All Element Summary |
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A reference to the party responsible for reporting trading activities.
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adjustedDate (defined in AdjustedAndOrUnadjustedDate.model group) |
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assetReference (defined in ScheduledDate complexType) |
A reference to the leg (or other product component) for which these dates occur.
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Valuations reported in this valuation set.
|
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The value that is associated with the scheduled date.
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A reference to the value associated with this scheduled date.
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A reference to the party from whose perspective the position is valued, ie. the owner or holder of the position.
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baseParty (defined in ReportingRoles complexType) |
A reference to the party from whose perspective the position is valued, ie. the owner or holder of the position.
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baseParty (in valuationSet) |
Reference to the party from whose point of view the assets are valued.
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constituent (defined in Position complexType) |
The components that create this position.
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A reference to a sensitivity set definition.
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Does this valuation set include a market environment?
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fxRate (defined in AssetValuation complexType) |
Indicates the rate of a currency conversion that may have been used to compute valuations.
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An amount of an instrument that is held.
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name (in sensitivitySet) |
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name (in valuationSet) |
The name of the valuation set, used to understand what it means.
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originatingEvent (defined in PositionStatusInfo.model group) |
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A reference to the party responsible for reporting the position itself and its constituents.
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A previously submitted version of the position.
|
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A description of how much of the instrument is held.
|
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Charactistics (measure types, units, sides, etc.) of the quotes used (requested/reported) in the valuation set.
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quote (defined in AssetValuation complexType) |
One or more numerical measures relating to the asset, possibly together with sensitivities of that measure to pricing inputs.
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reportingRoles (defined in Position complexType) |
Information about the roles of the parties with respect to reporting the positions.
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scheduledDate (defined in Position complexType) |
Position level schedule date, such as final payment dates, in a simple and flexible format.
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||||||||||
Zero or more sets of sensitivities of this measure to various input parameters.
|
||||||||||
Definition(s) of sensitivity sets used (requested or reported) in this valuation set.
|
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status (defined in PositionStatusInfo.model group) |
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trade (defined in PositionConstituent complexType) |
An element that allows the full details of the trade to be used as a mechanism for identifying the trade for which the post-trade event pertains.
|
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tradeReference (defined in PositionConstituent complexType) |
The trade reference identifier(s) allocated to the trade by the parties involved.
|
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type (defined in ScheduledDate complexType) |
The type of the date, e.g. next or previous payment.
|
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Whether the position is actually owned or is borrowed.
|
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unadjustedDate (defined in AdjustedAndOrUnadjustedDate.model group) |
|
|||||||||
Valuation reported for the position, such as NPV or accrued interest.
|
||||||||||
A reference to the party responsible for calculating and reporting the valuations of the positions.
|
||||||||||
Valuation scenerios used (requested/reported) in this valuation set.
|
||||||||||
References to valuation scenarios used (requested/reported) in this valuation set.
|
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|
Complex Type Summary |
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A structure that holds a set of measures about an asset, including possibly their sensitivities.
|
||||||||||
A net accumulated position held in an asset.
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A collection of related trades or positions and the corresponding aggregate exposures generated by these.
|
||||||||||
The items (trades, trade references, holdings, other positions) that comprise this position.
|
||||||||||
A list of events that have affected a position.
|
||||||||||
Some kind of numerical measure about an asset, eg. its NPV, together with characteristics of that measure, together with optional sensitivities.
|
||||||||||
The roles of the parties in reporting information such as positions.
|
||||||||||
An servicing date relevant for a trade structure, such as a payment or a reset.
|
||||||||||
A scheme used to identify the type of a stream scheduled servicing date.
|
||||||||||
The sensitivity of a value to a defined change in input parameters.
|
||||||||||
A collection of sensitivities.
|
||||||||||
A set of valuation inputs and results.
|
||||||||||
The amount of detail provided in the valuation set, e.g. is market environment data provided, are risk definitions provided, etc.
|
Element Group Summary |
||||||||||
Contains at least one of an adjusted date and and unadjusted date, using the usual meanings of those terms.
|
||||||||||
An associated value or reference for a scheduled date.
|
||||||||||
Contains information about the status of the position
|
<?xml version="1.0" encoding="utf-8"?>
<!--
== Copyright (c) 2002-2018 All rights reserved. == Financial Products Markup Language is subject to the FpML public license. == A copy of this license is available at http://www.fpml.org/license/license.html --> <xsd:schema attributeFormDefault="unqualified" ecore:documentRoot="FpML" ecore:nsPrefix="rpt" ecore:package="org.fpml.reporting" elementFormDefault="qualified" targetNamespace="http://www.fpml.org/FpML-5/reporting" version="$Revision: 13171 $" xmlns="http://www.fpml.org/FpML-5/reporting" xmlns:ecore="http://www.eclipse.org/emf/2002/Ecore" xmlns:fpml-annotation="http://www.fpml.org/annotation" xmlns:xsd="http://www.w3.org/2001/XMLSchema">
<xsd:include schemaLocation="fpml-enum-5-10.xsd"/>
<xsd:annotation>
</xsd:complexType>
<xsd:documentation xml:lang="en">
</xsd:annotation>
A structure that holds a set of measures about an asset, including possibly their sensitivities.
