diagram | |||
children | Type Listing BasePrice ContractSize MaturityDate Counterparty Tick ValueDate FixingType Quotation LastTradeDate StockMarket MarginMethod InitialMarginMethod QuoteType QuoteFactor QuoteDecimals BusinessDaysConvention Underlyings | ||
used by |
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source | <xs:complexType name="FutureType"> <xs:annotation> <xs:documentation>Master data specific for futures</xs:documentation> </xs:annotation> <xs:sequence> <xs:element name="Type"> <xs:annotation> <xs:documentation>Type of Future: - BF Bond Future - CF Currency Future - EF Equity Future - FRA Forward Rate Agreement - IF Index Future - IRF Interest Rate Future - MMF Money Market Future - OTHER</xs:documentation> </xs:annotation> <xs:simpleType> <xs:restriction base="xs:string"> <xs:enumeration value="BF"/> <xs:enumeration value="CF"/> <xs:enumeration value="EF"/> <xs:enumeration value="FRA"/> <xs:enumeration value="IF"/> <xs:enumeration value="IRF"/> <xs:enumeration value="MMF"/> <xs:enumeration value="OTHER"/> </xs:restriction> </xs:simpleType> </xs:element> <xs:element name="Listing" minOccurs="0"> <xs:annotation> <xs:documentation xml:lang="en">Indicates wheter the instrument is listed on an exchange - A Listed at official market - B Listed at exchange - G Listed on a regular market - K No listing - M Listed on a regular market inside the EU - O OTC - Over the Counter - S Unregulated marketl - V Securitised rights - Y Acceptance on unregulated market planned - Z New issue </xs:documentation> <xs:documentation xml:lang="de">Gibt an ob das Wertpapier an einer Boerse notiert - A Amtlicher Handel - B Boersennotierung Ausland - G Geregelter Freiverkehr - K Keine Boersenotierung - M Geregelter Markt id. EU - O OTC - Over the Counter - S Sonstiger Handel - V Verbriefte Rechte - Y Zulassung zum sonst. Handel vorges. - Z Neuemission </xs:documentation> </xs:annotation> <xs:simpleType> <xs:restriction base="xs:string"> <xs:enumeration value="A"/> <xs:enumeration value="B"/> <xs:enumeration value="G"/> <xs:enumeration value="K"/> <xs:enumeration value="M"/> <xs:enumeration value="O"/> <xs:enumeration value="S"/> <xs:enumeration value="V"/> <xs:enumeration value="Y"/> <xs:enumeration value="Z"/> </xs:restriction> </xs:simpleType> </xs:element> <xs:element name="BasePrice" type="xs:decimal" minOccurs="0"> <xs:annotation> <xs:documentation xml:lang="en">Base price of derivative</xs:documentation> <xs:documentation xml:lang="de">Gibt den Basispreis des Derivativenprodukts an</xs:documentation> </xs:annotation> </xs:element> <xs:element name="ContractSize" type="xs:decimal"> <xs:annotation> <xs:documentation xml:lang="en">Contract size of the derivative</xs:documentation> <xs:documentation xml:lang="de">Gibt die Kontraktgroesze des Derivativprodukt an</xs:documentation> </xs:annotation> </xs:element> <xs:element name="MaturityDate" type="xs:date"> <xs:annotation> <xs:documentation xml:lang="en">Maturity date of the derivative</xs:documentation> <xs:documentation xml:lang="de">Bezeichnet das Ablaufdatum des Derivativprodukts</xs:documentation> </xs:annotation> </xs:element> <xs:element name="Counterparty" type="CompanyType" minOccurs="0"> <xs:annotation> <xs:documentation>Counterparty details</xs:documentation> </xs:annotation> </xs:element> <xs:element name="Tick" minOccurs="0"> <xs:annotation> <xs:documentation>Tick - Movement in price</xs:documentation> </xs:annotation> <xs:complexType> <xs:sequence> <xs:element name="TickSize" type="xs:decimal"> <xs:annotation> <xs:documentation>Minimum downward or upward movement in price</xs:documentation> </xs:annotation> </xs:element> <xs:element name="TickValue" type="AmountType"> <xs:annotation> <xs:documentation>Value of the tick</xs:documentation> </xs:annotation> </xs:element> </xs:sequence> </xs:complexType> </xs:element> <xs:element name="ValueDate" type="xs:date" minOccurs="0"> <xs:annotation> <xs:documentation>Valuation date for fixing</xs:documentation> </xs:annotation> </xs:element> <xs:element name="FixingType" minOccurs="0"> <xs:annotation> <xs:documentation>Delivery/Fixed/Cash</xs:documentation> </xs:annotation> <xs:simpleType> <xs:restriction base="xs:string"> <xs:enumeration value="Delivery"/> <xs:enumeration value="Fixed"/> <xs:enumeration value="Cash"/> <xs:enumeration value=""/> </xs:restriction> </xs:simpleType> </xs:element> <xs:element