complexType "EquityValuation"
Namespace:
Content:
complex, 1 attribute, 9 elements
Defined:
Includes:
definitions of 1 attribute, 9 elements
Used:
Content Model Diagram
XML Representation Summary
<...
   
 = 
xsd:ID
    >
   
Content: 
(valuationDate? | valuationDates?)?, valuationTimeType?, valuationTime?, futuresPriceValuation?, optionsPriceValuation?, numberOfValuationDates?, dividendValuationDates?, fPVFinalPriceElectionFallback?
</...>
Content Model Elements (9):
dividendValuationDates, valuationDate (defined in EquityValuation complexType),
valuationTime (defined in EquityValuation complexType),
All Direct / Indirect Based Elements (3):
equityValuation,
valuation (defined in DirectionalLegUnderlyerValuation complexType),
valuationRules
Known Usage Locations
Annotation
A type for defining how and when an equity option is to be valued.
XML Source (w/o annotations (10); see within schema source)
<xsd:complexType name="EquityValuation">
<xsd:sequence>
<xsd:choice minOccurs="0">
<xsd:element minOccurs="0" name="valuationDate" type="AdjustableDateOrRelativeDateSequence"/>
<xsd:element minOccurs="0" name="valuationDates" type="AdjustableRelativeOrPeriodicDates"/>
</xsd:choice>
<xsd:element minOccurs="0" name="valuationTimeType" type="TimeTypeEnum"/>
<xsd:element minOccurs="0" name="valuationTime" type="BusinessCenterTime"/>
<xsd:element minOccurs="0" name="futuresPriceValuation" type="xsd:boolean"/>
<xsd:element minOccurs="0" name="optionsPriceValuation" type="xsd:boolean"/>
<xsd:element minOccurs="0" name="numberOfValuationDates" type="xsd:nonNegativeInteger"/>
<xsd:element minOccurs="0" name="dividendValuationDates" type="AdjustableRelativeOrPeriodicDates"/>
<xsd:element minOccurs="0" name="fPVFinalPriceElectionFallback" type="FPVFinalPriceElectionFallbackEnum"/>
</xsd:sequence>
<xsd:attribute name="id" type="xsd:ID"/>
</xsd:complexType>
Attribute Detail (all declarations; defined within this component only; 1/1)
id
Type:
xsd:ID, predefined
Use:
optional
XML Source (see within schema source)
<xsd:attribute name="id" type="xsd:ID"/>
Content Element Detail (all declarations; defined within this component only; 9/9)
dividendValuationDates
Type:
Specifies the dividend valuation dates of the swap.
XML Source (w/o annotations (1); see within schema source)
<xsd:element minOccurs="0" name="dividendValuationDates" type="AdjustableRelativeOrPeriodicDates"/>

fPVFinalPriceElectionFallback
Type:
Specifies the fallback provisions for Hedging Party in the determination of the Final Price.
Simple Content
enumeration of xsd:token
Enumeration:
"FPVClose"
 - 
In respect of the Early Final Valuation Date, the provisions for FPV Close shall apply.
"FPVHedgeExecution"
 - 
In respect of the Early Final Valuation Date, the provisions for FPV Hedge Execution shall apply.
XML Source (w/o annotations (1); see within schema source)
<xsd:element minOccurs="0" name="fPVFinalPriceElectionFallback" type="FPVFinalPriceElectionFallbackEnum"/>

futuresPriceValuation
Type:
xsd:boolean, predefined, simple content
The official settlement price as announced by the related exchange is applicable, in accordance with the ISDA 2002 definitions.
XML Source (w/o annotations (1); see within schema source)
<xsd:element minOccurs="0" name="futuresPriceValuation" type="xsd:boolean"/>

numberOfValuationDates
Type:
xsd:nonNegativeInteger, predefined, simple content
The number of valuation dates between valuation start date and valuation end date.
XML Source (w/o annotations (1); see within schema source)
<xsd:element minOccurs="0" name="numberOfValuationDates" type="xsd:nonNegativeInteger"/>

optionsPriceValuation
Type:
xsd:boolean, predefined, simple content
The official settlement price as announced by the related exchange is applicable, in accordance with the ISDA 2002 definitions.
XML Source (w/o annotations (1); see within schema source)
<xsd:element minOccurs="0" name="optionsPriceValuation" type="xsd:boolean"/>

valuationDate
Type:
The term "Valuation Date" is assumed to have the meaning as defined in the ISDA 2002 Equity Derivatives Definitions.
XML Source (w/o annotations (1); see within schema source)
<xsd:element minOccurs="0" name="valuationDate" type="AdjustableDateOrRelativeDateSequence"/>

valuationDates
Type:
Specifies the interim equity valuation dates of a swap.
XML Source (w/o annotations (1); see within schema source)
<xsd:element minOccurs="0" name="valuationDates" type="AdjustableRelativeOrPeriodicDates"/>

valuationTime
Type:
BusinessCenterTime, complex content
The specific time of day at which the calculation agent values the underlying.
XML Source (w/o annotations (1); see within schema source)
<xsd:element minOccurs="0" name="valuationTime" type="BusinessCenterTime"/>

valuationTimeType
Type:
TimeTypeEnum, simple content
The time of day at which the calculation agent values the underlying, for example the official closing time of the exchange.
Simple Content
enumeration of xsd:token
Enumeration:
"Close"
 - 
The official closing time of the exchange on the valuation date.
"Open"
 - 
The official opening time of the exchange on the valuation date.
"OSP"
 - 
The time at which the official settlement price is determined.
"SpecificTime"
 - 
The time specified in the element equityExpirationTime or valuationTime (as appropriate)
"XETRA"
 - 
The time at which the official settlement price (following the auction by the exchange) is determined by the exchange.
"DerivativesClose"
 - 
The official closing time of the derivatives exchange on which a derivative contract is listed on that security underlyer.
"AsSpecifiedInMasterConfirmation"
 - 
The time is determined as provided in the relevant Master Confirmation.
XML Source (w/o annotations (1); see within schema source)
<xsd:element minOccurs="0" name="valuationTimeType" type="TimeTypeEnum"/>

XML schema documentation generated with DocFlex/XML 1.8.6b2 using DocFlex/XML XSDDoc 2.5.1 template set. All content model diagrams generated by Altova XMLSpy via DocFlex/XML XMLSpy Integration.