# XML Schema Documentation

### Complex Type: PricingParameterDerivative

#### [Table of contents]

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

Name | PricingParameterDerivative
Used by (from the same schema document) | Model Group ComputedDerivative.model
Abstract | no
Documentation | A definition of the mathematical derivative with respect to a specific pricing parameter.

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

'A description, if needed, of how the derivative is computed.'

Start Choice [1]
<parameterReference> AssetOrTermPointOrPricingStructureReference </parameterReference> [0..1]

'A reference to the pricing input parameter to which the sensitivity is computed. If it is omitted, the derivative definition is generic, and applies to any input point in the valuation set.'

<inputDateReference> ValuationReference </inputDateReference> [1..*]

'Reference(s) to the pricing input dates that are shifted when the sensitivity is computed. Depending on the time advance method used, this list could vary. Used for describing time-advance derivatives (theta, carry, etc.)'

End Choice
<calculationProcedure> DerivativeCalculationProcedure </calculationProcedure> [0..1]

'The method by which a derivative is computed, e.g. analytic, numerical model, perturbation, etc., and the corresponding parameters'

</...>
Diagram
Schema Component Representation
<xsd:complexType name="PricingParameterDerivative">
<xsd:sequence>
<xsd:element name="description" type=" xsd:string " minOccurs="0"/>
<xsd:choice>
<xsd:element name="parameterReference" type=" AssetOrTermPointOrPricingStructureReference " minOccurs="0"/>
<xsd:element name="inputDateReference" type=" ValuationReference " maxOccurs="unbounded"/>
</xsd:choice>
<xsd:element name="calculationProcedure" type=" DerivativeCalculationProcedure " minOccurs="0"/>
</xsd:sequence>
<xsd:attribute name="id" type=" xsd:ID "/>
</xsd:complexType>