XML Schema Documentation

Super-types:	None
Sub-types:	None

Name	PricingParameterShift
Used by (from the same schema document)	Complex Type ValuationScenario
Abstract	no
Documentation	A definition of a shift with respect to a specific pricing parameter.

XML Instance Representation

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

<parameterReference> AssetOrTermPointOrPricingStructureReference </parameterReference> [1]

<shift> xsd:decimal </shift> [1]

'The size of the denominator, e.g. 0.0001 = 1 bp.'

<shiftUnits> PriceQuoteUnits </shiftUnits> [0..1]

'The units of the denominator, e.g. currency. If not present, use the units of the PricingInputReference.'

</...>

Diagram

Schema Component Representation

<xsd:complexType name="PricingParameterShift">

<xsd:sequence>

<xsd:element name="parameterReference" type=" AssetOrTermPointOrPricingStructureReference "/>

<xsd:element name="shift" type=" xsd:decimal "/>

<xsd:element name="shiftUnits" type=" PriceQuoteUnits " minOccurs="0"/>

</xsd:sequence>

<xsd:attribute name="id" type=" xsd:ID "/>

</xsd:complexType>