diagram | |||
namespace | http://www.fundsxml.org/XMLSchema/3.2 | ||
children | InstrumentCIC EconomicArea InstrumentCode GroupID InstrumentName Valuation InterestRateInstrumentCharacteristics CreditRiskData Securitisation SubordinatedDebt HedgingRolling DerivativeOrConvertible Analytics LookThroughISIN ContributionToSCR QRTPositionInformation | ||
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source | <xs:complexType name="SIIPositionType"> <xs:sequence> <xs:element name="InstrumentCIC" type="CICCodeType"> <xs:annotation> <xs:documentation xml:lang="en">A12 - Instrument type. E.g. Equity, bond, option, swap,... CIC codification used.</xs:documentation> </xs:annotation> </xs:element> <xs:element name="EconomicArea" type="EconomicAreaType" minOccurs="0"> <xs:annotation> <xs:documentation xml:lang="en">A13 - Economic area code of quotation country: 0 non listed 1 EEA 2 OECD non EEA 3 non OECD</xs:documentation> </xs:annotation> </xs:element> <xs:element name="InstrumentCode" type="SIISecurityCodificationType"> <xs:annotation> <xs:documentation xml:lang="en">A15 14 - Use ISIN, CUSIP, BLOOMBERG etc. or internal code. See CodificationSystem. ISIN Preferred when available. </xs:documentation> </xs:annotation> </xs:element> <xs:element name="GroupID" type="xs:string" minOccurs="0"> <xs:annotation> <xs:documentation>A16 - Grouping code for operations on multi-leg instruments. Useless for single-leg positions.</xs:documentation> </xs:annotation> </xs:element> <xs:element name="InstrumentName" type="xs:string"> <xs:annotation> <xs:documentation xml:lang="en">A17</xs:documentation> </xs:annotation> </xs:element> <xs:element name="Valuation"> <xs:annotation> <xs:documentation xml:lang="en">Valuation characteristics and Position market value(s).</xs:documentation> </xs:annotation> <xs:complexType> <xs:sequence> <xs:element name="AssetOrLiability" minOccurs="0"> <xs:annotation> <xs:documentation>A17b - Asset/Liability identification if needed "A" or "L" or blank if values are directional values. "NA" or blank if not used</xs:documentation> </xs:annotation> <xs:simpleType> <xs:restriction base="xs:string"> <xs:enumeration value="A"/> <xs:enumeration value="L"/> <xs:enumeration value="NA"/> </xs:restriction> </xs:simpleType> </xs:element> <xs:element name="Quantity" type="xs:decimal" minOccurs="0"> <xs:annotation> <xs:documentation xml:lang="en">A18 - Quantity of Instrument in Position. 1 for OTC. Not reported if A19 is reported ?????</xs:documentation> </xs:annotation> </xs:element> <xs:element name="TotalNominalValueQC" type="xs:decimal"> <xs:annotation> <xs:documentation xml:lang="en">A19 - In QuotationCurrency. = Quantity * Nominal Unit Amount</xs:documentation> </xs:annotation> </xs:element> <xs:element name="ContractSize" type="xs:decimal" minOccurs="0"> <xs:annotation> <xs:documentation xml:lang="en">A20 - Only for futures and options. The way the contract size is defined varies according with the type of instrument. See EIOPA definition (QRT 0801)</xs:documentation> </xs:annotation> </xs:element> <xs:element name="QuotationCurrency" type="ISOCurrencyCodeType"> <xs:annotation> <xs:documentation xml:lang="en">A21 - Instrument quotation currency (A)</xs:documentation> </xs:annotation> </xs:element> <xs:element name="MarketValueQC" type="xs:decimal"> <xs:annotation> <xs:documentation xml:lang="en">A22 - Amount in QuotationCurrency (A) including accrued coupon. (Dirty value)</xs:documentation> </xs:annotation> </xs:element> <xs:element name="CleanValueQC" type="xs:decimal"> <xs:annotation> <xs:documentation xml:lang="en">A23 - Market value in QuotationCurrency not including accrued income.</xs:documentation> </xs:annotation> </xs:element> <xs:element name="AccruedIncomeQC" type="xs:decimal" minOccurs="0"> <xs:annotation> <xs:documentation>A125 - Accrued interest in QuotationCurrency. Generally equals to: MarketValueQC - CleanValueQC</xs:documentation> </xs:annotation> </xs:element> <xs:element name="MarketValuePC" type="xs:decimal"> <xs:annotation> <xs:documentation xml:lang="en">A24 - Amount in PortfolioCurrency (B) including accrued coupon. (Dirty value)</xs:documentation> </xs:annotation> </xs:element> <xs:element name="CleanValuePC" type="xs:decimal"> <xs:annotation> <xs:documentation xml:lang="en">A25 - Market value in PortfolioCurrency not including accrued interest</xs:documentation> </xs:annotation> </xs:element> <xs:element name="AccruedIncomePC" type="xs:decimal" minOccurs="0"> <xs:annotation> <xs:documentation>A126 - Accrued interest in PortfolioCurrency. Generally equals to: MarketValuePC - CleanValuePC</xs:documentation> </xs:annotation> </xs:element> <xs:element name="PositionWeight" type="xs:decimal"> <xs:annotation> <xs:documentation>A26 - MarketValuePC in percentage of TotalNetAssets (including liquidity) 50%=0.5</xs:documentation> </xs:annotation> </xs:element> <xs:element name="MarketExposureQC" type="xs:decimal" minOccurs="0"> <xs:annotation> <xs:documentation xml:lang="en">A27 - MarketExposure in QuotationCurrency (A). Different from MarketValueQC for derivatives: valuation of the equivalent position on the underlying asset.</xs:documentation> </xs:annotation> </xs:element> <xs:element name="MarketExposurePC" type="xs:decimal" minOccurs="0"> <xs:annotation> <xs:documentation xml:lang="en">A28 - MarketExposure in PortfolioCurrency (B). Different from MarketValuePC for derivatives: valuation of the equivalent position on the underlying asset.</xs:documentation> </xs:annotation> </xs:element> <xs:element name="MarketExposureWeight" type="xs:decimal" minOccurs="0"> <xs:annotation> <xs:documentation xml:lang="en">A30 - MarketExposurePC as percentage of TotalNetAssets. 1.2% = 0.012</xs:documentation> </xs:annotation> </xs:element> <xs:element name="MarketExposureUC" type="xs:decimal" minOccurs="0"> <xs:annotation> <xs:documentation>A29 - %Market exposure in QuotationCurrency (C) of underlying asset</xs:documentation> </xs:annotation> </xs:element> <xs:element name="MarketExposureUCWeight" type="xs:decimal" minOccurs="0"> <xs:annotation> <xs:documentation xml:lang="en">A31 - MarketExposureUC converted in PC, in percentage in percentage of TotalNetAssets. 2.7% = 0.027</xs:documentation> </xs:annotation> </xs:element> </xs:sequence> </xs:complexType> </xs:element> <xs:element name="InterestRateInstrumentCharacteristics" minOccurs="0"> <xs:annotation> <xs:documentation xml:lang="en">Detailed characteristics for interest rate instruments.</xs:documentation> </xs:annotation> <xs:complexType> <xs:sequence> <xs:sequence minOccurs="0"> <xs:element name="RateType"> <xs:annotation> <xs:documentation xml:lang="en">A32 - Type of interest rate: "Fixed" (fixe), "Variable" (révisable), "Floating" (variable)</xs:documentation> </xs:annotation> <xs:simpleType> <xs:restriction base="xs:string"> <xs:enumeration value="Fixed"/> <xs:enumeration value="Variable"/> <xs:enumeration value="Floating"/> </xs:restriction> </xs:simpleType> </xs:element> <xs:element name="CouponRate" type="PercentageType"> <xs:annotation> <xs:documentation xml:lang="en">A33 - Next annual coupon rate in percentage (known, or estimated for Floating). 3.5% has to be written "3.5"</xs:documentation> </xs:annotation> </xs:element> <xs:element name="VariableRate" minOccurs="0"> <xs:annotation> <xs:documentation xml:lang="en">For Floating/Variable rate bond.</xs:documentation> </xs:annotation> <xs:complexType> <xs:sequence> <xs:element name="IndexID" type="CodificationType"> <xs:annotation> <xs:documentation xml:lang="en">A35 34 - Identification of index used as reference for Floating/Variable rate bond. CodificationSystem omitted if internal codification is used.</xs:documentation> </xs:annotation> </xs:element> <xs:element name="IndexName" type="xs:string"> <xs:annotation> <xs:documentation>A36 - Name of Index</xs:documentation> </xs:annotation> </xs:element> <xs:element name="Margin" type="PercentageType"> <xs:annotation> <xs:documentation xml:lang="en">A37 - Annual additive margin in percentage. e.g. -0.5% should be written as "-0.5"</xs:documentation> </xs:annotation> </xs:element> </xs:sequence> </xs:complexType> </xs:element> <xs:element name="CouponFrequency" type="SIICouponFrequencyType"> <xs:annotation> <xs:documentation xml:lang="en">A38 - Coupon payment frequency as number of coupons per year 0 = other case than 1= annual 2= biannual 4= quarterly 12= monthly</xs:documentation> </xs:annotation> </xs:element> </xs:sequence> <xs:element name="EffectiveDateOfInstrument" type="xs:date" minOccurs="0"> <xs:annotation> <xs:documentation xml:lang="en">A63 - Start date to accrue interest.</xs:documentation> </xs:annotation> </xs:element> <xs:element name="Redemption" type="RedemptionType"> <xs:annotation> <xs:documentation xml:lang="en">A39 40 41 - Redemption details</xs:documentation> </xs:annotation> </xs:element> <xs:element name="EmbeddedOption" minOccurs="0"> <xs:annotation> <xs:documentation xml:lang="en">To be used only for a callable / putable bond. The embedded option is described only for the first option date to come.</xs:documentation> </xs:annotation> <xs:complexType> <xs:sequence> <xs:element name="CallPutType"> <xs:annotation> <xs:documentation xml:lang="en">A42 - For callable (C) or putable (P) bond. "B" if both</xs:documentation> </xs:annotation> <xs:simpleType> <xs:restriction base="xs:string"> <xs:minLength value="1"/> <xs:maxLength value="1"/> <xs:enumeration value="C"/> <xs:enumeration value="P"/> <xs:enumeration value="B"/> </xs:restriction> </xs:simpleType> </xs:element> <xs:element name="CallPutDate" type="xs:date"> <xs:annotation> <xs:documentation xml:lang="en">A43 - Date of first Call / Put option to come.</xs:documentation> </xs:annotation> </xs:element> <xs:element name="OptionDirection"> <xs:annotation> <xs:documentation xml:lang="en">A44 - Option at the discretion of issuer(I) or bearer(B). "O" if both are possible.</xs:documentation> </xs:annotation> <xs:simpleType> <xs:restriction base="xs:string"> <xs:minLength value="1"/> <xs:maxLength value="1"/> <xs:enumeration value="I"/> <xs:enumeration value="B"/> <xs:enumeration value="O"/> </xs:restriction> </xs:simpleType> </xs:element> <xs:element name="StrikePrice" type="xs:decimal"> <xs:annotation> <xs:documentation xml:lang="en">A45 - Strike price of first optional Call / Put as a percentage of nominal amount. 95%=0.95</xs:documentation> </xs:annotation> </xs:element> </xs:sequence> </xs:complexType> </xs:element> <xs:element name="ValuationYieldCurve" minOccurs="0"> <xs:annotation> <xs:documentation>Specific data in case no yield curve of reference is available (e.g. for developing countries or BRICS)</xs:documentation> </xs:annotation> <xs:complexType> <xs:sequence> <xs:element name="Yield" type="xs:decimal"> <xs:annotation> <xs:documentation>A129 - Valuation Yield of the interest rate instrument ****Is 3.5% coded as 3.5 or 0.035?</xs:documentation> </xs:annotation> </xs:element> <xs:element name="Spread" type="xs:decimal"> <xs:annotation> <xs:documentation>A130 - Issuer spread calculated from Z coupon IRS curve of quotation currency ****Is 0.5% coded as 0.5 or 0.005?</xs:documentation> </xs:annotation> </xs:element> </xs:sequence> </xs:complexType> </xs:element> </xs:sequence> </xs:complexType> </xs:element> <xs:element name="CreditRiskData" minOccurs="0"> <xs:annotation> <xs:documentation xml:lang="en">A46 to A54 + A57 + A59 - Useless for cash positions. Mandatory otherwise. Refers to Counterparty for OTC Derivatives. Corresponds to TPT block "Issuer data" (A46 to A59)</xs:documentation> </xs:annotation> <xs:complexType> <xs:complexContent> <xs:extension base="CreditRiskDataType"> <xs:sequence> <xs:element name="EconomicSector" type="NACECodeType" minOccurs="0"> <xs:annotation> <xs:documentation xml:lang="en">A54 - Economic sector of instrument issuer. NACE code mandatory. Optional for Derivatives or Underlying instruments.