group "FiniteDifferenceDerivativeParameters.model"
Namespace:
http://www.fpml.org/FpML-5/confirmation
Content:
3 elements
Defined:
globally in fpml-riskdef-5-11.xsd; see XML source
Includes:
definitions of 3 elements
Used:
at 1 location
Content Model Diagram
Complex Content Model
perturbationAmount?, averaged, perturbationType?
Content Model Elements (3):
averaged, perturbationAmount, perturbationType
Known Usage Locations
Annotation
Parameters used in the computation of a derivative using numerical (finite difference) techniques.
XML Source (w/o annotations (4); see within schema source)
<xsd:group name="FiniteDifferenceDerivativeParameters.model">
<xsd:sequence>
<xsd:element minOccurs="0" name="perturbationAmount" type="xsd:decimal"/>
<xsd:element name="averaged" type="xsd:boolean"/>
<xsd:element minOccurs="0" name="perturbationType" type="PerturbationType"/>
</xsd:sequence>
</xsd:group>
Content Element Detail (all declarations; defined within this component only; 3/3)
averaged
Type:
xsd:boolean, predefined, simple content
The value is calculated by perturbing by the perturbationAmount and then the negative of the perturbationAmount and then averaging the two values (i.e. the value is half of the difference between perturbing up and perturbing down).
XML Source (w/o annotations (1); see within schema source)
<xsd:element name="averaged" type="xsd:boolean"/>
perturbationAmount
Type:
xsd:decimal, predefined, simple content
The size and direction of the perturbation used to compute the derivative, e.g. 0.0001 = 1 bp.
XML Source (w/o annotations (1); see within schema source)
<xsd:element minOccurs="0" name="perturbationAmount" type="xsd:decimal"/>
perturbationType
Type:
PerturbationType, simple content
The type of perturbation, if any, used to compute the derivative (Absolute vs Relative).
Simple Content
xsd:normalizedString
maxLength:
255
minLength:
0
XML Source (w/o annotations (1); see within schema source)
<xsd:element minOccurs="0" name="perturbationType" type="PerturbationType"/>
XML schema documentation generated with DocFlex/XML 1.10b5 using DocFlex/XML XSDDoc 2.8.1 template set. All content model diagrams generated by Altova XMLSpy via DocFlex/XML XMLSpy Integration.