group "CreditCurveCharacteristics.model"
Namespace:
http://www.fpml.org/FpML-5/confirmation
Content:
8 elements
Defined:
globally in fpml-mktenv-5-3.xsd; see XML source
Includes:
definitions of 6 elements
Used:
at 1 location
Content Model Diagram
Complex Content Model
(referenceEntity | creditEntityReference), creditEvents?, seniority, secured, obligationCurrency, obligations?, deliverableObligations?
Content Model Elements (8):
creditEntityReference, obligations (in creditCurve),
Known Usage Locations
Annotation
The set of characterstics that describe the outputs of a credit curve.
XML Source (w/o annotations (7); see within schema source)
<xsd:group name="CreditCurveCharacteristics.model">
<xsd:sequence>
<xsd:group ref="CreditEntity.model"/>
<xsd:element minOccurs="0" name="creditEvents" type="CreditEvents"/>
<xsd:element name="seniority" type="CreditSeniority"/>
<xsd:element name="secured" type="xsd:boolean"/>
<xsd:element name="obligationCurrency" type="Currency"/>
<xsd:element minOccurs="0" name="obligations" type="Obligations"/>
<xsd:element minOccurs="0" name="deliverableObligations" type="DeliverableObligations"/>
</xsd:sequence>
</xsd:group>
Content Element Detail (all declarations; defined within this component only; 6/8)
creditEvents
Type:
CreditEvents, complex content
The material credit event.
XML Source (w/o annotations (1); see within schema source)
<xsd:element minOccurs="0" name="creditEvents" type="CreditEvents"/>
deliverableObligations
Type:
DeliverableObligations, complex content
What sort of obligation may be delivered in the event of the credit event. ISDA 2003 Term: Obligation Category/Deliverable Obligation Category
XML Source (w/o annotations (1); see within schema source)
<xsd:element minOccurs="0" name="deliverableObligations" type="DeliverableObligations"/>
obligationCurrency
Type:
Currency, simple content
The currency of denomination of the deliverable obligation.
Simple Content
xsd:normalizedString
maxLength:
 255
XML Source (w/o annotations (1); see within schema source)
<xsd:element name="obligationCurrency" type="Currency"/>
obligations
Type:
Obligations, complex content
The underlying obligations of the reference entity on which you are buying or selling protection
XML Source (w/o annotations (1); see within schema source)
<xsd:element minOccurs="0" name="obligations" type="Obligations"/>
secured
Type:
xsd:boolean, predefined, simple content
Whether the deliverable obligation is secured or unsecured.
XML Source (w/o annotations (1); see within schema source)
<xsd:element name="secured" type="xsd:boolean"/>
seniority
Type:
CreditSeniority, simple content
The level of seniority of the deliverable obligation.
Simple Content
xsd:normalizedString
maxLength:
 255
XML Source (w/o annotations (1); see within schema source)
<xsd:element name="seniority" type="CreditSeniority"/>
XML schema documentation generated with DocFlex/XML 1.8.6b2 using DocFlex/XML XSDDoc 2.5.1 template set. All content model diagrams generated by Altova XMLSpy via DocFlex/XML XMLSpy Integration.