Documentation for Financial products Markup Language (FpML®)
Definition Type: ComplexType
Name: Mortgage
Namespace: http://www.fpml.org/FpML-5/confirmation
Type: nsA:UnderlyingAsset
Containing Schema: fpml-asset-5-10.xsd
Abstract
Documentation:
A type describing a mortgage asset.
Collapse XSD Schema Diagram:
Drilldown into tranche in schema fpml-asset-5-10_xsd Drilldown into sector in schema fpml-asset-5-10_xsd Drilldown into pool in schema fpml-asset-5-10_xsd Drilldown into originalPrincipalAmount in schema fpml-asset-5-10_xsd Drilldown into dayCountFraction in schema fpml-asset-5-10_xsd Drilldown into paymentFrequency in schema fpml-asset-5-10_xsd Drilldown into BondCalculation.model in schema fpml-asset-5-10_xsd Drilldown into maturity in schema fpml-asset-5-10_xsd Drilldown into couponRate in schema fpml-asset-5-10_xsd Drilldown into couponType in schema fpml-asset-5-10_xsd Drilldown into seniority in schema fpml-asset-5-10_xsd Drilldown into issuerPartyReference in schema fpml-asset-5-10_xsd Drilldown into issuerName in schema fpml-asset-5-10_xsd Drilldown into FixedIncomeSecurityContent.model in schema fpml-asset-5-10_xsd Drilldown into insurerReference in schema fpml-asset-5-10_xsd Drilldown into insurer in schema fpml-asset-5-10_xsd Drilldown into definition in schema fpml-asset-5-10_xsd Drilldown into clearanceSystem in schema fpml-asset-5-10_xsd Drilldown into exchangeId in schema fpml-asset-5-10_xsd Drilldown into currency in schema fpml-asset-5-10_xsd Drilldown into description in schema fpml-asset-5-10_xsd Drilldown into instrumentId in schema fpml-asset-5-10_xsd Drilldown into id in schema fpml-asset-5-10_xsd Drilldown into Asset in schema fpml-asset-5-10_xsd Drilldown into IdentifiedAsset in schema fpml-asset-5-10_xsd Drilldown into UnderlyingAsset in schema fpml-asset-5-10_xsdXSD Diagram of Mortgage in schema fpml-asset-5-10_xsd (Financial products Markup Language (FpML®))
Collapse XSD Schema Code: 
<xsd:complexType name="Mortgage">
    <xsd:annotation>
        <xsd:documentation xml:lang="en">A type describing a mortgage asset.</xsd:documentation>
    </xsd:annotation>
    <xsd:complexContent>
        <xsd:extension base="UnderlyingAsset">
            <xsd:sequence>
                <xsd:choice minOccurs="0">
                    <xsd:annotation>
                        <xsd:documentation xml:lang="en">Applicable to the case of default swaps on MBS terms. For specifying the insurer name, when applicable (when the element is not present, it signifies that the insurer is Not Applicable)</xsd:documentation>
                    </xsd:annotation>
                    <xsd:element name="insurer" type="LegalEntity" />
                    <xsd:element name="insurerReference" type="LegalEntityReference" />
                </xsd:choice>
                <xsd:group ref="FixedIncomeSecurityContent.model" />
                <xsd:group ref="BondCalculation.model" />
                <xsd:element name="originalPrincipalAmount" type="xsd:decimal" minOccurs="0">
                    <xsd:annotation>
                        <xsd:documentation xml:lang="en">The initial issued amount of the mortgage obligation.</xsd:documentation>
                    </xsd:annotation>
                </xsd:element>
                <xsd:element name="pool" type="AssetPool" minOccurs="0">
                    <xsd:annotation>
                        <xsd:documentation xml:lang="en">The morgage pool that is underneath the mortgage obligation.</xsd:documentation>
                    </xsd:annotation>
                </xsd:element>
                <xsd:element name="sector" type="MortgageSector" minOccurs="0">
                    <xsd:annotation>
                        <xsd:documentation xml:lang="en">The sector classification of the mortgage obligation.</xsd:documentation>
                    </xsd:annotation>
                </xsd:element>
                <xsd:element name="tranche" type="Token" minOccurs="0">
                    <xsd:annotation>
                        <xsd:documentation xml:lang="en">The mortgage obligation tranche that is subject to the derivative transaction.</xsd:documentation>
                    </xsd:annotation>
                </xsd:element>
            </xsd:sequence>
        </xsd:extension>
    </xsd:complexContent>
</xsd:complexType>
Collapse Child Elements:
Name Type Min Occurs Max Occurs
instrumentId nsA:instrumentId (1) unbounded
description nsA:description 0 (1)
currency nsA:currency 0 (1)
exchangeId nsA:exchangeId 0 (1)
clearanceSystem nsA:clearanceSystem 0 (1)
definition nsA:definition 0 (1)
insurer nsA:insurer (1) (1)
insurerReference nsA:insurerReference (1) (1)
issuerName nsA:issuerName (1) (1)
issuerPartyReference nsA:issuerPartyReference (1) (1)
seniority nsA:seniority 0 (1)
couponType nsA:couponType 0 (1)
couponRate nsA:couponRate 0 (1)
maturity nsA:maturity 0 (1)
paymentFrequency nsA:paymentFrequency 0 (1)
dayCountFraction nsA:dayCountFraction 0 (1)
originalPrincipalAmount nsA:originalPrincipalAmount 0 (1)
pool nsA:pool 0 (1)
sector nsA:sector 0 (1)
tranche nsA:tranche 0 (1)
<xs:group> nsA:FixedIncomeSecurityContent.model (1) (1)
<xs:group> nsA:BondCalculation.model (1) (1)
Collapse Child Attributes:
Name Type Default Value Use
id nsA:id (Optional)
Collapse Derivation Tree:
Collapse References:
nsA:mortgage
Documentation for Financial products Markup Language (FpML®)

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