XML Schema Documentation

Super-types:	None
Sub-types:	None

Name	AssetPool
Used by (from the same schema document)	Complex Type Mortgage
Abstract	no
Documentation	Characterise the asset pool behind an asset backed bond.

XML Instance Representation

<...>
Start Group: VersionHistory.model [0..1]

<version> xsd:nonNegativeInteger </version> [1]

'The version number'

<effectiveDate> IdentifiedDate </effectiveDate> [0..1]

'Optionally it is possible to specify a version effective date when a versionId is supplied.'

End Group: VersionHistory.model

<initialFactor> xsd:decimal </initialFactor> [1]

'The part of the mortgage that is outstanding on trade inception, i.e. has not been repaid yet as principal. It is expressed as a multiplier factor to the morgage: 1 means that the whole mortage amount is outstanding, 0.8 means that 20% has been repaid.'

<currentFactor> xsd:decimal </currentFactor> [0..1]

'The part of the mortgage that is currently outstanding. It is expressed similarly to the initial factor, as factor multiplier to the mortgage. This term is formally defined as part of the \"ISDA Standard Terms Supplement for use with credit derivatives transactions on mortgage-backed security with pas-as-you-go or physical settlement\".'

</...>

Schema Component Representation

<xsd:complexType name="AssetPool">

<xsd:sequence>

<xsd:group ref=" VersionHistory.model " minOccurs="0"/>

<xsd:element name="initialFactor" type=" xsd:decimal "/>

<xsd:element name="currentFactor" type=" xsd:decimal " minOccurs="0"/>

</xsd:sequence>

</xsd:complexType>

Generated by <oXygen/> XML Editor using a modified version of xs3p that adds schema diagrams and chunking support.

Complex Type: AssetPool

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