diagram | |||
namespace | http://www.fundsxml.org/XMLSchema/3.1 | ||
children | SecurityCodes Currency CurrencySell NominalOrUnits NominalOrUnitsSell AveragePurchaseFXRate AveragePurchasePrice ExchangeRate Price Fixing FixingDetail ValueDataSource BookRate MarketValue PurchaseValue InterestClaimNet InterestClaimGross CapitalYieldsTaxClaim AccruedInterestDays ZeroBondInerestClaimNet ZeroBondInterestClaimGross ZeroBondCapitalYieldsTaxClaim ZeroBondYield Poolfactor Indexfactor InflationaryAdjustment AcrualIndexedBond PrelProfitLoss ShareOfMarketValueOnPlanAssets ShareOfMarketValueInterestsOnPlanAssets IndicatorSecuritiesLending UnitsSecuritiesLending IndicatorRaffled DateLastCouponPayment OpenContracts agreedPrice VariationMarginDaily VariationMarginOverall RiskCode DirtyPrice DirtyValue HedgeRatio DividendsDue CurrentSpread PresentValueOfPayments Underlying Exposure | ||
used by |
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||
source | <xs:complexType name="PortfolioAssetsType"> <xs:sequence> <xs:element name="SecurityCodes" type="SecurityCodesType"> <xs:annotation> <xs:documentation xml:lang="de">Kennnummer des im Portfolio enthaltenen Instrumentes</xs:documentation> <xs:documentation xml:lang="en"/> </xs:annotation> </xs:element> <xs:element name="Currency" type="ISOCurrencyCodeType" minOccurs="0"> <xs:annotation> <xs:documentation>Waehrung des Bestandes (Bei Devisentermingeschaeften: BUY)</xs:documentation> </xs:annotation> </xs:element> <xs:element name="CurrencySell" type="ISOCurrencyCodeType" minOccurs="0"> <xs:annotation> <xs:documentation>Waehrung der Verkaufsseite bei Devisentermingeschaeften.</xs:documentation> </xs:annotation> </xs:element> <xs:element name="NominalOrUnits" type="xs:decimal" minOccurs="0"> <xs:annotation> <xs:documentation>Gibt die Stuecke oder Nominale an. Negativ bei Short Positionen von Derivaten. CDS: Positiv - Buy Protection Negativ - Sell Protection</xs:documentation> </xs:annotation> </xs:element> <xs:element name="NominalOrUnitsSell" type="xs:decimal" minOccurs="0"> <xs:annotation> <xs:documentation>Gibt die Stuecke oder Nominale der Verkaufsseite bei Devisentermingeschaeften an.</xs:documentation> </xs:annotation> </xs:element> <xs:element name="AveragePurchaseFXRate" type="AmountType" minOccurs="0"> <xs:annotation> <xs:documentation>Gibt den Mischeinstands-Devisenkurs an</xs:documentation> </xs:annotation> </xs:element> <xs:element name="AveragePurchasePrice" type="AmountType" minOccurs="0"> <xs:annotation> <xs:documentation>Gibt den Mischeinstands-Preis an</xs:documentation> </xs:annotation> </xs:element> <xs:element name="ExchangeRate" type="xs:decimal" minOccurs="0"> <xs:annotation> <xs:documentation>Enthaelt den Devisenkurs des Geschaeftes</xs:documentation> </xs:annotation> </xs:element> <xs:element name="Price" type="xs:decimal" minOccurs="0"> <xs:annotation> <xs:documentation>Gibt den Bewertungskurs an</xs:documentation> </xs:annotation> </xs:element> <xs:element name="Fixing" type="xs:decimal" minOccurs="0"> <xs:annotation> <xs:documentation>Depracated.Gibt das Fixing bei Devisentermingeschaeften an.</xs:documentation> </xs:annotation> </xs:element> <xs:element name="FixingDetail" minOccurs="0" maxOccurs="unbounded"> <xs:annotation> <xs:documentation>Gibt das Fixing bei Devisentermingeschaeften mit Quelle und Zeit an.</xs:documentation> </xs:annotation> <xs:complexType> <xs:sequence> <xs:element name="Fixing" type="xs:decimal" minOccurs="0"/> <xs:element name="Source" type="xs:string" minOccurs="0"/> <xs:element name="Time" type="xs:time" minOccurs="0"/> <xs:element name="GMT" type="xs:time" minOccurs="0"/> </xs:sequence> </xs:complexType> </xs:element> <xs:element name="ValueDataSource" type="xs:string" minOccurs="0"> <xs:annotation> <xs:documentation>Gibt die Kursquelle an</xs:documentation> </xs:annotation> </xs:element> <xs:element name="BookRate" type="xs:decimal" minOccurs="0"> <xs:annotation> <xs:documentation>Gibt den Buchkurs an</xs:documentation> </xs:annotation> </xs:element> <xs:element name="MarketValue" type="AmountType" minOccurs="0"> <xs:annotation> <xs:documentation>Zeigt den Kurswert (exklusive Ansprueche) des Wertpapier an</xs:documentation> </xs:annotation> </xs:element> <xs:element name="PurchaseValue" type="AmountType" minOccurs="0"> <xs:annotation> <xs:documentation>Gibt den Einstandswert der Position an</xs:documentation> </xs:annotation> </xs:element> <xs:element name="InterestClaimNet" type="AmountType" minOccurs="0"> <xs:annotation> <xs:documentation>Zeigt den Netto Zinsanspruch des