XML Schema "fpml-valuation-5-6.xsd"
Target Namespace:
http://www.fpml.org/FpML-5/confirmation
Version:
$Revision: 9857 $
Defined Components:
elements (1 global + 48 local), complexTypes (16), element groups (4)
Default Namespace-Qualified Form:
Local Elements: qualified; Local Attributes: unqualified
Schema Location:
Z:\Documents\Tradeheader\5-6-4\FpML-5-6-4-TR-2\xml\confirmation\fpml-valuation-5-6.xsd; see XML source
Includes Schemas (4):
fpml-business-events-5-6.xsd [src], fpml-enum-5-6.xsd [src], fpml-mktenv-5-6.xsd [src], fpml-msg-5-6.xsd [src]
Included in Schemas (1):
fpml-main-5-6.xsd [src]
All Element Summary
activityProvider
A reference to the party responsible for reporting trading activities.
Type:
PartyReference
Content:
empty, 1 attribute
Defined:
locally within ReportingRoles complexType; see XML source
adjustedDate (defined in AdjustedAndOrUnadjustedDate.model group)
Type:
xsd:date
Content:
simple
Defined:
locally within AdjustedAndOrUnadjustedDate.model group; see XML source
adjustedDate (defined in AdjustedAndOrUnadjustedDate.model group)
Type:
xsd:date
Content:
simple
Defined:
locally within AdjustedAndOrUnadjustedDate.model group; see XML source
assetReference (defined in ScheduledDate complexType)
A reference to the leg (or other product component) for which these dates occur.
Type:
AnyAssetReference
Content:
empty, 1 attribute
Defined:
locally within ScheduledDate complexType; see XML source
assetValuation
Valuations reported in this valuation set.
Type:
AssetValuation
Content:
complex, 2 attributes, 4 elements
Defined:
locally within ValuationSet complexType; see XML source
associatedValue
The value that is associated with the scheduled date.
Type:
AssetValuation
Content:
complex, 2 attributes, 4 elements
Defined:
locally within AssociatedValue.model group; see XML source
associatedValueReference
A reference to the value associated with this scheduled date.
Type:
ValuationReference
Content:
empty, 1 attribute
Defined:
locally within AssociatedValue.model group; see XML source
baseAccount
A reference to the party from whose perspective the position is valued, ie. the owner or holder of the position.
Type:
AccountReference
Content:
empty, 1 attribute
Defined:
locally within ReportingRoles complexType; see XML source
baseParty (in reportingRoles)
A reference to the party from whose perspective the position is valued, ie. the owner or holder of the position.
Type:
PartyReference
Content:
empty, 1 attribute
Defined:
locally within ReportingRoles complexType; see XML source
baseParty (in valuationSet)
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
baseValuationScenario
An (optional) reference to a valuation scenario from which this one is derived.
Type:
ValuationScenarioReference
Content:
empty, 1 attribute
Defined:
locally within DerivedValuationScenario complexType; see XML source
constituent
The components that create this position.
Type:
PositionConstituent
Content:
complex, 4 elements
Defined:
locally within Position complexType; see XML source
creationDate
Type:
xsd:date
Content:
simple
Defined:
locally within PositionStatusInfo.model group; 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 (defined in AssetValuation complexType)
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
history
Type:
PositionHistory
Content:
complex, 13 elements
Defined:
locally within PositionStatusInfo.model group; see XML source
holding
An amount of an instrument that is held.
Type:
Holding
Content:
complex, 3 elements
Defined:
locally within PositionConstituent complexType; see XML source
marketReference (defined in DerivedValuationScenario complexType)
A reference to the market environment used to price the asset.
Type:
MarketReference
Content:
empty, 1 attribute
Defined:
locally within DerivedValuationScenario complexType; see XML source
name (defined in DerivedValuationScenario complexType)
The (optional) name for this valuation scenario, used for understandability.
Type:
xsd:string
Content:
simple
Defined:
locally within DerivedValuationScenario complexType; see XML source
name (in sensitivitySet)
Type:
xsd: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:
xsd:string
Content:
simple
Defined:
locally within ValuationSet complexType; see XML source
originatingEvent (defined in PositionStatusInfo.model group)
Type:
PositionOriginEnum
Content:
simple
Defined:
locally within PositionStatusInfo.model group; see XML source
positionProvider
A reference to the party responsible for reporting the position itself and its constituents.
Type:
PartyReference
Content:
empty, 1 attribute
Defined:
locally within ReportingRoles complexType; see XML source
positionVersionReference
A previously submitted version of the position.
Type:
xsd:positiveInteger
Content:
simple
Defined:
locally within PositionConstituent complexType; see XML source
quantity (in holding)
A description of how much of the instrument is held.
