May 2021 EagleML Release
ADDED to the schema:
- eagleml-sec-shared-2-0.xsd: the element observationPeriodAdjustDays has been added to the FixedIncome.model group
- eagleml-ref-shared-2-0.xsd: the following elements have been added to the IssueAnalyticExt.model group:
globalFacilityAmount
privateSecurityType
absCollateralDescription
riskCurrencyBloc
cashFlowIndicator - eagleml-ref-shared-2-0.xsd: the element modifiedDurationIndicatior has been added to the AnalyticFI.model group
- eagleml-ref-shared-2-0.xsd: the element weightedAverageLoanAge has been added to the AnalyticMtg.model group
- eagleml-enum-2-0.xsd: the simple type ModifiedDurationIndicatiorStrictEnum has been added to the schema with the following enumeration values:
'TRUE' - eagleml-enum-2-0.xsd: the simple type ModifiedDurationIndicatiorEnum combining types ModifiedDurationIndicatiorStrictEnum and xsd:normalizedString has been added to the schema
- eagleml-enum-2-0.xsd: the simple type RiskCurrencyBlocStrictEnum has been added to the schema with the following enumeration values:
'Africa Bloc'
'Asia Bloc'
'Dollar Bloc'
'Euro Bloc'
'Latin America Bloc'
'Middle East Bloc'
'Supranational' - eagleml-enum-2-0.xsd: the simple type RiskCurrencyBlocEnum combining types RiskCurrencyBlocStrictEnum and xsd:string has been added to the schema
- eagleml-wh-shared-2-0.xsd: the following elements have been added to the TradeDetExt.model group:
newIssueIndicator
dealSource - eagleml-ref-shared-2-0.xsd: the element deferredProcessingSwitch has been added to the ReferenceElementOverride.model group
- eagleml-shared-2-0.xsd: the group WorstDate.model has been added to the schema with the element worstDate
- eagleml-shared-2-0.xsd: the group MoneyMktAct360Yield.model has been added to the schema with the element moneyMktAct360Yield
- eagleml-shared-2-0.xsd: the group Vega.model has been added to the schema with the element vega
- eagleml-shared-2-0.xsd: the group YTW.model has been added to the schema with the element ytw
- eagleml-wh-2-0.xsd: the element hedgeLink has been added to the WarehousePosition complex type
- eagleml-wh-shared-2-0.xsd: the following elements have been added to the PositionDetailAnl.model group:
yield3Year
oasSpreadDuration
oasLiborSpreadDuration
spreadOffWal
effectiveYield
riskPurpose - eagleml-wh-shared-2-0.xsd: the following groups have been added to the PositionDetailAnl.model group:
WorstDate.model
MoneyMktAct360Yield.model
Vega.model
YTW.model - eagleml-wh-shared-2-0.xsd: the following elements have been added to the PositionDetailAnlFi.model group:
dmTo3yrs
dmToMaturity - eagleml-acc-shared-2-0.xsd: the group PriorEffectiveDate.model has been added to the PricingReport.model group
- eagleml-acc-2-0.xsd: the following elements have been added to the RealizedGainLoss complex type:
impairmentGainBase
impairmentGainLocal
impairmentLossBase
impairmentLossLocalREPLACED in the schema:
1. eagleml-ref-shared-2-0.xsd: the element ytw has been replaced by the group YTW.model
2. eagleml-ref-shared-2-0.xsd: the element vega has been replaced by the group Vega.model
3. eagleml-ref-shared-2-0.xsd: the element moneyMktAct360Yield has been replaced by the group MoneyMktAct360Yield.model
4. eagleml-ref-shared-2-0.xsd: the element worstDate has been replaced by the group WorstDate.model - ...and also elements annotations have been updated.