| Info |
|---|
September 2019 EagleML Release |
Added to the schema:
1. eagleml-sec-2-0.xsd: the following elements have been added to the MultilegSMF complex type:
NoteModel of complex type NoteModel
issuer of complex type IssuerDataModel
2. eagleml-sec-shared-2-0.xsd: the following elements have been added to the SmfLegModel complex type:
ScheduleModel of complex type ScheduleModel
IssueVariableRateModel of complex type IssueVariableRateExtensionModel
EarningsTimePeriodModel of complex type EarningsTimePeriodModel
FloaterModel of complex type FloaterModel
3. eagleml-shared-2-0.xsd: the group Yield.model has been added to the schema with the element yield
4. eagleml-shared-2-0.xsd: the group Oas.model has been added to the schema with the element oas
5. eagleml-shared-2-0.xsd: the group PrepayDuration.model has been added to the schema with the element prepayDuration
6. eagleml-shared-2-0.xsd: the group SpreadDuration.model has been added to the schema with the element spreadDuration
7. eagleml-shared-2-0.xsd: the group YieldToMaturity.model has been added to the schema with the element yieldToMaturity
8. eagleml-shared-2-0.xsd: the group NotionalAmt.model has been added to the schema with the element notionalAmt
9. eagleml-txn-2-0.xsd: the element calcDates of complex type CalcDates has been added to the TransactionHeader complex type
10. eagleml-txn-2-0.xsd: the complex type CalcDates has been added to the schema with the element dateRule of complex type DateRule
11. eagleml-txn-2-0.xsd: the complex type DateRule has been added to the schema with the following attributes:
dateElementId
ruleName
fromCurrentDate
12. eagleml-wh-2-0.xsd: the following elements and group have been added to the WarehousePerformance complex type:
psreUserFloat1
psreUserFloat2
psreUserFloat3
psreUserFloat4
psreUserFloat5
nav
NotionalAmt.model group
sectorAnalytics of complex type SectorAnalytics
13. eagleml-wh-2-0.xsd: the complex type SectorAnalytics has been added to the schema with the following elements and groups:
Coupon.model group
Yield.model group
positionCount
liborOas
maturityDays
nomWal
nomYieldContribution
nomYield
nomDur
oacContribution
optionAdjustedConvexity
effectiveDuration
oadContribution
oas
pctNav
pctOadContribution
prepayDuration
spreadDuration
yieldToMaturity
moodyRating
spRating
Replaced in the schema:
1. eagleml-wh-2-0.xsd: the element coupon has been replaced by the group Coupon.model in the WarehousePosition complex type
2. eagleml-wh-2-0.xsd: the element notionalAmt has been replaced by the group NotionalAmt.model in the WarehousePosition complex type
3. eagleml-wh-shared-2-0.xsd: the element notionalAmt has been replaced by the group NotionalAmt.model in the WH_closeLot.model group
4. eagleml-wh-shared-2-0.xsd: the element yield has been replaced by the group Yield.model in the WH_group_xTrade.model group
5. eagleml-wh-shared-2-0.xsd: the element oas has been replaced by the group Oas.model in the PositionDetailAnlFi.model group
6. eagleml-wh-shared-2-0.xsd: the element prepayDuration has been replaced by the group PrepayDuration.model in the PositionDetailAnlFi.model group
7. eagleml-wh-shared-2-0.xsd: the element spreadDuration has been replaced by the group SpreadDuration.model in the PositionDetailAnlFi.model group
8. eagleml-wh-shared-2-0.xsd: the element yieldToMaturity has been replaced by the group YieldToMaturity.model in the PositionDetailAnlFi.model group
Element annotations have been updated.