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children | ListedCode UnlistedCode Value Frequency DateFrom DateTo Annualization Description | ||
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source | <xs:complexType name="RiskCodeType"> <xs:sequence> <xs:choice> <xs:element name="ListedCode"> <xs:annotation> <xs:documentation>Specific Code as defined in enumeration: Active Share Beta factor Correlation Covariance Delta Duration Expected Shortfall Gamma Information Ratio Jensen alpha Leverage (Gross) Leverage (Limit) Leverage (Usage) Liquidated within 1 day Modified Duration Net Commodity Delta Net CS01 (for credit default swaps) Net DV01 (BVBP) Net equity delta Net FX Delta Sharpe ratio Tracking error Treynor ratio VaR (commitment approach) VaR (gross method) VaR Absolute (Limit) VaR Absolute (UCITS Method) Vega Vega Exposure Volatility of prices Volatility of returns Yield </xs:documentation> </xs:annotation> <xs:simpleType> <xs:restriction base="xs:string"> <xs:enumeration value="ACTIVE SHARE"/> <xs:enumeration value="BETA FACTOR"/> <xs:enumeration value="CORRELATION"/> <xs:enumeration value="COVARIANCE"/> <xs:enumeration value="DELTA"/> <xs:enumeration value="DURATION"/> <xs:enumeration value="EXPECTED SHORTFALL"/> <xs:enumeration value="GAMMA"/> <xs:enumeration value="INFORMATION RATIO"/> <xs:enumeration value="JENSEN ALPHA"/> <xs:enumeration value="LEVERAGE GROSS"/> <xs:enumeration value="LEVERAGE LIMIT"/> <xs:enumeration value="LEVERAGE USAGE"/> <xs:enumeration value="LIQUIDATED WITHIN ONE DAY"/> <xs:enumeration value="MODIFIED DURATION"/> <xs:enumeration value="NET COMMODITY DELTA"/> <xs:enumeration value="NET CS01"/> <xs:enumeration value="NET DV01"/> <xs:enumeration value="NET EQUITY DELTA"/> <xs:enumeration value="NET FX DELTA"/> <xs:enumeration value="SHARPE RATIO"/> <xs:enumeration value="TRACKING ERROR"/> <xs:enumeration value="TREYNOR RATIO"/> <xs:enumeration value="VAR COMMITMENT APPROACH"/> <xs:enumeration value="VAR GROSS METHOD"/> <xs:enumeration value="VAR ABSOLUTE LIMIT"/> <xs:enumeration value="VAR ABSOLUT UCITS"/> <xs:enumeration value="VEGA"/> <xs:enumeration value="VEGA EXPOSURE"/> <xs:enumeration value="VOLATILITY OF PRICES"/> <xs:enumeration value="VOLATILITY OF RETURNS"/> <xs:enumeration value="YIELD"/> </xs:restriction> </xs:simpleType> </xs:element> <xs:element name="UnlistedCode"> <xs:annotation> <xs:documentation>Free code for unlisted codes</xs:documentation> </xs:annotation> <xs:simpleType> <xs:restriction base="xs:string"> <xs:maxLength value="100"/> </xs:restriction> </xs:simpleType> </xs:element> </xs:choice> <xs:element name="Value" type="xs:decimal"> <xs:annotation> <xs:documentation xml:lang="en">Value of risk code</xs:documentation> <xs:documentation xml:lang="de">Wert der Risikokennzahl</xs:documentation> </xs:annotation> </xs:element> <xs:element name="Frequency" type="FrequencyType" minOccurs="0"> <xs:annotation> <xs:documentation xml:lang="en">Frequency of data used for calculation</xs:documentation> <xs:documentation xml:lang="de">Bezieht sich auf die zur Berechnung verwendete Datenbasis</xs:documentation> </xs:annotation> </xs:element> <xs:element name="DateFrom" type="xs:date" minOccurs="0"> <xs:annotation> <xs:documentation xml:lang="en">Start of period for risk value</xs:documentation> <xs:documentation xml:lang="de">Beginn des Kennzahl - Intervalles</xs:documentation> </xs:annotation> </xs:element> <xs:element name="DateTo" type="xs:date" minOccurs="0"> <xs:annotation> <xs:documentation xml:lang="en">End of period for risk value</xs:documentation> <xs:documentation xml:lang="de">Ende des Kennzahl - Intervalles</xs:documentation> </xs:annotation> </xs:element> <xs:element name="Annualization" type="xs:boolean" default="false"> <xs:annotation> <xs:documentation xml:lang="en">Indicates whether risk value has been annualized (false of not applicable)</xs:documentation> <xs:documentation xml:lang="de">true - annualisiert false - nicht annualisiert bzw. nicht anwendbar</xs:documentation> </xs:annotation> </xs:element> <xs:element name="Description" type="Text1000Type" minOccurs="0"> <xs:annotation> <xs:documentation xml:lang="en">Description of calculation method</xs:documentation> <xs:documentation xml:lang="de">Beschreibung der Berechnungsmethode</xs:documentation> </xs:annotation> </xs:element> </xs:sequence> </xs:complexType> |
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type | restriction of xs:string | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
