XML Schema Documentation

Super-types:	None
Sub-types:	None

Name	PricingMethod
Used by (from the same schema document)	Complex Type Market
Abstract	no
Documentation	For an asset (e.g. a reference/benchmark asset), the pricing structure used to price it. Used, for example, to specify that the rateIndex "USD-LIBOR-Telerate" with term = 6M is priced using the "USD-LIBOR-Close" curve.

XML Instance Representation

<...>

<assetReference> AnyAssetReference </assetReference> [1]

'The asset whose price is required.'

<pricingInputReference> PricingStructureReference </pricingInputReference> [1]

'A reference to the pricing input used to value the asset.'

</...>

Diagram

Schema Component Representation

<xsd:complexType name="PricingMethod">

<xsd:sequence>

<xsd:element name="assetReference" type=" AnyAssetReference "/>

<xsd:element name="pricingInputReference" type=" PricingStructureReference "/>

</xsd:sequence>

</xsd:complexType>