XML Schema Documentation

Name	SubstitutionDerivativeParameters.model
Used by (from the same schema document)	Model Group DerivativeCalculationParameters.model
Documentation	Parameters used in the computation of a derivative by substituting a supplied market environment.

XML Instance Representation

<replacementMarketInput> PricingStructureReference </replacementMarketInput> [1]

'A reference to the replacement version of the market input, e.g. a bumped yield curve.'

Diagram

Schema Component Representation

<xsd:group name="SubstitutionDerivativeParameters.model">

<xsd:sequence>

<xsd:element name="replacementMarketInput" type=" PricingStructureReference "/>

</xsd:sequence>

</xsd:group>