fpml:BoundedCorrelation
A type describing correlation bounds, which form a cap and a floor on the realized correlation.
Complex type information
Namespace: http://www.fpml.org/FpML-5/confirmation
Schema document: fpml-eq-shared-5-5.xsd
Content
- Sequence [1..1]
- fpml:minimumBoundaryPercent [0..1] Minimum Boundary as a percentage of the Strike Price.
- fpml:maximumBoundaryPercent [0..1] Maximum Boundary as a percentage of the Strike Price.
Attributes
None
Used by
- Element fpml:boundedCorrelation