DefaultProbabilityCurve

Field	Type	Description	Print form title	FFSM title	Properties	Conditions
objectReference	AnyAssetReference				0-1
valuationScenarioReference	ValuationScenarioReference				0-1
@id	xsd:ID				1-1, ncf
@definitionRef	xsd:IDREF				1-1
baseDate	IdentifiedDate				0-1, mre
spotDate	IdentifiedDate				0-1
inputDataDate	IdentifiedDate				0-1
endDate	IdentifiedDate				0-1
buildDateTime	xsd:dateTime				0-1
baseYieldCurve	PricingStructureReference				0-1, mre
defaultProbabilities	TermCurve				0-1

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DefaultProbabilityCurve

objectReference(AnyAssetReference)

valuationScenarioReference(ValuationScenarioReference)

baseDate(IdentifiedDate)

spotDate(IdentifiedDate)

inputDataDate(IdentifiedDate)

endDate(IdentifiedDate)

buildDateTime(dateTime)

baseYieldCurve(PricingStructureReference)

defaultProbabilities(TermCurve)

interpolationMethod(InterpolationMethod)

extrapolationPermitted(boolean)

point(TermPoint)

term(TimeDimension)

Selecting one of variants:

Sequence

date(date)

tenor(Period)

periodMultiplier(integer)

	A time period multiplier, e.g. 1, 2 or 3 etc. A negative value can be used when specifying an offset relative to another date, e.g. -2 days.

period(PeriodEnum)

	A time period, e.g. a day, week, month or year of the stream. If the periodMultiplier value is 0 (zero) then period must contain the value D (day).
	D;W;M;Y;

bid(decimal)

mid(decimal)

ask(decimal)

spreadValue(decimal)

definition(AssetReference)