Documentation for Financial products Markup Language (FpML®)
Definition Type: ComplexType
Name: ValuationScenario
Namespace: http://www.fpml.org/2007/FpML-4-4
Containing Schema: fpml-riskdef-4-4.xsd
Abstract
Documentation:
A set of rules for generating a valuation.
Collapse XSD Schema Diagram:
Drilldown into replacement in schema fpml-riskdef-4-4_xsd Drilldown into shift in schema fpml-riskdef-4-4_xsd Drilldown into marketReference in schema fpml-riskdef-4-4_xsd Drilldown into valuationDate in schema fpml-riskdef-4-4_xsd Drilldown into name in schema fpml-riskdef-4-4_xsd Drilldown into id in schema fpml-riskdef-4-4_xsdXSD Diagram of ValuationScenario in schema fpml-riskdef-4-4_xsd (Financial products Markup Language (FpML®))
Collapse XSD Schema Code: 
<xsd:complexType name="ValuationScenario">
    <xsd:annotation>
        <xsd:documentation xml:lang="en">A set of rules for generating a valuation.</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="valuationDate" type="IdentifiedDate">
            <xsd:annotation>
                <xsd:documentation xml:lang="en">The date for which the assets are valued.</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.</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:element name="replacement" type="PricingInputReplacement" 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)
valuationDate fpml:valuationDate (1) (1)
marketReference fpml:marketReference 0 (1)
shift fpml:shift 0 unbounded
replacement fpml:replacement 0 unbounded
Collapse Child Attributes:
Name Type Default Value Use
id fpml:id (Optional)
Collapse Derivation Tree:
Collapse References:
fpml:valuationScenario
Documentation for Financial products Markup Language (FpML®)

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