Documentation for Financial products Markup Language (FpML®)
Definition Type: ComplexType
Name: CollateralValuation
Namespace: http://www.fpml.org/FpML-5/reporting
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_xsd2 Drilldown into unitPrice in schema fpml-shared-5-10_xsd4 Drilldown into numberOfUnits in schema fpml-shared-5-10_xsd4 Drilldown into UnitContract.model in schema fpml-shared-5-10_xsd4 Drilldown into accrualsAmount in schema fpml-repo-5-10_xsd2 Drilldown into allInPrice in schema fpml-repo-5-10_xsd2 Drilldown into inflationFactor in schema fpml-repo-5-10_xsd2 Drilldown into yieldToMaturity in schema fpml-repo-5-10_xsd2 Drilldown into relativePrice in schema fpml-repo-5-10_xsd2 Drilldown into dirtyPrice in schema fpml-repo-5-10_xsd2 Drilldown into dirtyPrice in schema fpml-repo-5-10_xsd2 Drilldown into accruals in schema fpml-repo-5-10_xsd2 Drilldown into cleanPrice in schema fpml-repo-5-10_xsd2 Drilldown into BondPriceAndYield.model in schema fpml-repo-5-10_xsd2 Drilldown into nominalAmount in schema fpml-repo-5-10_xsd2 Drilldown into BondCollateral.model in schema fpml-repo-5-10_xsd2XSD Diagram of CollateralValuation in schema fpml-repo-5-10_xsd2 (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 minOccurs="0">
            <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" minOccurs="0">
            <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 nsE:nominalAmount 0 (1)
cleanPrice nsE:cleanPrice (1) (1)
accruals nsE:accruals 0 (1)
dirtyPrice nsE:dirtyPrice 0 (1)
dirtyPrice nsE:dirtyPrice (1) (1)
relativePrice nsE:relativePrice 0 (1)
yieldToMaturity nsE:yieldToMaturity 0 (1)
inflationFactor nsE:inflationFactor 0 (1)
allInPrice nsE:allInPrice 0 (1)
accrualsAmount nsE:accrualsAmount 0 (1)
numberOfUnits nsE:numberOfUnits 0 (1)
unitPrice nsE:unitPrice 0 (1)
assetReference nsE:assetReference 0 (1)
<xs:group> nsE:BondCollateral.model (1) (1)
<xs:group> nsE:BondPriceAndYield.model 0 (1)
<xs:group> nsE:UnitContract.model (1) (1)
Collapse Derivation Tree:
Collapse References:
nsE:collateral, nsE:collateral
Documentation for Financial products Markup Language (FpML®)

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