XML Schema Documentation

Super-types:	None
Sub-types:	None

Name	PricingDataPointCoordinate
Used by (from the same schema document)	Model Group PricingCoordinateOrReference.model
Abstract	no
Documentation	A set of index values that identify a pricing data point. For example: (strike = 17%, expiration = 6M, term = 1Y.

XML Instance Representation

<...
id=" xsd:ID [0..1]">
Start Group: PricingStructureIndex.model [1..*]
Start Choice [1]

<term> TimeDimension </term> [1]

'A time dimension that represents the term of a financial instrument, e.g. of a zero-coupon bond on a curve, or of an underlying caplet or swap for an option.'

<expiration> TimeDimension </expiration> [1]

'A time dimension that represents the time to expiration of an option.'

<strike> xsd:decimal </strike> [1]

'A numerical dimension that represents the strike rate or price of an option.'

<generic> GenericDimension </generic> [1]

End Choice
End Group: PricingStructureIndex.model
</...>

Schema Component Representation

<xsd:complexType name="PricingDataPointCoordinate">

<xsd:sequence>

<xsd:group ref=" PricingStructureIndex.model " 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.

Complex Type: PricingDataPointCoordinate

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