XML Schema Documentation

Super-types:	PricingStructure < CreditCurve (by extension)
Sub-types:	None

Name	CreditCurve
Used by (from the same schema document)	Element creditCurve
Abstract	no
Documentation	A generic credit curve definition.

XML Instance Representation

<...
id=" xsd:ID [0..1]">

<name> xsd:normalizedString </name> [0..1]

'The name of the structure, e.g \"USDLIBOR-3M EOD Curve\".'

<currency> Currency </currency> [0..1]

'The currency that the structure is expressed in (this is relevant mostly for the Interes Rates asset class).'

Start Group: CreditCurveCharacteristics.model [0..1]
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'

End Group: CreditCurveCharacteristics.model
</...>

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