fpml:boundedCorrelation

Bounded Correlation.

Element information

Namespace: http://www.fpml.org/FpML-5/confirmation

Schema document: fpml-eq-shared-5-5.xsd

Type: fpml:BoundedCorrelation

Properties: Local, Qualified

Content

Sequence [1..1]
1. fpml:minimumBoundaryPercent [0..1] Minimum Boundary as a percentage of the Strike Price.
2. fpml:maximumBoundaryPercent [0..1] Maximum Boundary as a percentage of the Strike Price.

Attributes

None

Used in

Type fpml:Correlation (Element fpml:correlation)

Sample instance

<boundedCorrelation>
   <minimumBoundaryPercent>0.35123</minimumBoundaryPercent>
   <maximumBoundaryPercent>0.85123</maximumBoundaryPercent>
</boundedCorrelation>