XML Schema Documentation

Complex Type: FxAverageRateObservationSchedule

[Table of contents]

Super-types: None
Sub-types: None
Name FxAverageRateObservationSchedule
Used by (from the same schema document) Complex Type FxAverageRateOption
Abstract no
Documentation A type that describes average rate options rate observations. This is used to describe a parametric frequency of rate observations against a particular rate. Typical frequencies might include daily, every Friday, etc.
XML Instance Representation
<...>
<observationStartDate> xsd:date </observationStartDate> [1]

'The start of the period over which observations are made to determine whether a trigger has occurred.'

<observationEndDate> xsd:date </observationEndDate> [1]

'The end of the period over which observations are made to determine whether a trigger event has occurred.'

<calculationPeriodFrequency> CalculationPeriodFrequency </calculationPeriodFrequency> [1]

'The frequency at which calculation period end dates occur with the regular part of the calculation period schedule and their roll date convention.'

</...>
Diagram
Schema Component Representation
<xsd:complexType name="FxAverageRateObservationSchedule">
<xsd:sequence>
<xsd:element name="observationStartDate" type=" xsd:date "/>
<xsd:element name="observationEndDate" type=" xsd:date "/>
<xsd:element name="calculationPeriodFrequency" type=" CalculationPeriodFrequency "/>
</xsd:sequence>
</xsd:complexType>