complexType "RegulatoryReportingProductCreditDetails"

Namespace:	http://www.fpml.org/FpML-5/confirmation
Content:	complex, 7 elements
Defined:	globally in fpml-reg-reporting-product-5-11.xsd; see XML source
Includes:	definitions of 2 elements
Used:	at 1 location

Content Model Diagram

XML Representation Summary

<...>

Content:

attachmentPoint, exhaustionPoint, seniority?, indexFactor?, indexSeries?, indexAnnexVersion?, fixedRecoveryFinalPrice

</...>

Content Model Elements (7):

attachmentPoint (in creditDetails),

exhaustionPoint (in creditDetails),

fixedRecoveryFinalPrice,

indexAnnexVersion (in creditDetails),

indexFactor (in creditDetails),

indexSeries (in creditDetails),

seniority (in creditDetails)

All Direct / Indirect Based Elements (1):

creditDetails

Known Usage Locations

As direct type of elements (1):

creditDetails

XML Source (w/o annotations (3); see within schema source)

<xsd:complexType name="RegulatoryReportingProductCreditDetails">

<xsd:sequence>

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

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

<xsd:group ref="RegulatoryReportingNonCDECreditDetails.model"/>

</xsd:sequence>

</xsd:complexType>

Content Element Detail (all declarations; defined within this component only; 2/7)

attachmentPoint

Type:

xsd:decimal, predefined, simple content

Lower bound percentage of the loss that the Tranche can endure, expressed as a decimal. An attachment point of 5% would be represented as 0.05. The difference between Attachment and Exhaustion points is call the width of the Tranche. A schema facet to constraint the value between 0 to 1 will be introduced in FpML 4.3.

XML Source (w/o annotations (1); see within schema source)

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

exhaustionPoint

Type:

xsd:decimal, predefined, simple content

Upper bound percentage of the loss that the Tranche can endure, expressed as a decimal. An exhaustion point of 5% would be represented as 0.05. The difference between Attachment and Exhaustion points is call the width of the Tranche. A schema facet to constraint the value between 0 to 1 will be introduced in FpML 4.3.

XML Source (w/o annotations (1); see within schema source)

<xsd:element name="exhaustionPoint" 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.