complexType RiskCodeType
diagram index_p1910.png
children ListedCode UnlistedCode Value Frequency DateFrom DateTo Annualization Description
used by
elements PortfolioType/RiskCodes/RiskCode PositionType/RiskCodes/RiskCode
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>

element RiskCodeType/ListedCode
diagram index_p1911.png
type restriction of xs:string
properties
content simple
facets
Kind Value Annotation
enumeration ACTIVE SHARE
enumeration BETA FACTOR
enumeration CORRELATION
enumeration COVARIANCE
enumeration DELTA
enumeration DURATION
enumeration EXPECTED SHORTFALL
enumeration GAMMA
enumeration INFORMATION RATIO
enumeration JENSEN ALPHA
enumeration LEVERAGE GROSS
enumeration LEVERAGE LIMIT
enumeration LEVERAGE USAGE
enumeration LIQUIDATED WITHIN ONE DAY
enumeration MODIFIED DURATION
enumeration NET COMMODITY DELTA
enumeration NET CS01
enumeration NET DV01
enumeration NET EQUITY DELTA
enumeration NET FX DELTA
enumeration SHARPE RATIO
enumeration TRACKING ERROR
enumeration TREYNOR RATIO
enumeration VAR COMMITMENT APPROACH
enumeration VAR GROSS METHOD
enumeration VAR ABSOLUTE LIMIT
enumeration VAR ABSOLUT UCITS
enumeration VEGA
enumeration VEGA EXPOSURE
enumeration VOLATILITY OF PRICES
enumeration VOLATILITY OF RETURNS
enumeration YIELD
annotation
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
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>

element RiskCodeType/UnlistedCode
diagram index_p1912.png
type restriction of xs:string
properties
content simple
facets
Kind Value Annotation
maxLength 100
annotation
documentation
Free code for unlisted codes
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>

element RiskCodeType/Value
diagram index_p1913.png
type xs:decimal
properties
content simple
annotation
documentation
Value of risk code
documentation
Wert der Risikokennzahl
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>

element RiskCodeType/Frequency
diagram index_p1914.png
type FrequencyType
properties
minOcc 0
maxOcc 1
content simple
facets
Kind Value Annotation
enumeration DAIL
enumeration MNTH
enumeration QURT
enumeration SEMI
enumeration TWMN
enumeration TWWK
enumeration WEEK
enumeration YEAR
annotation
documentation
Frequency of data used for calculation
documentation
Bezieht sich auf die zur Berechnung verwendete Datenbasis
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>

element RiskCodeType/DateFrom
diagram index_p1915.png
type xs:date
properties
minOcc 0
maxOcc 1
content simple
annotation
documentation
Start of period for risk value
documentation
Beginn des Kennzahl - Intervalles
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>

element RiskCodeType/DateTo
diagram index_p1916.png
type xs:date
properties
minOcc 0
maxOcc 1
content simple
annotation
documentation
End of period for risk value
documentation
Ende des Kennzahl - Intervalles
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>

element RiskCodeType/Annualization
diagram index_p1917.png
type xs:boolean
properties
content simple
default false
annotation
documentation
Indicates whether risk value has been annualized (false of not applicable)
documentation
true - annualisiert
false - nicht annualisiert bzw. nicht anwendbar
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>

element RiskCodeType/Description
diagram index_p1918.png
type Text1000Type
properties
minOcc 0
maxOcc 1
content simple
facets
Kind Value Annotation
maxLength 1000
annotation
documentation
Description of calculation method
documentation
Beschreibung der Berechnungsmethode
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>


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