DerivativeOrConvertible

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

Documentation

For Futures or Convertible bonds:
Characteristics of the option (implicit or explicit).
Description of underlying instrument.
Für Futures oder Wandelanleihen:
Characteristics of the option (implicit or explicit).
Description of underlying Instrument.
For Futures ou Convertible bonds:
Characteristics de option (implicit ou explicit).
Description de sous-jacent instrument.
For Futures van Convertible bonds:
Characteristics van option (implicit van explicit).
Beschrijving van onderliggende waarde instrument.
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
/RegulatoryReportings/.../OptionCharacteristics	(anonymous)	For an Option, description of its characteristincs. For a convertible bond, description of optional conversion. Useless for single futures contract. For ein Option, Beschreibung von its characteristincs. For ein convertible Anleihe, Beschreibung von optional conversion. Useless für einzeln futures contract. For un Option, description de its characteristincs. For un convertible obligation, description de optionnel conversion. Useless pour unique futures contract. For een Option, beschrijving van its characteristincs. For een convertible obligatie, beschrijving van optioneel conversion. Useless voor enkel futures contract.
/RegulatoryReportings/.../UnderlyingInstrument	(anonymous)
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="DerivativeOrConvertible">
   <xs:annotation>
      <xs:documentation xml:lang="en">For Futures or Convertible bonds:
- Characteristics of the option (implicit or explicit).
- Description of underlying instrument.</xs:documentation>
      <xs:documentation xml:lang="de">Für Futures oder Wandelanleihen:
- Characteristics of the option (implicit or explicit).
- Description of underlying Instrument.</xs:documentation>
      <xs:documentation xml:lang="fr">For Futures ou Convertible bonds:
- Characteristics de option (implicit ou explicit).
- Description de sous-jacent instrument.</xs:documentation>
      <xs:documentation xml:lang="nl">For Futures van Convertible bonds:
- Characteristics van option (implicit van explicit).
- Beschrijving van onderliggende waarde instrument.</xs:documentation>
   </xs:annotation>
   <xs:complexType>
      <xs:sequence>
         <xs:element minOccurs="0" name="OptionCharacteristics">
            <xs:annotation>
               <xs:documentation xml:lang="en">For an Option, description of its characteristincs.
For a convertible bond, description of optional conversion.
Useless for single futures contract.</xs:documentation>
               <xs:documentation xml:lang="de">For ein Option, Beschreibung von its characteristincs.
For ein convertible Anleihe, Beschreibung von optional conversion.
Useless für einzeln futures contract.</xs:documentation>
               <xs:documentation xml:lang="fr">For un Option, description de its characteristincs.
For un convertible obligation, description de optionnel conversion.
Useless pour unique futures contract.</xs:documentation>
               <xs:documentation xml:lang="nl">For een Option, beschrijving van its characteristincs.
For een convertible obligatie, beschrijving van optioneel conversion.
