XML Schema Documentation

Element: fxCurve

[Table of contents]

  • This element can be used wherever the following element is referenced:
Name fxCurve
Type FxCurve
Nillable no
Abstract no
Logical Diagram
XML Instance Representation
<fxCurve
id=" xsd:ID [0..1]">
<name> xsd:normalizedString </name> [0..1]

'The name of the structure, e.g \"USDLIBOR-3M EOD Curve\".'

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

'The currency that the structure is expressed in (this is relevant mostly for the Interes Rates asset class).'

Start Group: FxCurveCharacteristics.model [0..1]
<quotedCurrencyPair> QuotedCurrencyPair </quotedCurrencyPair> [1]

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

End Group: FxCurveCharacteristics.model
</fxCurve>
Diagram
element_pricingStructure
Schema Component Representation
<xsd:element name="fxCurve" type=" FxCurve " substitutionGroup="pricingStructure"/>