XML Schema Documentation

Super-types:	None
Sub-types:	None

Name	Market
Used by (from the same schema document)	Element market
Abstract	no
Documentation	A collection of pricing inputs.

XML Instance Representation

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

<name> xsd:string </name> [0..1]

'The name of the market, e.g. the USDLIBOR market. Used for description and understandability.'

<benchmarkQuotes> QuotedAssetSet </benchmarkQuotes> [0..1]

'A collection of benchmark instruments and quotes used as inputs to the pricing models.'

<pricingStructure> ... </pricingStructure> [0..*]

'A collection of pricing inputs (curves, volatility matrices, etc.) used to represent the market.'

'The values of the pricing structure used to represent the markets.'

<benchmarkPricingMethod> PricingMethod </benchmarkPricingMethod> [0..*]

'The pricing structure used to quote a benchmark instrument.'

</...>

Schema Component Representation

<xsd:complexType name="Market">

<xsd:sequence>

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

<xsd:element name="benchmarkQuotes" type=" QuotedAssetSet " minOccurs="0"/>

<xsd:element ref=" pricingStructure " minOccurs="0" maxOccurs="unbounded"/>

<xsd:element ref=" pricingStructureValuation " minOccurs="0" maxOccurs="unbounded"/>

<xsd:element name="benchmarkPricingMethod" type=" PricingMethod " minOccurs="0" maxOccurs="unbounded"/>

</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.