complexType "FxFixing"
Namespace:
http://www.fpml.org/FpML-5/confirmation
Content:
complex, 3 elements
Defined:
globally in fpml-shared-5-13.xsd; see XML source
Includes:
definitions of 3 elements
Used:
at 3 locations
Component Diagram
XML Representation Summary
<...>
   
Content: 
quotedCurrencyPair, fixingDate?, fxSpotRateSource?
</...>
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 (9):
dealFxRate,
facilityFxRate (defined in LetterOfCredit complexType),
facilityFxRate (defined in LoanContract complexType),
facilityFxRate (in lcFxRevaluation),
facilityFxRate (in outstandingsPosition),
fixing (defined in FxCashSettlement complexType),
fixing (defined in FxCashSettlementSimple complexType),
lcFxRate (in lcAccrual),
lcFxRate (in lcFxRevaluation)
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 FlexDoc/XML 1.12.2 using FlexDoc/XML XSDDoc 2.9.1 template set. All XSD diagrams generated by FlexDoc/XML DiagramKit.