Swap
/FundsXML4/Funds/Fund/Subfunds/Subfund/ShareClasses/ShareClass/Portfolios/Portfolio/Positions/Position/Swap
Diagram
Documentation
Details for swap positions
Properties
- Type
- (anonymous)
- Cardinality
- 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
- 13
Child Elements & Attributes
| Name (XPath) | Type | Documentation | Sample Data |
|---|---|---|---|
| PercentageType |
Hedging ratio (percentage) Anteil der Position zur Absicherung in Prozent The PercentageType defines pourcentage-values. It est derived de decimal. To decimal there est aucun modification. Pourcentage values can be expressed dans three ways: For 3.5 % it can be written comme 3.5 ou 1.035 ou 0.035. For FundsXML pourcentage valeur un à be written comme 3.5 The PercentageType defines percentage-values. It is derived van decimal. To decimal there is geen modification. Percentage values can be expressed in three ways: For 3.5 % it can be written als 3.5 van 1.035 van 0.035. For FundsXML percentage waarde heeft naar be written als 3.5 |
341.55 | |
| xs:decimal |
Spread on valuation date in basis points (for Credit Default Swaps) |
886.28 | |
| FundAmountType |
Present value of all paid and received premiums (for Credit Default Swaps) Amount in different currencies with fund/subfund/shareclass currency indicators [AUTO] Betrag in verschiedenen Währungen mit Fund/Subfund/ShareClass-Währungskennzeichen Montant dans different currencies avec fonds/subfund/shareclass devise indicators Bedrag in different currencies met fonds/subfund/shareclass valuta indicators |
||
| (anonymous) |
Valuations of legs |
Element Definition
Element Definition
<xs:element xmlns:vc="http://www.w3.org/2007/XMLSchema-versioning"
xmlns:xs="http://www.w3.org/2001/XMLSchema"
name="Swap">
<xs:annotation>
<xs:documentation>Details for swap positions</xs:documentation>
</xs:annotation>
<xs:complexType>
<xs:sequence>
<xs:element minOccurs="0" name="HedgeRatio" type="PercentageType">
<xs:annotation>
<xs:documentation xml:lang="en">Hedging ratio (percentage)</xs:documentation>
<xs:documentation xml:lang="de">Anteil der Position zur Absicherung in Prozent</xs:documentation>
</xs:annotation>
</xs:element>
<xs:element minOccurs="0" name="CurrentSpread" type="xs:decimal">
<xs:annotation>
<xs:documentation>Spread on valuation date in basis points (for Credit Default Swaps)</xs:documentation>
</xs:annotation>
</xs:element>
<xs:element minOccurs="0" name="PresentValueOfPayments" type="FundAmountType">
<xs:annotation>
<xs:documentation>Present value of all paid and received premiums (for Credit Default Swaps)
positive - receiving premiums
negative - paying premiums</xs:documentation>
</xs:annotation>
</xs:element>
<xs:element minOccurs="0" name="LegValues">
<xs:annotation>
<xs:documentation>Valuations of legs</xs:documentation>
</xs:annotation>
<xs:complexType>
<xs:sequence>
<xs:element maxOccurs="unbounded" name="LegValue">
<xs:complexType>
<xs:sequence>
<xs:element name="Type">
<xs:annotation>
<xs:documentation>Buy or Sell</xs:documentation>
</xs:annotation>
<xs:simpleType>
<xs:restriction base="xs:string">
<xs:enumeration value="BUY"/>
<xs:enumeration value="SELL"/>
</xs:restriction>
</xs:simpleType>
</xs:element>
<xs:element name="Value" type="FundAmountType">
<xs:annotation>
<xs:documentation>Current Valuation of Leg</xs:documentation>
</xs:annotation>
</xs:element>
</xs:sequence>
</xs:complexType>
</xs:element>
</xs:sequence>
</xs:complexType>
</xs:element>
</xs:sequence>
</xs:complexType>
</xs:element>