Documentation for Financial products Markup Language (FpML®)
Definition Type: ComplexType
Name: ZeroRateCurve
Namespace: http://www.fpml.org/2007/FpML-4-4
Containing Schema: fpml-mktenv-4-4.xsd
Abstract
Documentation:
A curve used to model a set of zero-coupon interest rates.
Collapse XSD Schema Diagram:
Drilldown into rateCurve in schema fpml-mktenv-4-4_xsd Drilldown into compoundingFrequency in schema fpml-mktenv-4-4_xsdXSD Diagram of ZeroRateCurve in schema fpml-mktenv-4-4_xsd (Financial products Markup Language (FpML®))
Collapse XSD Schema Code: 
<xsd:complexType name="ZeroRateCurve">
    <xsd:annotation>
        <xsd:documentation xml:lang="en">A curve used to model a set of zero-coupon interest rates.</xsd:documentation>
    </xsd:annotation>
    <xsd:sequence>
        <xsd:element name="compoundingFrequency" type="CompoundingFrequency">
            <xsd:annotation>
                <xsd:documentation xml:lang="en">The frequency at which the rates are compounded (e.g. continuously compounded).</xsd:documentation>
            </xsd:annotation>
        </xsd:element>
        <xsd:element name="rateCurve" type="TermCurve">
            <xsd:annotation>
                <xsd:documentation xml:lang="en">The curve of zero-coupon values.</xsd:documentation>
            </xsd:annotation>
        </xsd:element>
    </xsd:sequence>
</xsd:complexType>
Collapse Child Elements:
Name Type Min Occurs Max Occurs
compoundingFrequency fpml:compoundingFrequency (1) (1)
rateCurve fpml:rateCurve (1) (1)
Collapse Derivation Tree:
Collapse References:
fpml:zeroCurve
Documentation for Financial products Markup Language (FpML®)

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