Contains a code representing the type of exposure.
2011-06-10
exposureTypeScheme
1-0
http://www.fpml.org/coding-scheme/exposure-type
http://www.fpml.org/coding-scheme/exposure-type-1-0
http://www.fpml.org/coding-scheme/exposure-type-1-0.xml
Code
63
Source
Description
key
IndexOrBasket
FpML
Risk that is a component of an overall index or multi-commodity/multi-asset basket.
Other
FpML
Risk with no special or mitigating characteristics.
TwoComponentIntercommoditySpread
FpML
Risk generated by a trade based on a spread between two commodities.
TwoComponentLocationalBasis
FpML
Risk generated by a trade based on a basis between a single commodity at different delivery locations.