group "ComputedDerivative.model"
Namespace:
http://www.fpml.org/FpML-5/confirmation
Content:
2 elements
Defined:
globally in fpml-riskdef-5-3.xsd; see XML source
Includes:
definitions of 2 elements
Used:
at 1 location
Content Model Diagram
Complex Content Model
partialDerivative+, formula?
Content Model Elements (2):
formula (in sensitivityDefinition), partialDerivative
Known Usage Locations
Annotation
A group describing a derivative as combination of partial derivatives.
See:  http://www.FpML.org
XML Source (w/o annotations (3); see within schema source)
<xsd:group name="ComputedDerivative.model">
<xsd:sequence>
<xsd:element maxOccurs="unbounded" name="partialDerivative" type="PricingParameterDerivative"/>
<xsd:element minOccurs="0" name="formula" type="DerivativeFormula"/>
</xsd:sequence>
</xsd:group>
Content Element Detail (all declarations; defined within this component only; 2/2)
formula
Type:
DerivativeFormula, complex content
A formula defining how to compute the derivative from the partial derivatives. If absent, the derivative is just the product of the partial derivatives. Normally only required for more higher-order derivatives, e.g. Hessians.
XML Source (w/o annotations (1); see within schema source)
<xsd:element minOccurs="0" name="formula" type="DerivativeFormula"/>
partialDerivative
Type:
PricingParameterDerivative, complex content
A partial derivative of the measure with respect to an input.
XML Source (w/o annotations (1); see within schema source)
<xsd:element maxOccurs="unbounded" name="partialDerivative" type="PricingParameterDerivative"/>
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.