Documentation for Financial products Markup Language (FpML®)
Definition Type: ComplexType
Name: ValuationSet
Namespace: http://www.fpml.org/2004/FpML-4-1
Containing Schema: fpml-pr-4-1.xsd
Abstract
Documentation:
A set of valuation inputs and results. This structure can be used for requesting valuations, or for reporting them. In general, the request fills in fewer elements.
Collapse XSD Schema Diagram:
Drilldown into assetValuation in schema fpml-pr-4-1_xsd Drilldown into detail in schema fpml-pr-4-1_xsd Drilldown into sensitivitySetDefinition in schema fpml-pr-4-1_xsd Drilldown into quotationCharacteristics in schema fpml-pr-4-1_xsd Drilldown into baseParty in schema fpml-pr-4-1_xsd Drilldown into valuationScenarioReference in schema fpml-pr-4-1_xsd Drilldown into valuationScenario in schema fpml-pr-4-1_xsd Drilldown into name in schema fpml-pr-4-1_xsd Drilldown into id in schema fpml-pr-4-1_xsdXSD Diagram of ValuationSet in schema fpml-pr-4-1_xsd (Financial products Markup Language (FpML®))
Collapse XSD Schema Code: 
<xsd:complexType name="ValuationSet">
    <xsd:annotation>
        <xsd:documentation xml:lang="en">A set of valuation inputs and results. This structure can be used for requesting valuations, or for reporting them. In general, the request fills in fewer elements.</xsd:documentation>
    </xsd:annotation>
    <xsd:sequence>
        <xsd:element name="name" type="xsd:string" minOccurs="0">
            <xsd:annotation>
                <xsd:documentation xml:lang="en">The name of the valuation set, used to understand what it means. E.g., "EOD Values and Risks for Party A". </xsd:documentation>
            </xsd:annotation>
        </xsd:element>
        <xsd:element name="valuationScenario" type="ValuationScenario" minOccurs="0" maxOccurs="unbounded">
            <xsd:annotation>
                <xsd:documentation xml:lang="en">Valuation scenerios used (requested/reported) in this valuation set. E.g., the EOD valuation scenario for a particular value date. Used for the first occurrence of a valuation scenario in a document.</xsd:documentation>
            </xsd:annotation>
        </xsd:element>
        <xsd:element name="valuationScenarioReference" type="ValuationScenarioReference" minOccurs="0" maxOccurs="unbounded">
            <xsd:annotation>
                <xsd:documentation xml:lang="en">Valuation scenerios used (requested/reported) in this valuation set. E..g, a reference to the EOD valuation scenario for a particular value date. Used for subsequence occurrences of a valuation set in an FpML document.</xsd:documentation>
            </xsd:annotation>
        </xsd:element>
        <xsd:element name="baseParty" type="PartyReference" minOccurs="0">
            <xsd:annotation>
                <xsd:documentation xml:lang="en">The party from whose point of view the assets are valued.</xsd:documentation>
            </xsd:annotation>
        </xsd:element>
        <xsd:element name="quotationCharacteristics" type="QuotationCharacteristics" minOccurs="0" maxOccurs="unbounded">
            <xsd:annotation>
                <xsd:documentation xml:lang="en">Charactistics (measure types, units, sides, etc.) of the quotes used (requested/reported) in the valuation set.</xsd:documentation>
            </xsd:annotation>
        </xsd:element>
        <xsd:element name="sensitivitySetDefinition" type="SensitivitySetDefinition" minOccurs="0" maxOccurs="unbounded">
            <xsd:annotation>
                <xsd:documentation xml:lang="en">Definition(s) of sensitivity sets used (requested or reported) in this valuation set.</xsd:documentation>
            </xsd:annotation>
        </xsd:element>
        <xsd:element name="detail" type="ValuationSetDetail" minOccurs="0">
            <xsd:annotation>
                <xsd:documentation xml:lang="en">Does this valuation set include a market environment?</xsd:documentation>
            </xsd:annotation>
        </xsd:element>
        <!--
                        <xsd:element name="marketEnvironmentIncluded" type="xsd:boolean" minOccurs="0">
                                <xsd:annotation>
                                        <xsd:documentation xml:lang="en">Does this valuation set
                                                include a market environment?</xsd:documentation>
                                </xsd:annotation>
                        </xsd:element>
		<xsd:element name="aggregationLevel" type="AggregationLevelEnum" minOccurs="0" >
			<xsd:annotation>
				<xsd:documentation xml:lang="en">At what aggregation level is this reported? (e.g. trade, portfolio).</xsd:documentation>
			</xsd:annotation>
		</xsd:element>
		-->
        <xsd:element name="assetValuation" type="AssetValuation" minOccurs="0" maxOccurs="unbounded">
            <xsd:annotation>
                <xsd:documentation xml:lang="en">Valuations reported in this valuation set. These values can be values (NPVs, prices, etc.) or risks (DAR, etc.) and can include sensitivities. </xsd:documentation>
            </xsd:annotation>
        </xsd:element>
    </xsd:sequence>
    <xsd:attribute name="id" type="xsd:ID" />
</xsd:complexType>
Collapse Child Elements:
Name Type Min Occurs Max Occurs
name nsA:name 0 (1)
valuationScenario nsA:valuationScenario 0 unbounded
valuationScenarioReference nsA:valuationScenarioReference 0 unbounded
baseParty nsA:baseParty 0 (1)
quotationCharacteristics nsA:quotationCharacteristics 0 unbounded
sensitivitySetDefinition nsA:sensitivitySetDefinition 0 unbounded
detail nsA:detail 0 (1)
assetValuation nsA:assetValuation 0 unbounded
Collapse Child Attributes:
Name Type Default Value Use
id nsA:id (Optional)
Collapse Derivation Tree:
Collapse References:
nsA:valuationSet
Documentation for Financial products Markup Language (FpML®)

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