fpml:initialLevelSource
Specifies whether the Initial Index Level should be the Closing Price Level, the Expiring Contract Level, VWAPPrice, TWAPPrice, NAV or Open Price.
Element information
Namespace: http://www.fpml.org/FpML-5/confirmation
Schema document: fpml-eq-shared-5-5.xsd
Type: fpml:DeterminationMethod
Properties: Local, Qualified
Content
from type fpml:Scheme
- Maximum length: 255
Attributes
| Name | Occ | Type | Description | Notes |
|---|---|---|---|---|
| determinationMethodScheme | [0..1] | xsd:anyURI | Default value is "http://www.fpml.org/coding-scheme/determination-method". | |
| id | [0..1] | xsd:ID |
Used in
- Type fpml:CalculationFromObservation
- Type fpml:Correlation via extension of fpml:CalculationFromObservation (Element fpml:correlation)
- Type fpml:Variance via extension of fpml:CalculationFromObservation (Element fpml:variance)
Sample instance
<fpml:initialLevelSource>normalizedString</fpml:initialLevelSource>