complexType "FxAveragingProcess"

Namespace:	http://www.fpml.org/FpML-5/confirmation
Content:	complex, 4 elements
Defined:	globally in fpml-fx-accruals-5-8.xsd; see XML source
Includes:	definitions of 4 elements
Used:	at 2 locations

Content Model Diagram

XML Representation Summary

<...>

Content:

observable+, fixingSchedule, averagingMethod, precision?

</...>

Content Model Elements (4):

averagingMethod (defined in FxAveragingProcess complexType),

fixingSchedule (defined in FxAveragingProcess complexType),

observable (defined in FxAveragingProcess complexType),

precision (defined in FxAveragingProcess complexType)

Known Direct Subtypes (2):

FxAverageRate, FxAverageStrike

All Direct / Indirect Based Elements (4):

averageRate (in fxAccrualForward),

averageRate (in fxAccrualOption),

averageStrike (in fxAccrualOption),

averageStrike (in vanillaPayoffRegion in fxAccrualForward)

Known Usage Locations

In derivations of other global types (2):

FxAverageRate (as extension base),

FxAverageStrike (as extension base)

Annotation

Accrual calculation process.

XML Source (w/o annotations (3); see within schema source)

<xsd:complexType name="FxAveragingProcess">

<xsd:sequence>

<xsd:element maxOccurs="unbounded" minOccurs="1" name="observable" type="FxRateObservable"/>

<xsd:element name="fixingSchedule" type="FxFixingSchedule"/>

<xsd:element name="averagingMethod" type="FxAveragingMethodEnum"/>

<xsd:element minOccurs="0" name="precision" type="xsd:nonNegativeInteger"/>

</xsd:sequence>

</xsd:complexType>

Content Element Detail (all declarations; defined within this component only; 4/4)

averagingMethod

Type:

FxAveragingMethodEnum, simple content

Simple Content

enumeration of xsd:token

Enumeration:

"Arithmetic"	-	Arithmetic method of average calculation.
"Harmonic"	-	Harmonic method of average calculation.

minLength:

XML Source (see within schema source)

<xsd:element name="averagingMethod" type="FxAveragingMethodEnum"/>

fixingSchedule

Type:

FxFixingSchedule, complex content

Describes a parametrc schedule of fixing dates.

XML Source (w/o annotations (1); see within schema source)

<xsd:element name="fixingSchedule" type="FxFixingSchedule"/>

observable

Type:

FxRateObservable, complex content

XML Source (see within schema source)

<xsd:element maxOccurs="unbounded" minOccurs="1" name="observable" type="FxRateObservable"/>

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"/>

XML schema documentation generated with DocFlex/XML 1.9.0 using DocFlex/XML XSDDoc 2.8.0 template set. All content model diagrams generated by Altova XMLSpy via DocFlex/XML XMLSpy Integration.