diagram | |||
namespace | http://www.fundsxml.org/XMLSchema/3.2 | ||
children | Currency Counterparty NotionalAmount ExpiryDate CouponSpread CouponPeriod MethodOfInterestCalculation InterestConvention IssueDate RecoveryRate PositionType Type PaymentSchedule YieldCurve Rating | ||
used by |
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annotation |
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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:sequence> </xs:complexType> |
diagram | ||||||||||
namespace | http://www.fundsxml.org/XMLSchema/3.2 | |||||||||
type | ISOCurrencyCodeType | |||||||||
properties |
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facets |
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source | <xs:element name="Currency" type="ISOCurrencyCodeType"/> |
diagram | ||||||||||
namespace | http://www.fundsxml.org/XMLSchema/3.2 | |||||||||
type | BicCodeType | |||||||||
properties |
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facets |
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source | <xs:element name="Counterparty" type="BicCodeType"/> |
diagram | |||||||
namespace | http://www.fundsxml.org/XMLSchema/3.2 | ||||||
type | xs:decimal | ||||||
properties |
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source | <xs:element name="NotionalAmount" type="xs:decimal" minOccurs="0"/> |
diagram | |||||||
namespace | http://www.fundsxml.org/XMLSchema/3.2 | ||||||
type | xs:date | ||||||
properties |
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source | <xs:element name="ExpiryDate" type="xs:date" minOccurs="0"/> |
diagram | |||||||
namespace | http://www.fundsxml.org/XMLSchema/3.2 | ||||||
properties |
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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> |
diagram | |||
namespace | http://www.fundsxml.org/XMLSchema/3.2 | ||
properties |
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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> |
diagram | |||||||
namespace | http://www.fundsxml.org/XMLSchema/3.2 | ||||||
type | PercentageType | ||||||
properties |
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source | <xs:element name="PercentValue" type="PercentageType" minOccurs="0"/> |
diagram | |||
namespace | http://www.fundsxml.org/XMLSchema/3.2 | ||
properties |
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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> |
diagram | |||||||
namespace | http://www.fundsxml.org/XMLSchema/3.2 | ||||||
type | SecurityCodesType | ||||||
properties |
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children | ISIN CUSIP SEDOL CountrySecurityCode OtherSecurityCodes UniqueID | ||||||
source | <xs:element name="SecurityCodes" type="SecurityCodesType" minOccurs="0"/> |
diagram | |||||||
namespace | http://www.fundsxml.org/XMLSchema/3.2 | ||||||
type | xs:string | ||||||
properties |
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source | <xs:element name="IndexName" type="xs:string" minOccurs="0"/> |
diagram | |||||||
namespace | http://www.fundsxml.org/XMLSchema/3.2 | ||||||
type | xs:decimal | ||||||
properties |
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source | <xs:element name="DifferenceInBasePoints" type="xs:decimal" minOccurs="0"/> |
diagram | |||||||||||||
namespace | http://www.fundsxml.org/XMLSchema/3.2 | ||||||||||||
type | extension of xs:string | ||||||||||||
properties |
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attributes |
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annotation |
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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> |
type | xs:string | ||
properties |
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source | <xs:attribute name="code" type="xs:string" use="optional"/> |
diagram | |||||||||||||
namespace | http://www.fundsxml.org/XMLSchema/3.2 | ||||||||||||
type | extension of xs:string | ||||||||||||
properties |
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attributes |
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annotation |
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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> |
type | xs:string | ||
properties |
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source | <xs:attribute name="code" type="xs:string" use="optional"/> |
diagram | |||||||
namespace | http://www.fundsxml.org/XMLSchema/3.2 | ||||||
type | xs:string | ||||||
properties |
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annotation |
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source | <xs:element name="InterestConvention" type="xs:string" minOccurs="0"> <xs:annotation> <xs:documentation>zB. mod.following</xs:documentation> </xs:annotation> </xs:element> |
diagram | |||||||
namespace | http://www.fundsxml.org/XMLSchema/3.2 | ||||||
type | xs:date | ||||||
properties |
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annotation |
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||||||
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> |
diagram | |||||||||
namespace | http://www.fundsxml.org/XMLSchema/3.2 | ||||||||
type | xs:decimal | ||||||||
properties |
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annotation |
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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> |
diagram | ||||||||||
namespace | http://www.fundsxml.org/XMLSchema/3.2 | |||||||||
type | restriction of xs:string | |||||||||
properties |
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facets |
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annotation |
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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> |
diagram | |||||||||||||
namespace | http://www.fundsxml.org/XMLSchema/3.2 | ||||||||||||
type | restriction of xs:string | ||||||||||||
properties |
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facets |
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annotation |
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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> |
diagram | |||||||
namespace | http://www.fundsxml.org/XMLSchema/3.2 | ||||||
properties |
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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> |
diagram | |||||||
namespace | http://www.fundsxml.org/XMLSchema/3.2 | ||||||
type | xs:date | ||||||
properties |
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||||||
source | <xs:element name="PaymentDay" type="xs:date" maxOccurs="unbounded"/> |
diagram | |||||||
namespace | http://www.fundsxml.org/XMLSchema/3.2 | ||||||
properties |
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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> |
diagram | |||||||
namespace | http://www.fundsxml.org/XMLSchema/3.2 | ||||||
type | xs:string | ||||||
properties |
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||||||
source | <xs:element name="YieldCurveIdentifier" type="xs:string" minOccurs="0"/> |
diagram | |||||||
namespace | http://www.fundsxml.org/XMLSchema/3.2 | ||||||
type | restriction of xs:string | ||||||
properties |
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||||||
facets |
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||||||
annotation |
|
||||||
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> |
diagram | |||||||
namespace | http://www.fundsxml.org/XMLSchema/3.2 | ||||||
type | PercentageType | ||||||
properties |
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||||||
source | <xs:element name="PercentageValue" type="PercentageType" minOccurs="0"/> |
diagram | |||||||
namespace | http://www.fundsxml.org/XMLSchema/3.2 | ||||||
type | RatingsType | ||||||
properties |
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||||||
children | RatingCompany Rating | ||||||
source | <xs:element name="Rating" type="RatingsType" minOccurs="0" maxOccurs="unbounded"/> |