complexType "SecurityLending"

Namespace:	http://www.fpml.org/FpML-5/confirmation
Content:	complex, 1 attribute, 27 elements
Defined:	globally in fpml-sec-lending-5-11.xsd; see XML source
Includes:	definitions of 13 elements
Used:	at 1 location

Content Model Diagram

XML Representation Summary

<...

xsd:ID

Content:

</...>

Content Model Elements (27):

assetClass,

borrowerAccountReference,

borrowerPartyReference (in securityLending),

callDate (in securityLending),

callingParty (in securityLending),

collateralProvisions,

dayCountFraction (in securityLending),

dividendRate,

duration (in securityLending),

extensionPeriod (defined in ExtensionPeriod.model group),

extensionStyle,

fee,

initiation,

lenderAccountReference,

lenderPartyReference (in securityLending),

minimumBillingAmount,

noticePeriod (in securityLending),

partyNoticePeriod (in securityLending),

primaryAssetClass (defined in Product.model group),

principal (in securityLending),

productId (defined in Product.model group),

productType (defined in Product.model group),

rebate (in securityLending),

rebatePaymentFrequency,

secondaryAssetClass,

termination (in securityLending)

All Direct / Indirect Based Elements (1):

securityLending

Known Usage Locations

As direct type of elements (1):

securityLending

Type Definition Detail

Type Derivation Tree

Product (extension)

SecurityLending

XML Source (w/o annotations (12); see within schema source)

<xsd:complexType name="SecurityLending">

<xsd:complexContent>

<xsd:extension base="Product">

<xsd:sequence>

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

<xsd:element name="principal" type="SecurityValuation"/>

<xsd:sequence>

<xsd:element name="initiation" type="SecLendInitiation"/>

<xsd:element minOccurs="0" name="termination" type="SecLendTermination"/>

</xsd:sequence>

<xsd:sequence>

<xsd:element name="duration" type="SecurityLendingDurationEnum"/>

<xsd:choice minOccurs="0">

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

<xsd:sequence>

<xsd:element name="callingParty" type="SecLendCallingPartyEnum"/>

<xsd:element minOccurs="0" name="callDate" type="AdjustableOrRelativeDate"/>

<xsd:choice minOccurs="0">

<xsd:element name="noticePeriod" type="AdjustableOffset"/>

<xsd:element maxOccurs="2" name="partyNoticePeriod" type="PartyNoticePeriod"/>

</xsd:choice>

</xsd:sequence>

</xsd:choice>

</xsd:sequence>

<xsd:sequence>

<xsd:choice>

<xsd:sequence>

<xsd:element name="fee" type="SecLendFeeCalculation"/>

<xsd:element minOccurs="0" name="rebate" type="SecLendRebateCalculation"/>

</xsd:sequence>

<xsd:element name="rebate" type="SecLendRebateCalculation"/>

</xsd:choice>

<xsd:element name="dayCountFraction" type="DayCountFraction"/>

</xsd:sequence>

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

<xsd:element name="collateralProvisions" type="SecLendCollateralProvisions"/>

</xsd:sequence>

</xsd:extension>

</xsd:complexContent>

</xsd:complexType>

Content Element Detail (all declarations; defined within this component only; 13/27)

callDate

Type:

AdjustableOrRelativeDate, complex content

Defines the latest date when the open repo transaction can be exercised (and no later than which it must be exercised) on demand by a party to the trade indicated in the electingParty element (or in the Master Agreement, if the electingParty element has AsDefinedInMasterAgreement value). For instance, in the open repo transaction with callDate agreed as business day one year after the trade date far leg can be settled on any day after the near leg settlement date and before and including the callDate. If the call date is not defined in trade terms and / or not included into trade confirmation this element can be omitted.

