Drilldown into CalculationFromObservation Drilldown into CalculationFromObservation Drilldown into CalculationFromObservation Drilldown into CalculationFromObservation
Definition Type Complex Type
Name CalculationFromObservation
Namespace http://www.fpml.org/FpML-5-0/confirmation
Abstract True
Documentation Abstract base class for all calculation from observed values
XSD Schema fpml-eq-shared-5-0.xsd
Collapse XSD Schema Diagram
XSD Diagram of CalculationFromObservation
Collapse XSD Schema Code
<xsd:complexType name="CalculationFromObservation" abstract="true" >
  <xsd:annotation>
    <xsd:documentation xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en">Abstract base class for all calculation from observed values</xsd:documentation>
  </xsd:annotation>

  <xsd:sequence>
    <xsd:choice>
      <xsd:element name="initialLevel" type="xsd:decimal">
        <xsd:annotation>
          <xsd:documentation xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en">Contract will strike off this initial level</xsd:documentation>
        </xsd:annotation>

      </xsd:element>

      <xsd:element name="closingLevel" type="xsd:boolean">
        <xsd:annotation>
          <xsd:documentation xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en">If true this contract will strike off the closing level of the default exchange traded contract</xsd:documentation>
        </xsd:annotation>

      </xsd:element>

      <xsd:element name="expiringLevel" type="xsd:boolean">
        <xsd:annotation>
          <xsd:documentation xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en">If true this contract will strike off the expiring level of the default exchange traded contract</xsd:documentation>
        </xsd:annotation>

      </xsd:element>

    </xsd:choice>

    <xsd:element minOccurs="0" name="expectedN" type="xsd:positiveInteger">
      <xsd:annotation>
        <xsd:documentation xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en">Expected number of trading days</xsd:documentation>
      </xsd:annotation>

    </xsd:element>

  </xsd:sequence>

</xsd:complexType>
Collapse Child Elements
Name Type Min Occurs Max Occurs
Collapse Derivation Tree
[No Sub Types]
CalculationFromObservation
    fpml:Correlation
        fpml:correlation
    fpml:Variance
        fpml:variance
Collapse References
fpml:Correlation , fpml:Variance
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