complexType "YieldCurveValuation"
Namespace:
http://www.fpml.org/FpML-5/recordkeeping
Content:
complex, 2 attributes, 11 elements
Defined:
globally in fpml-mktenv-5-3.xsd; see XML source
Includes:
definitions of 4 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?, inputs?, zeroCurve?, forwardCurve*, discountFactorCurve?
</...>
Content Model Elements (11):
baseDate,
buildDateTime,
discountFactorCurve,
endDate (defined in PricingInputDates.model group),
forwardCurve,
inputDataDate,
inputs (in yieldCurveValuation),
objectReference,
spotDate,
valuationScenarioReference (defined in Valuation complexType),
zeroCurve
All Direct / Indirect Based Elements (1):
yieldCurveValuation
Known Usage Locations
Annotation
The values of a yield curve, including possibly inputs and outputs (dfs, forwards, zero rates).
Type Definition Detail
Type Derivation Tree
Valuation (extension)
  PricingStructureValuation (extension)
      YieldCurveValuation
XML Source (w/o annotations (4); see within schema source)
<xsd:complexType name="YieldCurveValuation">
<xsd:complexContent>
<xsd:extension base="PricingStructureValuation">
<xsd:sequence>
<xsd:element minOccurs="0" name="inputs" type="QuotedAssetSet"/>
<xsd:element minOccurs="0" name="zeroCurve" type="ZeroRateCurve"/>
<xsd:element maxOccurs="unbounded" minOccurs="0" name="forwardCurve" type="ForwardRateCurve"/>
<xsd:element minOccurs="0" name="discountFactorCurve" type="TermCurve"/>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
Content Element Detail (all declarations; defined within this component only; 4/11)
discountFactorCurve
Type:
TermCurve, complex content
A curve of discount factors.
XML Source (w/o annotations (1); see within schema source)
<xsd:element minOccurs="0" name="discountFactorCurve" type="TermCurve"/>
forwardCurve
Type:
ForwardRateCurve, complex content
A curve of forward rates.
XML Source (w/o annotations (1); see within schema source)
<xsd:element maxOccurs="unbounded" minOccurs="0" name="forwardCurve" type="ForwardRateCurve"/>
inputs
Type:
QuotedAssetSet, complex content
XML Source (see within schema source)
<xsd:element minOccurs="0" name="inputs" type="QuotedAssetSet"/>
zeroCurve
Type:
ZeroRateCurve, complex content
A curve of zero rates.
XML Source (w/o annotations (1); see within schema source)
<xsd:element minOccurs="0" name="zeroCurve" type="ZeroRateCurve"/>
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.