complexType "FxAverageRateObservation"
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Content: |
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XML Representation Summary |
<...> |
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</...> |
Content Model Elements (3):
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All Direct / Indirect Based Elements (1):
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Annotation
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 Source (w/o annotations (4); see within schema source)
<xsd:sequence>
<xsd:element minOccurs="0" name="date" type="xsd:date"/>
</xsd:sequence>
</xsd:complexType>
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Content Element Detail (all declarations; defined within this component only; 3/3)
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xsd:decimal, predefined, simple content |
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.
XML Source (w/o annotations (1); see within schema source)
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Type: |
xsd:date, predefined, simple content |
A specific date for which an observation against a particular rate will be made and will be used for subsequent computations.
XML Source (w/o annotations (1); see within schema source)
<xsd:element minOccurs="0" name="date" type="xsd:date"/>
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The observed rate of exchange between the two option currencies. In the absence of rateObservationQuoteBasis, the rate is assumed to be quoted as per option strike/strikeQuoteBasis.
Simple Content
XML Source (w/o annotations (1); see within schema source)