions"
            xmlns:vc="http://www.w3.org/2007/XMLSchema-versioning"
            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:documentation xml:lang="de">For ein Option, Beschreibung von its characteristincs.
For ein convertible Anleihe, Beschreibung von optional conversion.
Useless für einzeln futures contract.</xs:documentation>
      <xs:documentation xml:lang="fr">For un Option, description de its characteristincs.
For un convertible obligation, description de optionnel conversion.
Useless pour unique futures contract.</xs:documentation>
      <xs:documentation xml:lang="nl">For een Option, beschrijving van its characteristincs.
For een convertible obligatie, beschrijving van optioneel conversion.
Useless voor enkel 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:documentation xml:lang="de">A60 - Optionstyp
"Cal"=call 
"Put"=put
"Cap"=cap
"Flr"=floor</xs:documentation>
               <xs:documentation xml:lang="fr">A60 - Option type
"Cal"=call 
"Put"=put
"Cap"=cap
"Flr"=floor</xs:documentation>
               <xs:documentation xml:lang="nl">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:documentation xml:lang="de">A61 - Ausübungspreis of the option in same unit as price of underlying Instrument.</xs:documentation>
               <xs:documentation xml:lang="fr">A61 - Strike prix de option dans same part comme prix de sous-jacent instrument.</xs:documentation>
               <xs:documentation xml:lang="nl">A61 - Strike prijs van option in same eenheid als prijs van onderliggende waarde 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:documentation xml:lang="de">A62 - "Umwandlungsfaktor : Verhältnis zwischen 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:documentation xml:lang="fr">A62 - "Conversion factor : ratio between numéro de shares received et numéro de bonds held dans case de conversion pour un convertible obligation.
Parity pour options est pas requis dans version 7 
Concordance factor pour obligation futures est pas requis dans version 7"</xs:documentation>
               <xs:documentation xml:lang="nl">A62 - "Conversion factor : ratio between nummer van shares received en nummer van bonds held in case van conversion voor een convertible obligatie.
Parity voor options is niet vereist in versie 7 
Concordance factor voor obligatie futures is niet vereist in versie 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:documentation xml:lang="de">A64 - Optionsstil: AMerican, EUropean, ASiatic, BErmudian
Optional for convertibles</xs:documentation>
               <xs:documentation xml:lang="fr">A64 - Option style: AMerican, EUropean, ASiatic, BErmudian
Optionnel pour convertibles</xs:documentation>
               <xs:documentation xml:lang="nl">A64 - Option style: AMerican, EUropean, ASiatic, BErmudian
Optioneel voor 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 xml:lang="en">Only for Convertible bond.
For pricing using shock modelling.</xs:documentation>
               <xs:documentation xml:lang="de">Only für Convertible Anleihe.
For pricing using shock modelling.</xs:documentation>
               <xs:documentation xml:lang="fr">Only pour Convertible obligation.
For pricing using shock modelling.</xs:documentation>
               <xs:documentation xml:lang="nl">Only voor Convertible obligatie.
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 xml:lang="en">A127 - Lowest value of a convertible bond expressed in quotation currency, at current issuer spread</xs:documentation>
                        <xs:documentation xml:lang="de">A127 - Lowest Wert von ein convertible Anleihe expressed in quotation Währung, at current Emittent spread</xs:documentation>
                        <xs:documentation xml:lang="fr">A127 - Lowest valeur de un convertible obligation expressed dans quotation devise, at current émetteur spread</xs:documentation>
                        <xs:documentation xml:lang="nl">A127 - Lowest waarde van een convertible obligatie expressed in quotation valuta, at current emittent spread</xs:documentation>
                     </xs:annotation>
                  </xs:element>
                  <xs:element minOccurs="0" name="OptionPremium" type="xs:decimal">
                     <xs:annotation>
                        <xs:documentation xml:lang="en">A128 - Premium of the embedded option of a convertible bond in quotation currency.</xs:documentation>
                        <xs:documentation xml:lang="de">A128 - Premium von embedded option von ein convertible Anleihe in quotation Währung.</xs:documentation>
                        <xs:documentation xml:lang="fr">A128 - Premium de embedded option de un convertible obligation dans quotation devise.</xs:documentation>
                        <xs:documentation xml:lang="nl">A128 - Premium van embedded option van een convertible obligatie in quotation valuta.</xs:documentation>
                     </xs:annotation>
                  </xs:element>
               </xs:sequence>
            </xs:complexType>
         </xs:element>
      </xs:sequence>
   </xs:complexType>
</xs:element>