Definition Type: ComplexType
Name: DirectionalLegUnderlyerValuation
Namespace: http://www.fpml.org/FpML-5/transparency
Type: nsA: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_xsd Drilldown into settlementCurrency in schema fpml-shared-5-9_xsd Drilldown into settlementAmount in schema fpml-shared-5-9_xsd Drilldown into SettlementAmountOrCurrency.model in schema fpml-shared-5-9_xsd Drilldown into settlementDate in schema fpml-option-shared-5-9_xsd Drilldown into settlementType in schema fpml-option-shared-5-9_xsd Drilldown into OptionSettlement.model in schema fpml-option-shared-5-9_xsd Drilldown into underlyer in schema fpml-eq-shared-5-9_xsd Drilldown into terminationDate in schema fpml-shared-5-9_xsd Drilldown into effectiveDate in schema fpml-shared-5-9_xsd Drilldown into legIdentifier in schema fpml-shared-5-9_xsd Drilldown into id in schema fpml-shared-5-9_xsd Drilldown into Leg in schema fpml-shared-5-9_xsd Drilldown into DirectionalLeg in schema fpml-shared-5-9_xsd Drilldown into DirectionalLegUnderlyer in schema fpml-eq-shared-5-9_xsdXSD Diagram of DirectionalLegUnderlyerValuation in schema fpml-eq-shared-5-9_xsd (Financial products Markup Language (FpML®) - Transparency)
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">
                    <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 nsA:legIdentifier 0 unbounded
effectiveDate nsA:effectiveDate 0 (1)
terminationDate nsA:terminationDate 0 (1)
underlyer nsA:underlyer (1) (1)
settlementType nsA:settlementType 0 (1)
settlementDate nsA:settlementDate 0 (1)
settlementAmount nsA:settlementAmount (1) (1)
settlementCurrency nsA:settlementCurrency (1) (1)
valuation nsA:valuation (1) (1)
<xs:group> nsA:OptionSettlement.model (1) (1)
<xs:group> nsA:SettlementAmountOrCurrency.model 0 (1)
Collapse Child Attributes:
Name Type Default Value Use
id nsA:id (Optional)
Collapse Derivation Tree:
Collapse References:
nsA:CorrelationLeg, nsA:VarianceLeg, nsA:VolatilityLeg
Collapse Comments:
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