complexType "EquityValuation"

Namespace:	http://www.fpml.org/FpML-5/reporting
Content:	complex, 1 attribute, 9 elements
Defined:	globally in fpml-eq-shared-5-10.xsd; see XML source
Includes:	definitions of 1 attribute, 9 elements
Used:	at 3 locations

Content Model Diagram

XML Representation Summary

<...

xsd:ID

Content:

(valuationDate | valuationDates)?, valuationTimeType?, valuationTime?, (futuresPriceValuation | optionsPriceValuation)?, numberOfValuationDates?, dividendValuationDates?, fPVFinalPriceElectionFallback?

</...>

Content Model Elements (9):

dividendValuationDates,

fPVFinalPriceElectionFallback,

futuresPriceValuation,

numberOfValuationDates,

optionsPriceValuation,

valuationDate (defined in EquityValuation complexType),

valuationDates (defined in EquityValuation complexType),

valuationTime (defined in EquityValuation complexType),

valuationTimeType

All Direct / Indirect Based Elements (3):

equityValuation,

valuation (defined in DirectionalLegUnderlyerValuation complexType),

valuationRules

Known Usage Locations

As direct type of elements (3):

equityValuation,

valuation (defined in DirectionalLegUnderlyerValuation complexType),

valuationRules

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 name="valuationDate" type="AdjustableDateOrRelativeDateSequence"/>

<xsd:element name="valuationDates" type="AdjustableRelativeOrPeriodicDates"/>

</xsd:choice>

<xsd:element minOccurs="0" name="valuationTimeType" type="TimeTypeEnum"/>

<xsd:element minOccurs="0" name="valuationTime" type="BusinessCenterTime"/>

<xsd:choice minOccurs="0">

<xsd:element name="futuresPriceValuation" type="xsd:boolean"/>

<xsd:element name="optionsPriceValuation" type="xsd:boolean"/>

</xsd:choice>

<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)

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:

AdjustableRelativeOrPeriodicDates, complex content

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:

FPVFinalPriceElectionFallbackEnum, simple content

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. See: http://www.FpML.org
"FPVHedgeExecution"	-	In respect of the Early Final Valuation Date, the provisions for FPV Hedge Execution shall apply. See: http://www.FpML.org

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 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 name="optionsPriceValuation" type="xsd:boolean"/>

valuationDate

Type:

AdjustableDateOrRelativeDateSequence, complex content

The term "Valuation Date" is assumed to have the meaning as defined in the ISDA 2002 Equity Derivatives Definitions. Cash Settlement Payment Date in accordance with the ISDA 2002 Equity Derivatives Definitions. SettlementCycle in accordance with the ISDA 2011 Equity Derivatives Definitions.

XML Source (w/o annotations (1); see within schema source)

<xsd:element name="valuationDate" type="AdjustableDateOrRelativeDateSequence"/>

valuationDates

Type:

AdjustableRelativeOrPeriodicDates, complex content

Specifies the interim equity valuation dates of a swap.

XML Source (w/o annotations (1); see within schema source)

<xsd:element name="valuationDates" type="AdjustableRelativeOrPeriodicDates"/>

valuationTime

Type:

BusinessCenterTime, complex content

The specific time of day at which the calculation agent values the underlying. The SpecificTime is the only case when the valuationTime (time + business center location – e.g. 10:00:00 USNY) should be provided. You should be able to provide just the valuationTime without valuationTimeType, which infer that this is a specific time.

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. See: http://www.FpML.org
"Open"	-	The official opening time of the exchange on the valuation date. See: http://www.FpML.org
"OSP"	-	The time at which the official settlement price is determined. See: http://www.FpML.org
"SpecificTime"	-	The time specified in the element equityExpirationTime or valuationTime (as appropriate) See: http://www.FpML.org
"XETRA"	-	The time at which the official settlement price (following the auction by the exchange) is determined by the exchange. See: http://www.FpML.org
"DerivativesClose"	-	The official closing time of the derivatives exchange on which a derivative contract is listed on that security underlyer. See: http://www.FpML.org
"AsSpecifiedInMasterConfirmation"	-	The time is determined as provided in the relevant Master Confirmation. See: http://www.FpML.org

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 1.10b5 using DocFlex/XML XSDDoc 2.8.1 template set. All content model diagrams generated by Altova XMLSpy via DocFlex/XML XMLSpy Integration.