XML Schema Documentation

Super-types:	None
Sub-types:	None

Name	FormulaTerm
Used by (from the same schema document)	Complex Type DerivativeFormula
Abstract	no
Documentation	A type defining a term of the formula. Its value is the product of the its coefficient and the referenced partial derivatives.

XML Instance Representation

<...>

<coefficient> xsd:decimal </coefficient> [1]

'The coefficient by which this term is multiplied, typically 1 or -1.'

<partialDerivativeReference> PricingParameterDerivativeReference </partialDerivativeReference> [1..*]

'A reference to the partial derivative.'

</...>

Diagram

Schema Component Representation

<xsd:complexType name="FormulaTerm">

<xsd:sequence>

<xsd:element name="coefficient" type=" xsd:decimal "/>

<xsd:element name="partialDerivativeReference" type=" PricingParameterDerivativeReference " maxOccurs="unbounded"/>

</xsd:sequence>

</xsd:complexType>