element <calculationProcedure> (local)

Namespace: | http://www.fpml.org/FpML-5/confirmation
Type: | DerivativeCalculationProcedure
Content: | complex, 6 elements
Defined: | locally witnin SensitivitySetDefinition complexType in fpml-riskdef-5-3.xsd; see XML source

Content Model Diagram

XML Representation Summary
<calculationProcedure>
Content: | method?, ((perturbationAmount?, averaged, perturbationType?) | derivativeFormula? | replacementMarketInput)?
</calculationProcedure>

Content model elements (6):

  averaged, derivativeFormula, method, perturbationAmount, perturbationType, replacementMarketInput

Included in content model of elements (1):

  sensitivitySetDefinition

Annotation
The method by which each derivative is computed, e.g. analytic, numerical model, perturbation, etc., and the corresponding parameters (eg. shift amounts).
XML Source (w/o annotations (1); see within schema source)

<xsd:element minOccurs="0" name="calculationProcedure" type="DerivativeCalculationProcedure"/>

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.