Documentation for Financial products Markup Language (FpML®)
Definition Type: ComplexType
Name: CalculationFromObservation
Namespace: http://www.fpml.org/2007/FpML-4-4
Containing Schema: fpml-eq-shared-4-4.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-4-4_xsd Drilldown into expiringLevel in schema fpml-eq-shared-4-4_xsd Drilldown into closingLevel in schema fpml-eq-shared-4-4_xsd Drilldown into initialLevel in schema fpml-eq-shared-4-4_xsdXSD Diagram of CalculationFromObservation in schema fpml-eq-shared-4-4_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>
            <xsd:element name="initialLevel" type="xsd:decimal">
                <xsd:annotation>
                    <xsd:documentation xml:lang="en">Contract will strike off this initial level</xsd:documentation>
                </xsd:annotation>
            </xsd:element>
            <xsd:element name="closingLevel" type="xsd:boolean">
                <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">
                <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 fpml:initialLevel (1) (1)
closingLevel fpml:closingLevel (1) (1)
expiringLevel fpml:expiringLevel (1) (1)
expectedN fpml:expectedN 0 (1)
Collapse Derivation Tree:
Collapse References:
fpml:Correlation, fpml:Variance
Documentation for Financial products Markup Language (FpML®)

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