XML Schema Documentation

Super-types:	Product < FxLeg (by extension)
Sub-types:	None

Name	FxLeg
Used by (from the same schema document)	Element fxSingleLeg
Abstract	no
Documentation	A type that represents a single exchange of one currency for another. This is used for representing FX spot, forward, and swap transactions.

XML Instance Representation

<...
id=" xsd:ID [0..1]">

<productType> ProductType </productType> [0..*]

'A classification of the type of product. FpML defines a simple product categorization using a coding scheme.'

<productId> ProductId </productId> [0..*]

'A product reference identifier allocated by a party. FpML does not define the domain values associated with this element. Note that the domain values for this element are not strictly an enumerated list.'

<exchangedCurrency1> Payment </exchangedCurrency1> [1]

'This is the first of the two currency flows that define a single leg of a standard foreign exchange transaction.'

<exchangedCurrency2> Payment </exchangedCurrency2> [1]

'This is the second of the two currency flows that define a single leg of a standard foreign exchange transaction.'

Start Choice [1]

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

'The date on which both currencies traded will settle.'

<currency1ValueDate> xsd:date </currency1ValueDate> [1]

'The date on which the currency1 amount will be settled. To be used in a split value date scenario.'

<currency2ValueDate> xsd:date </currency2ValueDate> [1]

'The date on which the currency2 amount will be settled. To be used in a split value date scenario.'

End Choice

<exchangeRate> ExchangeRate </exchangeRate> [1]

'The rate of exchange between the two currencies.'

<nonDeliverableForward> FxCashSettlement </nonDeliverableForward> [0..1]

'Used to describe a particular type of FX forward transaction that is settled in a single currency.'

<confirmationSenderPartyReference> PartyReference </confirmationSenderPartyReference> [0..1]

'A reference to the party that is sending the current document as a confirmation of the trade.'

</...>

Schema Component Representation

<xsd:complexType name="FxLeg">

<xsd:complexContent>

<xsd:extension base=" Product ">

<xsd:sequence>

<xsd:element name="exchangedCurrency1" type=" Payment "/>

<xsd:element name="exchangedCurrency2" type=" Payment "/>

<xsd:choice>

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

<xsd:sequence>

<xsd:element name="currency1ValueDate" type=" xsd:date "/>

<xsd:element name="currency2ValueDate" type=" xsd:date "/>

</xsd:sequence>

</xsd:choice>

<xsd:element name="exchangeRate" type=" ExchangeRate "/>

<xsd:element name="nonDeliverableForward" type=" FxCashSettlement " minOccurs="0"/>

<xsd:element name="confirmationSenderPartyReference" type=" PartyReference " minOccurs="0"/>

</xsd:sequence>

</xsd:extension>

</xsd:complexContent>

</xsd:complexType>

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

Complex Type: FxLeg

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