Convertible

/FundsXML4/RegulatoryReportings/IndirectReporting/TripartiteTemplateSolvencyII_V7/Portfolio/Positions/Position/DerivativeOrConvertible/OptionCharacteristics/Convertible

Diagram

Convertible Only for Convertible bond. For pricing using shock modelling. BondFloor xs:decimal 0..1 OptionPremium xs:decimal 0..1

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>