fpml:PricingStructurePoint

A single valued point with a set of coordinates that define an arbitrary number of indentifying indexes (0 or more). Note that the collection of coordinates/coordinate references for a PricingStructurePoint must not define a given dimension (other than "generic") more than once. This is to avoid ambiguity.

Complex type information

Content

• Sequence [1..1]
  from group fpml:PricingCoordinateOrReference.model
  Choice [0..*]
  • fpml:coordinate    An explicit, filled in data point coordinate. This might specify expiration, strike, etc.
  • fpml:coordinateReference    A reference to a pricing data point coordinate within this document.
  from group fpml:UnderlyingAssetOrReference.model
  Choice [0..1]
  from subst. group fpml:underlyingAsset
  fpml:basket    Defines the underlying asset when it is a basket.
  fpml:bond    Identifies the underlying asset when it is a series or a class of bonds.
  fpml:cash    Identifies a simple underlying asset type that is a cash payment. Used for specifying discounting factors for future cash flows in the pricing and risk model.
  fpml:commodity    Identifies the underlying asset when it is a listed commodity.
  fpml:convertibleBond    Identifies the underlying asset when it is a convertible bond.
  fpml:equity    Identifies the underlying asset when it is a listed equity.
  fpml:exchangeTradedFund    Identifies the underlying asset when it is an exchange-traded fund.
  fpml:future    Identifies the underlying asset when it is a listed future contract.
  fpml:index    Identifies the underlying asset when it is a financial index.
  fpml:loan    Identifies a simple underlying asset that is a loan.
  fpml:mortgage    Identifies a mortgage backed security.
  fpml:mutualFund    Identifies the class of unit issued by a fund.
  fpml:option    Identifies the underlying asset when it is a listed option contract.
  • fpml:underlyingAssetReference [0..1]    A reference to an underlying asset that defines the meaning of the value, i.e. the product that the value corresponds to. For example, this could be a caplet or simple european swaption.
  from group fpml:Quotation.model
  fpml:value [0..1]    The value of the the quotation.
  from group fpml:QuotationCharacteristics.model
  fpml:measureType [0..1]    The type of the value that is measured. This could be an NPV, a cash flow, a clean price, etc.
  fpml:quoteUnits [0..1]    The optional units that the measure is expressed in. If not supplied, this is assumed to be a price/value in currency units.
  fpml:side [0..1]    The side (bid/mid/ask) of the measure.
  fpml:currency [0..1]    The optional currency that the measure is expressed in. If not supplied, this is defaulted from the reportingCurrency in the valuationScenarioDefinition.
  fpml:currencyType [0..1]    The optional currency that the measure is expressed in. If not supplied, this is defaulted from the reportingCurrency in the valuationScenarioDefinition.
  fpml:timing [0..1]    When during a day the quote is for. Typically, if this element is supplied, the QuoteLocation needs also to be supplied.
  from group fpml:QuoteLocation.model
  Choice [0..1]
  • fpml:businessCenter    A city or other business center.
  • fpml:exchangeId    The exchange (e.g. stock or futures exchange) from which the quote is obtained.
  fpml:informationSource [0..*]    The information source where a published or displayed market rate will be obtained, e.g. Telerate Page 3750.
  fpml:pricingModel [0..1]    .
  fpml:time [0..1]    When the quote was observed or when a calculated value was generated.
  fpml:valuationDate [0..1]    When the quote was computed.
  fpml:expiryTime [0..1]    When does the quote cease to be valid.
  fpml:cashflowType [0..1]    For cash flows, the type of the cash flows. Examples include: Coupon payment, Premium Fee, Settlement Fee, Brokerage Fee, etc.

Attributes

Used by

• Element fpml:point