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

<xsd:element minOccurs="0" name="callDate" type="AdjustableOrRelativeDate"/>

callingParty

Type:

SecLendCallingPartyEnum, simple content

A party to the open repo or security lending transaction that has a right to demand for exercise of far leg of the open repo or security lending transaction. This element represents an enumerated list that includes InitialBuyer, InitialSeller, Either, AsDefinedInMasterAgreement. In the default case either party can call for closing open repo transaction, unless otherwise specified. If electing parties are not defined in open repo confirmation, when they are defined by default in the Master Agreement, AsDefinedInMasterAgreement value should be used. Exact buyer/seller related parties, including any third parties who can demand exercise of open repo transactions on behalf of the parties to the trade (calculation agent, executing broker, etc.), can be defined in the relatedParty element (tradeHeader/partyTradeInformation).

Simple Content

enumeration of xsd:token

Enumeration:

"Borrower"	-	Initial borrower to the SBL transaction. See: http://www.FpML.org
"Lender"	-	Initial lender to SBL transaction. See: http://www.FpML.org
"Either"	-	Either Lender or Borrower to the SBL transaction. See: http://www.FpML.org
"AsDefinedInMasterAgreement"	-	As defined in Master Agreement. See: http://www.FpML.org

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

<xsd:element name="callingParty" type="SecLendCallingPartyEnum"/>

collateralProvisions

Type:

SecLendCollateralProvisions, complex content

XML Source (see within schema source)

<xsd:element name="collateralProvisions" type="SecLendCollateralProvisions"/>

dayCountFraction

Type:

DayCountFraction, simple content

The day count fraction for calculating a fee or a rebate on a SBL transaction.

Simple Content

xsd:normalizedString

maxLength:	255
minLength:	0

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

<xsd:element name="dayCountFraction" type="DayCountFraction"/>

duration

Type:

SecurityLendingDurationEnum, simple content

Duration of the security lending transaction. {Open, Term}.

Simple Content

enumeration of xsd:token

Enumeration:

"Open"	-	Indicates that the contract is an open arrangement, which remains in effect unless or until terminated at the option of one or both parties. Business rule: When a security lending arrangement is 'Open', the termination block ("termination/settlementDate") MUST NOT be specified.
"Term"	-	Indicates that a contract is a regular term contract, with a start date and an end date. Business rule: When a security lending arrangement is 'Term', both the initiation block ("initiation/settlementDate") and the termination block ("termination/settlementDate") MUST be specified.

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

<xsd:element name="duration" type="SecurityLendingDurationEnum"/>

fee

Type:

SecLendFeeCalculation, complex content

Under a non-cash collateralised transaction, the borrower pays a fee on the security being lent.

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

<xsd:element name="fee" type="SecLendFeeCalculation"/>

initiation

Type:

SecLendInitiation, complex content

Initiation of the security lending transaction: initial transfer of principal.

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

<xsd:element name="initiation" type="SecLendInitiation"/>

noticePeriod

Type:

AdjustableOffset, complex content

Notice period for open repo transactions in number of days. This element represents agreed period of notice to be given in advance before exercise of the repo trade by a party requesting such exercise.

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

<xsd:element name="noticePeriod" type="AdjustableOffset"/>

partyNoticePeriod

Type:

PartyNoticePeriod, complex content

Notice period for open repo transactions referenced to a party to the trade, in number of days. This element represents agreed period of notice to be given in advance before exercise of the repo trade by a party requesting such exercise and reference to that party.

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

<xsd:element maxOccurs="2" name="partyNoticePeriod" type="PartyNoticePeriod"/>

principal

Type:

SecurityValuation, complex content

The security (principal) which is the subject of the lending transaction.

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

<xsd:element name="principal" type="SecurityValuation"/>

rebate

Type:

SecLendRebateCalculation, complex content

XML Source (see within schema source)

<xsd:element minOccurs="0" name="rebate" type="SecLendRebateCalculation"/>

rebate

Type:

SecLendRebateCalculation, complex content

Under a cash collateralised transaction: a portion of re-investment interest paid to the security borrower (rebate).

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

<xsd:element name="rebate" type="SecLendRebateCalculation"/>

termination

Type:

SecLendTermination, complex content

Termination of the security lending transaction: return of principal.

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

<xsd:element minOccurs="0" name="termination" type="SecLendTermination"/>

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.