| currency1 | Currency | The first currency specified when a pair of currencies is to be evaluated. | Currency 1. | | 0-1,
mre,
mfr | |
| currency2 | Currency | The second currency specified when a pair of currencies is to be evaluated. | Currency 2. | | 0-1,
mre,
mfr | |
| quoteBasis | QuoteBasisEnum | The method by which the exchange rate is quoted. | Quote basis. | | 0-1,
mre,
mfr | |
| rate | PositiveDecimal | The exchange rate used to cross between the traded currencies. For the purposes of
reporting to the repository, rate is specified with 7 decimal places. For example,
30.1234567. The value of 30.45 would be represented as 30.4500000.
| Exchange rate. | | 0-1,
mfr | |
| spotRate | PositiveDecimal | 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 the purposes of reporting to the repository, rate
is specified with 7 decimal places. For example, 30.1234567. The value of 30.45 would
be represented as 30.4500000.
| Spot rate. | | 0-1,
mfr | |
| forwardPoints | xsd:decimal | 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.
| Forward points. | | 0-1,
mfr | |