XSD Revision 339
- Dmitry Donosiyan (Unlicensed)
- Kinga Huszno
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.