Documentation for Financial products Markup Language (FpML®)
Definition Type: ComplexType
Name: Tranche
Namespace: http://www.fpml.org/FpML-5/transparency
Containing Schema: fpml-cd-5-10.xsd
Abstract
Documentation:
This type represents a CDS Tranche.
Collapse XSD Schema Diagram:
Drilldown into exhaustionPoint in schema fpml-cd-5-10_xsd4 Drilldown into attachmentPoint in schema fpml-cd-5-10_xsd4XSD Diagram of Tranche in schema fpml-cd-5-10_xsd4 (Financial products Markup Language (FpML®))
Collapse XSD Schema Code: 
<xsd:complexType name="Tranche">
    <xsd:annotation>
        <xsd:documentation xml:lang="en">This type represents a CDS Tranche.</xsd:documentation>
    </xsd:annotation>
    <xsd:sequence>
        <xsd:element name="attachmentPoint" type="xsd:decimal" minOccurs="0">
            <xsd:annotation>
                <xsd:documentation xml:lang="en">Lower bound percentage of the loss that the Tranche can endure, expressed as a decimal. An attachment point of 5% would be represented as 0.05. The difference between Attachment and Exhaustion points is call the width of the Tranche. A schema facet to constraint the value between 0 to 1 will be introduced in FpML 4.3.</xsd:documentation>
            </xsd:annotation>
        </xsd:element>
        <xsd:element name="exhaustionPoint" type="xsd:decimal" minOccurs="0">
            <xsd:annotation>
                <xsd:documentation xml:lang="en">Upper bound percentage of the loss that the Tranche can endure, expressed as a decimal. An exhaustion point of 5% would be represented as 0.05. The difference between Attachment and Exhaustion points is call the width of the Tranche. A schema facet to constraint the value between 0 to 1 will be introduced in FpML 4.3.</xsd:documentation>
            </xsd:annotation>
        </xsd:element>
    </xsd:sequence>
</xsd:complexType>
Collapse Child Elements:
Name Type Min Occurs Max Occurs
attachmentPoint nsF:attachmentPoint 0 (1)
exhaustionPoint nsF:exhaustionPoint 0 (1)
Collapse Derivation Tree:
Collapse References:
nsF:tranche, nsF:tranche
Documentation for Financial products Markup Language (FpML®)

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