group "PricingInputDates.model"
Namespace: |
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Content: |
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Defined: |
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Includes: |
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Used: |
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Content Model Elements (5):
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Annotation
The dates that might be relevant for a pricing input, e.g. what valuation date it applies to, when it was built, when the data comes from, etc..
XML Source (w/o annotations (6); see within schema source)
<xsd:sequence>
</xsd:sequence>
</xsd:group>
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Content Element Detail (all declarations; defined within this component only; 5/5)
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The base date for which the structure applies, i.e. the curve date. Normally this will align with the valuation date.
Simple Content
XML Source (w/o annotations (1); see within schema source)
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Type: |
xsd:dateTime, predefined, simple content |
The date and time when the pricing input was generated.
XML Source (w/o annotations (1); see within schema source)
<xsd:element minOccurs="0" name="buildDateTime" type="xsd:dateTime"/>
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The last date for which data is supplied in this pricing input.
Simple Content
XML Source (w/o annotations (1); see within schema source)
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The date from which the input data used to construct the pricing input was obtained. Often the same as the baseDate, but sometimes the pricing input may be "rolled forward", in which input data from one date is used to generate a curve for a later date.
Simple Content
XML Source (w/o annotations (1); see within schema source)
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The spot settlement date for which the structure applies, normally 0-2 days after the base date. The difference between the baseDate and the spotDate is termed the settlement lag, and is sometimes called "days to spot".
Simple Content
XML Source (w/o annotations (1); see within schema source)
