Documentation for Financial products Markup Language (FpML®)
Definition Type: ComplexType
Name: Mortgage
Namespace: http://www.fpml.org/FpML-5/pretrade
Type: nsC: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_xsd2 Drilldown into sector in schema fpml-asset-5-10_xsd2 Drilldown into pool in schema fpml-asset-5-10_xsd2 Drilldown into originalPrincipalAmount in schema fpml-asset-5-10_xsd2 Drilldown into dayCountFraction in schema fpml-asset-5-10_xsd2 Drilldown into paymentFrequency in schema fpml-asset-5-10_xsd2 Drilldown into BondCalculation.model in schema fpml-asset-5-10_xsd2 Drilldown into maturity in schema fpml-asset-5-10_xsd2 Drilldown into couponRate in schema fpml-asset-5-10_xsd2 Drilldown into couponType in schema fpml-asset-5-10_xsd2 Drilldown into seniority in schema fpml-asset-5-10_xsd2 Drilldown into issuerPartyReference in schema fpml-asset-5-10_xsd2 Drilldown into issuerName in schema fpml-asset-5-10_xsd2 Drilldown into FixedIncomeSecurityContent.model in schema fpml-asset-5-10_xsd2 Drilldown into insurerReference in schema fpml-asset-5-10_xsd2 Drilldown into insurer in schema fpml-asset-5-10_xsd2 Drilldown into definition in schema fpml-asset-5-10_xsd2 Drilldown into clearanceSystem in schema fpml-asset-5-10_xsd2 Drilldown into exchangeId in schema fpml-asset-5-10_xsd2 Drilldown into currency in schema fpml-asset-5-10_xsd2 Drilldown into description in schema fpml-asset-5-10_xsd2 Drilldown into instrumentId in schema fpml-asset-5-10_xsd2 Drilldown into id in schema fpml-asset-5-10_xsd2 Drilldown into Asset in schema fpml-asset-5-10_xsd2 Drilldown into IdentifiedAsset in schema fpml-asset-5-10_xsd2 Drilldown into UnderlyingAsset in schema fpml-asset-5-10_xsd2XSD Diagram of Mortgage in schema fpml-asset-5-10_xsd2 (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 nsC:instrumentId 0 unbounded
description nsC:description 0 (1)
currency nsC:currency 0 (1)
exchangeId nsC:exchangeId 0 (1)
clearanceSystem nsC:clearanceSystem 0 (1)
definition nsC:definition 0 (1)
insurer nsC:insurer (1) (1)
insurerReference nsC:insurerReference (1) (1)
issuerName nsC:issuerName (1) (1)
issuerPartyReference nsC:issuerPartyReference (1) (1)
seniority nsC:seniority 0 (1)
couponType nsC:couponType 0 (1)
couponRate nsC:couponRate 0 (1)
maturity nsC:maturity 0 (1)
paymentFrequency nsC:paymentFrequency 0 (1)
dayCountFraction nsC:dayCountFraction 0 (1)
originalPrincipalAmount nsC:originalPrincipalAmount 0 (1)
pool nsC:pool 0 (1)
sector nsC:sector 0 (1)
tranche nsC:tranche 0 (1)
<xs:group> nsC:FixedIncomeSecurityContent.model (1) (1)
<xs:group> nsC:BondCalculation.model (1) (1)
Collapse Child Attributes:
Name Type Default Value Use
id nsC:id (Optional)
Collapse Derivation Tree:
Collapse References:
nsC:mortgage
Documentation for Financial products Markup Language (FpML®)

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