complexType "DefaultProbabilityCurve"
Namespace:
http://www.fpml.org/FpML-5/confirmation
Content:
complex, 2 attributes, 9 elements
Defined:
globally in fpml-mktenv-5-3.xsd; see XML source
Includes:
definitions of 2 elements
Used:
at 1 location
Content Model Diagram
XML Representation Summary
<...
   
id
 = 
 xsd:ID
definitionRef
 = 
 xsd:IDREF
    >
   
Content: 
 objectReference?, valuationScenarioReference?, baseDate, spotDate?, inputDataDate?, endDate?, buildDateTime?, baseYieldCurve, defaultProbabilities?
</...>
Content Model Elements (9):
baseDate,
baseYieldCurve,
buildDateTime,
defaultProbabilities,
endDate (defined in PricingInputDates.model group),
inputDataDate,
objectReference,
spotDate,
valuationScenarioReference (defined in Valuation complexType)
All Direct / Indirect Based Elements (1):
defaultProbabilityCurve
Known Usage Locations
Annotation
A set of default probabilities.
Type Definition Detail
Type Derivation Tree
Valuation (extension)
  PricingStructureValuation (extension)
      DefaultProbabilityCurve
XML Source (w/o annotations (3); see within schema source)
<xsd:complexType name="DefaultProbabilityCurve">
<xsd:complexContent>
<xsd:extension base="PricingStructureValuation">
<xsd:sequence>
<xsd:element name="baseYieldCurve" type="PricingStructureReference"/>
<xsd:element minOccurs="0" name="defaultProbabilities" type="TermCurve"/>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
Content Element Detail (all declarations; defined within this component only; 2/9)
baseYieldCurve
Type:
PricingStructureReference, empty content
A reference to the yield curve values used as a basis for this credit curve valuation.
XML Source (w/o annotations (1); see within schema source)
<xsd:element name="baseYieldCurve" type="PricingStructureReference"/>
defaultProbabilities
Type:
TermCurve, complex content
A collection of default probabilities.
XML Source (w/o annotations (1); see within schema source)
<xsd:element minOccurs="0" name="defaultProbabilities" type="TermCurve"/>
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.