complexType "CalculationFromObservation"
Namespace:
http://www.fpml.org/FpML-5/confirmation
Content:
complex, 5 elements
Abstract:
(cannot be assigned directly to elements used in instance XML documents)
Defined:
globally in fpml-eq-shared-5-8.xsd; see XML source
Includes:
definitions of 5 elements
Used:
at 2 locations
Content Model Diagram
XML Representation Summary
<...>
   
Content: 
</...>
Content Model Elements (5):
closingLevel, expectedN, expiringLevel, initialLevel, initialLevelSource
Known Direct Subtypes (2):
Correlation, Variance
All Direct / Indirect Based Elements (2):
correlation, variance
Known Usage Locations
Annotation
Abstract base class for all calculation from observed values.
XML Source (w/o annotations (7); see within schema source)
<xsd:complexType abstract="true" name="CalculationFromObservation">
<xsd:sequence>
<xsd:choice>
<xsd:sequence minOccurs="1">
<xsd:element minOccurs="0" name="initialLevel" type="xsd:decimal"/>
<xsd:element minOccurs="0" name="initialLevelSource" type="DeterminationMethod"/>
</xsd:sequence>
<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; 5/5)
closingLevel
Type:
xsd:boolean, predefined, simple content
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
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.
XML Source (w/o annotations (1); see within schema source)
<xsd:element minOccurs="0" name="initialLevel" type="xsd:decimal"/>
initialLevelSource
Type:
DeterminationMethod, simple content
Specifies whether the Initial Index Level should be the Closing Price Level, the Expiring Contract Level, VWAPPrice, TWAPPrice, NAV or Open Price.
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"/>
XML schema documentation generated with DocFlex/XML 1.9.0 using DocFlex/XML XSDDoc 2.8.0 template set. All content model diagrams generated by Altova XMLSpy via DocFlex/XML XMLSpy Integration.