RiskCode

<xs:element xmlns:altova="http://www.altova.com/xml-schema-extensions"
            xmlns:ds="http://www.w3.org/2000/09/xmldsig#"
            xmlns:vc="http://www.w3.org/2007/XMLSchema-versioning"
            xmlns:xs="http://www.w3.org/2001/XMLSchema"
            maxOccurs="unbounded"
            name="RiskCode"
            type="RiskCodeType">
   <xs:annotation>
      <xs:documentation xml:lang="en">Risk figure</xs:documentation>
      <xs:documentation xml:lang="de">Risikokennzahl</xs:documentation>
      <xs:documentation xml:lang="es">Cifra de riesgo</xs:documentation>
      <xs:documentation xml:lang="it">Figura di rischio</xs:documentation>
      <xs:documentation xml:lang="cs">Risk figure</xs:documentation>
      <xs:documentation xml:lang="hu">Risk figure</xs:documentation>
   </xs:annotation>
</xs:element>

<xs:complexType xmlns:altova="http://www.altova.com/xml-schema-extensions"
                xmlns:ds="http://www.w3.org/2000/09/xmldsig#"
                xmlns:vc="http://www.w3.org/2007/XMLSchema-versioning"
                xmlns:xs="http://www.w3.org/2001/XMLSchema"
                name="RiskCodeType">
   <xs:annotation>
      <xs:documentation xml:lang="en">Risk indicator or key risk figure (VaR, Duration, Beta, Sharpe Ratio, etc.) with value and calculation parameters</xs:documentation>
      <xs:documentation xml:lang="de">Risikokennzahl (VaR, Duration, Beta, Sharpe Ratio, etc.) mit Wert und Berechnungsparametern</xs:documentation>
      <xs:documentation xml:lang="fr">Indicateur de risque ou chiffre clé de risque (VaR, Duration, Beta, Sharpe Ratio, etc.) avec valeur et paramètres de calcul</xs:documentation>
      <xs:documentation xml:lang="nl">Risico-indicator of kernrisico-cijfer (VaR, Duration, Beta, Sharpe Ratio, etc.) met waarde en berekeningsparameters</xs:documentation>
      <xs:documentation xml:lang="es">Indicador de riesgo o cifra clave de riesgo (VaR, Duration, Beta, Sharpe Ratio, etc.) con valor y parámetros de cálculo</xs:documentation>
      <xs:documentation xml:lang="it">Indicatore di rischio o indicatore chiave di rischio (VaR, Duration, Beta, Sharpe Ratio, ecc.) con valore e parametri di calcolo</xs:documentation>
      <xs:documentation xml:lang="cs">Risk indicator or key risk figure (VaR, Duration, Beta, Sharpe Ratio, etc.) with value and calculation parameters</xs:documentation>
      <xs:documentation xml:lang="hu">Risk indicator or key risk figure (VaR, Duration, Beta, Sharpe Ratio, etc.) with value and calculation parameters</xs:documentation>
   </xs:annotation>
   <xs:sequence>
      <xs:choice>
         <xs:element name="ListedCode">
            <xs:annotation>
               <xs:documentation>Specific Code as defined in enumeration:
Active Share
Beta factor
Correlation
Covariance
CRR 2 Value (absolute value)
CRR 2 relative (percentage value)
Delta
Duration
Duration to next Call
Duration to Maturity
Expected Shortfall
Gamma
Information Ratio
Jensen alpha
Leverage (Gross)
Leverage (Limit)
Leverage (Usage)
Liquidated within 1 day
Modified Duration
Modified Duration to next Call
Modified Duration to Maturity
Net Commodity Delta
Net CS01 (for credit default swaps)
Net DV01 (BVBP)
Net equity delta
Net FX Delta
Sharpe ratio
Tracking error
Treynor ratio
VaR (commitment approach)
VaR (gross method)
VaR Absolute (Limit)
VaR Absolute (UCITS Method)
VaR equivalent Volatility (PRIIPS)
Vega
Vega Exposure
Volatility of prices
Volatility of returns
Yield</xs:documentation>
            </xs:annotation>
            <xs:simpleType>
               <xs:restriction base="xs:string">
                  <xs:enumeration value="ACTIVE SHARE"/>
