RateType

/FundsXML4/RegulatoryReportings/IndirectReporting/TripartiteTemplateSolvencyII_V6/Portfolio/Positions/Position/InterestRateInstrumentCharacteristics/SEQUENCE_39336/RateType

Diagram

RateType Fixed - plain vanilla fixed coupon rate * Floating - plain vanilla floating coupon rates (for all interest rates, which refer to a reference interest rate like EONIA or EURIBOR + margin in BP) * Variable - all other variable interest rates like step-up or step-down or fixed-to-float bonds. The variable feature is the (credit) margin or the change between fixed and float. * Inflation_linked for Inflation_linked bonds in order to identify them.

Documentation

en

Fixed - plain vanilla fixed coupon rate

  • Floating - plain vanilla floating coupon rates (for all interest rates, which refer to a reference interest rate like EONIA or EURIBOR + margin in BP)
  • Variable - all other variable interest rates like step-up or step-down or fixed-to-float bonds. The variable feature is the (credit) margin or the change between fixed and float.
  • Inflation_linked for Inflation_linked bonds in order to identify them.

Properties

Type
(anonymous)
Cardinality
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
Variable
Restrictions
Base: xs:string
Enumeration:
  • Fixed
  • Variable
  • Floating
  • Inflation_linked

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"
            name="RateType">
   <xs:annotation>
      <xs:documentation xml:lang="en">Fixed - plain vanilla fixed coupon rate
* Floating - plain vanilla floating coupon rates (for all interest rates, which refer to a reference interest rate like EONIA or EURIBOR + margin in BP)
* Variable - all other variable interest rates like step-up or step-down or fixed-to-float bonds. The variable feature is the (credit) margin or the change between fixed and float.
* Inflation_linked for Inflation_linked bonds in order to identify them.

</xs:documentation>
   </xs:annotation>
   <xs:simpleType>
      <xs:restriction base="xs:string">
         <xs:enumeration value="Fixed"/>
         <xs:enumeration value="Variable"/>
         <xs:enumeration value="Floating"/>
         <xs:enumeration value="Inflation_linked"/>
      </xs:restriction>
   </xs:simpleType>
</xs:element>