</xsd:documentation>
<xsd:complexContent>
<xsd:extension base="Valuation">
</xsd:complexContent>
<xsd:sequence>
</xsd:extension>
<xsd:element maxOccurs="unbounded" minOccurs="0" name="quote" type="Quotation">
</xsd:sequence>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
One or more numerical measures relating to the asset, possibly together with sensitivities of that measure to pricing inputs.
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
Indicates the rate of a currency conversion that may have been used to compute valuations.
</xsd:documentation>
<xsd:annotation>
</xsd:complexType>
<xsd:documentation xml:lang="en">
</xsd:annotation>
A collection of related trades or positions and the corresponding aggregate exposures generated by these.
</xsd:documentation>
<xsd:sequence>
<xsd:group ref="PositionIdAndVersion.model"/>
</xsd:sequence>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
Information about the roles of the parties with respect to reporting the positions.
</xsd:documentation>
<xsd:annotation>
</xsd:annotation>
</xsd:element>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
Position level schedule date, such as final payment dates, in a simple and flexible format.
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
Valuation reported for the position, such as NPV or accrued interest. The asset/object references in the valuations should refer to the deal or components of the deal in the position, e.g. legs, streams, or underlyers.
</xsd:documentation>
<xsd:annotation>
</xsd:complexType>
<xsd:documentation xml:lang="en">
</xsd:annotation>
The items (trades, trade references, holdings, other positions) that comprise this position. Currently a position may consist only of a single trade, a reference to a previously submitted position, or a reference to the trade. The choice structure is optional to allow extensions to be placed within this container.
</xsd:documentation>
<xsd:choice minOccurs="0">
<xsd:element name="trade" type="Trade">
</xsd:choice>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
An element that allows the full details of the trade to be used as a mechanism for identifying the trade for which the post-trade event pertains.
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">A previously submitted version of the position.</xsd:documentation>
</xsd:annotation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
The trade reference identifier(s) allocated to the trade by the parties involved.
</xsd:documentation>
<xsd:annotation>
</xsd:annotation>
</xsd:element>
<xsd:annotation>
</xsd:annotation>
</xsd:complexType>
<xsd:sequence>
<xsd:element minOccurs="0" ref="underlyingAsset">
</xsd:sequence>
<xsd:annotation>
</xsd:annotation>
</xsd:element>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
A description of how much of the instrument is held.
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
Whether the position is actually owned or is borrowed. If omitted, it is assumed to be a long position.
</xsd:documentation>
<xsd:annotation>
</xsd:complexType>
<xsd:documentation xml:lang="en">A list of events that have affected a position.</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
</xsd:sequence>
<xsd:annotation>
</xsd:complexType>
<xsd:documentation xml:lang="en">
</xsd:annotation>
Some kind of numerical measure about an asset, eg. its NPV, together with characteristics of that measure, together with optional sensitivities.
</xsd:documentation>
<xsd:sequence>
<xsd:group ref="Quotation.model"/>
</xsd:sequence>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
Zero or more sets of sensitivities of this measure to various input parameters.
</xsd:documentation>
<xsd:annotation>
</xsd:complexType>
<xsd:documentation xml:lang="en">
</xsd:annotation>
The roles of the parties in reporting information such as positions.
</xsd:documentation>
<xsd:sequence>
<xsd:element minOccurs="0" name="baseParty" type="PartyReference">
</xsd:sequence>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
A reference to the party from whose perspective the position is valued, ie. the owner or holder of the position.
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
A reference to the party from whose perspective the position is valued, ie. the owner or holder of the position.
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
A reference to the party responsible for reporting trading activities.
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
A reference to the party responsible for reporting the position itself and its constituents.
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
A reference to the party responsible for calculating and reporting the valuations of the positions.
</xsd:documentation>
<xsd:annotation>
</xsd:complexType>
<xsd:documentation xml:lang="en">
</xsd:annotation>
An servicing date relevant for a trade structure, such as a payment or a reset.
</xsd:documentation>
<xsd:sequence>
<xsd:group minOccurs="0" ref="AdjustedAndOrUnadjustedDate.model"/>
</xsd:sequence>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
The type of the date, e.g. next or previous payment.
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
A reference to the leg (or other product component) for which these dates occur.
