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{
  "$schema": "http://json-schema.org/draft-04/schema#",
  "$anchor": "cdm.product.common.settlement",
  "type": "string",
  "title": "ScheduledTransferEnum",
  "description": "The qualification of the type of cash flows associated with OTC derivatives contracts and their lifecycle events.",
  "enum": [
    "CorporateAction",
    "Coupon",
    "CreditEvent",
    "DividendReturn",
    "Exercise",
    "FixedRateReturn",
    "FloatingRateReturn",
    "FractionalAmount",
    "InterestReturn",
    "NetInterest",
    "Performance",
    "PrincipalPayment"
  ],
  "oneOf": [
    {
      "enum": [
        "CorporateAction"
      ],
      "title": "CorporateAction",
      "description": "A cash flow corresponding to a corporate action event."
    },
    
    {
      "enum": [
        "Coupon"
      ],
      "title": "Coupon",
      "description": "A cash flow corresponding to the periodic accrued interests."
    },
    
    {
      "enum": [
        "CreditEvent"
      ],
      "title": "CreditEvent",
      "description": "A cashflow resulting from a credit event."
    },
    
    {
      "enum": [
        "DividendReturn"
      ],
      "title": "DividendReturn",
      "description": "A cash flow corresponding to the synthetic dividend of an equity underlier asset traded through a derivative instrument."
    },
    
    {
      "enum": [
        "Exercise"
      ],
      "title": "Exercise",
      "description": "A cash flow associated with an exercise lifecycle event."
    },
    
    {
      "enum": [
        "FixedRateReturn"
      ],
      "title": "FixedRateReturn",
      "description": "A cash flow corresponding to the return of the fixed interest rate portion of a derivative instrument that has different types of underlying assets, such as a total return swap."
    },
    
    {
      "enum": [
        "FloatingRateReturn"
      ],
      "title": "FloatingRateReturn",
      "description": "A cash flow corresponding to the return of the floating interest rate portion of a derivative instrument that has different types of underlying assets, such as a total return swap."
    },
    
    {
      "enum": [
        "FractionalAmount"
      ],
      "title": "FractionalAmount",
      "description": "A cash flow corresponding to the compensation for missing assets due to the rounding of digits in the original number of assets to be delivered as per payout calculation."
    },
    
    {
      "enum": [
        "InterestReturn"
      ],
      "title": "InterestReturn",
      "description": "A cash flow corresponding to the return of the interest rate portion of a derivative instrument that has different types of underlying assets, such as a total return swap."
    },
    
    {
      "enum": [
        "NetInterest"
      ],
      "title": "NetInterest",
      "description": "Net interest across payout components. Applicable to products such as interest rate swaps."
    },
    
    {
      "enum": [
        "Performance"
      ],
      "title": "Performance",
      "description": "A cash flow corresponding to a performance return.  The settlementOrigin attribute on the Transfer should point to the relevant Payout defining the performance calculation."
    },
    
    {
      "enum": [
        "PrincipalPayment"
      ],
      "title": "PrincipalPayment",
      "description": "A cashflow which amount typically corresponds to the notional amount of the contract for various business reasons e.g. PhysicalSettlement, PrincipalExchange etc. else to a portion of the notional amount interim payments e.g. for the purpose of resetting the Notional Amount of a Cross Currency Swap variying leg, as part of a final Principal Exchange related to a Non-Deliverable currency leg, etc."
    }
  ]
}