XML Schema Documentation

Super-types:	None
Sub-types:	None

Name	Quanto
Used by (from the same schema document)	Complex Type FxFeature
Abstract	no
Documentation	Determines the currency rate that the seller of the equity amounts will apply at each valuation date for converting the respective amounts into a currency that is different from the currency denomination of the underlyer. Specifies the currency conversion rate(s) associated with the quanto. One rate will be defined for each pair of currencies involved.

XML Instance Representation

<...>

<fxRate> FxRate </fxRate> [0..*]

'Specifies a currency conversion rate.'

<fxSpotRateSource> FxSpotRateSource </fxSpotRateSource> [0..1]

'Specifies the methodology (reference source and, optionally, fixing time) to be used for determining a currency conversion rate.'

</...>

Diagram

Schema Component Representation

<xsd:complexType name="Quanto">

<xsd:sequence>

<xsd:element name="fxRate" type=" FxRate " minOccurs="0" maxOccurs="unbounded"/>

<xsd:element name="fxSpotRateSource" type=" FxSpotRateSource " minOccurs="0"/>

</xsd:sequence>

</xsd:complexType>