complexType CreditDefaultSwapType

diagram
namespace	http://www.fundsxml.org/XMLSchema/3.1
children	Currency Counterparty NotionalAmount ExpiryDate CouponSpread CouponPeriod MethodOfInterestCalculation InterestConvention IssueDate RecoveryRate PositionType Type PaymentSchedule YieldCurve Rating Underlying
used by	element  SecurityFamillyType/CreditDefaultSwap
annotation	documentation Credit Default Asset data information
source	<xs:complexType name="CreditDefaultSwapType">   <xs:annotation>     <xs:documentation>Credit Default Asset data information</xs:documentation>   </xs:annotation>   <xs:sequence>     <xs:element name="Currency" type="ISOCurrencyCodeType"/>     <xs:element name="Counterparty" type="BicCodeType"/>     <xs:element name="NotionalAmount" type="xs:decimal" minOccurs="0"/>     <xs:element name="ExpiryDate" type="xs:date" minOccurs="0"/>     <xs:element name="CouponSpread" minOccurs="0">       <xs:complexType>         <xs:choice>           <xs:element name="fixed">             <xs:complexType>               <xs:sequence>                 <xs:element name="PercentValue" type="PercentageType" minOccurs="0"/>               </xs:sequence>             </xs:complexType>           </xs:element>           <xs:element name="variable">             <xs:complexType>               <xs:sequence>                 <xs:element name="SecurityCodes" type="SecurityCodesType" minOccurs="0"/>                 <xs:element name="IndexName" type="xs:string" minOccurs="0"/>                 <xs:element name="DifferenceInBasePoints" type="xs:decimal" minOccurs="0"/>               </xs:sequence>             </xs:complexType>           </xs:element>         </xs:choice>       </xs:complexType>     </xs:element>     <xs:element name="CouponPeriod" minOccurs="0">       <xs:annotation>         <xs:documentation>Gibt an in welcher Zeiteinheit der Kupon bezahlt wird - M = Monthly - Q = Quarterly - B = Biannual - Y = Yearly</xs:documentation>       </xs:annotation>       <xs:complexType>         <xs:simpleContent>           <xs:extension base="xs:string">             <xs:attribute name="code" type="xs:string" use="optional"/>           </xs:extension>         </xs:simpleContent>       </xs:complexType>     </xs:element>     <xs:element name="MethodOfInterestCalculation" minOccurs="0">       <xs:annotation>         <xs:documentation>Gibt an, nach welcher Methode die Zinsen berechnet werden</xs:documentation>       </xs:annotation>       <xs:complexType>         <xs:simpleContent>           <xs:extension base="xs:string">             <xs:attribute name="code" type="xs:string" use="optional"/>           </xs:extension>         </xs:simpleContent>       </xs:complexType>     </xs:element>     <xs:element name="InterestConvention" type="xs:string" minOccurs="0">       <xs:annotation>         <xs:documentation>zB. mod.following</xs:documentation>       </xs:annotation>     </xs:element>     <xs:element name="IssueDate" type="xs:date" minOccurs="0">       <xs:annotation>         <xs:documentation>Emissionsdatum bezeichnet jenes Datum, zu dem das CDS aufgelegt wurde</xs:documentation>       </xs:annotation>     </xs:element>     <xs:element name="RecoveryRate" type="xs:decimal" default="0.4" minOccurs="0">       <xs:annotation>         <xs:documentation>Default value: 0.4</xs:documentation>       </xs:annotation>     </xs:element>     <xs:element name="PositionType" minOccurs="0">       <xs:annotation>         <xs:documentation>Buy oder Sell Protection</xs:documentation>       </xs:annotation>       <xs:simpleType>         <xs:restriction base="xs:string">           <xs:enumeration value="buy protection"/>           <xs:enumeration value="sell protection"/>         </xs:restriction>       </xs:simpleType>     </xs:element>     <xs:element name="Type" minOccurs="0">       <xs:annotation>         <xs:documentation>Basket, Single oder Portfolio</xs:documentation>       </xs:annotation>       <xs:simpleType>         <xs:restriction base="xs:string">           <xs:enumeration value="basket"/>           <xs:enumeration value="single"/>           <xs:enumeration value="portfolio"/>         </xs:restriction>       </xs:simpleType>     </xs:element>     <xs:element name="PaymentSchedule" minOccurs="0">       <xs:complexType>         <xs:sequence>           <xs:element name="PaymentDay" type="xs:date" maxOccurs="unbounded"/>         </xs:sequence>       </xs:complexType>     </xs:element>     <xs:element name="YieldCurve" minOccurs="0">       <xs:complexType>         <xs:sequence>           <xs:element name="YieldCurveIdentifier" type="xs:string" minOccurs="0"/>           <xs:element name="Vertex" minOccurs="0">             <xs:annotation>               <xs:documentation>1m, 3m, 9m, 12m, 2y, 3y, ...</xs:documentation>             </xs:annotation>             <xs:simpleType>               <xs:restriction base="xs:string">                 <xs:pattern value="[0-9]+[m,y]"/>               </xs:restriction>             </xs:simpleType>           </xs:element>           <xs:element name="PercentageValue" type="PercentageType" minOccurs="0"/>         </xs:sequence>       </xs:complexType>     </xs:element>     <xs:element name="Rating" type="RatingsType" minOccurs="0" maxOccurs="unbounded"/>     <xs:element name="Underlying" type="UnderlyingType" minOccurs="0" maxOccurs="unbounded">       <xs:annotation>         <xs:documentation>Bezeichnet das dem Derivativprodukt unterlegte Wertpapier</xs:documentation>       </xs:annotation>     </xs:element>   </xs:sequence> </xs:complexType>

