correct example file
Rob
-----Original Message-----
From: repowg@xxxxxxxx [mailto:repowg@xxxxxxxx] On Behalf Of
sylvain.benoist@xxxxxxxxxxxx
Sent: Tuesday, April 17, 2007 8:56 AM
To: repowg@xxxxxxxx
Subject: FpML-REPO For todays meeting
All,
please find enclosed a diagram of the Sec Lendind model - hopefully it
will be more appealing than the XML schema to understand the model.
I have also included a snippet, for the SecurityLending product itself,
as a reference.
(Embedded image moved to file: pic26500.jpg)
<xsd:complexType name="SecurityLending">
<xsd:annotation>
<xsd:documentation xml:lang="en">A Securities Lending
agreement, modeled as an FpML:Product.</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="Product">
<xsd:sequence>
<xsd:choice>
<xsd:sequence>
<xsd:annotation>
<xsd:documentation
xml:lang="en">
This
anonymous sequence below is for rebate-based trades, expressed either as
fixed rate
or
spread over a benchmark.
</xsd:documentation>
</xsd:annotation>
<xsd:choice>
<xsd:element name=
"fixedRateSchedule" type="Schedule">
<xsd:annotation>
<
xsd:documentation xml:lang="en">
The
fixed repo rate. It is usually fixed for the duration of the agreement
but can be changed with
mid-life events (rate changes) except for buy SellBack trades.
</
xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name=
"floatingRateCalculation" type="FloatingRateCalculation">
<xsd:annotation>
<
xsd:documentation xml:lang="en">
The
float index and tenor, with a spread. Use for floating rate repos. Most
floatings in Europe are
against EONIA.
</
xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:choice>
<xsd:element name=
"dayCountFraction" type="DayCountFraction">
<xsd:annotation>
<xsd:documentation
xml:lang="en">The day count fraction.</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
<xsd:element name="feeRateSchedule"
type="Schedule" />
</xsd:choice>
<xsd:element name="duration" type=
"RepoDurationEnum" />
<xsd:element name="margin" type="Margin"
/>
<xsd:element name="spotLeg" type=
"SecLendingTransactionLeg" />
<xsd:element name="forwardLeg" type=
"SecLendingTransactionLeg" minOccurs="0">
<xsd:annotation>
<xsd:documentation
xml:lang="en">
The forward transaction
must be specified, unless the lending is open ended.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element ref="midLifeEvent"
minOccurs="0"
maxOccurs="unbounded">
<xsd:annotation>
<xsd:documentation
xml:lang="en">
Mid life events that
occur during the lifetime of the Sec Lending go here.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:choice maxOccurs="unbounded">
<xsd:annotation>
<xsd:documentation
xml:lang="en"> A list of instruments referenced by the Securities
Lending agreement.</ xsd:documentation>
</xsd:annotation>
<xsd:group ref="BondChoice.model" />
<xsd:element ref="equity" />
</xsd:choice>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
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Attachment:
ex1_security_vs_cash_trade_created.xml
Description: ex1_security_vs_cash_trade_created.xml