complexType "VolatilityMatrix"
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?, dataPoints, adjustment*
</...>
Content Model Elements (9):
adjustment,
baseDate,
buildDateTime,
dataPoints,
endDate (defined in PricingInputDates.model group),
inputDataDate,
objectReference,
spotDate,
valuationScenarioReference (defined in Valuation complexType)
All Direct / Indirect Based Elements (1):
volatilityMatrixValuation
Known Usage Locations
Annotation
A matrix of volatilities with dimension 0-3.
Type Definition Detail
Type Derivation Tree
Valuation (extension)
  PricingStructureValuation (extension)
      VolatilityMatrix
XML Source (w/o annotations (3); see within schema source)
<xsd:complexType name="VolatilityMatrix">
<xsd:complexContent>
<xsd:extension base="PricingStructureValuation">
<xsd:sequence>
<xsd:element name="dataPoints" type="MultiDimensionalPricingData"/>
<xsd:element maxOccurs="unbounded" minOccurs="0" name="adjustment" type="ParametricAdjustment"/>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
Content Element Detail (all declarations; defined within this component only; 2/9)
adjustment
Type:
ParametricAdjustment, complex content
An adjustment factor, such as for vol smile/skew.
XML Source (w/o annotations (1); see within schema source)
<xsd:element maxOccurs="unbounded" minOccurs="0" name="adjustment" type="ParametricAdjustment"/>
dataPoints
Type:
MultiDimensionalPricingData, complex content
The raw volatility matrix data, expressed as a multi-dimensional array.
XML Source (w/o annotations (1); see within schema source)
<xsd:element name="dataPoints" type="MultiDimensionalPricingData"/>
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.