Wertpapier</xs:documentation> </xs:annotation> </xs:element> <xs:element name="InterestClaimGross" type="AmountType" minOccurs="0"> <xs:annotation> <xs:documentation>Zeigt den BruttoZinsanspruch des Wertpapier</xs:documentation> </xs:annotation> </xs:element> <xs:element name="CapitalYieldsTaxClaim" type="AmountType" minOccurs="0"> <xs:annotation> <xs:documentation>Gibt den KESt-Betrag an</xs:documentation> </xs:annotation> </xs:element> <xs:element name="AccruedInterestDays" type="xs:integer" minOccurs="0"> <xs:annotation> <xs:documentation>Gibt die Anzahl der Stueckzins Tage an</xs:documentation> </xs:annotation> </xs:element> <xs:element name="ZeroBondInerestClaimNet" type="AmountType" minOccurs="0"> <xs:annotation> <xs:documentation>Zeigt den Netto Zinsanspruch des Zerobond an</xs:documentation> </xs:annotation> </xs:element> <xs:element name="ZeroBondInterestClaimGross" type="AmountType" minOccurs="0"> <xs:annotation> <xs:documentation>Zeigt den Brutto Zinsanspruch des Zerobond an</xs:documentation> </xs:annotation> </xs:element> <xs:element name="ZeroBondCapitalYieldsTaxClaim" type="AmountType" minOccurs="0"> <xs:annotation> <xs:documentation>Zeigt den KEST-Anspruch des Zerobond an</xs:documentation> </xs:annotation> </xs:element> <xs:element name="ZeroBondYield" type="xs:decimal" minOccurs="0"> <xs:annotation> <xs:documentation>Zeigt die Zerobondsrendite an (%)</xs:documentation> </xs:annotation> </xs:element> <xs:element name="Poolfactor" type="xs:decimal" minOccurs="0"> <xs:annotation> <xs:documentation>Gibt den Poolfaktor einer Anleihe an</xs:documentation> </xs:annotation> </xs:element> <xs:element name="Indexfactor" type="xs:decimal" minOccurs="0"> <xs:annotation> <xs:documentation>Gibt den Indexfaktor einer Anleihe an</xs:documentation> </xs:annotation> </xs:element> <xs:element name="InflationaryAdjustment" type="PercentageType" minOccurs="0"> <xs:annotation> <xs:documentation>Gibt den Inflationsausgleich an</xs:documentation> </xs:annotation> </xs:element> <xs:element name="AcrualIndexedBond" type="xs:boolean" minOccurs="0"> <xs:annotation> <xs:documentation>Gib an ob die Abgrenzung der Indexanleihe erfolgt</xs:documentation> </xs:annotation> </xs:element> <xs:element name="PrelProfitLoss" type="AmountType" minOccurs="0"> <xs:annotation> <xs:documentation>Bezeichnet den vorlaeufigen Gewinn/Verlust </xs:documentation> </xs:annotation> </xs:element> <xs:element name="ShareOfMarketValueOnPlanAssets" type="PercentageType" minOccurs="0"> <xs:annotation> <xs:documentation>Gibt den Anteil des Kurswerts am Fondsvermoegen an</xs:documentation> </xs:annotation> </xs:element> <xs:element name="ShareOfMarketValueInterestsOnPlanAssets" type="PercentageType" minOccurs="0"> <xs:annotation> <xs:documentation>Gibt den Anteil der Zinsen am Fondsvermoegen an</xs:documentation> </xs:annotation> </xs:element> <xs:element name="IndicatorSecuritiesLending" type="xs:boolean" minOccurs="0"> <xs:annotation> <xs:documentation>Kennzeichen des verliehen Bestandes</xs:documentation> </xs:annotation> </xs:element> <xs:element name="UnitsSecuritiesLending" type="xs:decimal" minOccurs="0"> <xs:annotation> <xs:documentation>Gibt den verliehenen Bestand an</xs:documentation> </xs:annotation> </xs:element> <xs:element name="IndicatorRaffled" type="xs:boolean" minOccurs="0"> <xs:annotation> <xs:documentation>Gibt an, ob das Wertpapier verlost wurde</xs:documentation> </xs:annotation> </xs:element> <xs:element name="DateLastCouponPayment" type="xs:date" minOccurs="0"> <xs:annotation> <xs:documentation>Enthaelt das Datum an dem der letzte Kupon gezahlt wird</xs:documentation> </xs:annotation> </xs:element> <xs:element name="OpenContracts" type="xs:decimal" minOccurs="0"> <xs:annotation> <xs:documentation>Zeigt die Anzahl der offenen Kontrakte</xs:documentation> </xs:annotation> </xs:element> <xs:element name="agreedPrice" type="xs:decimal" minOccurs="0"> <xs:annotation> <xs:documentation>Enthaelt den vereinbarten Kurs</xs:documentation> </xs:annotation> </xs:element> <xs:element name="VariationMarginDaily" type="AmountType" minOccurs="0"> <xs:annotation> <xs:documentation>Zeigt taeglich den Wert der Variation Margin an</xs:documentation> </xs:annotation> </xs:element> <xs:element name="VariationMarginOverall" type="AmountType" minOccurs="0"> <xs:annotation> <xs:documentation>Zeigt den Wert der Variation Margin an</xs:documentation> </xs:annotation> </xs:element> <xs:element name="RiskCode" minOccurs="0" maxOccurs="unbounded"> <xs:annotation> <xs:documentation>Gibt die Risikokennzahlen