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© 1999-2004 Chicago Mercantile Exchange

Contents:

• Introduction
• XML Examples
• XML Documentation
• XML Tools
• Sample CME XML file

• Span DTD Element Description
• SPAN DTD file
• Revision History

• Back to main SPAN page

spanRisk.dtd

• pointInTime
• clearingOrg
• exchange
• ccDef
• businessFunction
• portfolio

<!-- Risk Parameter Elements-->

<!ELEMENT spanFile (
	spanVersion?,
	fileFormat?,
	created?,
	definitions,
	pointInTime+
	)>

<!ELEMENT spanVersion (#PCDATA)>
<!ELEMENT fileFormat (#PCDATA)>
<!ELEMENT created (#PCDATA)>

<!ELEMENT definitions(
	currencyDef+,
	acctTypeDef+,
	venueDef*,
	tickTypeDef*,
	feeTypeDef*,
	groupTypeDef*
	)>

<!ELEMENT currencyDef (
	currency,
	symbol,
	name,
	decimalPos
	)>

<!ELEMENT currency (#PCDATA)>
<!ELEMENT symbol (#PCDATA)>
<!ELEMENT decimalPos (#PCDATA)>
<!ELEMENT name(#PCDATA)>

<!ELEMENT acctTypeDef (
	isCust,
	acctType,
	name?,
	isNetMargin
	priority
	)>

<!ELEMENT acctType (#PCDATA)>
<!ELEMENT isCust (#PCDATA)>
<!ELEMENT isNetMargin (#PCDATA)>
<!ELEMENT priority(#PCDATA)>

<!ELEMENT venueDef (
	id,
	name
	)>

<!ELEMENT tickTypeDef (
	id,
	name
	)>

<!ELEMENT feeTypeDef (
	id,
	name
	)>

<!ELEMENT groupTypeDef (
	id,
	name
	)>

<!ELEMENT id (#PCDATA)>

<!ELEMENT pointInTime (
	date,
	isSetl,
	setlQualifier?,
	time?,
	run?,
	desc?,
	clearingOrg+,
	businessFunction*,
	portfolio*
	)>

<!ELEMENT date (#PCDATA)>
<!ELEMENT isSetl (#PCDATA)>
<!ELEMENT setlQualifier (#PCDATA)>
<!ELEMENT time (#PCDATA)>
<!ELEMENT run(#PCDATA)>

<!ELEMENT clearingOrg (
    	ec,
        	name,
        	isContractScale?,
        	isNetMargin?,
        	finalizeMeth,
        	oopDeltaMeth?,
        	capAnov?,
        	lookAheadYears?,
        	lookAheadDays?,
        	daysPerYear?,
	custUseLov?,
	useLovPct?,
        	curConv*,
        	pbRateDef*,
        	pointDef*,
        	exchange+,
        	ccDef*,
        	superSpreads?,
	superInterClearSpreads?,
        	interSpreads?,
        	interClearSpreads?
        )>

<!ELEMENT ec (#PCDATA)>
<!ELEMENT isContractScale (#PCDATA)>
<!ELEMENT finalizeMeth (#PCDATA)>
<!ELEMENT oopDeltaMeth (#PCDATA)>
<!ELEMENT capAnov (#PCDATA)>
<!ELEMENT lookAheadYears (#PCDATA)>
<!ELEMENT lookAheadDays (#PCDATA)>
<!ELEMENT daysPerYear(#PCDATA)>
<!ELEMENT custUseLov (#PCDATA)>
<!ELEMENT useLovPct (#PCDATA)>

<!ELEMENT curConv (
        fromCur,
        toCur,
        factor
        )>

<!ELEMENT fromCur (#PCDATA)>
<!ELEMENT toCur (#PCDATA)>
<!ELEMENT factor(#PCDATA)>

<!ELEMENT pbRateDef (
        r,
        isCust,
        acctType,
        isM, 
        pbc
        )>

<!ELEMENT r (#PCDATA)>
<!ELEMENT accountType (#PCDATA)>
<!ELEMENT isMaintenance (#PCDATA)>
<!ELEMENT pbClass(#PCDATA)>

!ELEMENT pointDef(
        r,
        scanPointDef+,
        deltaPointDef+
        )>

<!ELEMENT scanPointDef(
        point,
        priceScanDef,
        volScanDef,
        weight, 
        pairedPoint
        )>

<!ELEMENT deltaPointDef (
        point,
        priceScanDef,
        volScanDef,
        weight
        )>

<!ELEMENT point(#PCDATA)>

<!ELEMENT priceScanDef(
        mult,
        defType?,	
        numerator?,
        denominator?
        )>

<!ELEMENT volScanDef (
        mult,
        defType?,
        numerator?,
        denominator?
        )>

