complexType "SensitivityDefinition"

Namespace:	http://www.fpml.org/FpML-5/confirmation
Content:	complex, 1 attribute, 7 elements
Defined:	globally in fpml-riskdef-5-13.xsd; see XML source
Includes:	definitions of 1 attribute, 2 elements
Used:	at 1 location

Component Diagram

XML Representation Summary

<...

xsd:ID

Content:

name?, valuationScenarioReference?, ((partialDerivative+, formula?) | term | (coordinate | coordinateReference)+)

</...>

Content Model Elements (7):

coordinate,

coordinateReference,

formula (in sensitivityDefinition),

name (in sensitivityDefinition),

partialDerivative,

term (in sensitivityDefinition),

valuationScenarioReference (in sensitivityDefinition)

All Direct / Indirect Based Elements (1):

sensitivityDefinition

Known Usage Locations

As direct type of elements (1):

sensitivityDefinition

Annotation

A set of characteristics describing a sensitivity.

XML Source (w/o annotations (3); see within schema source)

<xsd:complexType name="SensitivityDefinition">

<xsd:sequence>

<xsd:element minOccurs="0" name="name" type="NonEmptyToken"/>

<xsd:element minOccurs="0" name="valuationScenarioReference" type="ValuationScenarioReference"/>

<xsd:choice>

<xsd:group ref="ComputedDerivative.model"/>

<xsd:group ref="SensitivityDescription.model"/>

</xsd:choice>

</xsd:sequence>

<xsd:attribute name="id" type="xsd:ID"/>

</xsd:complexType>

Attribute Detail (all declarations; defined within this component only; 1/1)

Type:	xsd:ID, predefined
Use:	optional

XML Source (see within schema source)

<xsd:attribute name="id" type="xsd:ID"/>

Content Element Detail (all declarations; defined within this component only; 2/7)

name

Type:

NonEmptyToken, simple content

The name of the derivative, e.g. first derivative, Hessian, etc. Typically not required, but may be used to explain more complex derivative calculations.

Simple Content

xsd:token

minLength:

XML Source (w/o annotations (1); see within schema source)

<xsd:element minOccurs="0" name="name" type="NonEmptyToken"/>

valuationScenarioReference

Type:

ValuationScenarioReference, empty content

Reference to the valuation scenario to which this sensitivity definition applies. If the SensitivityDefinition occurs within a SensitivitySetDefinition, this is not required and normally not used. In this case, if it is supplied it overrides the valuationScenarioReference in the SensitivitySetDefinition.

XML Source (w/o annotations (1); see within schema source)

<xsd:element minOccurs="0" name="valuationScenarioReference" type="ValuationScenarioReference"/>

XML schema documentation generated with FlexDoc/XML 1.12.2 using FlexDoc/XML XSDDoc 2.9.1 template set. All XSD diagrams generated by FlexDoc/XML DiagramKit.