FpML-VALU TimeDimension

["Marc Gratacos" <MGratacos@xxxxxxxx>]

Hi Brian,

 

I have a question related to the TimeDimension type. This type has an href attribute but it’s not documented so it’s not clear where it is pointing at.

 

Thanks in advance,

Marc

 

<xsd:complexType name="TimeDimension">

                        <xsd:annotation>

                                    <xsd:documentation xml:lang="en">The time dimensions of a term-structure. The user must supply either a tenor or a date or both.</xsd:documentation>

                        </xsd:annotation>

                        <xsd:choice>

                                    <xsd:element name="tenor" type="Interval">

                                                <xsd:annotation>

                                                            <xsd:documentation xml:lang="en">The amount of time from the base date of the pricing input to the specified term point, e.g. 6M or 5Y.</xsd:documentation>

                                                </xsd:annotation>

                                    </xsd:element>

                                    <xsd:sequence>

                                                <xsd:element name="date" type="xsd:date">

                                                            <xsd:annotation>

                                                                        <xsd:documentation xml:lang="en">The absolute date corresponding to this term point, for example January 3, 2005.</xsd:documentation>

                                                            </xsd:annotation>

                                                </xsd:element>

                                                <!-- consider making one or both of these mandatory! -->

                                                <xsd:element name="tenor" type="Interval" minOccurs="0">

                                                            <xsd:annotation>

                                                                        <xsd:documentation xml:lang="en">The amount of time from the base date of the pricing input to the specified term point, e.g. 6M or 5Y.</xsd:documentation>

                                                            </xsd:annotation>

                                                </xsd:element>

                                    </xsd:sequence>

                        </xsd:choice>

                        <xsd:attribute name="href" type="xsd:IDREF"/>

            </xsd:complexType>

 

 

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