name="Quotation" minOccurs="0"> <xs:annotation> <xs:documentation>Quotation</xs:documentation> </xs:annotation> <xs:complexType> <xs:sequence> <xs:element name="QuotationType" minOccurs="0"> <xs:annotation> <xs:documentation>Price/Yield/Other</xs:documentation> </xs:annotation> <xs:simpleType> <xs:restriction base="xs:string"> <xs:enumeration value="Price"/> <xs:enumeration value="Yield"/> <xs:enumeration value="Other"/> </xs:restriction> </xs:simpleType> </xs:element> <xs:choice> <xs:element name="QuotationPercent" type="xs:float" minOccurs="0"> <xs:annotation> <xs:documentation>Quotation in percent</xs:documentation> </xs:annotation> </xs:element> <xs:element name="QuotationAmount" type="AmountType" minOccurs="0"> <xs:annotation> <xs:documentation>Amount of Quotation</xs:documentation> </xs:annotation> </xs:element> </xs:choice> </xs:sequence> </xs:complexType> </xs:element> <xs:element name="LastTradeDate" type="xs:date" minOccurs="0"> <xs:annotation> <xs:documentation>Last Trade Date</xs:documentation> </xs:annotation> </xs:element> <xs:element name="StockMarket" type="xs:string" minOccurs="0" maxOccurs="unbounded"> <xs:annotation> <xs:documentation xml:lang="en">Exchange(s) at which the instrument ist listed</xs:documentation> <xs:documentation xml:lang="de">Gibt den Boerseplatz an an dem der Future notiert</xs:documentation> </xs:annotation> </xs:element> <xs:element name="MarginMethod" minOccurs="0"> <xs:annotation> <xs:documentation>None/Daily/Weekly/Monthly/Quarterly/SemiAnnual/Annual/BiAnnual/Other</xs:documentation> </xs:annotation> <xs:simpleType> <xs:restriction base="xs:string"> <xs:enumeration value="Other"/> <xs:enumeration value="Biannual"/> <xs:enumeration value="Annual"/> <xs:enumeration value="Semiannual"/> <xs:enumeration value="Quarterly"/> <xs:enumeration value="Monthly"/> <xs:enumeration value="Weekly"/> <xs:enumeration value="Daily"/> <xs:enumeration value="None"/> </xs:restriction> </xs:simpleType> </xs:element> <xs:element name="InitialMarginMethod" minOccurs="0"> <xs:annotation> <xs:documentation>Interval/Fixed/None</xs:documentation> </xs:annotation> <xs:simpleType> <xs:restriction base="xs:string"> <xs:enumeration value="Interval"/> <xs:enumeration value="Fixed"/> <xs:enumeration value="None"/> </xs:restriction> </xs:simpleType> </xs:element> <xs:element name="QuoteType" minOccurs="0"> <xs:annotation> <xs:documentation>PerUnit/Percent/Permille/Pips/Points/Other</xs:documentation> </xs:annotation> <xs:simpleType> <xs:restriction base="xs:string"> <xs:enumeration value="PerUnit"/> <xs:enumeration value="Percent"/> <xs:enumeration value="Permille"/> <xs:enumeration value="Pips"/> <xs:enumeration value="Points"/> <xs:enumeration value="Other"/> </xs:restriction> </xs:simpleType> </xs:element> <xs:element name="QuoteFactor" type="xs:decimal" minOccurs="0"> <xs:annotation> <xs:documentation>Defines the quote factor</xs:documentation> </xs:annotation> </xs:element> <xs:element name="QuoteDecimals" type="xs:decimal" minOccurs="0"> <xs:annotation> <xs:documentation>Number of decimals</xs:documentation> </xs:annotation> </xs:element> <xs:element name="BusinessDaysConvention" minOccurs="0"> <xs:annotation> <xs:documentation>Following/ModifiedFollowing/Preceding/None</xs:documentation> </xs:annotation> <xs:simpleType> <xs:restriction base="xs:string"> <xs:enumeration value="Following"/> <xs:enumeration value="ModiifiedFollowing"/> <xs:enumeration value="Preceding"/> <xs:enumeration value="None"/> </xs:restriction> </xs:simpleType> </xs:element> <xs:element name="Underlyings" minOccurs="0"> <xs:complexType> <xs:sequence> <xs:element name="Underlying" type="UnderlyingType" maxOccurs="unbounded"> <xs:annotation> <xs:documentation>Bezeichnet das dem Derivativprodukt unterlegte Wertpapier</xs:documentation> </xs:annotation> </xs:element> </xs:sequence> </xs:complexType> </xs:element> </xs:sequence> </xs:complexType> |
diagram | ||||||||||||||||||||||||||||
type | restriction of xs:string | |||||||||||||||||||||||||||
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source | <xs:element name="Type"> <xs:annotation> <xs:documentation>Type of Future: - BF Bond Future - CF Currency Future - EF Equity Future - FRA Forward Rate Agreement - IF Index Future - IRF Interest Rate Future - MMF Money Market Future - OTHER</xs:documentation> </xs:annotation> <xs:simpleType> <xs:restriction base="xs:string"> <xs:enumeration value="BF"/> <xs:enumeration value="CF"/> <xs:enumeration value="EF"/> <xs:enumeration value="FRA"/> <xs:enumeration value="IF"/> <xs:enumeration value="IRF"/> <xs:enumeration value="MMF"/> <xs:enumeration value="OTHER"/> </xs:restriction> </xs:simpleType> </xs:element> |
