Convertible
/FundsXML4/RegulatoryReportings/IndirectReporting/TripartiteTemplateSolvencyII_V7/Portfolio/Positions/Position/DerivativeOrConvertible/OptionCharacteristics/Convertible
Diagram
Documentation
Only for Convertible bond.
For pricing using shock modelling.
Properties
- Type
- (anonymous)
- Cardinality
- 0..1
- Namespace
- xs = "http://www.w3.org/2001/XMLSchema"
altova = "http://www.altova.com/xml-schema-extensions"
ds = "http://www.w3.org/2000/09/xmldsig#" - Level
- 9
- Sample Data
Child Elements & Attributes
| Name (XPath) | Type | Documentation | Sample Data |
|---|---|---|---|
| /RegulatoryReportings/.../BondFloor | xs:decimal | A127 - Lowest value of a convertible bond expressed in quotation currency, at current issuer spread |
373.19 |
| /RegulatoryReportings/.../OptionPremium | xs:decimal | A128 - Premium of the embedded option of a convertible bond in quotation currency. |
655.38 |
XML Snippet
<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="Convertible">
<xs:annotation>
<xs:documentation>Only for Convertible bond.
For pricing using shock modelling.</xs:documentation>
</xs:annotation>
<xs:complexType>
<xs:sequence>
<xs:element minOccurs="0" name="BondFloor" type="xs:decimal">
<xs:annotation>
<xs:documentation>A127 - Lowest value of a convertible bond expressed in quotation currency, at current issuer spread</xs:documentation>
</xs:annotation>
</xs:element>
<xs:element minOccurs="0" name="OptionPremium" type="xs:decimal">
<xs:annotation>
<xs:documentation>A128 - Premium of the embedded option of a convertible bond in quotation currency.</xs:documentation>
</xs:annotation>
</xs:element>
</xs:sequence>
</xs:complexType>
</xs:element>