Drilldown into CreditCurveValuation Drilldown into CreditCurveValuation Drilldown into CreditCurveValuation Drilldown into CreditCurveValuation Drilldown into CreditCurveValuation Drilldown into CreditCurveValuation Drilldown into CreditCurveValuation Drilldown into CreditCurveValuation Drilldown into CreditCurveValuation Drilldown into CreditCurveValuation Drilldown into CreditCurveValuation Drilldown into CreditCurveValuation Drilldown into CreditCurveValuation Drilldown into CreditCurveValuation Drilldown into CreditCurveValuation Drilldown into CreditCurveValuation Drilldown into CreditCurveValuation
Financial products Markup Language (FpML®) Generated using Liquid XML Studio Designer Edition 8.0.4.1955
Generated : 20 February 2010
Definition Type Complex Type
Name CreditCurveValuation
Namespace http://www.fpml.org/2007/FpML-4-4
Type fpml:PricingStructureValuation
Abstract False
Documentation A set of credit curve values, which can include pricing inputs (which are typically credit spreads), default probabilities, and recovery rates.
XSD Schema fpml-mktenv-4-4.xsd
Collapse XSD Schema Diagram
XSD Diagram of CreditCurveValuation
Collapse XSD Schema Code
<xsd:complexType name="CreditCurveValuation" >
  <xsd:annotation>
    <xsd:documentation xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en">A set of credit curve values, which can include pricing inputs (which are typically credit spreads), default probabilities, and recovery rates.</xsd:documentation>
  </xsd:annotation>
  <xsd:complexContent>
    <xsd:extension base="PricingStructureValuation">
      <xsd:sequence>
        <xsd:element minOccurs="0" name="inputs" type="QuotedAssetSet"/>
        <xsd:element minOccurs="0" name="defaultProbabilityCurve" type="DefaultProbabilityCurve">
          <xsd:annotation>
            <xsd:documentation xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en">A curve of default probabilities.</xsd:documentation>
          </xsd:annotation>
        </xsd:element>
        <xsd:group minOccurs="0" ref="RecoveryRate.model">
          <xsd:annotation>
            <xsd:documentation xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en">A recovery rate value or curve.</xsd:documentation>
          </xsd:annotation>
        </xsd:group>
      </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)
defaultProbabilityCurve fpml:defaultProbabilityCurve 0 (1)
recoveryRate fpml:recoveryRate (1) (1)
recoveryRateCurve fpml:recoveryRateCurve (1) (1)
Collapse Child Attributes
Name Type Default Value Use
id id (Optional)
definitionRef definitionRef (Optional)
Collapse Derivation Tree
fpml:Valuation
    fpml:PricingStructureValuation
        CreditCurveValuation
            fpml:creditCurveValuation
Collapse References
fpml:creditCurveValuation
Generated using Liquid XML Studio Designer Edition 8.0.4.1955 by Liquid Technologies Ltd