diagram | ||||||||||||||||||||||||||||||||||
type | restriction of xs:string | |||||||||||||||||||||||||||||||||
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source | <xs:element name="Listing" minOccurs="0"> <xs:annotation> <xs:documentation xml:lang="en">Indicates wheter the instrument is listed on an exchange - A Listed at official market - B Listed at exchange - G Listed on a regular market - K No listing - M Listed on a regular market inside the EU - O OTC - Over the Counter - S Unregulated marketl - V Securitised rights - Y Acceptance on unregulated market planned - Z New issue </xs:documentation> <xs:documentation xml:lang="de">Gibt an ob das Wertpapier an einer Boerse notiert - A Amtlicher Handel - B Boersennotierung Ausland - G Geregelter Freiverkehr - K Keine Boersenotierung - M Geregelter Markt id. EU - O OTC - Over the Counter - S Sonstiger Handel - V Verbriefte Rechte - Y Zulassung zum sonst. Handel vorges. - Z Neuemission </xs:documentation> </xs:annotation> <xs:simpleType> <xs:restriction base="xs:string"> <xs:enumeration value="A"/> <xs:enumeration value="B"/> <xs:enumeration value="G"/> <xs:enumeration value="K"/> <xs:enumeration value="M"/> <xs:enumeration value="O"/> <xs:enumeration value="S"/> <xs:enumeration value="V"/> <xs:enumeration value="Y"/> <xs:enumeration value="Z"/> </xs:restriction> </xs:simpleType> </xs:element> |
diagram | |||||||
type | xs:decimal | ||||||
properties |
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annotation |
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source | <xs:element name="BasePrice" type="xs:decimal" minOccurs="0"> <xs:annotation> <xs:documentation xml:lang="en">Base price of derivative</xs:documentation> <xs:documentation xml:lang="de">Gibt den Basispreis des Derivativenprodukts an</xs:documentation> </xs:annotation> </xs:element> |
diagram | |||||
type | xs:decimal | ||||
properties |
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annotation |
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source | <xs:element name="ContractSize" type="xs:decimal"> <xs:annotation> <xs:documentation xml:lang="en">Contract size of the derivative</xs:documentation> <xs:documentation xml:lang="de">Gibt die Kontraktgroesze des Derivativprodukt an</xs:documentation> </xs:annotation> </xs:element> |
diagram | |||||
type | xs:date | ||||
properties |
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annotation |
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source | <xs:element name="MaturityDate" type="xs:date"> <xs:annotation> <xs:documentation xml:lang="en">Maturity date of the derivative</xs:documentation> <xs:documentation xml:lang="de">Bezeichnet das Ablaufdatum des Derivativprodukts</xs:documentation> </xs:annotation> </xs:element> |
diagram | |||||||
type | CompanyType | ||||||
properties |
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children | Identifiers Name LegalName LegalForm Address BusinessCountry ParentCompany | ||||||
annotation |
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source | <xs:element name="Counterparty" type="CompanyType" minOccurs="0"> <xs:annotation> <xs:documentation>Counterparty details</xs:documentation> </xs:annotation> </xs:element> |
diagram | |||||||
properties |
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children | TickSize TickValue | ||||||
annotation |
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source | <xs:element name="Tick" minOccurs="0"> <xs:annotation> <xs:documentation>Tick - Movement in price</xs:documentation> </xs:annotation> <xs:complexType> <xs:sequence> <xs:element name="TickSize" type="xs:decimal"> <xs:annotation> <xs:documentation>Minimum downward or upward movement in price</xs:documentation> </xs:annotation> </xs:element> <xs:element name="TickValue" type="AmountType"> <xs:annotation> <xs:documentation>Value of the tick</xs:documentation> </xs:annotation> </xs:element> </xs:sequence> </xs:complexType> </xs:element> |
diagram | |||
type | xs:decimal | ||
properties |
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annotation |