</xs:documentation> </xs:annotation> </xs:element> <xs:element name="Covered"> <xs:annotation> <xs:documentation xml:lang="en">A55 - The instrument is covered ("C") or not ('NC')</xs:documentation> </xs:annotation> <xs:simpleType> <xs:restriction base="xs:string"> <xs:enumeration value="C"/> <xs:enumeration value="NC"/> </xs:restriction> </xs:simpleType> </xs:element> </xs:sequence> </xs:extension> </xs:complexContent> </xs:complexType> </xs:element> <xs:element name="Securitisation" minOccurs="0"> <xs:annotation> <xs:documentation>To be used for synthetic Asset Backed Securities (ABS) and other ABS</xs:documentation> </xs:annotation> <xs:complexType> <xs:sequence> <xs:element name="Securitised"> <xs:annotation> <xs:documentation>A56 - 0=No 1=Securitisation type 1 2=Securitisation type 2 3= Re-securitisation</xs:documentation> </xs:annotation> <xs:simpleType> <xs:restriction base="xs:int"> <xs:minInclusive value="0"/> <xs:maxInclusive value="3"/> </xs:restriction> </xs:simpleType> </xs:element> <xs:element name="TrancheLevel" type="xs:string" minOccurs="0"> <xs:annotation> <xs:documentation>A58b - Seniority</xs:documentation> </xs:annotation> </xs:element> </xs:sequence> </xs:complexType> </xs:element> <xs:element name="SubordinatedDebt" type="YesNoL1Type" minOccurs="0"> <xs:annotation> <xs:documentation>A58 - Y/N</xs:documentation> </xs:annotation> </xs:element> <xs:element name="HedgingRolling" type="YesNoL1Type" minOccurs="0"> <xs:annotation> <xs:documentation xml:lang="en">A65 - "Y" if a "Systematic roll at maturity" program exists, otherwise "N" if used for hedging but no systematic roll at maturity; missing if not used for Hedging. </xs:documentation> </xs:annotation> </xs:element> <xs:element name="DerivativeOrConvertible" minOccurs="0"> <xs:annotation> <xs:documentation xml:lang="en">For Futures or Convertible bonds: - Characteristics of the option (implicit or explicit). - Description of underlying instrument.</xs:documentation> </xs:annotation> <xs:complexType> <xs:sequence> <xs:element name="OptionCharacteristics" minOccurs="0"> <xs:annotation> <xs:documentation xml:lang="en">For an Option, description of its characteristincs. For a convertible bond, description of optional conversion. Useless for single futures contract.</xs:documentation> </xs:annotation> <xs:complexType> <xs:sequence> <xs:element name="CallPutType"> <xs:annotation> <xs:documentation xml:lang="en">A60 - Option type "Cal"=call "Put"=put "Cap"=cap "Flr"=floor</xs:documentation> </xs:annotation> <xs:simpleType> <xs:restriction base="xs:string"> <xs:length value="3"/> <xs:enumeration value="Cal"/> <xs:enumeration value="Put"/> <xs:enumeration value="Cap"/> <xs:enumeration value="Flr"/> </xs:restriction> </xs:simpleType> </xs:element> <xs:element name="StrikePrice" type="xs:decimal"> <xs:annotation> <xs:documentation xml:lang="en">A61 - Strike price of the option in same unit as price of underlying instrument.</xs:documentation> </xs:annotation> </xs:element> <xs:element name="ConversionRatio" type="xs:decimal"> <xs:annotation> <xs:documentation xml:lang="en">A62 - Quantity of UnderlyingInstrument obtained for one "Instrument".</xs:documentation> </xs:annotation> </xs:element> <xs:element name="ExerciseType" minOccurs="0"> <xs:annotation> <xs:documentation xml:lang="en">A64 - Option style: AMerican, EUropean, ASiatic, BErmudian Optional for convertibles</xs:documentation> </xs:annotation> <xs:simpleType> <xs:restriction base="xs:string"> <xs:minLength value="2"/> <xs:maxLength value="2"/> <xs:enumeration value="AM"/> <xs:enumeration value="EU"/> <xs:enumeration value="AS"/> <xs:enumeration value="BE"/> </xs:restriction> </xs:simpleType> </xs:element> <xs:element name="Convertible" minOccurs="0"> <xs:annotation> <xs:documentation>Only for Convertible bond. For pricing using shock modelling.</xs:documentation> </xs:annotation> <xs:complexType> <xs:sequence> <xs:element name="BondFloor" type="xs:decimal" minOccurs="0"> <xs:annotation> <xs:documentation>A127 - Lowest value of a convertible bond expressed in quotation currency, at current issuer spread</xs:documentation> </xs:annotation> </xs:element> <xs:element name="OptionPremium" type="xs:decimal" minOccurs="0"> <xs:annotation> <xs:documentation>A128 - Premium of the embedded option of a convertible bond in quotation currency.</xs:documentation> </xs:annotation> </xs:element> </xs:sequence> </xs:complexType> </xs:element> </xs:sequence> </xs:complexType> </xs:element> <xs:element name="UnderlyingInstrument"> <xs:complexType> <xs:sequence> <xs:element name="InstrumentCIC" type="CICCodeType"> <xs:annotation> <xs:documentation xml:lang="en">A67 - Instrument type. E.g. Equity, bond, option, swap,... CIC codification.</xs:documentation> </xs:annotation> </xs:element> <xs:element name="InstrumentCode" type="SIISecurityCodificationType"> <xs:annotation> <xs:documentation xml:lang="en">A69 68 - Use ISIN, CUSIP, or OtherSecurityCodes/Name(of codification system) for BLOOMBERG, TELEKURS or Internal code</xs:documentation> </xs:annotation> </xs:element> <xs:element name="InstrumentName" type="xs:string"> <xs:annotation> <xs:documentation xml:lang="en">A70 - Name of underlying instrument.</xs:documentation> </xs:annotation> </xs:element> <xs:element name="Valuation"> <xs:complexType> <xs:sequence> <xs:element name="Currency" type="ISOCurrencyCodeType"> <xs:annotation> <xs:documentation>A71 - Quotation currency (C)</xs:documentation> </xs:annotation> </xs:element> <xs:element name="MarketPrice" type="xs:decimal"> <xs:annotation> <xs:documentation xml:lang="en">A72 - Last market price known, in Currency (C).</xs:documentation> </xs:annotation> </xs:element> <xs:element name="Country" type="ISOCountryCodeType"> <xs:annotation> <xs:documentation xml:lang="en">A73 - Country of quotation</xs:documentation> </xs:annotation> </xs:element> <xs:element name="EconomicArea" type="EconomicAreaType" minOccurs="0"> <xs:annotation> <xs:documentation xml:lang="en">A74 - Economic area code of Country of quotation: 0 non listed 1 EEA; 2 OECD non EEA 3 non OECD</xs:documentation> </xs:annotation> </xs:element> </xs:sequence> </xs:complexType> </xs:element> <xs:element name="Coupon" minOccurs="0"> <xs:annotation> <xs:documentation xml:lang="en">If underlying instrument is an interest rate instrument.</xs:documentation> </xs:annotation> <xs:complexType> <xs:sequence> <xs:element name="CouponRate" type="PercentageType"> <xs:annotation> <xs:documentation xml:lang="en">A75 - Next coupon rate in percentage. 3.5% = 3.5</xs:documentation> </xs:annotation> </xs:element> <xs:element name="CouponFrequency" type="SIICouponFrequencyType"> <xs:annotation> <xs:documentation xml:lang="en">A76 - Coupon payment frequency as number of coupons per year 0 = other case than 1= annual 2= biannual 4= quarterly 12= monthly</xs:documentation> </xs:annotation> </xs:element> </xs:sequence> </xs:complexType> </xs:element> <xs:element name="Redemption" type="RedemptionType" minOccurs="0"> <xs:annotation> <xs:documentation xml:lang="en">A77 78 79 - Redemption details. If underlying instrument is an interest rate instrument.</xs:documentation> </xs:annotation> </xs:element> <xs:element name="CreditRiskData" type="CreditRiskDataType" minOccurs="0"> <xs:annotation> <xs:documentation xml:lang="en">A80 to A89 - Issuer of underlying instrument (or counterparty for OTC instruments).</xs:documentation> </xs:annotation> </xs:element> </xs:sequence> </xs:complexType> </xs:element> </xs:sequence> </xs:complexType> </xs:element> <xs:element name="Analytics" minOccurs="0"> <xs:annotation> <xs:documentation>Financial ratios: Modified duration, Delta, ... Useless fo cash positions</xs:documentation> </xs:annotation> <xs:complexType> <xs:sequence> <xs:element name="ModifiedDurationToMaturity" type="xs:decimal" minOccurs="0"> <xs:annotation> <xs:documentation xml:lang="en">A90 - Modified duration to maturity date based on dirty price.</xs:documentation> </xs:annotation> </xs:element> <xs:element name="ModifiedDurationToCall" type="xs:decimal" minOccurs="0"> <xs:annotation> <xs:documentation xml:lang="en">A91 - Modified duration to next call/put date, if any.</xs:documentation> </xs:annotation> </xs:element> <xs:element name="CreditSensitivity" type="xs:decimal" minOccurs="0"> <xs:annotation> <xs:documentation xml:lang="en">A92</xs:documentation> </xs:annotation> </xs:element> <xs:element name="Delta" type="xs:decimal" minOccurs="0"> <xs:annotation> <xs:documentation xml:lang="en">A93 - For Convertibles and Options. Sensitivity to the underlying asset. Mandatory?? **********</xs:documentation> </xs:annotation> </xs:element> <xs:element name="Convexity" type="xs:decimal" minOccurs="0"> <xs:annotation> <xs:documentation xml:lang="en">A94 - Convexity for interest rates instruments; or gamma for derivatives with optional components </xs:documentation> </xs:annotation> </xs:element> <xs:element name="Vega" type="xs:decimal" minOccurs="0"> <xs:annotation> <xs:documentation>A94b</xs:documentation> </xs:annotation> </xs:element> </xs:sequence> </xs:complexType> </xs:element> <xs:element name="LookThroughISIN" type="ISINType" minOccurs="0"> <xs:annotation> <xs:documentation xml:lang="en">A95 - If Portfolio is decomposed using look-through approach and the line comes from a fund, ISIN code of this fund (Share class)</xs:documentation> </xs:annotation> </xs:element> <xs:element name="ContributionToSCR" type="ContributionToSCRType" minOccurs="0"> <xs:annotation> <xs:documentation>Instrument level. The block is optional. However, if the block is present, all the SCRs inside can be present, with the non relevant ones set to 0.</xs:documentation> </xs:annotation> </xs:element> <xs:element name="QRTPositionInformation" minOccurs="0"> <xs:annotation> <xs:documentation>Needed for segregated account. To be specified***********</xs:documentation> </xs:annotation> <xs:complexType> <xs:sequence> <xs:element name="CollateralisedAsset" type="YesNoL1Type" minOccurs="0"> <xs:annotation> <xs:documentation>A106 - Indicator used to identify the under-written instruments</xs:documentation> </xs:annotation> </xs:element> <xs:element name="PlaceOfDeposit" type="xs:string" minOccurs="0"> <xs:annotation> <xs:documentation>A107 - Instrument place of deposit</xs:documentation> </xs:annotation> </xs:element> <xs:element name="Participation" type="xs:string" minOccurs="0"> <xs:annotation> <xs:documentation>A108 - Indicator used to identify the guidelines of participation in accountancy terms</xs:documentation> </xs:annotation> </xs:element> <xs:element name="ValorisationMethod" minOccurs="0"> <xs:annotation> <xs:documentation>A110 - Use closed list: 1 - quoted market price in active markets for the same assets 2 - quoted market price in active markets for similar assets 3 - alternative valuation methods 4 - adjusted equity methods (applicable for the valuation of participations) 5 - IFRS equity methods (applicable for the valuation of participations) 6 - Market valuation according to article 9(4) of Commission Delegated Regulation 2015/35 </xs:documentation> </xs:annotation> <xs:simpleType> <xs:restriction base="xs:int"> <xs:minInclusive value="1"/> <xs:maxInclusive value="6"/> </xs:restriction> </xs:simpleType> </xs:element> <xs:element name="AcquisitionValue" type="xs:decimal" minOccurs="0"> <xs:annotation> <xs:documentation>A111 - Total acquisition value for assets held, clean value without accrued interest. Not applicable to CIC categories 7 and 8.</xs:documentation> </xs:annotation> </xs:element> <xs:element name="CounterpartyRating" minOccurs="0"> <xs:complexType> <xs:sequence> <xs:element name="RatingValue" type="xs:string"> <xs:annotation> <xs:documentation>A112 - </xs:documentation> </xs:annotation> </xs:element> <xs:element name="RatingAgency" type="xs:string"> <xs:annotation> <xs:documentation>A113 - </xs:documentation> </xs:annotation> </xs:element> </xs:sequence> </xs:complexType> </xs:element> <xs:element name="UnderlyingAssetCategory" minOccurs="0"> <xs:annotation> <xs:documentation>A131 - Identifies the assets categories, receivables and derivatives within the collective investment undertaking. Possible values are: 1 - Government bonds 2 - Corporate bonds 3L - Listed equity 3X - Unlisted equity 4 - Collective Investment Undertakings 5 - Structured notes 6 - Collateralised securities 7 - Cash and deposits 8 - Mortgages and loans 9 - Properties 0 - Other investments (including receivables) A – Futures B – Call Options C – Put Options D – Swaps E – Forwards F – Credit derivatives L - Liabilities When the look-through regards a Fund of funds, category “4 - Collective Investment Units” shall be used only for non-material residual values. </xs:documentation> </xs:annotation> <xs:simpleType> <xs:restriction base="xs:string"> <xs:minLength value="1"/> <xs:maxLength value="2"/> <xs:enumeration value="1"/> <xs:enumeration value="2"/> <xs:enumeration value="3L"/> <xs:enumeration value="3X"/> <xs:enumeration value="4"/> <xs:enumeration value="5"/> <xs:enumeration value="6"/> <xs:enumeration value="7"/> <xs:enumeration value="8"/> <xs:enumeration value="9"/> <xs:enumeration value="0"/> <xs:enumeration value="A"/> <xs:enumeration value="B"/> <xs:enumeration value="C"/> <xs:enumeration value="D"/> <xs:enumeration value="E"/> <xs:enumeration value="F"/> <xs:enumeration value="L"/> </xs:restriction> </xs:simpleType> </xs:element> </xs:sequence> </xs:complexType> </xs:element> </xs:sequence> </xs:complexType> |