element CreditDefaultSwapType/Currency

diagram
namespace	http://www.fundsxml.org/XMLSchema/3.1
type	ISOCurrencyCodeType
properties	content  simple
facets	Kind  Value  Annotation minLength  3 maxLength  3
source	<xs:element name="Currency" type="ISOCurrencyCodeType"/>

element CreditDefaultSwapType/Counterparty

diagram
namespace	http://www.fundsxml.org/XMLSchema/3.1
type	BicCodeType
properties	content  simple
facets	Kind  Value  Annotation minLength  3 maxLength  12
source	<xs:element name="Counterparty" type="BicCodeType"/>

element CreditDefaultSwapType/NotionalAmount

diagram
namespace	http://www.fundsxml.org/XMLSchema/3.1
type	xs:decimal
properties	minOcc  0 maxOcc  1 content  simple
source	<xs:element name="NotionalAmount" type="xs:decimal" minOccurs="0"/>

element CreditDefaultSwapType/ExpiryDate

diagram
namespace	http://www.fundsxml.org/XMLSchema/3.1
type	xs:date
properties	minOcc  0 maxOcc  1 content  simple
source	<xs:element name="ExpiryDate" type="xs:date" minOccurs="0"/>

element CreditDefaultSwapType/CouponSpread

diagram
namespace	http://www.fundsxml.org/XMLSchema/3.1
properties	minOcc  0 maxOcc  1 content  complex
children	fixed variable
source	<xs:element name="CouponSpread" minOccurs="0">   <xs:complexType>     <xs:choice>       <xs:element name="fixed">         <xs:complexType>           <xs:sequence>             <xs:element name="PercentValue" type="PercentageType" minOccurs="0"/>           </xs:sequence>         </xs:complexType>       </xs:element>       <xs:element name="variable">         <xs:complexType>           <xs:sequence>             <xs:element name="SecurityCodes" type="SecurityCodesType" minOccurs="0"/>             <xs:element name="IndexName" type="xs:string" minOccurs="0"/>             <xs:element name="DifferenceInBasePoints" type="xs:decimal" minOccurs="0"/>           </xs:sequence>         </xs:complexType>       </xs:element>     </xs:choice>   </xs:complexType> </xs:element>

