Documentation for Financial products Markup Language (FpML®)
Definition Type: ComplexType
Name: WeightedPartialDerivative
Namespace: http://www.fpml.org/FpML-5/recordkeeping
Containing Schema: fpml-riskdef-5-10.xsd
Abstract
Documentation:
A partial derivative multiplied by a weighting factor.
Collapse XSD Schema Diagram:
Drilldown into weight in schema fpml-riskdef-5-10_xsd1 Drilldown into partialDerivativeReference in schema fpml-riskdef-5-10_xsd1XSD Diagram of WeightedPartialDerivative in schema fpml-riskdef-5-10_xsd1 (Financial products Markup Language (FpML®))
Collapse XSD Schema Code: 
<xsd:complexType name="WeightedPartialDerivative">
    <xsd:annotation>
        <xsd:documentation xml:lang="en">A partial derivative multiplied by a weighting factor.</xsd:documentation>
    </xsd:annotation>
    <xsd:sequence>
        <xsd:element name="partialDerivativeReference" type="PricingParameterDerivativeReference" minOccurs="0">
            <xsd:annotation>
                <xsd:documentation xml:lang="en">A reference to a partial derivative defined in the ComputedDerivative.model, i.e. defined as part of this sensitivity definition.</xsd:documentation>
            </xsd:annotation>
        </xsd:element>
        <xsd:element name="weight" type="xsd:decimal" minOccurs="0">
            <xsd:annotation>
                <xsd:documentation xml:lang="en">The weight factor to be applied to the partial derivative, e.g. 1 or -1, or some other scaling value.</xsd:documentation>
            </xsd:annotation>
        </xsd:element>
    </xsd:sequence>
</xsd:complexType>
Collapse Child Elements:
Name Type Min Occurs Max Occurs
partialDerivativeReference nsD:partialDerivativeReference 0 (1)
weight nsD:weight 0 (1)
Collapse Derivation Tree:
Collapse References:
nsD:weightedPartial
Documentation for Financial products Markup Language (FpML®)

Generated using Liquid Studio - Developer Bundle 21.0.0.0