diagram | ||||||||||
namespace | http://www.fundsxml.org/XMLSchema/3.2 | |||||||||
type | CICCodeType | |||||||||
properties |
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facets |
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annotation |
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source | <xs:element name="InstrumentCIC" type="CICCodeType"> <xs:annotation> <xs:documentation xml:lang="en">A12 - Instrument type. E.g. Equity, bond, option, swap,... CIC codification used.</xs:documentation> </xs:annotation> </xs:element> |
diagram | ||||||||||
namespace | http://www.fundsxml.org/XMLSchema/3.2 | |||||||||
type | EconomicAreaType | |||||||||
properties |
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facets |
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annotation |
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source | <xs:element name="EconomicArea" type="EconomicAreaType" minOccurs="0"> <xs:annotation> <xs:documentation xml:lang="en">A13 - Economic area code of quotation country: 0 non listed 1 EEA 2 OECD non EEA 3 non OECD</xs:documentation> </xs:annotation> </xs:element> |
diagram | |||
namespace | http://www.fundsxml.org/XMLSchema/3.2 | ||
type | SIISecurityCodificationType | ||
properties |
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children | CodificationSystem Code | ||
annotation |
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source | <xs:element name="InstrumentCode" type="SIISecurityCodificationType"> <xs:annotation> <xs:documentation xml:lang="en">A15 14 - Use ISIN, CUSIP, BLOOMBERG etc. or internal code. See CodificationSystem. ISIN Preferred when available. </xs:documentation> </xs:annotation> </xs:element> |
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="GroupID" type="xs:string" minOccurs="0"> <xs:annotation> <xs:documentation>A16 - Grouping code for operations on multi-leg instruments. Useless for single-leg positions.</xs:documentation> </xs:annotation> </xs:element> |
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="InstrumentName" type="xs:string"> <xs:annotation> <xs:documentation xml:lang="en">A17</xs:documentation> </xs:annotation> </xs:element> |
diagram | |||
namespace | http://www.fundsxml.org/XMLSchema/3.2 | ||
properties |
|
||
children | AssetOrLiability Quantity TotalNominalValueQC ContractSize QuotationCurrency MarketValueQC CleanValueQC AccruedIncomeQC MarketValuePC CleanValuePC AccruedIncomePC PositionWeight MarketExposureQC MarketExposurePC MarketExposureWeight MarketExposureUC MarketExposureUCWeight | ||
annotation |
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||
source | <xs:element name="Valuation"> <xs:annotation> <xs:documentation xml:lang="en">Valuation characteristics and Position market value(s).</xs:documentation> </xs:annotation> <xs:complexType> <xs:sequence> <xs:element name="AssetOrLiability" minOccurs="0"> <xs:annotation> <xs:documentation>A17b - Asset/Liability identification if needed "A" or "L" or blank if values are directional values. "NA" or blank if not used</xs:documentation> </xs:annotation> <xs:simpleType> <xs:restriction base="xs:string"> <xs:enumeration value="A"/> <xs:enumeration value="L"/> <xs:enumeration value="NA"/> </xs:restriction> </xs:simpleType> </xs:element> <xs:element name="Quantity" type="xs:decimal" minOccurs="0"> <xs:annotation> <xs:documentation xml:lang="en">A18 - Quantity of Instrument in Position. 1 for OTC. Not reported if A19 is reported ?????</xs:documentation> </xs:annotation> </xs:element> <xs:element name="TotalNominalValueQC" type="xs:decimal"> <xs:annotation> <xs:documentation xml:lang="en">A19 - In QuotationCurrency. = Quantity * Nominal Unit Amount</xs:documentation> </xs:annotation> </xs:element> <xs:element name="ContractSize" type="xs:decimal" minOccurs="0"> <xs:annotation> <xs:documentation xml:lang="en">A20 - Only for futures and options. The way the contract size is defined varies according with the type of instrument. See EIOPA definition (QRT 0801)</xs:documentation> </xs:annotation> </xs:element> <xs:element name="QuotationCurrency" type="ISOCurrencyCodeType"> <xs:annotation> <xs:documentation xml:lang="en">A21 - Instrument quotation currency (A)</xs:documentation> </xs:annotation> </xs:element> <xs:element name="MarketValueQC" type="xs:decimal"> <xs:annotation> <xs:documentation xml:lang="en">A22 - Amount in QuotationCurrency (A) including accrued coupon. (Dirty value)</xs:documentation> </xs:annotation> </xs:element> <xs:element name="CleanValueQC" type="xs:decimal"> <xs:annotation> <xs:documentation xml:lang="en">A23 - Market value in QuotationCurrency not including accrued income.</xs:documentation> </xs:annotation> </xs:element> <xs:element name="AccruedIncomeQC" type="xs:decimal" minOccurs="0"> <xs:annotation> <xs:documentation>A125 - Accrued interest in QuotationCurrency. Generally equals to: MarketValueQC - CleanValueQC</xs:documentation> </xs:annotation> </xs:element> <xs:element name="MarketValuePC" type="xs:decimal"> <xs:annotation> <xs:documentation xml:lang="en">A24 - Amount in PortfolioCurrency (B) including accrued coupon. (Dirty value)</xs:documentation> </xs:annotation> </xs:element> <xs:element name="CleanValuePC" type="xs:decimal"> <xs:annotation> <xs:documentation xml:lang="en">A25 - Market value in PortfolioCurrency not including accrued interest</xs:documentation> </xs:annotation> </xs:element> <xs:element name="AccruedIncomePC" type="xs:decimal" minOccurs="0"> <xs:annotation> <xs:documentation>A126 - Accrued interest in PortfolioCurrency. Generally equals to: MarketValuePC - CleanValuePC</xs:documentation> </xs:annotation> </xs:element> <xs:element name="PositionWeight" type="xs:decimal"> <xs:annotation> <xs:documentation>A26 - MarketValuePC in percentage of TotalNetAssets (including liquidity) 50%=0.5</xs:documentation> </xs:annotation> </xs:element> <xs:element name="MarketExposureQC" type="xs:decimal" minOccurs="0"> <xs:annotation> <xs:documentation xml:lang="en">A27 - MarketExposure in QuotationCurrency (A). Different from MarketValueQC for derivatives: valuation of the equivalent position on the underlying asset.</xs:documentation> </xs:annotation> </xs:element> <xs:element name="MarketExposurePC" type="xs:decimal" minOccurs="0"> <xs:annotation> <xs:documentation xml:lang="en">A28 - MarketExposure in PortfolioCurrency (B). Different from MarketValuePC for derivatives: valuation of the equivalent position on the underlying asset.</xs:documentation> </xs:annotation> </xs:element> <xs:element name="MarketExposureWeight" type="xs:decimal" minOccurs="0"> <xs:annotation> <xs:documentation xml:lang="en">A30 - MarketExposurePC as percentage of TotalNetAssets. 1.2% = 0.012</xs:documentation> </xs:annotation> </xs:element> <xs:element name="MarketExposureUC" type="xs:decimal" minOccurs="0"> <xs:annotation> <xs:documentation>A29 - %Market exposure in QuotationCurrency (C) of underlying asset</xs:documentation> </xs:annotation> </xs:element> <xs:element name="MarketExposureUCWeight" type="xs:decimal" minOccurs="0"> <xs:annotation> <xs:documentation xml:lang="en">A31 - MarketExposureUC converted in PC, in percentage in percentage of TotalNetAssets. 2.7% = 0.027</xs:documentation> </xs:annotation> </xs:element> </xs:sequence> </xs:complexType> </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="AssetOrLiability" minOccurs="0"> <xs:annotation> <xs:documentation>A17b - Asset/Liability identification if needed "A" or "L" or blank if values are directional values. "NA" or blank if not used</xs:documentation> </xs:annotation> <xs:simpleType> <xs:restriction base="xs:string"> <xs:enumeration value="A"/> <xs:enumeration value="L"/> <xs:enumeration value="NA"/> </xs:restriction> </xs:simpleType> </xs:element> |
diagram | |||||||
namespace | http://www.fundsxml.org/XMLSchema/3.2 | ||||||
type | xs:decimal | ||||||
properties |
|
||||||
annotation |
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||||||
source | <xs:element name="Quantity" type="xs:decimal" minOccurs="0"> <xs:annotation> <xs:documentation xml:lang="en">A18 - Quantity of Instrument in Position. 1 for OTC. Not reported if A19 is reported ?????</xs:documentation> </xs:annotation> </xs:element> |
diagram | |||
namespace | http://www.fundsxml.org/XMLSchema/3.2 | ||
type | xs:decimal | ||
properties |
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||
annotation |
|
||
source | <xs:element name="TotalNominalValueQC" type="xs:decimal"> <xs:annotation> <xs:documentation xml:lang="en">A19 - In QuotationCurrency. = Quantity * Nominal Unit Amount</xs:documentation> </xs:annotation> </xs:element> |
diagram | |||||||
namespace | http://www.fundsxml.org/XMLSchema/3.2 | ||||||
type | xs:decimal | ||||||
properties |
|
||||||
annotation |
|
||||||
source | <xs:element name="ContractSize" type="xs:decimal" minOccurs="0"> <xs:annotation> <xs:documentation xml:lang="en">A20 - Only for futures and options. The way the contract size is defined varies according with the type of instrument. See EIOPA definition (QRT 0801)</xs:documentation> </xs:annotation> </xs:element> |
diagram | ||||||||||
namespace | http://www.fundsxml.org/XMLSchema/3.2 | |||||||||
type | ISOCurrencyCodeType | |||||||||
properties |
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|||||||||
facets |
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|||||||||
annotation |
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|||||||||
source | <xs:element name="QuotationCurrency" type="ISOCurrencyCodeType"> <xs:annotation> <xs:documentation xml:lang="en">A21 - Instrument quotation currency (A)</xs:documentation> </xs:annotation> </xs:element> |
diagram | |||
namespace | http://www.fundsxml.org/XMLSchema/3.2 | ||
type | xs:decimal | ||
properties |
|
||
annotation |
|
||
source | <xs:element name="MarketValueQC" type="xs:decimal"> <xs:annotation> <xs:documentation xml:lang="en">A22 - Amount in QuotationCurrency (A) including accrued coupon. (Dirty value)</xs:documentation> </xs:annotation> </xs:element> |
diagram | |||
namespace | http://www.fundsxml.org/XMLSchema/3.2 | ||
type | xs:decimal | ||
properties |
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||
annotation |
|
||
source | <xs:element name="CleanValueQC" type="xs:decimal"> <xs:annotation> <xs:documentation xml:lang="en">A23 - Market value in QuotationCurrency not including accrued income.</xs:documentation> </xs:annotation> </xs:element> |
diagram | |||||||
namespace | http://www.fundsxml.org/XMLSchema/3.2 | ||||||
type | xs:decimal | ||||||
properties |
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||||||
annotation |
|
||||||
source | <xs:element name="AccruedIncomeQC" type="xs:decimal" minOccurs="0"> <xs:annotation> <xs:documentation>A125 - Accrued interest in QuotationCurrency. Generally equals to: MarketValueQC - CleanValueQC</xs:documentation> </xs:annotation> </xs:element> |
diagram | |||
namespace | http://www.fundsxml.org/XMLSchema/3.2 | ||
type | xs:decimal | ||
properties |
|
||
annotation |
|
||
source | <xs:element name="MarketValuePC" type="xs:decimal"> <xs:annotation> <xs:documentation xml:lang="en">A24 - Amount in PortfolioCurrency (B) including accrued coupon. (Dirty value)</xs:documentation> </xs:annotation> </xs:element> |
