Definition Type: SimpleType
Name: CollateralValueAllocationEnum
Namespace: http://www.fpml.org/FpML-5/reporting
Containing Schema: fpml-enum-5-10.xsd
Documentation:
Denotes the method of collateral value allocation
Collapse XSD Schema Diagram:
XSD Diagram of CollateralValueAllocationEnum in schema fpml-enum-5-10_xsd4 (Financial products Markup Language (FpML®))
Collapse XSD Schema Code:
<xsd:simpleType name="CollateralValueAllocationEnum">
    <xsd:annotation>
        <xsd:documentation source="http://www.FpML.org" xml:lang="en">Denotes the method of collateral value allocation</xsd:documentation>
    </xsd:annotation>
    <xsd:restriction base="xsd:token">
        <xsd:enumeration value="Buffer">
            <xsd:annotation>
                <xsd:documentation source="http://www.FpML.org" xml:lang="en">The amount that is being allocated from a buffer account. A buffer account is meant to hold funds that the FCM can use to cover the liability of any client. In effect, the FCM has provided funds that are available to meet its customers’ needs and the DCO may use such collateral to meet a default by a customer to the same extent as if the customer provided the collateral.</xsd:documentation>
            </xsd:annotation>
        </xsd:enumeration>
        <xsd:enumeration value="Full">
            <xsd:annotation>
                <xsd:documentation source="http://www.FpML.org" xml:lang="en">The full amount is being allocated</xsd:documentation>
            </xsd:annotation>
        </xsd:enumeration>
        <xsd:enumeration value="ExcessOverMargin">
            <xsd:annotation>
                <xsd:documentation source="http://www.FpML.org" xml:lang="en">The allocated amount is an excess over the margin requirement</xsd:documentation>
            </xsd:annotation>
        </xsd:enumeration>
        <xsd:enumeration value="Margin">
            <xsd:annotation>
                <xsd:documentation source="http://www.FpML.org" xml:lang="en">The allocated amount for margin requirement</xsd:documentation>
            </xsd:annotation>
        </xsd:enumeration>
    </xsd:restriction>
</xsd:simpleType>
Collapse Facets:
Facet Value
Enumeration Buffer
Enumeration Full
Enumeration ExcessOverMargin
Enumeration Margin
Collapse Derivation Tree:
  • CollateralValueAllocationEnum
Collapse References:
nsE:type