XML Schema Documentation

Super-types:	None
Sub-types:	None

Name	TermCurve
Used by (from the same schema document)	Complex Type DefaultProbabilityCurve , Complex Type ForwardRateCurve , Complex Type FxCurveValuation , Complex Type FxCurveValuation , Complex Type YieldCurveValuation , Complex Type ZeroRateCurve , Model Group RecoveryRate.model
Abstract	no
Documentation	A curve consisting only of values over a term. This is a restricted form of One Dimensional Structure.

XML Instance Representation

<...>

<interpolationMethod> InterpolationMethod </interpolationMethod> [0..1]

<extrapolationPermitted> xsd:boolean </extrapolationPermitted> [0..1]

<point> TermPoint </point> [1..*]

</...>

Diagram

Schema Component Representation

<xsd:complexType name="TermCurve">

<xsd:sequence>

<xsd:element name="interpolationMethod" type=" InterpolationMethod " minOccurs="0"/>

<xsd:element name="extrapolationPermitted" type=" xsd:boolean " minOccurs="0"/>

<xsd:element name="point" type=" TermPoint " maxOccurs="unbounded"/>

</xsd:sequence>

</xsd:complexType>