Documentation for Financial products Markup Language (FpML®)
Definition Type: ComplexType
Name: ReturnLegValuation
Namespace: http://www.fpml.org/FpML-5/recordkeeping
Containing Schema: fpml-eq-shared-5-10.xsd
Abstract
Documentation:
A type describing the initial and final valuation of the underlyer.
Collapse XSD Schema Diagram:
Drilldown into exchangeTradedContractNearest in schema fpml-eq-shared-5-10_xsd1 Drilldown into paymentDates in schema fpml-eq-shared-5-10_xsd1 Drilldown into valuationPriceFinal in schema fpml-eq-shared-5-10_xsd1 Drilldown into valuationPriceInterim in schema fpml-eq-shared-5-10_xsd1 Drilldown into notionalReset in schema fpml-eq-shared-5-10_xsd1 Drilldown into initialPrice in schema fpml-eq-shared-5-10_xsd1XSD Diagram of ReturnLegValuation in schema fpml-eq-shared-5-10_xsd1 (Financial products Markup Language (FpML®))
Collapse XSD Schema Code: 
<xsd:complexType name="ReturnLegValuation">
    <xsd:annotation>
        <xsd:documentation xml:lang="en">A type describing the initial and final valuation of the underlyer.</xsd:documentation>
    </xsd:annotation>
    <xsd:sequence>
        <xsd:element name="initialPrice" type="ReturnLegValuationPrice" minOccurs="0">
            <xsd:annotation>
                <xsd:documentation xml:lang="en">Specifies the initial reference price of the underlyer. This price can be expressed either as an actual amount/currency, as a determination method, or by reference to another value specified in the swap document.</xsd:documentation>
            </xsd:annotation>
        </xsd:element>
        <xsd:element name="notionalReset" type="xsd:boolean" minOccurs="0">
            <xsd:annotation>
                <xsd:documentation xml:lang="en">For return swaps, this element is equivalent to the term "Equity Notional Reset" as defined in the ISDA 2002 Equity Derivatives Definitions. The reference to the ISDA definition is either "Applicable" or 'Inapplicable".</xsd:documentation>
            </xsd:annotation>
        </xsd:element>
        <xsd:element name="valuationPriceInterim" type="ReturnLegValuationPrice" minOccurs="0">
            <xsd:annotation>
                <xsd:documentation xml:lang="en">Specifies the final valuation price of the underlyer. This price can be expressed either as an actual amount/currency, as a determination method, or by reference to another value specified in the swap document.</xsd:documentation>
            </xsd:annotation>
        </xsd:element>
        <xsd:element name="valuationPriceFinal" type="ReturnLegValuationPrice" minOccurs="0">
            <xsd:annotation>
                <xsd:documentation xml:lang="en">Specifies the final valuation price of the underlyer. This price can be expressed either as an actual amount/currency, as a determination method, or by reference to another value specified in the swap document.</xsd:documentation>
            </xsd:annotation>
        </xsd:element>
        <xsd:element name="paymentDates" type="ReturnSwapPaymentDates" minOccurs="0">
            <xsd:annotation>
                <xsd:documentation xml:lang="en">Specifies the payment dates of the swap.</xsd:documentation>
            </xsd:annotation>
        </xsd:element>
        <xsd:element name="exchangeTradedContractNearest" type="ExchangeTradedContract" minOccurs="0">
            <xsd:annotation>
                <xsd:documentation xml:lang="en">References a Contract on the Exchange.</xsd:documentation>
            </xsd:annotation>
        </xsd:element>
    </xsd:sequence>
</xsd:complexType>
Collapse Child Elements:
Name Type Min Occurs Max Occurs
initialPrice nsD:initialPrice 0 (1)
notionalReset nsD:notionalReset 0 (1)
valuationPriceInterim nsD:valuationPriceInterim 0 (1)
valuationPriceFinal nsD:valuationPriceFinal 0 (1)
paymentDates nsD:paymentDates 0 (1)
exchangeTradedContractNearest nsD:exchangeTradedContractNearest 0 (1)
Collapse Derivation Tree:
Collapse References:
nsD:rateOfReturn
Documentation for Financial products Markup Language (FpML®)

Generated using Liquid Studio - Developer Bundle 21.0.0.0