                  <xs:enumeration value="BETA FACTOR"/>
                  <xs:enumeration value="CORRELATION"/>
                  <xs:enumeration value="COVARIANCE"/>
                  <xs:enumeration value="CRR II ABSOLUTE"/>
                  <xs:enumeration value="CRR II PERCENTAGE"/>
                  <xs:enumeration value="DELTA"/>
                  <xs:enumeration value="DURATION"/>
                  <xs:enumeration value="DURATION TO CALL"/>
                  <xs:enumeration value="DURATION TO MATURITY"/>
                  <xs:enumeration value="EXPECTED SHORTFALL"/>
                  <xs:enumeration value="GAMMA"/>
                  <xs:enumeration value="INFORMATION RATIO"/>
                  <xs:enumeration value="JENSEN ALPHA"/>
                  <xs:enumeration value="LEVERAGE GROSS"/>
                  <xs:enumeration value="LEVERAGE LIMIT"/>
                  <xs:enumeration value="LEVERAGE USAGE"/>
                  <xs:enumeration value="LIQUIDATED WITHIN ONE DAY"/>
                  <xs:enumeration value="MODIFIED DURATION"/>
                  <xs:enumeration value="MODIFIED DURATION TO CALL"/>
                  <xs:enumeration value="MODIFIED DURATION TO MATURITY"/>
                  <xs:enumeration value="NET COMMODITY DELTA"/>
                  <xs:enumeration value="NET CS01"/>
                  <xs:enumeration value="NET DV01"/>
                  <xs:enumeration value="NET EQUITY DELTA"/>
                  <xs:enumeration value="NET FX DELTA"/>
                  <xs:enumeration value="SHARPE RATIO"/>
                  <xs:enumeration value="TRACKING ERROR"/>
                  <xs:enumeration value="TREYNOR RATIO"/>
                  <xs:enumeration value="VAR COMMITMENT APPROACH"/>
                  <xs:enumeration value="VAR GROSS METHOD"/>
                  <xs:enumeration value="VAR ABSOLUTE LIMIT"/>
                  <xs:enumeration value="VAR ABSOLUTE UCITS"/>
                  <xs:enumeration value="VAR EQUIVALENT VOLATILITY"/>
                  <xs:enumeration value="VEGA"/>
                  <xs:enumeration value="VEGA EXPOSURE"/>
                  <xs:enumeration value="VOLATILITY OF PRICES"/>
                  <xs:enumeration value="VOLATILITY OF RETURNS"/>
                  <xs:enumeration value="YIELD"/>
               </xs:restriction>
            </xs:simpleType>
         </xs:element>
         <xs:element name="UnlistedCode">
            <xs:annotation>
               <xs:documentation>Free code for unlisted codes</xs:documentation>
            </xs:annotation>
            <xs:simpleType>
               <xs:restriction base="xs:string">
                  <xs:maxLength value="100"/>
               </xs:restriction>
            </xs:simpleType>
         </xs:element>
      </xs:choice>
      <xs:element name="Value" type="xs:decimal">
         <xs:annotation>
            <xs:documentation xml:lang="en">Value of risk code</xs:documentation>
            <xs:documentation xml:lang="de">Wert der Risikokennzahl</xs:documentation>
            <xs:documentation xml:lang="es">Valor de risk code</xs:documentation>
            <xs:documentation xml:lang="it">Valore del codice di rischio</xs:documentation>
            <xs:documentation xml:lang="cs">Hodnota risk code</xs:documentation>
            <xs:documentation xml:lang="hu">Value of risk code</xs:documentation>
         </xs:annotation>
      </xs:element>
      <xs:element minOccurs="0" name="Frequency" type="FrequencyType">
         <xs:annotation>
            <xs:documentation xml:lang="en">Frequency of data used for calculation</xs:documentation>
            <xs:documentation xml:lang="de">Bezieht sich auf die zur Berechnung verwendete Datenbasis</xs:documentation>
