Definition Type: SimpleType
Name: QuotationRateTypeEnum
Namespace: http://www.fpml.org/FpML-5/reporting
Containing Schema: fpml-enum-5-9.xsd
Documentation:
The specification of the type of quotation rate to be obtained from each cash settlement reference bank.
Collapse XSD Schema Diagram:
XSD Diagram of QuotationRateTypeEnum in schema fpml-enum-5-9_xsd (Financial products Markup Language (FpML®) - Reporting)
Collapse XSD Schema Code:
<xsd:simpleType name="QuotationRateTypeEnum">
    <xsd:annotation>
        <xsd:documentation source="http://www.FpML.org" xml:lang="en">The specification of the type of quotation rate to be obtained from each cash settlement reference bank.</xsd:documentation>
    </xsd:annotation>
    <xsd:restriction base="xsd:token">
        <xsd:enumeration value="Bid">
            <xsd:annotation>
                <xsd:documentation source="http://www.FpML.org" xml:lang="en">A bid rate.</xsd:documentation>
            </xsd:annotation>
        </xsd:enumeration>
        <xsd:enumeration value="Ask">
            <xsd:annotation>
                <xsd:documentation source="http://www.FpML.org" xml:lang="en">An ask rate.</xsd:documentation>
            </xsd:annotation>
        </xsd:enumeration>
        <xsd:enumeration value="Mid">
            <xsd:annotation>
                <xsd:documentation source="http://www.FpML.org" xml:lang="en">A mid-market rate.</xsd:documentation>
            </xsd:annotation>
        </xsd:enumeration>
        <xsd:enumeration value="ExercisingPartyPays">
            <xsd:annotation>
                <xsd:documentation source="http://www.FpML.org" xml:lang="en">If optional early termination is applicable to a swap transaction, the rate, which may be a bid or ask rate, which would result, if seller is in-the-money, in the higher absolute value of the cash settlement amount, or, is seller is out-of-the-money, in the lower absolute value of the cash settlement amount.</xsd:documentation>
            </xsd:annotation>
        </xsd:enumeration>
    </xsd:restriction>
</xsd:simpleType>
Collapse Facets:
Facet Value
Enumeration Bid
Enumeration Ask
Enumeration Mid
Enumeration ExercisingPartyPays
Collapse Derivation Tree:
Collapse References:
nsA:quotationMethod, nsA:quotationRateType, nsA:quotationRateType, nsA:quotationRateType
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