element <collateral> (local)

Namespace:	http://www.fpml.org/FpML-5/confirmation
Type:	CollateralValuation
Content:	complex, 13 elements
Defined:	locally within RepoTransactionLeg complexType in fpml-repo-5-8.xsd; see XML source

Content Model Diagram

XML Representation Summary

Content:

(((nominalAmount, (((cleanPrice, accruals?, dirtyPrice?) | dirtyPrice), relativePrice?, yieldToMaturity?, inflationFactor?)?, accrualsAmount?) | (numberOfUnits, unitPrice)), assetReference) | cash

</collateral>

Content model elements (13):

accruals,

accrualsAmount,

assetReference (in collateral defined in RepoTransactionLeg complexType),

cash (in collateral defined in RepoTransactionLeg complexType),

cleanPrice,

dirtyPrice (in collateral defined in RepoTransactionLeg complexType),

Included in content model of elements (2):

farLeg (in repo),

nearLeg (in repo)

Annotation

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"/>

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.