Definition Type: ComplexType
Name: AggregatedIndependentAmount
Namespace: http://www.fpml.org/FpML-5/reporting
Containing Schema: fpml-collateral-processes-5-10.xsd
Abstract
Collapse XSD Schema Diagram:
Drilldown into netOpenPosition in schema fpml-collateral-processes-5-10_xsd Drilldown into valueAtRisk in schema fpml-collateral-processes-5-10_xsd Drilldown into trade in schema fpml-collateral-processes-5-10_xsdXSD Diagram of AggregatedIndependentAmount in schema fpml-collateral-processes-5-10_xsd (Financial products Markup Language (FpML®))
Collapse XSD Schema Code:
<xsd:complexType name="AggregatedIndependentAmount">
    <xsd:choice maxOccurs="unbounded">
        <xsd:element name="trade" type="IndependentAmountType">
            <xsd:annotation>
                <xsd:documentation xml:lang="en">This is the total Independent Amount defined in the confirmations of individual trades. This would relate to the same Independent Amount defined in other FpML messages aggregated for a specific agreement.</xsd:documentation>
            </xsd:annotation>
        </xsd:element>
        <xsd:element name="valueAtRisk" type="IndependentAmountType">
            <xsd:annotation>
                <xsd:documentation xml:lang="en">A portfolio level Independent Amount that reflects portfolio change over a short time period using statistical techniques such as volatility and risk factor correlations. These amounts reflect the summation of independent Amounts due to Party A or Party B.</xsd:documentation>
            </xsd:annotation>
        </xsd:element>
        <xsd:element name="netOpenPosition" type="IndependentAmountType">
            <xsd:annotation>
                <xsd:documentation xml:lang="en">A portfolio level Independent Amounts related to a Parties Net Open Position (NOP). Net Open Position means the total of the Net Long FX and the Net Options in respect of each currency where: Net Long FX for any currency shall be the net amount (if any) of that currency which the Party "A" is long as against Party "B" in respect of all FX transactions.</xsd:documentation>
            </xsd:annotation>
        </xsd:element>
    </xsd:choice>
</xsd:complexType>
Collapse Child Elements:
Name Type Min Occurs Max Occurs
trade nsE:trade (1) (1)
valueAtRisk nsE:valueAtRisk (1) (1)
netOpenPosition nsE:netOpenPosition (1) (1)
Collapse Derivation Tree:
Collapse References:
nsE:independentAmount