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source | <xs:element name="ListedCode"> <xs:annotation> <xs:documentation>Specific Code as defined in enumeration: Active Share Beta factor Correlation Covariance Delta Duration Expected Shortfall Gamma Information Ratio Jensen alpha Leverage (Gross) Leverage (Limit) Leverage (Usage) Liquidated within 1 day Modified Duration Net Commodity Delta Net CS01 (for credit default swaps) Net DV01 (BVBP) Net equity delta Net FX Delta Sharpe ratio Tracking error Treynor ratio VaR (commitment approach) VaR (gross method) VaR Absolute (Limit) VaR Absolute (UCITS Method) Vega Vega Exposure Volatility of prices Volatility of returns Yield </xs:documentation> </xs:annotation> <xs:simpleType> <xs:restriction base="xs:string"> <xs:enumeration value="ACTIVE SHARE"/> <xs:enumeration value="BETA FACTOR"/> <xs:enumeration value="CORRELATION"/> <xs:enumeration value="COVARIANCE"/> <xs:enumeration value="DELTA"/> <xs:enumeration value="DURATION"/> <xs:enumeration value="EXPECTED SHORTFALL"/> <xs:enumeration value="GAMMA"/> <xs:enumeration value="INFORMATION RATIO"/> <xs:enumeration value="JENSEN ALPHA"/> <xs:enumeration value="LEVERAGE GROSS"/> <xs:enumeration value="LEVERAGE LIMIT"/> <xs:enumeration value="LEVERAGE USAGE"/> <xs:enumeration value="LIQUIDATED WITHIN ONE DAY"/> <xs:enumeration value="MODIFIED DURATION"/> <xs:enumeration value="NET COMMODITY DELTA"/> <xs:enumeration value="NET CS01"/> <xs:enumeration value="NET DV01"/> <xs:enumeration value="NET EQUITY DELTA"/> <xs:enumeration value="NET FX DELTA"/> <xs:enumeration value="SHARPE RATIO"/> <xs:enumeration value="TRACKING ERROR"/> <xs:enumeration value="TREYNOR RATIO"/> <xs:enumeration value="VAR COMMITMENT APPROACH"/> <xs:enumeration value="VAR GROSS METHOD"/> <xs:enumeration value="VAR ABSOLUTE LIMIT"/> <xs:enumeration value="VAR ABSOLUT UCITS"/> <xs:enumeration value="VEGA"/> <xs:enumeration value="VEGA EXPOSURE"/> <xs:enumeration value="VOLATILITY OF PRICES"/> <xs:enumeration value="VOLATILITY OF RETURNS"/> <xs:enumeration value="YIELD"/> </xs:restriction> </xs:simpleType> </xs:element> |
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type | restriction of xs:string | ||||||
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annotation |
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source | <xs:element name="UnlistedCode"> <xs:annotation> <xs:documentation>Free code for unlisted codes</xs:documentation> </xs:annotation> <xs:simpleType> <xs:restriction base="xs:string"> <xs:maxLength value="100"/> </xs:restriction> </xs:simpleType> </xs:element> |
diagram | |||||
type | xs:decimal | ||||
properties |
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annotation |
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source | <xs:element name="Value" type="xs:decimal"> <xs:annotation> <xs:documentation xml:lang="en">Value of risk code</xs:documentation> <xs:documentation xml:lang="de">Wert der Risikokennzahl</xs:documentation> </xs:annotation> </xs:element> |
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type | FrequencyType | |||||||||||||||||||||||||||
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source | <xs:element name="Frequency" type="FrequencyType" minOccurs="0"> <xs:annotation> <xs:documentation xml:lang="en">Frequency of data used for calculation</xs:documentation> <xs:documentation xml:lang="de">Bezieht sich auf die zur Berechnung verwendete Datenbasis</xs:documentation> </xs:annotation> </xs:element> |
diagram | |||||||
type | xs:date | ||||||
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annotation |
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source | <xs:element name="DateFrom" type="xs:date" minOccurs="0"> <xs:annotation> <xs:documentation xml:lang="en">Start of period for risk value</xs:documentation> <xs:documentation xml:lang="de">Beginn des Kennzahl - Intervalles</xs:documentation> </xs:annotation> </xs:element> |
diagram | |||||||
type | xs:date | ||||||
properties |
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annotation |
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source | <xs:element name="DateTo" type="xs:date" minOccurs="0"> <xs:annotation> <xs:documentation xml:lang="en">End of period for risk value</xs:documentation> <xs:documentation xml:lang="de">Ende des Kennzahl - Intervalles</xs:documentation> </xs:annotation> </xs:element> |
diagram | |||||
type | xs:boolean | ||||
properties |
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annotation |
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source | <xs:element name="Annualization" type="xs:boolean" default="false"> <xs:annotation> <xs:documentation xml:lang="en">Indicates whether risk value has been annualized (false of not applicable)</xs:documentation> <xs:documentation xml:lang="de">true - annualisiert false - nicht annualisiert bzw. nicht anwendbar</xs:documentation> </xs:annotation> </xs:element> |
diagram | |||||||
type | Text1000Type | ||||||
properties |
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facets |
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annotation |
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source | <xs:element name="Description" type="Text1000Type" minOccurs="0"> <xs:annotation> <xs:documentation xml:lang="en">Description of calculation method</xs:documentation> <xs:documentation xml:lang="de">Beschreibung der Berechnungsmethode</xs:documentation> </xs:annotation> </xs:element> |