XML Schema "fpml-valuation-5-11.xsd"
Target Namespace:
http://www.fpml.org/FpML-5/confirmation
Version:
$Revision: 13737 $
Defined Components:
elements (1 global + 14 local), complexTypes (6)
Default Namespace-Qualified Form:
Local Elements: qualified; Local Attributes: unqualified
Includes Schemas (2):
fpml-business-events-5-11.xsd [src], fpml-mktenv-5-11.xsd [src]
Included in Schemas (1):
fpml-main-5-11.xsd [src]
All Element Summary
assetValuation
Valuations reported in this valuation set.
Type:
AssetValuation
Content:
complex, 2 attributes, 4 elements
Defined:
locally within ValuationSet complexType; see XML source
baseParty
Reference to the party from whose point of view the assets are valued.
Type:
PartyReference
Content:
empty, 1 attribute
Defined:
locally within ValuationSet complexType; see XML source
definitionReference
A reference to a sensitivity set definition.
Type:
SensitivitySetDefinitionReference
Content:
empty, 1 attribute
Defined:
locally within SensitivitySet complexType; see XML source
detail
Does this valuation set include a market environment?
Type:
ValuationSetDetail
Content:
simple, 1 attribute
Defined:
locally within ValuationSet complexType; see XML source
fxRate (in assetValuation)
Indicates the rate of a currency conversion that may have been used to compute valuations.
Type:
FxRate
Content:
complex, 2 elements
Defined:
locally within AssetValuation complexType; see XML source
name (in sensitivitySet)
Type:
String
Content:
simple
Defined:
locally within SensitivitySet complexType; see XML source
name (in valuationSet)
The name of the valuation set, used to understand what it means.
Type:
String
Content:
simple
Defined:
locally within ValuationSet complexType; see XML source
quotationCharacteristics (in valuationSet)
Charactistics (measure types, units, sides, etc.) of the quotes used (requested/reported) in the valuation set.
Type:
QuotationCharacteristics
Content:
complex, 14 elements
Defined:
locally within ValuationSet complexType; see XML source
quote (in assetValuation)
One or more numerical measures relating to the asset, possibly together with sensitivities of that measure to pricing inputs.
Type:
Quotation
Content:
complex, 16 elements
Defined:
locally within AssetValuation complexType; see XML source
sensitivity
Type:
Sensitivity
Content:
simple, 2 attributes
Defined:
locally within SensitivitySet complexType; see XML source
sensitivitySet
Zero or more sets of sensitivities of this measure to various input parameters.
Type:
SensitivitySet
Content:
complex, 1 attribute, 3 elements
Defined:
locally within Quotation complexType; see XML source
sensitivitySetDefinition
Definition(s) of sensitivity sets used (requested or reported) in this valuation set.
Type:
SensitivitySetDefinition
Content:
complex, 1 attribute, 8 elements
Defined:
locally within ValuationSet complexType; see XML source
valuationScenario
Valuation scenerios used (requested/reported) in this valuation set.
Type:
ValuationScenario
Content:
complex, 1 attribute, 5 elements
Defined:
locally within ValuationSet complexType; see XML source
valuationScenarioReference (in valuationSet)
References to valuation scenarios used (requested/reported) in this valuation set.
Type:
ValuationScenarioReference
Content:
empty, 1 attribute
Defined:
locally within ValuationSet complexType; see XML source
valuationSet
Type:
ValuationSet
Content:
complex, 1 attribute, 8 elements
Defined:
globally; see XML source
Used:
at 1 location
Complex Type Summary
AssetValuation
A structure that holds a set of measures about an asset, including possibly their sensitivities.
Content:
complex, 2 attributes, 4 elements
Defined:
globally; see XML source
Includes:
definitions of 2 elements
Used:
at 1 location
Quotation
Some kind of numerical measure about an asset, eg. its NPV, together with characteristics of that measure, together with optional sensitivities.
Content:
complex, 16 elements
Defined:
globally; see XML source
Includes:
definition of 1 element
Used:
at 1 location
Sensitivity
The sensitivity of a value to a defined change in input parameters.
Content:
simple, 2 attributes
Defined:
globally; see XML source
Includes:
definitions of 2 attributes
Used:
at 1 location
SensitivitySet
A collection of sensitivities.
Content:
complex, 1 attribute, 3 elements
Defined:
globally; see XML source
Includes:
definitions of 1 attribute, 3 elements
Used:
at 1 location
ValuationSet
A set of valuation inputs and results.
Content:
complex, 1 attribute, 8 elements
Defined:
globally; see XML source
Includes:
definitions of 1 attribute, 8 elements
Used:
at 1 location
ValuationSetDetail
The amount of detail provided in the valuation set, e.g. is market environment data provided, are risk definitions provided, etc.
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
at 1 location
XML Source
<?xml version="1.0" encoding="utf-8"?>
<!--
== Copyright (c) 2018-2019 All rights reserved.
== Financial Products Markup Language is subject to the FpML public license.
