| assetReference | AssetReference | Refers to the asset which specifies the securities being delivered or returned. | Asset reference. | | 1-1,
mfr | |
| valueDate | xsd:date | The date on which the proposed collateral will be settled. | Value date. | | 0-1,
mfr | |
| Choice begin |
| Branch1 |
| nominalAmount | Money | Nominal amount of the securities to be delivered or to be moved as a collateral. | Nominal amount. | | 1-1,
mfr | |
| cleanPrice | xsd:decimal | Bond clean price, expressed in percentage points, 100 is the initial value of the
bond.
| Bond clean price. | | 0-1,
mfr | |
| accruals | xsd:decimal | Accruals, relationship is clean price and accruals equals dirty price, all prices
are expressed in percentage points, 100 is the initial value of the bond.
| Accruals. | | 0-1,
mfr | |
| dirtyPrice | xsd:decimal | Bond dirty price, expressed in percentage points, 100 is the initial value of the
bond.
| Bond dirty price. | | 1-1,
mre,
mfr | |
| Branch2 |
| numberOfUnits | xsd:decimal | The number of units (index or securities). | Number of units. | | 1-1,
mre,
mfr | |
| unitPrice | Money | The price of each unit. | Unit price. | | 1-1,
mre | |
| Choice end |
| marketValue | Money | The value of the proposed collateral movement prior to the application of any haircut
amount.
| Market value. | | 1-1,
mfr | |
| haircut | xsd:decimal | The amount to which the collaterals market value will be discounted to take into account
the ability to realize the value of that collateral.
| Haircut. | | 0-1,
mfr | |
| collateralValue | Money | This is the value of the proposed collateral after the application of the haircut. | Collateral value. | | 0-1,
mfr | |