Documentation for Financial products Markup Language (FpML®) - Record Keeping
Definition Type: Group
Name: DerivativeCalculationParameters.model
Namespace: http://www.fpml.org/FpML-5/recordkeeping
Containing Schema: fpml-riskdef-5-9.xsd
Documentation:
Parameters used in the computation of a derivative.
Collapse XSD Schema Diagram:
Drilldown into replacementMarketInput in schema fpml-riskdef-5-9_xsd Drilldown into SubstitutionDerivativeParameters.model in schema fpml-riskdef-5-9_xsd Drilldown into derivativeFormula in schema fpml-riskdef-5-9_xsd Drilldown into AnalyticDerivativeParameters.model in schema fpml-riskdef-5-9_xsd Drilldown into perturbationType in schema fpml-riskdef-5-9_xsd Drilldown into averaged in schema fpml-riskdef-5-9_xsd Drilldown into perturbationAmount in schema fpml-riskdef-5-9_xsd Drilldown into FiniteDifferenceDerivativeParameters.model in schema fpml-riskdef-5-9_xsdXSD Diagram of DerivativeCalculationParameters.model in schema fpml-riskdef-5-9_xsd (Financial products Markup Language (FpML®) - Record Keeping)
Collapse XSD Schema Code: 
<xsd:group name="DerivativeCalculationParameters.model">
    <xsd:annotation>
        <xsd:documentation xml:lang="en">Parameters used in the computation of a derivative.</xsd:documentation>
    </xsd:annotation>
    <xsd:choice>
        <xsd:group ref="FiniteDifferenceDerivativeParameters.model" />
        <xsd:group ref="AnalyticDerivativeParameters.model" />
        <xsd:group ref="SubstitutionDerivativeParameters.model" />
    </xsd:choice>
</xsd:group>
Collapse Child Elements:
Name Type Min Occurs Max Occurs
perturbationAmount nsA:perturbationAmount 0 (1)
averaged nsA:averaged 0 (1)
perturbationType nsA:perturbationType 0 (1)
derivativeFormula nsA:derivativeFormula 0 (1)
replacementMarketInput nsA:replacementMarketInput 0 (1)
<xs:group> nsA:FiniteDifferenceDerivativeParameters.model (1) (1)
<xs:group> nsA:AnalyticDerivativeParameters.model (1) (1)
<xs:group> nsA:SubstitutionDerivativeParameters.model (1) (1)
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Documentation for Financial products Markup Language (FpML®) - Record Keeping

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