complexType "SecurityLending"

Namespace:	http://www.fpml.org/FpML-5/reporting
Content:	complex, 1 attribute, 28 elements
Defined:	globally in fpml-sec-lending-5-13.xsd; see XML source
Includes:	definitions of 13 elements
Used:	at 1 location

Component Diagram

XML Representation Summary

<...

xsd:ID

Content:

(primaryAssetClass?, secondaryAssetClass*, (productType*, productId*)?, assetClass*, embeddedOptionType[0..2])?, lenderPartyReference?, lenderAccountReference?, borrowerPartyReference?, borrowerAccountReference?, principal?, initiation?, termination?, duration?, ((extensionStyle, extensionPeriod?) | (callingParty?, callDate?, (noticePeriod | partyNoticePeriod[1..2])?))?, ((fee, rebate?) | rebate)?, dayCountFraction?, dividendRate?, minimumBillingAmount?, rebatePaymentFrequency?, collateralProvisions?

</...>

Content Model Elements (28):

assetClass (defined in Product.model group),

borrowerAccountReference,

borrowerPartyReference,

callDate (in securityLending),

callingParty (in securityLending),

collateralProvisions,

dayCountFraction (in securityLending),

dividendRate,

duration (in securityLending),

fee,

lenderAccountReference,

lenderPartyReference,

minimumBillingAmount,

noticePeriod (in securityLending),

partyNoticePeriod (in securityLending),

primaryAssetClass (defined in Product.model group),

principal (in securityLending),

productId (defined in Product.model group),

productType (defined in Product.model group),

rebate (in securityLending),

rebatePaymentFrequency,

secondaryAssetClass (defined in Product.model group),

termination (in securityLending)

All Direct / Indirect Based Elements (1):

securityLending

Known Usage Locations

As direct type of elements (1):

securityLending

Type Definition Detail

Type Derivation Tree

Product (extension)

SecurityLending

XML Source (w/o annotations (13); see within schema source)

<xsd:complexType name="SecurityLending">

<xsd:complexContent>

<xsd:extension base="Product">

<xsd:sequence>

<xsd:group ref="LenderBorrower.model"/>

<xsd:element minOccurs="0" name="principal" type="SecurityValuation"/>

<xsd:sequence>

<xsd:element minOccurs="0" name="initiation" type="SecLendInitiation"/>

<xsd:element minOccurs="0" name="termination" type="SecLendTermination"/>

</xsd:sequence>

<xsd:sequence>

<xsd:element minOccurs="0" name="duration" type="SecurityLendingDurationEnum"/>

<xsd:choice minOccurs="0">

<xsd:group ref="ExtensionPeriod.model"/>

<xsd:sequence>

<xsd:element minOccurs="0" name="callingParty" type="SecLendCallingPartyEnum"/>

<xsd:element minOccurs="0" name="callDate" type="AdjustableOrRelativeDate"/>

<xsd:choice minOccurs="0">

<xsd:element name="noticePeriod" type="AdjustableOffset"/>

<xsd:element maxOccurs="2" name="partyNoticePeriod" type="PartyNoticePeriod"/>

</xsd:choice>

</xsd:sequence>

</xsd:choice>

</xsd:sequence>

<xsd:sequence>

<xsd:choice minOccurs="0">

<xsd:sequence>

<xsd:element name="fee" type="SecLendFeeCalculation"/>

<xsd:element minOccurs="0" name="rebate" type="SecLendRebateCalculation"/>

</xsd:sequence>

<xsd:element name="rebate" type="SecLendRebateCalculation"/>

</xsd:choice>

<xsd:element minOccurs="0" name="dayCountFraction" type="DayCountFraction"/>

</xsd:sequence>

<xsd:group ref="DividendsAndPayment.model"/>

<xsd:element minOccurs="0" name="collateralProvisions" type="SecLendCollateralProvisions"/>

</xsd:sequence>

</xsd:extension>

</xsd:complexContent>

</xsd:complexType>

Content Element Detail (all declarations; defined within this component only; 13/28)

callDate

Type:

AdjustableOrRelativeDate, complex content

Defines the latest date when the open security lending transaction can and must be exercised on demand by a party to the trade indicated in the electingParty element (or in the Master Agreement, if the electingParty element has AsDefinedInMasterAgreement value). For instance, in an open security lending transaction with the callDate agreed as business day one year after the trade date, the far leg can be settled on any day after the near leg settlement date and before and including the callDate. If the call date is not defined in trade terms and / or not included into the trade confirmation this element can be omitted.

XML Source (w/o annotations (1); see within schema source)

<xsd:element minOccurs="0" name="callDate" type="AdjustableOrRelativeDate"/>

callingParty

Type:

SecLendCallingPartyEnum, simple content

The party to the open security lending transaction that has a right to demand exercise of the far leg of the open security lending transaction. This element represents an enumerated list that includes: Borrower, Lender, Either and AsDefinedInMasterAgreement. In the default case, either party can call for closing an open security lending transaction. If electing parties are defined in the Master Agreement and not in the open security lending confirmation, the value AsDefinedInMasterAgreement should be used. Exact borrower/lender related parties, including any third parties who can demand exercise of open security lending transactions on behalf of the parties to the trade (calculation agent, executing broker, etc.), can be defined in the relatedParty element (tradeHeader/partyTradeInformation).