an</xs:documentation> </xs:annotation> <xs:complexType> <xs:sequence> <xs:element name="Code" type="xs:string"> <xs:annotation> <xs:documentation>Kennzahl: Vola Implied Vola Gamma Delta Vega Dur mDur Yield Sharpe ratio Tracking error Treynor ratio Value at risk (VAR) Information Ratio Beta factor Correlation / Covariance Jensen alpha Volatility of prices Volatility of returns </xs:documentation> </xs:annotation> </xs:element> <xs:element name="Frequency" minOccurs="0"> <xs:annotation> <xs:documentation>D - Daily W - Weekly BW - Biweekly M - Monthly Q - Quarterly Y - Yearly B - Biannual - bezieht sich auf die zur Berechnung verwendete Datenbasis</xs:documentation> </xs:annotation> <xs:simpleType> <xs:restriction base="xs:string"> <xs:enumeration value="D"/> <xs:enumeration value="W"/> <xs:enumeration value="BW"/> <xs:enumeration value="M"/> <xs:enumeration value="Q"/> <xs:enumeration value="Y"/> <xs:enumeration value="B"/> </xs:restriction> </xs:simpleType> </xs:element> <xs:element name="MarketValue" type="xs:decimal"> <xs:annotation> <xs:documentation>Wert der Risikokennzahl</xs:documentation> </xs:annotation> </xs:element> <xs:element name="DateFrom" type="xs:date" minOccurs="0"> <xs:annotation> <xs:documentation>Beginn des Kennzahl - Intervalles</xs:documentation> </xs:annotation> </xs:element> <xs:element name="DateTo" type="xs:date" minOccurs="0"> <xs:annotation> <xs:documentation>Ende des Kennzahl - Intervalles</xs:documentation> </xs:annotation> </xs:element> <xs:element name="Annualization" type="xs:boolean" default="false"> <xs:annotation> <xs:documentation>true - annualisiert false - nicht annualisiert bzw. nicht anwendbar</xs:documentation> </xs:annotation> </xs:element> </xs:sequence> </xs:complexType> </xs:element> <xs:element name="DirtyPrice" type="AmountType" minOccurs="0"> <xs:annotation> <xs:documentation>Gibt den Dirty Price an</xs:documentation> </xs:annotation> </xs:element> <xs:element name="DirtyValue" type="AmountType" minOccurs="0"> <xs:annotation> <xs:documentation>Gibt den Dirty Value an (Gesamtwert der Position)</xs:documentation> </xs:annotation> </xs:element> <xs:element name="HedgeRatio" type="PercentageType" minOccurs="0"> <xs:annotation> <xs:documentation>Anteil der Position zur Absicherung in Prozent</xs:documentation> </xs:annotation> </xs:element> <xs:element name="DividendsDue" type="AmountType" minOccurs="0"> <xs:annotation> <xs:documentation>Dividendenforderungen fuer Aktienbestaende</xs:documentation> </xs:annotation> </xs:element> <xs:element name="CurrentSpread" type="xs:decimal" minOccurs="0"> <xs:annotation> <xs:documentation>Spread on valuation date in basis points (for Credit Default Swaps)</xs:documentation> </xs:annotation> </xs:element> <xs:element name="PresentValueOfPayments" type="xs:decimal" minOccurs="0"> <xs:annotation> <xs:documentation>Present value of all paid and received premiums (for Credit Default Swaps) positive - receiving premiums negative - paying premiums</xs:documentation> </xs:annotation> </xs:element> <xs:element name="Underlying" type="PortfolioUnderlyingType" minOccurs="0" maxOccurs="unbounded"/> <xs:element name="Exposure" type="AmountType" minOccurs="0"> <xs:annotation> <xs:documentation>Market Exposure according to commitment approach</xs:documentation> </xs:annotation> </xs:element> </xs:sequence> </xs:complexType> |
diagram | |||
namespace | http://www.fundsxml.org/XMLSchema/3.1 | ||
type | SecurityCodesType | ||
properties |
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||
children | ISIN CUSIP SEDOL CountrySecurityCode OtherSecurityCodes UniqueID | ||
annotation |
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||
source | <xs:element name="SecurityCodes" type="SecurityCodesType"> <xs:annotation> <xs:documentation xml:lang="de">Kennnummer des im Portfolio enthaltenen Instrumentes</xs:documentation> <xs:documentation xml:lang="en"/> </xs:annotation> </xs:element> |
diagram | ||||||||||
namespace | http://www.fundsxml.org/XMLSchema/3.1 | |||||||||
type | ISOCurrencyCodeType | |||||||||
properties |
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facets |
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annotation |
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source | <xs:element name="Currency" type="ISOCurrencyCodeType" minOccurs="0"> <xs:annotation> <xs:documentation>Waehrung des Bestandes (Bei Devisentermingeschaeften: BUY)</xs:documentation> </xs:annotation> </xs:element> |
diagram | ||||||||||
namespace | http://www.fundsxml.org/XMLSchema/3.1 | |||||||||
type | ISOCurrencyCodeType | |||||||||
