Documentation for Financial products Markup Language (FpML®)
Definition Type: ComplexType
Name: DerivativeCalculationProcedure
Namespace: http://www.fpml.org/FpML-5/reporting
Containing Schema: fpml-riskdef-5-10.xsd
Abstract
Documentation:
A description of how a numerical derivative is computed.
Collapse XSD Schema Diagram:
Drilldown into replacementMarketInput in schema fpml-riskdef-5-10_xsd2 Drilldown into SubstitutionDerivativeParameters.model in schema fpml-riskdef-5-10_xsd2 Drilldown into derivativeFormula in schema fpml-riskdef-5-10_xsd2 Drilldown into AnalyticDerivativeParameters.model in schema fpml-riskdef-5-10_xsd2 Drilldown into perturbationType in schema fpml-riskdef-5-10_xsd2 Drilldown into averaged in schema fpml-riskdef-5-10_xsd2 Drilldown into perturbationAmount in schema fpml-riskdef-5-10_xsd2 Drilldown into FiniteDifferenceDerivativeParameters.model in schema fpml-riskdef-5-10_xsd2 Drilldown into DerivativeCalculationParameters.model in schema fpml-riskdef-5-10_xsd2 Drilldown into method in schema fpml-riskdef-5-10_xsd2XSD Diagram of DerivativeCalculationProcedure in schema fpml-riskdef-5-10_xsd2 (Financial products Markup Language (FpML®))
Collapse XSD Schema Code: 
<xsd:complexType name="DerivativeCalculationProcedure">
    <xsd:annotation>
        <xsd:documentation xml:lang="en">A description of how a numerical derivative is computed.</xsd:documentation>
    </xsd:annotation>
    <xsd:sequence>
        <xsd:element name="method" type="DerivativeCalculationMethod" minOccurs="0">
            <xsd:annotation>
                <xsd:documentation xml:lang="en">The method by which a derivative is computed, e.g. analytic, numerical model, perturbation, etc.</xsd:documentation>
            </xsd:annotation>
        </xsd:element>
        <xsd:group ref="DerivativeCalculationParameters.model" minOccurs="0" />
    </xsd:sequence>
</xsd:complexType>
Collapse Child Elements:
Name Type Min Occurs Max Occurs
method nsE:method 0 (1)
perturbationAmount nsE:perturbationAmount 0 (1)
averaged nsE:averaged 0 (1)
perturbationType nsE:perturbationType 0 (1)
derivativeFormula nsE:derivativeFormula 0 (1)
replacementMarketInput nsE:replacementMarketInput 0 (1)
<xs:group> nsE:DerivativeCalculationParameters.model 0 (1)
<xs:group> nsE:FiniteDifferenceDerivativeParameters.model (1) (1)
<xs:group> nsE:AnalyticDerivativeParameters.model (1) (1)
<xs:group> nsE:SubstitutionDerivativeParameters.model (1) (1)
Collapse Derivation Tree:
Collapse References:
nsE:calculationProcedure, nsE:calculationProcedure
Documentation for Financial products Markup Language (FpML®)

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