PortfolioModifiedDuration

/FundsXML4/RegulatoryReportings/IndirectReporting/TripartiteTemplateSolvencyII_V7/Portfolio/PortfolioModifiedDuration

Diagram

Documentation

A10 -Weighted average modified duration of the Marked to Market instruments in portfolio. This datapoint has the same value for all instruments in the portfolio of the funds. Ideally it should be based on expected modified duration for relevant instruments.

Properties

Type: xs:decimal
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: 5
Sample Data: 666.56

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="PortfolioModifiedDuration"
            type="xs:decimal">
   <xs:annotation>
      <xs:documentation xml:lang="en">A10 -Weighted average modified duration of the Marked to Market instruments in portfolio. This datapoint has the same value for all instruments in the portfolio of the funds. Ideally it should be based on expected modified duration for relevant instruments. </xs:documentation>
   </xs:annotation>
</xs:element>