Type:
InstrumentTradeQuantity
Content:
complex, 2 elements
Defined:
locally within Holding 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 (defined in AssetValuation complexType)
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
reportingRoles
Information about the roles of the parties with respect to reporting the positions.
Type:
ReportingRoles
Content:
complex, 5 elements
Defined:
locally within Position complexType; see XML source
scheduledDate (defined in Position complexType)
Position level schedule date, such as final payment dates, in a simple and flexible format.
Type:
ScheduledDate
Content:
complex, 7 elements
Defined:
locally within Position complexType; see XML source
scheduledDate (defined in ScheduledDates complexType)
A single stream level scheduled servicing date.
Type:
ScheduledDate
Content:
complex, 7 elements
Defined:
locally within ScheduledDates 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
shift (defined in DerivedValuationScenario complexType)
A collection of shifts to be applied to market inputs prior to computation of the derivative.
Type:
PricingParameterShift
Content:
complex, 1 attribute, 3 elements
Defined:
locally within DerivedValuationScenario complexType; see XML source
status (defined in PositionStatusInfo.model group)
Type:
PositionStatusEnum
Content:
simple
Defined:
locally within PositionStatusInfo.model group; see XML source
trade (in constituent)
An element that allows the full details of the trade to be used as a mechanism for identifying the trade for which the post-trade event pertains.
Type:
Trade
Content:
complex, 1 attribute, 14 elements
Defined:
locally within PositionConstituent complexType; see XML source
tradeReference (in constituent)
The trade reference identifier(s) allocated to the trade by the parties involved.
Type:
PartyTradeIdentifiers
Content:
complex, 1 element
Defined:
locally within PositionConstituent complexType; see XML source
type (defined in ScheduledDate complexType)
The type of the date, e.g. next or previous payment.
Type:
ScheduledDateType
Content:
simple, 1 attribute
Defined:
locally within ScheduledDate complexType; see XML source
type (in holding)
Whether the position is actually owned or is borrowed.
Type:
PositionTypeEnum
Content:
simple
Defined:
locally within Holding complexType; see XML source
unadjustedDate (defined in AdjustedAndOrUnadjustedDate.model group)
Type:
xsd:date
Content:
simple
Defined:
locally within AdjustedAndOrUnadjustedDate.model group; see XML source
valuation (defined in AssetValuationOrReference.model group)
Type:
AssetValuation
Content:
complex, 2 attributes, 4 elements
Defined:
locally within AssetValuationOrReference.model group; see XML source
valuation (defined in Position complexType)
Valuation reported for the position, such as NPV or accrued interest.
Type:
AssetValuation
Content:
complex, 2 attributes, 4 elements
Defined:
locally within Position complexType; see XML source
valuationDate (defined in DerivedValuationScenario complexType)
The (optional) date for which the assets are valued.
Type:
IdentifiedDate
Content:
simple, 1 attribute
Defined:
locally within DerivedValuationScenario complexType; see XML source
valuationProvider
A reference to the party responsible for calculating and reporting the valuations of the positions.
Type:
PartyReference
Content:
empty, 1 attribute
Defined:
locally within ReportingRoles complexType; see XML source
valuationReference
A reference to a quotation
Type:
ValuationReference
Content:
empty, 1 attribute
Defined:
locally within AssetValuationOrReference.model group; 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 4 locations
DerivedValuationScenario
A valuation scenario that is derived from another valuation scenario.
Content:
complex, 1 attribute, 5 elements
Defined:
globally; see XML source
Includes:
definitions of 1 attribute, 5 elements
Used:
never
Holding
A net accumulated position held in an asset.
Content:
complex, 3 elements
Defined:
globally; see XML source
Includes:
definitions of 3 elements
Used:
at 1 location
Position
A collection of related trades or positions and the corresponding aggregate exposures generated by these.
Content:
complex, 1 attribute, 10 elements
Defined:
globally; see XML source
Includes:
definitions of 1 attribute, 4 elements
Used:
never
PositionConstituent
The items (trades, trade references, holdings, other positions) that comprise this position.
Content:
complex, 4 elements
Defined:
globally; see XML source
Includes:
definitions of 4 elements
Used:
at 1 location
PositionHistory
A list of events that have affected a position.
Content:
complex, 13 elements
Defined:
globally; see XML source
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
ReportingRoles
The roles of the parties in reporting information such as positions.
Content:
complex, 5 elements
Defined:
globally; see XML source
Includes:
definitions of 5 elements
Used:
at 1 location
ScheduledDate
An servicing date relevant for a trade structure, such as a payment or a reset.
Content:
complex, 7 elements
Defined:
globally; see XML source
Includes:
definitions of 2 elements
Used:
at 2 locations
ScheduledDates
A list of dates (cash flows, resets, etc.) that are relevant for this structure, e.g. next cash flow, last reset, etc.