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source | <xs:element name="TickSize" type="xs:decimal"> <xs:annotation> <xs:documentation>Minimum downward or upward movement in price</xs:documentation> </xs:annotation> </xs:element> |
diagram | |||
type | AmountType | ||
properties |
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children | Amount | ||
annotation |
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source | <xs:element name="TickValue" type="AmountType"> <xs:annotation> <xs:documentation>Value of the tick</xs:documentation> </xs:annotation> </xs:element> |
diagram | |||||||
type | xs:date | ||||||
properties |
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annotation |
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source | <xs:element name="ValueDate" type="xs:date" minOccurs="0"> <xs:annotation> <xs:documentation>Valuation date for fixing</xs:documentation> </xs:annotation> </xs:element> |
diagram | ||||||||||||||||
type | restriction of xs:string | |||||||||||||||
properties |
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annotation |
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source | <xs:element name="FixingType" minOccurs="0"> <xs:annotation> <xs:documentation>Delivery/Fixed/Cash</xs:documentation> </xs:annotation> <xs:simpleType> <xs:restriction base="xs:string"> <xs:enumeration value="Delivery"/> <xs:enumeration value="Fixed"/> <xs:enumeration value="Cash"/> <xs:enumeration value=""/> </xs:restriction> </xs:simpleType> </xs:element> |
diagram | |||||||
properties |
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children | QuotationType QuotationPercent QuotationAmount | ||||||
annotation |
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source | <xs:element name="Quotation" minOccurs="0"> <xs:annotation> <xs:documentation>Quotation</xs:documentation> </xs:annotation> <xs:complexType> <xs:sequence> <xs:element name="QuotationType" minOccurs="0"> <xs:annotation> <xs:documentation>Price/Yield/Other</xs:documentation> </xs:annotation> <xs:simpleType> <xs:restriction base="xs:string"> <xs:enumeration value="Price"/> <xs:enumeration value="Yield"/> <xs:enumeration value="Other"/> </xs:restriction> </xs:simpleType> </xs:element> <xs:choice> <xs:element name="QuotationPercent" type="xs:float" minOccurs="0"> <xs:annotation> <xs:documentation>Quotation in percent</xs:documentation> </xs:annotation> </xs:element> <xs:element name="QuotationAmount" type="AmountType" minOccurs="0"> <xs:annotation> <xs:documentation>Amount of Quotation</xs:documentation> </xs:annotation> </xs:element> </xs:choice> </xs:sequence> </xs:complexType> </xs:element> |
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type | restriction of xs:string | ||||||||||||
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source | <xs:element name="QuotationType" minOccurs="0"> <xs:annotation> <xs:documentation>Price/Yield/Other</xs:documentation> </xs:annotation> <xs:simpleType> <xs:restriction base="xs:string"> <xs:enumeration value="Price"/> <xs:enumeration value="Yield"/> <xs:enumeration value="Other"/> </xs:restriction> </xs:simpleType> </xs:element> |
diagram | |||||||
type | xs:float | ||||||
properties |
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annotation |
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source | <xs:element name="QuotationPercent" type="xs:float" minOccurs="0"> <xs:annotation> <xs:documentation>Quotation in percent</xs:documentation> </xs:annotation> </xs:element> |
diagram | |||||||
type | AmountType | ||||||
properties |
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children | Amount | ||||||
annotation |
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source | <xs:element name="QuotationAmount" type="AmountType" minOccurs="0"> <xs:annotation> <xs:documentation>Amount of Quotation</xs:documentation> </xs:annotation> </xs:element> |
diagram | |||||||
type | xs:date | ||||||
properties |
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annotation |
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source | <xs:element name="LastTradeDate" type="xs:date" minOccurs="0"> <xs:annotation> <xs:documentation>Last Trade Date</xs:documentation> </xs:annotation> </xs:element> |
diagram | |||||||
type | xs:string | ||||||
properties |
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annotation |
