Definition Type: ComplexType
Name: ForwardRateCurve
Namespace: http://www.fpml.org/FpML-5/confirmation
Containing Schema: fpml-mktenv-5-9.xsd
Abstract
Documentation:
A curve used to model a set of forward interest rates. Used for forecasting interest rates as part of a pricing calculation.
Collapse XSD Schema Diagram:
Drilldown into rateCurve in schema fpml-mktenv-5-9_xsd Drilldown into assetReference in schema fpml-mktenv-5-9_xsdXSD Diagram of ForwardRateCurve in schema fpml-mktenv-5-9_xsd (Financial products Markup Language (FpML®) - Confirmation)
Collapse XSD Schema Code:
<xsd:complexType name="ForwardRateCurve">
    <xsd:annotation>
        <xsd:documentation xml:lang="en">A curve used to model a set of forward interest rates. Used for forecasting interest rates as part of a pricing calculation.</xsd:documentation>
    </xsd:annotation>
    <xsd:sequence>
        <xsd:element name="assetReference" type="AssetReference" minOccurs="0">
            <xsd:annotation>
                <xsd:documentation xml:lang="en">A reference to the rate index whose forwards are modeled.</xsd:documentation>
            </xsd:annotation>
        </xsd:element>
        <xsd:element name="rateCurve" type="TermCurve">
            <xsd:annotation>
                <xsd:documentation xml:lang="en">The curve of forward values.</xsd:documentation>
            </xsd:annotation>
        </xsd:element>
    </xsd:sequence>
</xsd:complexType>
Collapse Child Elements:
Name Type Min Occurs Max Occurs
assetReference nsA:assetReference 0 (1)
rateCurve nsA:rateCurve (1) (1)
Collapse Derivation Tree:
Collapse References:
nsA:forwardCurve
Collapse Comments:
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