XML Schema Documentation

Name	CreditCurveCharacteristics.model
Used by (from the same schema document)	Complex Type CreditCurve
Documentation	The set of characterstics that describe the outputs of a credit curve.

XML Instance Representation

Start Choice [1]

<referenceEntity> LegalEntity </referenceEntity> [1]

'The entity for which this is defined.'

<creditEntityReference> LegalEntityReference </creditEntityReference> [1]

'An XML reference a credit entity defined elsewhere in the document.'

End Choice

<creditEvents> CreditEvents </creditEvents> [0..1]

'The material credit event.'

<seniority> CreditSeniority </seniority> [1]

'The level of seniority of the deliverable obligation.'

<secured> xsd:boolean </secured> [1]

'Whether the deliverable obligation is secured or unsecured.'

<currency> Currency </currency> [1]

'The currency of denomination of the deliverable obligation.'

<obligations> Obligations </obligations> [0..1]

'The underlying obligations of the reference entity on which you are buying or selling protection'

<deliverableObligations> DeliverableObligations </deliverableObligations> [0..1]

'What sort of obligation may be delivered in the event of the credit event. ISDA 2003 Term: Obligation Category/Deliverable Obligation Category'

Schema Component Representation

<xsd:group name="CreditCurveCharacteristics.model">

<xsd:sequence>

<xsd:group ref=" CreditEntity.model "/>

<xsd:element name="creditEvents" type=" CreditEvents " minOccurs="0"/>

<xsd:element name="seniority" type=" CreditSeniority "/>

<xsd:element name="secured" type=" xsd:boolean "/>

<xsd:element name="currency" type=" Currency "/>

<xsd:element name="obligations" type=" Obligations " minOccurs="0"/>

<xsd:element name="deliverableObligations" type=" DeliverableObligations " minOccurs="0"/>

</xsd:sequence>

</xsd:group>

Generated by <oXygen/> XML Editor using a modified version of xs3p that adds schema diagrams and chunking support.