diagram | |||
namespace | http://www.fundsxml.org/XMLSchema/3.2 | ||
type | xs:decimal | ||
properties |
|
||
annotation |
|
||
source | <xs:element name="CleanValuePC" type="xs:decimal"> <xs:annotation> <xs:documentation xml:lang="en">A25 - Market value in PortfolioCurrency not including accrued interest</xs:documentation> </xs:annotation> </xs:element> |
diagram | |||||||
namespace | http://www.fundsxml.org/XMLSchema/3.2 | ||||||
type | xs:decimal | ||||||
properties |
|
||||||
annotation |
|
||||||
source | <xs:element name="AccruedIncomePC" type="xs:decimal" minOccurs="0"> <xs:annotation> <xs:documentation>A126 - Accrued interest in PortfolioCurrency. Generally equals to: MarketValuePC - CleanValuePC</xs:documentation> </xs:annotation> </xs:element> |
diagram | |||
namespace | http://www.fundsxml.org/XMLSchema/3.2 | ||
type | xs:decimal | ||
properties |
|
||
annotation |
|
||
source | <xs:element name="PositionWeight" type="xs:decimal"> <xs:annotation> <xs:documentation>A26 - MarketValuePC in percentage of TotalNetAssets (including liquidity) 50%=0.5</xs:documentation> </xs:annotation> </xs:element> |
diagram | |||||||
namespace | http://www.fundsxml.org/XMLSchema/3.2 | ||||||
type | xs:decimal | ||||||
properties |
|
||||||
annotation |
|
||||||
source | <xs:element name="MarketExposureQC" type="xs:decimal" minOccurs="0"> <xs:annotation> <xs:documentation xml:lang="en">A27 - MarketExposure in QuotationCurrency (A). Different from MarketValueQC for derivatives: valuation of the equivalent position on the underlying asset.</xs:documentation> </xs:annotation> </xs:element> |
diagram | |||||||
namespace | http://www.fundsxml.org/XMLSchema/3.2 | ||||||
type | xs:decimal | ||||||
properties |
|
||||||
annotation |
|
||||||
source | <xs:element name="MarketExposurePC" type="xs:decimal" minOccurs="0"> <xs:annotation> <xs:documentation xml:lang="en">A28 - MarketExposure in PortfolioCurrency (B). Different from MarketValuePC for derivatives: valuation of the equivalent position on the underlying asset.</xs:documentation> </xs:annotation> </xs:element> |
diagram | |||||||
namespace | http://www.fundsxml.org/XMLSchema/3.2 | ||||||
type | xs:decimal | ||||||
properties |
|
||||||
annotation |
|
||||||
source | <xs:element name="MarketExposureWeight" type="xs:decimal" minOccurs="0"> <xs:annotation> <xs:documentation xml:lang="en">A30 - MarketExposurePC as percentage of TotalNetAssets. 1.2% = 0.012</xs:documentation> </xs:annotation> </xs:element> |
diagram | |||||||
namespace | http://www.fundsxml.org/XMLSchema/3.2 | ||||||
type | xs:decimal | ||||||
properties |
|
||||||
annotation |
|
||||||
source | <xs:element name="MarketExposureUC" type="xs:decimal" minOccurs="0"> <xs:annotation> <xs:documentation>A29 - %Market exposure in QuotationCurrency (C) of underlying asset</xs:documentation> </xs:annotation> </xs:element> |
diagram | |||||||
namespace | http://www.fundsxml.org/XMLSchema/3.2 | ||||||
type | xs:decimal | ||||||
properties |
|
||||||
annotation |
|
||||||
source | <xs:element name="MarketExposureUCWeight" type="xs:decimal" minOccurs="0"> <xs:annotation> <xs:documentation xml:lang="en">A31 - MarketExposureUC converted in PC, in percentage in percentage of TotalNetAssets. 2.7% = 0.027</xs:documentation> </xs:annotation> </xs:element> |
diagram | |||||||
namespace | http://www.fundsxml.org/XMLSchema/3.2 | ||||||
properties |
|
||||||
children | RateType CouponRate VariableRate CouponFrequency EffectiveDateOfInstrument Redemption EmbeddedOption ValuationYieldCurve | ||||||
annotation |
|
||||||
source | <xs:element name="InterestRateInstrumentCharacteristics" minOccurs="0"> <xs:annotation> <xs:documentation xml:lang="en">Detailed characteristics for interest rate instruments.</xs:documentation> </xs:annotation> <xs:complexType> <xs:sequence> <xs:sequence minOccurs="0"> <xs:element name="RateType"> <xs:annotation> <xs:documentation xml:lang="en">A32 - Type of interest rate: "Fixed" (fixe), "Variable" (révisable), "Floating" (variable)</xs:documentation> </xs:annotation> <xs:simpleType> <xs:restriction base="xs:string"> <xs:enumeration value="Fixed"/> <xs:enumeration value="Variable"/> <xs:enumeration value="Floating"/> </xs:restriction> </xs:simpleType> </xs:element> <xs:element name="CouponRate" type="PercentageType"> <xs:annotation> <xs:documentation xml:lang="en">A33 - Next annual coupon rate in percentage (known, or estimated for Floating). 3.5% has to be written "3.5"</xs:documentation> </xs:annotation> </xs:element> <xs:element name="VariableRate" minOccurs="0"> <xs:annotation> <xs:documentation xml:lang="en">For Floating/Variable rate bond.</xs:documentation> </xs:annotation> <xs:complexType> <xs:sequence> <xs:element name="IndexID" type="CodificationType"> <xs:annotation> <xs:documentation xml:lang="en">A35 34 - Identification of index used as reference for Floating/Variable rate bond. CodificationSystem omitted if internal codification is used.</xs:documentation> </xs:annotation> </xs:element> <xs:element name="IndexName" type="xs:string"> <xs:annotation> <xs:documentation>A36 - Name of Index</xs:documentation> </xs:annotation> </xs:element> <xs:element name="Margin" type="PercentageType"> <xs:annotation> <xs:documentation xml:lang="en">A37 - Annual additive margin in percentage. e.g. -0.5% should be written as "-0.5"</xs:documentation> </xs:annotation> </xs:element> </xs:sequence> </xs:complexType> </xs:element> <xs:element name="CouponFrequency" type="SIICouponFrequencyType"> <xs:annotation> <xs:documentation xml:lang="en">A38 - Coupon payment frequency as number of coupons per year 0 = other case than 1= annual 2= biannual 4= quarterly 12= monthly</xs:documentation> </xs:annotation> </xs:element> </xs:sequence> <xs:element name="EffectiveDateOfInstrument" type="xs:date" minOccurs="0"> <xs:annotation> <xs:documentation xml:lang="en">A63 - Start date to accrue interest.</xs:documentation> </xs:annotation> </xs:element> <xs:element name="Redemption" type="RedemptionType"> <xs:annotation> <xs:documentation xml:lang="en">A39 40 41 - Redemption details</xs:documentation> </xs:annotation> </xs:element> <xs:element name="EmbeddedOption" minOccurs="0"> <xs:annotation> <xs:documentation xml:lang="en">To be used only for a callable / putable bond. The embedded option is described only for the first option date to come.</xs:documentation> </xs:annotation> <xs:complexType> <xs:sequence> <xs:element name="CallPutType"> <xs:annotation> <xs:documentation xml:lang="en">A42 - For callable (C) or putable (P) bond. "B" if both</xs:documentation> </xs:annotation> <xs:simpleType> <xs:restriction base="xs:string"> <xs:minLength value="1"/> <xs:maxLength value="1"/> <xs:enumeration value="C"/> <xs:enumeration value="P"/> <xs:enumeration value="B"/> </xs:restriction> </xs:simpleType> </xs:element> <xs:element name="CallPutDate" type="xs:date"> <xs:annotation> <xs:documentation xml:lang="en">A43 - Date of first Call / Put option to come.</xs:documentation> </xs:annotation> </xs:element> <xs:element name="OptionDirection"> <xs:annotation> <xs:documentation xml:lang="en">A44 - Option at the discretion of issuer(I) or bearer(B). "O" if both are possible.</xs:documentation> </xs:annotation> <xs:simpleType> <xs:restriction base="xs:string"> <xs:minLength value="1"/> <xs:maxLength value="1"/> <xs:enumeration value="I"/> <xs:enumeration value="B"/> <xs:enumeration value="O"/> </xs:restriction> </xs:simpleType> </xs:element> <xs:element name="StrikePrice" type="xs:decimal"> <xs:annotation> <xs:documentation xml:lang="en">A45 - Strike price of first optional Call / Put as a percentage of nominal amount. 95%=0.95</xs:documentation> </xs:annotation> </xs:element> </xs:sequence> </xs:complexType> </xs:element> <xs:element name="ValuationYieldCurve" minOccurs="0"> <xs:annotation> <xs:documentation>Specific data in case no yield curve of reference is available (e.g. for developing countries or BRICS)</xs:documentation> </xs:annotation> <xs:complexType> <xs:sequence> <xs:element name="Yield" type="xs:decimal"> <xs:annotation> <xs:documentation>A129 - Valuation Yield of the interest rate instrument ****Is 3.5% coded as 3.5 or 0.035?</xs:documentation> </xs:annotation> </xs:element> <xs:element name="Spread" type="xs:decimal"> <xs:annotation> <xs:documentation>A130 - Issuer spread calculated from Z coupon IRS curve of quotation currency ****Is 0.5% coded as 0.5 or 0.005?</xs:documentation> </xs:annotation> </xs:element> </xs:sequence> </xs:complexType> </xs:element> </xs:sequence> </xs:complexType> </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="RateType"> <xs:annotation> <xs:documentation xml:lang="en">A32 - Type of interest rate: "Fixed" (fixe), "Variable" (révisable), "Floating" (variable)</xs:documentation> </xs:annotation> <xs:simpleType> <xs:restriction base="xs:string"> <xs:enumeration value="Fixed"/> <xs:enumeration value="Variable"/> <xs:enumeration value="Floating"/> </xs:restriction> </xs:simpleType> </xs:element> |
diagram | |||
namespace | http://www.fundsxml.org/XMLSchema/3.2 | ||
type | PercentageType | ||
properties |
|
||
annotation |
|
||
source | <xs:element name="CouponRate" type="PercentageType"> <xs:annotation> <xs:documentation xml:lang="en">A33 - Next annual coupon rate in percentage (known, or estimated for Floating). 3.5% has to be written "3.5"</xs:documentation> </xs:annotation> </xs:element> |
diagram | |||||||
namespace | http://www.fundsxml.org/XMLSchema/3.2 | ||||||
properties |
|
||||||
children | IndexID IndexName Margin | ||||||
annotation |
|
||||||
source | <xs:element name="VariableRate" minOccurs="0"> <xs:annotation> <xs:documentation xml:lang="en">For Floating/Variable rate bond.</xs:documentation> </xs:annotation> <xs:complexType> <xs:sequence> <xs:element name="IndexID" type="CodificationType"> <xs:annotation> <xs:documentation xml:lang="en">A35 34 - Identification of index used as reference for Floating/Variable rate bond. CodificationSystem omitted if internal codification is used.</xs:documentation> </xs:annotation> </xs:element> <xs:element name="IndexName" type="xs:string"> <xs:annotation> <xs:documentation>A36 - Name of Index</xs:documentation> </xs:annotation> </xs:element> <xs:element name="Margin" type="PercentageType"> <xs:annotation> <xs:documentation xml:lang="en">A37 - Annual additive margin in percentage. e.g. -0.5% should be written as "-0.5"</xs:documentation> </xs:annotation> </xs:element> </xs:sequence> </xs:complexType> </xs:element> |
diagram | |||
namespace | http://www.fundsxml.org/XMLSchema/3.2 | ||
type | CodificationType | ||
properties |
|
||
children | CodificationSystem Code | ||
annotation |
|
||
source | <xs:element name="IndexID" type="CodificationType"> <xs:annotation> <xs:documentation xml:lang="en">A35 34 - Identification of index used as reference for Floating/Variable rate bond. CodificationSystem omitted if internal codification is used.</xs:documentation> </xs:annotation> </xs:element> |
diagram | |||
namespace | http://www.fundsxml.org/XMLSchema/3.2 | ||
type | xs:string | ||
properties |
|
||
annotation |
|
||
source | <xs:element name="IndexName" type="xs:string"> <xs:annotation> <xs:documentation>A36 - Name of Index</xs:documentation> </xs:annotation> </xs:element> |
diagram | |||
namespace | http://www.fundsxml.org/XMLSchema/3.2 | ||
type | PercentageType | ||
properties |
|
||
annotation |
|
||
source | <xs:element name="Margin" type="PercentageType"> <xs:annotation> <xs:documentation xml:lang="en">A37 - Annual additive margin in percentage. e.g. -0.5% should be written as "-0.5"</xs:documentation> </xs:annotation> </xs:element> |
diagram | |||||||||||||||||||
namespace | http://www.fundsxml.org/XMLSchema/3.2 | ||||||||||||||||||
type | SIICouponFrequencyType | ||||||||||||||||||
properties |
|
||||||||||||||||||
facets |
|
||||||||||||||||||
annotation |
|
||||||||||||||||||
source | <xs:element name="CouponFrequency" type="SIICouponFrequencyType"> <xs:annotation> <xs:documentation xml:lang="en">A38 - Coupon payment frequency as number of coupons per year 0 = other case than 1= annual 2= biannual 4= quarterly 12= monthly</xs:documentation> </xs:annotation> </xs:element> |
diagram | |||||||
