XML Schema Documentation

Element: fxRate

[Table of contents]

  • This element can be used wherever the following element is referenced:
Name fxRate
Type FxRateAsset
Nillable no
Abstract no
Documentation Defines a simple underlying asset type that is an FX rate. Used for specifying FX rates in the pricing and risk model.
Logical Diagram
XML Instance Representation
<fxRate
id=" xsd:ID [0..1]">
<instrumentId> InstrumentId </instrumentId> [1..*]
<description> xsd:string </description> [0..1]

'The long name of a security.'

<currency> Currency </currency> [0..1]

'The currency in which an amount is denominated.'

<exchangeId> ExchangeId </exchangeId> [0..1]
<clearanceSystem> ClearanceSystem </clearanceSystem> [0..1]
<definition> ProductReference </definition> [0..1]

'An optional reference to a full FpML product that defines the simple product in greater detail. In case of inconsistency between the terms of the simple product and those of the detailed definition, the values in the simple product override those in the detailed definition.'

<quotedCurrencyPair> QuotedCurrencyPair </quotedCurrencyPair> [1]

'Defines the two currencies for an FX trade and the quotation relationship between the two currencies.'

<rateSource> FxSpotRateSource </rateSource> [0..1]

'Defines the source of the FX rate.'

</fxRate>
Diagram
element_bond element_cash element_convertibleBond element_deposit element_equity element_exchangeTradedFund element_future element_index element_loan element_mortgage element_mutualFund element_rateIndex element_simpleCreditDefaultSwap element_simpleFra element_simpleIrSwap
Schema Component Representation
<xsd:element name="fxRate" type=" FxRateAsset " substitutionGroup="underlyingAsset"/>

Generated by <oXygen/> XML Editor using a modified version of xs3p that adds schema diagrams and chunking support.