complexType "ExchangeRate"
Namespace:
http://www.fpml.org/FpML-5/transparency
Content:
complex, 6 elements
Defined:
globally in fpml-fx-5-13.xsd; see XML source
Includes:
definitions of 6 elements
Used:
at 2 locations
Component Diagram
XML Representation Summary
<...>
   
Content: 
quotedCurrencyPair?, rate, (spotRate?, (forwardPoints?, pointValue?)?)?, crossRate*
</...>
Content Model Elements (6):
crossRate (defined in ExchangeRate complexType),
forwardPoints (defined in ExchangeRate complexType),
pointValue (defined in ExchangeRate complexType),
quotedCurrencyPair (defined in ExchangeRate complexType),
rate (defined in ExchangeRate complexType),
spotRate (defined in ExchangeRate complexType)
All Direct / Indirect Based Elements (2):
exchangeRate (defined in FxCoreDetails.model group),
exchangeRate (in priceTerms)
Known Usage Locations
Annotation
A type that is used for describing the exchange rate for a particular transaction.
XML Source (w/o annotations (7); see within schema source)
<xsd:complexType name="ExchangeRate">
<xsd:sequence>
<xsd:element minOccurs="0" name="quotedCurrencyPair" type="QuotedCurrencyPair"/>
<xsd:element name="rate" type="PositiveDecimal"/>
<xsd:sequence minOccurs="0">
<xsd:element minOccurs="0" name="spotRate" type="PositiveDecimal"/>
<xsd:sequence minOccurs="0">
<xsd:element minOccurs="0" name="forwardPoints" type="xsd:decimal"/>
<xsd:element minOccurs="0" name="pointValue" type="PointValue"/>
</xsd:sequence>
</xsd:sequence>
<xsd:element maxOccurs="unbounded" minOccurs="0" name="crossRate" type="CrossRate"/>
</xsd:sequence>
</xsd:complexType>
Content Element Detail (all declarations; defined within this component only; 6/6)
crossRate
Type:
CrossRate, complex content
An optional element that allow for definition of the currency exchange rates used to cross between the traded currencies for non-base currency FX contracts.
XML Source (w/o annotations (1); see within schema source)
<xsd:element maxOccurs="unbounded" minOccurs="0" name="crossRate" type="CrossRate"/>
forwardPoints
Type:
xsd:decimal, predefined, simple content
An optional element used for deals consumated in the FX Forwards market. Forward points represent the interest rate differential between the two currencies traded and are quoted as a preminum or a discount. Forward points are added to, or subtracted from, the spot rate to create the rate of the forward trade.
XML Source (w/o annotations (1); see within schema source)
<xsd:element minOccurs="0" name="forwardPoints" type="xsd:decimal"/>
pointValue
Type:
PointValue, simple content
An optional element that documents the size of point (pip) in which a rate was quoted (or in this case, forwardPoints are calculated). Point (pip) size varies by currency pair: major currencies are all traded in points of 0.0001, with the exception of JPY which has a point size of 0.01.
Simple Content
xsd:decimal
Pattern:
1
Pattern:
0.0*1
XML Source (w/o annotations (1); see within schema source)
<xsd:element minOccurs="0" name="pointValue" type="PointValue"/>
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 minOccurs="0" name="quotedCurrencyPair" type="QuotedCurrencyPair"/>
rate
Type:
PositiveDecimal, simple content
The rate of exchange between the two currencies of the leg of a deal. Must be specified with a quote basis.
Simple Content
xsd:decimal
minExclusive:
0
XML Source (w/o annotations (1); see within schema source)
<xsd:element name="rate" type="PositiveDecimal"/>
spotRate
Type:
PositiveDecimal, simple content
An element used for FX forwards and certain types of FX OTC options. For deals consumated in the FX Forwards Market, this represents the current market rate for a particular currency pair. For barrier and digital/binary options, it can be useful to include the spot rate at the time the option was executed to make it easier to know whether the option needs to move "up" or "down" to be triggered.
Simple Content
xsd:decimal
minExclusive:
0
XML Source (w/o annotations (1); see within schema source)
<xsd:element minOccurs="0" name="spotRate" type="PositiveDecimal"/>
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.