<!ELEMENT weight (#PCDATA)>
<!ELEMENT mult (#PCDATA)>
<!ELEMENT defType (#PCDATA)>
<!ELEMENT pairedPoint (#PCDATA)>
<!ELEMENT numerator (#PCDATA)>
<!ELEMENT denominator(#PCDATA)>

<!ELEMENT exchange (
	exch,
	name?,
	phyPf*,
	debtPf*,
	equityPf*,
	futPf*,
	eDebtPf*, 
	oopPf*,
	oofPf*,
	ooePf*,
	(cmbPf|oocPf)*
	)>

<!ELEMENT exch(#PCDATA)>

<!ELEMENT phyPf (
	pfId,
	pfCode,
	domain?,
	specs?,
	group*,
	alias*,
	name?,
	currency,
	contractSize?,
	uomQty?,
	uom?,
	cvf?,
	priceDl?,
	priceFmt?,
	valueMeth,
	priceMeth?,
	setlMeth?,
	positionsAllowed?,
	phy*
	)>

<!ELEMENT pfId (#PCDATA)>
<!ELEMENT pfCode (#PCDATA)>
<!ELEMENT domain (#PCDATA)>
<!ELEMENT contractSize (#PCDATA)>
<!ELEMENT uomQty (#PCDATA)>
<!ELEMENT uom (#PCDATA)>
<!ELEMENT cvf (#PCDATA)>
<!ELEMENT priceDl (#PCDATA)>
<!ELEMENT priceFmt (#PCDATA)>
<!ELEMENT valueMeth (#PCDATA)>
<!ELEMENT priceMeth (#PCDATA)>
<!ELEMENT setlMeth (#PCDATA)
<!ELEMENT positionsAllowed (#PCDATA)

<!ELEMENT specs (
	listed?,
	aliasDesc?,
	unitDesc?,
	quoted?,
	priceDesc?,
	pointDesc?,
	cabDesc?,
	listDesc?,
	flexDesc?,
	strikeDesc?,
	posLimit?,
	setlDateRule?,
	fdotRule?,
	ldotRule?,
	finalPriceRule?,
	venue*,
	fee*
	)>

<!ELEMENT listed (#PCDATA)>
<!ELEMENT unitDesc (#PCDATA)>
<!ELEMENT quoted (#PCDATA)>
<!ELEMENT priceDesc (#PCDATA)>
<!ELEMENT pointDesc (#PCDATA)>
<!ELEMENT cabDesc (#PCDATA)>
<!ELEMENT listDesc (#PCDATA)>
<!ELEMENT flexDesc (#PCDATA)>
<!ELEMENT strikeDesc (#PCDATA)>
<!ELEMENT posLimit (#PCDATA)>
<!ELEMENT setlDateRule (#PCDATA)>
<!ELEMENT fdotRule (#PCDATA)>
<!ELEMENT ldotRule (#PCDATA)>
<!ELEMENT finalPriceRule (#PCDATA)>

<!ELEMENT venue (
	id,
	hours?,
	listDesc?,
	flexDesc?,
	strikeDesc?,
	tick*,
	limits?,
	limitsDesc?,
	fdotRule?,
	ldotRule?
	)>

<!ELEMENT hours (#PCDATA)>
<!ELEMENT limits (#PCDATA)>

<!ELEMENT tick (
	id?,
	val,
	loVal?,
	hiVal?,
	desc?
	)>

<!ELEMENT loVal (#PCDATA)>
<!ELEMENT hiVal (#PCDATA)>

<!ELEMENT fee (
	id,
	val,
	desc?
	)>

<!ELEMENT group (
	id,
	aVal
	)>

<!ELEMENT alias(
	aType,
	aVal
	)>

<!ELEMENT aType (#PCDATA)>
<!ELEMENT aVal (#PCDATA)>

<!ELEMENT debtPf (
	pfId,
	pfCode,
	domain?,
	specs?,
	group*,
	alias*,
	name?,
	currency,
	contractSize?,
	uomQty?,
	uom?,
	cvf,
	priceDl?,
	priceFmt?,
	valueMeth,
	priceMeth?,
	setlMeth?,
	positionsAllowed?,
	country,
	debt*
	)>

<!ELEMENT country(#PCDATA)>

<!ELEMENT equityPf(
	pfId,
	pfCode,
	domain?,
	specs?,
	group*,
	alias*,
	name?,
	currency,
	contractSize?,
	uomQty?,
	uom?,
	cvf,
	priceDl?,
	priceFmt?,
	valueMeth,
	priceMeth?,
	setlMeth?,
	positionsAllowed?,
	country,
	equity*
	)>

