complexType "FxFixing"
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Content: |
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Defined: |
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XML Representation Summary |
<...> |
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</...> |
Content Model Elements (3):
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Known Direct Subtypes (1):
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All Direct / Indirect Based Elements (9):
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Annotation
A type that specifies the source for and timing of a fixing of an exchange rate. This is used in the agreement of non-deliverable forward trades as well as various types of FX OTC options that require observations against a particular rate.
XML Source (w/o annotations (4); see within schema source)
<xsd:sequence>
</xsd:sequence>
</xsd:complexType>
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Content Element Detail (all declarations; defined within this component only; 3/3)
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Type: |
xsd:date, predefined, simple content |
Describes the specific date when a non-deliverable forward or cash-settled option will "fix" against a particular rate, which will be used to compute the ultimate cash settlement. This element should be omitted where a single, discrete fixing date cannot be identified e.g. on an american option, where fixing may occur at any date on a continuous range.
XML Source (w/o annotations (1); see within schema source)
<xsd:element minOccurs="0" name="fixingDate" type="xsd:date"/>
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Specifies the methodology (reference source and, optionally, fixing time) to be used for determining a currency conversion rate.
XML Source (w/o annotations (1); see within schema source)
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Defines the two currencies for an FX trade and the quotation relationship between the two currencies.
XML Source (w/o annotations (1); see within schema source)