XML Schema Documentation

Complex Type: BoundedCorrelation

[Table of contents]

Super-types: None
Sub-types: None
Name BoundedCorrelation
Used by (from the same schema document) Complex Type Correlation
Abstract no
Documentation A type describing correlation bounds, which form a cap and a floor on the realized correlation.
XML Instance Representation
<...>
<minimumBoundaryPercent> xsd:decimal </minimumBoundaryPercent> [0..1]

'Minimum Boundary as a percentage of the Strike Price.'

<maximumBoundaryPercent> xsd:decimal </maximumBoundaryPercent> [0..1]

'Maximum Boundary as a percentage of the Strike Price.'

</...>
Diagram
Schema Component Representation
<xsd:complexType name="BoundedCorrelation">
<xsd:sequence>
<xsd:element name="minimumBoundaryPercent" type=" xsd:decimal " minOccurs="0"/>
<xsd:element name="maximumBoundaryPercent" type=" xsd:decimal " minOccurs="0"/>
</xsd:sequence>
</xsd:complexType>