Documentation for Financial products Markup Language (FpML®)
Definition Type: ComplexType
Name: Quanto
Namespace: http://www.fpml.org/2004/FpML-4-1
Containing Schema: fpml-eq-shared-4-1.xsd
Abstract
Documentation:
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. Specifies the currency conversion rate(s) associated with the quanto. One rate will be defined for each pair of currencies involved.
Collapse XSD Schema Diagram:
Drilldown into fxSpotRateSource in schema fpml-eq-shared-4-1_xsd Drilldown into fxRate in schema fpml-eq-shared-4-1_xsdXSD Diagram of Quanto in schema fpml-eq-shared-4-1_xsd (Financial products Markup Language (FpML®))
Collapse XSD Schema Code: 
<xsd:complexType 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:sequence>
        <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:element name="fxSpotRateSource" type="FxSpotRateSource" minOccurs="0">
            <xsd:annotation>
                <xsd:documentation xml:lang="en">Specifies the methodology (reference source and, optionally, fixing time) to be used for determining a currency conversion rate.</xsd:documentation>
            </xsd:annotation>
        </xsd:element>
    </xsd:sequence>
</xsd:complexType>
Collapse Child Elements:
Name Type Min Occurs Max Occurs
fxRate nsA:fxRate (1) unbounded
fxSpotRateSource nsA:fxSpotRateSource 0 (1)
Collapse Derivation Tree:
Collapse References:
nsA:quanto
Documentation for Financial products Markup Language (FpML®)

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