complexType "PricingParameterDerivative"
Namespace:
Content:
complex, 1 attribute, 4 elements
Defined:
Includes:
definitions of 1 attribute, 4 elements
Used:
Content Model Diagram
XML Representation Summary
<...
   
 = 
xsd:ID
   
>
   
Content: 
</...>
Content Model Elements (4):
All Direct / Indirect Based Elements (1):
partialDerivative
Known Usage Locations
Annotation
A definition of the mathematical derivative with respect to a specific pricing parameter.
XML Source (w/o annotations (5); see within schema source)
<xsd:complexType name="PricingParameterDerivative">
<xsd:sequence>
<xsd:element minOccurs="0" name="description" type="String"/>
<xsd:choice>
<xsd:element minOccurs="0" name="parameterReference" type="AssetOrTermPointOrPricingStructureReference"/>
<xsd:element maxOccurs="unbounded" name="inputDateReference" type="ValuationReference"/>
</xsd:choice>
<xsd:element minOccurs="0" name="calculationProcedure" type="DerivativeCalculationProcedure"/>
</xsd:sequence>
<xsd:attribute name="id" type="xsd:ID"/>
</xsd:complexType>
Attribute Detail (all declarations; defined within this component only; 1/1)
id
Type:
xsd:ID, predefined
Use:
optional
XML Source (see within schema source)
<xsd:attribute name="id" type="xsd:ID"/>
Content Element Detail (all declarations; defined within this component only; 4/4)
calculationProcedure
Type:
The method by which a derivative is computed, e.g. analytic, numerical model, perturbation, etc., and the corresponding parameters
XML Source (w/o annotations (1); see within schema source)
<xsd:element minOccurs="0" name="calculationProcedure" type="DerivativeCalculationProcedure"/>

description
Type:
String, simple content
A description, if needed, of how the derivative is computed.
Simple Content
xsd:string
maxLength:
255
XML Source (w/o annotations (1); see within schema source)
<xsd:element minOccurs="0" name="description" type="String"/>

inputDateReference
Type:
ValuationReference, empty content
Reference(s) to the pricing input dates that are shifted when the sensitivity is computed. Depending on the time advance method used, this list could vary. Used for describing time-advance derivatives (theta, carry, etc.)
XML Source (w/o annotations (1); see within schema source)
<xsd:element maxOccurs="unbounded" name="inputDateReference" type="ValuationReference"/>

parameterReference
Type:
A reference to the pricing input parameter to which the sensitivity is computed. If it is omitted, the derivative definition is generic, and applies to any input point in the valuation set.
XML Source (w/o annotations (1); see within schema source)
<xsd:element minOccurs="0" name="parameterReference" type="AssetOrTermPointOrPricingStructureReference"/>

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.