Documentation for Financial products Markup Language (FpML®)
Definition Type: ComplexType
Name: ExchangeRate
Namespace: http://www.fpml.org/2007/FpML-4-4
Type: fpml:FxRate
Containing Schema: fpml-fx-4-4.xsd
Abstract
Documentation:
A type that is used for describing the exchange rate for a particular transaction.
Collapse XSD Schema Diagram:
Drilldown into sideRates in schema fpml-fx-4-4_xsd Drilldown into forwardPoints in schema fpml-fx-4-4_xsd Drilldown into spotRate in schema fpml-fx-4-4_xsd Drilldown into rate in schema fpml-shared-4-4_xsd Drilldown into quotedCurrencyPair in schema fpml-shared-4-4_xsd Drilldown into FxRate in schema fpml-shared-4-4_xsdXSD Diagram of ExchangeRate in schema fpml-fx-4-4_xsd (Financial products Markup Language (FpML®))
Collapse XSD Schema Code: 
<xsd:complexType name="ExchangeRate">
    <xsd:annotation>
        <xsd:documentation xml:lang="en">A type that is used for describing the exchange rate for a particular transaction.</xsd:documentation>
    </xsd:annotation>
    <xsd:complexContent>
        <xsd:extension base="FxRate">
            <xsd:sequence>
                <xsd:element name="spotRate" type="xsd:decimal" minOccurs="0">
                    <xsd:annotation>
                        <xsd:documentation xml:lang="en">An optional element used for FX forwards and certain types of FX OTC options. For deals consumated in the FX Forwards Market, this represents the current market rate for a particular currency pair. For barrier and digital/binary options, it can be useful to include the spot rate at the time the option was executed to make it easier to know whether the option needs to move "up" or "down" to be triggered.</xsd:documentation>
                    </xsd:annotation>
                </xsd:element>
                <xsd:element name="forwardPoints" type="xsd:decimal" minOccurs="0">
                    <xsd:annotation>
                        <xsd:documentation xml:lang="en">An optional element used for deals consumated in the FX Forwards market. Forward points represent the interest rate differential between the two currencies traded and are quoted as a preminum or a discount. Forward points are added to, or subtracted from, the spot rate to create the rate of the forward trade.</xsd:documentation>
                    </xsd:annotation>
                </xsd:element>
                <xsd:element name="sideRates" type="SideRates" minOccurs="0">
                    <xsd:annotation>
                        <xsd:documentation xml:lang="en">An optional element that allow for definition of rates against base currency for non-base currency FX contracts.</xsd:documentation>
                    </xsd:annotation>
                </xsd:element>
            </xsd:sequence>
        </xsd:extension>
    </xsd:complexContent>
</xsd:complexType>
Collapse Child Elements:
Name Type Min Occurs Max Occurs
quotedCurrencyPair fpml:quotedCurrencyPair (1) (1)
rate fpml:rate (1) (1)
spotRate fpml:spotRate 0 (1)
forwardPoints fpml:forwardPoints 0 (1)
sideRates fpml:sideRates 0 (1)
Collapse Derivation Tree:
Collapse References:
fpml:exchangeRate
Documentation for Financial products Markup Language (FpML®)

Generated using Liquid Studio - Developer Bundle 21.0.0.0