coding-schemes.fpml.pricing-model-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>Defines a scheme of values for specifying the type of corporate
            action.</doc:definition>
         <doc:publicationDate>2016-06-13</doc:publicationDate>
      </Description>
   </Annotation>
   <Identification>
      <ShortName>pricingModelScheme</ShortName>
      <Version>1-1</Version>
      <CanonicalUri>http://www.fpml.org/coding-scheme/pricing-model</CanonicalUri>
      <CanonicalVersionUri>http://www.fpml.org/coding-scheme/pricing-model-1-1</CanonicalVersionUri>
      <LocationUri>http://www.fpml.org/coding-scheme/pricing-model-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>BackwardInduction</SimpleValue>
         </Value>
         <Value>
            <SimpleValue>FpML</SimpleValue>
         </Value>
         <Value>
            <SimpleValue>Indicates a Backward Induction method used to evaluate the price of an
                    asset. Backward induction is the process of reasoning backwards in time, from
                    the end of a problem or situation, to determine a sequence of optimal
                    actions.</SimpleValue>
         </Value>
      </Row>
      <Row>
         <Value>
            <SimpleValue>ClosedForm</SimpleValue>
         </Value>
         <Value>
            <SimpleValue>FpML</SimpleValue>
         </Value>
         <Value>
            <SimpleValue>Indicates a Closed Form model is used to evaluate the price of an asset.
                    In mathematics, an expression is said to be a closed-form expression if it can
                    be expressed analytically in terms of a finite number of certain "well-known"
                    functions.</SimpleValue>
         </Value>
      </Row>
      <Row>
         <Value>
            <SimpleValue>Intrinsic</SimpleValue>
         </Value>
         <Value>
            <SimpleValue>FpML</SimpleValue>
         </Value>
         <Value>
            <SimpleValue>Indicates the market value as obtained by forecasting cash flows and
                    discounting them to the present using a risk free rate of interest, without
                    requiring probabilistic assumptions or models. </SimpleValue>
         </Value>
      </Row>
      <Row>
         <Value>
            <SimpleValue>Model</SimpleValue>
         </Value>
         <Value>
            <SimpleValue>FpML</SimpleValue>
         </Value>
         <Value>
            <SimpleValue>Indicates the value is calculated based on an internal pricing model
                    (e.g. Mark to Model).</SimpleValue>
         </Value>
      </Row>
      <Row>
         <Value>
            <SimpleValue>MonteCarlo</SimpleValue>
         </Value>
         <Value>
            <SimpleValue>FpML</SimpleValue>
         </Value>
         <Value>
            <SimpleValue>Indicates a Monte Carlo method used to evaluate the price of an asset.
                    The Method encompasses any technique of statistical sampling employed to
                    approximate solutions to quantitative problems.</SimpleValue>
         </Value>
      </Row>
   </SimpleCodeList>
</gcl:CodeList>