Definition Type: Group
Name: ComputedDerivative.model
Namespace: http://www.fpml.org/2007/FpML-4-4
Containing Schema: fpml-riskdef-4-4.xsd
Documentation:
A group describing a derivative as combination of partial derivatives.
Collapse XSD Schema Diagram:
Drilldown into formula in schema fpml-riskdef-4-4_xsd Drilldown into partialDerivative in schema fpml-riskdef-4-4_xsdXSD Diagram of ComputedDerivative.model in schema fpml-riskdef-4-4_xsd (Financial products Markup Language (FpML®))
Collapse XSD Schema Code:
<xsd:group name="ComputedDerivative.model">
    <xsd:annotation>
        <xsd:documentation source="http://www.FpML.org" xml:lang="en">A group describing a derivative as combination of partial derivatives.</xsd:documentation>
    </xsd:annotation>
    <xsd:sequence>
        <xsd:element name="partialDerivative" type="PricingParameterDerivative" maxOccurs="unbounded">
            <xsd:annotation>
                <xsd:documentation xml:lang="en">A partial derivative of the measure with respect to an input.</xsd:documentation>
            </xsd:annotation>
        </xsd:element>
        <xsd:element name="formula" type="DerivativeFormula" minOccurs="0">
            <xsd:annotation>
                <xsd:documentation xml:lang="en">A formula defining how to compute the derivative from the partial derivatives. If absent, the derivative is just the product of the partial derivatives. Normally only required for more higher-order derivatives, e.g. Hessians.</xsd:documentation>
            </xsd:annotation>
        </xsd:element>
    </xsd:sequence>
</xsd:group>
Collapse Child Elements:
Name Type Min Occurs Max Occurs
partialDerivative fpml:partialDerivative (1) unbounded
formula fpml:formula 0 (1)