Hi all,
In fxSingleLeg/nonDeliverableSettlement there is no element to express fixing offset. There is only fixingDate. This is not enough to make it clear the terms of a NDF trade on fixingDate offset from valueDate.
Why is there no fixing offset in fxSingleLeg?
At the same time, there is a fxFixingDate element in fpml-ird schema’s nonDeliverableSettlement element. It consists of relative date calculation elements, such as periodMultiplier and period.
Why won’t this powerful definition apply to fxSingleLeg?
Regards,
Serguei