Useless voor enkel futures contract.</xs:documentation>
            </xs:annotation>
            <xs:complexType>
               <xs:sequence>
                  <xs:element name="CallPutType">
                     <xs:annotation>
                        <xs:documentation xml:lang="en">A60 - Option type
"Cal"=call 
"Put"=put
"Cap"=cap
"Flr"=floor</xs:documentation>
                        <xs:documentation xml:lang="de">A60 - Optionstyp
"Cal"=call 
"Put"=put
"Cap"=cap
"Flr"=floor</xs:documentation>
                        <xs:documentation xml:lang="fr">A60 - Option type
"Cal"=call 
"Put"=put
"Cap"=cap
"Flr"=floor</xs:documentation>
                        <xs:documentation xml:lang="nl">A60 - Option type
"Cal"=call 
"Put"=put
"Cap"=cap
"Flr"=floor</xs:documentation>
                     </xs:annotation>
                     <xs:simpleType>
                        <xs:restriction base="xs:string">
                           <xs:length value="3"/>
                           <xs:enumeration value="Cal"/>
                           <xs:enumeration value="Put"/>
                           <xs:enumeration value="Cap"/>
                           <xs:enumeration value="Flr"/>
                        </xs:restriction>
                     </xs:simpleType>
                  </xs:element>
                  <xs:element name="StrikePrice" type="xs:decimal">
                     <xs:annotation>
                        <xs:documentation xml:lang="en">A61 - Strike price of the option in same unit as price of underlying instrument.</xs:documentation>
                        <xs:documentation xml:lang="de">A61 - Ausübungspreis of the option in same unit as price of underlying Instrument.</xs:documentation>
                        <xs:documentation xml:lang="fr">A61 - Strike prix de option dans same part comme prix de sous-jacent instrument.</xs:documentation>
                        <xs:documentation xml:lang="nl">A61 - Strike prijs van option in same eenheid als prijs van onderliggende waarde instrument.</xs:documentation>
                     </xs:annotation>
                  </xs:element>
                  <xs:element name="ConversionRatio" type="xs:decimal">
                     <xs:annotation>
                        <xs:documentation xml:lang="en">A62 - "Conversion factor : ratio between the number of shares received and the number of bonds held in case of conversion for a convertible bond.
Parity for options is not required in version 7 
Concordance factor for bond futures is not required in version 7"</xs:documentation>
                        <xs:documentation xml:lang="de">A62 - "Umwandlungsfaktor : Verhältnis zwischen the number of shares received and the number of bonds held in case of conversion for a convertible bond.
Parity for options is not required in version 7 
Concordance factor for bond futures is not required in version 7"</xs:documentation>
                        <xs:documentation xml:lang="fr">A62 - "Conversion factor : ratio between numéro de shares received et numéro de bonds held dans case de conversion pour un convertible obligation.
Parity pour options est pas requis dans version 7 
Concordance factor pour obligation futures est pas requis dans version 7"</xs:documentation>
                        <xs:documentation xml:lang="nl">A62 - "Conversion factor : ratio between nummer van shares received en nummer van bonds held in case van conversion voor een convertible obligatie.
Parity voor options is niet vereist in versie 7 
Concordance factor voor obligatie futures is niet vereist in versie 7"</xs:documentation>
                     </xs:annotation>
                  </xs:element>
                  <xs:element minOccurs="0" name="ExerciseType">
                     <xs:annotation>
                        <xs:documentation xml:lang="en">A64 - Option style: AMerican, EUropean, ASiatic, BErmudian
Optional for convertibles</xs:documentation>
                        <xs:documentation xml:lang="de">A64 - Optionsstil: AMerican, EUropean, ASiatic, BErmudian
Optional for convertibles</xs:documentation>
                        <xs:documentation xml:lang="fr">A64 - Option style: AMerican, EUropean, ASiatic, BErmudian
Optionnel pour convertibles</xs:documentation>
                        <xs:documentation xml:lang="nl">A64 - Option style: AMerican, EUropean, ASiatic, BErmudian
Optioneel voor convertibles</xs:documentation>
                     </xs:annotation>
                     <xs:simpleType>
                        <xs:restriction base="xs:string">
                           <xs:minLength value="2"/>
                           <xs:maxLength value="2"/>
                           <xs:enumeration value="AM"/>
                           <xs:enumeration value="EU"/>
                           <xs:enumeration value="AS"/>
                           <xs:enumeration value="BE"/>
                        </xs:restriction>
                     </xs:simpleType>
                  </xs:element>
                  <xs:element minOccurs="0" name="Convertible">
                     <xs:annotation>
                        <xs:documentation xml:lang="en">Only for Convertible bond.
For pricing using shock modelling.</xs:documentation>
                        <xs:documentation xml:lang="de">Only für Convertible Anleihe.
For pricing using shock modelling.</xs:documentation>
                        <xs:documentation xml:lang="fr">Only pour Convertible obligation.
For pricing using shock modelling.</xs:documentation>
                        <xs:documentation xml:lang="nl">Only voor Convertible obligatie.
