FpMLv53-0.1: A binding for the Financial Products Markup Language (v5.3)

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data ValuationDocument Source


business process messaging

reporting and settlement

A type defining a content model that includes valuation (pricing and risk) data without expressing any processing intention.




valDocum_fpmlVersion :: XsdString

Indicate which version of the FpML Schema an FpML message adheres to.

valDocum_expectedBuild :: Maybe PositiveInteger

This optional attribute can be supplied by a message creator in an FpML instance to specify which build number of the schema was used to define the message when it was generated.

valDocum_actualBuild :: Maybe PositiveInteger

The specific build number of this schema version. This attribute is not included in an instance document. Instead, it is supplied by the XML parser when the document is validated against the FpML schema and indicates the build number of the schema file. Every time FpML publishes a change to the schema, validation rules, or examples within a version (e.g., version 4.2) the actual build number is incremented. If no changes have been made between releases within a version (i.e. from Trial Recommendation to Recommendation) the actual build number stays the same.

valDocum_validation :: [Validation]

A list of validation sets the sender asserts the document is valid with respect to.

valDocum_choice1 :: Maybe (OneOf2 Boolean Boolean)

Choice between:

  1. Indicates if this message corrects an earlier request.
  2. Indicates if this message corrects an earlier request.
valDocum_onBehalfOf :: Maybe OnBehalfOf

Indicates which party (and accounts) a trade is being processed for.

valDocum_originatingEvent :: Maybe OriginatingEvent
valDocum_trade :: [Trade]

The root element in an FpML trade document.

valDocum_party :: [Party]
valDocum_account :: [Account]

Optional account information used to precisely define the origination and destination of financial instruments.

valDocum_market :: [Market]

This is a global element used for creating global types. It holds Market information, e.g. curves, surfaces, quotes, etc.

valDocum_valuationSet :: [ValuationSet]

elementDataDocument :: XMLParser DataDocumentSource

A document containing trade andor portfolio andor party data without expressing any processing intention.

elementValuationDocument :: XMLParser ValuationDocumentSource

A document that includes trade and/or valuation (pricing and risk) data without expressing any processing intention.