complexType "FxAveragingProcess"

Namespace:	http://www.fpml.org/FpML-5/confirmation
Content:	complex, 1 attribute, 6 elements
Defined:	globally in fpml-fx-accruals-5-13.xsd; see XML source
Includes:	definitions of 3 elements
Used:	at 2 locations

Component Diagram

XML Representation Summary

<...

xsd:ID

Content:

quotedCurrencyPair, (informationSource | crossRate[2..*]), fixingSchedule, averagingMethod, precision?

</...>

Content Model Elements (6):

averagingMethod (defined in FxAveragingProcess complexType),

crossRate (defined in FxRateObservable complexType),

fixingSchedule (defined in FxAveragingProcess complexType),

informationSource (defined in FxRateObservable complexType),

precision (defined in FxAveragingProcess complexType),

quotedCurrencyPair (defined in FxRateObservable complexType)

Known Direct Subtypes (2):

FxAverageRate, FxAverageStrike

All Direct / Indirect Based Elements (4):

averageRate (in fxAccrualForward),

averageRate (in fxAccrualOption),

averageStrike (in fxAccrualOption),

averageStrike (in linearPayoffRegion in fxAccrualForward)

Known Usage Locations

In derivations of other global types (2):

FxAverageRate (as extension base),

FxAverageStrike (as extension base)

Annotation

Accrual calculation process.

Type Definition Detail

Type Derivation Tree

FxRateObservable (extension)

FxAveragingProcess

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

<xsd:complexType name="FxAveragingProcess">

<xsd:complexContent>

<xsd:extension base="FxRateObservable">

<xsd:sequence>

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

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

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

</xsd:sequence>

</xsd:extension>

</xsd:complexContent>

</xsd:complexType>

Content Element Detail (all declarations; defined within this component only; 3/6)

averagingMethod

Type:

FxAveragingMethodEnum, simple content

Simple Content

enumeration of xsd:token

Enumeration:

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

XML Source (see within schema source)

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

fixingSchedule

Type:

FxWeightedFixingSchedule, complex content

Describes a parametric schedule of fixing dates.

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

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

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 FlexDoc/XML 1.12.2 using FlexDoc/XML XSDDoc 2.9.1 template set. All XSD diagrams generated by FlexDoc/XML DiagramKit.