complexType "FxCurveValuation"
Namespace:
http://www.fpml.org/FpML-5/confirmation
Content:
complex, 2 attributes, 12 elements
Defined:
globally in fpml-mktenv-5-8.xsd; see XML source
Includes:
definitions of 5 elements
Used:
at 1 location
Content Model Diagram
XML Representation Summary
<...
   
 = 
xsd:ID
 = 
xsd:IDREF
   
>
   
Content: 
</...>
Content Model Elements (12):
baseDate,
buildDateTime,
endDate (defined in PricingInputDates.model group),
forecastCurrencyYieldCurve,
fxForwardCurve,
fxForwardPointsCurve,
inputDataDate,
objectReference,
settlementCurrencyYieldCurve,
spotDate,
spotRate (in fxCurveValuation),
valuationScenarioReference (defined in Valuation complexType)
All Direct / Indirect Based Elements (1):
fxCurveValuation
Known Usage Locations
Annotation
A valuation of an FX curve object., which includes pricing inputs and term structures for fx forwards.
Type Definition Detail
Type Derivation Tree
Valuation (extension)
  PricingStructureValuation (extension)
      FxCurveValuation
XML Source (w/o annotations (3); see within schema source)
<xsd:complexType name="FxCurveValuation">
<xsd:complexContent>
<xsd:extension base="PricingStructureValuation">
<xsd:sequence>
<xsd:element minOccurs="0" name="settlementCurrencyYieldCurve" type="PricingStructureReference"/>
<xsd:element minOccurs="0" name="forecastCurrencyYieldCurve" type="PricingStructureReference"/>
<xsd:element minOccurs="0" name="spotRate" type="FxRateSet"/>
<xsd:element minOccurs="0" name="fxForwardCurve" type="TermCurve"/>
<xsd:element minOccurs="0" name="fxForwardPointsCurve" type="TermCurve"/>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
Content Element Detail (all declarations; defined within this component only; 5/12)
forecastCurrencyYieldCurve
Type:
PricingStructureReference, empty content
XML Source (see within schema source)
<xsd:element minOccurs="0" name="forecastCurrencyYieldCurve" type="PricingStructureReference"/>
fxForwardCurve
Type:
TermCurve, complex content
A curve of fx forward rates.
XML Source (w/o annotations (1); see within schema source)
<xsd:element minOccurs="0" name="fxForwardCurve" type="TermCurve"/>
fxForwardPointsCurve
Type:
TermCurve, complex content
A curve of fx forward point spreads.
XML Source (w/o annotations (1); see within schema source)
<xsd:element minOccurs="0" name="fxForwardPointsCurve" type="TermCurve"/>
settlementCurrencyYieldCurve
Type:
PricingStructureReference, empty content
XML Source (see within schema source)
<xsd:element minOccurs="0" name="settlementCurrencyYieldCurve" type="PricingStructureReference"/>
spotRate
Type:
FxRateSet, complex content
XML Source (see within schema source)
<xsd:element minOccurs="0" name="spotRate" type="FxRateSet"/>
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.