coding-schemes.fpml.reporting-level-1-0.xml Maven / Gradle / Ivy

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Rune Testing is a java library that is utilised by Rosetta Code Generators and models expressed in the Rosetta DSL.

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<?xml version="1.0" encoding="UTF-8"?>
<gcl:CodeList xmlns:gcl="http://xml.genericode.org/2004/ns/CodeList/0.2/" xmlns:doc="http://www.fpml.org/coding-scheme/documentation" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" xsi:schemaLocation="http://xml.genericode.org/2004/ns/CodeList/0.2/ CodeList.xsd">
   <Annotation>
      <Description>
         <doc:definition>Defines a scheme for expressing the level of reporting for regulatory
			reporting</doc:definition>
         <doc:publicationDate>2016-06-13</doc:publicationDate>
      </Description>
   </Annotation>
   <Identification>
      <ShortName>reportingLevelScheme</ShortName>
      <Version>1-0</Version>
      <CanonicalUri>http://www.fpml.org/coding-scheme/reporting-level</CanonicalUri>
      <CanonicalVersionUri>http://www.fpml.org/coding-scheme/reporting-level</CanonicalVersionUri>
      <LocationUri>http://www.fpml.org/coding-scheme/reporting-level-1-0.xml</LocationUri>
   </Identification>
   <ColumnSet>
      <Column Id="Code" Use="required">
         <ShortName>Code</ShortName>
         <Data Type="token">
            <Parameter ShortName="maxLength">63</Parameter>
         </Data>
      </Column>
      <Column Id="Source" Use="optional">
         <ShortName>Source</ShortName>
         <Data Type="string"/>
      </Column>
      <Column Id="Description" Use="optional">
         <ShortName>Description</ShortName>
         <Data Type="string"/>
      </Column>
      <Key Id="PrimaryKey">
         <ShortName>key</ShortName>
         <ColumnRef Ref="Code"/>
      </Key>
   </ColumnSet>
   <SimpleCodeList>
      <Row>
         <Value>
            <SimpleValue>Position</SimpleValue>
         </Value>
         <Value>
            <SimpleValue>FpML</SimpleValue>
         </Value>
         <Value>
            <SimpleValue>Code indicates that this is reported at the Position level. Position
					level means a collection (or portfolio) of trades all of which are on the
					identical security, which have been aggregated into a net position in that
					security, and this is represented by a single FpML trade conveying the aggregate
					exposure. This is equivalent to the SFTR “Position” (PSTN) value. It is not to
					be used for OTC derivative transaction.</SimpleValue>
         </Value>
      </Row>
      <Row>
         <Value>
            <SimpleValue>Trade</SimpleValue>
         </Value>
         <Value>
            <SimpleValue>FpML</SimpleValue>
         </Value>
         <Value>
            <SimpleValue>Code indicates that this is reported on a trade by trade basis. SFTR
					synonym: Transaction. Value matches CPMI-IOSCO CDE, CFTC Part 45 (2019), EMIR,
					and MIFID ‘Trade' value and to SFTR 'Single Transaction' value.</SimpleValue>
         </Value>
      </Row>
   </SimpleCodeList>
</gcl:CodeList>