group "QuotationCharacteristics.model"
Namespace:
http://www.fpml.org/FpML-5/confirmation
Content:
14 elements
Defined:
globally in fpml-asset-5-13.xsd; see XML source
Includes:
definitions of 12 elements
Used:
at 3 locations
Component Diagram
Complex Content Model
measureType?, quoteUnits?, side?, currency?, currencyType?, timing?, (businessCenter | exchangeId)?, informationSource*, pricingModel?, time?, valuationDate?, expiryTime?, cashflowType?
Content Model Elements (14):
businessCenter (defined in QuoteLocation.model group),
cashflowType (defined in QuotationCharacteristics.model group),
currency (defined in QuotationCharacteristics.model group),
currencyType,
exchangeId (defined in QuoteLocation.model group),
expiryTime (defined in QuotationCharacteristics.model group),
informationSource (defined in QuotationCharacteristics.model group),
measureType,
pricingModel,
quoteUnits (defined in QuotationCharacteristics.model group),
side (defined in QuotationCharacteristics.model group),
time (defined in QuotationCharacteristics.model group),
timing,
valuationDate (defined in QuotationCharacteristics.model group)
Known Usage Locations
Annotation
A group collecting a set of characteristics that can be used to describe a quotation.
XML Source (w/o annotations (14); see within schema source)
<xsd:group name="QuotationCharacteristics.model">
<xsd:sequence>
<xsd:element minOccurs="0" name="measureType" type="AssetMeasureType"/>
<xsd:element minOccurs="0" name="quoteUnits" type="PriceQuoteUnits"/>
<xsd:element minOccurs="0" name="side" type="QuotationSideEnum"/>
<xsd:element minOccurs="0" name="currency" type="Currency"/>
<xsd:element minOccurs="0" name="currencyType" type="ReportingCurrencyType"/>
<xsd:element minOccurs="0" name="timing" type="QuoteTiming"/>
<xsd:group minOccurs="0" ref="QuoteLocation.model"/>
<xsd:element maxOccurs="unbounded" minOccurs="0" name="informationSource" type="InformationSource"/>
<xsd:element minOccurs="0" name="pricingModel" type="PricingModel"/>
<xsd:element minOccurs="0" name="time" type="xsd:dateTime"/>
<xsd:element minOccurs="0" name="valuationDate" type="xsd:date"/>
<xsd:element minOccurs="0" name="expiryTime" type="xsd:dateTime"/>
<xsd:element minOccurs="0" name="cashflowType" type="CashflowType"/>
</xsd:sequence>
</xsd:group>
Content Element Detail (all declarations; defined within this component only; 12/14)
cashflowType
Type:
CashflowType, simple content
For cash flows, the type of the cash flows. Examples include: Coupon payment, Premium Fee, Settlement Fee, Brokerage Fee, etc.
Simple Content
xsd:normalizedString
maxLength:
255
minLength:
0
XML Source (w/o annotations (1); see within schema source)
<xsd:element minOccurs="0" name="cashflowType" type="CashflowType"/>
currency
Type:
Currency, simple content
The optional currency that the measure is expressed in. If not supplied, this is defaulted from the reportingCurrency in the valuationScenarioDefinition.
Simple Content
xsd:normalizedString
maxLength:
255
minLength:
0
XML Source (w/o annotations (1); see within schema source)
<xsd:element minOccurs="0" name="currency" type="Currency"/>
currencyType
Type:
ReportingCurrencyType, simple content
The optional currency that the measure is expressed in. If not supplied, this is defaulted from the reportingCurrency in the valuationScenarioDefinition.
Simple Content
xsd:normalizedString
maxLength:
255
minLength:
0
XML Source (w/o annotations (1); see within schema source)
<xsd:element minOccurs="0" name="currencyType" type="ReportingCurrencyType"/>
expiryTime
Type:
xsd:dateTime, predefined, simple content
When does the quote cease to be valid.
XML Source (w/o annotations (1); see within schema source)
<xsd:element minOccurs="0" name="expiryTime" type="xsd:dateTime"/>
informationSource
Type:
InformationSource, complex content
The information source where a published or displayed market rate will be obtained, e.g. Telerate Page 3750.
XML Source (w/o annotations (1); see within schema source)
<xsd:element maxOccurs="unbounded" minOccurs="0" name="informationSource" type="InformationSource"/>
measureType
Type:
AssetMeasureType, simple content
The type of the value that is measured. This could be an NPV, a cash flow, a clean price, etc.
Simple Content
xsd:normalizedString
maxLength:
255
minLength:
0
XML Source (w/o annotations (1); see within schema source)
<xsd:element minOccurs="0" name="measureType" type="AssetMeasureType"/>
pricingModel
Type:
PricingModel, simple content
.
Simple Content
xsd:normalizedString
maxLength:
255
minLength:
0
XML Source (w/o annotations (1); see within schema source)
<xsd:element minOccurs="0" name="pricingModel" type="PricingModel"/>
quoteUnits
Type:
PriceQuoteUnits, simple content
The optional units that the measure is expressed in. If not supplied, this is assumed to be a price/value in currency units.
Simple Content
xsd:normalizedString
maxLength:
255
minLength:
0
XML Source (w/o annotations (1); see within schema source)
<xsd:element minOccurs="0" name="quoteUnits" type="PriceQuoteUnits"/>
side
Type:
QuotationSideEnum, simple content
The side (bid/mid/ask) of the measure.
Simple Content
enumeration of xsd:token
Enumeration:
"Bid"
 - 
A value "bid" by a buyer for an asset, i.e. the value a buyer is willing to pay.
See:  http://www.FpML.org
"Ask"
 - 
A value "asked" by a seller for an asset, i.e. the value at which a seller is willing to sell.
See:  http://www.FpML.org
"Mid"
 - 
A value midway between the bid and the ask value.
See:  http://www.FpML.org
XML Source (w/o annotations (1); see within schema source)
<xsd:element minOccurs="0" name="side" type="QuotationSideEnum"/>
time
Type:
xsd:dateTime, predefined, simple content
When the quote was observed or when a calculated value was generated.
XML Source (w/o annotations (1); see within schema source)
<xsd:element minOccurs="0" name="time" type="xsd:dateTime"/>
timing
Type:
QuoteTiming, simple content
When during a day the quote is for. Typically, if this element is supplied, the QuoteLocation needs also to be supplied.
Simple Content
xsd:normalizedString
maxLength:
255
minLength:
0
XML Source (w/o annotations (1); see within schema source)
<xsd:element minOccurs="0" name="timing" type="QuoteTiming"/>
valuationDate
Type:
xsd:date, predefined, simple content
When the quote was computed.
XML Source (w/o annotations (1); see within schema source)
<xsd:element minOccurs="0" name="valuationDate" type="xsd:date"/>
XML schema documentation generated with FlexDoc/XML 1.12.2 using FlexDoc/XML XSDDoc 2.9.1 template set. All XSD diagrams generated by FlexDoc/XML DiagramKit.