XML Schema Documentation

Name	Quotation.model
Used by (from the same schema document)	Complex Type BasicQuotation
Documentation	Some kind of numerical measure about an asset, eg. its price or NPV, together with characteristics of that measure.

XML Instance Representation

<value> xsd:decimal </value> [0..1]

'The value of the the quotation.'

<measureType> AssetMeasureType </measureType> [0..1]

'The type of the value that is measured. This could be an NPV, a cash flow, a clean price, etc.'

<quoteUnits> PriceQuoteUnits </quoteUnits> [0..1]

'The optional units that the measure is expressed in. If not supplied, this is assumed to be a price/value in currency units.'

<side> QuotationSideEnum </side> [0..1]

'The side (bid/mid/ask) of the measure.'

<currency> Currency </currency> [0..1]

'The optional currency that the measure is expressed in. If not supplied, this is defaulted from the reportingCurrency in the valuationScenarioDefinition.'

<timing> QuoteTiming </timing> [0..1]

'When during a day the quote is for. Typically, if this element is supplied, the QuoteLocation needs also to be supplied.'

Start Group: QuoteLocation.model [0..1]

'Where the quote is from.'

Start Choice [1]

<businessCenter> BusinessCenter </businessCenter> [1]

'A city or other business center.'

<exchangeId> ExchangeId </exchangeId> [1]

'The exchange (e.g. stock or futures exchange) from which the quote is obtained.'

End Choice
End Group: QuoteLocation.model

<informationSource> InformationSource </informationSource> [0..*]

'The information source where a published or displayed market rate will be obtained, e.g. Telerate Page 3750.'

<time> xsd:dateTime </time> [0..1]

'When the quote was observed or derived.'

<valuationDate> xsd:date </valuationDate> [0..1]

'When the quote was computed.'

<expiryTime> xsd:dateTime </expiryTime> [0..1]

'When does the quote cease to be valid.'

<cashFlowType> CashflowType </cashFlowType> [0..1]

'For cash flows, the type of the cash flows. Examples include: Coupon payment, Premium Fee, Settlement Fee, Brokerage Fee, etc.'

Generated by <oXygen/> XML Editor using a modified version of xs3p that adds schema diagrams and chunking support.

Model Group: Quotation.model

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