complexType "FxAsianFeature"
Namespace:
http://www.fpml.org/FpML-5/reporting
Content:
complex, 8 elements
Defined:
globally in fpml-fx-5-3.xsd; see XML source
Includes:
definitions of 6 elements
Used:
at 1 location
Content Model Diagram
XML Representation Summary
<...>
   
Content: 
 primaryRateSource?, secondaryRateSource?, fixingTime?, observationSchedule?, (rateObservation*, rateObservationQuoteBasis?)?, payoutFormula?, precision?
</...>
Content Model Elements (8):
fixingTime (in asian in features in fxOption), primaryRateSource (in asian in features in fxOption),
All Direct / Indirect Based Elements (1):
asian (in features in fxOption)
Known Usage Locations
Annotation
Descibes the averaging period properties for an asian option.
XML Source (w/o annotations (7); see within schema source)
<xsd:complexType name="FxAsianFeature">
<xsd:sequence>
<xsd:element minOccurs="0" name="primaryRateSource" type="InformationSource"/>
<xsd:element minOccurs="0" name="secondaryRateSource" type="InformationSource"/>
<xsd:element minOccurs="0" name="fixingTime" type="BusinessCenterTime"/>
<xsd:choice>
<xsd:sequence>
<xsd:element minOccurs="0" name="observationSchedule" type="FxAverageRateObservationSchedule"/>
<xsd:group minOccurs="0" ref="FxRateObservation.model"/>
</xsd:sequence>
</xsd:choice>
<xsd:element minOccurs="0" name="payoutFormula" type="xsd:string"/>
<xsd:element minOccurs="0" name="precision" type="xsd:nonNegativeInteger"/>
</xsd:sequence>
</xsd:complexType>
Content Element Detail (all declarations; defined within this component only; 6/8)
fixingTime
Type:
BusinessCenterTime, complex content
The time at which the spot currency exchange rate will be observed. It is specified as a time in a business day calendar location, e.g. 11:00am London time.
XML Source (w/o annotations (1); see within schema source)
<xsd:element minOccurs="0" name="fixingTime" type="BusinessCenterTime"/>
observationSchedule
Type:
FxAverageRateObservationSchedule, complex content
Parametric schedule of rate observations.
XML Source (w/o annotations (1); see within schema source)
<xsd:element minOccurs="0" name="observationSchedule" type="FxAverageRateObservationSchedule"/>
payoutFormula
Type:
xsd:string, predefined, simple content
The description of the mathematical computation for how the payout is computed.
XML Source (w/o annotations (1); see within schema source)
<xsd:element minOccurs="0" name="payoutFormula" type="xsd:string"/>
precision
Type:
xsd:nonNegativeInteger, predefined, simple content
Specifies the rounding precision in terms of a number of decimal places. Note how a percentage rate rounding of 5 decimal places is expressed as a rounding precision of 7 in the FpML document since the percentage is expressed as a decimal, e.g. 9.876543% (or 0.09876543) being rounded to the nearest 5 decimal places is 9.87654% (or 0.0987654).
XML Source (w/o annotations (1); see within schema source)
<xsd:element minOccurs="0" name="precision" type="xsd:nonNegativeInteger"/>
primaryRateSource
Type:
InformationSource, complex content
The primary source for where the rate observation will occur. Will typically be either a page or a reference bank published rate.
XML Source (w/o annotations (1); see within schema source)
<xsd:element minOccurs="0" name="primaryRateSource" type="InformationSource"/>
secondaryRateSource
Type:
InformationSource, complex content
An alternative, or secondary, source for where the rate observation will occur. Will typically be either a page or a reference bank published rate.
XML Source (w/o annotations (1); see within schema source)
<xsd:element minOccurs="0" name="secondaryRateSource" type="InformationSource"/>
XML schema documentation generated with DocFlex/XML 1.8.6b2 using DocFlex/XML XSDDoc 2.5.1 template set. All content model diagrams generated by Altova XMLSpy via DocFlex/XML XMLSpy Integration.