Documentation for Financial products Markup Language (FpML®)
Definition Type: ComplexType
Name: CollateralValuation
Namespace: http://www.fpml.org/FpML-5/confirmation
Containing Schema: fpml-repo-5-8.xsd
Abstract
Documentation:
This type is used in Repo trades, to specify the valuation of a specific piece of collateral in the transaction.
Collapse XSD Schema Diagram:
Drilldown into assetReference in schema fpml-repo-5-8_xsd Drilldown into unitPrice in schema fpml-shared-5-8_xsd Drilldown into numberOfUnits in schema fpml-shared-5-8_xsd Drilldown into UnitContract.model in schema fpml-shared-5-8_xsd Drilldown into accrualsAmount in schema fpml-repo-5-8_xsd Drilldown into allInPrice in schema fpml-repo-5-8_xsd Drilldown into inflationFactor in schema fpml-repo-5-8_xsd Drilldown into yieldToMaturity in schema fpml-repo-5-8_xsd Drilldown into relativePrice in schema fpml-repo-5-8_xsd Drilldown into dirtyPrice in schema fpml-repo-5-8_xsd Drilldown into dirtyPrice in schema fpml-repo-5-8_xsd Drilldown into accruals in schema fpml-repo-5-8_xsd Drilldown into cleanPrice in schema fpml-repo-5-8_xsd Drilldown into BondPriceAndYield.model in schema fpml-repo-5-8_xsd Drilldown into nominalAmount in schema fpml-repo-5-8_xsd Drilldown into BondCollateral.model in schema fpml-repo-5-8_xsdXSD Diagram of CollateralValuation in schema fpml-repo-5-8_xsd (Financial products Markup Language (FpML®))
Collapse XSD Schema Code: 
<xsd:complexType name="CollateralValuation">
    <xsd:annotation>
        <xsd:documentation xml:lang="en">This type is used in Repo trades, to specify the valuation of a specific piece of collateral in the transaction.</xsd:documentation>
    </xsd:annotation>
    <xsd:sequence>
        <xsd:choice>
            <xsd:group ref="BondCollateral.model">
                <xsd:annotation>
                    <xsd:documentation xml:lang="en">When the instrument being used in a transaction is a bond, the group above should be used to properly value the instrument, in terms of price, accruals and notional.</xsd:documentation>
                </xsd:annotation>
            </xsd:group>
            <xsd:group ref="UnitContract.model">
                <xsd:annotation>
                    <xsd:documentation xml:lang="en">When the instrument being used in a transaction is an equity, or any contract traded in units, this group should be used to define the quantity, price and valuation of the instrument.</xsd:documentation>
                </xsd:annotation>
            </xsd:group>
        </xsd:choice>
        <xsd:element name="assetReference" type="AssetReference">
            <xsd:annotation>
                <xsd:documentation xml:lang="en">A reference to explicitly identify which asset is being valued.</xsd:documentation>
            </xsd:annotation>
        </xsd:element>
        <!--2015-04-13:FpML SecWG - removed from collateral-->
        <!--<xsd:group ref="MarginRatioOrHaircut.model" minOccurs="0">
                                <xsd:annotation>
                                        <xsd:documentation xml:lang="en">A group which has a choice between initial margin ratio and haircut. This is used to define initial margin ratio or haircut on per asset basis.</xsd:documentation>
                                </xsd:annotation>
                        </xsd:group>-->
    </xsd:sequence>
    <!--2015-02-23: Sec WG: agreed to remove element "cash" of type “Money" used for security Lending. Rationale: sec lending is not currently in scope -->
</xsd:complexType>
Collapse Child Elements:
Name Type Min Occurs Max Occurs
nominalAmount nsA:nominalAmount (1) (1)
cleanPrice nsA:cleanPrice (1) (1)
accruals nsA:accruals 0 (1)
dirtyPrice nsA:dirtyPrice 0 (1)
dirtyPrice nsA:dirtyPrice (1) (1)
relativePrice nsA:relativePrice 0 (1)
yieldToMaturity nsA:yieldToMaturity 0 (1)
inflationFactor nsA:inflationFactor 0 (1)
allInPrice nsA:allInPrice 0 (1)
accrualsAmount nsA:accrualsAmount 0 (1)
numberOfUnits nsA:numberOfUnits (1) (1)
unitPrice nsA:unitPrice (1) (1)
assetReference nsA:assetReference (1) (1)
<xs:group> nsA:BondCollateral.model (1) (1)
<xs:group> nsA:BondPriceAndYield.model 0 (1)
<xs:group> nsA:UnitContract.model (1) (1)
Collapse Derivation Tree:
Collapse References:
nsA:collateral, nsA:collateral
Documentation for Financial products Markup Language (FpML®)

Generated using Liquid Studio - Developer Bundle 21.0.0.0