fpml:CalculationFromObservation

Abstract base class for all calculation from observed values.

Complex type information

Content

• Sequence [1..1]
  1. Choice [1..1]
     • Sequence [1..1]
       1. fpml:initialLevel [0..1]    Contract will strike off this initial level.
       2. fpml:initialLevelSource [0..1]    Specifies whether the Initial Index Level should be the Closing Price Level, the Expiring Contract Level, VWAPPrice, TWAPPrice, NAV or Open Price.
     • fpml:closingLevel    If true this contract will strike off the closing level of the default exchange traded contract.
     • fpml:expiringLevel    If true this contract will strike off the expiring level of the default exchange traded contract.
  2. fpml:expectedN [0..1]    Expected number of trading days.

Attributes

None

Used by

• Element fpml:correlation via derived type fpml:Correlation
• Element fpml:variance via derived type fpml:Variance

Type inheritance chain

• fpml:CalculationFromObservation
  • extended by fpml:Correlation
  • extended by fpml:Variance