Swap

/FundsXML4/Funds/Fund/CHOICE_2819/Subfunds/Subfund/SubfundDynamicData/Portfolios/Portfolio/PositionsDecomposed/Positions/Position/CHOICE_17142/Swap

Diagram

Swap Details for swap positions HedgeRatio PercentageType 0..1 CurrentSpread xs:decimal 0..1 PresentValueOfPayments FundAmountType 0..1 LegValues (anonymous) 0..1

Documentation

Details for swap positions

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
13
Sample Data

Child Elements & Attributes

Name (XPath) Type Documentation Sample Data
/Funds/.../HedgeRatio PercentageType

Hedging ratio (percentage)

Anteil der Position zur Absicherung in Prozent

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.

 975.86
/Funds/.../CurrentSpread xs:decimal

Spread on valuation date in basis points (for Credit Default Swaps)

 607.87
/Funds/.../PresentValueOfPayments FundAmountType

Present value of all paid and received premiums (for Credit Default Swaps)
positive - receiving premiums
negative - paying premiums

Amount in different currencies

Betrag in verschiedenen Waehrungen
/Funds/.../LegValues (anonymous)

Valuations of legs

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="Swap">
   <xs:annotation>
      <xs:documentation>Details for swap positions</xs:documentation>
   </xs:annotation>
   <xs:complexType>
      <xs:sequence>
         <xs:element minOccurs="0" name="HedgeRatio" type="PercentageType">
            <xs:annotation>
               <xs:documentation xml:lang="en">Hedging ratio (percentage)</xs:documentation>
               <xs:documentation xml:lang="de">Anteil der Position zur Absicherung in Prozent</xs:documentation>
            </xs:annotation>
         </xs:element>
         <xs:element minOccurs="0" name="CurrentSpread" type="xs:decimal">
            <xs:annotation>
               <xs:documentation>Spread on valuation date in basis points (for Credit Default Swaps)</xs:documentation>
            </xs:annotation>
         </xs:element>
         <xs:element minOccurs="0" name="PresentValueOfPayments" type="FundAmountType">
            <xs:annotation>
               <xs:documentation>Present value of all paid and received premiums (for Credit Default Swaps)
positive - receiving premiums
negative - paying premiums</xs:documentation>
            </xs:annotation>
         </xs:element>
         <xs:element minOccurs="0" name="LegValues">
            <xs:annotation>
               <xs:documentation>Valuations of legs</xs:documentation>
            </xs:annotation>
            <xs:complexType>
               <xs:sequence>
                  <xs:element maxOccurs="unbounded" name="LegValue">
                     <xs:complexType>
                        <xs:sequence>
                           <xs:element name="Type">
                              <xs:annotation>
                                 <xs:documentation>Buy or Sell</xs:documentation>
                              </xs:annotation>
                              <xs:simpleType>
                                 <xs:restriction base="xs:string">
                                    <xs:enumeration value="BUY"/>
                                    <xs:enumeration value="SELL"/>
                                 </xs:restriction>
                              </xs:simpleType>
                           </xs:element>
                           <xs:element name="Value" type="FundAmountType">
                              <xs:annotation>
                                 <xs:documentation>Current Valuation of Leg</xs:documentation>
                              </xs:annotation>
                           </xs:element>
                        </xs:sequence>
                     </xs:complexType>
                  </xs:element>
               </xs:sequence>
            </xs:complexType>
         </xs:element>
      </xs:sequence>
   </xs:complexType>
</xs:element>