XML Schema Documentation

Super-types:	PricingStructure < VolatilityRepresentation (by extension)
Sub-types:	None

Name	VolatilityRepresentation
Used by (from the same schema document)	Element volatilityRepresentation
Abstract	no
Documentation	A representation of volatilities of an asset. This is a generic structure whose values can be supplied in a specific volatility matrix.

XML Instance Representation

<...
id=" xsd:ID [0..1]">

<name> xsd:normalizedString </name> [0..1]

'The name of the structure, e.g \"USDLIBOR-3M EOD Curve\".'

<currency> Currency </currency> [0..1]

'The currency that the structure is expressed in (this is relevant mostly for the Interes Rates asset class).'

<asset> AnyAssetReference </asset> [1]

'A reference to the asset whose volatility is modeled.'

</...>

Diagram

Schema Component Representation

<xsd:complexType name="VolatilityRepresentation">

<xsd:complexContent>

<xsd:extension base=" PricingStructure ">

<xsd:sequence>

<xsd:element name="asset" type=" AnyAssetReference "/>

</xsd:sequence>

</xsd:extension>

</xsd:complexContent>

</xsd:complexType>