XML Schema Documentation

Name	valuationSet
Type	ValuationSet
Nillable	no
Abstract	no

XML Instance Representation

<name> xsd:string </name> [0..1]

'The name of the valuation set, used to understand what it means. E.g., \"EOD Values and Risks for Party A\".'

<valuationScenario> ValuationScenario </valuationScenario> [0..*]

'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.'

<valuationScenarioReference> ValuationScenarioReference </valuationScenarioReference> [0..*]

'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.'

<baseParty> PartyReference </baseParty> [0..1]

'Reference to the party from whose point of view the assets are valued.'

<quotationCharacteristics> QuotationCharacteristics </quotationCharacteristics> [0..*]

'Charactistics (measure types, units, sides, etc.) of the quotes used (requested/reported) in the valuation set.'

<sensitivitySetDefinition> SensitivitySetDefinition </sensitivitySetDefinition> [0..*]

'Definition(s) of sensitivity sets used (requested or reported) in this valuation set.'

<detail> ValuationSetDetail </detail> [0..1]

'Does this valuation set include a market environment?'

<assetValuation> AssetValuation </assetValuation> [0..*]

'Valuations reported in this valuation set. These values can be values (NPVs, prices, etc.) or risks (DAR, etc.) and can include sensitivities.'

</valuationSet>

Generated by <oXygen/> XML Editor using a modified version of xs3p that adds schema diagrams and chunking support.

Element: valuationSet

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