# XML Schema Documentation

### Complex Type: CreditCurve

#### [Table of contents]

Super-types: | PricingStructure < CreditCurve (by extension)
Sub-types: | None

Name | CreditCurve
Used by (from the same schema document) | Element creditCurve
Abstract | no
Documentation | A generic credit curve definition.

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

'The name of the structure, e.g \"USDLIBOR-3M EOD Curve\".'

<currency> Currency </currency> [0..1]

'The currency that the structure is expressed in (this is relevant mostly for the Interes Rates asset class).'

Start Group: CreditCurveCharacteristics.model [0..1]
Start Choice [1]
<referenceEntity> LegalEntity </referenceEntity> [1]

'The entity for which this is defined.'

<creditEntityReference> LegalEntityReference </creditEntityReference> [1]

'An XML reference a credit entity defined elsewhere in the document.'

End Choice
<creditEvents> CreditEvents </creditEvents> [0..1]

'The material credit event.'

<seniority> CreditSeniority </seniority> [1]

'The level of seniority of the deliverable obligation.'

<secured> xsd:boolean </secured> [1]

'Whether the deliverable obligation is secured or unsecured.'

<currency> Currency </currency> [1]

'The currency of denomination of the deliverable obligation.'

<obligations> Obligations </obligations> [0..1]

'The underlying obligations of the reference entity on which you are buying or selling protection'

<deliverableObligations> DeliverableObligations </deliverableObligations> [0..1]

'What sort of obligation may be delivered in the event of the credit event. ISDA 2003 Term: Obligation Category/Deliverable Obligation Category'

End Group: CreditCurveCharacteristics.model
</...>
Diagram
Schema Component Representation
<xsd:complexType name="CreditCurve">
<xsd:complexContent>
<xsd:extension base=" PricingStructure ">
<xsd:sequence>
<xsd:group ref=" CreditCurveCharacteristics.model " minOccurs="0"/>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>