</xsd:documentation>
<xsd:annotation>
</xsd:complexType>
<xsd:documentation xml:lang="en">
</xsd:annotation>
A scheme used to identify the type of a stream scheduled servicing date.
</xsd:documentation>
<xsd:simpleContent>
<xsd:extension base="Scheme">
</xsd:simpleContent>
<xsd:attribute default="http://www.fpml.org/coding-scheme/scheduled-date-type" name="scheduledDateTypeScheme" type="NonEmptyURI"/>
</xsd:extension>
<xsd:annotation>
</xsd:complexType>
<xsd:documentation xml:lang="en">
</xsd:annotation>
The sensitivity of a value to a defined change in input parameters.
</xsd:documentation>
<xsd:simpleContent>
<xsd:extension base="xsd:decimal">
</xsd:simpleContent>
<xsd:attribute name="name" type="NormalizedString">
</xsd:extension>
<xsd:annotation>
</xsd:attribute>
<xsd:documentation xml:lang="en">
</xsd:annotation>
A optional name for this sensitivity. This is primarily intended for display purposes.
</xsd:documentation>
<xsd:annotation>
</xsd:attribute>
<xsd:documentation xml:lang="en">
</xsd:annotation>
A optional (but normally supplied) reference to the definition of this sensitivity.
</xsd:documentation>
<xsd:annotation>
</xsd:complexType>
<xsd:documentation xml:lang="en">
</xsd:annotation>
A collection of sensitivities. References a definition that explains the meaning/type of the sensitivities.
</xsd:documentation>
<xsd:sequence>
<xsd:element minOccurs="0" name="name" type="String"/>
</xsd:sequence>
<xsd:annotation>
</xsd:annotation>
</xsd:element>
<xsd:annotation>
</xsd:complexType>
<xsd:documentation xml:lang="en">
</xsd:annotation>
A set of valuation inputs and results. This structure can be used for requesting valuations, or for reporting them. In general, the request fills in fewer elements.
</xsd:documentation>
<xsd:sequence>
<xsd:element minOccurs="0" name="name" type="String">
</xsd:sequence>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
The name of the valuation set, used to understand what it means. E.g., "EOD Values and Risks for Party A".
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
Valuation scenerios used (requested/reported) in this valuation set. E.g., the EOD valuation scenario for a particular value date. Used for the first occurrence of a valuation scenario in a document.
</xsd:documentation>
<xsd:element maxOccurs="unbounded" minOccurs="0" name="valuationScenarioReference" type="ValuationScenarioReference">
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
References to valuation scenarios used (requested/reported) in this valuation set. E..g, a reference to the EOD valuation scenario for a particular value date. Used for subsequence occurrences of a valuation set in an FpML document.
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
Reference to the party from whose point of view the assets are valued.
</xsd:documentation>
<xsd:element maxOccurs="unbounded" minOccurs="0" name="quotationCharacteristics" type="QuotationCharacteristics">
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
Charactistics (measure types, units, sides, etc.) of the quotes used (requested/reported) in the valuation set.
</xsd:documentation>
<xsd:element maxOccurs="unbounded" minOccurs="0" name="sensitivitySetDefinition" type="SensitivitySetDefinition">
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
Definition(s) of sensitivity sets used (requested or reported) in this valuation set.
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
Does this valuation set include a market environment?
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
Valuations reported in this valuation set. These values can be values (NPVs, prices, etc.) or risks (DAR, etc.) and can include sensitivities.
</xsd:documentation>
<xsd:annotation>
</xsd:complexType>
<xsd:documentation xml:lang="en">
</xsd:annotation>
The amount of detail provided in the valuation set, e.g. is market environment data provided, are risk definitions provided, etc.
</xsd:documentation>
<xsd:simpleContent>
</xsd:simpleContent>
<xsd:annotation>
</xsd:group>
<xsd:documentation xml:lang="en">
</xsd:annotation>
Contains at least one of an adjusted date and and unadjusted date, using the usual meanings of those terms.
</xsd:documentation>
<xsd:choice>
</xsd:choice>
<xsd:annotation>
</xsd:group>
<xsd:documentation xml:lang="en">
</xsd:annotation>
An associated value or reference for a scheduled date.
</xsd:documentation>
<xsd:choice>
<xsd:element name="associatedValue" type="AssetValuation">
</xsd:choice>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
The value that is associated with the scheduled date.
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
A reference to the value associated with this scheduled date.
</xsd:documentation>
<xsd:annotation>
</xsd:group>
<xsd:documentation xml:lang="en">
</xsd:annotation>
Contains information about the status of the position
</xsd:documentation>
<xsd:sequence>
</xsd:sequence>
</xsd:schema>
|
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.
|