Definition Type: ComplexType
Name: DerivedValuationScenario
Namespace: http://www.fpml.org/2007/FpML-4-4
Containing Schema: fpml-valuation-4-4.xsd
Abstract
Documentation:
A valuation scenario that is derived from another valuation scenario.
Collapse XSD Schema Diagram:
Drilldown into shift in schema fpml-valuation-4-4_xsd Drilldown into marketReference in schema fpml-valuation-4-4_xsd Drilldown into valuationDate in schema fpml-valuation-4-4_xsd Drilldown into baseValuationScenario in schema fpml-valuation-4-4_xsd Drilldown into name in schema fpml-valuation-4-4_xsd Drilldown into id in schema fpml-valuation-4-4_xsdXSD Diagram of DerivedValuationScenario in schema fpml-valuation-4-4_xsd (Financial products Markup Language (FpML®))
Collapse XSD Schema Code:
<xsd:complexType name="DerivedValuationScenario">
    <xsd:annotation>
        <xsd:documentation xml:lang="en">A valuation scenario that is derived from another valuation scenario.</xsd:documentation>
    </xsd:annotation>
    <xsd:sequence>
        <xsd:element name="name" type="xsd:string" minOccurs="0">
            <xsd:annotation>
                <xsd:documentation xml:lang="en">The (optional) name for this valuation scenario, used for understandability. For example "EOD Valuations".</xsd:documentation>
            </xsd:annotation>
        </xsd:element>
        <xsd:element name="baseValuationScenario" type="ValuationScenarioReference">
            <xsd:annotation>
                <xsd:documentation xml:lang="en">An (optional) reference to a valuation scenario from which this one is derived.</xsd:documentation>
            </xsd:annotation>
        </xsd:element>
        <xsd:element name="valuationDate" type="IdentifiedDate" minOccurs="0">
            <xsd:annotation>
                <xsd:documentation xml:lang="en">The (optional) date for which the assets are valued. If not present, the valuation date will be that of the base valuation scenario.</xsd:documentation>
            </xsd:annotation>
        </xsd:element>
        <xsd:element name="marketReference" type="MarketReference" minOccurs="0">
            <xsd:annotation>
                <xsd:documentation xml:lang="en">A reference to the market environment used to price the asset. If not present, the market will be that of the base valuation scenario.</xsd:documentation>
            </xsd:annotation>
        </xsd:element>
        <xsd:element name="shift" type="PricingParameterShift" minOccurs="0" maxOccurs="unbounded">
            <xsd:annotation>
                <xsd:documentation xml:lang="en">A collection of shifts to be applied to market inputs prior to computation of the derivative.</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 fpml:name 0 (1)
baseValuationScenario fpml:baseValuationScenario (1) (1)
valuationDate fpml:valuationDate 0 (1)
marketReference fpml:marketReference 0 (1)
shift fpml:shift 0 unbounded
Collapse Child Attributes:
Name Type Default Value Use
id fpml:id (Optional)