XML Schema Documentation

Super-types:	None
Sub-types:	None

Name	PricingStructurePoint
Used by (from the same schema document)	Complex Type MultiDimensionalPricingData
Abstract	no
Documentation	A single valued point with a set of coordinates that define an arbitrary number of indentifying indexes (0 or more). Note that the collection of coordinates/coordinate references for a PricingStructurePoint must not define a given dimension (other than "generic") more than once. This is to avoid ambiguity.

XML Instance Representation

<...
id=" xsd:ID [0..1]">
Start Group: PricingCoordinateOrReference.model [0..*]
Start Choice [1]

<coordinate> PricingDataPointCoordinate </coordinate> [1]

'An explicit, filled in data point coordinate. This might specify expiration, strike, etc.'

<coordinateReference> PricingDataPointCoordinateReference </coordinateReference> [1]

'A reference to a pricing data point coordinate within this document.'

End Choice
End Group: PricingCoordinateOrReference.model
Start Group: UnderlyingAssetOrReference.model [0..1]
Start Choice [1]

<underlyingAsset> ... </underlyingAsset> [1]

'An underlying asset that defines the meaning of the value, i.e. the product that the value corresponds to. For example, this could be a caplet or simple european swaption.'

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

'A reference to an underlying asset that defines the meaning of the value, i.e. the product that the value corresponds to. For example, this could be a caplet or simple european swaption.'

End Choice
End Group: UnderlyingAssetOrReference.model

<value> xsd:decimal </value> [0..1]

'The value of the the quotation.'

<measureType> AssetMeasureType </measureType> [0..1]

'The type of the value that is measured. This could be an NPV, a cash flow, a clean price, etc.'

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

'The optional units that the measure is expressed in. If not supplied, this is assumed to be a price/value in currency units.'

<side> QuotationSideEnum </side> [0..1]

'The side (bid/mid/ask) of the measure.'

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

'The optional currency that the measure is expressed in. If not supplied, this is defaulted from the reportingCurrency in the valuationScenarioDefinition.'

<timing> QuoteTiming </timing> [0..1]

'When during a day the quote is for. Typically, if this element is supplied, the QuoteLocation needs also to be supplied.'

Start Group: QuoteLocation.model [0..1]

'Where the quote is from.'

Start Choice [1]

<businessCenter> BusinessCenter </businessCenter> [1]

'A city or other business center.'

<exchangeId> ExchangeId </exchangeId> [1]

'The exchange (e.g. stock or futures exchange) from which the quote is obtained.'

End Choice
End Group: QuoteLocation.model

<informationSource> InformationSource </informationSource> [0..*]

'The information source where a published or displayed market rate will be obtained, e.g. Telerate Page 3750.'

<time> xsd:dateTime </time> [0..1]

'When the quote was observed or derived.'

<valuationDate> xsd:date </valuationDate> [0..1]

'When the quote was computed.'

<expiryTime> xsd:dateTime </expiryTime> [0..1]

'When does the quote cease to be valid.'

<cashFlowType> CashflowType </cashFlowType> [0..1]

'For cash flows, the type of the cash flows. Examples include: Coupon payment, Premium Fee, Settlement Fee, Brokerage Fee, etc.'

</...>

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

Complex Type: PricingStructurePoint

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