Financial products Markup Language (FpML®) Generated using Liquid XML Studio Developer Edition Liquid XML Studio Designer Edition 9.0.0.2773
Definition Type: ComplexType
Name: YieldCurveValuation
Namespace: http://www.fpml.org/FpML-5-0/reporting
Type: fpml:PricingStructureValuation
Containing Schema: fpml-mktenv-5-0.xsd
Abstract False
Documentation:
The values of a yield curve, including possibly inputs and outputs (dfs, forwards, zero rates).
Collapse XSD Schema Diagram:
Drilldown into discountFactorCurve Drilldown into forwardCurve Drilldown into zeroCurve Drilldown into inputs Drilldown into buildDateTime Drilldown into endDate Drilldown into inputDataDate Drilldown into spotDate Drilldown into baseDate Drilldown into definitionRef Drilldown into id Drilldown into valuationScenarioReference Drilldown into objectReference Drilldown into Valuation Drilldown into PricingStructureValuationXSD Diagram of YieldCurveValuation
Collapse XSD Schema Code: 
<xsd:complexType name="YieldCurveValuation">
    <xsd:annotation>
        <xsd:documentation xml:lang="en">The values of a yield curve, including possibly inputs and outputs (dfs, forwards, zero rates).</xsd:documentation>
    </xsd:annotation>
    <xsd:complexContent>
        <xsd:extension base="PricingStructureValuation">
            <xsd:sequence>
                <xsd:element name="inputs" type="QuotedAssetSet" minOccurs="0" />
                <xsd:element name="zeroCurve" type="ZeroRateCurve" minOccurs="0">
                    <xsd:annotation>
                        <xsd:documentation xml:lang="en">A curve of zero rates.</xsd:documentation>
                    </xsd:annotation>
                </xsd:element>
                <xsd:element name="forwardCurve" type="ForwardRateCurve" minOccurs="0" maxOccurs="unbounded">
                    <xsd:annotation>
                        <xsd:documentation xml:lang="en">A curve of forward rates.</xsd:documentation>
                    </xsd:annotation>
                </xsd:element>
                <xsd:element name="discountFactorCurve" type="TermCurve" minOccurs="0">
                    <xsd:annotation>
                        <xsd:documentation xml:lang="en">A curve of discount factors.</xsd:documentation>
                    </xsd:annotation>
                </xsd:element>
            </xsd:sequence>
        </xsd:extension>
    </xsd:complexContent>
</xsd:complexType>
Collapse Child Elements:
Name Type Min Occurs Max Occurs
objectReference fpml:objectReference 0 (1)
valuationScenarioReference fpml:valuationScenarioReference 0 (1)
baseDate fpml:baseDate (1) (1)
spotDate fpml:spotDate 0 (1)
inputDataDate fpml:inputDataDate 0 (1)
endDate fpml:endDate 0 (1)
buildDateTime fpml:buildDateTime 0 (1)
inputs fpml:inputs 0 (1)
zeroCurve fpml:zeroCurve 0 (1)
forwardCurve fpml:forwardCurve 0 unbounded
discountFactorCurve fpml:discountFactorCurve 0 (1)
<xs:group> fpml:PricingInputDates.model (1) (1)
Collapse Child Attributes:
Name Type Default Value Use
id fpml:id (Optional)
definitionRef fpml:definitionRef (Optional)
Collapse Derivation Tree:
Collapse References:
fpml:yieldCurveValuation
Collapse Comments:
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Generated using Liquid XML Studio Developer Edition Liquid XML Studio Designer Edition 9.0.0.2773 - FeaturingXML Data Binding