Documentation for Financial products Markup Language (FpML®)
Definition Type: ComplexType
Name: ReturnLegValuation
Namespace: http://www.fpml.org/2007/FpML-4-4
Containing Schema: fpml-eq-shared-4-4.xsd
Abstract
Documentation:
A type describing the initial and final valuation of the underlyer.
Collapse XSD Schema Diagram:
Drilldown into exchangeTradedContractNearest in schema fpml-eq-shared-4-4_xsd Drilldown into paymentDates in schema fpml-eq-shared-4-4_xsd Drilldown into valuationPriceFinal in schema fpml-eq-shared-4-4_xsd Drilldown into valuationPriceInterim in schema fpml-eq-shared-4-4_xsd Drilldown into notionalReset in schema fpml-eq-shared-4-4_xsd Drilldown into initialPrice in schema fpml-eq-shared-4-4_xsdXSD Diagram of ReturnLegValuation in schema fpml-eq-shared-4-4_xsd (Financial products Markup Language (FpML®))
Collapse XSD Schema Code: 
<xsd:complexType name="ReturnLegValuation">
    <xsd:annotation>
        <xsd:documentation xml:lang="en">A type describing the initial and final valuation of the underlyer.</xsd:documentation>
    </xsd:annotation>
    <xsd:sequence>
        <xsd:element name="initialPrice" type="ReturnLegValuationPrice">
            <xsd:annotation>
                <xsd:documentation xml:lang="en">Specifies the initial reference price of the underlyer. This price can be expressed either as an actual amount/currency, as a determination method, or by reference to another value specified in the swap document.</xsd:documentation>
            </xsd:annotation>
        </xsd:element>
        <xsd:element name="notionalReset" type="xsd:boolean">
            <xsd:annotation>
                <xsd:documentation xml:lang="en">Element named "equityNotionalReset" in versions prior to FpML 4.2 Second Working Draft. For equity swaps, this element is equivalent to the term "Equity Notional Reset" as defined in the ISDA 2002 Equity Derivatives Definitions. The reference to the ISDA definition is either "Applicable" or 'Inapplicable".</xsd:documentation>
            </xsd:annotation>
        </xsd:element>
        <xsd:element name="valuationPriceInterim" type="ReturnLegValuationPrice" minOccurs="0">
            <xsd:annotation>
                <xsd:documentation xml:lang="en">Specifies the interim valuation price of the underlyer. This price can be expressed either as an actual amount/currency, as a determination method, or by reference to another value specified in the swap document.</xsd:documentation>
            </xsd:annotation>
        </xsd:element>
        <xsd:element name="valuationPriceFinal" type="ReturnLegValuationPrice">
            <xsd:annotation>
                <xsd:documentation xml:lang="en">Specifies the final valuation price of the underlyer. This price can be expressed either as an actual amount/currency, as a determination method, or by reference to another value specified in the swap document.</xsd:documentation>
            </xsd:annotation>
        </xsd:element>
        <xsd:element name="paymentDates" type="ReturnSwapPaymentDates">
            <xsd:annotation>
                <xsd:documentation xml:lang="en">Element named "equityPaymentDates" in versions prior to FpML 4.2 Second Working Draft. Specifies the payment dates of the swap.</xsd:documentation>
            </xsd:annotation>
        </xsd:element>
        <xsd:element name="exchangeTradedContractNearest" type="ExchangeTradedContract" minOccurs="0">
            <xsd:annotation>
                <xsd:documentation xml:lang="en">References a Contract on the Exchange.</xsd:documentation>
            </xsd:annotation>
        </xsd:element>
    </xsd:sequence>
</xsd:complexType>
Collapse Child Elements:
Name Type Min Occurs Max Occurs
initialPrice fpml:initialPrice (1) (1)
notionalReset fpml:notionalReset (1) (1)
valuationPriceInterim fpml:valuationPriceInterim 0 (1)
valuationPriceFinal fpml:valuationPriceFinal (1) (1)
paymentDates fpml:paymentDates (1) (1)
exchangeTradedContractNearest fpml:exchangeTradedContractNearest 0 (1)
Collapse Derivation Tree:
Collapse References:
fpml:rateOfReturn
Documentation for Financial products Markup Language (FpML®)

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