complexType "CreditCurveValuation"
Namespace:
http://www.fpml.org/FpML-5/reporting
Content:
complex, 2 attributes, 11 elements
Defined:
globally in fpml-mktenv-5-3.xsd; see XML source
Includes:
definitions of 2 elements
Used:
at 1 location
Content Model Diagram
XML Representation Summary
<...
   
id
 = 
 xsd:ID
definitionRef
 = 
 xsd:IDREF
    >
   
Content: 
 objectReference?, valuationScenarioReference?, baseDate?, spotDate?, inputDataDate?, endDate?, buildDateTime?, inputs?, defaultProbabilityCurve?, (recoveryRate? | recoveryRateCurve?)?
</...>
Content Model Elements (11):
baseDate,
buildDateTime,
defaultProbabilityCurve,
endDate (defined in PricingInputDates.model group),
inputDataDate,
inputs (in creditCurveValuation),
objectReference,
recoveryRate,
recoveryRateCurve,
spotDate,
valuationScenarioReference (defined in Valuation complexType)
All Direct / Indirect Based Elements (1):
creditCurveValuation
Known Usage Locations
Annotation
A set of credit curve values, which can include pricing inputs (which are typically credit spreads), default probabilities, and recovery rates.
Type Definition Detail
Type Derivation Tree
Valuation (extension)
  PricingStructureValuation (extension)
      CreditCurveValuation
XML Source (w/o annotations (3); see within schema source)
<xsd:complexType name="CreditCurveValuation">
<xsd:complexContent>
<xsd:extension base="PricingStructureValuation">
<xsd:sequence>
<xsd:element minOccurs="0" name="inputs" type="QuotedAssetSet"/>
<xsd:element minOccurs="0" name="defaultProbabilityCurve" type="DefaultProbabilityCurve"/>
<xsd:group minOccurs="0" ref="RecoveryRate.model"/>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
Content Element Detail (all declarations; defined within this component only; 2/11)
defaultProbabilityCurve
Type:
DefaultProbabilityCurve, complex content
A curve of default probabilities.
XML Source (w/o annotations (1); see within schema source)
<xsd:element minOccurs="0" name="defaultProbabilityCurve" type="DefaultProbabilityCurve"/>
inputs
Type:
QuotedAssetSet, complex content
XML Source (see within schema source)
<xsd:element minOccurs="0" name="inputs" type="QuotedAssetSet"/>
XML schema documentation generated with DocFlex/XML 1.8.6b2 using DocFlex/XML XSDDoc 2.5.1 template set. All content model diagrams generated by Altova XMLSpy via DocFlex/XML XMLSpy Integration.