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source | <xs:element name="StockMarket" type="xs:string" minOccurs="0" maxOccurs="unbounded"> <xs:annotation> <xs:documentation xml:lang="en">Exchange(s) at which the instrument ist listed</xs:documentation> <xs:documentation xml:lang="de">Gibt den Boerseplatz an an dem der Future notiert</xs:documentation> </xs:annotation> </xs:element> |
diagram | |||||||||||||||||||||||||||||||
type | restriction of xs:string | ||||||||||||||||||||||||||||||
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source | <xs:element name="MarginMethod" minOccurs="0"> <xs:annotation> <xs:documentation>None/Daily/Weekly/Monthly/Quarterly/SemiAnnual/Annual/BiAnnual/Other</xs:documentation> </xs:annotation> <xs:simpleType> <xs:restriction base="xs:string"> <xs:enumeration value="Other"/> <xs:enumeration value="Biannual"/> <xs:enumeration value="Annual"/> <xs:enumeration value="Semiannual"/> <xs:enumeration value="Quarterly"/> <xs:enumeration value="Monthly"/> <xs:enumeration value="Weekly"/> <xs:enumeration value="Daily"/> <xs:enumeration value="None"/> </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="InitialMarginMethod" minOccurs="0"> <xs:annotation> <xs:documentation>Interval/Fixed/None</xs:documentation> </xs:annotation> <xs:simpleType> <xs:restriction base="xs:string"> <xs:enumeration value="Interval"/> <xs:enumeration value="Fixed"/> <xs:enumeration value="None"/> </xs:restriction> </xs:simpleType> </xs:element> |
diagram | ||||||||||||||||||||||
type | restriction of xs:string | |||||||||||||||||||||
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annotation |
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source | <xs:element name="QuoteType" minOccurs="0"> <xs:annotation> <xs:documentation>PerUnit/Percent/Permille/Pips/Points/Other</xs:documentation> </xs:annotation> <xs:simpleType> <xs:restriction base="xs:string"> <xs:enumeration value="PerUnit"/> <xs:enumeration value="Percent"/> <xs:enumeration value="Permille"/> <xs:enumeration value="Pips"/> <xs:enumeration value="Points"/> <xs:enumeration value="Other"/> </xs:restriction> </xs:simpleType> </xs:element> |
diagram | |||||||
type | xs:decimal | ||||||
properties |
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annotation |
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||||||
source | <xs:element name="QuoteFactor" type="xs:decimal" minOccurs="0"> <xs:annotation> <xs:documentation>Defines the quote factor</xs:documentation> </xs:annotation> </xs:element> |
diagram | |||||||
type | xs:decimal | ||||||
properties |
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annotation |
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||||||
source | <xs:element name="QuoteDecimals" type="xs:decimal" minOccurs="0"> <xs:annotation> <xs:documentation>Number of decimals</xs:documentation> </xs:annotation> </xs:element> |
diagram | ||||||||||||||||
type | restriction of xs:string | |||||||||||||||
properties |
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annotation |
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source | <xs:element name="BusinessDaysConvention" minOccurs="0"> <xs:annotation> <xs:documentation>Following/ModifiedFollowing/Preceding/None</xs:documentation> </xs:annotation> <xs:simpleType> <xs:restriction base="xs:string"> <xs:enumeration value="Following"/> <xs:enumeration value="ModiifiedFollowing"/> <xs:enumeration value="Preceding"/> <xs:enumeration value="None"/> </xs:restriction> </xs:simpleType> </xs:element> |
diagram | |||||||
properties |
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children | Underlying | ||||||
source | <xs:element name="Underlyings" minOccurs="0"> <xs:complexType> <xs:sequence> <xs:element name="Underlying" type="UnderlyingType" maxOccurs="unbounded"> <xs:annotation> <xs:documentation>Bezeichnet das dem Derivativprodukt unterlegte Wertpapier</xs:documentation> </xs:annotation> </xs:element> </xs:sequence> </xs:complexType> </xs:element> |
diagram | |||||||
type | UnderlyingType | ||||||
properties |
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||||||
children | Type UniqueID Identifiers Nominale | ||||||
annotation |
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||||||
source | <xs:element name="Underlying" type="UnderlyingType" maxOccurs="unbounded"> <xs:annotation> <xs:documentation>Bezeichnet das dem Derivativprodukt unterlegte Wertpapier</xs:documentation> </xs:annotation> </xs:element> |