complexType "CollateralPortfolio"

Namespace:	http://www.fpml.org/FpML-5/recordkeeping
Content:	complex, 4 elements
Defined:	globally in fpml-reg-reporting-shared-5-11.xsd; see XML source
Includes:	definitions of 4 elements
Used:	at 1 location

Content Model Diagram

XML Representation Summary

<...>

Content:

valueDate, (cash | nonCash)*, totalValuationAmount*

</...>

Content Model Elements (4):

cash (in postedCollateral),

nonCash,

totalValuationAmount,

valueDate (in postedCollateral)

All Direct / Indirect Based Elements (1):

postedCollateral

Known Usage Locations

As direct type of elements (1):

postedCollateral

Annotation

The CollateralPortfolio component provides the ability to specify the collateral in support of the transaction reporting as of a particular value date. It includes unbounded choice of cash or nonCash collateral. This model would allow mixing cash and non-cash collateral without any regards to order. In real life transaction, you almost always see some cash or a collection of non-cash collateral blocs.

XML Source (w/o annotations (4); see within schema source)

<xsd:complexType name="CollateralPortfolio">

<xsd:sequence>

<xsd:element name="valueDate" type="xsd:date"/>

<xsd:choice maxOccurs="unbounded" minOccurs="0">

<xsd:element name="cash" type="PositiveMoney"/>

<xsd:element name="nonCash" type="CollateralPosition"/>

</xsd:choice>

<xsd:element maxOccurs="unbounded" minOccurs="0" name="totalValuationAmount" type="PositiveMoney"/>

</xsd:sequence>

</xsd:complexType>

Content Element Detail (all declarations; defined within this component only; 4/4)

cash

Type:

PositiveMoney, complex content

Represents the amount of cash posted as collateral. The cash collateral component is simple, just an instance of PositiveMoney type.

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

<xsd:element name="cash" type="PositiveMoney"/>

nonCash

Type:

CollateralPosition, complex content

Represents the type and the amount of security (non-cash) posted as collateral. The nonCash collateral component uses SecurityValuation.model to state what security it is, how much and the current dirty price. It also includes optional ability to specify the margin or haircut that applies to this piece of collateral.

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

<xsd:element name="nonCash" type="CollateralPosition"/>

totalValuationAmount

Type:

PositiveMoney, complex content

Represents aggregated Market / Fair Value amount.

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

<xsd:element maxOccurs="unbounded" minOccurs="0" name="totalValuationAmount" type="PositiveMoney"/>

valueDate

Type:

xsd:date, predefined, simple content

XML Source (see within schema source)

<xsd:element name="valueDate" type="xsd:date"/>

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.