complexType "SwapCurveValuation"
Namespace:
Content:
complex, 4 elements
Defined:
Includes:
definitions of 2 elements
Used:
Content Model Diagram
XML Representation Summary
<...>
   
Content: 
</...>
Content Model Elements (4):
floatingRateIndex (defined in FloatingRateIndex.model group),
indexTenor (defined in FloatingRateIndex.model group),
side (defined in SwapCurveValuation complexType),
spread (defined in SwapCurveValuation complexType)
Known Direct Subtypes (1):
MakeWholeAmount
All Direct / Indirect Based Elements (2):
makeWholeAmount, swapUnwindValue
Known Usage Locations
Annotation
A complex type to specify a valuation swap curve, which is used as part of the strike construct for the bond and convertible bond options.
XML Source (w/o annotations (4); see within schema source)
<xsd:complexType name="SwapCurveValuation">
<xsd:sequence>
<xsd:group ref="FloatingRateIndex.model"/>
<xsd:element name="spread" type="xsd:decimal"/>
<xsd:element minOccurs="0" name="side" type="QuotationSideEnum"/>
</xsd:sequence>
</xsd:complexType>
Content Element Detail (all declarations; defined within this component only; 2/4)
side
Type:
QuotationSideEnum, simple content
The side (bid/mid/ask) of the measure.
Simple Content
enumeration of xsd:token
Enumeration:
"Bid"
 - 
A value "bid" by a buyer for an asset, i.e. the value a buyer is willing to pay.
"Ask"
 - 
A value "asked" by a seller for an asset, i.e. the value at which a seller is willing to sell.
"Mid"
 - 
A value midway between the bid and the ask value.
minLength:
0
XML Source (w/o annotations (1); see within schema source)
<xsd:element minOccurs="0" name="side" type="QuotationSideEnum"/>

spread
Type:
xsd:decimal, predefined, simple content
Spread in basis points over the floating rate index.
XML Source (w/o annotations (1); see within schema source)
<xsd:element name="spread" type="xsd:decimal"/>

XML schema documentation generated with DocFlex/XML 1.9.0 using DocFlex/XML XSDDoc 2.8.0 template set. All content model diagrams generated by Altova XMLSpy via DocFlex/XML XMLSpy Integration.