Documentation for Financial products Markup Language (FpML®)
Definition Type: Element
Name: collateral
Namespace: http://www.fpml.org/FpML-5/recordkeeping
Type: nsD:CollateralValuation
Containing Schema: fpml-repo-5-10.xsd
MinOccurs 0
MaxOccurs unbounded
Abstract
Documentation:
Collateral element is used to carry the quantity and price details that are required to ensure that a repo contract is executed at fair value, with the value of the collateral matching the cash amount of the repo. Collateral is declared as optional here, with multiple cardinalities, since there can be a repo "Multi", with multiple instruments specified, or a "Cash Borrow/Loan" and “TriPartyRepo” with no collateral. In general cases, however it should be specified. This element can be omitted in farLeg.
Collapse XSD Schema Diagram:
Drilldown into assetReference in schema fpml-repo-5-10_xsd1 Drilldown into unitPrice in schema fpml-shared-5-10_xsd3 Drilldown into numberOfUnits in schema fpml-shared-5-10_xsd3 Drilldown into UnitContract.model in schema fpml-shared-5-10_xsd3 Drilldown into accrualsAmount in schema fpml-repo-5-10_xsd1 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_xsd1 Drilldown into BondPriceAndYield.model in schema fpml-repo-5-10_xsd1 Drilldown into nominalAmount in schema fpml-repo-5-10_xsd1 Drilldown into BondCollateral.model in schema fpml-repo-5-10_xsd1 Drilldown into CollateralValuation in schema fpml-repo-5-10_xsd1XSD Diagram of collateral in schema fpml-repo-5-10_xsd1 (Financial products Markup Language (FpML®))
Collapse XSD Schema Code: 
<xsd:element name="collateral" type="CollateralValuation" minOccurs="0" maxOccurs="unbounded">
    <xsd:annotation>
        <xsd:documentation xml:lang="en">Collateral element is used to carry the quantity and price details that are required to ensure that a repo contract is executed at fair value, with the value of the collateral matching the cash amount of the repo. Collateral is declared as optional here, with multiple cardinalities, since there can be a repo "Multi", with multiple instruments specified, or a "Cash Borrow/Loan" and “TriPartyRepo” with no collateral. In general cases, however it should be specified. This element can be omitted in farLeg.</xsd:documentation>
    </xsd:annotation>
</xsd:element>
Collapse Child Elements:
Name Type Min Occurs Max Occurs
nominalAmount nsD:nominalAmount (1) (1)
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)
accrualsAmount nsD:accrualsAmount 0 (1)
numberOfUnits nsD:numberOfUnits (1) (1)
unitPrice nsD:unitPrice (1) (1)
assetReference nsD:assetReference (1) (1)
<xs:group> nsD:BondCollateral.model (1) (1)
<xs:group> nsD:BondPriceAndYield.model 0 (1)
<xs:group> nsD:UnitContract.model (1) (1)
Collapse Derivation Tree:
Documentation for Financial products Markup Language (FpML®)

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