XML Schema Documentation

Super-types:	None
Sub-types:	None

Name	TermPoint
Used by (from the same schema document)	Complex Type TermCurve
Abstract	no
Documentation	A value point that can have a time dimension. Allows bid, mid, ask, and spread values to be represented.

XML Instance Representation

<...
id=" xsd:ID [0..1]">

<term> TimeDimension </term> [1]

'The time dimension of the point (tenor and/or date)'

<bid> xsd:decimal </bid> [0..1]

'A price \"bid\" by a buyer for an asset, i.e. the price a buyer is willing to pay.'

<mid> xsd:decimal </mid> [0..1]

'A price midway between the bid and the ask price.'

<ask> xsd:decimal </ask> [0..1]

'A price \"asked\" by a seller for an asset, i.e. the price at which a seller is willing to sell.'

<spreadValue> xsd:decimal </spreadValue> [0..1]

'The spread value can be used in conjunction with the \"mid\" value to define the bid and the ask value.'

<definition> AssetReference </definition> [0..1]

'An optional 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 discount instrument.'

</...>

Schema Component Representation

<xsd:complexType name="TermPoint">

<xsd:sequence>

<xsd:element name="term" type=" TimeDimension "/>

<xsd:group ref=" BidMidAsk.model "/>

<xsd:element name="spreadValue" type=" xsd:decimal " minOccurs="0"/>

<xsd:element name="definition" type=" AssetReference " minOccurs="0"/>

</xsd:sequence>

<xsd:attribute name="id" type=" xsd:ID "/>

</xsd:complexType>

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

Complex Type: TermPoint

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