complexType "ValuationSet"
Namespace:
http://www.fpml.org/FpML-5/confirmation
Content:
complex, 1 attribute, 8 elements
Defined:
globally in fpml-valuation-5-13.xsd; see XML source
Includes:
definitions of 1 attribute, 8 elements
Used:
at 1 location
Component Diagram
XML Representation Summary
<...
   
id
 = 
xsd:ID
   
>
   
Content: 
name?, valuationScenario*, valuationScenarioReference*, baseParty?, quotationCharacteristics*, sensitivitySetDefinition*, detail?, assetValuation*
</...>
Content Model Elements (8):
assetValuation,
baseParty,
detail,
name (in valuationSet),
quotationCharacteristics (in valuationSet),
sensitivitySetDefinition,
valuationScenario,
valuationScenarioReference (in valuationSet)
All Direct / Indirect Based Elements (1):
valuationSet
Known Usage Locations
Annotation
A set of valuation inputs and results. This structure can be used for requesting valuations, or for reporting them. In general, the request fills in fewer elements.
XML Source (w/o annotations (9); see within schema source)
<xsd:complexType name="ValuationSet">
<xsd:sequence>
<xsd:element minOccurs="0" name="name" type="NonEmptyToken"/>
<xsd:element maxOccurs="unbounded" minOccurs="0" name="valuationScenario" type="ValuationScenario"/>
<xsd:element maxOccurs="unbounded" minOccurs="0" name="valuationScenarioReference" type="ValuationScenarioReference"/>
<xsd:element minOccurs="0" name="baseParty" type="PartyReference"/>
<xsd:element maxOccurs="unbounded" minOccurs="0" name="quotationCharacteristics" type="QuotationCharacteristics"/>
<xsd:element maxOccurs="unbounded" minOccurs="0" name="sensitivitySetDefinition" type="SensitivitySetDefinition"/>
<xsd:element minOccurs="0" name="detail" type="ValuationSetDetail"/>
<xsd:element maxOccurs="unbounded" minOccurs="0" name="assetValuation" type="AssetValuation"/>
</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; 8/8)
assetValuation
Type:
AssetValuation, complex content
Valuations reported in this valuation set. These values can be values (NPVs, prices, etc.) or risks (DAR, etc.) and can include sensitivities.
XML Source (w/o annotations (1); see within schema source)
<xsd:element maxOccurs="unbounded" minOccurs="0" name="assetValuation" type="AssetValuation"/>
baseParty
Type:
PartyReference, empty content
Reference to the party from whose point of view the assets are valued.
XML Source (w/o annotations (1); see within schema source)
<xsd:element minOccurs="0" name="baseParty" type="PartyReference"/>
detail
Type:
ValuationSetDetail, simple content
Does this valuation set include a market environment?
Simple Content
xsd:normalizedString
maxLength:
255
minLength:
0
XML Source (w/o annotations (1); see within schema source)
<xsd:element minOccurs="0" name="detail" type="ValuationSetDetail"/>
name
Type:
NonEmptyToken, simple content
The name of the valuation set, used to understand what it means. E.g., "EOD Values and Risks for Party A".
Simple Content
xsd:token
minLength:
1
XML Source (w/o annotations (1); see within schema source)
<xsd:element minOccurs="0" name="name" type="NonEmptyToken"/>
quotationCharacteristics
Type:
QuotationCharacteristics, complex content
Charactistics (measure types, units, sides, etc.) of the quotes used (requested/reported) in the valuation set.
XML Source (w/o annotations (1); see within schema source)
<xsd:element maxOccurs="unbounded" minOccurs="0" name="quotationCharacteristics" type="QuotationCharacteristics"/>
sensitivitySetDefinition
Type:
SensitivitySetDefinition, complex content
Definition(s) of sensitivity sets used (requested or reported) in this valuation set.
XML Source (w/o annotations (1); see within schema source)
<xsd:element maxOccurs="unbounded" minOccurs="0" name="sensitivitySetDefinition" type="SensitivitySetDefinition"/>
valuationScenario
Type:
ValuationScenario, complex content
Valuation scenerios used (requested/reported) in this valuation set. E.g., the EOD valuation scenario for a particular value date. Used for the first occurrence of a valuation scenario in a document.
XML Source (w/o annotations (1); see within schema source)
<xsd:element maxOccurs="unbounded" minOccurs="0" name="valuationScenario" type="ValuationScenario"/>
valuationScenarioReference
Type:
ValuationScenarioReference, empty content
References to valuation scenarios used (requested/reported) in this valuation set. E..g, a reference to the EOD valuation scenario for a particular value date. Used for subsequence occurrences of a valuation set in an FpML document.
XML Source (w/o annotations (1); see within schema source)
<xsd:element maxOccurs="unbounded" minOccurs="0" name="valuationScenarioReference" type="ValuationScenarioReference"/>
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.