group "FxCoreDetails.model"

Namespace:	http://www.fpml.org/FpML-5/confirmation
Content:	11 elements
Defined:	globally in fpml-fx-5-7.xsd; see XML source
Includes:	definitions of 9 elements
Used:	at 2 locations

Content Model Diagram

Complex Content Model

exchangedCurrency1, exchangedCurrency2, dealtCurrency?, (tenorName | tenorPeriod)?, (valueDate | (currency1ValueDate, currency2ValueDate)), exchangeRate, nonDeliverableSettlement?, disruption*

Content Model Elements (11):

exchangeRate (defined in FxCoreDetails.model group),

exchangedCurrency1,

exchangedCurrency2,

nonDeliverableSettlement (defined in FxCoreDetails.model group),

tenorName,

tenorPeriod (defined in FxTenor.model group),

valueDate (defined in FxCoreDetails.model group)

Known Usage Locations

In definitions of global complexTypes (2):

FxSingleLeg, FxSwapLeg

Annotation

The elements common to FX spot, forward and swap legs.

XML Source (w/o annotations (10); see within schema source)

<xsd:group name="FxCoreDetails.model">

<xsd:sequence>

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

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

<xsd:element minOccurs="0" name="dealtCurrency" type="DealtCurrencyEnum"/>

<xsd:group minOccurs="0" ref="FxTenor.model"/>

<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 minOccurs="0" name="nonDeliverableSettlement" type="FxCashSettlement"/>

<xsd:element maxOccurs="unbounded" minOccurs="0" name="disruption" type="FxDisruption"/>

</xsd:sequence>

</xsd:group>

Content Element Detail (all declarations; defined within this component only; 9/11)

currency1ValueDate

Type:

xsd:date, predefined, simple content

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

XML Source (w/o annotations (1); see within schema source)

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

currency2ValueDate

Type:

xsd:date, predefined, simple content

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

XML Source (w/o annotations (1); see within schema source)

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

dealtCurrency

Type:

DealtCurrencyEnum, simple content

Indicates which currency was dealt.

Simple Content

enumeration of xsd:token

Enumeration:

"ExchangedCurrency1", "ExchangedCurrency2"

XML Source (w/o annotations (1); see within schema source)

<xsd:element minOccurs="0" name="dealtCurrency" type="DealtCurrencyEnum"/>

disruption

Type:

FxDisruption, complex content

Describes the disruption events and fallbacks applicable to a currency pair referenced by the transaction.

XML Source (w/o annotations (1); see within schema source)

<xsd:element maxOccurs="unbounded" minOccurs="0" name="disruption" type="FxDisruption"/>

exchangedCurrency1

Type:

Payment, complex content

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

XML Source (w/o annotations (1); see within schema source)

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

exchangedCurrency2

Type:

Payment, complex content

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

XML Source (w/o annotations (1); see within schema source)

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

exchangeRate

Type:

ExchangeRate, complex content

The rate of exchange between the two currencies.

XML Source (w/o annotations (1); see within schema source)

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

nonDeliverableSettlement

Type:

FxCashSettlement, complex content

Used to describe a particular type of FX forward transaction that is settled in a single currency (for example, a non-deliverable forward).

XML Source (w/o annotations (1); see within schema source)

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

valueDate

Type:

xsd:date, predefined, simple content

The date on which both currencies traded will settle.

XML Source (w/o annotations (1); see within schema source)

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

XML schema documentation generated with DocFlex/XML 1.9.0 using DocFlex/XML XSDDoc 2.8.0 template set. All content model diagrams generated by Altova XMLSpy via DocFlex/XML XMLSpy Integration.