complexType "RepoFarLeg"
Namespace:
http://www.fpml.org/FpML-5/reporting
Content:
complex, 1 attribute, 12 elements
Defined:
globally in fpml-repo-5-10.xsd; see XML source
Includes:
definitions of 5 elements
Used:
at 1 location
Content Model Diagram
XML Representation Summary
<...
   
id
 = 
xsd:ID
   
>
   
Content: 
buyerPartyReference?, buyerAccountReference?, sellerPartyReference?, sellerAccountReference?, settlementDate?, (settlementAmount | settlementCurrency), fxRate?, (deliveryMethod?, deliveryDate?, collateral*)?, repoInterest?
</...>
Content Model Elements (12):
buyerAccountReference,
buyerPartyReference (defined in BuyerSeller.model group),
collateral (in farLeg in repo),
deliveryDate (in farLeg in repo),
deliveryMethod (in farLeg in repo),
fxRate (in farLeg in repo),
repoInterest,
sellerAccountReference,
sellerPartyReference (defined in BuyerSeller.model group),
settlementAmount (defined in SettlementAmountOrCurrency.model group),
settlementCurrency (defined in SettlementAmountOrCurrency.model group),
settlementDate (defined in RepoLegBase complexType)
All Direct / Indirect Based Elements (1):
farLeg (in repo)
Known Usage Locations
Annotation
A transaction leg for a repo is equivalent to a single cash transaction. It is augmented here to carry some values that are of interest for the repo. Also note that the BuyerSeller model in this transaction must be the exact opposite of the one found in the near leg.
Type Definition Detail
Type Derivation Tree
Leg (extension)
  RepoLegBase (extension)
      RepoFarLeg
XML Source (w/o annotations (7); see within schema source)
<xsd:complexType name="RepoFarLeg">
<xsd:complexContent>
<xsd:extension base="RepoLegBase">
<xsd:sequence>
<xsd:group ref="SettlementAmountOrCurrency.model"/>
<xsd:element minOccurs="0" name="fxRate" type="FxRate"/>
<xsd:sequence minOccurs="0">
<xsd:element minOccurs="0" name="deliveryMethod" type="DeliveryMethod"/>
<xsd:element minOccurs="0" name="deliveryDate" type="AdjustableOrRelativeDate"/>
<xsd:element maxOccurs="unbounded" minOccurs="0" name="collateral" type="CollateralValuation"/>
</xsd:sequence>
<xsd:element minOccurs="0" name="repoInterest" type="xsd:decimal"/>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
Content Element Detail (all declarations; defined within this component only; 5/12)
collateral
Type:
CollateralValuation, complex content
Collateral element is used to carry the quantity and price details that are required to ensure that a repo contract is executed at fair value, with the value of the collateral matching the cash amount of the repo. Collateral is declared as optional here, with multiple cardinalities, since there can be a repo "Multi", with multiple instruments specified, or a "Cash Borrow/Loan" and “TriPartyRepo” with no collateral. In general cases, however it should be specified. This element can be omitted in farLeg.
XML Source (w/o annotations (1); see within schema source)
<xsd:element maxOccurs="unbounded" minOccurs="0" name="collateral" type="CollateralValuation"/>
deliveryDate
Type:
AdjustableOrRelativeDate, complex content
Delivery Date for the transaction. Delivery Date can be populated when it is not equal to the Settlement Date.
XML Source (w/o annotations (1); see within schema source)
<xsd:element minOccurs="0" name="deliveryDate" type="AdjustableOrRelativeDate"/>
deliveryMethod
Type:
DeliveryMethod, simple content
Specifies a delivery method for the security transaction.
Simple Content
xsd:normalizedString
maxLength:
255
minLength:
0
XML Source (w/o annotations (1); see within schema source)
<xsd:element minOccurs="0" name="deliveryMethod" type="DeliveryMethod"/>
fxRate
Type:
FxRate, complex content
Indicates the rate of a currency conversion that is used to compute settlement amount for cross-currency transactions.
XML Source (w/o annotations (1); see within schema source)
<xsd:element minOccurs="0" name="fxRate" type="FxRate"/>
repoInterest
Type:
xsd:decimal, predefined, simple content
The repo interest is basically the difference between the settlement amounts at spot and forward date. It is a fully figured amount, but it does not have to be specified in the message. It is not a 'Money' amount as it is implicitly expressed in the settlement currency.
XML Source (w/o annotations (1); see within schema source)
<xsd:element minOccurs="0" name="repoInterest" type="xsd:decimal"/>
XML schema documentation generated with DocFlex/XML 1.10b5 using DocFlex/XML XSDDoc 2.8.1 template set. All content model diagrams generated by Altova XMLSpy via DocFlex/XML XMLSpy Integration.