complexType "FxAverageRateObservation"
Namespace:
http://www.fpml.org/FpML-5/confirmation
Content:
complex, 3 elements
Defined:
globally in fpml-fx-5-13.xsd; see XML source
Includes:
definitions of 3 elements
Used:
at 1 location
Component Diagram
XML Representation Summary
<...>
   
Content: 
date, averageRateWeightingFactor, rate?
</...>
Content Model Elements (3):
averageRateWeightingFactor,
date (in rateObservation in asian in features in fxOption),
rate (in rateObservation in asian in features in fxOption)
All Direct / Indirect Based Elements (1):
rateObservation  (in asian in features in fxOption)
Known Usage Locations
Annotation
A type that, for average rate options, is used to describe each specific observation date, as opposed to a parametric frequency of rate observations.
XML Source (w/o annotations (4); see within schema source)
<xsd:complexType name="FxAverageRateObservation">
<xsd:sequence>
<xsd:element name="date" type="xsd:date"/>
<xsd:element name="averageRateWeightingFactor" type="xsd:decimal"/>
<xsd:element minOccurs="0" name="rate" type="NonNegativeDecimal"/>
</xsd:sequence>
</xsd:complexType>
Content Element Detail (all declarations; defined within this component only; 3/3)
averageRateWeightingFactor
Type:
xsd:decimal, predefined, simple content
An optional factor that can be used for weighting certain observation dates. Typically, firms will weight each date with a factor of 1 if there are standard, unweighted adjustments.
XML Source (w/o annotations (1); see within schema source)
<xsd:element name="averageRateWeightingFactor" type="xsd:decimal"/>
date
Type:
xsd:date, predefined, simple content
A specific date for which an observation against a particular rate will be made and will be used for subsequent computations.
XML Source (w/o annotations (1); see within schema source)
<xsd:element name="date" type="xsd:date"/>
rate
Type:
NonNegativeDecimal, simple content
The observed rate of exchange between the two option currencies. In the absence of rateObservationQuoteBasis, the rate is assumed to be quoted as per option strike/strikeQuoteBasis.
Simple Content
xsd:decimal
minInclusive:
0
XML Source (w/o annotations (1); see within schema source)
<xsd:element minOccurs="0" name="rate" type="NonNegativeDecimal"/>
XML schema documentation generated with FlexDoc/XML 1.12.2 using FlexDoc/XML XSDDoc 2.9.1 template set. All XSD diagrams generated by FlexDoc/XML DiagramKit.