properties |
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facets |
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|||||||||
annotation |
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|||||||||
source | <xs:element name="CurrencySell" type="ISOCurrencyCodeType" minOccurs="0"> <xs:annotation> <xs:documentation>Waehrung der Verkaufsseite bei Devisentermingeschaeften.</xs:documentation> </xs:annotation> </xs:element> |
diagram | |||||||
namespace | http://www.fundsxml.org/XMLSchema/3.1 | ||||||
type | xs:decimal | ||||||
properties |
|
||||||
annotation |
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||||||
source | <xs:element name="NominalOrUnits" type="xs:decimal" minOccurs="0"> <xs:annotation> <xs:documentation>Gibt die Stuecke oder Nominale an. Negativ bei Short Positionen von Derivaten. CDS: Positiv - Buy Protection Negativ - Sell Protection</xs:documentation> </xs:annotation> </xs:element> |
diagram | |||||||
namespace | http://www.fundsxml.org/XMLSchema/3.1 | ||||||
type | xs:decimal | ||||||
properties |
|
||||||
annotation |
|
||||||
source | <xs:element name="NominalOrUnitsSell" type="xs:decimal" minOccurs="0"> <xs:annotation> <xs:documentation>Gibt die Stuecke oder Nominale der Verkaufsseite bei Devisentermingeschaeften an.</xs:documentation> </xs:annotation> </xs:element> |
diagram | |||||||
namespace | http://www.fundsxml.org/XMLSchema/3.1 | ||||||
type | AmountType | ||||||
properties |
|
||||||
children | Amount AmountForeign AmountCurrency | ||||||
annotation |
|
||||||
source | <xs:element name="AveragePurchaseFXRate" type="AmountType" minOccurs="0"> <xs:annotation> <xs:documentation>Gibt den Mischeinstands-Devisenkurs an</xs:documentation> </xs:annotation> </xs:element> |
diagram | |||||||
namespace | http://www.fundsxml.org/XMLSchema/3.1 | ||||||
type | AmountType | ||||||
properties |
|
||||||
children | Amount AmountForeign AmountCurrency | ||||||
annotation |
|
||||||
source | <xs:element name="AveragePurchasePrice" type="AmountType" minOccurs="0"> <xs:annotation> <xs:documentation>Gibt den Mischeinstands-Preis an</xs:documentation> </xs:annotation> </xs:element> |
diagram | |||||||
namespace | http://www.fundsxml.org/XMLSchema/3.1 | ||||||
type | xs:decimal | ||||||
properties |
|
||||||
annotation |
|
||||||
source | <xs:element name="ExchangeRate" type="xs:decimal" minOccurs="0"> <xs:annotation> <xs:documentation>Enthaelt den Devisenkurs des Geschaeftes</xs:documentation> </xs:annotation> </xs:element> |
diagram | |||||||
namespace | http://www.fundsxml.org/XMLSchema/3.1 | ||||||
type | xs:decimal | ||||||
properties |
|
||||||
annotation |
|
||||||
source | <xs:element name="Price" type="xs:decimal" minOccurs="0"> <xs:annotation> <xs:documentation>Gibt den Bewertungskurs an</xs:documentation> </xs:annotation> </xs:element> |
diagram | |||||||
namespace | http://www.fundsxml.org/XMLSchema/3.1 | ||||||
type | xs:decimal | ||||||
properties |
|
||||||
annotation |
|
||||||
source | <xs:element name="Fixing" type="xs:decimal" minOccurs="0"> <xs:annotation> <xs:documentation>Depracated.Gibt das Fixing bei Devisentermingeschaeften an.</xs:documentation> </xs:annotation> </xs:element> |
diagram | |||||||
namespace | http://www.fundsxml.org/XMLSchema/3.1 | ||||||
properties |
|
||||||
children | Fixing Source Time GMT | ||||||
annotation |
|
||||||
source | <xs:element name="FixingDetail" minOccurs="0" maxOccurs="unbounded"> <xs:annotation> <xs:documentation>Gibt das Fixing bei Devisentermingeschaeften mit Quelle und Zeit an.</xs:documentation> </xs:annotation> <xs:complexType> <xs:sequence> <xs:element name="Fixing" type="xs:decimal" minOccurs="0"/> <xs:element name="Source" type="xs:string" minOccurs="0"/> <xs:element name="Time" type="xs:time" minOccurs="0"/> <xs:element name="GMT" type="xs:time" minOccurs="0"/> </xs:sequence> </xs:complexType> </xs:element> |
diagram | |||||||
namespace | http://www.fundsxml.org/XMLSchema/3.1 | ||||||
type | xs:decimal | ||||||
properties |
|
||||||
source | <xs:element name="Fixing" type="xs:decimal" minOccurs="0"/> |
diagram | |||||||
namespace | http://www.fundsxml.org/XMLSchema/3.1 | ||||||
type | xs:string | ||||||
properties |
|
||||||
source | <xs:element name="Source" type="xs:string" minOccurs="0"/> |
diagram | |||||||
namespace | http://www.fundsxml.org/XMLSchema/3.1 | ||||||
type | xs:time | ||||||
properties |
|
||||||
source | <xs:element name="Time" type="xs:time" minOccurs="0"/> |
diagram | |||||||
namespace | http://www.fundsxml.org/XMLSchema/3.1 | ||||||
