group "ProductExposureCategory.model"
Namespace:
http://www.fpml.org/FpML-5/reporting
Content:
17 elements
Defined:
globally in fpml-reporting-5-7.xsd; see XML source
Includes:
definitions of 17 elements
Used:
at 1 location
Content Model Diagram
Complex Content Model
assetClass?, productType*, productId*, currency?, underlyingAsset?, relatedAsset*, exposureType?, indexTenor?, sector?, sectorType?, seniority?, restructuring?, couponRate?, (futuresEquivalentMonth | priceReferenceMonth)?, optionType?, expirationDate?
Content Model Elements (17):
assetClass (defined in ProductExposureCategory.model group),
couponRate (defined in ProductExposureCategory.model group),
currency (defined in ProductExposureCategory.model group),
expirationDate (defined in ProductExposureCategory.model group),
exposureType,
futuresEquivalentMonth,
indexTenor (defined in ProductExposureCategory.model group),
optionType (defined in ProductExposureCategory.model group),
priceReferenceMonth,
productId (defined in ProductExposureCategory.model group),
productType (defined in ProductExposureCategory.model group),
relatedAsset,
restructuring (defined in ProductExposureCategory.model group),
sector (defined in ProductExposureCategory.model group),
sectorType,
seniority (defined in ProductExposureCategory.model group),
underlyingAsset (defined in ProductExposureCategory.model group)
Known Usage Locations
Annotation
A group a specific set of market risk factors for which an exposure record is provided.
XML Source (w/o annotations (5); see within schema source)
<xsd:group name="ProductExposureCategory.model">
<xsd:sequence>
<xsd:element minOccurs="0" name="assetClass" type="AssetClass"/>
<xsd:element maxOccurs="unbounded" minOccurs="0" name="productType" type="ProductType"/>
<xsd:element maxOccurs="unbounded" minOccurs="0" name="productId" type="ProductId"/>
<xsd:element minOccurs="0" name="currency" type="Currency"/>
<xsd:element minOccurs="0" name="underlyingAsset" type="ExposureUnderlyingAsset"/>
<xsd:element maxOccurs="unbounded" minOccurs="0" name="relatedAsset" type="ExposureUnderlyingAsset"/>
<xsd:element minOccurs="0" name="exposureType" type="ExposureType"/>
<xsd:element minOccurs="0" name="indexTenor" type="Period"/>
<xsd:element minOccurs="0" name="sector" type="Sector"/>
<xsd:element minOccurs="0" name="sectorType" type="SectorType"/>
<xsd:element minOccurs="0" name="seniority" type="CreditSeniority"/>
<xsd:element minOccurs="0" name="restructuring" type="Restructuring"/>
<xsd:element minOccurs="0" name="couponRate" type="xsd:decimal"/>
<xsd:choice minOccurs="0">
<xsd:element name="futuresEquivalentMonth" type="YearAndMonth"/>
<xsd:element name="priceReferenceMonth" type="YearAndMonth"/>
</xsd:choice>
<xsd:element minOccurs="0" name="optionType" type="PutCallEnum"/>
<xsd:element minOccurs="0" name="expirationDate" type="xsd:date"/>
</xsd:sequence>
</xsd:group>
Content Element Detail (all declarations; defined within this component only; 17/17)
assetClass
Type:
AssetClass, simple content
Simple Content
xsd:normalizedString
maxLength:
255
XML Source (see within schema source)
<xsd:element minOccurs="0" name="assetClass" type="AssetClass"/>
couponRate
Type:
xsd:decimal, predefined, simple content
Specifies the coupon rate (expressed in percentage) of a fixed income security or convertible bond.
