coding-schemes.fpml.option-type-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>Indicates a type of option contained in a complex OTC derivative
			contract.</doc:definition>
         <doc:publicationDate>2012-05-11</doc:publicationDate>
      </Description>
   </Annotation>
   <Identification>
      <ShortName>optionTypeScheme</ShortName>
      <Version>1-0</Version>
      <CanonicalUri>http://www.fpml.org/coding-scheme/option-type</CanonicalUri>
      <CanonicalVersionUri>http://www.fpml.org/coding-scheme/option-type-1-0</CanonicalVersionUri>
      <LocationUri>http://www.fpml.org/coding-scheme/option-type-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>Call</SimpleValue>
         </Value>
         <Value>
            <SimpleValue>FpML</SimpleValue>
         </Value>
         <Value>
            <SimpleValue>The right but not the obligation to buy an asset on predefined terms. The
					asset may in turn be based on other assets, for example a spread on
					prices.</SimpleValue>
         </Value>
      </Row>
      <Row>
         <Value>
            <SimpleValue>Cap</SimpleValue>
         </Value>
         <Value>
            <SimpleValue>FpML</SimpleValue>
         </Value>
         <Value>
            <SimpleValue>The right to receive payments when a rate exceeds a specified
					level</SimpleValue>
         </Value>
      </Row>
      <Row>
         <Value>
            <SimpleValue>Chooser</SimpleValue>
         </Value>
         <Value>
            <SimpleValue>FpML</SimpleValue>
         </Value>
         <Value>
            <SimpleValue>An option in which the option holder has the right to choose which type
					of option (e.g. a put or a call) the option will be.</SimpleValue>
         </Value>
      </Row>
      <Row>
         <Value>
            <SimpleValue>Collar</SimpleValue>
         </Value>
         <Value>
            <SimpleValue>FpML</SimpleValue>
         </Value>
         <Value>
            <SimpleValue>The right to receive payments based on the amount by which a rate or a
					price exceeds a specified level coupled with the obligation to make payments if
					the rate or price is under a (possibly different) level.</SimpleValue>
         </Value>
      </Row>
      <Row>
         <Value>
            <SimpleValue>Floor</SimpleValue>
         </Value>
         <Value>
            <SimpleValue>FpML</SimpleValue>
         </Value>
         <Value>
            <SimpleValue>The right to receive payments when a rate is under a specified
					level</SimpleValue>
         </Value>
      </Row>
      <Row>
         <Value>
            <SimpleValue>Other</SimpleValue>
         </Value>
         <Value>
            <SimpleValue>FpML</SimpleValue>
         </Value>
         <Value>
            <SimpleValue>An option type not otherwise categorizable</SimpleValue>
         </Value>
      </Row>
      <Row>
         <Value>
            <SimpleValue>PayFixed</SimpleValue>
         </Value>
         <Value>
            <SimpleValue>FpML</SimpleValue>
         </Value>
         <Value>
            <SimpleValue>The right but not the obligation to enter a swap transaction in which the
					option holder would pay a fixed rate or price. (Also known as a "Payer"
					swaption, or "RTP"=Right to Pay swaption.)</SimpleValue>
         </Value>
      </Row>
      <Row>
         <Value>
            <SimpleValue>Put</SimpleValue>
         </Value>
         <Value>
            <SimpleValue>FpML</SimpleValue>
         </Value>
         <Value>
            <SimpleValue>The right but not the obligation to sell an asset on predefined terms.
					The asset may in turn be based on other assets, for example a spread on
					prices.</SimpleValue>
         </Value>
      </Row>
      <Row>
         <Value>
            <SimpleValue>ReceiveFixed</SimpleValue>
         </Value>
         <Value>
            <SimpleValue>FpML</SimpleValue>
         </Value>
         <Value>
            <SimpleValue>The right but not the obligation to enter a swap transaction in which the
					option holder would receive a fixed rate or price. (Also known as a "Receiver"
					swaption, or "RTR"=Right to Receive swaption.)</SimpleValue>
         </Value>
      </Row>
      <Row>
         <Value>
            <SimpleValue>Straddle</SimpleValue>
         </Value>
         <Value>
            <SimpleValue>FpML</SimpleValue>
         </Value>
         <Value>
            <SimpleValue>The right to receive payments based on the amount by which a rate or a
					price exceeds a specified level or is under a (possibly different)
					level</SimpleValue>
         </Value>
      </Row>
   </SimpleCodeList>
</gcl:CodeList>