coding-schemes.fpml.interpolation-method-1-2.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.

There is a newer version: 11.27.2

<?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>Specifies the type of interpolation used.</doc:definition>
         <doc:publicationDate>2020-06-08</doc:publicationDate>
      </Description>
   </Annotation>
   <Identification>
      <ShortName>interpolationMethodScheme</ShortName>
      <Version>1-2</Version>
      <CanonicalUri>http://www.fpml.org/coding-scheme/interpolation-method</CanonicalUri>
      <CanonicalVersionUri>http://www.fpml.org/coding-scheme/interpolation-method-1-2</CanonicalVersionUri>
      <LocationUri>http://www.fpml.org/coding-scheme/interpolation-method-1-2.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>Linear</SimpleValue>
         </Value>
         <Value>
            <SimpleValue>FpML</SimpleValue>
         </Value>
         <Value>
            <SimpleValue>Linear Interpolation applicable.</SimpleValue>
         </Value>
      </Row>
      <Row>
         <Annotation>
            <Description>
               <doc:description>
                  <doc:paragraph>"LinearZeroYield" value has been deprecated in favor "Linear" as per
						ISDA 2006 Definitions. The value is kept in FpML for backward compatibility
						purposes.</doc:paragraph>
               </doc:description>
            </Description>
         </Annotation>
         <Value>
            <SimpleValue>LinearZeroYield</SimpleValue>
         </Value>
         <Value>
            <SimpleValue>FpML</SimpleValue>
         </Value>
         <Value>
            <SimpleValue>Linear Interpolation applicable.</SimpleValue>
         </Value>
      </Row>
      <Row>
         <Value>
            <SimpleValue>None</SimpleValue>
         </Value>
         <Value>
            <SimpleValue>FpML</SimpleValue>
         </Value>
         <Value>
            <SimpleValue>No Interpolation applicable.</SimpleValue>
         </Value>
      </Row>
   </SimpleCodeList>
</gcl:CodeList>