<!ELEMENT futPf
	pfId,
	pfCode,
	domain?,
	specs?,
	group*,
	alias*,
	name?,
	currency,
	contractSize?,
	uomQty?,
	uom?,
	cvf,
	priceDl?,
	priceFmt?,
	valueMeth,
	priceMeth?,
	setlMeth?,
	positionsAllowed?,
	undPf,
	fut*
	)>

<!ELEMENT undPf (
	exch,
	pfId,
	pfCode?,
	pfType?,
	s,
	i
	)>

<!ELEMENT s (#PCDATA)>
<!ELEMENT i(#PCDATA)>

<!ELEMENT eDebtPf(
	pfId,
	pfCode,
	domain?,
	specs?,
	group*,
	alias*,
	name?,
	currency,
	contractSize?,
	uomQty?,
	uom?,
	cvf,
	priceDl?,
	priceFmt?,
	valueMeth,
	priceMeth?,
	setlMeth?,
	positionsAllowed?,
	country,
	undPf,
	eDebt*
	)>

<!ELEMENT oopPf (
	pfId,
	pfCode,
	domain?,
	specs?,
	group*,
	alias*,
	name?,
	exercise,
	currency,
	strikeCur?,
	contractSize?,
	uomQty?,
	uom?,
	cvf,
	svf?,
	priceDl?,
	priceFmt?,
	strikeDl?,
	strikeFmt?,
	cab,
	valueMeth,
	priceMeth?,
	setlMeth?,
	positionsAllowed?,
	priceModel,
	undPf,
	series*
	)>

<!ELEMENT exercise (#PCDATA)>
<!ELEMENT strikeCur (#PCDATA)>
<!ELEMENT strikeDl (#PCDATA)>
<!ELEMENT strikeFmt (#PCDATA)>
<!ELEMENT cab (#PCDATA)>
<!ELEMENT priceModel (#PCDATA)>
<!ELEMENT svf (#PCDATA)>

<!ELEMENT oofPf(
	pfId,
	pfCode,
	domain?,
	specs?,
	group*,
	alias*,
	name?,
	exercise,
	currency,
	strikeCur?,
	contractSize?,
	uomQty?,
	uom?,
	cvf,
	svf?,
	priceDl?,
	priceFmt?,
	strikeDl?,
	strikeFmt?,
	cab,
	valueMeth,
	priceMeth?,
	setlMeth?,
	positionsAllowed?,
	priceModel,
	undPf,
	series*
	)>

<!ELEMENT ooePf(
	pfId,
	pfCode,
	domain?,
	specs?,
	group*,
	alias*,
	name?,
	exercise,
	currency,
	strikeCur?,
	contractSize?,
	uomQty?,
	uom?,
	cvf,
	svf?,
	priceDl?,
	priceFmt?,
	strikeDl?,
	strikeFmt?,
	cab,
	valueMeth,
	priceMeth?,
	setlMeth?,
	positionsAllowed?,
	oopDeltaMeth?,
	priceModel,
	undPf,
	series*
	)>

<!ELEMENT cmbPf(
	pfId,
	pfCode,
	domain?,
	specs?,
	group*,
	alias*,
	name?,
	currency,
	contractSize?,
	uomQty?,
	uom?,
	cvf,
	priceDl?,
	priceFmt?,
	valueMeth,
	priceMeth?,
	setlMeth?,
	positionsAllowed?,
	cmbType?,
	undPf+,
	cmb*
	)>

<!ELEMENT oocPf(
	pfId,
	pfCode,
	domain?,
	specs?,
	group*,
	alias*,
	name?,
	exercise,
	currency,
	strikeCur?,
	contractSize?,
	uomQty?,
	uom?,
	cvf,
	svf?,
	priceDl?,
	priceFmt?,
	strikeDl?,
	strikeFmt?,
	cab,
	valueMeth,
	priceMeth?,
	setlMeth?,
	positionsAllowed?,
	oopDeltaMeth?,
	priceModel,
	undPf,
	series*
	)>

<!ELEMENT series (
	pe,
	alias*,
	v?,
	volType?,
	volSrc?,
	setlDate?,
	t?,
	fdot?,
	ldot?,
	seriesSetlMeth?,
	div?,
	cvf?,
	svf?,
	sc,
	refPriceFlag?,
	refPrice?,
	undC,
	intrRate*,
	divRate?,
	tick*,
	venue*,
	scanRate*,
	opt*
	)>

<!ELEMENT pe (#PCDATA)>
<!ELEMENT v (#PCDATA)>
<!ELEMENT volSrc (#PCDATA)>
<!ELEMENT setlDate (#PCDATA)>
<!ELEMENT t (#PCDATA)>
<!ELEMENT fdot (#PCDATA)>
<!ELEMENT ldot (#PCDATA)>
<!ELEMENT seriesSetlMeth (#PCDATA)>
<!ELEMENT sc (#PCDATA)>
<!ELEMENT refPriceFlag (#PCDATA)>
<!ELEMENT refPrice (#PCDATA)>

