Documentation for Financial products Markup Language (FpML®)
Definition Type: ComplexType
Name: YieldCurveMethod
Namespace: http://www.fpml.org/2007/FpML-4-4
Containing Schema: fpml-ird-4-4.xsd
Abstract
Documentation:
A type defining the parameters required for each of the ISDA defined yield curve methods for cash settlement.
Collapse XSD Schema Diagram:
Drilldown into quotationRateType in schema fpml-ird-4-4_xsd Drilldown into settlementRateSource in schema fpml-ird-4-4_xsdXSD Diagram of YieldCurveMethod in schema fpml-ird-4-4_xsd (Financial products Markup Language (FpML®))
Collapse XSD Schema Code: 
<xsd:complexType name="YieldCurveMethod">
    <xsd:annotation>
        <xsd:documentation xml:lang="en">A type defining the parameters required for each of the ISDA defined yield curve methods for cash settlement.</xsd:documentation>
    </xsd:annotation>
    <xsd:sequence>
        <xsd:sequence>
            <xsd:element name="settlementRateSource" type="SettlementRateSource" minOccurs="0">
                <xsd:annotation>
                    <xsd:documentation xml:lang="en">The method for obtaining a settlement rate. This may be from some information source (e.g. Reuters) or from a set of reference banks.</xsd:documentation>
                </xsd:annotation>
            </xsd:element>
            <xsd:element name="quotationRateType" type="QuotationRateTypeEnum">
                <xsd:annotation>
                    <xsd:documentation xml:lang="en">Which rate quote is to be observed, either Bid, Mid, Offer or Exercising Party Pays. The meaning of Exercising Party Pays is defined in the 2000 ISDA Definitions, Section 17.2. Certain Definitions Relating to Cash Settlement, paragraph (j)</xsd:documentation>
                </xsd:annotation>
            </xsd:element>
        </xsd:sequence>
    </xsd:sequence>
</xsd:complexType>
Collapse Child Elements:
Name Type Min Occurs Max Occurs
settlementRateSource fpml:settlementRateSource 0 (1)
quotationRateType fpml:quotationRateType (1) (1)
Collapse Derivation Tree:
Collapse References:
fpml:parYieldCurveAdjustedMethod, fpml:parYieldCurveUnadjustedMethod, fpml:zeroCouponYieldAdjustedMethod
Documentation for Financial products Markup Language (FpML®)

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