Definition Type: ComplexType
Name: FxAverageRateObservation
Namespace: http://www.fpml.org/FpML-5/reporting
Containing Schema: fpml-fx-5-9.xsd
Abstract
Documentation:
A type that, for average rate options, is used to describe each specific observation date, as opposed to a parametric frequency of rate observations.
Collapse XSD Schema Diagram:
Drilldown into rate in schema fpml-fx-5-9_xsd Drilldown into averageRateWeightingFactor in schema fpml-fx-5-9_xsd Drilldown into date in schema fpml-fx-5-9_xsdXSD Diagram of FxAverageRateObservation in schema fpml-fx-5-9_xsd (Financial products Markup Language (FpML®) - Reporting)
Collapse XSD Schema Code:
<xsd:complexType name="FxAverageRateObservation">
    <xsd:annotation>
        <xsd:documentation xml:lang="en">A type that, for average rate options, is used to describe each specific observation date, as opposed to a parametric frequency of rate observations.</xsd:documentation>
    </xsd:annotation>
    <xsd:sequence>
        <xsd:element name="date" type="xsd:date" minOccurs="0">
            <xsd:annotation>
                <xsd:documentation xml:lang="en">A specific date for which an observation against a particular rate will be made and will be used for subsequent computations.</xsd:documentation>
            </xsd:annotation>
        </xsd:element>
        <xsd:element name="averageRateWeightingFactor" type="xsd:decimal" minOccurs="0">
            <xsd:annotation>
                <xsd:documentation xml:lang="en">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.</xsd:documentation>
            </xsd:annotation>
        </xsd:element>
        <xsd:element name="rate" type="NonNegativeDecimal" minOccurs="0">
            <xsd:annotation>
                <xsd:documentation xml:lang="en">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.</xsd:documentation>
            </xsd:annotation>
        </xsd:element>
    </xsd:sequence>
</xsd:complexType>
Collapse Child Elements:
Name Type Min Occurs Max Occurs
date nsA:date 0 (1)
averageRateWeightingFactor nsA:averageRateWeightingFactor 0 (1)
rate nsA:rate 0 (1)
Collapse Derivation Tree:
Collapse References:
nsA:rateObservation
Collapse Comments:
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