XML Schema Documentation

Super-types:	None
Sub-types:	MakeWholeAmount (by extension)

Name	SwapCurveValuation
Used by (from the same schema document)	Complex Type ReferenceSwapCurve
Abstract	no
Documentation	A complex type to specify a valuation swap curve, which is used as part of the strike construct for the bond and convertible bond options.

XML Instance Representation

<...>

<floatingRateIndex> FloatingRateIndex </floatingRateIndex> [1]

<indexTenor> Interval </indexTenor> [0..1]

'The ISDA Designated Maturity, i.e. the tenor of the floating rate.'

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

'Spread in basis points over the floating rate index.'

<side> QuotationSideEnum </side> [0..1]

'The side (bid/mid/ask) of the measure.'

</...>

Diagram

Schema Component Representation

<xsd:complexType name="SwapCurveValuation">

<xsd:sequence>

<xsd:group ref=" FloatingRateIndex.model "/>

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

<xsd:element name="side" type=" QuotationSideEnum " minOccurs="0"/>

</xsd:sequence>

</xsd:complexType>