Documentation for Financial products Markup Language (FpML®)
Definition Type: ComplexType
Name: FxAveragingProcess
Namespace: http://www.fpml.org/FpML-5/reporting
Type: nsE:FxRateObservable
Containing Schema: fpml-fx-accruals-5-10.xsd
Abstract
Documentation:
Accrual calculation process.
Collapse XSD Schema Diagram:
Drilldown into precision in schema fpml-fx-accruals-5-10_xsd2 Drilldown into averagingMethod in schema fpml-fx-accruals-5-10_xsd2 Drilldown into fixingSchedule in schema fpml-fx-accruals-5-10_xsd2 Drilldown into crossRate in schema fpml-fx-accruals-5-10_xsd2 Drilldown into informationSource in schema fpml-fx-accruals-5-10_xsd2 Drilldown into quotedCurrencyPair in schema fpml-fx-accruals-5-10_xsd2 Drilldown into id in schema fpml-fx-accruals-5-10_xsd2 Drilldown into FxRateObservable in schema fpml-fx-accruals-5-10_xsd2XSD Diagram of FxAveragingProcess in schema fpml-fx-accruals-5-10_xsd2 (Financial products Markup Language (FpML®))
Collapse XSD Schema Code: 
<xsd:complexType name="FxAveragingProcess">
    <xsd:annotation>
        <xsd:documentation xml:lang="en">Accrual calculation process.</xsd:documentation>
    </xsd:annotation>
    <xsd:complexContent>
        <xsd:extension base="FxRateObservable">
            <xsd:sequence>
                <xsd:element name="fixingSchedule" type="FxWeightedFixingSchedule">
                    <xsd:annotation>
                        <xsd:documentation xml:lang="en">Describes a parametric schedule of fixing dates.</xsd:documentation>
                    </xsd:annotation>
                </xsd:element>
                <xsd:element name="averagingMethod" type="FxAveragingMethodEnum" minOccurs="0" />
                <xsd:element name="precision" type="xsd:nonNegativeInteger" minOccurs="0">
                    <xsd:annotation>
                        <xsd:documentation xml:lang="en">Specifies the rounding precision in terms of a number of decimal places. Note how a percentage rate rounding of 5 decimal places is expressed as a rounding precision of 7 in the FpML document since the percentage is expressed as a decimal, e.g. 9.876543% (or 0.09876543) being rounded to the nearest 5 decimal places is 9.87654% (or 0.0987654).</xsd:documentation>
                    </xsd:annotation>
                </xsd:element>
            </xsd:sequence>
        </xsd:extension>
    </xsd:complexContent>
</xsd:complexType>
Collapse Child Elements:
Name Type Min Occurs Max Occurs
quotedCurrencyPair nsE:quotedCurrencyPair 0 (1)
informationSource nsE:informationSource (1) (1)
crossRate nsE:crossRate 0 unbounded
fixingSchedule nsE:fixingSchedule (1) (1)
averagingMethod nsE:averagingMethod 0 (1)
precision nsE:precision 0 (1)
Collapse Child Attributes:
Name Type Default Value Use
id nsE:id (Optional)
Collapse Derivation Tree:
Collapse References:
nsE:FxAverageRate, nsE:FxAverageStrike
Documentation for Financial products Markup Language (FpML®)

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