<!ELEMENT intrRate (
	val,
	rl?,
	cpm?,
	tm?,
	exm?
	)>

<!ELEMENT divRate (
	val,
	div*
	)>

<!ELEMENT div (
	val,
	(dtm|setlDate)|(dtm,setlDate))
	)>

<!ELEMENT rl (#PCDATA)>
<!ELEMENT cpm (#PCDATA)>
<!ELEMENT tm (#PCDATA)>
<!ELEMENT exm (#PCDATA)>
<!ELEMENT dtm (#PCDATA)>

<!ELEMENT undC (
	exch,
	pfId,
	cId,
	s,
	i
	)>

<!ELEMENT cId(#PCDATA)>

<!ELEMENT phy (
	cId,
	alias*,
	pe?,
	p?,
	priceType?,
	d?,
	v?,
	volType?,
	cvf?,
	sc?,
	haircut?,
	haircutRsv?,
	tick*,
	venue*,
	scanRate*,
	ra*
	)>

<!ELEMENT p (#PCDATA)>
<!ELEMENT d (#PCDATA)>
<!ELEMENT haircut (#PCDATA)>
<!ELEMENT haircutRsv (#PCDATA)>
<!ELEMENT priceType (#PCDATA)>
<!ELEMENT volType (#PCDATA)>

<!ELEMENT debt (
	cId,
	alias*,
	(cusip|isin)|(cusip,isin),
	pe?,
 	p?,
	priceType?,
  	d?,
	v?,
	volType?,
	cvf?,
	sc?,
	desc?,
	type?,
	subtype?,
	setlDate?,
	cpnRate?,
	cpnFreq?,
	cpnNextDate?,
	cpnLastDate?,
	accruedIntr,
	duration?,
	lbe?,
	tick*,
	venue*,
	scanRate*,
	ra*
	)>

<!ELEMENT cusip (#PCDATA)>
<!ELEMENT isin (#PCDATA)>
<!ELEMENT desc (#PCDATA)>
<!ELEMENT type (#PCDATA)>
<!ELEMENT subtype (#PCDATA)>
<!ELEMENT cpnRate (#PCDATA)>
<!ELEMENT cpnFreq (#PCDATA)>
<!ELEMENT cpnNextDate (#PCDATA)>
<!ELEMENT cpnLastDate (#PCDATA)>
<!ELEMENT accruedIntr (#PCDATA)>
<!ELEMENT duration (#PCDATA)>
<!ELEMENT lbe(#PCDATA)>

<!ELEMENT equity(
	cId,
	alias*,
	(cusip|isin)|(cusip,isin),
 	pe?,
	p?,
	priceType?,
  	d?,
	v?,
	volType?,
	cvf?,
	sc?,
	desc?,
	type?,
	subtype?,
	divRate?,
	haircut?,
	haircutRsv?,
	tick*,
	venue*,
	scanRate*,
	ra*
	)>

<!ELEMENT fut(
	cId,
	alias*,
	pe,
	p?,
	priceType?,
	dvas?,
	d?,
	v?,
	volType?,
	cvf?,
	sc?,
	setlDate?,
	t?,
	fdot?,
	ldot?,
	fDeliv?,
	lDeliv?,
	undC,
	intrRate*,
	tick*,
	venue*,
	scanRate*,
	ra*
	)>

<!ELEMENT dvas (
	dvad+
	)>

<!ELEMENT dvad (
	date,
	dv,
	dvcum?,
	dvs?,
	dvcs?
	)>

<!ELEMENT fDeliv (#PCDATA)>
<!ELEMENT lDeliv(#PCDATA)>
<!ELEMENT dv (#PCDATA)>
<!ELEMENT dvcum (#PCDATA)>
<!ELEMENT dvs (#PCDATA)>
<!ELEMENT dvcs (#PCDATA)>

<!ELEMENT eDebt	(
	cId,
	alias*,
	((cusip|isin)|(cusip,isin)),
 	pe?,
	p?,
	priceType?,
  	d?,
	v?,
	volType?,
	cvf?,
	sc?,
	desc?,
	type?,
	subtype?,
	setlDate?,
	cpnRate?,
	cpnFreq?,
	cpnNextDate?,
	cpnLastDate?,
	accruedIntr,
	duration?,
	lbe?,
	futEqFactor,
	undC+,
	tick*,
	venue*
	)>

<!ELEMENT futEqFactor(#PCDATA)>

<!ELEMENT opt (
	cId,
	alias*,
	o,
	k,
	p?,
	priceType?,
	pq?,
	d?,
	v?,
	volType?,
	ra*
	)>

