XML Schema Documentation

Super-types:	None
Sub-types:	None

Name	WeightedPartialDerivative
Used by (from the same schema document)	Complex Type DenominatorTerm
Abstract	no
Documentation	A partial derivative multiplied by a weighting factor.

XML Instance Representation

<...>

<partialDerivativeReference> PricingStructureReference </partialDerivativeReference> [1]

'A reference to a partial derivative defined in the ComputedDerivative.model, i.e. defined as part of this sensitivity definition.'

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

'The weight factor to be applied to the partial derivative, e.g. 1 or -1, or some other scaling value.'

</...>

Diagram

Schema Component Representation

<xsd:complexType name="WeightedPartialDerivative">

<xsd:sequence>

<xsd:element name="partialDerivativeReference" type=" PricingStructureReference "/>

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

</xsd:sequence>

</xsd:complexType>