EmbeddedOption

/FundsXML4/RegulatoryReportings/IndirectReporting/TripartiteTemplateSolvencyII_V7/Portfolio/Positions/Position/InterestRateInstrumentCharacteristics/EmbeddedOption

Diagram

EmbeddedOption To be used only for a callable / putable bond. The embedded option is described only for the first option date to come. CallPutType (anonymous) CallPutDate xs:date OptionDirection (anonymous) StrikePrice xs:decimal

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 = Put
Cap = Cap
Flr= Floor

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.
95%=0.95

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>