Specifies the method by which a derivative is computed. derivativeCalculationMethodScheme 1-0 http://www.fpml.org/coding-scheme/derivative-calculation-method http://www.fpml.org/coding-scheme/derivative-calculation-method-1-0 http://www.fpml.org/coding-scheme/derivative-calculation-method-1-0.xml Code 63 Source Description key Analytic FpML The derivative is computed analytically, e.g. by a closed form analytical equation. Numerical FpML The derivative is computed by other (non-perturbative) numerical means, such as a direct output from a numerical model. Perturbation FpML The derivative is computed by a numerical difference method, ie. by numerically perturbing the input, recalculating the measure, and dividing by the amount of the perturbation. Substitution FpML The derivative is computed by finite difference based on the substitution of a supplied pricing input, e.g. a bumped yield curve.