G_INSTR_CLASS1

This function derives the [simple_tooltip content='INSTR_CLASS; Classification of the security according to ESA 2010']Instrument ESA 2010 class[/simple_tooltip] (with respect to SHSG) taking into account the [simple_tooltip content='TYP_INSTRMNT; Classification of the instrument according to the type of contractual terms agreed between the parties.']Type of instrument[/simple_tooltip], [simple_tooltip content='IS_LSTD; Equity Subcategory according to the code F.511 As defined in paragraphs 5.144 of Annex A to Regulation (EU) No 549/2013']Is listed[/simple_tooltip], [simple_tooltip content='INSTTTNL_SCTR; Institutional sectors in accordance with Regulation (EU) No 549/2013, Regulation (EU) No 575/2013 and Regulation (EU) No 1075/2013 of the European Central Bank (ECB/2013/40)(1).']Institutional sector[/simple_tooltip] and Number of days between the maturity date and the issue date.
In case the [simple_tooltip content='TYP_INSTRMNT; Classification of the instrument according to the type of contractual terms agreed between the parties.']Type of instrument[/simple_tooltip] is [simple_tooltip content='As defined in paragraphs 5.89 to 5.91 of Annex A to Regulation (EU) No 549/2013']Debt securities (210)[/simple_tooltip] either the value Short-term debt securities (F_31) in the case where the Number of days between the maturity date and the issue date is less than 365 or the value Long-term debt securities (F_32) otherwise is returned.
In case the [simple_tooltip content='TYP_INSTRMNT; Classification of the instrument according to the type of contractual terms agreed between the parties.']Type of instrument[/simple_tooltip] is [simple_tooltip content='As defined in paragraphs 5.146 to 5.152 of Annex A to Regulation (EU) No 549/2013']Shares (220)[/simple_tooltip] either the value Listed shares (F_511) in the case where [simple_tooltip content='IS_LSTD; Equity Subcategory according to the code F.511 As defined in paragraphs 5.144 of Annex A to Regulation (EU) No 549/2013']Is listed[/simple_tooltip] is TRUE (T) or teh value Unlisted shares (F_512) in the case where [simple_tooltip content='IS_LSTD; Equity Subcategory according to the code F.511 As defined in paragraphs 5.144 of Annex A to Regulation (EU) No 549/2013']Is listed[/simple_tooltip] is FALSE (F) is returned.
In case the [simple_tooltip content='TYP_INSTRMNT; Classification of the instrument according to the type of contractual terms agreed between the parties.']Type of instrument[/simple_tooltip] is [simple_tooltip content='As defined in paragraphs 5.153 to 5.154 of Annex A to Regulation (EU) No 549/2013']Other equity (230)[/simple_tooltip] the value Unlisted shares (F_512) is returned.
In case the [simple_tooltip content='TYP_INSTRMNT; Classification of the instrument according to the type of contractual terms agreed between the parties.']Type of instrument[/simple_tooltip] is [simple_tooltip content='As defined in paragraphs 5.160 to 5.166 of Annex A to Regulation (EU) No 549/2013']Investment fund shares or units (240)[/simple_tooltip] either the value Money market funds (MMF) shares/units (F_521) in case the [simple_tooltip content='INSTTTNL_SCTR; Institutional sectors in accordance with Regulation (EU) No 549/2013, Regulation (EU) No 575/2013 and Regulation (EU) No 1075/2013 of the European Central Bank (ECB/2013/40)(1).']Institutional sector[/simple_tooltip] is [simple_tooltip content='It corresponds to subsector S.123, as defined in Regulation (EU) No 549/2013 (paragraphs 2.79 to 2.81 of Annex A), extended to the rest of the world.']Money Market Funds (MMFs) (S123)[/simple_tooltip] or the value Non-MMF investment fund shares/units (F_522) otherwise is returned.
For all other cases the return value is Not allocated/unspecified (X).

Function ID

G_INSTR_CLASS1

Description

Derivation of the Instrument ESA 2010 class

Natural language

This function derives the Instrument ESA 2010 class (with respect to SHSG) taking into account the Type of instrument, Is listed, Institutional sector and Number of days between the maturity date and the issue date.
In case the Type of instrument is Debt securities (210) either the value Short-term debt securities (F_31) in the case where the Number of days between the maturity date and the issue date is less than 365 or the value Long-term debt securities (F_32) otherwise is returned.
In case the Type of instrument is Shares (220) either the value Listed shares (F_511) in the case where Is listed is TRUE (T) or teh value Unlisted shares (F_512) in the case where Is listed is FALSE (F) is returned.
In case the Type of instrument is Other equity (230) the value Unlisted shares (F_512) is returned.
In case the Type of instrument is Investment fund shares or units (240) either the value Money market funds (MMF) shares/units (F_521) in case the Institutional sector is Money Market Funds (MMFs) (S123) or the value Non-MMF investment fund shares/units (F_522) otherwise is returned.
For all other cases the return value is Not allocated/unspecified (X).

Expression

create function G_INSTR_CLASS1 (TYP_INSTRMNT, IS_LSTD, INSTTTNL_SCTR, NMBR_OF_DYS) {

returns (

if TYP_INSTRMNT = “210” then (

if NMBR_OF_DYS < 365 then “F_31”
else “F_32”

)
elseif TYP_INSTRMNT = “220” then (

if IS_LSTD = “T” then “F_511”
elseif IS_LSTD = “F” then “F_512”
else null

)
elseif TYP_INSTRMNT = “230” then “F_512”
elseif TYP_INSTRMNT = “240” then (

if INSTTTNL_SCTR = “S123” then “F_521”
else “F_522”

)
else “_X”

) as string

}