XML Schema Documentation

Complex Type: FxFixingDate

[Table of contents]

Super-types: Offset < FxFixingDate (by extension)
Sub-types: None
Name FxFixingDate
Used by (from the same schema document) Complex Type NonDeliverableSettlement
Abstract no
Documentation A type that is extending the Offset structure for providing the ability to specify an FX fixing date as an offset to dates specified somewhere else in the document.
XML Instance Representation
<...
id=" xsd:ID [0..1]">
<periodMultiplier> xsd:integer </periodMultiplier> [1]

'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. If the period value is T (Term) then periodMultiplier must contain the value 1.'

<period> PeriodEnum </period> [1]

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

<dayType> DayTypeEnum </dayType> [0..1]

'In the case of an offset specified as a number of days, this element defines whether consideration is given as to whether a day is a good business day or not. If a day type of business days is specified then non-business days are ignored when calculating the offset. The financial business centers to use for determination of business days are implied by the context in which this element is used. This element must only be included when the offset is specified as a number of days. If the offset is zero days then the dayType element should not be included.'

<businessDayConvention> BusinessDayConventionEnum </businessDayConvention> [1]

'The convention for adjusting a date if it would otherwise fall on a day that is not a business day.'

Start Group: BusinessCentersOrReference.model [0..1]
Start Choice [1]
<businessCentersReference> BusinessCentersReference </businessCentersReference> [1]

'A pointer style reference to a set of financial business centers defined elsewhere in the document. This set of business centers is used to determine whether a particular day is a business day or not.'

<businessCenters> BusinessCenters </businessCenters> [1]
End Choice
End Group: BusinessCentersOrReference.model
Start Choice [1]
<dateRelativeToPaymentDates> DateRelativeToPaymentDates </dateRelativeToPaymentDates> [1]

'The payment date references on which settlements in non-deliverable currency are due and will then have to be converted according to the terms specified through the other parts of the nonDeliverableSettlement structure.'

<dateRelativeToCalculationPeriodDates> DateRelativeToCalculationPeriodDates </dateRelativeToCalculationPeriodDates> [1]

'The calculation period references on which settlements in non-deliverable currency are due and will then have to be converted according to the terms specified through the other parts of the nonDeliverableSettlement structure. Implemented for Brazilian-CDI swaps where it will refer to the termination date of the appropriate leg.'

End Choice
</...>
Diagram
Schema Component Representation
<xsd:complexType name="FxFixingDate">
<xsd:complexContent>
<xsd:extension base=" Offset ">
<xsd:sequence>
<xsd:element name="businessDayConvention" type=" BusinessDayConventionEnum "/>
<xsd:group ref=" BusinessCentersOrReference.model " minOccurs="0"/>
<xsd:choice>
<xsd:element name="dateRelativeToPaymentDates" type=" DateRelativeToPaymentDates "/>
<xsd:element name="dateRelativeToCalculationPeriodDates" type=" DateRelativeToCalculationPeriodDates "/>
</xsd:choice>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>

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