UnderlyingInstrument

/FundsXML4/RegulatoryReportings/IndirectReporting/TripartiteTemplateSolvencyII_V5/Portfolio/Positions/Position/DerivativeOrConvertible/UnderlyingInstrument

Diagram

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: 8
Sample Data

Child Elements & Attributes

Name (XPath)	Type	Documentation	Sample Data
/RegulatoryReportings/.../InstrumentCIC	CICCodeType	A67 - Instrument type. E.g. Equity, bond, option, swap,... CIC codification. CIC code (4 positions) to identify a kind of security	MOD6
/RegulatoryReportings/.../InstrumentCode	SIISecurityCodificationType_V5	A69 68 - Use ISIN, CUSIP, or OtherSecurityCodes/Name(of codification system) for BLOOMBERG, TELEKURS or Internal code CodificationSystem (restricted list for Securities) and Code expressed in CodificationSystem
/RegulatoryReportings/.../InstrumentName	xs:string	A70 - Name of underlying instrument.	ExampleText
/RegulatoryReportings/.../Valuation	(anonymous)
/RegulatoryReportings/.../Coupon	(anonymous)	If underlying instrument is an interest rate instrument.
/RegulatoryReportings/.../Redemption	RedemptionType_V5	A77 78 79 - Redemption details. If underlying instrument is an interest rate instrument. Redemption information of a bond or other interest rate instrument
/RegulatoryReportings/.../CreditRiskData	CreditRiskDataType_V5	A80 to A89 - Issuer of underlying instrument (or counterparty for OTC instruments). Corresponds to "Issuer data" block of Tripartite template

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="UnderlyingInstrument">
   <xs:complexType>
      <xs:sequence>
         <xs:element name="InstrumentCIC" type="CICCodeType">
            <xs:annotation>
               <xs:documentation xml:lang="en">A67 - Instrument type. E.g. Equity, bond, option, swap,...
CIC codification.</xs:documentation>
            </xs:annotation>
         </xs:element>
         <xs:element name="InstrumentCode" type="SIISecurityCodificationType_V5">
            <xs:annotation>
               <xs:documentation xml:lang="en">A69 68 - Use ISIN, CUSIP,  or OtherSecurityCodes/Name(of codification system) for BLOOMBERG, TELEKURS or Internal code</xs:documentation>
            </xs:annotation>
         </xs:element>
         <xs:element name="InstrumentName" type="xs:string">
            <xs:annotation>
               <xs:documentation xml:lang="en">A70 - Name of underlying instrument.</xs:documentation>
            </xs:annotation>
         </xs:element>
         <xs:element name="Valuation">
            <xs:complexType>
               <xs:sequence>
                  <xs:element name="Currency" type="ISOCurrencyCodeType">
                     <xs:annotation>
                        <xs:documentation>A71 - Quotation currency (C)</xs:documentation>
                     </xs:annotation>
                  </xs:element>
                  <xs:element name="MarketPrice" type="xs:decimal">
                     <xs:annotation>
                        <xs:documentation xml:lang="en">A72 - Last market price known, in Currency (C).</xs:documentation>
                     </xs:annotation>
                  </xs:element>
                  <xs:element minOccurs="0" name="Country" type="ISOCountryCodeType">
                     <xs:annotation>
                        <xs:documentation xml:lang="en">A73 - Country of quotation</xs:documentation>
                     </xs:annotation>
                  </xs:element>
                  <xs:element minOccurs="0" name="EconomicArea" type="EconomicAreaType">
                     <xs:annotation>
                        <xs:documentation xml:lang="en">A74 - Economic area code of Country of quotation:
0 non listed
1 EEA;
2 OECD non EEA
3 non OECD</xs:documentation>
                     </xs:annotation>
                  </xs:element>
               </xs:sequence>
            </xs:complexType>
         </xs:element>
         <xs:element minOccurs="0" name="Coupon">
            <xs:annotation>
               <xs:documentation xml:lang="en">If underlying instrument is an interest rate instrument.</xs:documentation>
            </xs:annotation>
            <xs:complexType>
               <xs:sequence>
                  <xs:element name="CouponRate" type="PercentageType">
                     <xs:annotation>
                        <xs:documentation xml:lang="en">A75 - Next coupon rate in percentage.
3.5% = 3.5</xs:documentation>
                     </xs:annotation>
                  </xs:element>
                  <xs:element name="CouponFrequency" type="SIICouponFrequencyType">
                     <xs:annotation>
                        <xs:documentation xml:lang="en">A76 - Coupon payment frequency as "number of coupon payment 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>
            </xs:complexType>
         </xs:element>
         <xs:element minOccurs="0" name="Redemption" type="RedemptionType_V5">
            <xs:annotation>
               <xs:documentation xml:lang="en">A77 78 79 - Redemption details.
If underlying instrument is an interest rate instrument.</xs:documentation>
            </xs:annotation>
         </xs:element>
         <xs:element minOccurs="0" name="CreditRiskData" type="CreditRiskDataType_V5">
            <xs:annotation>
               <xs:documentation xml:lang="en">A80 to A89 - Issuer of underlying instrument
(or counterparty for OTC instruments).</xs:documentation>
            </xs:annotation>
         </xs:element>
      </xs:sequence>
   </xs:complexType>
</xs:element>