complexType "DerivativeCalculationProcedure"

Namespace: | http://www.fpml.org/FpML-5/reporting
Content: | complex, 6 elements
Defined: | globally in fpml-riskdef-5-3.xsd; see XML source
Includes: | definition of 1 element
Used: | at 2 locations

Content Model Diagram

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

Content Model Elements (6):

  averaged,
  derivativeFormula,
  method (defined in DerivativeCalculationProcedure complexType),
  perturbationAmount,
  perturbationType,
  replacementMarketInput

All Direct / Indirect Based Elements (2):

  calculationProcedure (in partialDerivative), | calculationProcedure (in sensitivitySetDefinition)

Known Usage Locations

- As direct type of elements (2):

  calculationProcedure (in partialDerivative), | calculationProcedure (in sensitivitySetDefinition)

Annotation
A description of how a numerical derivative is computed.
XML Source (w/o annotations (2); see within schema source)

<xsd:complexType name="DerivativeCalculationProcedure"> <xsd:sequence> <xsd:element minOccurs="0" name="method" type="DerivativeCalculationMethod"/> <xsd:group minOccurs="0" ref="DerivativeCalculationParameters.model"/> </xsd:sequence> </xsd:complexType>

Content Element Detail (all declarations; defined within this component only; 1/6)
method

  Type: | DerivativeCalculationMethod, simple content

  The method by which a derivative is computed, e.g. analytic, numerical model, perturbation, etc.
  Simple Content

  xsd:normalizedString

  maxLength: | 255

  XML Source (w/o annotations (1); see within schema source)

  <xsd:element minOccurs="0" name="method" type="DerivativeCalculationMethod"/>

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.