XML Schema Documentation

Super-types:	None
Sub-types:	None

Name	ZeroRateCurve
Used by (from the same schema document)	Complex Type YieldCurveValuation
Abstract	no
Documentation	A curve used to model a set of zero-coupon interest rates.

XML Instance Representation

<...>

<compoundingFrequency> CompoundingFrequency </compoundingFrequency> [1]

'The frequency at which the rates are compounded (e.g. continuously compounded).'

<rateCurve> TermCurve </rateCurve> [1]

'The curve of zero-coupon values.'

</...>

Diagram

Schema Component Representation

<xsd:complexType name="ZeroRateCurve">

<xsd:sequence>

<xsd:element name="compoundingFrequency" type=" CompoundingFrequency "/>

<xsd:element name="rateCurve" type=" TermCurve "/>

</xsd:sequence>

</xsd:complexType>