EmbeddedOption
/FundsXML4/RegulatoryReportings/IndirectReporting/TripartiteTemplateSolvencyII_V7/Portfolio/Positions/Position/InterestRateInstrumentCharacteristics/EmbeddedOption
Diagram
Documentation
en
To be used only for a
callable / putable bond.
The embedded option is described only for the first option date to come.
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
- 8
- Sample Data
Child Elements & Attributes
| Name (XPath) | Type | Documentation | Sample Data |
|---|---|---|---|
| /RegulatoryReportings/.../CallPutType | (anonymous) | A42 - Cal = Call |
Put |
| /RegulatoryReportings/.../CallPutDate | xs:date | A43 - Date of first Call / Put option to come. |
2025-09-17 |
| /RegulatoryReportings/.../OptionDirection | (anonymous) | A44 - Option at the discretion of issuer(I) or bearer(B). "O" if both are possible. |
I |
| /RegulatoryReportings/.../StrikePrice | xs:decimal | A45 - Strike price of first optional Call / Put as a percentage of nominal amount. |
81.33 |
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="EmbeddedOption">
<xs:annotation>
<xs:documentation xml:lang="en">To be used only for a
callable / putable bond.
The embedded option is described only for the first option date to come.</xs:documentation>
</xs:annotation>
<xs:complexType>
<xs:sequence>
<xs:element name="CallPutType">
<xs:annotation>
<xs:documentation xml:lang="en">A42 - Cal = Call
Put = Put
Cap = Cap
Flr= Floor</xs:documentation>
</xs:annotation>
<xs:simpleType>
<xs:restriction base="xs:string">
<xs:enumeration value="Cal"/>
<xs:enumeration value="Put"/>
<xs:enumeration value="Cap"/>
<xs:enumeration value="Flr"/>
</xs:restriction>
</xs:simpleType>
</xs:element>
<xs:element name="CallPutDate" type="xs:date">
<xs:annotation>
<xs:documentation xml:lang="en">A43 - Date of first Call / Put option to come.</xs:documentation>
</xs:annotation>
</xs:element>
<xs:element name="OptionDirection">
<xs:annotation>
<xs:documentation xml:lang="en">A44 - Option at the discretion of issuer(I) or bearer(B). "O" if both are possible.</xs:documentation>
</xs:annotation>
<xs:simpleType>
<xs:restriction base="xs:string">
<xs:minLength value="1"/>
<xs:maxLength value="1"/>
<xs:enumeration value="I"/>
<xs:enumeration value="B"/>
<xs:enumeration value="O"/>
</xs:restriction>
</xs:simpleType>
</xs:element>
<xs:element name="StrikePrice" type="xs:decimal">
<xs:annotation>
<xs:documentation xml:lang="en">A45 - Strike price of first optional Call / Put as a percentage of nominal amount.
95%=0.95</xs:documentation>
</xs:annotation>
</xs:element>
</xs:sequence>
</xs:complexType>
</xs:element>