Documentation for Financial products Markup Language (FpML®)
Definition Type: Group
Name: PricingStructureIndex.model
Namespace: http://www.fpml.org/2007/FpML-4-4
Containing Schema: fpml-riskdef-4-4.xsd
Documentation:
The index (an ordinate) of a pricing structure. The index expresses how far along a particular dimension (e.g. time, strike, etc.) a point is located.
Collapse XSD Schema Diagram:
Drilldown into generic in schema fpml-riskdef-4-4_xsd Drilldown into strike in schema fpml-riskdef-4-4_xsd Drilldown into expiration in schema fpml-riskdef-4-4_xsd Drilldown into term in schema fpml-riskdef-4-4_xsdXSD Diagram of PricingStructureIndex.model in schema fpml-riskdef-4-4_xsd (Financial products Markup Language (FpML®))
Collapse XSD Schema Code: 
<xsd:group name="PricingStructureIndex.model">
    <xsd:annotation>
        <xsd:documentation xml:lang="en">The index (an ordinate) of a pricing structure. The index expresses how far along a particular dimension (e.g. time, strike, etc.) a point is located.</xsd:documentation>
    </xsd:annotation>
    <xsd:choice>
        <xsd:element name="term" type="TimeDimension">
            <xsd:annotation>
                <xsd:documentation xml:lang="en">A time dimension that represents the term of a financial instrument, e.g. of a zero-coupon bond on a curve, or of an underlying caplet or swap for an option.</xsd:documentation>
            </xsd:annotation>
        </xsd:element>
        <xsd:element name="expiration" type="TimeDimension">
            <xsd:annotation>
                <xsd:documentation xml:lang="en">A time dimension that represents the time to expiration of an option.</xsd:documentation>
            </xsd:annotation>
        </xsd:element>
        <xsd:element name="strike" type="xsd:decimal">
            <xsd:annotation>
                <xsd:documentation xml:lang="en">A numerical dimension that represents the strike rate or price of an option.</xsd:documentation>
            </xsd:annotation>
        </xsd:element>
        <xsd:element name="generic" type="GenericDimension" />
    </xsd:choice>
</xsd:group>
Collapse Child Elements:
Name Type Min Occurs Max Occurs
term fpml:term (1) (1)
expiration fpml:expiration (1) (1)
strike fpml:strike (1) (1)
generic fpml:generic (1) (1)
Documentation for Financial products Markup Language (FpML®)

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