XSD Revision 372

May 2021 EagleML Release

ADDED to the schema:

  1. eagleml-sec-shared-2-0.xsd: the element observationPeriodAdjustDays has been added to the FixedIncome.model group

  2. eagleml-ref-shared-2-0.xsd: the following elements have been added to the IssueAnalyticExt.model group:
    globalFacilityAmount
    privateSecurityType
    absCollateralDescription
    riskCurrencyBloc
    cashFlowIndicator

  3. eagleml-ref-shared-2-0.xsd: the element modifiedDurationIndicator has been added to the AnalyticFI.model group

  4. eagleml-ref-shared-2-0.xsd: the element weightedAverageLoanAge has been added to the AnalyticMtg.model group

  5. eagleml-enum-2-0.xsd: the simple type ModifiedDurationIndicatorStrictEnum has been added to the schema with the following enumeration values:
    'TRUE'

  6. eagleml-enum-2-0.xsd: the simple type ModifiedDurationIndicatorEnum combining types ModifiedDurationIndicatorStrictEnum and xsd:normalizedString has been added to the schema

  7. 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'

  8. eagleml-enum-2-0.xsd: the simple type RiskCurrencyBlocEnum combining types RiskCurrencyBlocStrictEnum and xsd:string has been added to the schema

  9. eagleml-wh-shared-2-0.xsd: the following elements have been added to the TradeDetExt.model group:
    newIssueIndicator
    dealSource

  10. eagleml-ref-shared-2-0.xsd: the element deferredProcessingSwitch has been added to the ReferenceElementOverride.model group

  11. eagleml-shared-2-0.xsd: the group WorstDate.model has been added to the schema with the element worstDate

  12. eagleml-shared-2-0.xsd: the group MoneyMktAct360Yield.model has been added to the schema with the element moneyMktAct360Yield

  13. eagleml-shared-2-0.xsd: the group Vega.model has been added to the schema with the element vega

  14. eagleml-shared-2-0.xsd: the group YTW.model has been added to the schema with the element ytw

  15. eagleml-wh-2-0.xsd: the element hedgeLink has been added to the WarehousePosition complex type

  16. eagleml-wh-shared-2-0.xsd: the following elements have been added to the PositionDetailAnl.model group:
    yield3Year
    oasSpreadDuration
    oasLiborSpreadDuration
    spreadOffWal
    effectiveYield
    riskPurpose

  17. 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

  18. eagleml-wh-shared-2-0.xsd: the following elements have been added to the PositionDetailAnlFi.model group:
    dmTo3yrs
    dmToMaturity

  19. eagleml-acc-shared-2-0.xsd: the group PriorEffectiveDate.model has been added to the PricingReport.model group

  20. eagleml-acc-2-0.xsd: the following elements have been added to the RealizedGainLoss complex type:
    impairmentGainBase
    impairmentGainLocal
    impairmentLossBase
    impairmentLossLocal

REPLACED 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.

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