XML Schema Documentation

Complex Type: ExchangeRate

[Table of contents]

Super-types: FxRate < ExchangeRate (by extension)
Sub-types: None
Name ExchangeRate
Used by (from the same schema document) Complex Type FxLeg
Abstract no
Documentation A type that is used for describing the exchange rate for a particular transaction.
XML Instance Representation
<...>
<quotedCurrencyPair> QuotedCurrencyPair </quotedCurrencyPair> [1]

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

<rate> xsd:decimal </rate> [1]

'The rate of exchange between the two currencies of the leg of a deal. Must be specified with a quote basis.'

<spotRate> xsd:decimal </spotRate> [0..1]

'An optional element used for FX forwards and certain types of FX OTC options. For deals consumated in the FX Forwards Market, this represents the current market rate for a particular currency pair. For barrier and digital/binary options, it can be useful to include the spot rate at the time the option was executed to make it easier to know whether the option needs to move \"up\" or \"down\" to be triggered.'

<forwardPoints> xsd:decimal </forwardPoints> [0..1]

'An optional element used for deals consumated in the FX Forwards market. Forward points represent the interest rate differential between the two currencies traded and are quoted as a preminum or a discount. Forward points are added to, or subtracted from, the spot rate to create the rate of the forward trade.'

<sideRates> SideRates </sideRates> [0..1]

'An optional element that allow for definition of rates against base currency for non-base currency FX contracts.'

</...>
Diagram
Schema Component Representation
<xsd:complexType name="ExchangeRate">
<xsd:complexContent>
<xsd:extension base=" FxRate ">
<xsd:sequence>
<xsd:element name="spotRate" type=" xsd:decimal " minOccurs="0"/>
<xsd:element name="forwardPoints" type=" xsd:decimal " minOccurs="0"/>
<xsd:element name="sideRates" type=" SideRates " minOccurs="0"/>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>

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