Documentation for Financial products Markup Language (FpML®)
Definition Type: ComplexType
Name: PricingParameterShift
Namespace: http://www.fpml.org/2007/FpML-4-4
Containing Schema: fpml-riskdef-4-4.xsd
Abstract
Documentation:
A definition of a shift with respect to a specific pricing parameter.
Collapse XSD Schema Diagram:
Drilldown into shiftUnits in schema fpml-riskdef-4-4_xsd Drilldown into shift in schema fpml-riskdef-4-4_xsd Drilldown into parameterReference in schema fpml-riskdef-4-4_xsd Drilldown into id in schema fpml-riskdef-4-4_xsdXSD Diagram of PricingParameterShift in schema fpml-riskdef-4-4_xsd (Financial products Markup Language (FpML®))
Collapse XSD Schema Code: 
<xsd:complexType name="PricingParameterShift">
    <xsd:annotation>
        <xsd:documentation xml:lang="en">A definition of a shift with respect to a specific pricing parameter.</xsd:documentation>
    </xsd:annotation>
    <xsd:sequence>
        <xsd:element name="parameterReference" type="AssetOrTermPointOrPricingStructureReference" />
        <xsd:element name="shift" type="xsd:decimal">
            <xsd:annotation>
                <xsd:documentation xml:lang="en">The size of the denominator, e.g. 0.0001 = 1 bp.</xsd:documentation>
            </xsd:annotation>
        </xsd:element>
        <xsd:element name="shiftUnits" type="PriceQuoteUnits" minOccurs="0">
            <xsd:annotation>
                <xsd:documentation xml:lang="en">The units of the denominator, e.g. currency. If not present, use the units of the PricingInputReference.</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
parameterReference fpml:parameterReference (1) (1)
shift fpml:shift (1) (1)
shiftUnits fpml:shiftUnits 0 (1)
Collapse Child Attributes:
Name Type Default Value Use
id fpml:id (Optional)
Collapse Derivation Tree:
Collapse References:
fpml:shift, fpml:shift
Documentation for Financial products Markup Language (FpML®)

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