XML Schema Documentation

Model Group: SensitivityDescription.model

[Table of contents]

Name SensitivityDescription.model
Used by (from the same schema document) Complex Type SensitivityDefinition
Documentation A group describing a specific sensitivity without an explicity reference to the market data input point.
XML Instance Representation
Start Choice [1]
<term> TimeDimension </term> [1]

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

Start Group: PricingCoordinateOrReference.model [1..*]

'The input coordinates, or references to them (e.g. expiration, strike, tenor).'


Start Choice [1]
<coordinate> PricingDataPointCoordinate </coordinate> [1]

'An explicit, filled in data point coordinate. This might specify expiration, strike, etc.'

<coordinateReference> PricingDataPointCoordinateReference </coordinateReference> [1]

'A reference to a pricing data point coordinate within this document.'

End Choice
End Group: PricingCoordinateOrReference.model
End Choice
Diagram
Schema Component Representation
<xsd:group name="SensitivityDescription.model">
<xsd:choice>
<xsd:element name="term" type=" TimeDimension "/>
<xsd:group ref=" PricingCoordinateOrReference.model " maxOccurs="unbounded"/>
</xsd:choice>
</xsd:group>