complexType "DerivedValuationScenario"
Namespace:
http://www.fpml.org/FpML-5/confirmation
Content:
complex, 1 attribute, 5 elements
Defined:
globally in fpml-valuation-5-3.xsd; see XML source
Includes:
definitions of 1 attribute, 5 elements
Used:
never
Content Model Diagram
XML Representation Summary
<...
   
id
 = 
 xsd:ID
    >
   
Content: 
 name?, baseValuationScenario, valuationDate?, marketReference?, shift*
</...>
Content Model Elements (5):
baseValuationScenario,
marketReference (defined in DerivedValuationScenario complexType),
name (defined in DerivedValuationScenario complexType),
shift (defined in DerivedValuationScenario complexType),
valuationDate (defined in DerivedValuationScenario complexType)
Annotation
A valuation scenario that is derived from another valuation scenario.
XML Source (w/o annotations (6); see within schema source)
<xsd:complexType name="DerivedValuationScenario">
<xsd:sequence>
<xsd:element minOccurs="0" name="name" type="xsd:string"/>
<xsd:element name="baseValuationScenario" type="ValuationScenarioReference"/>
<xsd:element minOccurs="0" name="valuationDate" type="IdentifiedDate"/>
<xsd:element minOccurs="0" name="marketReference" type="MarketReference"/>
<xsd:element maxOccurs="unbounded" minOccurs="0" name="shift" type="PricingParameterShift"/>
</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; 5/5)
baseValuationScenario
Type:
ValuationScenarioReference, empty content
An (optional) reference to a valuation scenario from which this one is derived.
XML Source (w/o annotations (1); see within schema source)
<xsd:element name="baseValuationScenario" type="ValuationScenarioReference"/>
marketReference
Type:
MarketReference, empty content
A reference to the market environment used to price the asset. If not present, the market will be that of the base valuation scenario.
XML Source (w/o annotations (1); see within schema source)
<xsd:element minOccurs="0" name="marketReference" type="MarketReference"/>
name
Type:
xsd:string, predefined, simple content
The (optional) name for this valuation scenario, used for understandability. For example "EOD Valuations".
XML Source (w/o annotations (1); see within schema source)
<xsd:element minOccurs="0" name="name" type="xsd:string"/>
shift
Type:
PricingParameterShift, complex content
A collection of shifts to be applied to market inputs prior to computation of the derivative.
XML Source (w/o annotations (1); see within schema source)
<xsd:element maxOccurs="unbounded" minOccurs="0" name="shift" type="PricingParameterShift"/>
valuationDate
Type:
IdentifiedDate, simple content
The (optional) date for which the assets are valued. If not present, the valuation date will be that of the base valuation scenario.
Simple Content
xsd:date
XML Source (w/o annotations (1); see within schema source)
<xsd:element minOccurs="0" name="valuationDate" type="IdentifiedDate"/>
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.