coding-schemes.fpml.collateralized-exposure-grouping-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>Collateralization Level. Indicates whether the trade is collateralized at
			the individual trade level, the portfolio level, or position level.</doc:definition>
         <doc:publicationDate>2019-08-02</doc:publicationDate>
      </Description>
   </Annotation>
   <Identification>
      <ShortName>collateralizedExposureGroupingScheme</ShortName>
      <Version>1-0</Version>
      <CanonicalUri>http://www.fpml.org/coding-scheme/collateralized-exposure-grouping</CanonicalUri>
      <CanonicalVersionUri>http://www.fpml.org/coding-scheme/collateralized-exposure-grouping-1-0</CanonicalVersionUri>
      <LocationUri>http://www.fpml.org/coding-scheme/collateralized-exposure-grouping-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>Net</SimpleValue>
         </Value>
         <Value>
            <SimpleValue>FpML</SimpleValue>
         </Value>
         <Value>
            <SimpleValue>Code indicates collateralized exposure calculated on a set of trades or
					transactions (more than 1) identified by a portfolio ID. The collateral exposure
					is based on the net position of the combined set of transactions rather than on
					a trade-by-trade basis. Value matches to CPMI-IOSCO CDE, CFTC Part 45 (2019),
					EMIR, and MIFID 'Portfolio' values, and to SFTR 'Collateralisation of net
					exposure' = 'True' value.</SimpleValue>
         </Value>
      </Row>
      <Row>
         <Value>
            <SimpleValue>SingleTrade</SimpleValue>
         </Value>
         <Value>
            <SimpleValue>FpML</SimpleValue>
         </Value>
         <Value>
            <SimpleValue>Code indicates collateralized exposure calculated on a trade by trade
					basis. Value matches CPMI-IOSCO CDE, CFTC Part 45 (2019), EMIR, and MIFID
					'Trade' value and to SFTR 'Collateralisation of net exposure' = 'False'
					value.</SimpleValue>
         </Value>
      </Row>
   </SimpleCodeList>
</gcl:CodeList>