XML Schema Documentation

Super-types:	Asset < UnderlyingAsset (by extension) < Mortgage (by extension)
Sub-types:	None

Name	Mortgage
Used by (from the same schema document)	Element mortgage
Abstract	no
Documentation	A type describing a mortgage asset.

XML Instance Representation

<...
id=" xsd:ID [0..1]">

<instrumentId> InstrumentId </instrumentId> [1..*]

<description> xsd:string </description> [0..1]

'The long name of a security.'

<currency> Currency </currency> [0..1]

'The currency in which an amount is denominated.'

<exchangeId> ExchangeId </exchangeId> [0..1]

<clearanceSystem> ClearanceSystem </clearanceSystem> [0..1]

<definition> ProductReference </definition> [0..1]

'An optional reference to a full FpML product that defines the simple product in greater detail. In case of inconsistency between the terms of the simple product and those of the detailed definition, the values in the simple product override those in the detailed definition.'

Start Choice [0..1]

'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)'

<insurer> LegalEntity </insurer> [1]

<insurerReference> LegalEntityReference </insurerReference> [1]

End Choice
Start Choice [0..1]

'Specifies the issuer name of a fixed income security or convertible bond. This name can either be explicitly stated, or specified as an href into another element of the document, such as the obligor'

<issuerName> xsd:string </issuerName> [1]

<issuerPartyReference> PartyReference </issuerPartyReference> [1]

End Choice

<seniority> CreditSeniority </seniority> [0..1]

'The repayment precedence of a debt instrument.'

<couponType> CouponType </couponType> [0..1]

'Specifies if the bond has a variable coupon, step-up/down coupon or a zero-coupon.'

<couponRate> xsd:decimal </couponRate> [0..1]

'Specifies the coupon rate (expressed in percentage) of a fixed income security or convertible bond.'

<maturity> xsd:date </maturity> [0..1]

'The date when the principal amount of a security becomes due and payable.'

<paymentFrequency> Interval </paymentFrequency> [0..1]

'Specifies the frequency at which the bond pays, e.g. 6M.'

<dayCountFraction> DayCountFraction </dayCountFraction> [0..1]

'The day count basis for the bond.'

<originalPrincipalAmount> xsd:decimal </originalPrincipalAmount> [0..1]

'The initial issued amount of the mortgage obligation.'

<pool> AssetPool </pool> [0..1]

'The morgage pool that is underneath the mortgage obligation.'

<sector> MortgageSector </sector> [0..1]

'The sector classification of the mortgage obligation.'

<tranche> xsd:token </tranche> [0..1]

'The mortgage obligation tranche that is subject to the derivative transaction.'

</...>

Schema Component Representation

<xsd:complexType name="Mortgage">

<xsd:complexContent>

<xsd:extension base=" UnderlyingAsset ">

<xsd:sequence>

<xsd:choice minOccurs="0">

<xsd:element name="insurer" type=" LegalEntity "/>

<xsd:element name="insurerReference" type=" LegalEntityReference "/>

</xsd:choice>

<xsd:group ref=" BondContent.model "/>

<xsd:group ref=" BondCalculation.model "/>

<xsd:element name="originalPrincipalAmount" type=" xsd:decimal " minOccurs="0"/>

<xsd:element name="pool" type=" AssetPool " minOccurs="0"/>

<xsd:element name="sector" type=" MortgageSector " minOccurs="0"/>

<xsd:element name="tranche" type=" xsd:token " minOccurs="0"/>

</xsd:sequence>

</xsd:extension>

</xsd:complexContent>

</xsd:complexType>

Generated by <oXygen/> XML Editor using a modified version of xs3p that adds schema diagrams and chunking support.

Complex Type: Mortgage

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