type | xs:time | ||||||
properties |
|
||||||
source | <xs:element name="GMT" type="xs:time" minOccurs="0"/> |
diagram | |||||||
namespace | http://www.fundsxml.org/XMLSchema/3.1 | ||||||
type | xs:string | ||||||
properties |
|
||||||
annotation |
|
||||||
source | <xs:element name="ValueDataSource" type="xs:string" minOccurs="0"> <xs:annotation> <xs:documentation>Gibt die Kursquelle an</xs:documentation> </xs:annotation> </xs:element> |
diagram | |||||||
namespace | http://www.fundsxml.org/XMLSchema/3.1 | ||||||
type | xs:decimal | ||||||
properties |
|
||||||
annotation |
|
||||||
source | <xs:element name="BookRate" type="xs:decimal" minOccurs="0"> <xs:annotation> <xs:documentation>Gibt den Buchkurs an</xs:documentation> </xs:annotation> </xs:element> |
diagram | |||||||
namespace | http://www.fundsxml.org/XMLSchema/3.1 | ||||||
type | AmountType | ||||||
properties |
|
||||||
children | Amount AmountForeign AmountCurrency | ||||||
annotation |
|
||||||
source | <xs:element name="MarketValue" type="AmountType" minOccurs="0"> <xs:annotation> <xs:documentation>Zeigt den Kurswert (exklusive Ansprueche) des Wertpapier an</xs:documentation> </xs:annotation> </xs:element> |
diagram | |||||||
namespace | http://www.fundsxml.org/XMLSchema/3.1 | ||||||
type | AmountType | ||||||
properties |
|
||||||
children | Amount AmountForeign AmountCurrency | ||||||
annotation |
|
||||||
source | <xs:element name="PurchaseValue" type="AmountType" minOccurs="0"> <xs:annotation> <xs:documentation>Gibt den Einstandswert der Position an</xs:documentation> </xs:annotation> </xs:element> |
diagram | |||||||
namespace | http://www.fundsxml.org/XMLSchema/3.1 | ||||||
type | AmountType | ||||||
properties |
|
||||||
children | Amount AmountForeign AmountCurrency | ||||||
annotation |
|
||||||
source | <xs:element name="InterestClaimNet" type="AmountType" minOccurs="0"> <xs:annotation> <xs:documentation>Zeigt den Netto Zinsanspruch des Wertpapier</xs:documentation> </xs:annotation> </xs:element> |
diagram | |||||||
namespace | http://www.fundsxml.org/XMLSchema/3.1 | ||||||
type | AmountType | ||||||
properties |
|
||||||
children | Amount AmountForeign AmountCurrency | ||||||
annotation |
|
||||||
source | <xs:element name="InterestClaimGross" type="AmountType" minOccurs="0"> <xs:annotation> <xs:documentation>Zeigt den BruttoZinsanspruch des Wertpapier</xs:documentation> </xs:annotation> </xs:element> |
diagram | |||||||
namespace | http://www.fundsxml.org/XMLSchema/3.1 | ||||||
type | AmountType | ||||||
properties |
|
||||||
children | Amount AmountForeign AmountCurrency | ||||||
annotation |
|
||||||
source | <xs:element name="CapitalYieldsTaxClaim" type="AmountType" minOccurs="0"> <xs:annotation> <xs:documentation>Gibt den KESt-Betrag an</xs:documentation> </xs:annotation> </xs:element> |
diagram | |||||||
namespace | http://www.fundsxml.org/XMLSchema/3.1 | ||||||
type | xs:integer | ||||||
properties |
|
||||||
annotation |
|
||||||
source | <xs:element name="AccruedInterestDays" type="xs:integer" minOccurs="0"> <xs:annotation> <xs:documentation>Gibt die Anzahl der Stueckzins Tage an</xs:documentation> </xs:annotation> </xs:element> |
diagram | |||||||
namespace | http://www.fundsxml.org/XMLSchema/3.1 | ||||||
type | AmountType | ||||||
properties |
|
||||||
children | Amount AmountForeign AmountCurrency | ||||||
annotation |
|
||||||
source | <xs:element name="ZeroBondInerestClaimNet" type="AmountType" minOccurs="0"> <xs:annotation> <xs:documentation>Zeigt den Netto Zinsanspruch des Zerobond an</xs:documentation> </xs:annotation> </xs:element> |
diagram | |||||||
namespace | http://www.fundsxml.org/XMLSchema/3.1 | ||||||
type | AmountType | ||||||
properties |
|
||||||
children | Amount AmountForeign AmountCurrency | ||||||
annotation |
|
||||||
source | <xs:element name="ZeroBondInterestClaimGross" type="AmountType" minOccurs="0"> <xs:annotation> <xs:documentation>Zeigt den Brutto Zinsanspruch des Zerobond an</xs:documentation> </xs:annotation> </xs:element> |
diagram | |||||||
namespace | http://www.fundsxml.org/XMLSchema/3.1 | ||||||
type | AmountType | ||||||
properties |
|
||||||
children | Amount AmountForeign AmountCurrency | ||||||
annotation |
|
||||||
source | <xs:element name="ZeroBondCapitalYieldsTaxClaim" type="AmountType" minOccurs="0"> <xs:annotation> <xs:documentation>Zeigt den KEST-Anspruch des Zerobond an</xs:documentation> </xs:annotation> </xs:element> |
diagram | |||||||
namespace | http://www.fundsxml.org/XMLSchema/3.1 | ||||||
type | xs:decimal | ||||||
properties |
|
||||||
