group "ComputedDerivative.model"

Namespace: | http://www.fpml.org/FpML-5/reporting
Content: | 2 elements
Defined: | globally in fpml-riskdef-5-3.xsd; see XML source
Includes: | definitions of 2 elements
Used: | at 1 location

Content Model Diagram

Complex Content Model
partialDerivative*, formula?

Content Model Elements (2):

  formula (in sensitivityDefinition), | partialDerivative

Known Usage Locations

- In definitions of global complexTypes (1):
  SensitivityDefinition

Annotation
A group describing a derivative as combination of partial derivatives.
See: http://www.FpML.org
XML Source (w/o annotations (3); see within schema source)

<xsd:group name="ComputedDerivative.model"> <xsd:sequence> <xsd:element maxOccurs="unbounded" minOccurs="0" name="partialDerivative" type="PricingParameterDerivative"/> <xsd:element minOccurs="0" name="formula" type="DerivativeFormula"/> </xsd:sequence> </xsd:group>

Content Element Detail (all declarations; defined within this component only; 2/2)
formula

  Type: | DerivativeFormula, complex content

  A formula defining how to compute the derivative from the partial derivatives. If absent, the derivative is just the product of the partial derivatives. Normally only required for more higher-order derivatives, e.g. Hessians.
  XML Source (w/o annotations (1); see within schema source)

  <xsd:element minOccurs="0" name="formula" type="DerivativeFormula"/>

partialDerivative

  Type: | PricingParameterDerivative, complex content

  A partial derivative of the measure with respect to an input.
  XML Source (w/o annotations (1); see within schema source)

  <xsd:element maxOccurs="unbounded" minOccurs="0" name="partialDerivative" type="PricingParameterDerivative"/>

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.