XSD Revision 330
- Dmitry Donosiyan (Unlicensed)
- Kinga Huszno
April 2019 EagleML Release
Added to the schema:
1. eagleml-entity-2-0.xsd: the element entityLiquidity of complex type EntityLiquidityModel has been added to the GenericEntity complex type
2. eagleml-entity-shared-2-0.xsd: the complex type EntityLiquidityModel has been added to the schema with the following groups and elements:
netAssetValue
notionalMarketValue
numberOfAssets
highlyLiquid1Percent
moderatelyLiquid1Percent
lessLiquid1Percent
illiquid1Percent
highlyLiquid5Percent
moderatelyLiquid5Percent
lessLiquid5Percent
illiquid5Percent
highlyLiquid10Percent
moderatelyLiquid10Percent
lessLiquid10Percent
illiquid10Percent
highlyLiquid20Percent
moderatelyLiquid20Percent
lessLiquid20Percent
illiquid20Percent
rats0PercentLiquid
rats0PercentHighlyLiquid
rats0PercentModeratelyLiquid
rats0PercentLessLiquid
rats0PercentIlliquid
rats1PercentLiquid
rats1PercentHighlyLiquid
rats1PercentModeratelyLiquid
rats1PercentLessLiquid
rats1PercentIlliquid
rats2PercentLiquid
rats2PercentHighlyLiquid
rats2PercentModeratelyLiquid
rats2PercentLessLiquid
rats2PercentIlliquid
rats3PercentLiquid
rats3PercentHighlyLiquid
rats3PercentModeratelyLiquid
rats3PercentLessLiquid
rats3PercentIlliquid
rats4PercentLiquid
rats4PercentHighlyLiquid
rats4PercentModeratelyLiquid
rats4PercentLessLiquid
rats4PercentIlliquid
rats5PercentLiquid
rats5PercentHighlyLiquid
rats5PercentModeratelyLiquid
rats5PercentLessLiquid
rats5PercentIlliquid
3. eagleml-wh-shared-2-0.xsd: the following elements have been added to the LiquidityFields.model group:
notionalWeightPercent
marketValuePercent
daysSettle
rats0StressMultplier
rats1StressMultplier
rats2StressMultplier
rats3StressMultplier
rats4StressMultplier
rats5StressMultplier
daysUnwindMultiplier
Element annotations have been updated