<xsd:complexType name="CalculationFromObservation" abstract="true">
<xsd:annotation>
<xsd:documentation xml:lang="en">Abstract base class for all calculation from observed values.</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:choice>
<xsd:choice>
<xsd:sequence>
<xsd:annotation>
<xsd:documentation xml:lang="en">Specifies whether the Initial Index Level should be the Closing Price Level, the Expiring Contract Level, VWAPPrice, TWAPPrice, NAV or Open Price and/or a specified Initial Index Level.</xsd:documentation>
</xsd:annotation>
<xsd:element name="initialLevel" type="xsd:decimal">
<xsd:annotation>
<xsd:documentation xml:lang="en">Contract will strike off this initial level. Providing just the initialLevel without initialLevelSource, infers that this is AgreedInitialPrice - a specified Initial Index Level.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="initialLevelSource" type="DeterminationMethod" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">In this context, this is AgreedInitialPrice - a specified Initial Index Level. Note: No other values from the DeterminationMethodScheme should not be provided.</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
<xsd:element name="initialLevelSource" type="DeterminationMethod">
<xsd:annotation>
<xsd:documentation xml:lang="en">Specifies whether the Initial Index Level determination method should be the Closing Price Level, the Expiring Contract Level, VWAPPrice, TWAPPrice, NAV or Open Price. Note: the AgreedInitialPrice value is not allowed here.</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:choice>
<xsd:element name="closingLevel" type="xsd:boolean" fpml-annotation:deprecated="true" fpml-annotation:deprecatedReason="The value is added to the determinationMethod coding Scheme list. Element 'closingLevel' is deprecated and will be removed in the next major FpML version. Element 'initialLevelSource' with value 'ClosingPrice' should be used instead." xmlns:fpml-annotation="http://www.fpml.org/annotation">
<xsd:annotation>
<xsd:documentation xml:lang="en">DEPRECATED. 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" fpml-annotation:deprecated="true" fpml-annotation:deprecatedReason="The value is added to the determinationMethod coding Scheme list. Element 'expiringLevel' is deprecated and will be removed in the next major FpML version. Element 'initialLevelSource' with value 'ExpiringContractLevel' should be used instead." xmlns:fpml-annotation="http://www.fpml.org/annotation">
<xsd:annotation>
<xsd:documentation xml:lang="en">DEPRECATED. 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 name="expectedN" type="xsd:positiveInteger" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">Expected number of trading days.</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:complexType>
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XSD Schema Diagram:
