Documentation for Financial products Markup Language (FpML®)
Definition Type: Group
Name: BondPriceAndYield.model
Namespace: http://www.fpml.org/FpML-5/recordkeeping
Containing Schema: fpml-repo-5-10.xsd
Documentation:
A group which has either Bond Price or Yield elements.
Collapse XSD Schema Diagram:
Drilldown into allInPrice in schema fpml-repo-5-10_xsd1 Drilldown into inflationFactor in schema fpml-repo-5-10_xsd1 Drilldown into yieldToMaturity in schema fpml-repo-5-10_xsd1 Drilldown into relativePrice in schema fpml-repo-5-10_xsd1 Drilldown into dirtyPrice in schema fpml-repo-5-10_xsd1 Drilldown into dirtyPrice in schema fpml-repo-5-10_xsd1 Drilldown into accruals in schema fpml-repo-5-10_xsd1 Drilldown into cleanPrice in schema fpml-repo-5-10_xsd1XSD Diagram of BondPriceAndYield.model in schema fpml-repo-5-10_xsd1 (Financial products Markup Language (FpML®))
Collapse XSD Schema Code: 
<xsd:group name="BondPriceAndYield.model">
    <xsd:annotation>
        <xsd:documentation xml:lang="en">A group which has either Bond Price or Yield elements.</xsd:documentation>
    </xsd:annotation>
    <xsd:sequence>
        <xsd:annotation>
            <xsd:documentation xml:lang="en">These elements express a price in terms of percentage of nominal amount.</xsd:documentation>
        </xsd:annotation>
        <xsd:choice>
            <xsd:annotation>
                <xsd:documentation xml:lang="en">One of cleanPrice or dirtyPrice must exist.</xsd:documentation>
            </xsd:annotation>
            <xsd:sequence>
                <xsd:element name="cleanPrice" type="xsd:decimal">
                    <xsd:annotation>
                        <xsd:documentation xml:lang="en">Bond clean price, expressed in percentage points, 100 is the initial value of the bond.</xsd:documentation>
                    </xsd:annotation>
                </xsd:element>
                <xsd:element name="accruals" type="xsd:decimal" minOccurs="0">
                    <xsd:annotation>
                        <xsd:documentation xml:lang="en">Accruals, relationship is clean price and accruals equals dirty price, all prices are expressed in percentage points, 100 is the initial value of the bond.</xsd:documentation>
                    </xsd:annotation>
                </xsd:element>
                <xsd:element name="dirtyPrice" type="xsd:decimal" minOccurs="0">
                    <xsd:annotation>
                        <xsd:documentation xml:lang="en">Bond dirty price, expressed in percentage points, 100 is the initial value of the bond.</xsd:documentation>
                    </xsd:annotation>
                </xsd:element>
            </xsd:sequence>
            <xsd:element name="dirtyPrice" type="xsd:decimal">
                <xsd:annotation>
                    <xsd:documentation xml:lang="en">Bond dirty price, expressed in percentage points, 100 is the initial value of the bond.</xsd:documentation>
                </xsd:annotation>
            </xsd:element>
        </xsd:choice>
        <xsd:element name="relativePrice" type="RelativePrice" minOccurs="0">
            <xsd:annotation>
                <xsd:documentation xml:lang="en">Bond price relative to a Benchmark.</xsd:documentation>
            </xsd:annotation>
        </xsd:element>
        <xsd:element name="yieldToMaturity" type="xsd:decimal" minOccurs="0">
            <xsd:annotation>
                <xsd:documentation xml:lang="en">Yield to Maturity.</xsd:documentation>
            </xsd:annotation>
        </xsd:element>
        <xsd:element name="inflationFactor" type="xsd:decimal" minOccurs="0">
            <xsd:annotation>
                <xsd:documentation xml:lang="en">The inflation factor is specified for inflation-linked products which require some additional elements to calculate prices correctly.</xsd:documentation>
            </xsd:annotation>
        </xsd:element>
        <xsd:element name="allInPrice" type="xsd:decimal" minOccurs="0">
            <xsd:annotation>
                <xsd:documentation xml:lang="en">Bond all-in-price which is a price that includes all relevant price adjustments (i.e. accrued interest, haircut or margin ratio, inflation factor,etc.). It expresses a price in terms of percentage of nominal amount.</xsd:documentation>
            </xsd:annotation>
        </xsd:element>
    </xsd:sequence>
</xsd:group>
Collapse Child Elements:
Name Type Min Occurs Max Occurs
cleanPrice nsD:cleanPrice (1) (1)
accruals nsD:accruals 0 (1)
dirtyPrice nsD:dirtyPrice 0 (1)
dirtyPrice nsD:dirtyPrice (1) (1)
relativePrice nsD:relativePrice 0 (1)
yieldToMaturity nsD:yieldToMaturity 0 (1)
inflationFactor nsD:inflationFactor 0 (1)
allInPrice nsD:allInPrice 0 (1)
Documentation for Financial products Markup Language (FpML®)

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