For pricing using shock modelling.</xs:documentation>
                     </xs:annotation>
                     <xs:complexType>
                        <xs:sequence>
                           <xs:element minOccurs="0" name="BondFloor" type="xs:decimal">
                              <xs:annotation>
                                 <xs:documentation xml:lang="en">A127 - Lowest value of a convertible bond expressed in quotation currency, at current issuer spread</xs:documentation>
                                 <xs:documentation xml:lang="de">A127 - Lowest Wert von ein convertible Anleihe expressed in quotation Währung, at current Emittent spread</xs:documentation>
                                 <xs:documentation xml:lang="fr">A127 - Lowest valeur de un convertible obligation expressed dans quotation devise, at current émetteur spread</xs:documentation>
                                 <xs:documentation xml:lang="nl">A127 - Lowest waarde van een convertible obligatie expressed in quotation valuta, at current emittent spread</xs:documentation>
                              </xs:annotation>
                           </xs:element>
                           <xs:element minOccurs="0" name="OptionPremium" type="xs:decimal">
                              <xs:annotation>
                                 <xs:documentation xml:lang="en">A128 - Premium of the embedded option of a convertible bond in quotation currency.</xs:documentation>
                                 <xs:documentation xml:lang="de">A128 - Premium von embedded option von ein convertible Anleihe in quotation Währung.</xs:documentation>
                                 <xs:documentation xml:lang="fr">A128 - Premium de embedded option de un convertible obligation dans quotation devise.</xs:documentation>
                                 <xs:documentation xml:lang="nl">A128 - Premium van embedded option van een convertible obligatie in quotation valuta.</xs:documentation>
                              </xs:annotation>
                           </xs:element>
                        </xs:sequence>
                     </xs:complexType>
                  </xs:element>
               </xs:sequence>
            </xs:complexType>
         </xs:element>
         <xs:element 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:documentation xml:lang="de">A67 - Instrumententyp. Z.B. Aktie, Anleihe, Option, Swap,...
CIC-Codierung.</xs:documentation>
                        <xs:documentation xml:lang="fr">A67 - Instrument type. E.g. Action, obligation, option, swap,...
CIC codification.</xs:documentation>
                        <xs:documentation xml:lang="nl">A67 - Instrument type. E.g. Aandeel, obligatie, 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:documentation xml:lang="de">A69 68 - Verwenden Sie ISIN, CUSIP, oder OtherSecurityCodes/Name(von codification system) für BLOOMBERG, TELEKURS oder Intern Code</xs:documentation>
                        <xs:documentation xml:lang="fr">A69 68 - Utilisez ISIN, CUSIP, ou OtherSecurityCodes/Nom(de codification system) pour BLOOMBERG, TELEKURS ou Interne code</xs:documentation>
                        <xs:documentation xml:lang="nl">A69 68 - Gebruik ISIN, CUSIP, van OtherSecurityCodes/Naam(van codification system) voor BLOOMBERG, TELEKURS van Intern 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:documentation xml:lang="de">A70 - Name des BasiswertInstruments.</xs:documentation>
                        <xs:documentation xml:lang="fr">A70 - Nom de sous-jacent instrument.</xs:documentation>
                        <xs:documentation xml:lang="nl">A70 - Naam van onderliggende waarde 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 xml:lang="en">A71 - Quotation currency (C)</xs:documentation>
                                 <xs:documentation xml:lang="de">A71 - Quotation Währung (C)</xs:documentation>
                                 <xs:documentation xml:lang="fr">A71 - Quotation devise (C)</xs:documentation>
                                 <xs:documentation xml:lang="nl">A71 - Quotation valuta (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:documentation xml:lang="de">A72 - Letzter bekannter Marktpreis, in Währung (C).</xs:documentation>
                                 <xs:documentation xml:lang="fr">A72 - Last marché prix known, dans Devise (C).</xs:documentation>
