August 2020 EagleML Release
Added to the schema:
1. eagleml-ca-shared-2-0.xsd: the element originalCAId has been added to the CA.model group
2. eagleml-ca-shared-2-0.xsd: the following groups have been added to the MandatoryCAExclusion.model group:
BeginDate.model group
EndDate.model group
3. eagleml-issuer-2-0.xsd: the group IssuerSector.model has been added to the IssuerOrganization complex type
4. eagleml-issuer-2-0.xsd: the group IssuerSector.model has been added to the schema with the following elements and groups:
russellGlobal
barclaysIssuerIndustry
blackRockLipper
blkInfrastructureDebt
blkInfrastructureDebtClass
bombayStockExchange
chinaSecuritiesIndex
citiGlobal
citigroup
sicIndustry
colombianStockExchange
csfbIssuerIndustry
deutscheBorse
dowJonesIssuer
fitch
ftseIssuerIndustry
goldman
gretaiSecurities
iBoxx
jpmAsianCreditIndex
jpmCembiIndex
jpmEmbiIndex
jpmIssuerIndustry
lcdLeveragedLoanIndex
merrillLynchConvertibles
merrillLynchIssuer
moodyIssuerIndustry
moodyCloDiversity
msciHedgeIssuerIndustry
msciIndustry
nomuraIndustry
nomuraIssuerIndustry
reutersIndustry
spIssuerIndustry
scotiaDexssuerIndustry
standardSicIndustry
sixSwissExchange
taiwanStockExchange
topix
ubsIssuerIndustry
warsawStockExchange
wig
iBoxxAlbi
globalPropertyResearch
iBoxxAudLargeCap
londonStockExchange
bloombergMuniIndustry
iisl
localExchange
thailandStockExchange
malaysiaStockExchange
japanStockExchange
indonesiaStockExchange
philippinesStockExchange
indiaStockExchange
koreaStockExchange
csrcChina
sywgChina
naics
bloombergGovernment
bloombergFixedIncome
bloombergEquity
BICSLevel.model group
NACE.model group
ICB.model group
russellGlobalSource
barclaysIssuerIndSource
blackRockLipperSource
blkInfraDebtSource
blkInfraDebtClassSource
bombayStockExchangeSource
chinaSecuritiesIndexSource
citiGlobalSource
citigroupSource
sicIndustrySource
colombianStockExcSource
csfbIssuerIndSource
deutscheBorseSource
dowJonesIssuerSource
fitchSource
ftseIssuerIndSource
goldmanSource
gretaiSecuritiesSource
iBoxxSource
jpmAsianCreditIndexSource
jpmCembiIndexSource
jpmEmbiIndexSource
jpmIssuerIndSource
ldcLevLoanIndexSource
merrillConvertSource
merrillIssuerSource
moodyIssuerIndSource
moodyCloDiversitySource
msciHedgeIssuerIndSource
msciIndustrySource
nomuraIndustrySource
nomuraIssuerIndSource
reutersIndustrySource
spIssuerIndSource
scotiaDexIssuerIndSource
standardSicIndustrySource
sixSwissExchangeSource
taiwanStockExchangeSource
topixSource
usbIssuerIndSource
warsawStockExchangeSource
wigSource
iBoxxAlbiSource
globalPropResearchSource
iBoxxAudLargeCapSource
londonStockExchangeSource
bloombergMuniIndSource
iislSource
localExchangeSource
thailandStockExchangeSource
malaysiaStockExchangeSource
japanStockExchangeSource
indonesiaStockExchangeSource
philippinesStockExchangeSource
indiaStockExchangeSource
koreaStockExchangeSource
chinaSecuritiesSource
sywgChinaSource
northAmericanIndustrySource
bloombergGovernmentSource
bloombergFixedIncomeSource
bloombergEquitySource
5. eagleml-ref-shared-2-0.xsd: the following elements have been added to the IssueAnalyticExt.model group:
tradeSetlmtDate
futureCtdConversionFactor
futureCtdCoupon
futureCtdMaturity
futureCtdSecurityId
futureCtdSecurityIdType
volumeAvg3m
curMktCapShareClass
6. eagleml-ref-shared-2-0.xsd: the following elements and groups have been added to the AnalyticEquity.model group:
dividendExDate
DividendRate.model group
issuerMarketCapitalization
issuerVotingShares
