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Data Model

FundsXML 4.2.10 Entity Relationships

Structure · Funds · Assets · Portfolio · Relationships

Document Structure

FundsXML4
├── ControlData              ← Required
├── Funds
│   └── Fund[]
├── AssetMgmtCompanyDynData
├── AssetMasterData
│   └── Asset[]
├── Documents
├── RegulatoryReportings
├── CountrySpecificData
└── ds:Signature

Data Categories

Section Type Update Frequency
ControlData Metadata Per document
FundStaticData Master data Low
FundDynamicData Time-series High
AssetMasterData Reference On change
RegulatoryReportings Compliance Per regulation

Fund Hierarchy

Single Fund

Fund (SingleFundFlag = true)
├── Identifiers (LEI)
├── Names
├── Currency
├── FundStaticData
├── FundDynamicData
└── SingleFund
    └── ShareClasses[]
        └── ShareClass (ISIN)

Umbrella Structure

Fund (SingleFundFlag = false)
├── Identifiers (LEI)
├── Names
├── Currency
├── FundStaticData
└── Subfunds[]
    └── Subfund
        ├── SubfundStaticData
        └── ShareClasses[]
            └── ShareClass (ISIN)

Fund Static Data

Element Description
DomicileCountry Legal domicile
ListedLegalStructure UCITS, AIF, etc.
InceptionDate Launch date
OpenClosedEnded OPEN / CLOSED
Administrator Fund admin
Custodian Depositary
PortfolioManagers Named managers
Benchmarks Reference indices
Classifications Fund categories
SFDRProductType 0, 6, 8, or 9

Fund Dynamic Data

Element Description
TotalAssetValues NAV time-series
Portfolios Holdings per date
Benchmarks Benchmark values

Asset Types

FundsXML supports 15+ asset classes:

Equity

Element Description
Units Number of shares
Price Current price
DividendYield Yield %
IssuerCompany Issuer details
ShareType Ordinary, Preferred

Bond

Element Description
Nominal Face value
CleanPrice Price ex-interest
DirtyPrice Price with interest
CouponRate Coupon %
MaturityDate Maturity
Rating Credit rating

Derivatives

Option

  • OptionType (CALL/PUT)
  • StrikePrice
  • ExpirationDate
  • Greeks (Delta, Gamma, Vega, Theta)

Future

  • ContractSize
  • SettlementType
  • LastTradingDate

Swap

  • SwapType
  • FixedLeg / FloatingLeg
  • NotionalAmount

Other Types

Type Description
FXForward Currency forwards
Repo Repurchase agreements
FixedTimeDeposit Term deposits
RealEstate Property holdings
REIT REIT investments
Commodity Commodity positions
Crypto Cryptocurrency

Portfolio Model

Position Structure

Portfolio
├── NavDate
└── Positions[]
    └── Position
        ├── UniqueID ──────► AssetMasterData
        ├── TotalValue
        ├── TotalPercentage
        └── [Asset Type Data]

Position Elements

Element Description
UniqueID Asset reference
TotalValue Market value
TotalPercentage % of portfolio
AveragePurchasePrice Cost basis
FXRates Valuation rates
PriceDate Price date

Transaction Structure

Transaction
├── TransactionID
├── AssetUniqueID ──────► AssetMasterData
├── TransactionKind
├── Dates (Trade, Settlement, Value)
├── Quantity
├── Prices (Clean, Dirty, Agreed)
├── Values (Market, Settlement)
└── Expenses[]

Earning Structure

Earning
├── EarningID
├── AssetUniqueID ──────► AssetMasterData
├── EarningKind (Coupon, Dividend, etc.)
├── Dates
└── Values

Share Class Model

ShareClass
├── Identifiers (ISIN)
├── Names
├── Currency
├── InceptionDate
├── RegistrationCountries[]
├── Prices[]
│   └── Price
│       ├── NavDate
│       ├── NavPrice
│       └── PriceNature
├── TotalAssetValues[]
├── Distributions[]
├── Fees[]
├── PerformanceFigures
└── Flows[]

