Documentation for Financial products Markup Language (FpML®)
Definition Type: Element
Name: correlation
Namespace: http://www.fpml.org/FpML-5/reporting
Type: nsE:Correlation
Containing Schema: fpml-correlation-swaps-5-10.xsd
MinOccurs 0
MaxOccurs (1)
Abstract
Documentation:
Specifies Correlation.
Collapse XSD Schema Diagram:
Drilldown into numberOfDataSeries in schema fpml-eq-shared-5-10_xsd2 Drilldown into boundedCorrelation in schema fpml-eq-shared-5-10_xsd2 Drilldown into correlationStrikePrice in schema fpml-eq-shared-5-10_xsd2 Drilldown into notionalAmount in schema fpml-eq-shared-5-10_xsd2 Drilldown into expectedN in schema fpml-eq-shared-5-10_xsd2 Drilldown into expiringLevel in schema fpml-eq-shared-5-10_xsd2 Drilldown into closingLevel in schema fpml-eq-shared-5-10_xsd2 Drilldown into initialLevelSource in schema fpml-eq-shared-5-10_xsd2 Drilldown into initialLevelSource in schema fpml-eq-shared-5-10_xsd2 Drilldown into initialLevel in schema fpml-eq-shared-5-10_xsd2 Drilldown into CalculationFromObservation in schema fpml-eq-shared-5-10_xsd2 Drilldown into Correlation in schema fpml-eq-shared-5-10_xsd2XSD Diagram of correlation in schema fpml-correlation-swaps-5-10_xsd2 (Financial products Markup Language (FpML®))
Collapse XSD Schema Code: 
<xsd:element name="correlation" type="Correlation" minOccurs="0">
    <xsd:annotation>
        <xsd:documentation xml:lang="en">Specifies Correlation.</xsd:documentation>
    </xsd:annotation>
</xsd:element>
Collapse Child Elements:
Name Type Min Occurs Max Occurs
initialLevel nsE:initialLevel (1) (1)
initialLevelSource nsE:initialLevelSource 0 (1)
initialLevelSource nsE:initialLevelSource (1) (1)
closingLevel nsE:closingLevel (1) (1)
expiringLevel nsE:expiringLevel (1) (1)
expectedN nsE:expectedN 0 (1)
notionalAmount nsE:notionalAmount 0 (1)
correlationStrikePrice nsE:correlationStrikePrice 0 (1)
boundedCorrelation nsE:boundedCorrelation 0 (1)
numberOfDataSeries nsE:numberOfDataSeries 0 (1)
Collapse Derivation Tree:
Documentation for Financial products Markup Language (FpML®)

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