XML Schema Documentation

Super-types:	None
Sub-types:	None

Name	ParametricAdjustment
Used by (from the same schema document)	Complex Type VolatilityMatrix
Abstract	no
Documentation	An adjustment used to accommodate a parameter of the input trade, e.g. the strike.

XML Instance Representation

<...>

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

'The name of the adjustment parameter (e.g. \"Volatility Skew\").'

<inputUnits> PriceQuoteUnits </inputUnits> [0..1]

'The units of the input parameter, e.g. Yield.'

<datapoint> ParametricAdjustmentPoint </datapoint> [1..*]

'The values of the adjustment parameter.'

</...>

Diagram

Schema Component Representation

<xsd:complexType name="ParametricAdjustment">

<xsd:sequence>

<xsd:element name="name" type=" xsd:normalizedString "/>

<xsd:element name="inputUnits" type=" PriceQuoteUnits " minOccurs="0"/>

<xsd:element name="datapoint" type=" ParametricAdjustmentPoint " maxOccurs="unbounded"/>

</xsd:sequence>

</xsd:complexType>