Price Time-Series

Element Description
NavDate Valuation date
NavPrice NAV per share
SubscriptionPrice Buy price
RedemptionPrice Sell price
PriceNature OFFICIAL / ESTIMATED

Distribution

Element Description
ExDate Ex-dividend date
PaymentDate Payment date
GrossDividendAmount Gross amount
NetDividendAmount Net amount

Relationships

Reference Diagram

┌──────────────────────────────────────────────────────┐
│                   AssetMasterData                     │
│  ┌────────────────────────────────────────────────┐  │
│  │ Asset                                          │  │
│  │   UniqueID: "AAPL_001" ◄───────────────┐      │  │
│  │   ISIN: "US0378331005"                 │      │  │
│  │   Name: "Apple Inc."                   │      │  │
│  └────────────────────────────────────────────────┘  │
└──────────────────────────────────────────────────────┘
                                            │
                          xs:IDREF          │
                                            │
┌──────────────────────────────────────────────────────┐
│                      Portfolio                        │
│  ┌────────────────────────────────────────────────┐  │
│  │ Position                                       │  │
│  │   UniqueID: "AAPL_001" ────────────────┘      │  │
│  │   TotalValue: EUR 5,000,000                   │  │
│  │   TotalPercentage: 2.00%                      │  │
│  └────────────────────────────────────────────────┘  │
└──────────────────────────────────────────────────────┘

Key References

Source Target Type
Position.UniqueID Asset.UniqueID xs:IDREF
Transaction.AssetUniqueID Asset.UniqueID xs:IDREF
Earning.AssetUniqueID Asset.UniqueID xs:IDREF
Benchmark (Dynamic) Benchmark (Static) xs:keyref

Benchmark Constraint

<!-- Static: defines key -->
<FundStaticData>
   <Benchmarks>
      <Benchmark>
         <BenchmarkID>BM001</BenchmarkID>
      </Benchmark>
   </Benchmarks>
</FundStaticData>

<!-- Dynamic: references key -->
<FundDynamicData>
   <Benchmarks>
      <Benchmark>
         <BenchmarkID>BM001</BenchmarkID>
      </Benchmark>
   </Benchmarks>
</FundDynamicData>

Country Extensions

Austria (AT)

OeNB Reporting

  • Subscription/Redemption flows
  • Distribution data
  • Fund reporting type (OFI)

PKG2012 Reporting

  • Position-level categories
  • 3-digit PKG codes
  • Summary aggregations

Germany (DE)

Real Estate Reporting

  • Rental contract expirations
  • Property purchases/sales
  • Domestic/foreign allocation

Extension Structure

CountrySpecificData
├── AT
│   ├── OeNB
│   │   ├── Subscription
│   │   ├── Redemption
│   │   └── Distribution
│   └── PKG2012
│       └── Positions[]
└── DE
    └── RealEstateReporting
        ├── RentalContracts
        └── PurchasesAndSales

Multi-Currency Pattern

FundsXML supports multiple currencies per amount:

<TotalValue>
   <Amount ccy="EUR" isFundCcy="true">100000000.00</Amount>
   <Amount ccy="USD">110000000.00</Amount>
   <Amount ccy="GBP">85000000.00</Amount>
</TotalValue>

Currency Flags

Flag Description
isFundCcy Fund's base currency
isSubfundCcy Subfund's currency
isShareClassCcy Share class currency

File Reference

Model Schema File
Core types FundsXML4_Core.xsd
Fund static FundsXML4_FundStaticData.xsd
Fund dynamic FundsXML4_FundDynamicData.xsd
Share class FundsXML4_ShareClassData.xsd
Portfolio FundsXML4_PortfolioData.xsd
Assets FundsXML4_AssetMasterData.xsd
Transactions FundsXML4_TransactionData.xsd
Country AT FundsXML4_CountrySpecificData_AT.xsd
Country DE FundsXML4_CountrySpecificData_DE.xsd