Diagram
| Super-types: | None |
|---|---|
| Sub-types: | None |
| Name | ReturnLegValuation |
|---|---|
| Used by (from the same schema document) | Complex Type ReturnLeg |
| Abstract | no |
| Documentation | A type describing the initial and final valuation of the underlyer. |
'Specifies the initial reference price of the underlyer. This price can be expressed either as an actual amount/currency, as a determination method, or by reference to another value specified in the swap document.'
'Element named \"equityNotionalReset\" in versions prior to FpML 4.2 Second Working Draft. For equity swaps, this element is equivalent to the term \"Equity Notional Reset\" as defined in the ISDA 2002 Equity Derivatives Definitions. The reference to the ISDA definition is either \"Applicable\" or \'Inapplicable\".'
'Specifies the interim valuation price of the underlyer. This price can be expressed either as an actual amount/currency, as a determination method, or by reference to another value specified in the swap document.'
'Specifies the final valuation price of the underlyer. This price can be expressed either as an actual amount/currency, as a determination method, or by reference to another value specified in the swap document.'
'Element named \"equityPaymentDates\" in versions prior to FpML 4.2 Second Working Draft. Specifies the payment dates of the swap.'
'References a Contract on the Exchange.'