Documentation for Financial products Markup Language (FpML®)
Definition Type: ComplexType
Name: ExpectedCollateral
Namespace: http://www.fpml.org/FpML-5/reporting
Containing Schema: fpml-collateral-processes-5-10.xsd
Abstract
Documentation:
Expected Collateral allows for the definition of collateral that the party making the margin call would prefer to receive or have returned. This can be defined for the Variation Requirement and /or the Segregated Independent Amount Requirement. For deliveries only the type of cash i.e. USD or security type i.e. US Treasuries is expected to be defined. For the return the calling party will know what they posted and therefore can define the expected collateral down to the specific instrument identifier, currency and amount.
Collapse XSD Schema Diagram:
Drilldown into segregatedIndependentAmount in schema fpml-collateral-processes-5-10_xsd Drilldown into segregatedIndependentAmount in schema fpml-collateral-processes-5-10_xsd Drilldown into variationMargin in schema fpml-collateral-processes-5-10_xsdXSD Diagram of ExpectedCollateral in schema fpml-collateral-processes-5-10_xsd (Financial products Markup Language (FpML®))
Collapse XSD Schema Code: 
<xsd:complexType name="ExpectedCollateral">
    <xsd:annotation>
        <xsd:documentation xml:lang="en">Expected Collateral allows for the definition of collateral that the party making the margin call would prefer to receive or have returned. This can be defined for the Variation Requirement and /or the Segregated Independent Amount Requirement. For deliveries only the type of cash i.e. USD or security type i.e. US Treasuries is expected to be defined. For the return the calling party will know what they posted and therefore can define the expected collateral down to the specific instrument identifier, currency and amount.</xsd:documentation>
    </xsd:annotation>
    <xsd:choice>
        <xsd:sequence>
            <xsd:element name="variationMargin" type="ExpectedCollateralDeliveryReturn">
                <xsd:annotation>
                    <xsd:documentation xml:lang="en">variation margin part of the expected collateral.</xsd:documentation>
                </xsd:annotation>
            </xsd:element>
            <xsd:element name="segregatedIndependentAmount" type="ExpectedCollateralDeliveryReturn" minOccurs="0" />
        </xsd:sequence>
        <xsd:element name="segregatedIndependentAmount" type="ExpectedCollateralDeliveryReturn">
            <xsd:annotation>
                <xsd:documentation xml:lang="en">segregated independent amount part of the expected collateral.</xsd:documentation>
            </xsd:annotation>
        </xsd:element>
    </xsd:choice>
</xsd:complexType>
Collapse Child Elements:
Name Type Min Occurs Max Occurs
variationMargin nsE:variationMargin (1) (1)
segregatedIndependentAmount nsE:segregatedIndependentAmount 0 (1)
segregatedIndependentAmount nsE:segregatedIndependentAmount (1) (1)
Collapse Derivation Tree:
Collapse References:
nsE:expectedCollateral
Documentation for Financial products Markup Language (FpML®)

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