<!ELEMENT o (#PCDATA)>
<!ELEMENT k(#PCDATA)>

<!ELEMENT cmb(
	cId,
	alias*,
	pe?,
	p?,
	priceType?,
	d?,
	v?,
	volType?,
	cvf?,
	sc?,
	setlDate?,
	t?,
	fdot?,
	ldot?,
	undC+,
	tick*,
	venue*,
	scanRate*,
	ra*
	)>

<!ELEMENT ra (
	r,
	a+,
	d
	)>

<!ELEMENT a(#PCDATA)>

<!ELEMENT ccDef (
	cc,
	name?,
	group,
	currency,
	riskExponent?,
	contractSize?,
	uomQty?,
	uom?,
	capAnov?,
	procMeth?,
	wfprMeth?,
	spotMeth?,
	somMeth?,
	cmbMeth?,
	isCollat?,
	pointDef*,
	pfLink*,
	adjRate*,
	(scanTiers|intraTiers|interTiers|rateTiers|somTiers)*,
	dSpread*,
	spotRate*,
	liqRate*,
	basisRates?,
	vmRate*
	)>

<!ELEMENT cc (#PCDATA)>
<!ELEMENT procMeth (#PCDATA)>
<!ELEMENT spotMeth (#PCDATA)>
<!ELEMENT somMeth (#PCDATA)>
<!ELEMENT cmbMeth (#PCDATA)>
<!ELEMENT isCollat (#PCDATA)>

<!ELEMENT pfLink (
	exch,
	pfId,
	pfCode?,
	pfType?,
	sc,
	cmbMeth?
	applyBasisRisk?,
	oopDeltaMeth?,
	arrayPrecision?
	)>

<!ELEMENT pfType (#PCDATA)>
<!ELEMENT applyBasisRisk(#PCDATA)>

<!ELEMENT adjRate (
	r,
	baseR,
	val
	)>

<!ELEMENT baseR (#PCDATA)>
<!ELEMENT val(#PCDATA)>

<!ELEMENT scanTiers(tier)+>
<!ELEMENT intraTiers(tier)+>
<!ELEMENT interTiers(tier)+>
<!ELEMENT rateTiers(tier)+>
<!ELEMENT somTiers(tier)+>

<!ELEMENT tier (
	tn,
	sPe?,
	ePe?,
	tne?,
	tbn?,
	btn?,
	brk?,
	((rate*)|(scanRate*))
	)>

<!ELEMENT tn (#PCDATA)>
<!ELEMENT sPe (#PCDATA)>
<!ELEMENT ePe (#PCDATA)>
<!ELEMENT tne (#PCDATA)>
<!ELEMENT tbn (#PCDATA)>
<!ELEMENT btn (#PCDATA)>
<!ELEMENT brk (#PCDATA)>

<!ELEMENT rate(
	r,
	val
	)>

<!ELEMENT scanRate (
	r,
	((priceScan|priceScanPct)|(priceScan,priceScanPct)),
	((volScan|volScanPct)|(volScan,volScanPct))
	)>

<!ELEMENT priceScan (#PCDATA)>
<!ELEMENT priceScanPct (#PCDATA)>
<!ELEMENT volScan(#PCDATA)>
<!ELEMENT volScanPct(#PCDATA)>

<!ELEMENT dSpread (
	spread,
	chargeMeth,
	(rate*|pmpsRate*),
	((tLeg|pLeg)*|(rpLeg)*),
	dSpread*
	)>

<!ELEMENT spread (#PCDATA)>
<!ELEMENT chargeMeth(#PCDATA)>


<!ELEMENT pmpsRate (
	r,
	val,
	pmRate,
	psRate
	)>

<!ELEMENT pmRate (#PCDATA)>
<!ELEMENT psRate(#PCDATA)>


<!ELEMENT tLeg (
	cc,
	tierNum,
	rs,
	i,
	rate*
	)>

<!ELEMENT rs(#PCDATA)>

<!ELEMENT pLeg(
	cc,
	pe,
	rs,
	i,
	rate*
	)>

<!ELEMENT rpLeg (
	cc,
	rpNum,
	rs,
	i,
	btNum?,
	etNum?,
	rate*
	)>

<!ELEMENT tNum (#PCDATA)>
<!ELEMENT rpNum (#PCDATA)>
<!ELEMENT btNum (#PCDATA)>
<!ELEMENT etNum(#PCDATA)>


