XML Schema Documentation

Super-types:	None
Sub-types:	None

Name	ForwardRateCurve
Used by (from the same schema document)	Complex Type YieldCurveValuation
Abstract	no
Documentation	A curve used to model a set of forward interest rates. Used for forecasting interest rates as part of a pricing calculation.

XML Instance Representation

<...>

<assetReference> AssetReference </assetReference> [0..1]

'A reference to the rate index whose forwards are modeled.'

<rateCurve> TermCurve </rateCurve> [1]

'The curve of forward values.'

</...>

Diagram

Schema Component Representation

<xsd:complexType name="ForwardRateCurve">

<xsd:sequence>

<xsd:element name="assetReference" type=" AssetReference " minOccurs="0"/>

<xsd:element name="rateCurve" type=" TermCurve "/>

</xsd:sequence>

</xsd:complexType>