Schema Central > FpML 5.5 Transparency > 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

<fpml:correlation>
   <fpml:initialLevel>1.0</fpml:initialLevel>
   <fpml:initialLevelSource>normalizedString</fpml:initialLevelSource>
   <fpml:expectedN>1</fpml:expectedN>
   <fpml:notionalAmount>
      <fpml:currency>normalizedString</fpml:currency>
      <fpml:amount>1.0</fpml:amount>
   </fpml:notionalAmount>
   <fpml:correlationStrikePrice>1.0</fpml:correlationStrikePrice>
   <fpml:boundedCorrelation>
      <fpml:minimumBoundaryPercent>1.0</fpml:minimumBoundaryPercent>
      <fpml:maximumBoundaryPercent>1.0</fpml:maximumBoundaryPercent>
   </fpml:boundedCorrelation>
   <fpml:numberOfDataSeries>1</fpml:numberOfDataSeries>
</fpml:correlation>

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