• Home
• com.regnosys
• rosetta-testing
• 11.22.4
• source code
• cashflow-type-2-0.xml

×

Project download

Many resources are needed to download a project. Please understand that we have to compensate our server costs. Thank you in advance.
Project price only 1 $

You can buy this project and download/modify it how often you want.

coding-schemes.fpml.cashflow-type-2-0.xml Maven / Gradle / Ivy

<?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>The type of cash flows associated with OTC derivatives contracts and their
			lifecycle events.</doc:definition>
      </Description>
   </Annotation>
   <Identification>
      <ShortName>cashflowTypeScheme</ShortName>
      <Version>2-0</Version>
      <CanonicalUri>http://www.fpml.org/coding-scheme/cashflow-type</CanonicalUri>
      <CanonicalVersionUri>http://www.fpml.org/coding-scheme/cashflow-type-2-0</CanonicalVersionUri>
      <LocationUri>http://www.fpml.org/coding-scheme/cashflow-type-2-0.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>AmendmentFee</SimpleValue>
         </Value>
         <Value>
            <SimpleValue>FpML</SimpleValue>
         </Value>
         <Value>
            <SimpleValue>A cash flow associated with an amendment lifecycle event.</SimpleValue>
         </Value>
      </Row>
      <Row>
         <Value>
            <SimpleValue>AssignmentFee</SimpleValue>
         </Value>
         <Value>
            <SimpleValue>FpML</SimpleValue>
         </Value>
         <Value>
            <SimpleValue>A cash flow resulting from the assignment of a contract to a new
					counterparty.</SimpleValue>
         </Value>
      </Row>
      <Row>
         <Value>
            <SimpleValue>Coupon</SimpleValue>
         </Value>
         <Value>
            <SimpleValue>FpML</SimpleValue>
         </Value>
         <Value>
            <SimpleValue>A cash flow corresponding to the periodic accrued interests.</SimpleValue>
         </Value>
      </Row>
      <Row>
         <Value>
            <SimpleValue>CreditEvent</SimpleValue>
         </Value>
         <Value>
            <SimpleValue>FpML</SimpleValue>
         </Value>
         <Value>
            <SimpleValue>A cashflow resulting from a credit event.</SimpleValue>
         </Value>
      </Row>
      <Row>
         <Value>
            <SimpleValue>DividendReturn</SimpleValue>
         </Value>
         <Value>
            <SimpleValue>FpML</SimpleValue>
         </Value>
         <Value>
            <SimpleValue>A cash flow corresponding to the synthetic dividend of an equity
					underlyer asset traded through a derivative instrument.</SimpleValue>
         </Value>
      </Row>
      <Row>
         <Value>
            <SimpleValue>ExerciseFee</SimpleValue>
         </Value>
         <Value>
            <SimpleValue>FpML</SimpleValue>
         </Value>
         <Value>
            <SimpleValue>A cash flow associated with an exercise lifecycle event.</SimpleValue>
         </Value>
      </Row>
      <Row>
         <Value>
            <SimpleValue>Fee</SimpleValue>
         </Value>
         <Value>
            <SimpleValue>FpML</SimpleValue>
         </Value>
         <Value>
            <SimpleValue>A generic term for describing a non-scheduled cashflow that can be
					associated either with the initial contract, with some later corrections to it
					(e.g. a correction to the day count fraction that has a cashflow impact) or with
					some lifecycle events. Fees that are specifically associated with termination
					and partial termination, increase, amendment, and exercise events are qualified
					accordingly.</SimpleValue>
         </Value>
      </Row>
      <Row>
         <Value>
            <SimpleValue>IncreaseFee</SimpleValue>
         </Value>
         <Value>
            <SimpleValue>FpML</SimpleValue>
         </Value>
         <Value>
            <SimpleValue>A cash flow associated with an increase lifecycle event.</SimpleValue>
         </Value>
      </Row>
      <Row>
         <Value>
            <SimpleValue>InterestReturn</SimpleValue>
         </Value>
         <Value>
            <SimpleValue>FpML</SimpleValue>
         </Value>
         <Value>
            <SimpleValue>A cash flow corresponding to the return of the interest rate portion of a
					derivative instrument that has different types of underlying assets, such as a
					total return swap.</SimpleValue>
         </Value>
      </Row>
      <Row>
         <Value>
            <SimpleValue>PartialTerminationFee</SimpleValue>
         </Value>
         <Value>
            <SimpleValue>FpML</SimpleValue>
         </Value>
         <Value>
            <SimpleValue>A cash flow associated with a partial termination lifecycle
					event.</SimpleValue>
         </Value>
      </Row>
      <Row>
         <Value>
            <SimpleValue>Premium</SimpleValue>
         </Value>
         <Value>
            <SimpleValue>FpML</SimpleValue>
         </Value>
         <Value>
            <SimpleValue>The premium associated with an OTC contract such as an option or a
					cap/floor.</SimpleValue>
         </Value>
      </Row>
      <Row>
         <Value>
            <SimpleValue>PriceReturn</SimpleValue>
         </Value>
         <Value>
            <SimpleValue>FpML</SimpleValue>
         </Value>
         <Value>
            <SimpleValue>A cash flow corresponding to the return of the price portion of a
					derivative instrument that has different types of underlying assets, such as a
					total return swap.</SimpleValue>
         </Value>
      </Row>
      <Row>
         <Value>
            <SimpleValue>PrincipalExchange</SimpleValue>
         </Value>
         <Value>
            <SimpleValue>FpML</SimpleValue>
         </Value>
         <Value>
            <SimpleValue>A cash flow which amount typically corresponds to the notional of the
					contract and that is exchanged between the parties on trade inception and
					reverted back when the contract is terminated.</SimpleValue>
         </Value>
      </Row>
      <Row>
         <Value>
            <SimpleValue>TerminationFee</SimpleValue>
         </Value>
         <Value>
            <SimpleValue>FpML</SimpleValue>
         </Value>
         <Value>
            <SimpleValue>A cash flow associated with a termination lifecycle event.</SimpleValue>
         </Value>
      </Row>
   </SimpleCodeList>
</gcl:CodeList>