coding-schemes.fpml.cashflow-type-2-0.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"?><?xml-stylesheet type="text/css" href="FpML.CodeList.genericode.css"?>
<gcl:CodeList xmlns:gcl="https://docs.oasis-open.org/codelist/ns/genericode/1.0/" xmlns:doc="http://www.fpml.org/coding-scheme/documentation" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" xsi:schemaLocation="http://docs.oasis-open.org/codelist/ns/genericode/1.0/ genericode.xsd">
   <Annotation>
      <Description>
         <doc:definition>The type of cash flows associated with OTC derivatives contracts and their
            lifecycle events.</doc:definition>
      </Description>
   </Annotation>
   <Identification>
      <ShortName>cashflowTypeScheme</ShortName>
      <Version>2-0</Version>
      <CanonicalUri>http://www.fpml.org/coding-scheme/cashflow-type</CanonicalUri>
      <CanonicalVersionUri>http://www.fpml.org/coding-scheme/cashflow-type-2-0</CanonicalVersionUri>
      <LocationUri>http://www.fpml.org/coding-scheme/cashflow-type-2-0.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>AmendmentFee</SimpleValue>
         </Value>
         <Value>
            <SimpleValue>FpML</SimpleValue>
         </Value>
         <Value>
            <SimpleValue>A cash flow associated with an amendment lifecycle event.</SimpleValue>
         </Value>
      </Row>
      <Row>
         <Value>
            <SimpleValue>AssignmentFee</SimpleValue>
         </Value>
         <Value>
            <SimpleValue>FpML</SimpleValue>
         </Value>
         <Value>
            <SimpleValue>A cash flow resulting from the assignment of a contract to a new
                    counterparty.</SimpleValue>
         </Value>
      </Row>
      <Row>
         <Value>
            <SimpleValue>Coupon</SimpleValue>
         </Value>
         <Value>
            <SimpleValue>FpML</SimpleValue>
         </Value>
         <Value>
            <SimpleValue>A cash flow corresponding to the periodic accrued interests.</SimpleValue>
         </Value>
      </Row>
      <Row>
         <Value>
            <SimpleValue>CreditEvent</SimpleValue>
         </Value>
         <Value>
            <SimpleValue>FpML</SimpleValue>
         </Value>
         <Value>
            <SimpleValue>A cashflow resulting from a credit event.</SimpleValue>
         </Value>
      </Row>
      <Row>
         <Value>
            <SimpleValue>DividendReturn</SimpleValue>
         </Value>
         <Value>
            <SimpleValue>FpML</SimpleValue>
         </Value>
         <Value>
            <SimpleValue>A cash flow corresponding to the synthetic dividend of an equity
                    underlyer asset traded through a derivative instrument.</SimpleValue>
         </Value>
      </Row>
      <Row>
         <Value>
            <SimpleValue>ExerciseFee</SimpleValue>
         </Value>
         <Value>
            <SimpleValue>FpML</SimpleValue>
         </Value>
         <Value>
            <SimpleValue>A cash flow associated with an exercise lifecycle event.</SimpleValue>
         </Value>
      </Row>
      <Row>
         <Value>
            <SimpleValue>Fee</SimpleValue>
         </Value>
         <Value>
            <SimpleValue>FpML</SimpleValue>
         </Value>
         <Value>
            <SimpleValue>A generic term for describing a non-scheduled cashflow that can be
                    associated either with the initial contract, with some later corrections to it
                    (e.g. a correction to the day count fraction that has a cashflow impact) or with
                    some lifecycle events. Fees that are specifically associated with termination
                    and partial termination, increase, amendment, and exercise events are qualified
                    accordingly.</SimpleValue>
         </Value>
      </Row>
      <Row>
         <Value>
            <SimpleValue>IncreaseFee</SimpleValue>
         </Value>
         <Value>
            <SimpleValue>FpML</SimpleValue>
         </Value>
         <Value>
            <SimpleValue>A cash flow associated with an increase lifecycle event.</SimpleValue>
         </Value>
      </Row>
      <Row>
         <Value>
            <SimpleValue>InterestReturn</SimpleValue>
         </Value>
         <Value>
            <SimpleValue>FpML</SimpleValue>
         </Value>
         <Value>
            <SimpleValue>A cash flow corresponding to the return of the interest rate portion of a
                    derivative instrument that has different types of underlying assets, such as a
                    total return swap.</SimpleValue>
         </Value>
      </Row>
      <Row>
         <Value>
            <SimpleValue>PartialTerminationFee</SimpleValue>
         </Value>
         <Value>
            <SimpleValue>FpML</SimpleValue>
         </Value>
         <Value>
            <SimpleValue>A cash flow associated with a partial termination lifecycle
                    event.</SimpleValue>
         </Value>
      </Row>
      <Row>
         <Value>
            <SimpleValue>Premium</SimpleValue>
         </Value>
         <Value>
            <SimpleValue>FpML</SimpleValue>
         </Value>
         <Value>
            <SimpleValue>The premium associated with an OTC contract such as an option or a
                    cap/floor.</SimpleValue>
         </Value>
      </Row>
      <Row>
         <Value>
            <SimpleValue>PriceReturn</SimpleValue>
         </Value>
         <Value>
            <SimpleValue>FpML</SimpleValue>
         </Value>
         <Value>
            <SimpleValue>A cash flow corresponding to the return of the price portion of a
                    derivative instrument that has different types of underlying assets, such as a
                    total return swap.</SimpleValue>
         </Value>
      </Row>
      <Row>
         <Value>
            <SimpleValue>PrincipalExchange</SimpleValue>
         </Value>
         <Value>
            <SimpleValue>FpML</SimpleValue>
         </Value>
         <Value>
            <SimpleValue>A cash flow which amount typically corresponds to the notional of the
                    contract and that is exchanged between the parties on trade inception and
                    reverted back when the contract is terminated.</SimpleValue>
         </Value>
      </Row>
      <Row>
         <Value>
            <SimpleValue>TerminationFee</SimpleValue>
         </Value>
         <Value>
            <SimpleValue>FpML</SimpleValue>
         </Value>
         <Value>
            <SimpleValue>A cash flow associated with a termination lifecycle event.</SimpleValue>
         </Value>
      </Row>
   </SimpleCodeList>
</gcl:CodeList>