namespace | http://www.fundsxml.org/XMLSchema/3.2 | ||||||
type | xs:date | ||||||
properties |
|
||||||
annotation |
|
||||||
source | <xs:element name="EffectiveDateOfInstrument" type="xs:date" minOccurs="0"> <xs:annotation> <xs:documentation xml:lang="en">A63 - Start date to accrue interest.</xs:documentation> </xs:annotation> </xs:element> |
diagram | |||
namespace | http://www.fundsxml.org/XMLSchema/3.2 | ||
type | RedemptionType | ||
properties |
|
||
children | MaturityDate Type Rate | ||
annotation |
|
||
source | <xs:element name="Redemption" type="RedemptionType"> <xs:annotation> <xs:documentation xml:lang="en">A39 40 41 - Redemption details</xs:documentation> </xs:annotation> </xs:element> |
diagram | |||||||
namespace | http://www.fundsxml.org/XMLSchema/3.2 | ||||||
properties |
|
||||||
children | CallPutType CallPutDate OptionDirection StrikePrice | ||||||
annotation |
|
||||||
source | <xs:element name="EmbeddedOption" minOccurs="0"> <xs:annotation> <xs:documentation xml:lang="en">To be used only for a callable / putable bond. The embedded option is described only for the first option date to come.</xs:documentation> </xs:annotation> <xs:complexType> <xs:sequence> <xs:element name="CallPutType"> <xs:annotation> <xs:documentation xml:lang="en">A42 - For callable (C) or putable (P) bond. "B" if both</xs:documentation> </xs:annotation> <xs:simpleType> <xs:restriction base="xs:string"> <xs:minLength value="1"/> <xs:maxLength value="1"/> <xs:enumeration value="C"/> <xs:enumeration value="P"/> <xs:enumeration value="B"/> </xs:restriction> </xs:simpleType> </xs:element> <xs:element name="CallPutDate" type="xs:date"> <xs:annotation> <xs:documentation xml:lang="en">A43 - Date of first Call / Put option to come.</xs:documentation> </xs:annotation> </xs:element> <xs:element name="OptionDirection"> <xs:annotation> <xs:documentation xml:lang="en">A44 - Option at the discretion of issuer(I) or bearer(B). "O" if both are possible.</xs:documentation> </xs:annotation> <xs:simpleType> <xs:restriction base="xs:string"> <xs:minLength value="1"/> <xs:maxLength value="1"/> <xs:enumeration value="I"/> <xs:enumeration value="B"/> <xs:enumeration value="O"/> </xs:restriction> </xs:simpleType> </xs:element> <xs:element name="StrikePrice" type="xs:decimal"> <xs:annotation> <xs:documentation xml:lang="en">A45 - Strike price of first optional Call / Put as a percentage of nominal amount. 95%=0.95</xs:documentation> </xs:annotation> </xs:element> </xs:sequence> </xs:complexType> </xs:element> |
diagram | |||||||||||||||||||
namespace | http://www.fundsxml.org/XMLSchema/3.2 | ||||||||||||||||||
type | restriction of xs:string | ||||||||||||||||||
properties |
|
||||||||||||||||||
facets |
|
||||||||||||||||||
annotation |
|
||||||||||||||||||
source | <xs:element name="CallPutType"> <xs:annotation> <xs:documentation xml:lang="en">A42 - For callable (C) or putable (P) bond. "B" if both</xs:documentation> </xs:annotation> <xs:simpleType> <xs:restriction base="xs:string"> <xs:minLength value="1"/> <xs:maxLength value="1"/> <xs:enumeration value="C"/> <xs:enumeration value="P"/> <xs:enumeration value="B"/> </xs:restriction> </xs:simpleType> </xs:element> |
diagram | |||
namespace | http://www.fundsxml.org/XMLSchema/3.2 | ||
type | xs:date | ||
properties |
|
||
annotation |
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||
source | <xs:element name="CallPutDate" type="xs:date"> <xs:annotation> <xs:documentation xml:lang="en">A43 - Date of first Call / Put option to come.</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="OptionDirection"> <xs:annotation> <xs:documentation xml:lang="en">A44 - Option at the discretion of issuer(I) or bearer(B). "O" if both are possible.</xs:documentation> </xs:annotation> <xs:simpleType> <xs:restriction base="xs:string"> <xs:minLength value="1"/> <xs:maxLength value="1"/> <xs:enumeration value="I"/> <xs:enumeration value="B"/> <xs:enumeration value="O"/> </xs:restriction> </xs:simpleType> </xs:element> |
diagram | |||
namespace | http://www.fundsxml.org/XMLSchema/3.2 | ||
type | xs:decimal | ||
properties |
|
||
annotation |
|
||
source | <xs:element name="StrikePrice" type="xs:decimal"> <xs:annotation> <xs:documentation xml:lang="en">A45 - Strike price of first optional Call / Put as a percentage of nominal amount. 95%=0.95</xs:documentation> </xs:annotation> </xs:element> |
diagram | |||||||
namespace | http://www.fundsxml.org/XMLSchema/3.2 | ||||||
properties |
|
||||||
children | Yield Spread | ||||||
annotation |
|
||||||
source | <xs:element name="ValuationYieldCurve" minOccurs="0"> <xs:annotation> <xs:documentation>Specific data in case no yield curve of reference is available (e.g. for developing countries or BRICS)</xs:documentation> </xs:annotation> <xs:complexType> <xs:sequence> <xs:element name="Yield" type="xs:decimal"> <xs:annotation> <xs:documentation>A129 - Valuation Yield of the interest rate instrument ****Is 3.5% coded as 3.5 or 0.035?</xs:documentation> </xs:annotation> </xs:element> <xs:element name="Spread" type="xs:decimal"> <xs:annotation> <xs:documentation>A130 - Issuer spread calculated from Z coupon IRS curve of quotation currency ****Is 0.5% coded as 0.5 or 0.005?</xs:documentation> </xs:annotation> </xs:element> </xs:sequence> </xs:complexType> </xs:element> |
diagram | |||
namespace | http://www.fundsxml.org/XMLSchema/3.2 | ||
type | xs:decimal | ||
properties |
|
||
annotation |
|
||
source | <xs:element name="Yield" type="xs:decimal"> <xs:annotation> <xs:documentation>A129 - Valuation Yield of the interest rate instrument ****Is 3.5% coded as 3.5 or 0.035?</xs:documentation> </xs:annotation> </xs:element> |
diagram | |||
namespace | http://www.fundsxml.org/XMLSchema/3.2 | ||
type | xs:decimal | ||
properties |
|
||
annotation |
|
||
source | <xs:element name="Spread" type="xs:decimal"> <xs:annotation> <xs:documentation>A130 - Issuer spread calculated from Z coupon IRS curve of quotation currency ****Is 0.5% coded as 0.5 or 0.005?</xs:documentation> </xs:annotation> </xs:element> |
diagram | |||||||
namespace | http://www.fundsxml.org/XMLSchema/3.2 | ||||||
type | extension of CreditRiskDataType | ||||||
properties |
|
||||||
children | InstrumentIssuer IssuerGroup IssuerCountry EconomicArea StateGuarantee CreditQualityStep EconomicSector Covered | ||||||
annotation |
|
||||||
source | <xs:element name="CreditRiskData" minOccurs="0"> <xs:annotation> <xs:documentation xml:lang="en">A46 to A54 + A57 + A59 - Useless for cash positions. Mandatory otherwise. Refers to Counterparty for OTC Derivatives. Corresponds to TPT block "Issuer data" (A46 to A59)</xs:documentation> </xs:annotation> <xs:complexType> <xs:complexContent> <xs:extension base="CreditRiskDataType"> <xs:sequence> <xs:element name="EconomicSector" type="NACECodeType" minOccurs="0"> <xs:annotation> <xs:documentation xml:lang="en">A54 - Economic sector of instrument issuer. NACE code mandatory. Optional for Derivatives or Underlying instruments.</xs:documentation> </xs:annotation> </xs:element> <xs:element name="Covered"> <xs:annotation> <xs:documentation xml:lang="en">A55 - The instrument is covered ("C") or not ('NC')</xs:documentation> </xs:annotation> <xs:simpleType> <xs:restriction base="xs:string"> <xs:enumeration value="C"/> <xs:enumeration value="NC"/> </xs:restriction> </xs:simpleType> </xs:element> </xs:sequence> </xs:extension> </xs:complexContent> </xs:complexType> </xs:element> |
diagram | |||||||||||||
namespace | http://www.fundsxml.org/XMLSchema/3.2 | ||||||||||||
type | NACECodeType | ||||||||||||
properties |
|
||||||||||||
facets |
|
||||||||||||
annotation |
|
||||||||||||
source | <xs:element name="EconomicSector" type="NACECodeType" minOccurs="0"> <xs:annotation> <xs:documentation xml:lang="en">A54 - Economic sector of instrument issuer. NACE code mandatory. Optional for Derivatives or Underlying instruments.</xs:documentation> </xs:annotation> </xs:element> |
diagram | ||||||||||
namespace | http://www.fundsxml.org/XMLSchema/3.2 | |||||||||
type | restriction of xs:string | |||||||||
properties |
|
|||||||||
facets |
|
|||||||||
annotation |
|
|||||||||
source | <xs:element name="Covered"> <xs:annotation> <xs:documentation xml:lang="en">A55 - The instrument is covered ("C") or not ('NC')</xs:documentation> </xs:annotation> <xs:simpleType> <xs:restriction base="xs:string"> <xs:enumeration value="C"/> <xs:enumeration value="NC"/> </xs:restriction> </xs:simpleType> </xs:element> |
diagram | |||||||
namespace | http://www.fundsxml.org/XMLSchema/3.2 | ||||||
properties |
|
||||||
children | Securitised TrancheLevel | ||||||
annotation |
|
||||||
source | <xs:element name="Securitisation" minOccurs="0"> <xs:annotation> <xs:documentation>To be used for synthetic Asset Backed Securities (ABS) and other ABS</xs:documentation> </xs:annotation> <xs:complexType> <xs:sequence> <xs:element name="Securitised"> <xs:annotation> <xs:documentation>A56 - 0=No 1=Securitisation type 1 2=Securitisation type 2 3= Re-securitisation</xs:documentation> </xs:annotation> <xs:simpleType> <xs:restriction base="xs:int"> <xs:minInclusive value="0"/> <xs:maxInclusive value="3"/> </xs:restriction> </xs:simpleType> </xs:element> <xs:element name="TrancheLevel" type="xs:string" minOccurs="0"> <xs:annotation> <xs:documentation>A58b - Seniority</xs:documentation> </xs:annotation> </xs:element> </xs:sequence> </xs:complexType> </xs:element> |
diagram | ||||||||||
namespace | http://www.fundsxml.org/XMLSchema/3.2 | |||||||||
type | restriction of xs:int | |||||||||
properties |
|
|||||||||
facets |
|
|||||||||
annotation |
|
|||||||||
source | <xs:element name="Securitised"> <xs:annotation> <xs:documentation>A56 - 0=No 1=Securitisation type 1 2=Securitisation type 2 3= Re-securitisation</xs:documentation> </xs:annotation> <xs:simpleType> <xs:restriction base="xs:int"> <xs:minInclusive value="0"/> <xs:maxInclusive value="3"/> </xs:restriction> </xs:simpleType> </xs:element> |
diagram | |||||||
namespace | http://www.fundsxml.org/XMLSchema/3.2 | ||||||
type | xs:string | ||||||
properties |
|
||||||
annotation |
|
||||||
source | <xs:element name="TrancheLevel" type="xs:string" minOccurs="0"> <xs:annotation> <xs:documentation>A58b - Seniority</xs:documentation> </xs:annotation> </xs:element> |
diagram | ||||||||||||||||
namespace | http://www.fundsxml.org/XMLSchema/3.2 | |||||||||||||||
type | YesNoL1Type | |||||||||||||||
properties |
|
|||||||||||||||
facets |
|
|||||||||||||||
annotation |
|
|||||||||||||||
source | <xs:element name="SubordinatedDebt" type="YesNoL1Type" minOccurs="0"> <xs:annotation> <xs:documentation>A58 - Y/N</xs:documentation> </xs:annotation> </xs:element> |
diagram | ||||||||||||||||
namespace | http://www.fundsxml.org/XMLSchema/3.2 | |||||||||||||||
type | YesNoL1Type | |||||||||||||||
properties |
|
|||||||||||||||
facets |
|
|||||||||||||||
annotation |
|
|||||||||||||||
source | <xs:element name="HedgingRolling" type="YesNoL1Type" minOccurs="0"> <xs:annotation> <xs:documentation xml:lang="en">A65 - "Y" if a "Systematic roll at maturity" program exists, otherwise "N" if used for hedging but no systematic roll at maturity; missing if not used for Hedging. </xs:documentation> </xs:annotation> </xs:element> |
diagram | |||||||
namespace | http://www.fundsxml.org/XMLSchema/3.2 | ||||||
properties |
|
||||||
children | OptionCharacteristics UnderlyingInstrument | ||||||
annotation |
|
||||||
