Documentation for Financial products Markup Language (FpML®)
Definition Type: ComplexType
Name: Market
Namespace: http://www.fpml.org/2007/FpML-4-4
Containing Schema: fpml-riskdef-4-4.xsd
Abstract
Documentation:
A collection of pricing inputs.
Collapse XSD Schema Diagram:
Drilldown into benchmarkPricingMethod in schema fpml-riskdef-4-4_xsd Drilldown into pricingStructureValuation in schema fpml-riskdef-4-4_xsd Drilldown into pricingStructure in schema fpml-riskdef-4-4_xsd Drilldown into benchmarkQuotes in schema fpml-riskdef-4-4_xsd Drilldown into name in schema fpml-riskdef-4-4_xsd Drilldown into id in schema fpml-riskdef-4-4_xsdXSD Diagram of Market in schema fpml-riskdef-4-4_xsd (Financial products Markup Language (FpML®))
Collapse XSD Schema Code: 
<xsd:complexType name="Market">
    <xsd:annotation>
        <xsd:documentation xml:lang="en">A collection of pricing inputs.</xsd:documentation>
    </xsd:annotation>
    <xsd:sequence>
        <xsd:element name="name" type="xsd:string" minOccurs="0">
            <xsd:annotation>
                <xsd:documentation xml:lang="en">The name of the market, e.g. the USDLIBOR market. Used for description and understandability.</xsd:documentation>
            </xsd:annotation>
        </xsd:element>
        <xsd:element name="benchmarkQuotes" type="QuotedAssetSet" minOccurs="0">
            <xsd:annotation>
                <xsd:documentation xml:lang="en">A collection of benchmark instruments and quotes used as inputs to the pricing models.</xsd:documentation>
            </xsd:annotation>
        </xsd:element>
        <xsd:element ref="pricingStructure" minOccurs="0" maxOccurs="unbounded">
            <xsd:annotation>
                <xsd:documentation xml:lang="en">A collection of pricing inputs (curves, volatility matrices, etc.) used to represent the market.</xsd:documentation>
            </xsd:annotation>
        </xsd:element>
        <xsd:element ref="pricingStructureValuation" minOccurs="0" maxOccurs="unbounded">
            <xsd:annotation>
                <xsd:documentation xml:lang="en">The values of the pricing structure used to represent the markets..</xsd:documentation>
            </xsd:annotation>
        </xsd:element>
        <xsd:element name="benchmarkPricingMethod" type="PricingMethod" minOccurs="0" maxOccurs="unbounded">
            <xsd:annotation>
                <xsd:documentation xml:lang="en">The pricing structure used to quote a benchmark instrument.</xsd:documentation>
            </xsd:annotation>
        </xsd:element>
    </xsd:sequence>
    <xsd:attribute name="id" type="xsd:ID" />
</xsd:complexType>
Collapse Child Elements:
Name Type Min Occurs Max Occurs
name fpml:name 0 (1)
benchmarkQuotes fpml:benchmarkQuotes 0 (1)
pricingStructure fpml:pricingStructure 0 unbounded
pricingStructureValuation fpml:pricingStructureValuation 0 unbounded
benchmarkPricingMethod fpml:benchmarkPricingMethod 0 unbounded
Collapse Child Attributes:
Name Type Default Value Use
id fpml:id (Optional)
Collapse Derivation Tree:
Collapse References:
fpml:market
Documentation for Financial products Markup Language (FpML®)

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