XML Schema Documentation

Complex Type: FxAverageRateObservationDate

[Table of contents]

Super-types:	None
Sub-types:	None

Name	FxAverageRateObservationDate
Used by (from the same schema document)	Complex Type FxAverageRateOption
Abstract	no
Documentation	A type that, for average rate options, is used to describe each specific observation date, as opposed to a parametric frequency of rate observations.

XML Instance Representation

<...>

<observationDate> xsd:date </observationDate> [1]

'A specific date for which an observation against a particular rate will be made and will be used for subsequent computations.'

<averageRateWeightingFactor> xsd:decimal </averageRateWeightingFactor> [1]

'An optional factor that can be used for weighting certain observation dates. Typically, firms will weight each date with a factor of 1 if there are standard, unweighted adjustments.'

</...>

Diagram

Schema Component Representation

<xsd:complexType name="FxAverageRateObservationDate">

<xsd:sequence>

<xsd:element name="observationDate" type=" xsd:date "/>

<xsd:element name="averageRateWeightingFactor" type=" xsd:decimal "/>

</xsd:sequence>

</xsd:complexType>