fpml-riskdef-5-7.xsd
Elements
Complex Types
Element Groups
All Elements (69)
assetQuote
assetReference
(in
benchmarkPricingMethod
)
averaged
baseDate
benchmarkPricingMethod
benchmarkQuotes
buildDateTime
calculationProcedure
(in
partialDerivative
)
calculationProcedure
(in
sensitivitySetDefinition
)
coefficient
coordinate
coordinateReference
date
(defined in
TimeDimension
complexType)
denominatorTerm
derivativeFormula
description
(in
partialDerivative
)
endDate
(defined in
PricingInputDates.model
group)
expiration
formula
(in
sensitivityDefinition
)
generic
inputDataDate
inputDateReference
instrumentSet
market
marketReference
method
(defined in
DerivativeCalculationProcedure
complexType)
name
(in
market
)
name
(in
sensitivityDefinition
)
name
(in
sensitivitySetDefinition
)
name
(in
valuationScenario
)
objectReference
originalInputReference
parameterReference
(in
partialDerivative
)
parameterReference
(in
shift
in
valuationScenario
)
partialDerivative
partialDerivativeReference
(in
term
in
formula
in
sensitivityDefinition
)
partialDerivativeReference
(in
weightedPartial
)
perturbationAmount
perturbationType
positionId
power
pricingInputReference
(in
benchmarkPricingMethod
)
pricingInputReference
(in
sensitivitySetDefinition
)
pricingInputType
pricingStructure
pricingStructureValuation
quote
(in
assetQuote
)
replacement
replacementInputReference
replacementMarketInput
scale
sensitivityCharacteristics
sensitivityDefinition
shift
(in
shift
in
valuationScenario
)
shift
(in
valuationScenario
)
shiftUnits
spotDate
strike
(in
coordinate
)
tenor
term
(in
coordinate
)
term
(in
formula
in
sensitivityDefinition
)
term
(in
sensitivityDefinition
)
valuationDate
(in
valuationScenario
)
valuationScenarioReference
(defined in
Valuation
complexType)
valuationScenarioReference
(in
sensitivityDefinition
)
valuationScenarioReference
(in
sensitivitySetDefinition
)
version
(defined in
PositionIdAndVersion.model
group)
weight
(in
weightedPartial
)
weightedPartial
Complex Types (32)
AssetOrTermPointOrPricingStructureReference
BasicAssetValuation
DenominatorTerm
DerivativeCalculationMethod
DerivativeCalculationProcedure
DerivativeFormula
FormulaTerm
GenericDimension
InstrumentSet
Market
MarketReference
PerturbationType
PositionId
PricingDataPointCoordinate
PricingDataPointCoordinateReference
PricingInputReplacement
PricingInputType
PricingMethod
PricingParameterDerivative
PricingParameterDerivativeReference
PricingParameterShift
PricingStructureValuation
QuotedAssetSet
SensitivityDefinition
SensitivitySetDefinition
SensitivitySetDefinitionReference
TimeDimension
Valuation
ValuationReference
ValuationScenario
ValuationScenarioReference
WeightedPartialDerivative
Element Groups (10)
AnalyticDerivativeParameters.model
ComputedDerivative.model
DerivativeCalculationParameters.model
FiniteDifferenceDerivativeParameters.model
PositionIdAndVersion.model
PricingCoordinateOrReference.model
PricingInputDates.model
PricingStructureIndex.model
SensitivityDescription.model
SubstitutionDerivativeParameters.model