Analytics

<xs:element xmlns:altova="http://www.altova.com/xml-schema-extensions"
            xmlns:ds="http://www.w3.org/2000/09/xmldsig#"
            xmlns:xs="http://www.w3.org/2001/XMLSchema"
            minOccurs="0"
            name="Analytics">
   <xs:annotation>
      <xs:documentation>Financial ratios: Modified duration, Delta, ...
Useless fo cash positions</xs:documentation>
   </xs:annotation>
   <xs:complexType>
      <xs:sequence>
         <xs:element minOccurs="0" name="ModifiedDurationToMaturity" type="xs:decimal">
            <xs:annotation>
               <xs:documentation xml:lang="en">A90 - Modified duration based on maturity date (contractual one), indicated in datapoint 39</xs:documentation>
            </xs:annotation>
         </xs:element>
         <xs:element minOccurs="0" name="ModifiedDurationToCall" type="xs:decimal">
            <xs:annotation>
               <xs:documentation xml:lang="en">A91 - Modified duration based on next option exercice indicated in datapoint 43</xs:documentation>
            </xs:annotation>
         </xs:element>
         <xs:element minOccurs="0" name="CreditSensitivity" type="xs:decimal">
            <xs:annotation>
               <xs:documentation xml:lang="en">A92 Modified duration based on maturity date (contractual) indicated in datapoint 39) eventually  used for the SCR spread risk calculation (e.g. based on 176 (1) or (2) DR 2015/35 for bonds and loans)</xs:documentation>
            </xs:annotation>
         </xs:element>
         <xs:element minOccurs="0" name="Delta" type="xs:decimal">
            <xs:annotation>
               <xs:documentation xml:lang="en">A93 - For Convertibles and Options.
Sensitivity to the underlying asset.</xs:documentation>
            </xs:annotation>
         </xs:element>
         <xs:element minOccurs="0" name="Convexity" type="xs:decimal">
            <xs:annotation>
               <xs:documentation xml:lang="en">A94 - Convexity for interest rates instruments; or 
gamma for derivatives with optional components </xs:documentation>
            </xs:annotation>
         </xs:element>
         <xs:element minOccurs="0" name="Vega" type="xs:decimal">
            <xs:annotation>
               <xs:documentation>A94b</xs:documentation>
            </xs:annotation>
         </xs:element>
         <xs:element minOccurs="0"
                     name="ModifiedDurationToMaturityDateExpected"
                     type="xs:decimal">
            <xs:annotation>
               <xs:documentation>A144 - Modified duration  based on the expected maturity date as defined in the field 143.
This datapoint is needed by insurance companies in case the legal/contractual maturity date is different from the expected maturity date used sor SCR calculation.



 </xs:documentation>
            </xs:annotation>
         </xs:element>
         <xs:element minOccurs="0" name="CreditSensitivityExpected" type="xs:decimal">
            <xs:annotation>
               <xs:documentation>A145 - Modified duration (Credit sensitivity) to the expected maturity date based on the field 143 eventually used for the spread risk calculation (e.g. based on 176 (1) or (2) DR 2015/35 for bonds and loans). 
This datapoint is needed by insurance companies in case the legal/contractual maturity date is different from the expected maturity date used sor SCR calculation.




 </xs:documentation>
            </xs:annotation>
         </xs:element>
      </xs:sequence>
   </xs:complexType>
</xs:element>