Documentation for Financial products Markup Language (FpML®)
Definition Type: ComplexType
Name: DirectionalLegUnderlyerValuation
Namespace: http://www.fpml.org/FpML-5/recordkeeping
Type: nsD:DirectionalLegUnderlyer
Containing Schema: fpml-eq-shared-5-10.xsd
Abstract True
Documentation:
An abstract base class for all directional leg types with effective date, termination date, and underlyer, where a payer makes a stream of payments of greater than zero value to a receiver.
Collapse XSD Schema Diagram:
Drilldown into valuation in schema fpml-eq-shared-5-10_xsd1 Drilldown into fxFeature in schema fpml-eq-shared-5-10_xsd1 Drilldown into settlementCurrency in schema fpml-shared-5-10_xsd3 Drilldown into settlementAmount in schema fpml-shared-5-10_xsd3 Drilldown into SettlementAmountOrCurrency.model in schema fpml-shared-5-10_xsd3 Drilldown into settlementDate in schema fpml-option-shared-5-10_xsd2 Drilldown into settlementType in schema fpml-option-shared-5-10_xsd2 Drilldown into OptionSettlement.model in schema fpml-option-shared-5-10_xsd2 Drilldown into underlyer in schema fpml-eq-shared-5-10_xsd1 Drilldown into terminationDate in schema fpml-shared-5-10_xsd3 Drilldown into effectiveDate in schema fpml-shared-5-10_xsd3 Drilldown into receiverAccountReference in schema fpml-shared-5-10_xsd3 Drilldown into receiverPartyReference in schema fpml-shared-5-10_xsd3 Drilldown into Receiver.model in schema fpml-shared-5-10_xsd3 Drilldown into payerAccountReference in schema fpml-shared-5-10_xsd3 Drilldown into payerPartyReference in schema fpml-shared-5-10_xsd3 Drilldown into Payer.model in schema fpml-shared-5-10_xsd3 Drilldown into PayerReceiver.model in schema fpml-shared-5-10_xsd3 Drilldown into legIdentifier in schema fpml-shared-5-10_xsd3 Drilldown into id in schema fpml-shared-5-10_xsd3 Drilldown into Leg in schema fpml-shared-5-10_xsd3 Drilldown into DirectionalLeg in schema fpml-shared-5-10_xsd3 Drilldown into DirectionalLegUnderlyer in schema fpml-eq-shared-5-10_xsd1XSD Diagram of DirectionalLegUnderlyerValuation in schema fpml-eq-shared-5-10_xsd1 (Financial products Markup Language (FpML®))
Collapse XSD Schema Code: 
<xsd:complexType name="DirectionalLegUnderlyerValuation" abstract="true">
    <xsd:annotation>
        <xsd:documentation xml:lang="en">An abstract base class for all directional leg types with effective date, termination date, and underlyer, where a payer makes a stream of payments of greater than zero value to a receiver.</xsd:documentation>
    </xsd:annotation>
    <xsd:complexContent>
        <xsd:extension base="DirectionalLegUnderlyer">
            <xsd:sequence>
                <xsd:element name="valuation" type="EquityValuation">
                    <xsd:annotation>
                        <xsd:documentation xml:lang="en">Valuation of the underlyer.</xsd:documentation>
                    </xsd:annotation>
                </xsd:element>
            </xsd:sequence>
        </xsd:extension>
    </xsd:complexContent>
</xsd:complexType>
Collapse Child Elements:
Name Type Min Occurs Max Occurs
legIdentifier nsD:legIdentifier 0 unbounded
payerPartyReference nsD:payerPartyReference (1) (1)
payerAccountReference nsD:payerAccountReference 0 (1)
receiverPartyReference nsD:receiverPartyReference 0 (1)
receiverAccountReference nsD:receiverAccountReference 0 (1)
effectiveDate nsD:effectiveDate 0 (1)
terminationDate nsD:terminationDate 0 (1)
underlyer nsD:underlyer (1) (1)
settlementType nsD:settlementType 0 (1)
settlementDate nsD:settlementDate 0 (1)
settlementAmount nsD:settlementAmount (1) (1)
settlementCurrency nsD:settlementCurrency (1) (1)
fxFeature nsD:fxFeature 0 (1)
valuation nsD:valuation (1) (1)
<xs:group> nsD:PayerReceiver.model (1) (1)
<xs:group> nsD:Payer.model (1) (1)
<xs:group> nsD:Receiver.model (1) (1)
<xs:group> nsD:OptionSettlement.model (1) (1)
<xs:group> nsD:SettlementAmountOrCurrency.model 0 (1)
Collapse Child Attributes:
Name Type Default Value Use
id nsD:id (Optional)
Collapse Derivation Tree:
Collapse References:
nsD:CorrelationLeg, nsD:VarianceLeg, nsD:VolatilityLeg
Documentation for Financial products Markup Language (FpML®)

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