annotation |
|
||||||
source | <xs:element name="ZeroBondYield" type="xs:decimal" minOccurs="0"> <xs:annotation> <xs:documentation>Zeigt die Zerobondsrendite an (%)</xs:documentation> </xs:annotation> </xs:element> |
diagram | |||||||
namespace | http://www.fundsxml.org/XMLSchema/3.1 | ||||||
type | xs:decimal | ||||||
properties |
|
||||||
annotation |
|
||||||
source | <xs:element name="Poolfactor" type="xs:decimal" minOccurs="0"> <xs:annotation> <xs:documentation>Gibt den Poolfaktor einer Anleihe an</xs:documentation> </xs:annotation> </xs:element> |
diagram | |||||||
namespace | http://www.fundsxml.org/XMLSchema/3.1 | ||||||
type | xs:decimal | ||||||
properties |
|
||||||
annotation |
|
||||||
source | <xs:element name="Indexfactor" type="xs:decimal" minOccurs="0"> <xs:annotation> <xs:documentation>Gibt den Indexfaktor einer Anleihe an</xs:documentation> </xs:annotation> </xs:element> |
diagram | |||||||
namespace | http://www.fundsxml.org/XMLSchema/3.1 | ||||||
type | PercentageType | ||||||
properties |
|
||||||
annotation |
|
||||||
source | <xs:element name="InflationaryAdjustment" type="PercentageType" minOccurs="0"> <xs:annotation> <xs:documentation>Gibt den Inflationsausgleich an</xs:documentation> </xs:annotation> </xs:element> |
diagram | |||||||
namespace | http://www.fundsxml.org/XMLSchema/3.1 | ||||||
type | xs:boolean | ||||||
properties |
|
||||||
annotation |
|
||||||
source | <xs:element name="AcrualIndexedBond" type="xs:boolean" minOccurs="0"> <xs:annotation> <xs:documentation>Gib an ob die Abgrenzung der Indexanleihe erfolgt</xs:documentation> </xs:annotation> </xs:element> |
diagram | |||||||
namespace | http://www.fundsxml.org/XMLSchema/3.1 | ||||||
type | AmountType | ||||||
properties |
|
||||||
children | Amount AmountForeign AmountCurrency | ||||||
annotation |
|
||||||
source | <xs:element name="PrelProfitLoss" type="AmountType" minOccurs="0"> <xs:annotation> <xs:documentation>Bezeichnet den vorlaeufigen Gewinn/Verlust </xs:documentation> </xs:annotation> </xs:element> |
diagram | |||||||
namespace | http://www.fundsxml.org/XMLSchema/3.1 | ||||||
type | PercentageType | ||||||
properties |
|
||||||
annotation |
|
||||||
source | <xs:element name="ShareOfMarketValueOnPlanAssets" type="PercentageType" minOccurs="0"> <xs:annotation> <xs:documentation>Gibt den Anteil des Kurswerts am Fondsvermoegen an</xs:documentation> </xs:annotation> </xs:element> |
diagram | |||||||
namespace | http://www.fundsxml.org/XMLSchema/3.1 | ||||||
type | PercentageType | ||||||
properties |
|
||||||
annotation |
|
||||||
source | <xs:element name="ShareOfMarketValueInterestsOnPlanAssets" type="PercentageType" minOccurs="0"> <xs:annotation> <xs:documentation>Gibt den Anteil der Zinsen am Fondsvermoegen an</xs:documentation> </xs:annotation> </xs:element> |
diagram | |||||||
namespace | http://www.fundsxml.org/XMLSchema/3.1 | ||||||
type | xs:boolean | ||||||
properties |
|
||||||
annotation |
|
||||||
source | <xs:element name="IndicatorSecuritiesLending" type="xs:boolean" minOccurs="0"> <xs:annotation> <xs:documentation>Kennzeichen des verliehen Bestandes</xs:documentation> </xs:annotation> </xs:element> |
diagram | |||||||
namespace | http://www.fundsxml.org/XMLSchema/3.1 | ||||||
type | xs:decimal | ||||||
properties |
|
||||||
annotation |
|
||||||
source | <xs:element name="UnitsSecuritiesLending" type="xs:decimal" minOccurs="0"> <xs:annotation> <xs:documentation>Gibt den verliehenen Bestand an</xs:documentation> </xs:annotation> </xs:element> |
diagram | |||||||
namespace | http://www.fundsxml.org/XMLSchema/3.1 | ||||||
type | xs:boolean | ||||||
properties |
|
||||||
annotation |
|
||||||
source | <xs:element name="IndicatorRaffled" type="xs:boolean" minOccurs="0"> <xs:annotation> <xs:documentation>Gibt an, ob das Wertpapier verlost wurde</xs:documentation> </xs:annotation> </xs:element> |
diagram | |||||||
namespace | http://www.fundsxml.org/XMLSchema/3.1 | ||||||
type | xs:date | ||||||
properties |
|
||||||
annotation |
|
||||||
source | <xs:element name="DateLastCouponPayment" type="xs:date" minOccurs="0"> <xs:annotation> <xs:documentation>Enthaelt das Datum an dem der letzte Kupon gezahlt wird</xs:documentation> </xs:annotation> </xs:element> |
diagram | |||||||
namespace | http://www.fundsxml.org/XMLSchema/3.1 | ||||||
type | xs:decimal | ||||||
properties |
|
||||||
annotation |
|
||||||
source | <xs:element name="OpenContracts" type="xs:decimal" minOccurs="0"> <xs:annotation> <xs:documentation>Zeigt die Anzahl der offenen Kontrakte</xs:documentation> </xs:annotation> </xs:element> |
