Documentation for Financial products Markup Language (FpML®)
Definition Type: ComplexType
Name: PricingStructureValuation
Namespace: http://www.fpml.org/FpML-5/reporting
Type: nsE:Valuation
Containing Schema: fpml-riskdef-5-10.xsd
Abstract
Documentation:
An abstract pricing structure valuation base type. Used as a base for values of pricing structures such as yield curves and volatility matrices. Derived from the "Valuation" type.
Collapse XSD Schema Diagram:
Drilldown into buildDateTime in schema fpml-riskdef-5-10_xsd2 Drilldown into endDate in schema fpml-riskdef-5-10_xsd2 Drilldown into inputDataDate in schema fpml-riskdef-5-10_xsd2 Drilldown into spotDate in schema fpml-riskdef-5-10_xsd2 Drilldown into baseDate in schema fpml-riskdef-5-10_xsd2 Drilldown into PricingInputDates.model in schema fpml-riskdef-5-10_xsd2 Drilldown into valuationScenarioReference in schema fpml-riskdef-5-10_xsd2 Drilldown into objectReference in schema fpml-riskdef-5-10_xsd2 Drilldown into definitionRef in schema fpml-riskdef-5-10_xsd2 Drilldown into id in schema fpml-riskdef-5-10_xsd2 Drilldown into Valuation in schema fpml-riskdef-5-10_xsd2XSD Diagram of PricingStructureValuation in schema fpml-riskdef-5-10_xsd2 (Financial products Markup Language (FpML®))
Collapse XSD Schema Code: 
<xsd:complexType name="PricingStructureValuation">
    <xsd:annotation>
        <xsd:documentation xml:lang="en">An abstract pricing structure valuation base type. Used as a base for values of pricing structures such as yield curves and volatility matrices. Derived from the "Valuation" type.</xsd:documentation>
    </xsd:annotation>
    <xsd:complexContent>
        <xsd:extension base="Valuation">
            <xsd:sequence>
                <xsd:group ref="PricingInputDates.model">
                    <xsd:annotation>
                        <xsd:documentation xml:lang="en">The relevant dates for a pricing structure - what is applies to, when it was built, etc.</xsd:documentation>
                    </xsd:annotation>
                </xsd:group>
            </xsd:sequence>
        </xsd:extension>
    </xsd:complexContent>
</xsd:complexType>
Collapse Child Elements:
Name Type Min Occurs Max Occurs
objectReference nsE:objectReference 0 (1)
valuationScenarioReference nsE:valuationScenarioReference 0 (1)
baseDate nsE:baseDate 0 (1)
spotDate nsE:spotDate 0 (1)
inputDataDate nsE:inputDataDate 0 (1)
endDate nsE:endDate 0 (1)
buildDateTime nsE:buildDateTime 0 (1)
<xs:group> nsE:PricingInputDates.model (1) (1)
Collapse Child Attributes:
Name Type Default Value Use
id nsE:id (Optional)
definitionRef nsE:definitionRef (Optional)
Collapse Derivation Tree:
Collapse References:
nsE:CreditCurveValuation, nsE:DefaultProbabilityCurve, nsE:FxCurveValuation, nsE:pricingStructureValuationnsE:VolatilityMatrix, nsE:YieldCurveValuation,
Documentation for Financial products Markup Language (FpML®)

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