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68 MDDL and the Quest for a Market Data Standard
<?xml version="1.0" encoding="UTF-8" ?>
<!-- edited with XMLSpy v2007 sp1 (http://www.altova.com) by Martin Sexton (London
Market Systems limited)-->
<xsd:schema xmlns:mddl="http://www.mddl.org/mddl/3.0-beta"
xmlns:xsd="http://www.w3.org/2001/XMLSchema"
xmlns:ext="http://www.yourCompany.com/mddl/extensions"
targetNamespace="http://www.yourCompany.com/mddl/extensions"
elementFormDefault="qualified" attributeFormDefault="unqualified">
<xsd:import namespace="http://www.mddl.org/mddl/3.0-beta"
schemaLocation="../../schemas/3.0-beta/mddl-3.0-beta-full.xsd" />
<!-- Feed extension elements -->
<xsd:element name="returnOnInvestment" type="ext:ReturnOnInvestment">
<xsd:annotation>
<xsd:documentation>The Return Of Investment (ROI) extension required for valuing
of a portfolio.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:complexType name="ReturnOnInvestment">
<xsd:sequence>
<xsd:annotation>
<xsd:documentation>The ROI Code list scheme is located at http://www.
yourCompany.com/mddl/extensions/scheme/
returnOnInvestmentType.xml</xsd:documentation>
</xsd:annotation>
<xsd:element ref="mddl:currency" minOccurs="0" />
<xsd:element ref="mddl:mdDecimal" />
<xsd:element name="returnOnInvestment" type="xsd:string" minOccurs="0" />
</xsd:sequence>
</xsd:complexType>
</xsd:schema>
Figure 7.30 Extension schema to support the returnOnInvestment structure
worth noting that as returnOnInvestment is classified as an amount, it comprises a
currency and a value.
How can this relationship be represented as an XML schema? Once the MDDL
extension header has been created, then the schema design itself adheres to W3C
design conventions. Though the structure and content of the schema extension header
is not mandated, for consistency it should include a reference (via a namespace
declaration) to the directory wherein the extension and the actual MDDL schemas
are defined. The MDDL schema declaration is required if existing MDDL properties
are used within the extension schema.
Defining code lists (controlled vocabulary)
To assist the user with the creation of an enumerated (code) list, MDDL recommends
that a structure comprising of couple mandatory elements; these are:
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How MDDL works 69
Element Description
short The enumerated value in lowerCamelCase, with no
abbreviations or numerical values
full A note describing the short code entry
The enumerated list is contained within a simple mddlScheme wrapper. Figure 7.31
provides an example of the returnOnInvestmentType code list.
<?xml version="1.0" encoding="utf-8" ?>
<mddlScheme>
<head>
<dateTime>2006-01-11T110000Z</dateTime>
<title>Types of Returns</title>
<element>returnOnInvestmentType</element>
<parent wildcard="yes" />
<definition>The type of period specified.</definition>
</head>
<value>
<short>net</short>
<full>Net Return = (Net Income+Interest-Tax)/Book Value of
Assets</full>
</value>
<value>
<short>gross</short>
<full>Gross Return = Net Income / Book Value of
Assets</full>
</value>
<value>
<short>cashFlow</short>
<full>Cash Flow Return On Investment (CFROI) = Cash Flow
/ Market (Economic) Value of Capital Employed</full>
</value>
</mddlScheme>
Figure 7.31 MDDL code list
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