XML Schema Documentation

Super-types:	None
Sub-types:	None

Name	BasicQuotation
Abstract	no
Documentation	Some kind of numerical measure about an asset, eg. its NPV, together with characteristics of that measure.

XML Instance Representation

<...>

<value> xsd:decimal </value> [0..1]

'The value of the the quotation.'

<measureType> AssetMeasureType </measureType> [0..1]

'The type of the value that is measured. This could be an NPV, a cash flow, a clean price, etc.'

<quoteUnits> PriceQuoteUnits </quoteUnits> [0..1]

'The optional units that the measure is expressed in. If not supplied, this is assumed to be a price/value in currency units.'

<side> QuotationSideEnum </side> [0..1]

'The side (bid/mid/ask) of the measure.'

<currency> Currency </currency> [0..1]

'The optional currency that the measure is expressed in. If not supplied, this is defaulted from the reportingCurrency in the valuationScenarioDefinition.'

<timing> QuoteTiming </timing> [0..1]

'When during a day the quote is for. Typically, if this element is supplied, the QuoteLocation needs also to be supplied.'

Start Group: QuoteLocation.model [0..1]

'Where the quote is from.'

Start Choice [1]

<businessCenter> BusinessCenter </businessCenter> [1]

'A city or other business center.'

<exchangeId> ExchangeId </exchangeId> [1]

'The exchange (e.g. stock or futures exchange) from which the quote is obtained.'

End Choice
End Group: QuoteLocation.model

<informationSource> InformationSource </informationSource> [0..*]

'The information source where a published or displayed market rate will be obtained, e.g. Telerate Page 3750.'

<time> xsd:dateTime </time> [0..1]

'When the quote was observed or derived.'

<valuationDate> xsd:date </valuationDate> [0..1]

'When the quote was computed.'

<expiryTime> xsd:dateTime </expiryTime> [0..1]

'When does the quote cease to be valid.'

<cashFlowType> CashflowType </cashFlowType> [0..1]

'For cash flows, the type of the cash flows. Examples include: Coupon payment, Premium Fee, Settlement Fee, Brokerage Fee, etc.'

</...>

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

Complex Type: BasicQuotation

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