== A copy of this license is available at http://www.fpml.org/license/license.html
-->
<xsd:schema attributeFormDefault="unqualified" ecore:documentRoot="FpML" ecore:nsPrefix="conf" ecore:package="org.fpml.confirmation" elementFormDefault="qualified" targetNamespace="http://www.fpml.org/FpML-5/confirmation" version="$Revision: 13737 $" xmlns="http://www.fpml.org/FpML-5/confirmation" xmlns:ecore="http://www.eclipse.org/emf/2002/Ecore" xmlns:fpml-annotation="http://www.fpml.org/annotation" xmlns:xsd="http://www.w3.org/2001/XMLSchema">
<!--<xsd:include schemaLocation="fpml-enum.xsd" />-->
<xsd:include schemaLocation="fpml-mktenv-5-11.xsd"/>
<!-- <xsd:include schemaLocation="fpml-msg.xsd" />-->
<xsd:include schemaLocation="fpml-business-events-5-11.xsd"/>
<xsd:complexType name="AssetValuation">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A structure that holds a set of measures about an asset, including possibly their sensitivities.
</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="Valuation">
<xsd:sequence>
<xsd:element maxOccurs="unbounded" minOccurs="0" name="quote" type="Quotation">
<xsd:annotation>
<xsd:documentation xml:lang="en">
One or more numerical measures relating to the asset, possibly together with sensitivities of that measure to pricing inputs.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element maxOccurs="unbounded" minOccurs="0" name="fxRate" type="FxRate">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Indicates the rate of a currency conversion that may have been used to compute valuations.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="Quotation">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Some kind of numerical measure about an asset, eg. its NPV, together with characteristics of that measure, together with optional sensitivities.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:group ref="Quotation.model"/>
<xsd:element maxOccurs="unbounded" minOccurs="0" name="sensitivitySet" type="SensitivitySet">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Zero or more sets of sensitivities of this measure to various input parameters.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="Sensitivity">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The sensitivity of a value to a defined change in input parameters.
</xsd:documentation>
</xsd:annotation>
<xsd:simpleContent>
<xsd:extension base="xsd:decimal">
<xsd:attribute name="name" type="NormalizedString">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A optional name for this sensitivity. This is primarily intended for display purposes.
</xsd:documentation>
</xsd:annotation>
</xsd:attribute>
<xsd:attribute name="definitionRef" type="xsd:IDREF">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A optional (but normally supplied) reference to the definition of this sensitivity.
</xsd:documentation>
</xsd:annotation>
</xsd:attribute>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<xsd:complexType name="SensitivitySet">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A collection of sensitivities. References a definition that explains the meaning/type of the sensitivities.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element minOccurs="0" name="name" type="String"/>
<xsd:element minOccurs="0" name="definitionReference" type="SensitivitySetDefinitionReference">
<xsd:annotation>
<xsd:documentation xml:lang="en">A reference to a sensitivity set definition.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element maxOccurs="unbounded" minOccurs="0" name="sensitivity" type="Sensitivity"/>
</xsd:sequence>
<xsd:attribute name="id" type="xsd:ID"/>
</xsd:complexType>
<xsd:complexType name="ValuationSet">
<xsd:annotation>
<xsd:documentation xml:lang="en">
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.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element minOccurs="0" name="name" type="String">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The name of the valuation set, used to understand what it means. E.g., "EOD Values and Risks for Party A".
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element maxOccurs="unbounded" minOccurs="0" name="valuationScenario" type="ValuationScenario">
<xsd:annotation>
<xsd:documentation xml:lang="en">
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.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element maxOccurs="unbounded" minOccurs="0" name="valuationScenarioReference" type="ValuationScenarioReference">
<xsd:annotation>
<xsd:documentation xml:lang="en">
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.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="baseParty" type="PartyReference">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Reference to the party from whose point of view the assets are valued.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element maxOccurs="unbounded" minOccurs="0" name="quotationCharacteristics" type="QuotationCharacteristics">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Charactistics (measure types, units, sides, etc.) of the quotes used (requested/reported) in the valuation set.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element maxOccurs="unbounded" minOccurs="0" name="sensitivitySetDefinition" type="SensitivitySetDefinition">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Definition(s) of sensitivity sets used (requested or reported) in this valuation set.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="detail" type="ValuationSetDetail">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Does this valuation set include a market environment?
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element maxOccurs="unbounded" minOccurs="0" name="assetValuation" type="AssetValuation">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Valuations reported in this valuation set. These values can be values (NPVs, prices, etc.) or risks (DAR, etc.) and can include sensitivities.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
<xsd:attribute name="id" type="xsd:ID"/>
</xsd:complexType>
<xsd:complexType name="ValuationSetDetail">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The amount of detail provided in the valuation set, e.g. is market environment data provided, are risk definitions provided, etc.
</xsd:documentation>
</xsd:annotation>
<xsd:simpleContent>
<xsd:extension base="Scheme">
<xsd:attribute name="valuationSetDetailScheme" type="NonEmptyURI"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<xsd:element name="valuationSet" type="ValuationSet"/>
</xsd:schema>
XML schema documentation generated with DocFlex/XML 1.10b5 using DocFlex/XML XSDDoc 2.8.1 template set. All content model diagrams generated by Altova XMLSpy via DocFlex/XML XMLSpy Integration.