source | <xs:element name="DerivativeOrConvertible" minOccurs="0"> <xs:annotation> <xs:documentation xml:lang="en">For Futures or Convertible bonds: - Characteristics of the option (implicit or explicit). - Description of underlying instrument.</xs:documentation> </xs:annotation> <xs:complexType> <xs:sequence> <xs:element name="OptionCharacteristics" minOccurs="0"> <xs:annotation> <xs:documentation xml:lang="en">For an Option, description of its characteristincs. For a convertible bond, description of optional conversion. Useless for single futures contract.</xs:documentation> </xs:annotation> <xs:complexType> <xs:sequence> <xs:element name="CallPutType"> <xs:annotation> <xs:documentation xml:lang="en">A60 - Option type "Cal"=call "Put"=put "Cap"=cap "Flr"=floor</xs:documentation> </xs:annotation> <xs:simpleType> <xs:restriction base="xs:string"> <xs:length value="3"/> <xs:enumeration value="Cal"/> <xs:enumeration value="Put"/> <xs:enumeration value="Cap"/> <xs:enumeration value="Flr"/> </xs:restriction> </xs:simpleType> </xs:element> <xs:element name="StrikePrice" type="xs:decimal"> <xs:annotation> <xs:documentation xml:lang="en">A61 - Strike price of the option in same unit as price of underlying instrument.</xs:documentation> </xs:annotation> </xs:element> <xs:element name="ConversionRatio" type="xs:decimal"> <xs:annotation> <xs:documentation xml:lang="en">A62 - Quantity of UnderlyingInstrument obtained for one "Instrument".</xs:documentation> </xs:annotation> </xs:element> <xs:element name="ExerciseType" minOccurs="0"> <xs:annotation> <xs:documentation xml:lang="en">A64 - Option style: AMerican, EUropean, ASiatic, BErmudian Optional for convertibles</xs:documentation> </xs:annotation> <xs:simpleType> <xs:restriction base="xs:string"> <xs:minLength value="2"/> <xs:maxLength value="2"/> <xs:enumeration value="AM"/> <xs:enumeration value="EU"/> <xs:enumeration value="AS"/> <xs:enumeration value="BE"/> </xs:restriction> </xs:simpleType> </xs:element> <xs:element name="Convertible" minOccurs="0"> <xs:annotation> <xs:documentation>Only for Convertible bond. For pricing using shock modelling.</xs:documentation> </xs:annotation> <xs:complexType> <xs:sequence> <xs:element name="BondFloor" type="xs:decimal" minOccurs="0"> <xs:annotation> <xs:documentation>A127 - Lowest value of a convertible bond expressed in quotation currency, at current issuer spread</xs:documentation> </xs:annotation> </xs:element> <xs:element name="OptionPremium" type="xs:decimal" minOccurs="0"> <xs:annotation> <xs:documentation>A128 - Premium of the embedded option of a convertible bond in quotation currency.</xs:documentation> </xs:annotation> </xs:element> </xs:sequence> </xs:complexType> </xs:element> </xs:sequence> </xs:complexType> </xs:element> <xs:element name="UnderlyingInstrument"> <xs:complexType> <xs:sequence> <xs:element name="InstrumentCIC" type="CICCodeType"> <xs:annotation> <xs:documentation xml:lang="en">A67 - Instrument type. E.g. Equity, bond, option, swap,... CIC codification.</xs:documentation> </xs:annotation> </xs:element> <xs:element name="InstrumentCode" type="SIISecurityCodificationType"> <xs:annotation> <xs:documentation xml:lang="en">A69 68 - Use ISIN, CUSIP, or OtherSecurityCodes/Name(of codification system) for BLOOMBERG, TELEKURS or Internal code</xs:documentation> </xs:annotation> </xs:element> <xs:element name="InstrumentName" type="xs:string"> <xs:annotation> <xs:documentation xml:lang="en">A70 - Name of underlying instrument.</xs:documentation> </xs:annotation> </xs:element> <xs:element name="Valuation"> <xs:complexType> <xs:sequence> <xs:element name="Currency" type="ISOCurrencyCodeType"> <xs:annotation> <xs:documentation>A71 - Quotation currency (C)</xs:documentation> </xs:annotation> </xs:element> <xs:element name="MarketPrice" type="xs:decimal"> <xs:annotation> <xs:documentation xml:lang="en">A72 - Last market price known, in Currency (C).</xs:documentation> </xs:annotation> </xs:element> <xs:element name="Country" type="ISOCountryCodeType"> <xs:annotation> <xs:documentation xml:lang="en">A73 - Country of quotation</xs:documentation> </xs:annotation> </xs:element> <xs:element name="EconomicArea" type="EconomicAreaType" minOccurs="0"> <xs:annotation> <xs:documentation xml:lang="en">A74 - Economic area code of Country of quotation: 0 non listed 1 EEA; 2 OECD non EEA 3 non OECD</xs:documentation> </xs:annotation> </xs:element> </xs:sequence> </xs:complexType> </xs:element> <xs:element name="Coupon" minOccurs="0"> <xs:annotation> <xs:documentation xml:lang="en">If underlying instrument is an interest rate instrument.</xs:documentation> </xs:annotation> <xs:complexType> <xs:sequence> <xs:element name="CouponRate" type="PercentageType"> <xs:annotation> <xs:documentation xml:lang="en">A75 - Next coupon rate in percentage. 3.5% = 3.5</xs:documentation> </xs:annotation> </xs:element> <xs:element name="CouponFrequency" type="SIICouponFrequencyType"> <xs:annotation> <xs:documentation xml:lang="en">A76 - Coupon payment frequency as number of coupons per year 0 = other case than 1= annual 2= biannual 4= quarterly 12= monthly</xs:documentation> </xs:annotation> </xs:element> </xs:sequence> </xs:complexType> </xs:element> <xs:element name="Redemption" type="RedemptionType" minOccurs="0"> <xs:annotation> <xs:documentation xml:lang="en">A77 78 79 - Redemption details. If underlying instrument is an interest rate instrument.</xs:documentation> </xs:annotation> </xs:element> <xs:element name="CreditRiskData" type="CreditRiskDataType" minOccurs="0"> <xs:annotation> <xs:documentation xml:lang="en">A80 to A89 - Issuer of underlying instrument (or counterparty for OTC instruments).</xs:documentation> </xs:annotation> </xs:element> </xs:sequence> </xs:complexType> </xs:element> </xs:sequence> </xs:complexType> </xs:element> |
diagram | |||||||
namespace | http://www.fundsxml.org/XMLSchema/3.2 | ||||||
properties |
|
||||||
children | CallPutType StrikePrice ConversionRatio ExerciseType Convertible | ||||||
annotation |
|
||||||
source | <xs:element name="OptionCharacteristics" minOccurs="0"> <xs:annotation> <xs:documentation xml:lang="en">For an Option, description of its characteristincs. For a convertible bond, description of optional conversion. Useless for single futures contract.</xs:documentation> </xs:annotation> <xs:complexType> <xs:sequence> <xs:element name="CallPutType"> <xs:annotation> <xs:documentation xml:lang="en">A60 - Option type "Cal"=call "Put"=put "Cap"=cap "Flr"=floor</xs:documentation> </xs:annotation> <xs:simpleType> <xs:restriction base="xs:string"> <xs:length value="3"/> <xs:enumeration value="Cal"/> <xs:enumeration value="Put"/> <xs:enumeration value="Cap"/> <xs:enumeration value="Flr"/> </xs:restriction> </xs:simpleType> </xs:element> <xs:element name="StrikePrice" type="xs:decimal"> <xs:annotation> <xs:documentation xml:lang="en">A61 - Strike price of the option in same unit as price of underlying instrument.</xs:documentation> </xs:annotation> </xs:element> <xs:element name="ConversionRatio" type="xs:decimal"> <xs:annotation> <xs:documentation xml:lang="en">A62 - Quantity of UnderlyingInstrument obtained for one "Instrument".</xs:documentation> </xs:annotation> </xs:element> <xs:element name="ExerciseType" minOccurs="0"> <xs:annotation> <xs:documentation xml:lang="en">A64 - Option style: AMerican, EUropean, ASiatic, BErmudian Optional for convertibles</xs:documentation> </xs:annotation> <xs:simpleType> <xs:restriction base="xs:string"> <xs:minLength value="2"/> <xs:maxLength value="2"/> <xs:enumeration value="AM"/> <xs:enumeration value="EU"/> <xs:enumeration value="AS"/> <xs:enumeration value="BE"/> </xs:restriction> </xs:simpleType> </xs:element> <xs:element name="Convertible" minOccurs="0"> <xs:annotation> <xs:documentation>Only for Convertible bond. For pricing using shock modelling.</xs:documentation> </xs:annotation> <xs:complexType> <xs:sequence> <xs:element name="BondFloor" type="xs:decimal" minOccurs="0"> <xs:annotation> <xs:documentation>A127 - Lowest value of a convertible bond expressed in quotation currency, at current issuer spread</xs:documentation> </xs:annotation> </xs:element> <xs:element name="OptionPremium" type="xs:decimal" minOccurs="0"> <xs:annotation> <xs:documentation>A128 - Premium of the embedded option of a convertible bond in quotation currency.</xs:documentation> </xs:annotation> </xs:element> </xs:sequence> </xs:complexType> </xs:element> </xs:sequence> </xs:complexType> </xs:element> |
diagram | |||||||||||||||||||
namespace | http://www.fundsxml.org/XMLSchema/3.2 | ||||||||||||||||||
type | restriction of xs:string | ||||||||||||||||||
properties |
|
||||||||||||||||||
facets |
|
||||||||||||||||||
annotation |
|
||||||||||||||||||
source | <xs:element name="CallPutType"> <xs:annotation> <xs:documentation xml:lang="en">A60 - Option type "Cal"=call "Put"=put "Cap"=cap "Flr"=floor</xs:documentation> </xs:annotation> <xs:simpleType> <xs:restriction base="xs:string"> <xs:length value="3"/> <xs:enumeration value="Cal"/> <xs:enumeration value="Put"/> <xs:enumeration value="Cap"/> <xs:enumeration value="Flr"/> </xs:restriction> </xs:simpleType> </xs:element> |
diagram | |||
namespace | http://www.fundsxml.org/XMLSchema/3.2 | ||
type | xs:decimal | ||
properties |
|
||
annotation |
|
||
source | <xs:element name="StrikePrice" type="xs:decimal"> <xs:annotation> <xs:documentation xml:lang="en">A61 - Strike price of the option in same unit as price of underlying instrument.</xs:documentation> </xs:annotation> </xs:element> |
diagram | |||
namespace | http://www.fundsxml.org/XMLSchema/3.2 | ||
type | xs:decimal | ||
properties |
|
||
annotation |
|
||
source | <xs:element name="ConversionRatio" type="xs:decimal"> <xs:annotation> <xs:documentation xml:lang="en">A62 - Quantity of UnderlyingInstrument obtained for one "Instrument".</xs:documentation> </xs:annotation> </xs:element> |
diagram | ||||||||||||||||||||||
namespace | http://www.fundsxml.org/XMLSchema/3.2 | |||||||||||||||||||||
type | restriction of xs:string | |||||||||||||||||||||
properties |
|
|||||||||||||||||||||
facets |
|
|||||||||||||||||||||
annotation |
|
|||||||||||||||||||||
source | <xs:element name="ExerciseType" minOccurs="0"> <xs:annotation> <xs:documentation xml:lang="en">A64 - Option style: AMerican, EUropean, ASiatic, BErmudian Optional for convertibles</xs:documentation> </xs:annotation> <xs:simpleType> <xs:restriction base="xs:string"> <xs:minLength value="2"/> <xs:maxLength value="2"/> <xs:enumeration value="AM"/> <xs:enumeration value="EU"/> <xs:enumeration value="AS"/> <xs:enumeration value="BE"/> </xs:restriction> </xs:simpleType> </xs:element> |
diagram | |||||||
namespace | http://www.fundsxml.org/XMLSchema/3.2 | ||||||
properties |
|
||||||
children | BondFloor OptionPremium | ||||||
annotation |
|
||||||
source | <xs:element name="Convertible" minOccurs="0"> <xs:annotation> <xs:documentation>Only for Convertible bond. For pricing using shock modelling.</xs:documentation> </xs:annotation> <xs:complexType> <xs:sequence> <xs:element name="BondFloor" type="xs:decimal" minOccurs="0"> <xs:annotation> <xs:documentation>A127 - Lowest value of a convertible bond expressed in quotation currency, at current issuer spread</xs:documentation> </xs:annotation> </xs:element> <xs:element name="OptionPremium" type="xs:decimal" minOccurs="0"> <xs:annotation> <xs:documentation>A128 - Premium of the embedded option of a convertible bond in quotation currency.</xs:documentation> </xs:annotation> </xs:element> </xs:sequence> </xs:complexType> </xs:element> |
diagram | |||||||
namespace | http://www.fundsxml.org/XMLSchema/3.2 | ||||||
type | xs:decimal | ||||||
properties |
|
||||||
annotation |
|
||||||
source | <xs:element name="BondFloor" type="xs:decimal" minOccurs="0"> <xs:annotation> <xs:documentation>A127 - Lowest value of a convertible bond expressed in quotation currency, at current issuer spread</xs:documentation> </xs:annotation> </xs:element> |
diagram | |||||||
namespace | http://www.fundsxml.org/XMLSchema/3.2 | ||||||
type | xs:decimal | ||||||
properties |
|
||||||
annotation |
|
||||||
source | <xs:element name="OptionPremium" type="xs:decimal" minOccurs="0"> <xs:annotation> <xs:documentation>A128 - Premium of the embedded option of a convertible bond in quotation currency.</xs:documentation> </xs:annotation> </xs:element> |
diagram | |||
namespace | http://www.fundsxml.org/XMLSchema/3.2 | ||
properties |
|
||
children | InstrumentCIC InstrumentCode InstrumentName Valuation Coupon Redemption CreditRiskData | ||
