complexType "CalculationFromObservation"
Namespace:
http://www.fpml.org/FpML-5/reporting
Content:
complex, 6 elements
Abstract:
(cannot be assigned directly to elements used in instance XML documents)
Defined:
globally in fpml-eq-shared-5-10.xsd; see XML source
Includes:
definitions of 6 elements
Used:
at 3 locations
Content Model Diagram
XML Representation Summary
<...>
   
Content: 
(((initialLevel, initialLevelSource?) | initialLevelSource)? | closingLevel | expiringLevel)?, expectedN?
</...>
Content Model Elements (6):
closingLevel,
expectedN,
expiringLevel,
initialLevel,
initialLevelSource (defined in CalculationFromObservation complexType),
initialLevelSource (defined in CalculationFromObservation complexType)
Known Direct Subtypes (3):
Correlation, Variance, Volatility
All Direct / Indirect Based Elements (3):
correlation, variance, volatility
Known Usage Locations
Annotation
Abstract base class for all calculation from observed values.
XML Source (w/o annotations (8); see within schema source)
<xsd:complexType abstract="true" name="CalculationFromObservation">
<xsd:sequence>
<xsd:choice minOccurs="0">
<xsd:choice minOccurs="0">
<xsd:sequence>
<xsd:element name="initialLevel" type="xsd:decimal"/>
<xsd:element minOccurs="0" name="initialLevelSource" type="DeterminationMethod"/>
</xsd:sequence>
<xsd:element name="initialLevelSource" type="DeterminationMethod"/>
</xsd:choice>
<xsd:element fpml-annotation:deprecated="true" fpml-annotation:deprecatedReason="The value is added to the determinationMethod coding Scheme list. Element 'closingLevel' is deprecated and will be removed in the next major FpML version. Element 'initialLevelSource' with value 'ClosingPrice' should be used instead." name="closingLevel" type="xsd:boolean"/>
<xsd:element fpml-annotation:deprecated="true" fpml-annotation:deprecatedReason="The value is added to the determinationMethod coding Scheme list. Element 'expiringLevel' is deprecated and will be removed in the next major FpML version. Element 'initialLevelSource' with value 'ExpiringContractLevel' should be used instead." name="expiringLevel" type="xsd:boolean"/>
</xsd:choice>
<xsd:element minOccurs="0" name="expectedN" type="xsd:positiveInteger"/>
</xsd:sequence>
</xsd:complexType>
Content Element Detail (all declarations; defined within this component only; 6/6)
closingLevel
Type:
xsd:boolean, predefined, simple content
DEPRECATED. If true this contract will strike off the closing level of the default exchange traded contract.
XML Source (w/o annotations (1); see within schema source)
<xsd:element fpml-annotation:deprecated="true" fpml-annotation:deprecatedReason="The value is added to the determinationMethod coding Scheme list. Element 'closingLevel' is deprecated and will be removed in the next major FpML version. Element 'initialLevelSource' with value 'ClosingPrice' should be used instead." name="closingLevel" type="xsd:boolean"/>
expectedN
Type:
xsd:positiveInteger, predefined, simple content
Expected number of trading days.
XML Source (w/o annotations (1); see within schema source)
<xsd:element minOccurs="0" name="expectedN" type="xsd:positiveInteger"/>
expiringLevel
Type:
xsd:boolean, predefined, simple content
DEPRECATED. If true this contract will strike off the expiring level of the default exchange traded contract.
XML Source (w/o annotations (1); see within schema source)
<xsd:element fpml-annotation:deprecated="true" fpml-annotation:deprecatedReason="The value is added to the determinationMethod coding Scheme list. Element 'expiringLevel' is deprecated and will be removed in the next major FpML version. Element 'initialLevelSource' with value 'ExpiringContractLevel' should be used instead." name="expiringLevel" type="xsd:boolean"/>
initialLevel
Type:
xsd:decimal, predefined, simple content
Contract will strike off this initial level. Providing just the initialLevel without initialLevelSource, infers that this is AgreedInitialPrice - a specified Initial Index Level.
XML Source (w/o annotations (1); see within schema source)
<xsd:element name="initialLevel" type="xsd:decimal"/>
initialLevelSource
Type:
DeterminationMethod, simple content
In this context, this is AgreedInitialPrice - a specified Initial Index Level. Note: No other values from the DeterminationMethodScheme should not be provided.
Simple Content
xsd:normalizedString
maxLength:
255
minLength:
0
XML Source (w/o annotations (1); see within schema source)
<xsd:element minOccurs="0" name="initialLevelSource" type="DeterminationMethod"/>
initialLevelSource
Type:
DeterminationMethod, simple content
Specifies whether the Initial Index Level determination method should be the Closing Price Level, the Expiring Contract Level, VWAPPrice, TWAPPrice, NAV or Open Price. Note: the AgreedInitialPrice value is not allowed here.
Simple Content
xsd:normalizedString
maxLength:
255
minLength:
0
XML Source (w/o annotations (1); see within schema source)
<xsd:element name="initialLevelSource" type="DeterminationMethod"/>
XML schema documentation generated with DocFlex/XML 1.10b5 using DocFlex/XML XSDDoc 2.8.1 template set. All content model diagrams generated by Altova XMLSpy via DocFlex/XML XMLSpy Integration.