diagram | |||||||
namespace | http://www.fundsxml.org/XMLSchema/3.1 | ||||||
type | xs:decimal | ||||||
properties |
|
||||||
annotation |
|
||||||
source | <xs:element name="agreedPrice" type="xs:decimal" minOccurs="0"> <xs:annotation> <xs:documentation>Enthaelt den vereinbarten Kurs</xs:documentation> </xs:annotation> </xs:element> |
diagram | |||||||
namespace | http://www.fundsxml.org/XMLSchema/3.1 | ||||||
type | AmountType | ||||||
properties |
|
||||||
children | Amount AmountForeign AmountCurrency | ||||||
annotation |
|
||||||
source | <xs:element name="VariationMarginDaily" type="AmountType" minOccurs="0"> <xs:annotation> <xs:documentation>Zeigt taeglich den Wert der Variation Margin an</xs:documentation> </xs:annotation> </xs:element> |
diagram | |||||||
namespace | http://www.fundsxml.org/XMLSchema/3.1 | ||||||
type | AmountType | ||||||
properties |
|
||||||
children | Amount AmountForeign AmountCurrency | ||||||
annotation |
|
||||||
source | <xs:element name="VariationMarginOverall" type="AmountType" minOccurs="0"> <xs:annotation> <xs:documentation>Zeigt den Wert der Variation Margin an</xs:documentation> </xs:annotation> </xs:element> |
diagram | |||||||
namespace | http://www.fundsxml.org/XMLSchema/3.1 | ||||||
properties |
|
||||||
children | Code Frequency MarketValue DateFrom DateTo Annualization | ||||||
annotation |
|
||||||
source | <xs:element name="RiskCode" minOccurs="0" maxOccurs="unbounded"> <xs:annotation> <xs:documentation>Gibt die Risikokennzahlen an</xs:documentation> </xs:annotation> <xs:complexType> <xs:sequence> <xs:element name="Code" type="xs:string"> <xs:annotation> <xs:documentation>Kennzahl: Vola Implied Vola Gamma Delta Vega Dur mDur Yield Sharpe ratio Tracking error Treynor ratio Value at risk (VAR) Information Ratio Beta factor Correlation / Covariance Jensen alpha Volatility of prices Volatility of returns </xs:documentation> </xs:annotation> </xs:element> <xs:element name="Frequency" minOccurs="0"> <xs:annotation> <xs:documentation>D - Daily W - Weekly BW - Biweekly M - Monthly Q - Quarterly Y - Yearly B - Biannual - bezieht sich auf die zur Berechnung verwendete Datenbasis</xs:documentation> </xs:annotation> <xs:simpleType> <xs:restriction base="xs:string"> <xs:enumeration value="D"/> <xs:enumeration value="W"/> <xs:enumeration value="BW"/> <xs:enumeration value="M"/> <xs:enumeration value="Q"/> <xs:enumeration value="Y"/> <xs:enumeration value="B"/> </xs:restriction> </xs:simpleType> </xs:element> <xs:element name="MarketValue" type="xs:decimal"> <xs:annotation> <xs:documentation>Wert der Risikokennzahl</xs:documentation> </xs:annotation> </xs:element> <xs:element name="DateFrom" type="xs:date" minOccurs="0"> <xs:annotation> <xs:documentation>Beginn des Kennzahl - Intervalles</xs:documentation> </xs:annotation> </xs:element> <xs:element name="DateTo" type="xs:date" minOccurs="0"> <xs:annotation> <xs:documentation>Ende des Kennzahl - Intervalles</xs:documentation> </xs:annotation> </xs:element> <xs:element name="Annualization" type="xs:boolean" default="false"> <xs:annotation> <xs:documentation>true - annualisiert false - nicht annualisiert bzw. nicht anwendbar</xs:documentation> </xs:annotation> </xs:element> </xs:sequence> </xs:complexType> </xs:element> |
diagram | |||
namespace | http://www.fundsxml.org/XMLSchema/3.1 | ||
type | xs:string | ||
properties |
|
||
annotation |
|
||
source | <xs:element name="Code" type="xs:string"> <xs:annotation> <xs:documentation>Kennzahl: Vola Implied Vola Gamma Delta Vega Dur mDur Yield Sharpe ratio Tracking error Treynor ratio Value at risk (VAR) Information Ratio Beta factor Correlation / Covariance Jensen alpha Volatility of prices Volatility of returns </xs:documentation> </xs:annotation> </xs:element> |
diagram | |||||||||||||||||||||||||
namespace | http://www.fundsxml.org/XMLSchema/3.1 | ||||||||||||||||||||||||
type | restriction of xs:string | ||||||||||||||||||||||||
properties |
|
||||||||||||||||||||||||
facets |
|
||||||||||||||||||||||||
annotation |
|
||||||||||||||||||||||||
source | <xs:element name="Frequency" minOccurs="0"> <xs:annotation> <xs:documentation>D - Daily W - Weekly BW - Biweekly M - Monthly Q - Quarterly Y - Yearly B - Biannual - bezieht sich auf die zur Berechnung verwendete Datenbasis</xs:documentation> </xs:annotation> <xs:simpleType> <xs:restriction base="xs:string"> <xs:enumeration value="D"/> <xs:enumeration value="W"/> <xs:enumeration value="BW"/> <xs:enumeration value="M"/> <xs:enumeration value="Q"/> <xs:enumeration value="Y"/> <xs:enumeration value="B"/> </xs:restriction> </xs:simpleType> </xs:element> |
