coding-schemes.fpml.package-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.
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 package.</doc:definition>
         <doc:publicationDate>2014-06-04</doc:publicationDate>
      </Description>
   </Annotation>
   <Identification>
      <ShortName>packageTypeScheme</ShortName>
      <Version>1-0</Version>
      <CanonicalUri>http://www.fpml.org/coding-scheme/package-type</CanonicalUri>
      <CanonicalVersionUri>http://www.fpml.org/coding-scheme/package-type-1-0</CanonicalVersionUri>
      <LocationUri>http://www.fpml.org/coding-scheme/package-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>Butterfly</SimpleValue>
         </Value>
         <Value>
            <SimpleValue>FpML</SimpleValue>
         </Value>
         <Value>
            <SimpleValue>A strategy in which a firm either pays or receives fixed for intermediate
					term (the "body"), and does the opposite (receives or pays fixed) for a short
					and a long term (the "wings").</SimpleValue>
         </Value>
      </Row>
      <Row>
         <Value>
            <SimpleValue>CalendarRoll</SimpleValue>
         </Value>
         <Value>
            <SimpleValue>FpML</SimpleValue>
         </Value>
         <Value>
            <SimpleValue>A strategy in which a swap is used to Roll from one IMM date into another
					IMM swap.</SimpleValue>
         </Value>
      </Row>
      <Row>
         <Value>
            <SimpleValue>CalendarSpread</SimpleValue>
         </Value>
         <Value>
            <SimpleValue>FpML</SimpleValue>
         </Value>
         <Value>
            <SimpleValue>A strategy in which 2 trades on different dates are done at the same
					time, e.g., Sept vs June.</SimpleValue>
         </Value>
      </Row>
      <Row>
         <Value>
            <SimpleValue>Custom</SimpleValue>
         </Value>
         <Value>
            <SimpleValue>FpML</SimpleValue>
         </Value>
         <Value>
            <SimpleValue>A package created for a particular client need e.g.,
					portfolioCompression, termination.</SimpleValue>
         </Value>
      </Row>
      <Row>
         <Value>
            <SimpleValue>IndexRoll</SimpleValue>
         </Value>
         <Value>
            <SimpleValue>FpML</SimpleValue>
         </Value>
         <Value>
            <SimpleValue>A strategy in which a firms buys new version of index and sells and old
					version of the same index.</SimpleValue>
         </Value>
      </Row>
      <Row>
         <Value>
            <SimpleValue>OneCancelsOthers</SimpleValue>
         </Value>
         <Value>
            <SimpleValue>FpML</SimpleValue>
         </Value>
         <Value>
            <SimpleValue>A package in which only a maximum of one of the components will be
					executed (used for credit limit checking/orders).</SimpleValue>
         </Value>
      </Row>
      <Row>
         <Value>
            <SimpleValue>SwapSpread</SimpleValue>
         </Value>
         <Value>
            <SimpleValue>FpML</SimpleValue>
         </Value>
         <Value>
            <SimpleValue>A strategy in which a firm either buys a treasury and enters a payer
					swap, or sells treasury and enters a receiver swap.</SimpleValue>
         </Value>
      </Row>
      <Row>
         <Value>
            <SimpleValue>Switch</SimpleValue>
         </Value>
         <Value>
            <SimpleValue>FpML</SimpleValue>
         </Value>
         <Value>
            <SimpleValue>A strategy in which a firm either pays or receives fixed for some term
					versus the opposite (receives or pays fixed) for different term. Typically the
					second term starts at the completion of the first.</SimpleValue>
         </Value>
      </Row>
   </SimpleCodeList>
</gcl:CodeList>