Documentation for Financial products Markup Language (FpML®)
Definition Type: Element
Name: correlation
Namespace: http://www.fpml.org/FpML-5/transparency
Type: nsF:Correlation
Containing Schema: fpml-correlation-swaps-5-10.xsd
MinOccurs (1)
MaxOccurs (1)
Abstract
Documentation:
Specifies Correlation.
Collapse XSD Schema Diagram:
Drilldown into numberOfDataSeries in schema fpml-eq-shared-5-10_xsd3 Drilldown into boundedCorrelation in schema fpml-eq-shared-5-10_xsd3 Drilldown into correlationStrikePrice in schema fpml-eq-shared-5-10_xsd3 Drilldown into notionalAmount in schema fpml-eq-shared-5-10_xsd3 Drilldown into expectedN in schema fpml-eq-shared-5-10_xsd3 Drilldown into expiringLevel in schema fpml-eq-shared-5-10_xsd3 Drilldown into closingLevel in schema fpml-eq-shared-5-10_xsd3 Drilldown into initialLevelSource in schema fpml-eq-shared-5-10_xsd3 Drilldown into initialLevelSource in schema fpml-eq-shared-5-10_xsd3 Drilldown into initialLevel in schema fpml-eq-shared-5-10_xsd3 Drilldown into CalculationFromObservation in schema fpml-eq-shared-5-10_xsd3 Drilldown into Correlation in schema fpml-eq-shared-5-10_xsd3XSD Diagram of correlation in schema fpml-correlation-swaps-5-10_xsd3 (Financial products Markup Language (FpML®))
Collapse XSD Schema Code: 
<xsd:element name="correlation" type="Correlation">
    <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 nsF:initialLevel (1) (1)
initialLevelSource nsF:initialLevelSource 0 (1)
initialLevelSource nsF:initialLevelSource (1) (1)
closingLevel nsF:closingLevel (1) (1)
expiringLevel nsF:expiringLevel (1) (1)
expectedN nsF:expectedN 0 (1)
notionalAmount nsF:notionalAmount (1) (1)
correlationStrikePrice nsF:correlationStrikePrice (1) (1)
boundedCorrelation nsF:boundedCorrelation 0 (1)
numberOfDataSeries nsF:numberOfDataSeries 0 (1)
Collapse Derivation Tree:
Documentation for Financial products Markup Language (FpML®)

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