element CreditDefaultSwapType/CouponSpread/fixed

diagram
namespace	http://www.fundsxml.org/XMLSchema/3.1
properties	content  complex
children	PercentValue
source	<xs:element name="fixed">   <xs:complexType>     <xs:sequence>       <xs:element name="PercentValue" type="PercentageType" minOccurs="0"/>     </xs:sequence>   </xs:complexType> </xs:element>

element CreditDefaultSwapType/CouponSpread/fixed/PercentValue

diagram
namespace	http://www.fundsxml.org/XMLSchema/3.1
type	PercentageType
properties	minOcc  0 maxOcc  1 content  simple
source	<xs:element name="PercentValue" type="PercentageType" minOccurs="0"/>

element CreditDefaultSwapType/CouponSpread/variable

diagram
namespace	http://www.fundsxml.org/XMLSchema/3.1
properties	content  complex
children	SecurityCodes IndexName DifferenceInBasePoints
source	<xs:element name="variable">   <xs:complexType>     <xs:sequence>       <xs:element name="SecurityCodes" type="SecurityCodesType" minOccurs="0"/>       <xs:element name="IndexName" type="xs:string" minOccurs="0"/>       <xs:element name="DifferenceInBasePoints" type="xs:decimal" minOccurs="0"/>     </xs:sequence>   </xs:complexType> </xs:element>

element CreditDefaultSwapType/CouponSpread/variable/SecurityCodes

diagram
namespace	http://www.fundsxml.org/XMLSchema/3.1
type	SecurityCodesType
properties	minOcc  0 maxOcc  1 content  complex
children	ISIN CUSIP SEDOL CountrySecurityCode OtherSecurityCodes UniqueID
source	<xs:element name="SecurityCodes" type="SecurityCodesType" minOccurs="0"/>

element CreditDefaultSwapType/CouponSpread/variable/IndexName

diagram
namespace	http://www.fundsxml.org/XMLSchema/3.1
type	xs:string
properties	minOcc  0 maxOcc  1 content  simple
source	<xs:element name="IndexName" type="xs:string" minOccurs="0"/>

element CreditDefaultSwapType/CouponSpread/variable/DifferenceInBasePoints

diagram
namespace	http://www.fundsxml.org/XMLSchema/3.1
type	xs:decimal
properties	minOcc  0 maxOcc  1 content  simple
source	<xs:element name="DifferenceInBasePoints" type="xs:decimal" minOccurs="0"/>

element CreditDefaultSwapType/CouponPeriod

diagram
namespace	http://www.fundsxml.org/XMLSchema/3.1
type	extension of xs:string
properties	minOcc  0 maxOcc  1 content  complex
attributes	Name   Type   Use   Default   Fixed   Annotation code   xs:string   optional
annotation	documentation Gibt an in welcher Zeiteinheit der Kupon bezahlt wird - M = Monthly - Q = Quarterly - B = Biannual - Y = Yearly
source	<xs:element name="CouponPeriod" minOccurs="0">   <xs:annotation>     <xs:documentation>Gibt an in welcher Zeiteinheit der Kupon bezahlt wird - M = Monthly - Q = Quarterly - B = Biannual - Y = Yearly</xs:documentation>   </xs:annotation>   <xs:complexType>     <xs:simpleContent>       <xs:extension base="xs:string">         <xs:attribute name="code" type="xs:string" use="optional"/>       </xs:extension>     </xs:simpleContent>   </xs:complexType> </xs:element>

attribute CreditDefaultSwapType/CouponPeriod/@code

type	xs:string
properties	use  optional
source	<xs:attribute name="code" type="xs:string" use="optional"/>

