XML Schema Documentation

Super-types:	None
Sub-types:	None

Name	YieldCurveMethod
Used by (from the same schema document)	Complex Type CashSettlement , Complex Type CashSettlement , Complex Type CashSettlement
Abstract	no
Documentation	A type defining the parameters required for each of the ISDA defined yield curve methods for cash settlement.

XML Instance Representation

<...>

<settlementRateSource> SettlementRateSource </settlementRateSource> [0..1]

'The method for obtaining a settlement rate. This may be from some information source (e.g. Reuters) or from a set of reference banks.'

<quotationRateType> QuotationRateTypeEnum </quotationRateType> [1]

'Which rate quote is to be observed, either Bid, Mid, Offer or Exercising Party Pays. The meaning of Exercising Party Pays is defined in the 2000 ISDA Definitions, Section 17.2. Certain Definitions Relating to Cash Settlement, paragraph (j)'

</...>

Schema Component Representation

<xsd:complexType name="YieldCurveMethod">

<xsd:sequence>

<xsd:element name="settlementRateSource" type=" SettlementRateSource " minOccurs="0"/>

<xsd:element name="quotationRateType" type=" QuotationRateTypeEnum "/>

</xsd:sequence>

</xsd:complexType>

Generated by <oXygen/> XML Editor using a modified version of xs3p that adds schema diagrams and chunking support.

Complex Type: YieldCurveMethod

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