Documentation for Financial products Markup Language (FpML®)
Definition Type: ComplexType
Name: Mortgage
Namespace: http://www.fpml.org/FpML-5/reporting
Type: nsE: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_xsd4 Drilldown into sector in schema fpml-asset-5-10_xsd4 Drilldown into pool in schema fpml-asset-5-10_xsd4 Drilldown into originalPrincipalAmount in schema fpml-asset-5-10_xsd4 Drilldown into dayCountFraction in schema fpml-asset-5-10_xsd4 Drilldown into paymentFrequency in schema fpml-asset-5-10_xsd4 Drilldown into BondCalculation.model in schema fpml-asset-5-10_xsd4 Drilldown into maturity in schema fpml-asset-5-10_xsd4 Drilldown into couponRate in schema fpml-asset-5-10_xsd4 Drilldown into couponType in schema fpml-asset-5-10_xsd4 Drilldown into seniority in schema fpml-asset-5-10_xsd4 Drilldown into issuerPartyReference in schema fpml-asset-5-10_xsd4 Drilldown into issuerName in schema fpml-asset-5-10_xsd4 Drilldown into FixedIncomeSecurityContent.model in schema fpml-asset-5-10_xsd4 Drilldown into insurerReference in schema fpml-asset-5-10_xsd4 Drilldown into insurer in schema fpml-asset-5-10_xsd4 Drilldown into definition in schema fpml-asset-5-10_xsd4 Drilldown into clearanceSystem in schema fpml-asset-5-10_xsd4 Drilldown into exchangeId in schema fpml-asset-5-10_xsd4 Drilldown into currency in schema fpml-asset-5-10_xsd4 Drilldown into description in schema fpml-asset-5-10_xsd4 Drilldown into instrumentId in schema fpml-asset-5-10_xsd4 Drilldown into id in schema fpml-asset-5-10_xsd4 Drilldown into Asset in schema fpml-asset-5-10_xsd4 Drilldown into IdentifiedAsset in schema fpml-asset-5-10_xsd4 Drilldown into UnderlyingAsset in schema fpml-asset-5-10_xsd4XSD Diagram of Mortgage in schema fpml-asset-5-10_xsd4 (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 nsE:instrumentId 0 unbounded
description nsE:description 0 (1)
currency nsE:currency 0 (1)
exchangeId nsE:exchangeId 0 (1)
clearanceSystem nsE:clearanceSystem 0 (1)
definition nsE:definition 0 (1)
insurer nsE:insurer (1) (1)
insurerReference nsE:insurerReference (1) (1)
issuerName nsE:issuerName (1) (1)
issuerPartyReference nsE:issuerPartyReference (1) (1)
seniority nsE:seniority 0 (1)
couponType nsE:couponType 0 (1)
couponRate nsE:couponRate 0 (1)
maturity nsE:maturity 0 (1)
paymentFrequency nsE:paymentFrequency 0 (1)
dayCountFraction nsE:dayCountFraction 0 (1)
originalPrincipalAmount nsE:originalPrincipalAmount 0 (1)
pool nsE:pool 0 (1)
sector nsE:sector 0 (1)
tranche nsE:tranche 0 (1)
<xs:group> nsE:FixedIncomeSecurityContent.model (1) (1)
<xs:group> nsE:BondCalculation.model (1) (1)
Collapse Child Attributes:
Name Type Default Value Use
id nsE:id (Optional)
Collapse Derivation Tree:
Collapse References:
nsE:mortgage
Documentation for Financial products Markup Language (FpML®)

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