source | <xs:element name="UnderlyingInstrument"> <xs:complexType> <xs:sequence> <xs:element name="InstrumentCIC" type="CICCodeType"> <xs:annotation> <xs:documentation xml:lang="en">A67 - Instrument type. E.g. Equity, bond, option, swap,... CIC codification.</xs:documentation> </xs:annotation> </xs:element> <xs:element name="InstrumentCode" type="SIISecurityCodificationType"> <xs:annotation> <xs:documentation xml:lang="en">A69 68 - Use ISIN, CUSIP, or OtherSecurityCodes/Name(of codification system) for BLOOMBERG, TELEKURS or Internal code</xs:documentation> </xs:annotation> </xs:element> <xs:element name="InstrumentName" type="xs:string"> <xs:annotation> <xs:documentation xml:lang="en">A70 - Name of underlying instrument.</xs:documentation> </xs:annotation> </xs:element> <xs:element name="Valuation"> <xs:complexType> <xs:sequence> <xs:element name="Currency" type="ISOCurrencyCodeType"> <xs:annotation> <xs:documentation>A71 - Quotation currency (C)</xs:documentation> </xs:annotation> </xs:element> <xs:element name="MarketPrice" type="xs:decimal"> <xs:annotation> <xs:documentation xml:lang="en">A72 - Last market price known, in Currency (C).</xs:documentation> </xs:annotation> </xs:element> <xs:element name="Country" type="ISOCountryCodeType"> <xs:annotation> <xs:documentation xml:lang="en">A73 - Country of quotation</xs:documentation> </xs:annotation> </xs:element> <xs:element name="EconomicArea" type="EconomicAreaType" minOccurs="0"> <xs:annotation> <xs:documentation xml:lang="en">A74 - Economic area code of Country of quotation: 0 non listed 1 EEA; 2 OECD non EEA 3 non OECD</xs:documentation> </xs:annotation> </xs:element> </xs:sequence> </xs:complexType> </xs:element> <xs:element name="Coupon" minOccurs="0"> <xs:annotation> <xs:documentation xml:lang="en">If underlying instrument is an interest rate instrument.</xs:documentation> </xs:annotation> <xs:complexType> <xs:sequence> <xs:element name="CouponRate" type="PercentageType"> <xs:annotation> <xs:documentation xml:lang="en">A75 - Next coupon rate in percentage. 3.5% = 3.5</xs:documentation> </xs:annotation> </xs:element> <xs:element name="CouponFrequency" type="SIICouponFrequencyType"> <xs:annotation> <xs:documentation xml:lang="en">A76 - Coupon payment frequency as number of coupons per year 0 = other case than 1= annual 2= biannual 4= quarterly 12= monthly</xs:documentation> </xs:annotation> </xs:element> </xs:sequence> </xs:complexType> </xs:element> <xs:element name="Redemption" type="RedemptionType" minOccurs="0"> <xs:annotation> <xs:documentation xml:lang="en">A77 78 79 - Redemption details. If underlying instrument is an interest rate instrument.</xs:documentation> </xs:annotation> </xs:element> <xs:element name="CreditRiskData" type="CreditRiskDataType" minOccurs="0"> <xs:annotation> <xs:documentation xml:lang="en">A80 to A89 - Issuer of underlying instrument (or counterparty for OTC instruments).</xs:documentation> </xs:annotation> </xs:element> </xs:sequence> </xs:complexType> </xs:element> |
diagram | ||||||||||
namespace | http://www.fundsxml.org/XMLSchema/3.2 | |||||||||
type | CICCodeType | |||||||||
properties |
|
|||||||||
facets |
|
|||||||||
annotation |
|
|||||||||
source | <xs:element name="InstrumentCIC" type="CICCodeType"> <xs:annotation> <xs:documentation xml:lang="en">A67 - Instrument type. E.g. Equity, bond, option, swap,... CIC codification.</xs:documentation> </xs:annotation> </xs:element> |
diagram | |||
namespace | http://www.fundsxml.org/XMLSchema/3.2 | ||
type | SIISecurityCodificationType | ||
properties |
|
||
children | CodificationSystem Code | ||
annotation |
|
||
source | <xs:element name="InstrumentCode" type="SIISecurityCodificationType"> <xs:annotation> <xs:documentation xml:lang="en">A69 68 - Use ISIN, CUSIP, or OtherSecurityCodes/Name(of codification system) for BLOOMBERG, TELEKURS or Internal code</xs:documentation> </xs:annotation> </xs:element> |
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="InstrumentName" type="xs:string"> <xs:annotation> <xs:documentation xml:lang="en">A70 - Name of underlying instrument.</xs:documentation> </xs:annotation> </xs:element> |
diagram | |||
namespace | http://www.fundsxml.org/XMLSchema/3.2 | ||
properties |
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||
children | Currency MarketPrice Country EconomicArea | ||
source | <xs:element name="Valuation"> <xs:complexType> <xs:sequence> <xs:element name="Currency" type="ISOCurrencyCodeType"> <xs:annotation> <xs:documentation>A71 - Quotation currency (C)</xs:documentation> </xs:annotation> </xs:element> <xs:element name="MarketPrice" type="xs:decimal"> <xs:annotation> <xs:documentation xml:lang="en">A72 - Last market price known, in Currency (C).</xs:documentation> </xs:annotation> </xs:element> <xs:element name="Country" type="ISOCountryCodeType"> <xs:annotation> <xs:documentation xml:lang="en">A73 - Country of quotation</xs:documentation> </xs:annotation> </xs:element> <xs:element name="EconomicArea" type="EconomicAreaType" minOccurs="0"> <xs:annotation> <xs:documentation xml:lang="en">A74 - Economic area code of Country of quotation: 0 non listed 1 EEA; 2 OECD non EEA 3 non OECD</xs:documentation> </xs:annotation> </xs:element> </xs:sequence> </xs:complexType> </xs:element> |
diagram | ||||||||||
namespace | http://www.fundsxml.org/XMLSchema/3.2 | |||||||||
type | ISOCurrencyCodeType | |||||||||
properties |
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facets |
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annotation |
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source | <xs:element name="Currency" type="ISOCurrencyCodeType"> <xs:annotation> <xs:documentation>A71 - Quotation currency (C)</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="MarketPrice" type="xs:decimal"> <xs:annotation> <xs:documentation xml:lang="en">A72 - Last market price known, in Currency (C).</xs:documentation> </xs:annotation> </xs:element> |
diagram | ||||||||||
namespace | http://www.fundsxml.org/XMLSchema/3.2 | |||||||||
type | ISOCountryCodeType | |||||||||
properties |
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facets |
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annotation |
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source | <xs:element name="Country" type="ISOCountryCodeType"> <xs:annotation> <xs:documentation xml:lang="en">A73 - Country of quotation</xs:documentation> </xs:annotation> </xs:element> |
diagram | ||||||||||
namespace | http://www.fundsxml.org/XMLSchema/3.2 | |||||||||
type | EconomicAreaType | |||||||||
properties |
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facets |
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annotation |
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source | <xs:element name="EconomicArea" type="EconomicAreaType" minOccurs="0"> <xs:annotation> <xs:documentation xml:lang="en">A74 - Economic area code of Country of quotation: 0 non listed 1 EEA; 2 OECD non EEA 3 non OECD</xs:documentation> </xs:annotation> </xs:element> |
diagram | |||||||
namespace | http://www.fundsxml.org/XMLSchema/3.2 | ||||||
properties |
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||||||
children | CouponRate CouponFrequency | ||||||
annotation |
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||||||
source | <xs:element name="Coupon" minOccurs="0"> <xs:annotation> <xs:documentation xml:lang="en">If underlying instrument is an interest rate instrument.</xs:documentation> </xs:annotation> <xs:complexType> <xs:sequence> <xs:element name="CouponRate" type="PercentageType"> <xs:annotation> <xs:documentation xml:lang="en">A75 - Next coupon rate in percentage. 3.5% = 3.5</xs:documentation> </xs:annotation> </xs:element> <xs:element name="CouponFrequency" type="SIICouponFrequencyType"> <xs:annotation> <xs:documentation xml:lang="en">A76 - Coupon payment frequency as number of coupons per year 0 = other case than 1= annual 2= biannual 4= quarterly 12= monthly</xs:documentation> </xs:annotation> </xs:element> </xs:sequence> </xs:complexType> </xs:element> |
diagram | |||
namespace | http://www.fundsxml.org/XMLSchema/3.2 | ||
type | PercentageType | ||
properties |
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annotation |
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||
source | <xs:element name="CouponRate" type="PercentageType"> <xs:annotation> <xs:documentation xml:lang="en">A75 - Next coupon rate in percentage. 3.5% = 3.5</xs:documentation> </xs:annotation> </xs:element> |
diagram | |||||||||||||||||||
namespace | http://www.fundsxml.org/XMLSchema/3.2 | ||||||||||||||||||
type | SIICouponFrequencyType | ||||||||||||||||||
properties |
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facets |
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annotation |
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source | <xs:element name="CouponFrequency" type="SIICouponFrequencyType"> <xs:annotation> <xs:documentation xml:lang="en">A76 - Coupon payment frequency as number of coupons per year 0 = other case than 1= annual 2= biannual 4= quarterly 12= monthly</xs:documentation> </xs:annotation> </xs:element> |
diagram | |||||||
namespace | http://www.fundsxml.org/XMLSchema/3.2 | ||||||
type | RedemptionType | ||||||
properties |
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||||||
children | MaturityDate Type Rate | ||||||
annotation |
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||||||
source | <xs:element name="Redemption" type="RedemptionType" minOccurs="0"> <xs:annotation> <xs:documentation xml:lang="en">A77 78 79 - Redemption details. If underlying instrument is an interest rate instrument.</xs:documentation> </xs:annotation> </xs:element> |
diagram | |||||||
namespace | http://www.fundsxml.org/XMLSchema/3.2 | ||||||
type | CreditRiskDataType | ||||||
properties |
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||||||
children | InstrumentIssuer IssuerGroup IssuerCountry EconomicArea StateGuarantee CreditQualityStep | ||||||
annotation |
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||||||
source | <xs:element name="CreditRiskData" type="CreditRiskDataType" minOccurs="0"> <xs:annotation> <xs:documentation xml:lang="en">A80 to A89 - Issuer of underlying instrument (or counterparty for OTC instruments).</xs:documentation> </xs:annotation> </xs:element> |
diagram | |||||||
namespace | http://www.fundsxml.org/XMLSchema/3.2 | ||||||
properties |
|
||||||
children | ModifiedDurationToMaturity ModifiedDurationToCall CreditSensitivity Delta Convexity Vega | ||||||
annotation |
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||||||
source | <xs:element name="Analytics" minOccurs="0"> <xs:annotation> <xs:documentation>Financial ratios: Modified duration, Delta, ... Useless fo cash positions</xs:documentation> </xs:annotation> <xs:complexType> <xs:sequence> <xs:element name="ModifiedDurationToMaturity" type="xs:decimal" minOccurs="0"> <xs:annotation> <xs:documentation xml:lang="en">A90 - Modified duration to maturity date based on dirty price.</xs:documentation> </xs:annotation> </xs:element> <xs:element name="ModifiedDurationToCall" type="xs:decimal" minOccurs="0"> <xs:annotation> <xs:documentation xml:lang="en">A91 - Modified duration to next call/put date, if any.</xs:documentation> </xs:annotation> </xs:element> <xs:element name="CreditSensitivity" type="xs:decimal" minOccurs="0"> <xs:annotation> <xs:documentation xml:lang="en">A92</xs:documentation> </xs:annotation> </xs:element> <xs:element name="Delta" type="xs:decimal" minOccurs="0"> <xs:annotation> <xs:documentation xml:lang="en">A93 - For Convertibles and Options. Sensitivity to the underlying asset. Mandatory?? **********</xs:documentation> </xs:annotation> </xs:element> <xs:element name="Convexity" type="xs:decimal" minOccurs="0"> <xs:annotation> <xs:documentation xml:lang="en">A94 - Convexity for interest rates instruments; or gamma for derivatives with optional components </xs:documentation> </xs:annotation> </xs:element> <xs:element name="Vega" type="xs:decimal" minOccurs="0"> <xs:annotation> <xs:documentation>A94b</xs:documentation> </xs:annotation> </xs:element> </xs:sequence> </xs:complexType> </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="ModifiedDurationToMaturity" type="xs:decimal" minOccurs="0"> <xs:annotation> <xs:documentation xml:lang="en">A90 - Modified duration to maturity date based on dirty price.</xs:documentation> </xs:annotation> </xs:element> |
diagram | |||||||
namespace | http://www.fundsxml.org/XMLSchema/3.2 | ||||||
type | xs:decimal | ||||||
properties |
|
||||||
annotation |
|
||||||