element CreditDefaultSwapType/MethodOfInterestCalculation

diagram
namespace	http://www.fundsxml.org/XMLSchema/3.1
type	extension of xs:string
properties	minOcc  0 maxOcc  1 content  complex
attributes	Name   Type   Use   Default   Fixed   Annotation code   xs:string   optional
annotation	documentation Gibt an, nach welcher Methode die Zinsen berechnet werden
source	<xs:element name="MethodOfInterestCalculation" minOccurs="0">   <xs:annotation>     <xs:documentation>Gibt an, nach welcher Methode die Zinsen berechnet werden</xs:documentation>   </xs:annotation>   <xs:complexType>     <xs:simpleContent>       <xs:extension base="xs:string">         <xs:attribute name="code" type="xs:string" use="optional"/>       </xs:extension>     </xs:simpleContent>   </xs:complexType> </xs:element>

attribute CreditDefaultSwapType/MethodOfInterestCalculation/@code

type	xs:string
properties	use  optional
source	<xs:attribute name="code" type="xs:string" use="optional"/>

element CreditDefaultSwapType/InterestConvention

diagram
namespace	http://www.fundsxml.org/XMLSchema/3.1
type	xs:string
properties	minOcc  0 maxOcc  1 content  simple
annotation	documentation zB. mod.following
source	<xs:element name="InterestConvention" type="xs:string" minOccurs="0">   <xs:annotation>     <xs:documentation>zB. mod.following</xs:documentation>   </xs:annotation> </xs:element>

element CreditDefaultSwapType/IssueDate

diagram
namespace	http://www.fundsxml.org/XMLSchema/3.1
type	xs:date
properties	minOcc  0 maxOcc  1 content  simple
annotation	documentation Emissionsdatum bezeichnet jenes Datum, zu dem das CDS aufgelegt wurde
source	<xs:element name="IssueDate" type="xs:date" minOccurs="0">   <xs:annotation>     <xs:documentation>Emissionsdatum bezeichnet jenes Datum, zu dem das CDS aufgelegt wurde</xs:documentation>   </xs:annotation> </xs:element>

element CreditDefaultSwapType/RecoveryRate

diagram
namespace	http://www.fundsxml.org/XMLSchema/3.1
type	xs:decimal
properties	minOcc  0 maxOcc  1 content  simple default  0.4
annotation	documentation Default value: 0.4
source	<xs:element name="RecoveryRate" type="xs:decimal" default="0.4" minOccurs="0">   <xs:annotation>     <xs:documentation>Default value: 0.4</xs:documentation>   </xs:annotation> </xs:element>

element CreditDefaultSwapType/PositionType

diagram
namespace	http://www.fundsxml.org/XMLSchema/3.1
type	restriction of xs:string
properties	minOcc  0 maxOcc  1 content  simple
facets	Kind  Value  Annotation enumeration  buy protection enumeration  sell protection
annotation	documentation Buy oder Sell Protection
source	<xs:element name="PositionType" minOccurs="0">   <xs:annotation>     <xs:documentation>Buy oder Sell Protection</xs:documentation>   </xs:annotation>   <xs:simpleType>     <xs:restriction base="xs:string">       <xs:enumeration value="buy protection"/>       <xs:enumeration value="sell protection"/>     </xs:restriction>   </xs:simpleType> </xs:element>

element CreditDefaultSwapType/Type

diagram
namespace	http://www.fundsxml.org/XMLSchema/3.1
type	restriction of xs:string
properties	minOcc  0 maxOcc  1 content  simple
facets	Kind  Value  Annotation enumeration  basket enumeration  single enumeration  portfolio
annotation	documentation Basket, Single oder Portfolio
source	<xs:element name="Type" minOccurs="0">   <xs:annotation>     <xs:documentation>Basket, Single oder Portfolio</xs:documentation>   </xs:annotation>   <xs:simpleType>     <xs:restriction base="xs:string">       <xs:enumeration value="basket"/>       <xs:enumeration value="single"/>       <xs:enumeration value="portfolio"/>     </xs:restriction>   </xs:simpleType> </xs:element>

element CreditDefaultSwapType/PaymentSchedule

diagram
namespace	http://www.fundsxml.org/XMLSchema/3.1
properties	minOcc  0 maxOcc  1 content  complex
children	PaymentDay
source	<xs:element name="PaymentSchedule" minOccurs="0">   <xs:complexType>     <xs:sequence>       <xs:element name="PaymentDay" type="xs:date" maxOccurs="unbounded"/>     </xs:sequence>   </xs:complexType> </xs:element>

