Definition Type: Group
Name: SubstitutionDerivativeParameters.model
Namespace: http://www.fpml.org/FpML-5/confirmation
Containing Schema: fpml-riskdef-5-10.xsd
Documentation:
Parameters used in the computation of a derivative by substituting a supplied market environment.
Collapse XSD Schema Diagram:
Drilldown into replacementMarketInput in schema fpml-riskdef-5-10_xsdXSD Diagram of SubstitutionDerivativeParameters.model in schema fpml-riskdef-5-10_xsd (Financial products Markup Language (FpML®))
Collapse XSD Schema Code:
<xsd:group name="SubstitutionDerivativeParameters.model">
    <xsd:annotation>
        <xsd:documentation xml:lang="en">Parameters used in the computation of a derivative by substituting a supplied market environment.</xsd:documentation>
    </xsd:annotation>
    <xsd:sequence>
        <xsd:element name="replacementMarketInput" type="PricingStructureReference">
            <xsd:annotation>
                <xsd:documentation xml:lang="en">A reference to the replacement version of the market input, e.g. a bumped yield curve.</xsd:documentation>
            </xsd:annotation>
        </xsd:element>
    </xsd:sequence>
</xsd:group>
Collapse Child Elements:
Name Type Min Occurs Max Occurs
replacementMarketInput nsA:replacementMarketInput (1) (1)