<!ELEMENT spotRate (
	r,
	pe,
	sprd,
	outr
	)>

<!ELEMENT sprd (#PCDATA)>
<!ELEMENT outr(#PCDATA)>


<!ELEMENT liqRate (
	r,
	specificRate,
	genericRate
	)>

<!ELEMENT specificRate (#PCDATA)>
<!ELEMENT genericRate (#PCDATA)>

<!ELEMENT basisRates(rate*)>

<!ELEMENT vmRate (
	r,
	lrate,
	lreset,
	llthresh,
	lhthresh,
	srate,
	sreset,
	slthresh,
	shthresh
	)>

<!ELEMENT lrate (#PCDATA)>
<!ELEMENT lreset (#PCDATA)>
<!ELEMENT llthresh (#PCDATA)>
<!ELEMENT lhthresh (#PCDATA)>
<!ELEMENT srate (#PCDATA)>
<!ELEMENT sreset (#PCDATA)>
<!ELEMENT slthresh (#PCDATA)>
<!ELEMENT shthresh (#PCDATA)>

<!ELEMENT superSpreads(dSpread*)>
<!ELEMENT superInterClearSpreads(dSpread*)>

<!ELEMENT interSpreads(dSpread|sSpread)*>

<!ELEMENT interClearSpreads(clearSpread*)>

<!ELEMENT sSpread (
	spread,
	isTargetReq?,
	numLegsReq?,
	rate+,				   
	sLeg+
	)>

<!ELEMENT isTargetReq(#PCDATA)>
<!ELEMENT numLegsReq(#PCDATA)>

<!ELEMENT sLeg (
	cc,
	isTarget,
	i?,
	rate*
	)>

<!ELEMENT isTarget(#PCDATA)>

<!ELEMENT clearSpread(
	spread,
	homeLeg+,
	awayLeg+
	)>

<!ELEMENT homeLeg(
	cc,
	tierNum,
	rs,
	i,
	rate+
	)>

<!ELEMENT awayLeg(
	ec,
	cc,
	tierNum,
	rs,
	i
	)>

<!ELEMENT businessFunction(
	busFuncType,
	ec,
	name,
	isContractScale?,
	isNetMargin?,
	finalizeMeth,
	oopDeltaMeth?,
	capAnov?,
	lookAheadYears?,
	lookAheadDays?,
	daysPerYear?,
	curConv*,
	pbRateDef*,
	pointDef+,
	busFuncCoLink+,
	ccDef+,
	superSpreads?,
	superInterClearSpreads?,
	interSpreads?,
	interClearSpreads?
	)>

<!ELEMENT busFuncType (#PCDATA)>

<!ELEMENT busFuncCoLink(
	ec,
	coAlias?,
	busFuncExchLink+
	)>

<!ELEMENT busFuncExchLink(
	exch,
	exchAlias?,
	bfPfLink+
	)>

<!ELEMENT bfPfLink (
	pfId,
	pfCode?,
	pfType?,
	pfAlias?,
	(bfSeries*|bfC*)
	)>

<!ELEMENT coAlias (#PCDATA)>
<!ELEMENT exchAlias (#PCDATA)>
<!ELEMENT pfAlias(#PCDATA)>

<!ELEMENT bfSeries(
	pe,
	undC,
 	scanRate*,
	bfC*
	)>

<!ELEMENT bfC (
	cId,
	scanRate*,
	ra*
	)>


<!-- Portfolio Elements-->

<!ELEMENT portfolio(
	firm,
	acctId,
	acctType,
	isCust,
	seg?,
	parentAcct?,
	qib?,
	isNew,
	equivPosType?,
	ledgerBal,
	ote,
	lue?,
	securities,
	lfv?,
	sfv?,
	lov?,
	sov?,
	lovf?,
	sovf?,
	lpv?,
	spv?,
	sv?,
	svt?,
	svp?,
	svpt?,
	op?,
	ap?,
	dva?,
	pl?,
	otep?,
	plp?,
	curVal*,
	oReq*,
	ecPort+
	)>

<!ELEMENT firm (#PCDATA)>
<!ELEMENT acctId (#PCDATA)>
<!ELEMENT seg (#PCDATA)>
<!ELEMENT isNew (#PCDATA)>
<!ELEMENT ledgerBal (#PCDATA)>
<!ELEMENT ote (#PCDATA)>
<!ELEMENT lue (#PCDATA)>
<!ELEMENT securities (#PCDATA)>
<!ELEMENT lfv (#PCDATA)>
<!ELEMENT sfv (#PCDATA)>
<!ELEMENT lov (#PCDATA)>
<!ELEMENT sov (#PCDATA)>
<!ELEMENT lovf (#PCDATA)>
<!ELEMENT sovf (#PCDATA)>
<!ELEMENT lpv (#PCDATA)>
<!ELEMENT spv (#PCDATA)>
<!ELEMENT sv (#PCDATA)>
<!ELEMENT svt (#PCDATA)>
<!ELEMENT svp (#PCDATA)>
<!ELEMENT svpt (#PCDATA)>
<!ELEMENT op (#PCDATA)>
<!ELEMENT ap (#PCDATA)>
<!ELEMENT dva (#PCDATA)>
<!ELEMENT pl (#PCDATA)>
<!ELEMENT otep (#PCDATA)>
<!ELEMENT plp (#PCDATA)>

