complexType "PricingParameterShift"
Namespace:
http://www.fpml.org/FpML-5/recordkeeping
Content:
complex, 1 attribute, 6 elements
Defined:
globally in fpml-riskdef-5-11.xsd; see XML source
Includes:
definitions of 1 attribute, 6 elements
Used:
at 1 location
Content Model Diagram
XML Representation Summary
<...
   
id
 = 
xsd:ID
   
>
   
Content: 
(parameterReference? | assetReference? | termPointReference? | pricingStructureReference?)?, shift?, shiftUnits?
</...>
Content Model Elements (6):
assetReference (in shift in valuationScenario),
parameterReference (in shift in valuationScenario),
pricingStructureReference (in shift in valuationScenario),
shift (in shift in valuationScenario),
shiftUnits,
termPointReference (in shift in valuationScenario)
All Direct / Indirect Based Elements (1):
shift (in valuationScenario)
Known Usage Locations
Annotation
A definition of a shift with respect to a specific pricing parameter.
XML Source (w/o annotations (7); see within schema source)
<xsd:complexType name="PricingParameterShift">
<xsd:sequence>
<xsd:choice minOccurs="0">
<xsd:element minOccurs="0" name="parameterReference" type="AssetOrTermPointOrPricingStructureReference"/>
<xsd:element minOccurs="0" name="assetReference" type="AssetReference"/>
<xsd:element minOccurs="0" name="termPointReference" type="TermPointReference"/>
<xsd:element minOccurs="0" name="pricingStructureReference" type="PricingStructureReference"/>
</xsd:choice>
<xsd:element minOccurs="0" name="shift" type="xsd:decimal"/>
<xsd:element minOccurs="0" name="shiftUnits" type="PriceQuoteUnits"/>
</xsd:sequence>
<xsd:attribute name="id" type="xsd:ID"/>
</xsd:complexType>
Attribute Detail (all declarations; defined within this component only; 1/1)
id
Type:
xsd:ID, predefined
Use:
optional
XML Source (see within schema source)
<xsd:attribute name="id" type="xsd:ID"/>
Content Element Detail (all declarations; defined within this component only; 6/6)
assetReference
Type:
AssetReference, empty content
A reference to the asset to which the shift is computed.
XML Source (w/o annotations (1); see within schema source)
<xsd:element minOccurs="0" name="assetReference" type="AssetReference"/>
parameterReference
Type:
AssetOrTermPointOrPricingStructureReference, empty content
DEPRECATED. A reference to the pricing input parameter to which the shift is computed.
XML Source (w/o annotations (1); see within schema source)
<xsd:element minOccurs="0" name="parameterReference" type="AssetOrTermPointOrPricingStructureReference"/>
pricingStructureReference
Type:
PricingStructureReference, empty content
A reference to the pricing structure to which the shift is computed.
XML Source (w/o annotations (1); see within schema source)
<xsd:element minOccurs="0" name="pricingStructureReference" type="PricingStructureReference"/>
shift
Type:
xsd:decimal, predefined, simple content
The size of the denominator, e.g. 0.0001 = 1 bp.
XML Source (w/o annotations (1); see within schema source)
<xsd:element minOccurs="0" name="shift" type="xsd:decimal"/>
shiftUnits
Type:
PriceQuoteUnits, simple content
The units of the denominator, e.g. currency. If not present, use the units of the PricingInputReference.
Simple Content
xsd:normalizedString
maxLength:
255
minLength:
0
XML Source (w/o annotations (1); see within schema source)
<xsd:element minOccurs="0" name="shiftUnits" type="PriceQuoteUnits"/>
termPointReference
Type:
TermPointReference, empty content
A reference to the term point to which the shift is computed.
XML Source (w/o annotations (1); see within schema source)
<xsd:element minOccurs="0" name="termPointReference" type="TermPointReference"/>
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.