XML Schema Documentation

Complex Type: FxFixing

[Table of contents]

Super-types: None
Sub-types: None
Name FxFixing
Used by (from the same schema document) Complex Type FxNonDeliverableSettlement
Abstract no
Documentation A type that specifies the source for and timing of a fixing of an exchange rate. This is used in the agreement of non-deliverable forward trades as well as various types of FX OTC options that require observations against a particular rate.
XML Instance Representation
<...>
<quotedCurrencyPair> QuotedCurrencyPair </quotedCurrencyPair> [1]

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

<fixingDate> xsd:date </fixingDate> [1]

'Describes the specific date when a non-deliverable forward or non-deliverable option will \"fix\" against a particular rate, which will be used to compute the ultimate cash settlement.'

<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="FxFixing">
<xsd:sequence>
<xsd:element name="quotedCurrencyPair" type=" QuotedCurrencyPair "/>
<xsd:element name="fixingDate" type=" xsd:date "/>
<xsd:element name="fxSpotRateSource" type=" FxSpotRateSource " minOccurs="0"/>
</xsd:sequence>
</xsd:complexType>

Generated by <oXygen/> XML Editor using a modified version of xs3p that adds schema diagrams and chunking support.