complexType "CollateralPosition"
Namespace:
http://www.fpml.org/FpML-5/recordkeeping
Content:
complex, 17 elements
Defined:
globally in fpml-reg-reporting-shared-5-11.xsd; see XML source
Includes:
definitions of 2 elements
Used:
at 1 location
Content Model Diagram
XML Representation Summary
<...>
   
Content: 
security, ((nominalAmount, quantity?) | quantity), ((((cleanPrice, accruals?, dirtyPrice?) | dirtyPrice), relativePrice?, yieldToMaturity?, inflationFactor?, allInPrice?) | (unitPrice, quoteUnits?)), valuationAmount?, (marginRatio | haircut)?
</...>
Content Model Elements (17):
quantity (defined in SecurityValuation.model group),
quantity (defined in SecurityValuation.model group),
All Direct / Indirect Based Elements (1):
nonCash
Known Usage Locations
Type Definition Detail
Type Derivation Tree
SecurityValuation (extension)
  CollateralPosition
XML Source (w/o annotations (4); see within schema source)
<xsd:complexType name="CollateralPosition">
<xsd:complexContent>
<xsd:extension base="SecurityValuation">
<xsd:sequence>
<xsd:choice minOccurs="0">
<xsd:element name="marginRatio" type="DecimalFraction"/>
<xsd:element name="haircut" type="DecimalFraction"/>
</xsd:choice>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
Content Element Detail (all declarations; defined within this component only; 2/17)
haircut
Type:
DecimalFraction, simple content
An element defining a haircut expressed as the percentage difference between the Market Value of the collateral and the Purchase Price of the repo and calculated as 100 multiplied by a ratio of the difference between the Market Value of the collateral and the Purchase Price of the repo to the Market Value of the collateral. Haircut is alternative way to adjust the value of collateral sold in a repurchase agreement to initial margin ratio. Because an initial margin is a percentage of the Purchase Price, while a haircut is a percentage of the Market Value of collateral, the arithmetic of initial margins and haircuts is slightly different. For example, an initial margin of 102% is not equivalent to a haircut of 2%, but to 1.961% (ie 100/102%). See GMRA 2011 paragraph 2(aa).
Simple Content
xsd:decimal
XML Source (w/o annotations (1); see within schema source)
<xsd:element name="haircut" type="DecimalFraction"/>
marginRatio
Type:
DecimalFraction, simple content
An element defining an initial margin expressed as a ratio of the Market Value of the collateral to the Purchase Price. A default value of initial margin ratio of 1.00 means there is no margin and thus no risk related with the collateral. See GMRA 2000 paragraph 2(z) and GMRA 2011 paragraph 2(bb).
Simple Content
xsd:decimal
XML Source (w/o annotations (1); see within schema source)
<xsd:element name="marginRatio" type="DecimalFraction"/>
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.