Analytics
/FundsXML4/RegulatoryReportings/IndirectReporting/TripartiteTemplateSolvencyII/Portfolio/Positions/Position/Analytics
Diagram
Documentation
Financial ratios: Modified duration, Delta, ...
Useless fo cash positions
Financial ratios: Modified duration, Delta, ...
Useless fo cash positions
Financial ratios: Modified duration, Delta, ...
Useless fo cash positions
Financial ratios: Modified duration, Delta, ...
Useless fo cash positions
Properties
- Type
- (anonymous)
- Cardinality
- 0..1
- Namespace
- xs = "http://www.w3.org/2001/XMLSchema"
vc = "http://www.w3.org/2007/XMLSchema-versioning"
altova = "http://www.altova.com/xml-schema-extensions"
ds = "http://www.w3.org/2000/09/xmldsig#" - Level
- 7
Child Elements & Attributes
| Name (XPath) | Type | Documentation | Sample Data |
|---|---|---|---|
| xs:decimal |
A90 - Modified duration to maturity date based on dirty price. A90 - Modifizierte Duration to maturity date based on Dirty Price. A90 - Modified duration à maturity date based on prix coupon couru. A90 - Modified duration naar maturity datum based on vuile prijs. |
83.07 | |
| xs:decimal |
A91 - Modified duration to next call/put date, if any. A91 - Modifizierte Duration to nächstes Call/Put-Datum, if any. A91 - Modified duration à next call/put date, si tout. A91 - Modified duration naar next call/put datum, als elke. |
372.78 | |
| xs:decimal |
A92 A92 A92 A92 |
855.50 | |
| xs:decimal |
A93 - For Convertibles and Options. A93 - For Convertibles und Options. A93 - For Convertibles et Options. A93 - For Convertibles en Options. |
679.61 | |
| xs:decimal |
A94 - Convexity for interest rates instruments; or A94 - Convexity for interest rates Instruments; or A94 - Convexity pour intérêt rates instruments; ou A94 - Convexity voor rente rates instruments; van |
205.11 | |
| xs:decimal |
A94b A94b A94b A94b |
550.61 |
Element Definition
Element Definition
<xs:element xmlns:altova="http://www.altova.com/xml-schema-extensions"
xmlns:vc="http://www.w3.org/2007/XMLSchema-versioning"
xmlns:xs="http://www.w3.org/2001/XMLSchema"
minOccurs="0"
name="Analytics">
<xs:annotation>
<xs:documentation xml:lang="en">Financial ratios: Modified duration, Delta, ...
Useless fo cash positions</xs:documentation>
<xs:documentation xml:lang="de">Financial ratios: Modified duration, Delta, ...
Useless fo cash positions</xs:documentation>
<xs:documentation xml:lang="fr">Financial ratios: Modified duration, Delta, ...
Useless fo cash positions</xs:documentation>
<xs:documentation xml:lang="nl">Financial ratios: Modified duration, Delta, ...
Useless fo cash positions</xs:documentation>
</xs:annotation>
<xs:complexType>
<xs:sequence>
<xs:element minOccurs="0" name="ModifiedDurationToMaturity" type="xs:decimal">
<xs:annotation>
<xs:documentation xml:lang="en">A90 - Modified duration to maturity date based on dirty price.</xs:documentation>
<xs:documentation xml:lang="de">A90 - Modifizierte Duration to maturity date based on Dirty Price.</xs:documentation>
<xs:documentation xml:lang="fr">A90 - Modified duration à maturity date based on prix coupon couru.</xs:documentation>
<xs:documentation xml:lang="nl">A90 - Modified duration naar maturity datum based on vuile prijs.</xs:documentation>
</xs:annotation>
</xs:element>
<xs:element minOccurs="0" name="ModifiedDurationToCall" type="xs:decimal">
<xs:annotation>
<xs:documentation xml:lang="en">A91 - Modified duration to next call/put date, if any.</xs:documentation>
<xs:documentation xml:lang="de">A91 - Modifizierte Duration to nächstes Call/Put-Datum, if any.</xs:documentation>
<xs:documentation xml:lang="fr">A91 - Modified duration à next call/put date, si tout.</xs:documentation>
<xs:documentation xml:lang="nl">A91 - Modified duration naar next call/put datum, als elke.</xs:documentation>
</xs:annotation>
</xs:element>
<xs:element minOccurs="0" name="CreditSensitivity" type="xs:decimal">
<xs:annotation>
<xs:documentation xml:lang="en">A92</xs:documentation>
<xs:documentation xml:lang="de">A92</xs:documentation>
<xs:documentation xml:lang="fr">A92</xs:documentation>
<xs:documentation xml:lang="nl">A92</xs:documentation>
</xs:annotation>
</xs:element>
<xs:element minOccurs="0" name="Delta" type="xs:decimal">
<xs:annotation>
<xs:documentation xml:lang="en">A93 - For Convertibles and Options.
Sensitivity to the underlying asset.</xs:documentation>
<xs:documentation xml:lang="de">A93 - For Convertibles und Options.
Sensitivity zu Basiswert Vermögenswert.</xs:documentation>
<xs:documentation xml:lang="fr">A93 - For Convertibles et Options.
Sensitivity à sous-jacent actif.</xs:documentation>
<xs:documentation xml:lang="nl">A93 - For Convertibles en Options.
Sensitivity naar onderliggende waarde actief.</xs:documentation>
</xs:annotation>
</xs:element>
<xs:element minOccurs="0" name="Convexity" type="xs:decimal">
<xs:annotation>
<xs:documentation xml:lang="en">A94 - Convexity for interest rates instruments; or
gamma for derivatives with optional components </xs:documentation>
<xs:documentation xml:lang="de">A94 - Convexity for interest rates Instruments; or
gamma for derivatives with optional components </xs:documentation>
<xs:documentation xml:lang="fr">A94 - Convexity pour intérêt rates instruments; ou
gamma pour derivatives avec optionnel components</xs:documentation>
<xs:documentation xml:lang="nl">A94 - Convexity voor rente rates instruments; van
gamma voor derivatives met optioneel components</xs:documentation>
</xs:annotation>
</xs:element>
<xs:element minOccurs="0" name="Vega" type="xs:decimal">
<xs:annotation>
<xs:documentation xml:lang="en">A94b</xs:documentation>
<xs:documentation xml:lang="de">A94b</xs:documentation>
<xs:documentation xml:lang="fr">A94b</xs:documentation>
<xs:documentation xml:lang="nl">A94b</xs:documentation>
</xs:annotation>
</xs:element>
</xs:sequence>
</xs:complexType>
</xs:element>