Documentation for Financial products Markup Language (FpML®)
Definition Type: ComplexType
Name: EquityValuation
Namespace: http://www.fpml.org/FpML-5/confirmation
Containing Schema: fpml-eq-shared-5-10.xsd
Abstract
Documentation:
A type for defining how and when an equity option is to be valued.
Collapse XSD Schema Diagram:
Drilldown into fPVFinalPriceElectionFallback in schema fpml-eq-shared-5-10_xsd Drilldown into dividendValuationDates in schema fpml-eq-shared-5-10_xsd Drilldown into numberOfValuationDates in schema fpml-eq-shared-5-10_xsd Drilldown into optionsPriceValuation in schema fpml-eq-shared-5-10_xsd Drilldown into futuresPriceValuation in schema fpml-eq-shared-5-10_xsd Drilldown into valuationTime in schema fpml-eq-shared-5-10_xsd Drilldown into valuationTimeType in schema fpml-eq-shared-5-10_xsd Drilldown into valuationDates in schema fpml-eq-shared-5-10_xsd Drilldown into valuationDate in schema fpml-eq-shared-5-10_xsd Drilldown into id in schema fpml-eq-shared-5-10_xsdXSD Diagram of EquityValuation in schema fpml-eq-shared-5-10_xsd (Financial products Markup Language (FpML®))
Collapse XSD Schema Code: 
<xsd:complexType name="EquityValuation">
    <xsd:annotation>
        <xsd:documentation xml:lang="en">A type for defining how and when an equity option is to be valued.</xsd:documentation>
    </xsd:annotation>
    <xsd:sequence>
        <xsd:choice minOccurs="0">
            <xsd:element name="valuationDate" type="AdjustableDateOrRelativeDateSequence">
                <xsd:annotation>
                    <xsd:documentation xml:lang="en">The term "Valuation Date" is assumed to have the meaning as defined in the ISDA 2002 Equity Derivatives Definitions. Cash Settlement Payment Date in accordance with the ISDA 2002 Equity Derivatives Definitions. SettlementCycle in accordance with the ISDA 2011 Equity Derivatives Definitions.</xsd:documentation>
                </xsd:annotation>
            </xsd:element>
            <xsd:element name="valuationDates" type="AdjustableRelativeOrPeriodicDates">
                <xsd:annotation>
                    <xsd:documentation xml:lang="en">Specifies the interim equity valuation dates of a swap.</xsd:documentation>
                </xsd:annotation>
            </xsd:element>
        </xsd:choice>
        <xsd:element name="valuationTimeType" type="TimeTypeEnum" minOccurs="0">
            <xsd:annotation>
                <xsd:documentation xml:lang="en">The time of day at which the calculation agent values the underlying, for example the official closing time of the exchange.</xsd:documentation>
            </xsd:annotation>
        </xsd:element>
        <xsd:element name="valuationTime" type="BusinessCenterTime" minOccurs="0">
            <xsd:annotation>
                <xsd:documentation xml:lang="en">The specific time of day at which the calculation agent values the underlying. The SpecificTime is the only case when the valuationTime (time + business center location – e.g. 10:00:00 USNY) should be provided. You should be able to provide just the valuationTime without valuationTimeType, which infer that this is a specific time.</xsd:documentation>
            </xsd:annotation>
        </xsd:element>
        <xsd:choice minOccurs="0">
            <xsd:element name="futuresPriceValuation" type="xsd:boolean">
                <xsd:annotation>
                    <xsd:documentation xml:lang="en">The official settlement price as announced by the related exchange is applicable, in accordance with the ISDA 2002 definitions.</xsd:documentation>
                </xsd:annotation>
            </xsd:element>
            <xsd:element name="optionsPriceValuation" type="xsd:boolean">
                <xsd:annotation>
                    <xsd:documentation xml:lang="en">The official settlement price as announced by the related exchange is applicable, in accordance with the ISDA 2002 definitions.</xsd:documentation>
                </xsd:annotation>
            </xsd:element>
        </xsd:choice>
        <xsd:element name="numberOfValuationDates" type="xsd:nonNegativeInteger" minOccurs="0">
            <xsd:annotation>
                <xsd:documentation xml:lang="en">The number of valuation dates between valuation start date and valuation end date.</xsd:documentation>
            </xsd:annotation>
        </xsd:element>
        <xsd:element name="dividendValuationDates" type="AdjustableRelativeOrPeriodicDates" minOccurs="0">
            <xsd:annotation>
                <xsd:documentation xml:lang="en">Specifies the dividend valuation dates of the swap.</xsd:documentation>
            </xsd:annotation>
        </xsd:element>
        <xsd:element name="fPVFinalPriceElectionFallback" type="FPVFinalPriceElectionFallbackEnum" minOccurs="0">
            <xsd:annotation>
                <xsd:documentation xml:lang="en">Specifies the fallback provisions for Hedging Party in the determination of the Final Price.</xsd:documentation>
            </xsd:annotation>
        </xsd:element>
    </xsd:sequence>
    <xsd:attribute name="id" type="xsd:ID" />
</xsd:complexType>
Collapse Child Elements:
Name Type Min Occurs Max Occurs
valuationDate nsA:valuationDate (1) (1)
valuationDates nsA:valuationDates (1) (1)
valuationTimeType nsA:valuationTimeType 0 (1)
valuationTime nsA:valuationTime 0 (1)
futuresPriceValuation nsA:futuresPriceValuation (1) (1)
optionsPriceValuation nsA:optionsPriceValuation (1) (1)
numberOfValuationDates nsA:numberOfValuationDates 0 (1)
dividendValuationDates nsA:dividendValuationDates 0 (1)
fPVFinalPriceElectionFallback nsA:fPVFinalPriceElectionFallback 0 (1)
Collapse Child Attributes:
Name Type Default Value Use
id nsA:id (Optional)
Collapse Derivation Tree:
Collapse References:
nsA:equityValuation, nsA:valuation, nsA:valuationRules
Documentation for Financial products Markup Language (FpML®)

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