group "BondPriceAndYield.model"

Namespace:	http://www.fpml.org/FpML-5/confirmation
Content:	7 elements
Defined:	globally in fpml-repo-5-8.xsd; see XML source
Includes:	definitions of 7 elements
Used:	at 1 location

Content Model Diagram

Complex Content Model

((cleanPrice, accruals?, dirtyPrice?) | dirtyPrice), relativePrice?, yieldToMaturity?, inflationFactor?

Content Model Elements (7):

accruals,

cleanPrice,

dirtyPrice (in collateral defined in RepoTransactionLeg complexType),

inflationFactor,

relativePrice,

yieldToMaturity

Known Usage Locations

In definitions of other model groups (1):

BondCollateral.model

Annotation

A group which has either Bond Price or Yield elements.

XML Source (w/o annotations (9); see within schema source)

<xsd:group name="BondPriceAndYield.model">

<xsd:sequence>

<xsd:choice>

<xsd:sequence>

<xsd:element name="cleanPrice" type="xsd:decimal"/>

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

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

</xsd:sequence>

<xsd:element name="dirtyPrice" type="xsd:decimal"/>

</xsd:choice>

<xsd:element minOccurs="0" name="relativePrice" type="RelativePrice"/>

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

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

</xsd:sequence>

</xsd:group>

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

accruals

Type:

xsd:decimal, predefined, simple content

Accruals, relationship is clean price and accruals equals dirty price, all prices are expressed in percentage points, 100 is the initial value of the bond.