XML Schema Documentation

Super-types:	None
Sub-types:	None

Name	TimeDimension
Used by (from the same schema document)	Model Group PricingStructureIndex.model , Model Group PricingStructureIndex.model , Model Group SensitivityDescription.model
Abstract	no
Documentation	The time dimensions of a term-structure. The user must supply either a tenor or a date or both.

XML Instance Representation

<...>
Start Choice [1]

<tenor> Interval </tenor> [1]

'The amount of time from the base date of the pricing input to the specified term point, e.g. 6M or 5Y.'

<date> xsd:date </date> [1]

'The absolute date corresponding to this term point, for example January 3, 2005.'

<tenor> Interval </tenor> [0..1]

'The amount of time from the base date of the pricing input to the specified term point, e.g. 6M or 5Y.'

End Choice
</...>

Diagram

Schema Component Representation

<xsd:complexType name="TimeDimension">

<xsd:choice>

<xsd:element name="tenor" type=" Interval "/>

<xsd:sequence>

<xsd:element name="date" type=" xsd:date "/>

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

</xsd:sequence>

</xsd:choice>

</xsd:complexType>