coding-schemes.fpml.credit-limit-type-1-1.xml Maven / Gradle / Ivy

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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>"Standard code to indicate which type of credit line is being referred
            to.</doc:definition>
         <doc:publicationDate>2019-10-31</doc:publicationDate>
      </Description>
   </Annotation>
   <Identification>
      <ShortName>creditLimitTypeScheme</ShortName>
      <Version>1-1</Version>
      <CanonicalUri>http://www.fpml.org/coding-scheme/credit-limit-type</CanonicalUri>
      <CanonicalVersionUri>http://www.fpml.org/coding-scheme/credit-limit-type-1-1</CanonicalVersionUri>
      <LocationUri>http://www.fpml.org/coding-scheme/credit-limit-type-1-1.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>CS01</SimpleValue>
         </Value>
         <Value>
            <SimpleValue>FpML</SimpleValue>
         </Value>
         <Value>
            <SimpleValue>The type of credit line expressed in CS01. The sensitivity with respect
                    to changes in the CDS spread.</SimpleValue>
         </Value>
      </Row>
      <Row>
         <Value>
            <SimpleValue>DV01</SimpleValue>
         </Value>
         <Value>
            <SimpleValue>FpML</SimpleValue>
         </Value>
         <Value>
            <SimpleValue>The type of credit line expressed in DV01. The dollar value of a one
                    basis point decrease in interest rates. It shows the change in a bond's price
                    compared to a decrease in the bond's yield.</SimpleValue>
         </Value>
      </Row>
      <Row>
         <Value>
            <SimpleValue>IM</SimpleValue>
         </Value>
         <Value>
            <SimpleValue>FpML</SimpleValue>
         </Value>
         <Value>
            <SimpleValue>The type of credit line expressed in IM value.</SimpleValue>
         </Value>
      </Row>
      <Row>
         <Value>
            <SimpleValue>MaximumOrderQuantity</SimpleValue>
         </Value>
         <Value>
            <SimpleValue>FpML</SimpleValue>
         </Value>
         <Value>
            <SimpleValue>The type of credit line expressed in Maximum Order Quantity</SimpleValue>
         </Value>
      </Row>
      <Row>
         <Value>
            <SimpleValue>Notional</SimpleValue>
         </Value>
         <Value>
            <SimpleValue>FpML</SimpleValue>
         </Value>
         <Value>
            <SimpleValue>The type of credit line expressed in Notional amount.</SimpleValue>
         </Value>
      </Row>
      <Row>
         <Value>
            <SimpleValue>PV01</SimpleValue>
         </Value>
         <Value>
            <SimpleValue>FpML</SimpleValue>
         </Value>
         <Value>
            <SimpleValue>The type of credit line expressed in PV01. The value of a one dollar or
                    one basis point annuity.</SimpleValue>
         </Value>
      </Row>
   </SimpleCodeList>
</gcl:CodeList>