            <xs:documentation xml:lang="es">Frequency of data utilizado para calculation</xs:documentation>
            <xs:documentation xml:lang="it">Frequenza dei dati utilizzati per il calcolo</xs:documentation>
            <xs:documentation xml:lang="cs">Frequency of data used for calculation</xs:documentation>
            <xs:documentation xml:lang="hu">Frequency of data used for calculation</xs:documentation>
         </xs:annotation>
      </xs:element>
      <xs:element minOccurs="0" name="DateFrom" type="xs:date">
         <xs:annotation>
            <xs:documentation xml:lang="en">Start of period for risk value</xs:documentation>
            <xs:documentation xml:lang="de">Beginn des Kennzahl - Intervalles</xs:documentation>
            <xs:documentation xml:lang="es">Inicio del período para valor de riesgo</xs:documentation>
            <xs:documentation xml:lang="it">Inizio del periodo per il valore di rischio</xs:documentation>
            <xs:documentation xml:lang="cs">Start of period for risk value</xs:documentation>
            <xs:documentation xml:lang="hu">Start of period for risk value</xs:documentation>
         </xs:annotation>
      </xs:element>
      <xs:element minOccurs="0" name="DateTo" type="xs:date">
         <xs:annotation>
            <xs:documentation xml:lang="en">End of period for risk value</xs:documentation>
            <xs:documentation xml:lang="de">Ende des Kennzahl - Intervalles</xs:documentation>
            <xs:documentation xml:lang="es">Fin del período para valor de riesgo</xs:documentation>
            <xs:documentation xml:lang="it">Fine del periodo per il valore di rischio</xs:documentation>
            <xs:documentation xml:lang="cs">End of period for risk value</xs:documentation>
            <xs:documentation xml:lang="hu">End of period for risk value</xs:documentation>
         </xs:annotation>
      </xs:element>
      <xs:element default="false" name="Annualization" type="xs:boolean">
         <xs:annotation>
            <xs:documentation xml:lang="en">Indicates whether risk value has been annualized (false of not applicable)</xs:documentation>
            <xs:documentation xml:lang="de">true - annualisiert
false - nicht annualisiert bzw. nicht anwendbar</xs:documentation>
            <xs:documentation xml:lang="es">Indica si risk value has been annualized (false of not applicable)</xs:documentation>
            <xs:documentation xml:lang="it">Indica se il valore del rischio è stato annualizzato (falso o non applicabile)</xs:documentation>
            <xs:documentation xml:lang="cs">Označuje, zda risk value has been annualized (false of not applicable)</xs:documentation>
            <xs:documentation xml:lang="hu">Indicates whether risk value has been annualized (false of not applicable)</xs:documentation>
         </xs:annotation>
      </xs:element>
      <xs:element minOccurs="0" name="Description" type="Text1000Type">
         <xs:annotation>
            <xs:documentation xml:lang="en">Description of calculation method</xs:documentation>
            <xs:documentation xml:lang="de">Beschreibung der Berechnungsmethode</xs:documentation>
            <xs:documentation xml:lang="es">Descripción del método de cálculo</xs:documentation>
            <xs:documentation xml:lang="it">Descrizione del metodo di calcolo</xs:documentation>
            <xs:documentation xml:lang="cs">Description of calculation method</xs:documentation>
            <xs:documentation xml:lang="hu">Description of calculation method</xs:documentation>
         </xs:annotation>
      </xs:element>
   </xs:sequence>
</xs:complexType>