Documentation for Financial products Markup Language (FpML®)
Definition Type: ComplexType
Name: CollateralValuation
Namespace: http://www.fpml.org/FpML-5/recordkeeping
Containing Schema: fpml-repo-5-10.xsd
Abstract
Documentation:
This type is used in Repo trades, to specify the valuation of a specific piece of collateral in the transaction.
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_xsd1XSD Diagram of CollateralValuation in schema fpml-repo-5-10_xsd1 (Financial products Markup Language (FpML®))
Collapse XSD Schema Code: 
<xsd:complexType name="CollateralValuation">
    <xsd:annotation>
        <xsd:documentation xml:lang="en">This type is used in Repo trades, to specify the valuation of a specific piece of collateral in the transaction.</xsd:documentation>
    </xsd:annotation>
    <xsd:sequence>
        <xsd:choice>
            <xsd:group ref="BondCollateral.model">
                <xsd:annotation>
                    <xsd:documentation xml:lang="en">When the instrument being used in a transaction is a bond, the group above should be used to properly value the instrument, in terms of price, accruals and notional.</xsd:documentation>
                </xsd:annotation>
            </xsd:group>
            <xsd:group ref="UnitContract.model">
                <xsd:annotation>
                    <xsd:documentation xml:lang="en">When the instrument being used in a transaction is an equity, or any contract traded in units, this group should be used to define the quantity, price and valuation of the instrument.</xsd:documentation>
                </xsd:annotation>
            </xsd:group>
        </xsd:choice>
        <xsd:element name="assetReference" type="AssetReference">
            <xsd:annotation>
                <xsd:documentation xml:lang="en">A reference to explicitly identify which asset is being valued.</xsd:documentation>
            </xsd:annotation>
        </xsd:element>
    </xsd:sequence>
</xsd:complexType>
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:
Collapse References:
nsD:collateral, nsD:collateral
Documentation for Financial products Markup Language (FpML®)

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