The type defining a denominator term of the formula. Its value is (sum of weighted partials) ^ power. A partial derivative multiplied by a weighting factor. The power to which this term is raised. The method by which a derivative is computed. A description of how a numerical derivative is computed. The method by which a derivative is computed, e.g. analytic, numerical model, perturbation, etc. A formula for computing a complex derivative from partial derivatives. Its value is the sum of the terms divided by the product of the denominator terms. A term of the formula. Its value is the product of the its coefficient and the referenced partial derivatives. A denominator term of the formula. Its value is (sum of weighted partials) ^ power. A type defining a term of the formula. Its value is the product of the its coefficient and the referenced partial derivatives. The coefficient by which this term is multiplied, typically 1 or -1. A reference to the partial derivative. The type of perturbation applied to compute a derivative perturbatively. A definition of the mathematical derivative with respect to a specific pricing parameter. A description, if needed, of how the derivative is computed. A reference to the pricing input parameter to which the sensitivity is computed. If it is omitted, the derivative definition is generic, and applies to any input point in the valuation set. Reference(s) to the pricing input dates that are shifted when the sensitivity is computed. Depending on the time advance method used, this list could vary. Used for describing time-advance derivatives (theta, carry, etc.) The method by which a derivative is computed, e.g. analytic, numerical model, perturbation, etc., and the corresponding parameters A definition of a shift with respect to a specific pricing parameter. The size of the denominator, e.g. 0.0001 = 1 bp. The units of the denominator, e.g. currency. If not present, use the units of the PricingInputReference. A set of characteristics describing a sensitivity The name of the derivative, e.g. first derivative, Hessian, etc. Typically not required, but may be used to explain more complex derivative calculations. Reference to the valuation scenario to which this sensitivity definition applies. If the SensitivityDefinition occurs within a SensitivitySetDefinition, this is not required and normally not used. In this case, if it is supplied it overrides the valuationScenarioReference in the SensitivitySetDefinition. A sensitivity report definition, consisting of a collection of sensitivity definitions. The name of the sensitivity set definition, e.g. "USDLIBOR curve sensitivities". The default characteristics of the quotation, e.g. type, units, etc. Reference to the valuation scenario to which this sensitivity definition applies, e.g. a reference to the EOD valuation scenario. If not supplied, this sensitivity set definition is generic to a variety of valuation scenarios. The type of the pricing input to which the sensitivity is shown, e.g. a yield curve or volatility matrix. A reference to the pricing input to which the sensitivity is shown, e.g. a reference to a USDLIBOR yield curve. The size of the denominator, e.g. 0.0001 = 1 bp. For derivatives with respect to time, the default period is 1 day. A set of sensitivity definitions. Either one per point reported, or one generic definition that applies to all points. The method by which each derivative is computed, e.g. analytic, numerical model, perturbation, etc., and the corresponding parameters (eg. shift amounts). A partial derivative multiplied by a weighting factor. A reference to a partial derivative defined in the ComputedDerivative.model, i.e. defined as part of this sensitivity definition. The weight factor to be applied to the partial derivative, e.g. 1 or -1, or some other scaling value. Parameters used in the computation of a derivative using analytical (closed form formula) techiques. The formula used to compute the derivative (perhaps could be updated to use the Formula type in EQS.). A group describing a derivative as combination of partial derivatives. A partial derivative of the measure with respect to an input. A formula defining how to compute the derivative from the partial derivatives. If absent, the derivative is just the product of the partial derivatives. Normally only required for more higher-order derivatives, e.g. Hessians. Parameters used in the computation of a derivative. Parameters used in the computation of a derivative using numerical (finite difference) techniques. The size and direction of the perturbation used to compute the derivative, e.g. 0.0001 = 1 bp. The value is calculated by perturbing by the perturbationAmount and then the negative of the perturbationAmount and then averaging the two values (i.e. the value is half of the difference between perturbing up and perturbing down). The type of perturbation, if any, used to compute the derivative (Absolute vs Relative). A group describing a specific sensitivity without an explicity reference to the market data input point. The time dimension of the sensitivity point (tenor and/or date) The input coordinates, or references to them (e.g. expiration, strike, tenor). Parameters used in the computation of a derivative by substituting a supplied market environment. A reference to the replacement version of the market input, e.g. a bumped yield curve.