Documentation for Financial products Markup Language (FpML®)
Definition Type: ComplexType
Name: CalculationFromObservation
Namespace: http://www.fpml.org/FpML-5/reporting
Containing Schema: fpml-eq-shared-5-5.xsd
Abstract True
Documentation:
Abstract base class for all calculation from observed values.
Collapse XSD Schema Diagram:
Drilldown into expectedN in schema fpml-eq-shared-5-5_xsd Drilldown into expiringLevel in schema fpml-eq-shared-5-5_xsd Drilldown into closingLevel in schema fpml-eq-shared-5-5_xsd Drilldown into initialLevelSource in schema fpml-eq-shared-5-5_xsd Drilldown into initialLevel in schema fpml-eq-shared-5-5_xsdXSD Diagram of CalculationFromObservation in schema fpml-eq-shared-5-5_xsd (Financial products Markup Language (FpML®))
Collapse XSD Schema Code: 
<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 minOccurs="0">
            <!--IY: DTCC proposal to add initialLevelSource -->
            <xsd:sequence minOccurs="0">
                <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" minOccurs="0">
                    <xsd:annotation>
                        <xsd:documentation xml:lang="en">Contract will strike off this initial level.</xsd:documentation>
                    </xsd:annotation>
                </xsd:element>
                <xsd:element name="initialLevelSource" type="DeterminationMethod" minOccurs="0">
                    <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.</xsd:documentation>
                    </xsd:annotation>
                </xsd:element>
            </xsd:sequence>
            <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">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">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>
Collapse Child Elements:
Name Type Min Occurs Max Occurs
initialLevel nsA:initialLevel 0 (1)
initialLevelSource nsA:initialLevelSource 0 (1)
closingLevel nsA:closingLevel (1) (1)
expiringLevel nsA:expiringLevel (1) (1)
expectedN nsA:expectedN 0 (1)
Collapse Derivation Tree:
Collapse References:
nsA:Correlation, nsA:Variance
Documentation for Financial products Markup Language (FpML®)

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