element CreditDefaultSwapType/PaymentSchedule/PaymentDay

diagram
namespace	http://www.fundsxml.org/XMLSchema/3.1
type	xs:date
properties	minOcc  1 maxOcc  unbounded content  simple
source	<xs:element name="PaymentDay" type="xs:date" maxOccurs="unbounded"/>

element CreditDefaultSwapType/YieldCurve

diagram
namespace	http://www.fundsxml.org/XMLSchema/3.1
properties	minOcc  0 maxOcc  1 content  complex
children	YieldCurveIdentifier Vertex PercentageValue
source	<xs:element name="YieldCurve" minOccurs="0">   <xs:complexType>     <xs:sequence>       <xs:element name="YieldCurveIdentifier" type="xs:string" minOccurs="0"/>       <xs:element name="Vertex" minOccurs="0">         <xs:annotation>           <xs:documentation>1m, 3m, 9m, 12m, 2y, 3y, ...</xs:documentation>         </xs:annotation>         <xs:simpleType>           <xs:restriction base="xs:string">             <xs:pattern value="[0-9]+[m,y]"/>           </xs:restriction>         </xs:simpleType>       </xs:element>       <xs:element name="PercentageValue" type="PercentageType" minOccurs="0"/>     </xs:sequence>   </xs:complexType> </xs:element>

element CreditDefaultSwapType/YieldCurve/YieldCurveIdentifier

diagram
namespace	http://www.fundsxml.org/XMLSchema/3.1
type	xs:string
properties	minOcc  0 maxOcc  1 content  simple
source	<xs:element name="YieldCurveIdentifier" type="xs:string" minOccurs="0"/>

element CreditDefaultSwapType/YieldCurve/Vertex

diagram
namespace	http://www.fundsxml.org/XMLSchema/3.1
type	restriction of xs:string
properties	minOcc  0 maxOcc  1 content  simple
facets	Kind  Value  Annotation pattern  [0-9]+[m,y]
annotation	documentation 1m, 3m, 9m, 12m, 2y, 3y, ...
source	<xs:element name="Vertex" minOccurs="0">   <xs:annotation>     <xs:documentation>1m, 3m, 9m, 12m, 2y, 3y, ...</xs:documentation>   </xs:annotation>   <xs:simpleType>     <xs:restriction base="xs:string">       <xs:pattern value="[0-9]+[m,y]"/>     </xs:restriction>   </xs:simpleType> </xs:element>

element CreditDefaultSwapType/YieldCurve/PercentageValue

diagram
namespace	http://www.fundsxml.org/XMLSchema/3.1
type	PercentageType
properties	minOcc  0 maxOcc  1 content  simple
source	<xs:element name="PercentageValue" type="PercentageType" minOccurs="0"/>

element CreditDefaultSwapType/Rating

diagram
namespace	http://www.fundsxml.org/XMLSchema/3.1
type	RatingsType
properties	minOcc  0 maxOcc  unbounded content  complex
children	RatingCompany Rating
source	<xs:element name="Rating" type="RatingsType" minOccurs="0" maxOccurs="unbounded"/>

element CreditDefaultSwapType/Underlying

diagram
namespace	http://www.fundsxml.org/XMLSchema/3.1
type	UnderlyingType
properties	minOcc  0 maxOcc  unbounded content  complex
children	SecurityCodes Nominale
annotation	documentation Bezeichnet das dem Derivativprodukt unterlegte Wertpapier
source	<xs:element name="Underlying" type="UnderlyingType" minOccurs="0" maxOccurs="unbounded">   <xs:annotation>     <xs:documentation>Bezeichnet das dem Derivativprodukt unterlegte Wertpapier</xs:documentation>   </xs:annotation> </xs:element>

XML Schema documentation generated by XMLSpy Schema Editor http://www.altova.com/xmlspy