# XML Schema Documentation

### Complex Type: SwapCurveValuation

#### [Table of contents]

Super-types: | None
Sub-types: | MakeWholeAmount (by extension)

Name | SwapCurveValuation
Used by (from the same schema document) | Complex Type ReferenceSwapCurve
Abstract | no
Documentation | A complex type to specify a valuation swap curve, which is used as part of the strike construct for the bond and convertible bond options.

XML Instance Representation
<...>
<floatingRateIndex> FloatingRateIndex </floatingRateIndex> [1]
<indexTenor> Interval </indexTenor> [0..1]

'The ISDA Designated Maturity, i.e. the tenor of the floating rate.'

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

'Spread in basis points over the floating rate index.'

<side> QuotationSideEnum </side> [0..1]

'The side (bid/mid/ask) of the measure.'

</...>
Diagram
Schema Component Representation
<xsd:complexType name="SwapCurveValuation">
<xsd:sequence>
<xsd:group ref=" FloatingRateIndex.model "/>
<xsd:element name="spread" type=" xsd:decimal "/>
<xsd:element name="side" type=" QuotationSideEnum " minOccurs="0"/>
</xsd:sequence>
</xsd:complexType>