Definition Type: ComplexType
Name: BoundedCorrelation
Namespace: http://www.fpml.org/2007/FpML-4-4
Containing Schema: fpml-eq-shared-4-4.xsd
Abstract
Documentation:
A type describing correlation bounds, which form a cap and a floor on the realized correlation.
Collapse XSD Schema Diagram:
Drilldown into maximumBoundaryPercent in schema fpml-eq-shared-4-4_xsd Drilldown into minimumBoundaryPercent in schema fpml-eq-shared-4-4_xsdXSD Diagram of BoundedCorrelation in schema fpml-eq-shared-4-4_xsd (Financial products Markup Language (FpML®))
Collapse XSD Schema Code:
<xsd:complexType name="BoundedCorrelation">
    <xsd:annotation>
        <xsd:documentation xml:lang="en">A type describing correlation bounds, which form a cap and a floor on the realized correlation.</xsd:documentation>
    </xsd:annotation>
    <xsd:sequence>
        <xsd:element name="minimumBoundaryPercent" type="xsd:decimal" minOccurs="0">
            <xsd:annotation>
                <xsd:documentation xml:lang="en">Minimum Boundary as a percentage of the Strike Price.</xsd:documentation>
            </xsd:annotation>
        </xsd:element>
        <xsd:element name="maximumBoundaryPercent" type="xsd:decimal" minOccurs="0">
            <xsd:annotation>
                <xsd:documentation xml:lang="en">Maximum Boundary as a percentage of the Strike Price.</xsd:documentation>
            </xsd:annotation>
        </xsd:element>
    </xsd:sequence>
</xsd:complexType>
Collapse Child Elements:
Name Type Min Occurs Max Occurs
minimumBoundaryPercent fpml:minimumBoundaryPercent 0 (1)
maximumBoundaryPercent fpml:maximumBoundaryPercent 0 (1)
Collapse Derivation Tree:
Collapse References:
fpml:boundedCorrelation