XML Schema Documentation

Model Group: FiniteDifferenceDerivativeParameters.model

[Table of contents]

Name FiniteDifferenceDerivativeParameters.model
Used by (from the same schema document) Model Group DerivativeCalculationParameters.model
Documentation Parameters used in the computation of a derivative using numerical (finite difference) techniques.
XML Instance Representation
<perturbationAmount> xsd:decimal </perturbationAmount> [0..1]

'The size and direction of the perturbation used to compute the derivative, e.g. 0.0001 = 1 bp.'

<averaged> xsd:boolean </averaged> [1]

'The value is calculated by perturbing by the perturbationAmount and then the negative of the perturbationAmount and then averaging the two values (i.e. the value is half of the difference between perturbing up and perturbing down).'

<perturbationType> PerturbationType </perturbationType> [0..1]

'The type of perturbation, if any, used to compute the derivative (Absolute vs Relative).'

Diagram
Schema Component Representation
<xsd:group name="FiniteDifferenceDerivativeParameters.model">
<xsd:sequence>
<xsd:element name="perturbationAmount" type=" xsd:decimal " minOccurs="0"/>
<xsd:element name="averaged" type=" xsd:boolean "/>
<xsd:element name="perturbationType" type=" PerturbationType " minOccurs="0"/>
</xsd:sequence>
</xsd:group>