complexType "RegulatoryReportingProductCreditDetails"

Namespace:	http://www.fpml.org/FpML-5/recordkeeping
Content:	complex, 7 elements
Defined:	globally in fpml-reg-reporting-product-5-11.xsd; see XML source
Includes:	definitions of 2 elements
Used:	at 1 location

Content Model Diagram

XML Representation Summary

<...>

Content:

attachmentPoint?, exhaustionPoint?, seniority?, indexFactor?, indexSeries?, indexAnnexVersion?, fixedRecoveryFinalPrice?

</...>

Content Model Elements (7):

attachmentPoint (in creditDetails in regulatoryProductInfo),

exhaustionPoint (in creditDetails in regulatoryProductInfo),

fixedRecoveryFinalPrice,

indexAnnexVersion (in creditDetails in regulatoryProductInfo),

indexFactor (in creditDetails in regulatoryProductInfo),

indexSeries (in creditDetails in regulatoryProductInfo),

seniority (in creditDetails in regulatoryProductInfo)

All Direct / Indirect Based Elements (1):

creditDetails (in regulatoryProductInfo)

Known Usage Locations

As direct type of elements (1):

creditDetails (in regulatoryProductInfo)

Annotation

Credit related fields.

XML Source (w/o annotations (3); see within schema source)

<xsd:complexType name="RegulatoryReportingProductCreditDetails">

<xsd:sequence>

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

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

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

</xsd:sequence>

</xsd:complexType>

Content Element Detail (all declarations; defined within this component only; 2/7)

attachmentPoint

Type:

xsd:decimal, predefined, simple content

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.

XML Source (w/o annotations (1); see within schema source)

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

exhaustionPoint

Type:

xsd:decimal, predefined, simple content

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.

XML Source (w/o annotations (1); see within schema source)

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

XML schema documentation generated with DocFlex/XML 1.10b5 using DocFlex/XML XSDDoc 2.8.1 template set. All content model diagrams generated by Altova XMLSpy via DocFlex/XML XMLSpy Integration.