Definition Type: ComplexType
Name: PricingInputReplacement
Namespace: http://www.fpml.org/2007/FpML-4-4
Containing Schema: fpml-riskdef-4-4.xsd
Abstract
Documentation:
The substitution of a pricing input (e.g. curve) for another, used in generating prices and risks for valuation scenarios.
Collapse XSD Schema Diagram:
Drilldown into replacementInputReference in schema fpml-riskdef-4-4_xsd Drilldown into originalInputReference in schema fpml-riskdef-4-4_xsdXSD Diagram of PricingInputReplacement in schema fpml-riskdef-4-4_xsd (Financial products Markup Language (FpML®))
Collapse XSD Schema Code:
<xsd:complexType name="PricingInputReplacement">
    <xsd:annotation>
        <xsd:documentation xml:lang="en">The substitution of a pricing input (e.g. curve) for another, used in generating prices and risks for valuation scenarios.</xsd:documentation>
    </xsd:annotation>
    <xsd:sequence>
        <xsd:element name="originalInputReference" type="PricingStructureReference">
            <xsd:annotation>
                <xsd:documentation xml:lang="en">A reference to the original value of the pricing input.</xsd:documentation>
            </xsd:annotation>
        </xsd:element>
        <xsd:element name="replacementInputReference" type="PricingStructureReference">
            <xsd:annotation>
                <xsd:documentation xml:lang="en">A reference to the substitution to do.</xsd:documentation>
            </xsd:annotation>
        </xsd:element>
    </xsd:sequence>
</xsd:complexType>
Collapse Child Elements:
Name Type Min Occurs Max Occurs
originalInputReference fpml:originalInputReference (1) (1)
replacementInputReference fpml:replacementInputReference (1) (1)
Collapse Derivation Tree:
Collapse References:
fpml:replacement