OptionCharacteristics
/FundsXML4/RegulatoryReportings/IndirectReporting/TripartiteTemplateSolvencyII_V6/Portfolio/Positions/Position/DerivativeOrConvertible/OptionCharacteristics
Diagram
Documentation
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.
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
- 8
Child Elements & Attributes
| Name (XPath) | Type | Documentation | Sample Data |
|---|---|---|---|
| xs:string |
A60 - Option type A60 - Optionstyp A60 - Option type A60 - Option type |
Cal | |
| xs:decimal |
A61 - Strike price of the option in same unit as price of underlying instrument. A61 - Ausübungspreis of the option in same unit as price of underlying Instrument. A61 - Strike prix de option dans same part comme prix de sous-jacent instrument. A61 - Strike prijs van option in same eenheid als prijs van onderliggende waarde instrument. |
86.73 | |
| xs:decimal |
A62 - Quantity of UnderlyingInstrument obtained for one "Instrument". A62 - Menge von UnderlyingInstrument obtained für one "Instrument". A62 - Quantité de UnderlyingInstrument obtained pour one "Instrument". A62 - Hoeveelheid van UnderlyingInstrument obtained voor one "Instrument". |
704.01 | |
| xs:string |
A64 - Option style: AMerican, EUropean, ASiatic, BErmudian A64 - Optionsstil: AMerican, EUropean, ASiatic, BErmudian A64 - Option style: AMerican, EUropean, ASiatic, BErmudian A64 - Option style: AMerican, EUropean, ASiatic, BErmudian |
AM | |
| (anonymous) |
Only for Convertible bond. Only für Convertible Anleihe. Only pour Convertible obligation. Only voor Convertible obligatie. |
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="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 - Quantity of UnderlyingInstrument obtained for one "Instrument".</xs:documentation>
<xs:documentation xml:lang="de">A62 - Menge von UnderlyingInstrument obtained für one "Instrument".</xs:documentation>
<xs:documentation xml:lang="fr">A62 - Quantité de UnderlyingInstrument obtained pour one "Instrument".</xs:documentation>
<xs:documentation xml:lang="nl">A62 - Hoeveelheid van UnderlyingInstrument obtained voor one "Instrument".</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>