coding-schemes.fpml.independent-amount-determination-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.
<?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 way the independent amount is determined. This scheme is initially developed as part of the ISDA Standard Credit Support Annex document (SCSA), although its usage could be extended beyond it. If this is the case, we would need to be thoughtful about the fact that the number of possible values is meant to be controlled in order to maintain the standardized feature of the SCSA.</doc:definition> <doc:publicationDate>2014-05-06</doc:publicationDate> </Description> </Annotation> <Identification> <ShortName>independentAmountDeterminationScheme</ShortName> <Version>1-0</Version> <CanonicalUri>http://www.fpml.org/coding-scheme/independent-amount-determination</CanonicalUri> <CanonicalVersionUri>http://www.fpml.org/coding-scheme/independent-amount-determination-1-0</CanonicalVersionUri> <LocationUri>http://www.fpml.org/coding-scheme/independent-amount-determination-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>ApprovedInternalModel</SimpleValue> </Value> <Value> <SimpleValue>FpML</SimpleValue> </Value> <Value> <SimpleValue>Independent amount is determined according to an internal approved model.</SimpleValue> </Value> </Row> <Row> <Value> <SimpleValue>FixedAmount</SimpleValue> </Value> <Value> <SimpleValue>FpML</SimpleValue> </Value> <Value> <SimpleValue>A fixed amount.</SimpleValue> </Value> </Row> <Row> <Value> <SimpleValue>InAccordanceWithApplicableRegulation</SimpleValue> </Value> <Value> <SimpleValue>FpML</SimpleValue> </Value> <Value> <SimpleValue>In accordance with the applicable regulation.</SimpleValue> </Value> </Row> <Row> <Value> <SimpleValue>IsdaSimm</SimpleValue> </Value> <Value> <SimpleValue>FpML</SimpleValue> </Value> <Value> <SimpleValue>Independent amount is determined according to the ISDA Standard Initial Margin Model (SIMM).</SimpleValue> </Value> </Row> <Row> <Value> <SimpleValue>NoneUnlessSpecifiedInConfirmation</SimpleValue> </Value> <Value> <SimpleValue>FpML</SimpleValue> </Value> <Value> <SimpleValue>None, unless otherwise specified in a Confirmation.</SimpleValue> </Value> </Row> <Row> <Value> <SimpleValue>PercentageOfNotional</SimpleValue> </Value> <Value> <SimpleValue>FpML</SimpleValue> </Value> <Value> <SimpleValue>Percentage of notional.</SimpleValue> </Value> </Row> </SimpleCodeList> </gcl:CodeList>