schemas.fpml-5-13.confirmation.fpml-valuation-5-13.xsd Maven / Gradle / Ivy

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      A structure that holds a set of measures about an asset, including possibly their sensitivities.
    
    
      
        
          
            
              One or more numerical measures relating to the asset, possibly together with sensitivities of that measure to pricing inputs.
            
          
          
            
              Indicates the rate of a currency conversion that may have been used to compute valuations.
            
          
        
      
    
  
  
    
      Some kind of numerical measure about an asset, eg. its NPV, together with characteristics of that measure, together with optional sensitivities.
    
    
      
      
        
          Zero or more sets of sensitivities of this measure to various input parameters.
        
      
    
  
  
    
      The sensitivity of a value to a defined change in input parameters.
    
    
      
        
          
            A optional name for this sensitivity. This is primarily intended for display purposes.
          
        
        
          
            A optional (but normally supplied) reference to the definition of this sensitivity.
          
        
      
    
  
  
    
      A collection of sensitivities. References a definition that explains the meaning/type of the sensitivities.
    
    
      
      
        
          A reference to a sensitivity set definition.
        
      
      
    
    
  
  
    
      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.
    
    
      
        
          The name of the valuation set, used to understand what it means. E.g., "EOD Values and Risks for Party A".
        
      
      
        
          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.
        
      
      
        
          References to valuation scenarios 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.
        
      
      
        
          Reference to the party from whose point of view the assets are valued.
        
      
      
        
          Charactistics (measure types, units, sides, etc.) of the quotes used (requested/reported) in the valuation set.
        
      
      
        
          Definition(s) of sensitivity sets used (requested or reported) in this valuation set.
        
      
      
        
          Does this valuation set include a market environment?
        
      
      
        
          Valuations reported in this valuation set. These values can be values (NPVs, prices, etc.) or risks (DAR, etc.) and can include sensitivities.
        
      
    
    
  
  
    
      The amount of detail provided in the valuation set, e.g. is market environment data provided, are risk definitions provided, etc.