Content:
complex, 1 element
Defined:
globally; see XML source
Includes:
definition of 1 element
Used:
never
ScheduledDateType
A scheme used to identify the type of a stream scheduled servicing date.
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
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
Valuations
A set of valuation.
Content:
complex, 2 elements
Defined:
globally; see XML source
Used:
never
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
Element Group Summary
AdjustedAndOrUnadjustedDate.model
Contains at least one of an adjusted date and and unadjusted date, using the usual meanings of those terms.
Content:
3 elements
Defined:
globally; see XML source
Includes:
definitions of 3 elements
Used:
at 1 location
AssetValuationOrReference.model
A quotation or a reference to a quotation.
Content:
2 elements
Defined:
globally; see XML source
Includes:
definitions of 2 elements
Used:
at 1 location
AssociatedValue.model
An associated value or reference for a scheduled date.
Content:
2 elements
Defined:
globally; see XML source
Includes:
definitions of 2 elements
Used:
at 1 location
PositionStatusInfo.model
Contains information about the status of the position
Content:
4 elements
Defined:
globally; see XML source
Includes:
definitions of 4 elements
Used:
at 1 location
XML Source
<?xml version="1.0" encoding="utf-8"?>
<!--
== Copyright (c) 2002-2013 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: 9857 $" 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-5-6.xsd"/>
<xsd:include schemaLocation="fpml-mktenv-5-6.xsd"/>
<xsd:include schemaLocation="fpml-msg-5-6.xsd"/>
<xsd:include schemaLocation="fpml-business-events-5-6.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="DerivedValuationScenario">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A valuation scenario that is derived from another valuation scenario.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element minOccurs="0" name="name" type="xsd:string">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The (optional) name for this valuation scenario, used for understandability. For example "EOD Valuations".
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:annotation>
<xsd:documentation xml:lang="en">
An (optional) reference to a valuation scenario from which this one is derived.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="valuationDate" type="IdentifiedDate">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The (optional) date for which the assets are valued. If not present, the valuation date will be that of the base valuation scenario.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="marketReference" type="MarketReference">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A reference to the market environment used to price the asset. If not present, the market will be that of the base valuation scenario.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element maxOccurs="unbounded" minOccurs="0" name="shift" type="PricingParameterShift">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A collection of shifts to be applied to market inputs prior to computation of the derivative.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
<xsd:attribute name="id" type="xsd:ID"/>
</xsd:complexType>
<xsd:complexType name="Position">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A collection of related trades or positions and the corresponding aggregate exposures generated by these.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:group ref="PositionIdAndVersion.model"/>
<xsd:group ref="PositionStatusInfo.model"/>
<xsd:element minOccurs="0" name="reportingRoles" type="ReportingRoles">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Information about the roles of the parties with respect to reporting the positions.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="constituent" type="PositionConstituent">
<xsd:annotation>
<xsd:documentation xml:lang="en">The components that create this position.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element maxOccurs="unbounded" minOccurs="0" name="scheduledDate" type="ScheduledDate">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Position level schedule date, such as final payment dates, in a simple and flexible format.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element maxOccurs="unbounded" minOccurs="0" name="valuation" type="AssetValuation">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Valuation reported for the position, such as NPV or accrued interest. The asset/object references in the valuations should refer to the deal or components of the deal in the position, e.g. legs, streams, or underlyers.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
<xsd:attribute name="id" type="xsd:ID"/>
</xsd:complexType>
<xsd:complexType name="PositionConstituent">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The items (trades, trade references, holdings, other positions) that comprise this position. Currently a position may consist only of a single trade, a reference to a previously submitted position, or a reference to the trade. The choice structure is optional to allow extensions to be placed within this container.
