coding-schemes.fpml.settlement-price-source-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>The source from which the settlement price is to be
			obtained.</doc:definition>
      </Description>
   </Annotation>
   <Identification>
      <ShortName>settlementPriceSourceScheme</ShortName>
      <Version>1-0</Version>
      <CanonicalUri>http://www.fpml.org/coding-scheme/settlement-price-source</CanonicalUri>
      <CanonicalVersionUri>http://www.fpml.org/coding-scheme/settlement-price-source-1-0</CanonicalVersionUri>
      <LocationUri>http://www.fpml.org/coding-scheme/settlement-price-source-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>Bid</SimpleValue>
         </Value>
         <Value>
            <SimpleValue>FpML</SimpleValue>
         </Value>
         <Value>
            <SimpleValue>The bid price per share on the exchange at the valuation time on the
					valuation date</SimpleValue>
         </Value>
      </Row>
      <Row>
         <Value>
            <SimpleValue>Mid</SimpleValue>
         </Value>
         <Value>
            <SimpleValue>FpML</SimpleValue>
         </Value>
         <Value>
            <SimpleValue>The mid-market price per share on the exchange at the valuation time on
					the valuation date</SimpleValue>
         </Value>
      </Row>
      <Row>
         <Value>
            <SimpleValue>NASDAQ</SimpleValue>
         </Value>
         <Value>
            <SimpleValue>FpML</SimpleValue>
         </Value>
         <Value>
            <SimpleValue>An amount equal to the arithmetic average of the two prices constituting
					the Bid/Offer Spread. "Bid/Offer Spread" means the highest bid price per share
					and the corresponding lowest offer price per share last published prior to or at
					the expiration time on the expiration date.</SimpleValue>
         </Value>
      </Row>
      <Row>
         <Value>
            <SimpleValue>Offer</SimpleValue>
         </Value>
         <Value>
            <SimpleValue>FpML</SimpleValue>
         </Value>
         <Value>
            <SimpleValue>The offer price per share on the exchange at the valuation time on the
					valuation date</SimpleValue>
         </Value>
      </Row>
      <Row>
         <Value>
            <SimpleValue>OfficialClose</SimpleValue>
         </Value>
         <Value>
            <SimpleValue>FpML</SimpleValue>
         </Value>
         <Value>
            <SimpleValue>(i) The published official closing price of the shares on the exchange on
					the valuation date, or (ii) the official closing level of the index, as
					published by the index sponsor, on the valuation date</SimpleValue>
         </Value>
      </Row>
      <Row>
         <Value>
            <SimpleValue>OfficialSettlement</SimpleValue>
         </Value>
         <Value>
            <SimpleValue>FpML</SimpleValue>
         </Value>
         <Value>
            <SimpleValue>The official settlement price (however described under the rules of the
					relevant exchange or its clearing house) on maturity of any of the relevant
					exchange-traded contracts published by the exchange or its clearing house. For
					this purpose, exchange-traded contract shall mean a future or listed option
					contract on the Index whose delivery date is expected to be on the valuation
					date</SimpleValue>
         </Value>
      </Row>
      <Row>
         <Value>
            <SimpleValue>PrezzoDiRiferimento</SimpleValue>
         </Value>
         <Value>
            <SimpleValue>FpML</SimpleValue>
         </Value>
         <Value>
            <SimpleValue>The official reference price per share quoted by the exchange on the
					exchange business day immediately prior to the expiration date equal to the
					weighted average of the last 10% traded volume on the share</SimpleValue>
         </Value>
      </Row>
   </SimpleCodeList>
</gcl:CodeList>