How do you model a swap in FundsXML? What about a repo, a property or a fee position? We have put the answers into a slide deck. You can download it here.
The deck has 31 slides and starts with the basics. FundsXML separates two things.
The first is the instrument itself, for example a bond with its issuer, coupon and maturity. This is described once, in a section called AssetMasterData.
The second is the holding: how much of that bond a fund owns and what it is worth. This sits in the portfolio (FundDynamicData) section as a position. Each position refers to its instrument by an ID. So the bond’s details are stored only once, no matter how many positions refer to it.
After that, every one of the 23 asset types gets its own slide. If you already work with the schema, the last few slides are probably the most useful ones.