Analytics

/FundsXML4/RegulatoryReportings/IndirectReporting/TripartiteTemplateSolvencyII_V6/Portfolio/Positions/Position/Analytics

Diagram

Analytics ModifiedDurationToMaturity xs:decimal [0..1] ModifiedDurationToCall xs:decimal [0..1] CreditSensitivity xs:decimal [0..1] Delta xs:decimal [0..1] Convexity xs:decimal [0..1] Vega xs:decimal [0..1]

Documentation

EN

Financial ratios: Modified duration, Delta, ...
Useless fo cash positions

DE

Financial ratios: Modified duration, Delta, ...
Useless fo cash positions

FR

Financial ratios: Modified duration, Delta, ...
Useless fo cash positions

NL

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

Child elements and attributes of this element
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.

20.14
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.

328.32
xs:decimal

A92

A92

A92

A92

871.72
xs:decimal

A93 - For Convertibles and Options.
Sensitivity to the underlying asset.

A93 - For Convertibles und Options.
Sensitivity zu Basiswert Vermögenswert.

A93 - For Convertibles et Options.
Sensitivity à sous-jacent actif.

A93 - For Convertibles en Options.
Sensitivity naar onderliggende waarde actief.

258.05
xs:decimal

A94 - Convexity for interest rates instruments; or
gamma for derivatives with optional components

A94 - Convexity for interest rates Instruments; or
gamma for derivatives with optional components

A94 - Convexity pour intérêt rates instruments; ou
gamma pour derivatives avec optionnel components

A94 - Convexity voor rente rates instruments; van
gamma voor derivatives met optioneel components

751.78
xs:decimal

A94b

A94b

A94b

A94b

645.20

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>