</xsd:documentation>
</xsd:annotation>
<xsd:choice minOccurs="0">
<xsd:element name="trade" type="Trade">
<xsd:annotation>
<xsd:documentation xml:lang="en">
An element that allows the full details of the trade to be used as a mechanism for identifying the trade for which the post-trade event pertains.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="positionVersionReference" type="xsd:positiveInteger">
<xsd:annotation>
<xsd:documentation xml:lang="en">A previously submitted version of the position.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="tradeReference" type="PartyTradeIdentifiers">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The trade reference identifier(s) allocated to the trade by the parties involved.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="holding" type="Holding">
<xsd:annotation>
<xsd:documentation xml:lang="en">An amount of an instrument that is held.</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:choice>
</xsd:complexType>
<xsd:complexType name="Holding">
<xsd:annotation>
<xsd:documentation xml:lang="en">A net accumulated position held in an asset.</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element ref="underlyingAsset">
<xsd:annotation>
<xsd:documentation xml:lang="en">The FpML asset description for the asset.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="quantity" type="InstrumentTradeQuantity">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A description of how much of the instrument is held.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="type" type="PositionTypeEnum">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Whether the position is actually owned or is borrowed. If omitted, it is assumed to be a long position.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="PositionHistory">
<xsd:annotation>
<xsd:documentation xml:lang="en">A list of events that have affected a position.</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:group maxOccurs="unbounded" ref="Events.model"/>
</xsd:sequence>
</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="ReportingRoles">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The roles of the parties in reporting information such as positions.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element name="baseParty" type="PartyReference">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A reference to the party from whose perspective the position is valued, ie. the owner or holder of the position.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="baseAccount" type="AccountReference">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A reference to the party from whose perspective the position is valued, ie. the owner or holder of the position.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="activityProvider" type="PartyReference">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A reference to the party responsible for reporting trading activities.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="positionProvider" type="PartyReference">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A reference to the party responsible for reporting the position itself and its constituents.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="valuationProvider" type="PartyReference">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A reference to the party responsible for calculating and reporting the valuations of the positions.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="ScheduledDate">
<xsd:annotation>
<xsd:documentation xml:lang="en">
An servicing date relevant for a trade structure, such as a payment or a reset.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:group ref="AdjustedAndOrUnadjustedDate.model"/>
<xsd:element name="type" type="ScheduledDateType">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The type of the date, e.g. next or previous payment.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="assetReference" type="AnyAssetReference">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A reference to the leg (or other product component) for which these dates occur.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:group maxOccurs="unbounded" minOccurs="0" ref="AssociatedValue.model"/>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="ScheduledDates">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A list of dates (cash flows, resets, etc.) that are relevant for this structure, e.g. next cash flow, last reset, etc. Provides a way to list upcoming or recent servicing dates related to this trade stream in a way that is simpler and more flexible than the FpML "cashflows" structure.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element maxOccurs="unbounded" name="scheduledDate" type="ScheduledDate">
<xsd:annotation>
<xsd:documentation xml:lang="en">A single stream level scheduled servicing date.</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="ScheduledDateType">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A scheme used to identify the type of a stream scheduled servicing date.
</xsd:documentation>
</xsd:annotation>
<xsd:simpleContent>
<xsd:extension base="Scheme">
<xsd:attribute default="http://www.fpml.org/coding-scheme/scheduled-date-type" name="scheduledDateTypeScheme" type="xsd:anyURI"/>
</xsd:extension>
</xsd:simpleContent>
</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="xsd: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="xsd: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="Valuations">
<xsd:annotation>
<xsd:documentation xml:lang="en">A set of valuation.</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:group maxOccurs="unbounded" ref="AssetValuationOrReference.model"/>
</xsd:sequence>
</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="xsd: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="xsd:anyURI"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<xsd:element name="valuationSet" type="ValuationSet"/>
<xsd:annotation>
<xsd:documentation xml:lang="en">
Contains at least one of an adjusted date and and unadjusted date, using the usual meanings of those terms.
</xsd:documentation>
</xsd:annotation>
<xsd:choice>
<xsd:sequence>
<xsd:element name="unadjustedDate" type="xsd:date"/>
<xsd:element minOccurs="0" name="adjustedDate" type="xsd:date"/>
</xsd:sequence>
<xsd:element name="adjustedDate" type="xsd:date"/>
</xsd:choice>
</xsd:group>
<xsd:annotation>
<xsd:documentation xml:lang="en">A quotation or a reference to a quotation.</xsd:documentation>
</xsd:annotation>
<xsd:choice>
<xsd:element name="valuation" type="AssetValuation">
<xsd:annotation>
<xsd:documentation xml:lang="en"/>
</xsd:annotation>
</xsd:element>
<xsd:element name="valuationReference" type="ValuationReference">
<xsd:annotation>
<xsd:documentation xml:lang="en">A reference to a quotation</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:choice>
</xsd:group>
<xsd:group name="AssociatedValue.model">
<xsd:annotation>
<xsd:documentation xml:lang="en">
An associated value or reference for a scheduled date.
</xsd:documentation>
</xsd:annotation>
<xsd:choice>
<xsd:element name="associatedValue" type="AssetValuation">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The value that is associated with the scheduled date.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="associatedValueReference" type="ValuationReference">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A reference to the value associated with this scheduled date.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:choice>
</xsd:group>
<xsd:group name="PositionStatusInfo.model">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Contains information about the status of the position
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element minOccurs="0" name="status" type="PositionStatusEnum"/>
<xsd:element minOccurs="0" name="creationDate" type="xsd:date"/>
<xsd:element minOccurs="0" name="originatingEvent" type="PositionOriginEnum"/>
<xsd:element minOccurs="0" name="history" type="PositionHistory"/>
</xsd:sequence>
</xsd:group>
</xsd:schema>
XML schema documentation generated with DocFlex/XML 1.9.0 using DocFlex/XML XSDDoc 2.8.0 template set. All content model diagrams generated by Altova XMLSpy via DocFlex/XML XMLSpy Integration.