Definition Type: Element
Name: fxTerms
Namespace: http://www.fpml.org/2003/FpML-4-0
Containing Schema: fpml-eqs-4-0.xsd
MinOccurs 0
MaxOccurs (1)
Abstract
Documentation:
Specifies the FX conversion terms that can be associated with the equity component of a swap.
Collapse XSD Schema Diagram:
Drilldown into compositeFx in schema fpml-eqs-4-0_xsd Drilldown into quanto in schema fpml-eqs-4-0_xsdXSD Diagram of fxTerms in schema fpml-eqs-4-0_xsd (Financial products Markup Language (FpML®))
Collapse XSD Schema Code:
<xsd:element name="fxTerms" minOccurs="0">
    <xsd:annotation>
        <xsd:documentation xml:lang="en">Specifies the FX conversion terms that can be associated with the equity component of a swap.</xsd:documentation>
    </xsd:annotation>
    <xsd:complexType>
        <xsd:choice>
            <xsd:element name="quanto">
                <xsd:annotation>
                    <xsd:documentation xml:lang="en">Determines the currency rate that the seller of the equity amounts will apply at each valuation date for converting the respective amounts into a currency that is different from the currency denomination of the underlyer.</xsd:documentation>
                    <xsd:documentation xml:lang="en">Specifies the currency conversion rate(s) associated with the quanto. One rate will be defined for each pair of currencies involved.</xsd:documentation>
                </xsd:annotation>
                <xsd:complexType>
                    <xsd:sequence>
                        <xsd:element name="referenceCurrency">
                            <xsd:annotation>
                                <xsd:documentation xml:lang="en">Specifies the reference currency of the trade.</xsd:documentation>
                            </xsd:annotation>
                            <xsd:complexType>
                                <xsd:simpleContent>
                                    <xsd:extension base="Currency">
                                        <xsd:attribute name="id" type="xsd:ID" use="required" />
                                    </xsd:extension>
                                </xsd:simpleContent>
                            </xsd:complexType>
                        </xsd:element>
                        <xsd:element name="fxRate" type="FxRate" maxOccurs="unbounded">
                            <xsd:annotation>
                                <xsd:documentation xml:lang="en">Specifies a currency conversion rate.</xsd:documentation>
                            </xsd:annotation>
                        </xsd:element>
                    </xsd:sequence>
                </xsd:complexType>
            </xsd:element>
            <xsd:element name="compositeFx">
                <xsd:annotation>
                    <xsd:documentation xml:lang="en">Specifies the conditions to be applied for converting into a reference currency when the actual currency rate is not determined upfront.</xsd:documentation>
                </xsd:annotation>
                <xsd:complexType>
                    <xsd:sequence>
                        <xsd:element name="referenceCurrency">
                            <xsd:annotation>
                                <xsd:documentation xml:lang="en">Specifies the reference currency of the trade.</xsd:documentation>
                            </xsd:annotation>
                            <xsd:complexType>
                                <xsd:simpleContent>
                                    <xsd:extension base="Currency">
                                        <xsd:attribute name="id" type="xsd:ID" use="required" />
                                    </xsd:extension>
                                </xsd:simpleContent>
                            </xsd:complexType>
                        </xsd:element>
                        <xsd:element name="determinationMethod" type="xsd:string" minOccurs="0">
                            <xsd:annotation>
                                <xsd:documentation xml:lang="en">Specifies the method according to which an amount or a date is determined.</xsd:documentation>
                            </xsd:annotation>
                        </xsd:element>
                        <xsd:element name="relativeDate" type="RelativeDateOffset" minOccurs="0">
                            <xsd:annotation>
                                <xsd:documentation xml:lang="en">A date specified as some offset to another date (the anchor date).</xsd:documentation>
                            </xsd:annotation>
                        </xsd:element>
                        <xsd:element name="fxDetermination" type="FxSpotRateSource" minOccurs="0">
                            <xsd:annotation>
                                <xsd:documentation xml:lang="en">Specifies the methodology (reference source and, optionnally, fixing time) to be used for determining a currency conversion rate.</xsd:documentation>
                            </xsd:annotation>
                        </xsd:element>
                    </xsd:sequence>
                </xsd:complexType>
            </xsd:element>
        </xsd:choice>
    </xsd:complexType>
</xsd:element>
Collapse Child Elements:
Name Type Min Occurs Max Occurs
quanto nsA:quanto (1) (1)
compositeFx nsA:compositeFx (1) (1)