totalReturn1wk
totalReturn1mo
eqyFreeFloatPct
7. eagleml-ref-shared-2-0.xsd: the following elements and groups have been added to the AnalyticFI.model group:
nextSinkPrice
marketYield
optionCost
YieldCurveCode.model
nomSpread
8. eagleml-ref-shared-2-0.xsd: the group AnalyticMtg.model has been added to the schema with the following elements:
amortizationAverageMaturity
averageLoanAge
averageLoanSize
averageLoanToValueRatio
averageOriginalLoanSize
averageMaturityFromSettlementDt
fullDocLoanPercent
loanMargin
internalLoanToValueRatio
loanCount
loanPurposeEquityPercent
loanPurposePurchasePercent
loanPurposeRefinancePercent
marketLoanToValueRatio
ownerOccupiedPropertyPercent
prepayLockoutMonths
principalLockoutMonths
singleFamilyPropertyPercent
9. eagleml-ref-shared-2-0.xsd: the complex type AnalyticMtgModel has been added to the schema with the group AnalyticMtg.model
10. eagleml-sec-shared-2-0.xsd: the following elements have been added to the CommonSMF.model group:
reitFlag
ndfIndicator
internationalSukuk
domesticSukuk
11. eagleml-shared-2-0.xsd: the element xrefUpdateTimestamp has been added to the EntityXrefIdentifier.model group
12. eagleml-shared-2-0.xsd: the element analyticMtgModel of complex type AnalyticMtgModel has been added to the GenericIssueAnalyticModel.model group
13. eagleml-shared-2-0.xsd: the group DividendRate.model has been added to the schema with the element dividendRate
14. eagleml-shared-2-0.xsd: the group YieldCurveCode.model has been added to the schema with the element yieldCurveCode
15. eagleml-shared-2-0.xsd: the group BICSLevel.model has been added to the schema with the following elements:
bicsLevel1SectorCode
bicsLevel1SectorName
bicsLevel2IndustryGroupCode
bicsLevel2IndustryGroupName
bicsLevel3IndustryCode
bicsLevel3IndustryName
bicsLevel4SubIndustryCode
bicsLevel4SubIndustryName
bicsLevel5SegmentCode
bicsLevel5SegmentName
bicsLevel6SegmentCode
bicsLevel6SegmentName
bicsLevel7SegmentCode
bicsLevel7SegmentName
16. eagleml-shared-2-0.xsd: the group NACE.model has been added to the schema with the following elements:
naceClassCode
naceClassName
naceSectorCode
naceSectorName
naceDivisionCode
naceDivisionName
naceGroupCode
naceGroupName
17. eagleml-shared-2-0.xsd: the group NACE.model has been added to the schema with the following elements:
icbSectorName
icbSector
icbSubsectorName
icbSubsector
icbSupersectorName
icbSupersector
icbIndustryName
icbIndustry
Replaced in the schema:
1. eagleml-acc-2-0.xsd: the element dividendRate has been replaced by the group DividendRate.model in the TradedCashActivity.model group
2. eagleml-ref-2-0.xsd: the element yieldCurveCode has been replaced by the group YieldCurveCode.model in the YieldCurve complex type
3. eagleml-sec-shared-2-0.xsd: the elements bicsLevel[...] specified above have been replaced by the BICSLevel.model group in the UDF.model group
4. eagleml-sec-shared-2-0.xsd: the elements nace[...] specified above have been replaced by the BICSLevel.model group in the UDF.model group
5. eagleml-sec-shared-2-0.xsd: the elements icb[...] specified above have been replaced by the ICB.model group in the SMExtension.model group
6. eagleml-wh-2-0.xsd: the element dividendRate has been replaced by the group DividendRate.model in the WarehouseCashActivity complex type
Other changes:
1. eagleml-shared-2-0.xsd: the element reason has been made optional in the Record complex type
Element annotations have been updated.