Super-types: | None |
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Sub-types: | None |
Name | FxAverageRateObservationSchedule |
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Used by (from the same schema document) | Complex Type FxAverageRateOption |
Abstract | no |
Documentation | A type that describes average rate options rate observations. This is used to describe a parametric frequency of rate observations against a particular rate. Typical frequencies might include daily, every Friday, etc. |
'The start of the period over which observations are made to determine whether a trigger has occurred.'
'The end of the period over which observations are made to determine whether a trigger event has occurred.'
'The frequency at which calculation period end dates occur with the regular part of the calculation period schedule and their roll date convention.'