# XML Schema Documentation

### Complex Type: SensitivityDefinition

#### [Table of contents]

Super-types: | None
Sub-types: | None

Name | SensitivityDefinition
Used by (from the same schema document) | Complex Type SensitivitySetDefinition
Abstract | no
Documentation | A set of characteristics describing a sensitivity.

XML Instance Representation
<...
id=" xsd:ID [0..1]">
<name> xsd:string </name> [0..1]

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

<valuationScenarioReference> ValuationScenarioReference </valuationScenarioReference> [0..1]

'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.'

Start Choice [1]
<partialDerivative> PricingParameterDerivative </partialDerivative> [1..*]

'A partial derivative of the measure with respect to an input.'

<formula> DerivativeFormula </formula> [0..1]

'A formula defining how to compute the derivative from the partial derivatives. If absent, the derivative is just the product of the partial derivatives. Normally only required for more higher-order derivatives, e.g. Hessians.'

Start Choice [1]
<term> TimeDimension </term> [1]

'The time dimension of the sensitivity point (tenor and/or date).'

Start Group: PricingCoordinateOrReference.model [1..*]

'The input coordinates, or references to them (e.g. expiration, strike, tenor).'

Start Choice [1]
<coordinate> PricingDataPointCoordinate </coordinate> [1]

'An explicit, filled in data point coordinate. This might specify expiration, strike, etc.'

<coordinateReference> PricingDataPointCoordinateReference </coordinateReference> [1]

'A reference to a pricing data point coordinate within this document.'

End Choice
End Group: PricingCoordinateOrReference.model
End Choice
End Choice
</...>
Diagram
Schema Component Representation
<xsd:complexType name="SensitivityDefinition">
<xsd:sequence>
<xsd:element name="name" type=" xsd:string " minOccurs="0"/>
<xsd:element name="valuationScenarioReference" type=" ValuationScenarioReference " minOccurs="0"/>
<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>