complexType "FxFixing"
Namespace:
http://www.fpml.org/FpML-5/confirmation
Content:
complex, 3 elements
Defined:
globally in fpml-shared-5-8.xsd; see XML source
Includes:
definitions of 3 elements
Used:
at 3 locations
Content Model Diagram
XML Representation Summary
<...>
   
Content: 
</...>
Content Model Elements (3):
fixingDate (defined in FxFixing complexType),
fxSpotRateSource (defined in FxFixing complexType),
quotedCurrencyPair (defined in FxFixing complexType)
Known Direct Subtypes (1):
FxTerms
All Direct / Indirect Based Elements (6):
facilityFxRate (defined in LetterOfCredit complexType),
facilityFxRate (defined in LoanContract complexType),
fixing (defined in FxCashSettlement complexType),
fixing (defined in FxCashSettlementSimple complexType)
Known Usage Locations
Annotation
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 Source (w/o annotations (4); see within schema source)
<xsd:complexType name="FxFixing">
<xsd:sequence>
<xsd:element name="quotedCurrencyPair" type="QuotedCurrencyPair"/>
<xsd:element minOccurs="0" name="fixingDate" type="xsd:date"/>
<xsd:element minOccurs="0" name="fxSpotRateSource" type="FxSpotRateSource"/>
</xsd:sequence>
</xsd:complexType>
Content Element Detail (all declarations; defined within this component only; 3/3)
fixingDate
Type:
xsd:date, predefined, simple content
Describes the specific date when a non-deliverable forward or cash-settled option will "fix" against a particular rate, which will be used to compute the ultimate cash settlement. This element should be omitted where a single, discrete fixing date cannot be identified e.g. on an american option, where fixing may occur at any date on a continuous range.
XML Source (w/o annotations (1); see within schema source)
<xsd:element minOccurs="0" name="fixingDate" type="xsd:date"/>
fxSpotRateSource
Type:
FxSpotRateSource, complex content
Specifies the methodology (reference source and, optionally, fixing time) to be used for determining a currency conversion rate.
XML Source (w/o annotations (1); see within schema source)
<xsd:element minOccurs="0" name="fxSpotRateSource" type="FxSpotRateSource"/>
quotedCurrencyPair
Type:
QuotedCurrencyPair, complex content
Defines the two currencies for an FX trade and the quotation relationship between the two currencies.
XML Source (w/o annotations (1); see within schema source)
<xsd:element name="quotedCurrencyPair" type="QuotedCurrencyPair"/>
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.