<!ELEMENT parentAcct(
	firm,
	acctId,
	seg?
	)>

<!ELEMENT curVal(
	currency,
	lfv?,
	sfv?,
	lov?,
	sov?,
	lovf?,
	sovf?,
	lpv?,
	spv?,
	sv?,
	svt?,
	svp?,
	svpt?,
	op?,
	ap?,
	dva?,
	ote?,
	lue?,
	pl?,
	otep?,
	plp?
	)>

<!ELEMENT oReq(
	isM,
	pbc,
	spanReq,
	addlReq?,
	anov,
	oReq?,
	curReq*
	)>
	
<!ELEMENT spanReq (#PCDATA)>
<!ELEMENT anov (#PCDATA)>

<!ELEMENT curReq(
	currency,
	spanReq,
	anov,
	curReq?
	)>

<!ELEMENT ecPort(
	ec,
	lfv?,
	sfv?,
	lov?,
	sov?,
	lovf?,
	sovf?,
	lpv?,
	spv?,
	sv?,
	svt?,
	svp?,
	svpt?,
	op?,
	ap?,
	dva?,
	ote?,
	lue?,
	pl?,
	otep?,
	plp?
	curVal*,
	oReq*,
	ccPort+
	)>

<!ELEMENT ccPort(
	cc,
	r?,
	currency?,
	pss,
	lfv?,
	sfv?,
	lov?,
	sov?,
	lovf?,
	sovf?,
	lpv?,
	spv?,
	sv?,
	svt?,
	svp?,
	svpt?,
	op?,
	ap?,
	dva?,
	ote?,
	lue?,
	pl?,
	otep?,
	plp?
	(nReq|gReq|dReq)*,
	(np|ncp|gp|gcp|edp|asset)*
	)>

<!ELEMENT pss (#PCDATA)>

<!ELEMENT nReq(
	isM,
	pbc,
	spanReq,
	addlReq?,
	anov?,
	sr,
	ia,
	basis?,
	dr,
	ie,
	iex,
	som,
	pd+,
	str+,
	iatr+,
	ietr+,
	somtr+	
	)>
	
<!ELEMENT ia (#PCDATA)>
<!ELEMENT basis (#PCDATA)>
<!ELEMENT dr (#PCDATA)>
<!ELEMENT ie (#PCDATA)>
<!ELEMENT iex (#PCDATA)>
<!ELEMENT som (#PCDATA)>

<!ELEMENT pd (
	pe,
	od,
	gd,
	rd,
	drs?,
	dro?
	)>

<!ELEMENT od (#PCDATA)>
<!ELEMENT gd (#PCDATA)>
<!ELEMENT rd (#PCDATA)>
<!ELEMENT drs (#PCDATA)>
<!ELEMENT dro (#PCDATA)>

<!ELEMENT str(
	tn,
	sr,
	as,
	sv+
	)>
	
<!ELEMENT sr (#PCDATA)>
<!ELEMENT as (#PCDATA)>
<!ELEMENT sv (#PCDATA)>

<!ELEMENT iatr(
	tn,
	ld,
	sd,
	rld,
	rsd
	)>
	
<!ELEMENT ld (#PCDATA)>
<!ELEMENT sd (#PCDATA)>
<!ELEMENT rld (#PCDATA)>
<!ELEMENT rsd (#PCDATA)>

<!ELEMENT ietr(
	tn,
	ie,
	iex,
	wpr,
	pr,
	tr,
	vr,
	sr,
	as,
	ld,
	sd,
	rld,
	rsd,
	sv+
	)>
	
<!ELEMENT wpr (#PCDATA)>
<!ELEMENT pr (#PCDATA)>
<!ELEMENT tr (#PCDATA)>
<!ELEMENT vr (#PCDATA)>

<!ELEMENT somtr(
	tn,
	som,
	sco,
	spo
	)>

<!ELEMENT sco (#PCDATA)>
<!ELEMENT spo (#PCDATA)>

<!ELEMENT gReq(
	isM,
	pbc,
	spanReq,
	addlReq?,
	anov,
	som,
	nlRisk,
	nsRisk,
	asomtr*,
	(iaReq|nReq)*,
	(nlr|nsr)*
	)>

