Detail: SEQUENCE

SEQUENCE

/FundsXML4/RegulatoryReportings/IndirectReporting/TripartiteTemplateSolvencyII_V7/Portfolio/Positions/Position/InterestRateInstrumentCharacteristics/SEQUENCE_39542

Diagram

Properties

Type

(container)

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

Sample Data

Child Elements & Attributes

Name (XPath)	Type	Documentation	Sample Data
/RegulatoryReportings/.../RateType	(anonymous)	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.	Inflation_linked
/RegulatoryReportings/.../CouponRate	PercentageType	A33 - Next annual coupon rate in percentage (known, or estimated for Floating). 3.5% has to be written "3.5" The PercentageType defines the percentage-values. It is derived from decimal. To decimal there is no modification. Percentage values can be expressed in three was: For 3.5 % it can be written as 3.5 or 1.035 or 0.035. For FundsXML percentage value has to be written as 3.5 Der PercentageType definiert die Prozentwerte. Abgeleitet ist er von decimal. Veraendert wurde er nicht. Bei Prozentwerten kann man je nach Definition fuer 3, 5 % die Werte 3.5 oder 1.035 oder 0.035 angeben. Mit diesem Typ dokumentiert FundsXML, dass fuer Prozentwerte die Auspraegung 3.5 benutzt werden muss um eine einheitliche Auspraegung fuer den Datenaustausch zwischen Firmen zu erreichen.	403.57
/RegulatoryReportings/.../VariableRate	(anonymous)	For Floating/Variable rate bond.
/RegulatoryReportings/.../CouponFrequency	SIICouponFrequencyType	A38 - Coupon payment frequency as number of coupons per year 0 = other than below options: 1= annual 2= biannual 4= quarterly 12= monthly 52= weekly Coupon Frequency: 0 other than 1 Annual, 2 Semestrial, 4 Quarterly, 12 Monthly	0

XML Snippet

<xs:sequence 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">
   <xs:element 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>
   <xs:element name="CouponRate" type="PercentageType">
      <xs:annotation>
         <xs:documentation xml:lang="en">A33 - Next annual coupon rate in percentage
(known, or estimated for Floating).
3.5% has to be written "3.5"</xs:documentation>
      </xs:annotation>
   </xs:element>
   <xs:element minOccurs="0" name="VariableRate">
      <xs:annotation>
         <xs:documentation xml:lang="en">For Floating/Variable rate bond.</xs:documentation>
      </xs:annotation>
      <xs:complexType>
         <xs:sequence>
            <xs:element name="IndexID" type="CodificationType_V5">
               <xs:annotation>
                  <xs:documentation xml:lang="en">A35 34  - Identification of index used as reference for Floating/Variable rate bond.
CodificationSystem omitted if internal codification is used.</xs:documentation>
               </xs:annotation>
            </xs:element>
            <xs:element name="IndexName" type="xs:string">
               <xs:annotation>
                  <xs:documentation>A36 - Name of Index</xs:documentation>
               </xs:annotation>
            </xs:element>
            <xs:element name="Margin" type="PercentageType">
               <xs:annotation>
                  <xs:documentation xml:lang="en">A37 - Annual additive margin in percentage.
e.g. -0.5% should be written as "-0.5"</xs:documentation>
               </xs:annotation>
            </xs:element>
         </xs:sequence>
      </xs:complexType>
   </xs:element>
   <xs:element name="CouponFrequency" type="SIICouponFrequencyType">
      <xs:annotation>
         <xs:documentation xml:lang="en">A38 - Coupon payment frequency as number of coupons per year
0 = other than below options:
1= annual
2= biannual
4= quarterly
12= monthly 
52= weekly</xs:documentation>
      </xs:annotation>
   </xs:element>
</xs:sequence>