Schema Central > FpML 5.5 Confirmation > fpml-correlation-swaps-5-5.xsd > fpml:correlation
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fpml:correlation

Specifies Correlation.

Element information

Type: fpml:Correlation

Properties: Local, Qualified

Content

Attributes

None

Used in

Sample instance

<correlation>
   <closingLevel>true</closingLevel>
   <expectedN>120</expectedN>
   <notionalAmount>
      <currency>USD</currency>
      <amount>350000</amount>
   </notionalAmount>
   <correlationStrikePrice>0.60123</correlationStrikePrice>
   <boundedCorrelation>
      <minimumBoundaryPercent>0.35123</minimumBoundaryPercent>
      <maximumBoundaryPercent>0.85123</maximumBoundaryPercent>
   </boundedCorrelation>
   <numberOfDataSeries>1</numberOfDataSeries>
</correlation>

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