XML Schema Documentation

Element: volatilityRepresentation

[Table of contents]

  • This element can be used wherever the following element is referenced:
Name volatilityRepresentation
Type VolatilityRepresentation
Nillable no
Abstract no
Logical Diagram
XML Instance Representation
<volatilityRepresentation
id=" xsd:ID [0..1]">
<name> xsd:normalizedString </name> [0..1]

'The name of the structure, e.g \"USDLIBOR-3M EOD Curve\".'

<currency> Currency </currency> [0..1]

'The currency that the structure is expressed in (this is relevant mostly for the Interes Rates asset class).'

<asset> AnyAssetReference </asset> [1]

'A reference to the asset whose volatility is modeled.'

</volatilityRepresentation>
Diagram
element_pricingStructure
Schema Component Representation
<xsd:element name="volatilityRepresentation" type=" VolatilityRepresentation " substitutionGroup="pricingStructure"/>

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