Super-types: | None |
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Sub-types: | None |
Name | CommodityFx |
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Used by (from the same schema document) | Complex Type CommodityExercise , Complex Type FloatingLegCalculation |
Abstract | no |
Documentation | A type defining the FX observations to be used to convert the observed Commodity Reference Price to the Settlement Currency. The rate source must be specified. Additionally, a time for the spot price to be observed on that source may be specified, or else an averaging schedule for trades priced using an average FX rate. |
'The primary source for where the rate observation will occur. Will typically be either a page or a reference bank published rate.'
'An alternative, or secondary, source for where the rate observation will occur. Will typically be either a page or a reference bank published rate.'
'The time at which the spot currency exchange rate will be observed. It is specified as a time in a specific business center, e.g. 11:00am London time.'
'An Fx observation schedule may be specified as either a parameterised schedule reflecting the Calculation Periods on the trade, or else as a list of adjustable dates. In the case of specified observation dates, there must be a set of dates specified for each Calculation Period.'
'A list of the fx observation dates for a given Calculation Period.'
'The time at which the spot currency exchange rate will be observed. It is specified as a time in a specific business center, e.g. 11:00am London time.'
'A pointer style reference to the Calculation Periods defined on another leg.'
'A pointer style reference to the Calculation Periods Schedule defined on another leg.'
'The pricing period per calculation period if the pricing days do not wholly fall within the respective calculation period.'
'Allows a lag to reference one already defined elsewhere in the trade.'