XML Schema Documentation

Name	market
Type	Market
Nillable	no
Abstract	no
Documentation	This is a global element used for creating global types. It holds Market information, e.g. curves, surfaces, quotes, etc.

XML Instance Representation

<name> xsd:string </name> [0..1]

'The name of the market, e.g. the USDLIBOR market. Used for description and understandability.'

<benchmarkQuotes> QuotedAssetSet </benchmarkQuotes> [0..1]

'A collection of benchmark instruments and quotes used as inputs to the pricing models.'

<pricingStructure> ... </pricingStructure> [0..*]

'A collection of pricing inputs (curves, volatility matrices, etc.) used to represent the market.'

'The values of the pricing structure used to represent the markets..'

<benchmarkPricingMethod> PricingMethod </benchmarkPricingMethod> [0..*]

'The pricing structure used to quote a benchmark instrument.'

</market>

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