Documentation for Financial products Markup Language (FpML®)
Definition Type: ComplexType
Name: DirectionalLegUnderlyerValuation
Namespace: http://www.fpml.org/FpML-5/reporting
Type: nsE:DirectionalLegUnderlyer
Containing Schema: fpml-eq-shared-5-9.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-5-9_xsd2 Drilldown into fxFeature in schema fpml-eq-shared-5-9_xsd2 Drilldown into settlementCurrency in schema fpml-shared-5-9_xsd4 Drilldown into settlementAmount in schema fpml-shared-5-9_xsd4 Drilldown into SettlementAmountOrCurrency.model in schema fpml-shared-5-9_xsd4 Drilldown into settlementDate in schema fpml-option-shared-5-9_xsd3 Drilldown into settlementType in schema fpml-option-shared-5-9_xsd3 Drilldown into OptionSettlement.model in schema fpml-option-shared-5-9_xsd3 Drilldown into underlyer in schema fpml-eq-shared-5-9_xsd2 Drilldown into terminationDate in schema fpml-shared-5-9_xsd4 Drilldown into effectiveDate in schema fpml-shared-5-9_xsd4 Drilldown into receiverAccountReference in schema fpml-shared-5-9_xsd4 Drilldown into receiverPartyReference in schema fpml-shared-5-9_xsd4 Drilldown into Receiver.model in schema fpml-shared-5-9_xsd4 Drilldown into payerAccountReference in schema fpml-shared-5-9_xsd4 Drilldown into payerPartyReference in schema fpml-shared-5-9_xsd4 Drilldown into Payer.model in schema fpml-shared-5-9_xsd4 Drilldown into PayerReceiver.model in schema fpml-shared-5-9_xsd4 Drilldown into legIdentifier in schema fpml-shared-5-9_xsd4 Drilldown into id in schema fpml-shared-5-9_xsd4 Drilldown into Leg in schema fpml-shared-5-9_xsd4 Drilldown into DirectionalLeg in schema fpml-shared-5-9_xsd4 Drilldown into DirectionalLegUnderlyer in schema fpml-eq-shared-5-9_xsd2XSD Diagram of DirectionalLegUnderlyerValuation in schema fpml-eq-shared-5-9_xsd2 (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" minOccurs="0">
                    <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 nsE:legIdentifier 0 unbounded
payerPartyReference nsE:payerPartyReference 0 (1)
payerAccountReference nsE:payerAccountReference 0 (1)
receiverPartyReference nsE:receiverPartyReference 0 (1)
receiverAccountReference nsE:receiverAccountReference 0 (1)
effectiveDate nsE:effectiveDate 0 (1)
terminationDate nsE:terminationDate 0 (1)
underlyer nsE:underlyer 0 (1)
settlementType nsE:settlementType 0 (1)
settlementDate nsE:settlementDate 0 (1)
settlementAmount nsE:settlementAmount (1) (1)
settlementCurrency nsE:settlementCurrency (1) (1)
fxFeature nsE:fxFeature 0 (1)
valuation nsE:valuation 0 (1)
<xs:group> nsE:PayerReceiver.model (1) (1)
<xs:group> nsE:Payer.model (1) (1)
<xs:group> nsE:Receiver.model (1) (1)
<xs:group> nsE:OptionSettlement.model (1) (1)
<xs:group> nsE:SettlementAmountOrCurrency.model 0 (1)
Collapse Child Attributes:
Name Type Default Value Use
id nsE:id (Optional)
Collapse Derivation Tree:
Collapse References:
nsE:CorrelationLeg, nsE:VarianceLeg, nsE:VolatilityLeg
Documentation for Financial products Markup Language (FpML®)

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