ValuationYieldCurve

/FundsXML4/RegulatoryReportings/IndirectReporting/TripartiteTemplateSolvencyII_V5/Portfolio/Positions/Position/InterestRateInstrumentCharacteristics/ValuationYieldCurve

Diagram

Documentation

Specific data in case no yield curve of reference is available (e.g. for developing countries or BRICS)

Properties

Type: (anonymous)
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: 8
Sample Data

Child Elements & Attributes

Name (XPath)	Type	Documentation	Sample Data
/RegulatoryReportings/.../Yield	xs:decimal	A129 - Valuation Yield of the interest rate instrument ****Is 3.5% coded as 3.5 or 0.035?	139.12
/RegulatoryReportings/.../Spread	xs:decimal	A130 - Issuer spread calculated from Z coupon IRS curve of quotation currency ****Is 0.5% coded as 0.5 or 0.005?	482.18

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"
            minOccurs="0"
            name="ValuationYieldCurve">
   <xs:annotation>
      <xs:documentation>Specific data in case no yield curve of reference is available (e.g. for developing countries or BRICS)</xs:documentation>
   </xs:annotation>
   <xs:complexType>
      <xs:sequence>
         <xs:element name="Yield" type="xs:decimal">
            <xs:annotation>
               <xs:documentation>A129 - Valuation Yield of the interest rate instrument
****Is 3.5% coded as 3.5 or 0.035?</xs:documentation>
            </xs:annotation>
         </xs:element>
         <xs:element name="Spread" type="xs:decimal">
            <xs:annotation>
               <xs:documentation>A130 - Issuer spread calculated from Z coupon IRS curve of quotation currency
****Is 0.5% coded as 0.5 or 0.005?</xs:documentation>
            </xs:annotation>
         </xs:element>
      </xs:sequence>
   </xs:complexType>
</xs:element>