fpml-mktenv-5-7.xsd
Elements
Complex Types
Element Groups
All Elements (55)
adjustment
adjustmentValue
algorithm
ask
asset
assetReference
(in
forwardCurve
)
baseYieldCurve
bid
compoundingFrequency
creditCurve
creditCurveValuation
creditEvents
(in
creditCurve
)
datapoint
dataPoints
defaultProbabilities
defaultProbabilityCurve
definition
(in
point
defined in
TermCurve
complexType)
deliverableObligations
(in
creditCurve
)
discountFactorCurve
extrapolationPermitted
forecastCurrencyYieldCurve
forecastRateIndex
forwardCurve
fxCurve
fxCurveValuation
fxForwardCurve
fxForwardPointsCurve
inputs
(in
creditCurveValuation
)
inputs
(in
yieldCurveValuation
)
inputUnits
interpolationMethod
(defined in
TermCurve
complexType)
mid
name
(in
adjustment
)
obligationCurrency
obligations
(in
creditCurve
)
parameterValue
point
(defined in
TermCurve
complexType)
point
(in
dataPoints
)
quotedCurrencyPair
(in
fxCurve
)
rateCurve
(in
forwardCurve
)
rateCurve
(in
zeroCurve
)
recoveryRate
recoveryRateCurve
secured
seniority
(in
creditCurve
)
settlementCurrencyYieldCurve
spotRate
(in
fxCurveValuation
)
spreadValue
term
(in
point
defined in
TermCurve
complexType)
underlyingAssetReference
volatilityMatrixValuation
volatilityRepresentation
yieldCurve
yieldCurveValuation
zeroCurve
Complex Types (19)
CompoundingFrequency
CreditCurve
CreditCurveValuation
DefaultProbabilityCurve
ForwardRateCurve
FxCurve
FxCurveValuation
FxRateSet
MultiDimensionalPricingData
ParametricAdjustment
ParametricAdjustmentPoint
PricingStructurePoint
TermCurve
TermPoint
VolatilityMatrix
VolatilityRepresentation
YieldCurve
YieldCurveValuation
ZeroRateCurve
Element Groups (6)
BidMidAsk.model
CreditCurveCharacteristics.model
FxCurveCharacteristics.model
RecoveryRate.model
UnderlyingAssetOrReference.model
YieldCurveCharacteristics.model