Documentation for Financial products Markup Language (FpML®)
Definition Type: ComplexType
Name: FxAverageRateObservationDate
Namespace: http://www.fpml.org/2007/FpML-4-4
Containing Schema: fpml-fx-4-4.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 averageRateWeightingFactor in schema fpml-fx-4-4_xsd Drilldown into observationDate in schema fpml-fx-4-4_xsdXSD Diagram of FxAverageRateObservationDate in schema fpml-fx-4-4_xsd (Financial products Markup Language (FpML®))
Collapse XSD Schema Code: 
<xsd:complexType name="FxAverageRateObservationDate">
    <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="observationDate" type="xsd:date">
            <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">
            <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:sequence>
</xsd:complexType>
Collapse Child Elements:
Name Type Min Occurs Max Occurs
observationDate fpml:observationDate (1) (1)
averageRateWeightingFactor fpml:averageRateWeightingFactor (1) (1)
Collapse Derivation Tree:
Collapse References:
fpml:averageRateObservationDate
Documentation for Financial products Markup Language (FpML®)

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