Definition Type: ComplexType
Name: ZeroRateCurve
Containing Schema: fpml-mktenv-5-9.xsd
A curve used to model a set of zero-coupon interest rates.
Collapse XSD Schema Diagram:
Drilldown into rateCurve in schema fpml-mktenv-5-9_xsd Drilldown into compoundingFrequency in schema fpml-mktenv-5-9_xsdXSD Diagram of ZeroRateCurve in schema fpml-mktenv-5-9_xsd (Financial products Markup Language (FpML®) - Confirmation)
Collapse XSD Schema Code:
<xsd:complexType name="ZeroRateCurve">
        <xsd:documentation xml:lang="en">A curve used to model a set of zero-coupon interest rates.</xsd:documentation>
        <xsd:element name="compoundingFrequency" type="CompoundingFrequency">
                <xsd:documentation xml:lang="en">The frequency at which the rates are compounded (e.g. continuously compounded).</xsd:documentation>
        <xsd:element name="rateCurve" type="TermCurve">
                <xsd:documentation xml:lang="en">The curve of zero-coupon values.</xsd:documentation>
Collapse Child Elements:
Name Type Min Occurs Max Occurs
compoundingFrequency nsA:compoundingFrequency (1) (1)
rateCurve nsA:rateCurve (1) (1)
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