XML Schema Documentation

Super-types:	None
Sub-types:	None

Name	PricingStructure
Abstract	yes
Documentation	An abstract pricing structure base type. Used as a base for structures such as yield curves and volatility matrices.

XML Instance Representation

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

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

'The name of the structure, e.g \"USDLIBOR-3M EOD Curve\".'

<currency> Currency </currency> [0..1]

'The currency that the structure is expressed in (this is relevant mostly for the Interes Rates asset class).'

</...>

Diagram

Schema Component Representation

<xsd:complexType name="PricingStructure" abstract="true">

<xsd:sequence>

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

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

</xsd:sequence>

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

</xsd:complexType>