XML Schema Documentation

Super-types:	None
Sub-types:	None

Name	DerivedValuationScenario
Abstract	no
Documentation	A valuation scenario that is derived from another valuation scenario.

XML Instance Representation

<...
id=" xsd:ID [0..1]">

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

'The (optional) name for this valuation scenario, used for understandability. For example \"EOD Valuations\".'

<baseValuationScenario> ValuationScenarioReference </baseValuationScenario> [1]

'An (optional) reference to a valuation scenario from which this one is derived.'

<valuationDate> IdentifiedDate </valuationDate> [0..1]

'The (optional) date for which the assets are valued. If not present, the valuation date will be that of the base valuation scenario.'

<marketReference> MarketReference </marketReference> [0..1]

'A reference to the market environment used to price the asset. If not present, the market will be that of the base valuation scenario.'

<shift> PricingParameterShift </shift> [0..*]

'A collection of shifts to be applied to market inputs prior to computation of the derivative.'

</...>

Schema Component Representation

<xsd:complexType name="DerivedValuationScenario">

<xsd:sequence>

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

<xsd:element name="baseValuationScenario" type=" ValuationScenarioReference "/>

<xsd:element name="valuationDate" type=" IdentifiedDate " minOccurs="0"/>

<xsd:element name="marketReference" type=" MarketReference " minOccurs="0"/>

<xsd:element name="shift" type=" PricingParameterShift " minOccurs="0" maxOccurs="unbounded"/>

</xsd:sequence>

<xsd:attribute name="id" type=" xsd:ID "/>

</xsd:complexType>

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