source | <xs:element name="ModifiedDurationToCall" type="xs:decimal" minOccurs="0"> <xs:annotation> <xs:documentation xml:lang="en">A91 - Modified duration to next call/put date, if any.</xs:documentation> </xs:annotation> </xs:element> |
diagram | |||||||
namespace | http://www.fundsxml.org/XMLSchema/3.2 | ||||||
type | xs:decimal | ||||||
properties |
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||||||
annotation |
|
||||||
source | <xs:element name="CreditSensitivity" type="xs:decimal" minOccurs="0"> <xs:annotation> <xs:documentation xml:lang="en">A92</xs:documentation> </xs:annotation> </xs:element> |
diagram | |||||||
namespace | http://www.fundsxml.org/XMLSchema/3.2 | ||||||
type | xs:decimal | ||||||
properties |
|
||||||
annotation |
|
||||||
source | <xs:element name="Delta" type="xs:decimal" minOccurs="0"> <xs:annotation> <xs:documentation xml:lang="en">A93 - For Convertibles and Options. Sensitivity to the underlying asset. Mandatory?? **********</xs:documentation> </xs:annotation> </xs:element> |
diagram | |||||||
namespace | http://www.fundsxml.org/XMLSchema/3.2 | ||||||
type | xs:decimal | ||||||
properties |
|
||||||
annotation |
|
||||||
source | <xs:element name="Convexity" type="xs:decimal" minOccurs="0"> <xs:annotation> <xs:documentation xml:lang="en">A94 - Convexity for interest rates instruments; or gamma for derivatives with optional components </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="Vega" type="xs:decimal" minOccurs="0"> <xs:annotation> <xs:documentation>A94b</xs:documentation> </xs:annotation> </xs:element> |
diagram | ||||||||||
namespace | http://www.fundsxml.org/XMLSchema/3.2 | |||||||||
type | ISINType | |||||||||
properties |
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|||||||||
facets |
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|||||||||
annotation |
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|||||||||
source | <xs:element name="LookThroughISIN" type="ISINType" minOccurs="0"> <xs:annotation> <xs:documentation xml:lang="en">A95 - If Portfolio is decomposed using look-through approach and the line comes from a fund, ISIN code of this fund (Share class)</xs:documentation> </xs:annotation> </xs:element> |
diagram | |||||||
namespace | http://www.fundsxml.org/XMLSchema/3.2 | ||||||
type | ContributionToSCRType | ||||||
properties |
|
||||||
children | MktIntUp MktIntDown MktEqGlobal MktEqOther MktProp MktSpread MktFXUp MktFXDown | ||||||
annotation |
|
||||||
source | <xs:element name="ContributionToSCR" type="ContributionToSCRType" minOccurs="0"> <xs:annotation> <xs:documentation>Instrument level. The block is optional. However, if the block is present, all the SCRs inside can be present, with the non relevant ones set to 0.</xs:documentation> </xs:annotation> </xs:element> |
diagram | |||||||
namespace | http://www.fundsxml.org/XMLSchema/3.2 | ||||||
properties |
|
||||||
children | CollateralisedAsset PlaceOfDeposit Participation ValorisationMethod AcquisitionValue CounterpartyRating UnderlyingAssetCategory | ||||||
annotation |
|
||||||
source | <xs:element name="QRTPositionInformation" minOccurs="0"> <xs:annotation> <xs:documentation>Needed for segregated account. To be specified***********</xs:documentation> </xs:annotation> <xs:complexType> <xs:sequence> <xs:element name="CollateralisedAsset" type="YesNoL1Type" minOccurs="0"> <xs:annotation> <xs:documentation>A106 - Indicator used to identify the under-written instruments</xs:documentation> </xs:annotation> </xs:element> <xs:element name="PlaceOfDeposit" type="xs:string" minOccurs="0"> <xs:annotation> <xs:documentation>A107 - Instrument place of deposit</xs:documentation> </xs:annotation> </xs:element> <xs:element name="Participation" type="xs:string" minOccurs="0"> <xs:annotation> <xs:documentation>A108 - Indicator used to identify the guidelines of participation in accountancy terms</xs:documentation> </xs:annotation> </xs:element> <xs:element name="ValorisationMethod" minOccurs="0"> <xs:annotation> <xs:documentation>A110 - Use closed list: 1 - quoted market price in active markets for the same assets 2 - quoted market price in active markets for similar assets 3 - alternative valuation methods 4 - adjusted equity methods (applicable for the valuation of participations) 5 - IFRS equity methods (applicable for the valuation of participations) 6 - Market valuation according to article 9(4) of Commission Delegated Regulation 2015/35 </xs:documentation> </xs:annotation> <xs:simpleType> <xs:restriction base="xs:int"> <xs:minInclusive value="1"/> <xs:maxInclusive value="6"/> </xs:restriction> </xs:simpleType> </xs:element> <xs:element name="AcquisitionValue" type="xs:decimal" minOccurs="0"> <xs:annotation> <xs:documentation>A111 - Total acquisition value for assets held, clean value without accrued interest. Not applicable to CIC categories 7 and 8.</xs:documentation> </xs:annotation> </xs:element> <xs:element name="CounterpartyRating" minOccurs="0"> <xs:complexType> <xs:sequence> <xs:element name="RatingValue" type="xs:string"> <xs:annotation> <xs:documentation>A112 - </xs:documentation> </xs:annotation> </xs:element> <xs:element name="RatingAgency" type="xs:string"> <xs:annotation> <xs:documentation>A113 - </xs:documentation> </xs:annotation> </xs:element> </xs:sequence> </xs:complexType> </xs:element> <xs:element name="UnderlyingAssetCategory" minOccurs="0"> <xs:annotation> <xs:documentation>A131 - Identifies the assets categories, receivables and derivatives within the collective investment undertaking. Possible values are: 1 - Government bonds 2 - Corporate bonds 3L - Listed equity 3X - Unlisted equity 4 - Collective Investment Undertakings 5 - Structured notes 6 - Collateralised securities 7 - Cash and deposits 8 - Mortgages and loans 9 - Properties 0 - Other investments (including receivables) A – Futures B – Call Options C – Put Options D – Swaps E – Forwards F – Credit derivatives L - Liabilities When the look-through regards a Fund of funds, category “4 - Collective Investment Units” shall be used only for non-material residual values. </xs:documentation> </xs:annotation> <xs:simpleType> <xs:restriction base="xs:string"> <xs:minLength value="1"/> <xs:maxLength value="2"/> <xs:enumeration value="1"/> <xs:enumeration value="2"/> <xs:enumeration value="3L"/> <xs:enumeration value="3X"/> <xs:enumeration value="4"/> <xs:enumeration value="5"/> <xs:enumeration value="6"/> <xs:enumeration value="7"/> <xs:enumeration value="8"/> <xs:enumeration value="9"/> <xs:enumeration value="0"/> <xs:enumeration value="A"/> <xs:enumeration value="B"/> <xs:enumeration value="C"/> <xs:enumeration value="D"/> <xs:enumeration value="E"/> <xs:enumeration value="F"/> <xs:enumeration value="L"/> </xs:restriction> </xs:simpleType> </xs:element> </xs:sequence> </xs:complexType> </xs:element> |
diagram | ||||||||||||||||
namespace | http://www.fundsxml.org/XMLSchema/3.2 | |||||||||||||||
type | YesNoL1Type | |||||||||||||||
properties |
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|||||||||||||||
facets |
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annotation |
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source | <xs:element name="CollateralisedAsset" type="YesNoL1Type" minOccurs="0"> <xs:annotation> <xs:documentation>A106 - Indicator used to identify the under-written instruments</xs:documentation> </xs:annotation> </xs:element> |
diagram | |||||||
namespace | http://www.fundsxml.org/XMLSchema/3.2 | ||||||
type | xs:string | ||||||
properties |
|
||||||
annotation |
|
||||||
source | <xs:element name="PlaceOfDeposit" type="xs:string" minOccurs="0"> <xs:annotation> <xs:documentation>A107 - Instrument place of deposit</xs:documentation> </xs:annotation> </xs:element> |
diagram | |||||||
namespace | http://www.fundsxml.org/XMLSchema/3.2 | ||||||
type | xs:string | ||||||
properties |
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||||||
annotation |
|
||||||
source | <xs:element name="Participation" type="xs:string" minOccurs="0"> <xs:annotation> <xs:documentation>A108 - Indicator used to identify the guidelines of participation in accountancy terms</xs:documentation> </xs:annotation> </xs:element> |
diagram | ||||||||||
namespace | http://www.fundsxml.org/XMLSchema/3.2 | |||||||||
type | restriction of xs:int | |||||||||
properties |
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|||||||||
facets |
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|||||||||
annotation |
|
|||||||||
source | <xs:element name="ValorisationMethod" minOccurs="0"> <xs:annotation> <xs:documentation>A110 - Use closed list: 1 - quoted market price in active markets for the same assets 2 - quoted market price in active markets for similar assets 3 - alternative valuation methods 4 - adjusted equity methods (applicable for the valuation of participations) 5 - IFRS equity methods (applicable for the valuation of participations) 6 - Market valuation according to article 9(4) of Commission Delegated Regulation 2015/35 </xs:documentation> </xs:annotation> <xs:simpleType> <xs:restriction base="xs:int"> <xs:minInclusive value="1"/> <xs:maxInclusive value="6"/> </xs:restriction> </xs:simpleType> </xs:element> |
diagram | |||||||
namespace | http://www.fundsxml.org/XMLSchema/3.2 | ||||||
type | xs:decimal | ||||||
properties |
|
||||||
annotation |
|
||||||
source | <xs:element name="AcquisitionValue" type="xs:decimal" minOccurs="0"> <xs:annotation> <xs:documentation>A111 - Total acquisition value for assets held, clean value without accrued interest. Not applicable to CIC categories 7 and 8.</xs:documentation> </xs:annotation> </xs:element> |
diagram | |||||||
namespace | http://www.fundsxml.org/XMLSchema/3.2 | ||||||
properties |
|
||||||
children | RatingValue RatingAgency | ||||||
source | <xs:element name="CounterpartyRating" minOccurs="0"> <xs:complexType> <xs:sequence> <xs:element name="RatingValue" type="xs:string"> <xs:annotation> <xs:documentation>A112 - </xs:documentation> </xs:annotation> </xs:element> <xs:element name="RatingAgency" type="xs:string"> <xs:annotation> <xs:documentation>A113 - </xs:documentation> </xs:annotation> </xs:element> </xs:sequence> </xs:complexType> </xs:element> |
diagram | |||
namespace | http://www.fundsxml.org/XMLSchema/3.2 | ||
type | xs:string | ||
properties |
|
||
annotation |
|
||
source | <xs:element name="RatingValue" type="xs:string"> <xs:annotation> <xs:documentation>A112 - </xs:documentation> </xs:annotation> </xs:element> |
diagram | |||
namespace | http://www.fundsxml.org/XMLSchema/3.2 | ||
type | xs:string | ||
properties |
|
||
annotation |
|
||
source | <xs:element name="RatingAgency" type="xs:string"> <xs:annotation> <xs:documentation>A113 - </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="UnderlyingAssetCategory" minOccurs="0"> <xs:annotation> <xs:documentation>A131 - Identifies the assets categories, receivables and derivatives within the collective investment undertaking. Possible values are: 1 - Government bonds 2 - Corporate bonds 3L - Listed equity 3X - Unlisted equity 4 - Collective Investment Undertakings 5 - Structured notes 6 - Collateralised securities 7 - Cash and deposits 8 - Mortgages and loans 9 - Properties 0 - Other investments (including receivables) A – Futures B – Call Options C – Put Options D – Swaps E – Forwards F – Credit derivatives L - Liabilities When the look-through regards a Fund of funds, category “4 - Collective Investment Units” shall be used only for non-material residual values. </xs:documentation> </xs:annotation> <xs:simpleType> <xs:restriction base="xs:string"> <xs:minLength value="1"/> <xs:maxLength value="2"/> <xs:enumeration value="1"/> <xs:enumeration value="2"/> <xs:enumeration value="3L"/> <xs:enumeration value="3X"/> <xs:enumeration value="4"/> <xs:enumeration value="5"/> <xs:enumeration value="6"/> <xs:enumeration value="7"/> <xs:enumeration value="8"/> <xs:enumeration value="9"/> <xs:enumeration value="0"/> <xs:enumeration value="A"/> <xs:enumeration value="B"/> <xs:enumeration value="C"/> <xs:enumeration value="D"/> <xs:enumeration value="E"/> <xs:enumeration value="F"/> <xs:enumeration value="L"/> </xs:restriction> </xs:simpleType> </xs:element> |