Documentation for Financial products Markup Language (FpML®)
Definition Type: ComplexType
Name: TermCurve
Namespace: http://www.fpml.org/FpML-5/recordkeeping
Containing Schema: fpml-mktenv-5-10.xsd
Abstract
Documentation:
A curve consisting only of values over a term. This is a restricted form of One Dimensional Structure.
Collapse XSD Schema Diagram:
Drilldown into point in schema fpml-mktenv-5-10_xsd1 Drilldown into extrapolationPermitted in schema fpml-mktenv-5-10_xsd1 Drilldown into interpolationMethod in schema fpml-mktenv-5-10_xsd1XSD Diagram of TermCurve in schema fpml-mktenv-5-10_xsd1 (Financial products Markup Language (FpML®))
Collapse XSD Schema Code: 
<xsd:complexType name="TermCurve">
    <xsd:annotation>
        <xsd:documentation xml:lang="en">A curve consisting only of values over a term. This is a restricted form of One Dimensional Structure.</xsd:documentation>
    </xsd:annotation>
    <xsd:sequence>
        <xsd:element name="interpolationMethod" type="InterpolationMethod" minOccurs="0" />
        <xsd:element name="extrapolationPermitted" type="xsd:boolean" minOccurs="0" />
        <xsd:element name="point" type="TermPoint" minOccurs="0" maxOccurs="unbounded" />
    </xsd:sequence>
</xsd:complexType>
Collapse Child Elements:
Name Type Min Occurs Max Occurs
interpolationMethod nsD:interpolationMethod 0 (1)
extrapolationPermitted nsD:extrapolationPermitted 0 (1)
point nsD:point 0 unbounded
Collapse Derivation Tree:
Collapse References:
nsD:defaultProbabilities, nsD:discountFactorCurve, nsD:fxForwardCurve, nsD:fxForwardPointsCurve, nsD:rateCurve, nsD:rateCurve, nsD:recoveryRateCurve
Documentation for Financial products Markup Language (FpML®)

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