Simple Content

enumeration of xsd:token

Enumeration:

"Borrower"	-	Initial borrower to the SBL transaction. See: http://www.FpML.org
"Lender"	-	Initial lender to SBL transaction. See: http://www.FpML.org
"Either"	-	Either Lender or Borrower to the SBL transaction. See: http://www.FpML.org
"AsDefinedInMasterAgreement"	-	As defined in Master Agreement. See: http://www.FpML.org

XML Source (w/o annotations (1); see within schema source)

<xsd:element minOccurs="0" name="callingParty" type="SecLendCallingPartyEnum"/>

collateralProvisions

Type:

SecLendCollateralProvisions, complex content

Collateral provisions component derives collateral information from the Master Agreement documentation.

XML Source (w/o annotations (1); see within schema source)

<xsd:element minOccurs="0" name="collateralProvisions" type="SecLendCollateralProvisions"/>

dayCountFraction

Type:

DayCountFraction, simple content

The day count fraction for calculating a fee or a rebate on an SBL transaction.

Simple Content

xsd:normalizedString

maxLength:	255
minLength:	0

XML Source (w/o annotations (1); see within schema source)

<xsd:element minOccurs="0" name="dayCountFraction" type="DayCountFraction"/>

duration

Type:

SecurityLendingDurationEnum, simple content

Duration of the security lending transaction. {e.g. Open, Term}.

Simple Content

enumeration of xsd:token

Enumeration:

"Open"	-	Indicates that the contract is an open arrangement, which remains in effect unless or until terminated at the option of one or both parties. Repo business rule: When the repo is 'Open', the forward leg MUST NOT be specified. SBL business rule: When a security lending arrangement is 'Open', the termination block ('termination/settlementDate') MUST NOT be specified.
"Term"	-	Indicates that a contract is a regular term contract, with a start date and an end date. Repo business rule: When the repo is 'Term', both spot and forward legs MUST be specified. SBL business rule: When a security lending arrangement is 'Term', both the initiation block ('initiation/settlementDate') and the termination block ('termination/settlementDate') MUST be specified.

XML Source (w/o annotations (1); see within schema source)

<xsd:element minOccurs="0" name="duration" type="SecurityLendingDurationEnum"/>

fee

Type:

SecLendFeeCalculation, complex content

Under a non-cash collateralized transaction, the borrower pays a fee on the security being lent.

XML Source (w/o annotations (1); see within schema source)

<xsd:element name="fee" type="SecLendFeeCalculation"/>

initiation

Type:

SecLendInitiation, complex content

Initiation of the security lending transaction: initial transfer of principal.

XML Source (w/o annotations (1); see within schema source)

<xsd:element minOccurs="0" name="initiation" type="SecLendInitiation"/>

noticePeriod

Type:

AdjustableOffset, complex content

Notice period for open security lending transactions in number of days. This element represents the agreed period of notice to be given in advance before exercise of the security lending trade by a party requesting such exercise.

XML Source (w/o annotations (1); see within schema source)

<xsd:element name="noticePeriod" type="AdjustableOffset"/>

partyNoticePeriod

Type:

PartyNoticePeriod, complex content

Notice period for open security lending transactions referenced to a party to the trade, in number of days. This element represents the agreed period of notice to be given in advance before exercise of the security lending trade by a party requesting such exercise and the reference to that party.

XML Source (w/o annotations (1); see within schema source)

<xsd:element maxOccurs="2" name="partyNoticePeriod" type="PartyNoticePeriod"/>

principal

Type:

SecurityValuation, complex content

The security (principal) which is the subject of the lending transaction.

XML Source (w/o annotations (1); see within schema source)

<xsd:element minOccurs="0" name="principal" type="SecurityValuation"/>

rebate

Type:

SecLendRebateCalculation, complex content

XML Source (see within schema source)

<xsd:element minOccurs="0" name="rebate" type="SecLendRebateCalculation"/>

rebate

Type:

SecLendRebateCalculation, complex content

Under a cash collateralized transaction: a portion of re-investment interest paid to the security borrower (rebate).

XML Source (w/o annotations (1); see within schema source)

<xsd:element name="rebate" type="SecLendRebateCalculation"/>

termination

Type:

SecLendTermination, complex content

Termination of the security lending transaction: return of principal.

XML Source (w/o annotations (1); see within schema source)

<xsd:element minOccurs="0" name="termination" type="SecLendTermination"/>

XML schema documentation generated with FlexDoc/XML 1.12.2 using FlexDoc/XML XSDDoc 2.9.1 template set. All XSD diagrams generated by FlexDoc/XML DiagramKit.