Documentation for Financial products Markup Language (FpML®)
Definition Type: ComplexType
Name: TermCurve
Namespace: http://www.fpml.org/FpML-5/reporting
Containing Schema: fpml-mktenv-5-0.xsd
Abstract
Documentation:
A curve consisting only of values over a term. This is a restricted form of One Dimensional Structure.
Collapse XSD Schema Diagram:
Drilldown into point in schema fpml-mktenv-5-0_xsd Drilldown into extrapolationPermitted in schema fpml-mktenv-5-0_xsd Drilldown into interpolationMethod in schema fpml-mktenv-5-0_xsdXSD Diagram of TermCurve in schema fpml-mktenv-5-0_xsd (Financial products Markup Language (FpML®))
Collapse XSD Schema Code: 
<xsd:complexType name="TermCurve">
    <xsd:annotation>
        <xsd:documentation xml:lang="en">A curve consisting only of values over a term. This is a restricted form of One Dimensional Structure.</xsd:documentation>
    </xsd:annotation>
    <xsd:sequence>
        <xsd:element name="interpolationMethod" type="InterpolationMethod" minOccurs="0" />
        <xsd:element name="extrapolationPermitted" type="xsd:boolean" minOccurs="0" />
        <xsd:element name="point" type="TermPoint" maxOccurs="unbounded" minOccurs="0" />
    </xsd:sequence>
</xsd:complexType>
Collapse Child Elements:
Name Type Min Occurs Max Occurs
interpolationMethod nsB:interpolationMethod 0 (1)
extrapolationPermitted nsB:extrapolationPermitted 0 (1)
point nsB:point 0 unbounded
Collapse Derivation Tree:
Collapse References:
nsB:defaultProbabilities, nsB:discountFactorCurve, nsB:fxForwardCurve, nsB:fxForwardPointsCurve, nsB:rateCurve, nsB:rateCurve, nsB:recoveryRateCurve
Documentation for Financial products Markup Language (FpML®)

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