<!ELEMENT nlRisk (#PCDATA)>
<!ELEMENT nsRisk (#PCDATA)>

<!ELEMENT asomtr(
	tn,
	som,
	sco,
	spo,
	sno
	)>

<!ELEMENT sno (#PCDATA)>

<!ELEMENT iaReq(
	isM,
	pbc,
	spanReq,
	sr,
	ia,	
	dr,
	som,
	pd+,
	str+,
	iatr+,
	somtr+
	)>

<!ELEMENT nlr(
	isM,
	pbc,
	spanReq,
	dr,
	pd+,
	str+
	)>

<!ELEMENT nsr(
	isM,
	pbc,
	spanReq,
	dr,
	som,
	pd+,
	str+,
	somtr+
	)>

<!ELEMENT dReq(
	isM,
	pbc,
	spanReq,
	addlReq?,
	anov
	)>

<!ELEMENT np(
	exch,
	pfId,
	cId,
	net,
	equiv?,
	split?,
	ots?,
	aots?,
	sv?,
	svt?,
	ote?,
	pl?
	)>

<!ELEMENT ncp(
	exch,
	pfId,
	cId,
	net,
	long,
	short,
	equiv?,
	split?,
	sv?,
	svt?,
	ote?,
	pl?
	)>

<!ELEMENT net (#PCDATA)>
<!ELEMENT long (#PCDATA)>
<!ELEMENT short (#PCDATA)>
<!ELEMENT equiv (#PCDATA)>
<!ELEMENT split (#PCDATA)>

<!ELEMENT ots (
	ot*
	)>

<!ELEMENT ot (
	date,
	net,
	oqty?,
	p?,
	mp?,
	mpd?,
	ote?,
	pl?,
	ts?,
	ctid?,
	lts?
	)>

<!ELEMENT lts (
	date,
	net,
	p?,
	pl?,
	ts?,
	ctid
	)>
	
<!ELEMENT otss (
	ot*
	)>

<!ELEMENT aots (
	aot*
	)>


<!ELEMENT aot (
	date,
	net,
	p?,
	dva?
	)>
	
<!ELEMENT oqty (#PCDATA)>
<!ELEMENT mp (#PCDATA)>
<!ELEMENT mpd (#PCDATA)>
<!ELEMENT ts (#PCDATA)>
<!ELEMENT ctid (#PCDATA)>

<!ELEMENT gp(
	exch,
	pfId,
	cId,
	long,
	short,
	nl?,
	ns?,
	nlEquiv?,
	nsEquiv?,
	nlSplit?,
	nsSplit?,
	ots?,
	otss?,
	aots?,
	sv?,
	svt?,
	ote?,
	pl?
	)>

<!ELEMENT nl (#PCDATA)>
<!ELEMENT ns (#PCDATA)>
<!ELEMENT nlEquiv (#PCDATA)>
<!ELEMENT nsEquiv (#PCDATA)>
<!ELEMENT nlSplit (#PCDATA)>
<!ELEMENT nsSplit (#PCDATA)>

<!ELEMENT gcp(
	exch,
	pfId,
	cId,
	long,
	short,
	iaLong?,
	iaShort?,
	ialEquiv?,
	iasEquiv?,
	ialSplit?,
	iasSplit?,
	ieLong?,
	ieShort?,
	ielEquiv?,
	iesEquiv?,
	ielSplit?,
	iesSplit?,
	nl?,
	ns?,
	nlEquiv?,
	nsEquiv?,
	nlSplit?,
	nsSplit?,
	sv?,
	svt?,
	ote?,
	pl?
	)>

<!ELEMENT iaLong (#PCDATA)>
<!ELEMENT iaShort (#PCDATA)>
<!ELEMENT ialEquiv (#PCDATA)>
<!ELEMENT iasEquiv (#PCDATA)>
<!ELEMENT ialSplit (#PCDATA)>
<!ELEMENT iasSplit (#PCDATA)>
<!ELEMENT ieLong (#PCDATA)>
<!ELEMENT ieShort (#PCDATA)>
<!ELEMENT ielEquiv (#PCDATA)>
<!ELEMENT iesEquiv (#PCDATA)>
<!ELEMENT ielSplit (#PCDATA)>
<!ELEMENT iesSplit (#PCDATA)>

<!ELEMENT edp (
	exch,
	pfId,
	cId,
	no,
	nrps,
	nrpn,
	sv?,
	svt?,
	ote?,
	pl?
	)>

<!ELEMENT no (#PCDATA)>
<!ELEMENT nrps (#PCDATA)>
<!ELEMENT nrpn (#PCDATA)>

<!ELEMENT asset(
    exch,
    pfId,
    cId,
    net,
    savings?,
    pbValue?,
    used?
    )>

<!ELEMENT savings (#PCDATA)>
<!ELEMENT pbValue (#PCDATA)>
<!ELEMENT used (#PCDATA)>