XML Source (w/o annotations (1); see within schema source)
<xsd:element minOccurs="0" name="couponRate" type="xsd:decimal"/>
currency
Type:
Currency, simple content
Simple Content
xsd:normalizedString
maxLength:
255
XML Source (see within schema source)
<xsd:element minOccurs="0" name="currency" type="Currency"/>
expirationDate
Type:
xsd:date, predefined, simple content
XML Source (see within schema source)
<xsd:element minOccurs="0" name="expirationDate" type="xsd:date"/>
exposureType
Type:
ExposureType, simple content
Simple Content
xsd:normalizedString
maxLength:
255
XML Source (see within schema source)
<xsd:element minOccurs="0" name="exposureType" type="ExposureType"/>
futuresEquivalentMonth
Type:
YearAndMonth, simple content
Simple Content
xsd:normalizedString
Pattern:
[1-2][0-9][0-9][0-9]-[0-1][0-9]
XML Source (see within schema source)
<xsd:element name="futuresEquivalentMonth" type="YearAndMonth"/>
indexTenor
Type:
Period, complex content
XML Source (see within schema source)
<xsd:element minOccurs="0" name="indexTenor" type="Period"/>
optionType
Type:
PutCallEnum, simple content
Simple Content
enumeration of xsd:token
Enumeration:
"Put"
 - 
A put option gives the holder the right to sell the underlying asset by a certain date for a certain price.
See:  http://www.FpML.org
"Call"
 - 
A call option gives the holder the right to buy the underlying asset by a certain date for a certain price.
See:  http://www.FpML.org
XML Source (see within schema source)
<xsd:element minOccurs="0" name="optionType" type="PutCallEnum"/>
priceReferenceMonth
Type:
YearAndMonth, simple content
Simple Content
xsd:normalizedString
Pattern:
[1-2][0-9][0-9][0-9]-[0-1][0-9]
XML Source (see within schema source)
<xsd:element name="priceReferenceMonth" type="YearAndMonth"/>
productId
Type:
ProductId, simple content
Simple Content
xsd:normalizedString
maxLength:
255
XML Source (see within schema source)
<xsd:element maxOccurs="unbounded" minOccurs="0" name="productId" type="ProductId"/>
productType
Type:
ProductType, simple content
Simple Content
xsd:normalizedString
maxLength:
255
XML Source (see within schema source)
<xsd:element maxOccurs="unbounded" minOccurs="0" name="productType" type="ProductType"/>
relatedAsset
Type:
ExposureUnderlyingAsset, complex content
This can be used to report assets that are related to this exposure, such as the asset on the other side of a basis trade.
XML Source (w/o annotations (1); see within schema source)
<xsd:element maxOccurs="unbounded" minOccurs="0" name="relatedAsset" type="ExposureUnderlyingAsset"/>
restructuring
Type:
Restructuring, complex content
A credit event. A restructuring is an event that materially impacts the reference entity's obligations, such as an interest rate reduction, principal reduction, deferral of interest or principal, change in priority ranking, or change in currency or composition of payment. ISDA 2003 Term: Restructuring.
XML Source (w/o annotations (1); see within schema source)
<xsd:element minOccurs="0" name="restructuring" type="Restructuring"/>
sector
Type:
Sector, simple content
Simple Content
xsd:normalizedString
maxLength:
255
XML Source (see within schema source)
<xsd:element minOccurs="0" name="sector" type="Sector"/>
sectorType
Type:
SectorType, simple content
Simple Content
xsd:normalizedString
maxLength:
255
XML Source (see within schema source)
<xsd:element minOccurs="0" name="sectorType" type="SectorType"/>
seniority
Type:
CreditSeniority, simple content
The repayment precedence of a debt instrument.
Simple Content
xsd:normalizedString
maxLength:
255
XML Source (w/o annotations (1); see within schema source)
<xsd:element minOccurs="0" name="seniority" type="CreditSeniority"/>
underlyingAsset
Type:
ExposureUnderlyingAsset, complex content
XML Source (see within schema source)
<xsd:element minOccurs="0" name="underlyingAsset" type="ExposureUnderlyingAsset"/>
XML schema documentation generated with DocFlex/XML 1.9.0 using DocFlex/XML XSDDoc 2.8.0 template set. All content model diagrams generated by Altova XMLSpy via DocFlex/XML XMLSpy Integration.