XML Schema Documentation

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

Name	FxCurve
Used by (from the same schema document)	Element fxCurve
Abstract	no
Documentation	An fx curve object., which includes pricing inputs and term structures for fx forwards.

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: FxCurveCharacteristics.model [0..1]

<quotedCurrencyPair> QuotedCurrencyPair </quotedCurrencyPair> [1]

'Defines the two currencies for an FX trade and the quotation relationship between the two currencies.'

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

Schema Component Representation

<xsd:complexType name="FxCurve">

<xsd:complexContent>

<xsd:extension base=" PricingStructure ">

<xsd:sequence>

<xsd:group ref=" FxCurveCharacteristics.model " minOccurs="0"/>

</xsd:sequence>

</xsd:extension>

</xsd:complexContent>

</xsd:complexType>

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