XML Schema Documentation

Complex Type: ReturnLegValuationPrice

[Table of contents]

Super-types: Price < ReturnLegValuationPrice (by extension)
Sub-types: None
Name ReturnLegValuationPrice
Used by (from the same schema document) Complex Type ReturnLegValuation , Complex Type ReturnLegValuation , Complex Type ReturnLegValuation
Abstract no
XML Instance Representation
<...>
<commission> Commission </commission> [0..1]

'This optional component specifies the commission to be charged for executing the hedge transactions.'

Start Choice [1]
<determinationMethod> DeterminationMethod </determinationMethod> [1]

'Specifies the method according to which an amount or a date is determined.'

Start Group: EquityPrice.model [0..1]
<grossPrice> ActualPrice </grossPrice> [0..1]

'Specifies the price of the underlyer, before commissions.'

<netPrice> ActualPrice </netPrice> [1]

'Specifies the price of the underlyer, net of commissions.'

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

'Specifies the accrued interest that are part of the dirty price in the case of a fixed income security or a convertible bond. Expressed in percentage of the notional.'

<fxConversion> FxConversion </fxConversion> [0..1]

'Specifies the currency conversion rate that applies to an amount. This rate can either be defined elsewhere in the document (case of a quanto swap), or explicitly described through this component.'

End Group: EquityPrice.model
<amountRelativeTo> AmountReference </amountRelativeTo> [1]

'The href attribute value will be a pointer style reference to the element or component elsewhere in the document where the anchor amount is defined.'

<grossPrice> ActualPrice </grossPrice> [0..1]

'Specifies the price of the underlyer, before commissions.'

<netPrice> ActualPrice </netPrice> [1]

'Specifies the price of the underlyer, net of commissions.'

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

'Specifies the accrued interest that are part of the dirty price in the case of a fixed income security or a convertible bond. Expressed in percentage of the notional.'

<fxConversion> FxConversion </fxConversion> [0..1]

'Specifies the currency conversion rate that applies to an amount. This rate can either be defined elsewhere in the document (case of a quanto swap), or explicitly described through this component.'

End Choice
<cleanNetPrice> xsd:decimal </cleanNetPrice> [0..1]

'The net price excluding accrued interest. The \"Dirty Price\" for bonds is put in the \"netPrice\" element, which includes accrued interest. Thus netPrice - cleanNetPrice = accruedInterest. The currency and price expression for this field are the same as those for the (dirty) netPrice.'

<quotationCharacteristics> QuotationCharacteristics </quotationCharacteristics> [0..1]

'Allows information about how the price was quoted to be provided.'

<valuationRules> EquityValuation </valuationRules> [0..1]

'Element named \"equityValuation\" in versions prior to FpML 4.2 Second Working Draft.'

</...>
Diagram
Schema Component Representation
<xsd:complexType name="ReturnLegValuationPrice">
<xsd:complexContent>
<xsd:extension base=" Price ">
<xsd:sequence>
<xsd:element name="valuationRules" type=" EquityValuation " minOccurs="0"/>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>