XML Schema Documentation

Model Group: PricingStructureIndex.model

[Table of contents]

Name PricingStructureIndex.model
Used by (from the same schema document) Complex Type PricingDataPointCoordinate
Documentation The index (an ordinate) of a pricing structure. The index expresses how far along a particular dimension (e.g. time, strike, etc.) a point is located.
XML Instance Representation
Start Choice [1]
<term> TimeDimension </term> [1]

'A time dimension that represents the term of a financial instrument, e.g. of a zero-coupon bond on a curve, or of an underlying caplet or swap for an option.'

<expiration> TimeDimension </expiration> [1]

'A time dimension that represents the time to expiration of an option.'

<strike> xsd:decimal </strike> [1]

'A numerical dimension that represents the strike rate or price of an option.'

<generic> GenericDimension </generic> [1]
End Choice
Diagram
type_GenericDimension
Schema Component Representation
<xsd:group name="PricingStructureIndex.model">
<xsd:choice>
<xsd:element name="term" type=" TimeDimension "/>
<xsd:element name="expiration" type=" TimeDimension "/>
<xsd:element name="strike" type=" xsd:decimal "/>
<xsd:element name="generic" type=" GenericDimension "/>
</xsd:choice>
</xsd:group>

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