Attributions

A set of attributions, which are a way to break down a cash amount into several components, like the repo interest portion in the final cashflow of the repo, the clean price attribution, etc. An example could be, for a repo worth 1M on a security priced at 100 at maturity with a total interest of 10,000, 1M is attributed to the security 'dirty price', 95,400,000.00 is attributed to the security clean price, ( I am making it up here ); 10,000.00 is attributed to the repo interest, and 200 is attributed to a stamp tax. All attributions are monetary amounts.

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Field	Type	Description	Print form title	FFSM title	Properties	Conditions
settlementCurrency	Currency	The currency that is used for all the attributions expressed with settlementAmount. The reason for this is to avoid repeating the currency (for example using FpML:Money) for every attribution amount in the structure. We therefore assume that attributions are expressed in a maximum of three currencies, which we specify here. The settlementCurrency is assumed to be the settlement currency of the trade in general cases.	Settlement currency.		1-1, mre, mfr
baseCurrency	Currency	The currency that is used for all the attributions expressed with baseAmount. The baseCurrency is usually USD within the firm, but it is in fact driven by the accounting engine expectations.	Base currency.		1-1, mre, mfr
underlyingCurrency	Currency	The currency that is used for all the attributions expressed with underlyingAmount. Underlying currency is the currency of issuance for the underlying instrument. So if you need to express attributions on a Repo settling in EUR but with GBP instruments, you would specify underlyingCurrency to be GBP.	Underlying currency.		0-1, mfr
attribution	Attribution	The attributions go here. There is no limit on the number of attributions.	Attribution values.		1-∞, mre

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Attributions

settlementCurrency(Currency)

The currency that is used for all the attributions expressed with settlementAmount. The reason for this is to avoid repeating the currency (for example using FpML:Money) for every attribution amount in the structure. We therefore assume that attributions are expressed in a maximum of three currencies, which we specify here. The settlementCurrency is assumed to be the settlement currency of the trade in general cases.

baseCurrency(Currency)

	The currency that is used for all the attributions expressed with baseAmount. The baseCurrency is usually USD within the firm, but it is in fact driven by the accounting engine expectations.

underlyingCurrency(Currency)

	The currency that is used for all the attributions expressed with underlyingAmount. Underlying currency is the currency of issuance for the underlying instrument. So if you need to express attributions on a Repo settling in EUR but with GBP instruments, you would specify underlyingCurrency to be GBP.

attribution(Attribution)

	The attributions go here. There is no limit on the number of attributions.

type(AttributionType)

	The attribution type. The cash settlement amount specified in the enclosing transfer will be broken down into several subcomponents (like a PandL explain), and the type of the breakdown is defined here. Typical values are in a scheme.

settlementAmount(decimal)

An amount expressed in the settlement currency that was indicated in the enclosing Attributions structure. This is done to avoid repeating the currency for every amount when we know that attributions are expressed in a consistent way, with the same currencies.

baseAmount(decimal)

An amount expressed in the base currency defined in the enclosing Attributions structure (see baseCurrency). If this optional field is present, baseCurrency must be defined in the enclosing structure.

underlyingAmount(decimal)

An amount expressed in the currency of an underlyer (see underlyingCurrency). If this field is present then the underlyingCurrency field in the enclosing structure must be defined.