Diagram
| Super-types: | None |
|---|---|
| Sub-types: | None |
| Name | ValuationSet |
|---|---|
| Used by (from the same schema document) | Element valuationSet |
| Abstract | no |
| Documentation | 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. |
'The name of the valuation set, used to understand what it means. E.g., \"EOD Values and Risks for Party A\".'
'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.'
'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.'
'Reference to the party from whose point of view the assets are valued.'
'Charactistics (measure types, units, sides, etc.) of the quotes used (requested/reported) in the valuation set.'
'Definition(s) of sensitivity sets used (requested or reported) in this valuation set.'
'Does this valuation set include a market environment?'
'Valuations reported in this valuation set. These values can be values (NPVs, prices, etc.) or risks (DAR, etc.) and can include sensitivities.'