XML Schema Documentation

Element: yieldCurve

[Table of contents]

  • This element can be used wherever the following element is referenced:
Name yieldCurve
Type YieldCurve
Nillable no
Abstract no
Logical Diagram
XML Instance Representation
<yieldCurve
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).'

Start Group: YieldCurveCharacteristics.model [0..1]
<algorithm> xsd:string </algorithm> [0..1]
<forecastRateIndex> ForecastRateIndex </forecastRateIndex> [0..1]
End Group: YieldCurveCharacteristics.model
</yieldCurve>
Diagram
element_pricingStructure
Schema Component Representation
<xsd:element name="yieldCurve" type=" YieldCurve " substitutionGroup="pricingStructure"/>