group "PricingStructureIndex.model"
Namespace:
http://www.fpml.org/FpML-5/confirmation
Content:
4 elements
Defined:
globally in fpml-riskdef-5-5.xsd; see XML source
Includes:
definitions of 4 elements
Used:
at 1 location
Content Model Diagram
Complex Content Model
term | expiration | strike | generic
Content Model Elements (4):
expiration, strike (in coordinate),
Known Usage Locations
Annotation
The index (an ordinate) of a pricing structure. The index expresses how far along a particular dimension (e.g. time, strike, etc.) a point is located.
XML Source (w/o annotations (4); see within schema source)
<xsd:group name="PricingStructureIndex.model">
<xsd:choice>
<xsd:element name="term" type="TimeDimension"/>
<xsd:element name="expiration" type="TimeDimension"/>
<xsd:element name="strike" type="xsd:decimal"/>
<xsd:element name="generic" type="GenericDimension"/>
</xsd:choice>
</xsd:group>
Content Element Detail (all declarations; defined within this component only; 4/4)
expiration
Type:
TimeDimension, complex content
A time dimension that represents the time to expiration of an option.
XML Source (w/o annotations (1); see within schema source)
<xsd:element name="expiration" type="TimeDimension"/>
generic
Type:
GenericDimension, simple content
Simple Content
xsd:string
XML Source (see within schema source)
<xsd:element name="generic" type="GenericDimension"/>
strike
Type:
xsd:decimal, predefined, simple content
A numerical dimension that represents the strike rate or price of an option.
XML Source (w/o annotations (1); see within schema source)
<xsd:element name="strike" type="xsd:decimal"/>
term
Type:
TimeDimension, complex content
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.
XML Source (w/o annotations (1); see within schema source)
<xsd:element name="term" type="TimeDimension"/>
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.