diagram | |||
namespace | http://www.fundsxml.org/XMLSchema/3.1 | ||
type | xs:decimal | ||
properties |
|
||
annotation |
|
||
source | <xs:element name="MarketValue" type="xs:decimal"> <xs:annotation> <xs:documentation>Wert der Risikokennzahl</xs:documentation> </xs:annotation> </xs:element> |
diagram | |||||||
namespace | http://www.fundsxml.org/XMLSchema/3.1 | ||||||
type | xs:date | ||||||
properties |
|
||||||
annotation |
|
||||||
source | <xs:element name="DateFrom" type="xs:date" minOccurs="0"> <xs:annotation> <xs:documentation>Beginn des Kennzahl - Intervalles</xs:documentation> </xs:annotation> </xs:element> |
diagram | |||||||
namespace | http://www.fundsxml.org/XMLSchema/3.1 | ||||||
type | xs:date | ||||||
properties |
|
||||||
annotation |
|
||||||
source | <xs:element name="DateTo" type="xs:date" minOccurs="0"> <xs:annotation> <xs:documentation>Ende des Kennzahl - Intervalles</xs:documentation> </xs:annotation> </xs:element> |
diagram | |||||
namespace | http://www.fundsxml.org/XMLSchema/3.1 | ||||
type | xs:boolean | ||||
properties |
|
||||
annotation |
|
||||
source | <xs:element name="Annualization" type="xs:boolean" default="false"> <xs:annotation> <xs:documentation>true - annualisiert false - nicht annualisiert bzw. nicht anwendbar</xs:documentation> </xs:annotation> </xs:element> |
diagram | |||||||
namespace | http://www.fundsxml.org/XMLSchema/3.1 | ||||||
type | AmountType | ||||||
properties |
|
||||||
children | Amount AmountForeign AmountCurrency | ||||||
annotation |
|
||||||
source | <xs:element name="DirtyPrice" type="AmountType" minOccurs="0"> <xs:annotation> <xs:documentation>Gibt den Dirty Price an</xs:documentation> </xs:annotation> </xs:element> |
diagram | |||||||
namespace | http://www.fundsxml.org/XMLSchema/3.1 | ||||||
type | AmountType | ||||||
properties |
|
||||||
children | Amount AmountForeign AmountCurrency | ||||||
annotation |
|
||||||
source | <xs:element name="DirtyValue" type="AmountType" minOccurs="0"> <xs:annotation> <xs:documentation>Gibt den Dirty Value an (Gesamtwert der Position)</xs:documentation> </xs:annotation> </xs:element> |
diagram | |||||||
namespace | http://www.fundsxml.org/XMLSchema/3.1 | ||||||
type | PercentageType | ||||||
properties |
|
||||||
annotation |
|
||||||
source | <xs:element name="HedgeRatio" type="PercentageType" minOccurs="0"> <xs:annotation> <xs:documentation>Anteil der Position zur Absicherung in Prozent</xs:documentation> </xs:annotation> </xs:element> |
diagram | |||||||
namespace | http://www.fundsxml.org/XMLSchema/3.1 | ||||||
type | AmountType | ||||||
properties |
|
||||||
children | Amount AmountForeign AmountCurrency | ||||||
annotation |
|
||||||
source | <xs:element name="DividendsDue" type="AmountType" minOccurs="0"> <xs:annotation> <xs:documentation>Dividendenforderungen fuer Aktienbestaende</xs:documentation> </xs:annotation> </xs:element> |
diagram | |||||||
namespace | http://www.fundsxml.org/XMLSchema/3.1 | ||||||
type | xs:decimal | ||||||
properties |
|
||||||
annotation |
|
||||||
source | <xs:element name="CurrentSpread" type="xs:decimal" minOccurs="0"> <xs:annotation> <xs:documentation>Spread on valuation date in basis points (for Credit Default Swaps)</xs:documentation> </xs:annotation> </xs:element> |
diagram | |||||||
namespace | http://www.fundsxml.org/XMLSchema/3.1 | ||||||
type | xs:decimal | ||||||
properties |
|
||||||
annotation |
|
||||||
source | <xs:element name="PresentValueOfPayments" type="xs:decimal" minOccurs="0"> <xs:annotation> <xs:documentation>Present value of all paid and received premiums (for Credit Default Swaps) positive - receiving premiums negative - paying premiums</xs:documentation> </xs:annotation> </xs:element> |
diagram | |||||||
namespace | http://www.fundsxml.org/XMLSchema/3.1 | ||||||
type | PortfolioUnderlyingType | ||||||
properties |
|
||||||
children | SecurityCodes Currency Issuer Price Delta Solvability Weight ExchangeRate | ||||||
source | <xs:element name="Underlying" type="PortfolioUnderlyingType" minOccurs="0" maxOccurs="unbounded"/> |
diagram | |||||||
namespace | http://www.fundsxml.org/XMLSchema/3.1 | ||||||
type | AmountType | ||||||
properties |
|
||||||
children | Amount AmountForeign AmountCurrency | ||||||
annotation |
|
||||||
source | <xs:element name="Exposure" type="AmountType" minOccurs="0"> <xs:annotation> <xs:documentation>Market Exposure according to commitment approach</xs:documentation> </xs:annotation> </xs:element> |