                                 <xs:documentation xml:lang="nl">A72 - Last markt prijs known, in Valuta (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:documentation xml:lang="de">A73 - Quotierungsland</xs:documentation>
                                 <xs:documentation xml:lang="fr">A73 - Pays de quotation</xs:documentation>
                                 <xs:documentation xml:lang="nl">A73 - Land van 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:documentation xml:lang="de">A74 - Economic area code of Quotierungsland:
0 non listed
1 EEA;
2 OECD non EEA
3 non OECD</xs:documentation>
                                 <xs:documentation xml:lang="fr">A74 - Economic area code de Pays de quotation:
0 non listed
1 EEA;
2 OECD non EEA
3 non OECD</xs:documentation>
                                 <xs:documentation xml:lang="nl">A74 - Economic area code van Land van 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:documentation xml:lang="de">Wenn das Basiswertinstrument ein Zinsinstrument ist.</xs:documentation>
                        <xs:documentation xml:lang="fr">If sous-jacent instrument est un intérêt taux instrument.</xs:documentation>
                        <xs:documentation xml:lang="nl">If onderliggende waarde instrument is een rente tarief 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:documentation xml:lang="de">A75 - Next coupon Satz in Prozentsatz.
3.5% = 3.5</xs:documentation>
                                 <xs:documentation xml:lang="fr">A75 - Next coupon taux dans pourcentage.
3.5% = 3.5</xs:documentation>
                                 <xs:documentation xml:lang="nl">A75 - Next coupon tarief 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:documentation xml:lang="de">A76 - Kuponzahlungsfrequenz 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:documentation xml:lang="fr">A76 - Coupon payment frequency comme "numéro de coupon payment per year
0 = autre than below options:
1= annuel
2= biannual
4= trimestriel
12= mensuel
52= hebdomadaire"</xs:documentation>
                                 <xs:documentation xml:lang="nl">A76 - Coupon payment frequency als "nummer van coupon payment per year
0 = overig than below options:
1= jaarlijks
2= biannual
4= kwartaal
12= maandelijks
52= wekelijks"</xs:documentation>
                              </xs:annotation>
                           </xs:element>
                        </xs:sequence>
                     </xs:complexType>
                  </xs:element>
                  <xs:element minOccurs="0" name="Redemption" type="RedemptionType_V7">
                     <xs:annotation>
                        <xs:documentation xml:lang="en">A77 78 79 - Redemption details.
If underlying instrument is an interest rate instrument.</xs:documentation>
                        <xs:documentation xml:lang="de">A77 78 79 - Rücknahmedetails.
If underlying Instrument is an interest rate Instrument.</xs:documentation>
                        <xs:documentation xml:lang="fr">A77 78 79 - Rachat details.
If sous-jacent instrument est un intérêt taux instrument.</xs:documentation>
                        <xs:documentation xml:lang="nl">A77 78 79 - Inkoop details.
If onderliggende waarde instrument is een rente tarief instrument.</xs:documentation>
                     </xs:annotation>
                  </xs:element>
                  <xs:element minOccurs="0" name="CreditRiskData" type="CreditRiskDataType_V7">
                     <xs:annotation>
                        <xs:documentation xml:lang="en">A80 to A89 - Issuer of underlying instrument
(or counterparty for OTC instruments).</xs:documentation>
                        <xs:documentation xml:lang="de">A80 to A89 - Issuer of underlying Instrument
(or counterparty for OTC Instruments).</xs:documentation>
                        <xs:documentation xml:lang="fr">A80 à A89 - Émetteur de sous-jacent instrument
(ou contrepartie pour OTC instruments).</xs:documentation>
                        <xs:documentation xml:lang="nl">A80 naar A89 - Emittent van onderliggende waarde instrument
(van tegenpartij voor OTC instruments).</xs:documentation>
                     </xs:annotation>
                  </xs:element>
               </xs:sequence>
            </xs:complexType>
         </xs:element>
      </xs:sequence>
   </xs:complexType>
</xs:element>