XML Schema Documentation

Super-types:	PricingStructure < YieldCurve (by extension)
Sub-types:	None

Name	YieldCurve
Used by (from the same schema document)	Element yieldCurve
Abstract	no
Documentation	A generic yield curve object, which can be valued in a variety of ways.

XML Instance Representation

<...
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
</...>

Schema Component Representation

<xsd:complexType name="YieldCurve">

<xsd:complexContent>

<xsd:extension base=" PricingStructure ">

<xsd:sequence>

<xsd:group ref=" YieldCurveCharacteristics.model " minOccurs="0"/>

</xsd:sequence>

</xsd:extension>

</xsd:complexContent>

</xsd:complexType>

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