Documentation for Financial products Markup Language (FpML®)
Definition Type: Group
Name: CreditCurveCharacteristics.model
Namespace: http://www.fpml.org/FpML-5/reporting
Containing Schema: fpml-mktenv-5-10.xsd
Documentation:
The set of characterstics that describe the outputs of a credit curve.
Collapse XSD Schema Diagram:
Drilldown into deliverableObligations in schema fpml-mktenv-5-10_xsd2 Drilldown into obligations in schema fpml-mktenv-5-10_xsd2 Drilldown into obligationCurrency in schema fpml-mktenv-5-10_xsd2 Drilldown into secured in schema fpml-mktenv-5-10_xsd2 Drilldown into seniority in schema fpml-mktenv-5-10_xsd2 Drilldown into creditEvents in schema fpml-mktenv-5-10_xsd2 Drilldown into creditEntityReference in schema fpml-asset-5-10_xsd4 Drilldown into referenceEntity in schema fpml-asset-5-10_xsd4 Drilldown into CreditEntity.model in schema fpml-asset-5-10_xsd4XSD Diagram of CreditCurveCharacteristics.model in schema fpml-mktenv-5-10_xsd2 (Financial products Markup Language (FpML®))
Collapse XSD Schema Code: 
<xsd:group name="CreditCurveCharacteristics.model">
    <xsd:annotation>
        <xsd:documentation xml:lang="en">The set of characterstics that describe the outputs of a credit curve.</xsd:documentation>
    </xsd:annotation>
    <xsd:sequence>
        <xsd:group ref="CreditEntity.model" />
        <xsd:element name="creditEvents" type="CreditEvents" minOccurs="0">
            <xsd:annotation>
                <xsd:documentation xml:lang="en">The material credit event.</xsd:documentation>
            </xsd:annotation>
        </xsd:element>
        <xsd:element name="seniority" type="CreditSeniority" minOccurs="0">
            <xsd:annotation>
                <xsd:documentation xml:lang="en">The level of seniority of the deliverable obligation.</xsd:documentation>
            </xsd:annotation>
        </xsd:element>
        <xsd:element name="secured" type="xsd:boolean" minOccurs="0">
            <xsd:annotation>
                <xsd:documentation xml:lang="en">Whether the deliverable obligation is secured or unsecured.</xsd:documentation>
            </xsd:annotation>
        </xsd:element>
        <xsd:element name="obligationCurrency" type="Currency" minOccurs="0">
            <xsd:annotation>
                <xsd:documentation xml:lang="en">The currency of denomination of the deliverable obligation.</xsd:documentation>
            </xsd:annotation>
        </xsd:element>
        <xsd:element name="obligations" type="Obligations" minOccurs="0">
            <xsd:annotation>
                <xsd:documentation xml:lang="en">The underlying obligations of the reference entity on which you are buying or selling protection</xsd:documentation>
            </xsd:annotation>
        </xsd:element>
        <xsd:element name="deliverableObligations" type="DeliverableObligations" minOccurs="0">
            <xsd:annotation>
                <xsd:documentation xml:lang="en">What sort of obligation may be delivered in the event of the credit event. ISDA 2003 Term: Obligation Category/Deliverable Obligation Category</xsd:documentation>
            </xsd:annotation>
        </xsd:element>
    </xsd:sequence>
</xsd:group>
Collapse Child Elements:
Name Type Min Occurs Max Occurs
referenceEntity nsE:referenceEntity (1) (1)
creditEntityReference nsE:creditEntityReference (1) (1)
creditEvents nsE:creditEvents 0 (1)
seniority nsE:seniority 0 (1)
secured nsE:secured 0 (1)
obligationCurrency nsE:obligationCurrency 0 (1)
obligations nsE:obligations 0 (1)
deliverableObligations nsE:deliverableObligations 0 (1)
<xs:group> nsE:CreditEntity.model (1) (1)
Documentation for Financial products Markup Language (FpML®)

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