XML Schema Documentation

Name	fxRate
Type	FxRateAsset
Nillable	no
Abstract	no
Documentation	Defines a simple underlying asset type that is an FX rate. Used for specifying FX rates in the pricing and risk model.

XML Instance Representation

<instrumentId> InstrumentId </instrumentId> [1..*]

'Identification of the underlying asset, using public and/or private identifiers.'

<description> xsd:string </description> [0..1]

'Long name of the underlying asset.'

<currency> Currency </currency> [0..1]

'Currency in which the underlying asset is denominated.'

<exchangeId> ExchangeId </exchangeId> [0..1]

'Identification of the exchange on which this asset is transacted for the purposes of calculating a contractural payoff. The term \"Exchange\" is assumed to have the meaning as defined in the ISDA 2002 Equity Derivatives Definitions.'

<clearanceSystem> ClearanceSystem </clearanceSystem> [0..1]

'Identification of the clearance system associated with the transaction exchange.'

<definition> ProductReference </definition> [0..1]

'An optional reference to a full FpML product that defines the simple product in greater detail. In case of inconsistency between the terms of the simple product and those of the detailed definition, the values in the simple product override those in the detailed definition.'

<quotedCurrencyPair> QuotedCurrencyPair </quotedCurrencyPair> [1]

'Defines the two currencies for an FX trade and the quotation relationship between the two currencies.'

<rateSource> FxSpotRateSource </rateSource> [0..1]

'Defines the source of the FX rate.'

</fxRate>

Generated by <oXygen/> XML Editor using a modified version of xs3p that adds schema diagrams and chunking support.

Element: fxRate

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