complexType "EquityValuation"
Namespace:
http://www.fpml.org/FpML-5/confirmation
Content:
complex, 1 attribute, 9 elements
Defined:
globally in fpml-eq-shared-5-13.xsd; see XML source
Includes:
definitions of 1 attribute, 9 elements
Used:
at 3 locations
Component Diagram
XML Representation Summary
<...
   
id
 = 
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, valuationRules
Known Usage Locations
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: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)
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; 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)
valuationDates
Type:
AdjustableRelativeOrPeriodicDates, complex content
Specifies the interim equity valuation dates of a swap.
XML Source (w/o annotations (1); see within schema source)
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 FlexDoc/XML 1.12.2 using FlexDoc/XML XSDDoc 2.9.1 template set. All XSD diagrams generated by FlexDoc/XML DiagramKit.