Documentation for Financial products Markup Language (FpML®)
Definition Type: ComplexType
Name: DerivativeFormula
Namespace: http://www.fpml.org/2007/FpML-4-4
Containing Schema: fpml-riskdef-4-4.xsd
Abstract
Documentation:
A formula for computing a complex derivative from partial derivatives. Its value is the sum of the terms divided by the product of the denominator terms.
Collapse XSD Schema Diagram:
Drilldown into denominatorTerm in schema fpml-riskdef-4-4_xsd Drilldown into term in schema fpml-riskdef-4-4_xsdXSD Diagram of DerivativeFormula in schema fpml-riskdef-4-4_xsd (Financial products Markup Language (FpML®))
Collapse XSD Schema Code: 
<xsd:complexType name="DerivativeFormula">
    <xsd:annotation>
        <xsd:documentation xml:lang="en">A formula for computing a complex derivative from partial derivatives. Its value is the sum of the terms divided by the product of the denominator terms.</xsd:documentation>
    </xsd:annotation>
    <xsd:sequence>
        <xsd:element name="term" type="FormulaTerm">
            <xsd:annotation>
                <xsd:documentation xml:lang="en">A term of the formula. Its value is the product of the its coefficient and the referenced partial derivatives.</xsd:documentation>
            </xsd:annotation>
        </xsd:element>
        <xsd:element name="denominatorTerm" type="DenominatorTerm">
            <xsd:annotation>
                <xsd:documentation xml:lang="en">A denominator term of the formula. Its value is (sum of weighted partials) ^ power.</xsd:documentation>
            </xsd:annotation>
        </xsd:element>
    </xsd:sequence>
</xsd:complexType>
Collapse Child Elements:
Name Type Min Occurs Max Occurs
term fpml:term (1) (1)
denominatorTerm fpml:denominatorTerm (1) (1)
Collapse Derivation Tree:
Collapse References:
fpml:formula
Documentation for Financial products Markup Language (FpML®)

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