group "BondPriceAndYield.model"
Namespace:
http://www.fpml.org/FpML-5/confirmation
Content:
8 elements
Defined:
globally in fpml-repo-5-8.xsd; see XML source
Includes:
definitions of 8 elements
Used:
at 1 location
Content Model Diagram
Complex Content Model
((cleanPrice, accruals?, dirtyPrice?) | dirtyPrice), relativePrice?, yieldToMaturity?, inflationFactor?, allInPrice?
Content Model Elements (8):
Known Usage Locations
Annotation
A group which has either Bond Price or Yield elements.
XML Source (w/o annotations (11); see within schema source)
<xsd:group name="BondPriceAndYield.model">
<xsd:sequence>
<!--12-08-2014: SecWG agreed to Harry proposal to allow to specify dirtyPrice by adding a choice to the exisitng sequence.-->
<xsd:choice>
<xsd:sequence>
<xsd:element name="cleanPrice" type="xsd:decimal"/>
<xsd:element minOccurs="0" name="accruals" type="xsd:decimal"/>
<xsd:element minOccurs="0" name="dirtyPrice" type="xsd:decimal"/>
</xsd:sequence>
<xsd:element name="dirtyPrice" type="xsd:decimal"/>
</xsd:choice>
<xsd:element minOccurs="0" name="relativePrice" type="RelativePrice"/>
<xsd:element minOccurs="0" name="yieldToMaturity" type="xsd:decimal"/>
<xsd:element minOccurs="0" name="inflationFactor" type="xsd:decimal"/>
<!--2015-03-16:FpML Sec WG: within BondPriceAndYield.model, allInPrice of type xsd:decimal as an optional element.-->
<xsd:element minOccurs="0" name="allInPrice" type="xsd:decimal"/>
</xsd:sequence>
</xsd:group>
Content Element Detail (all declarations; defined within this component only; 8/8)
accruals
Type:
xsd:decimal, predefined, simple content
Accruals, relationship is clean price and accruals equals dirty price, all prices are expressed in percentage points, 100 is the initial value of the bond.
XML Source (w/o annotations (1); see within schema source)
<xsd:element minOccurs="0" name="accruals" type="xsd:decimal"/>
allInPrice
Type:
xsd:decimal, predefined, simple content
Bond all-in-price which is a price that includes all relevant price adjustments (i.e. accrued interest, haircut or margin ratio, inflation factor,etc.). It expresses a price in terms of percentage of nominal amount.
XML Source (w/o annotations (1); see within schema source)
<xsd:element minOccurs="0" name="allInPrice" type="xsd:decimal"/>
cleanPrice
Type:
xsd:decimal, predefined, simple content
Bond clean price, expressed in percentage points, 100 is the initial value of the bond.
XML Source (w/o annotations (1); see within schema source)
<xsd:element name="cleanPrice" type="xsd:decimal"/>
dirtyPrice
Type:
xsd:decimal, predefined, simple content
Bond dirty price, expressed in percentage points, 100 is the initial value of the bond.
XML Source (w/o annotations (1); see within schema source)
<xsd:element minOccurs="0" name="dirtyPrice" type="xsd:decimal"/>
dirtyPrice
Type:
xsd:decimal, predefined, simple content
Bond dirty price, expressed in percentage points, 100 is the initial value of the bond.
XML Source (w/o annotations (1); see within schema source)
<xsd:element name="dirtyPrice" type="xsd:decimal"/>
inflationFactor
Type:
xsd:decimal, predefined, simple content
The inflation factor is specified for inflation-linked products which require some additional elements to calculate prices correctly.
XML Source (w/o annotations (1); see within schema source)
<xsd:element minOccurs="0" name="inflationFactor" type="xsd:decimal"/>
relativePrice
Type:
RelativePrice, complex content
Bond price relative to a Benchmark.
XML Source (w/o annotations (1); see within schema source)
<xsd:element minOccurs="0" name="relativePrice" type="RelativePrice"/>
yieldToMaturity
Type:
xsd:decimal, predefined, simple content
Yield to Maturity.
XML Source (w/o annotations (1); see within schema source)
<xsd:element minOccurs="0" name="yieldToMaturity" type="xsd:decimal"/>
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.