| primaryRateSource | InformationSource | The primary source for where the rate observation will occur. Will typically be either
a page or a reference bank published rate.
| Primary exchange rate source. | | 0-1 | |
| secondaryRateSource | InformationSource | An alternative, or secondary, source for where the rate observation will occur. Will
typically be either a page or a reference bank published rate.
| Secondary exchange rate source. | | 0-1,
ncf | |
| fixingTime | BusinessCenterTime | The time at which the spot currency exchange rate will be observed. It is specified
as a time in a business day calendar location, e.g. 11:00am London time.
| Fixing time. | | 0-1,
ncf | |
| observationSchedule | FxAverageRateObservationSchedule | Parametric schedule of rate observations. | Observation schedule. | Period of strike price calculation. | 0-1,
mre | Conditionally filled element. This is to be included in case of reporting information
about parametric FX rate observation schedule for asian FX options. In other cases
this is not supposed to be used. All underlying elements are included only in specified
case.
|
| rateObservation | FxAverageRateObservation | One or more specific rate observation dates. | Observation dates. | | 0-∞,
mre | This is not used in trade terms reporting messages to the repository. This is used
in messages to the repository only for purposes of reporting actually observed exchange
rates which may be used in the case of option expiry or exercise. All underlying elements
are included only in specified case.
|
| rateObservationQuoteBasis | StrikeQuoteBasisEnum | The method by which observed rate values are quoted, in terms of the option put/call
currencies. In the absence of this element, rate observations are assumed to be quoted
as per the option strikeQuoteBasis.
| Observed rate quote basis. | | 0-1,
mfr | This is not used in trade terms reporting messages to the repository. This is used
in messages to the repository only for purposes of reporting actually observed exchange
rates which may be used in the case of option expiry or exercise.
|
| payoutFormula | xsd:string | The description of the mathematical computation for how the payout is computed. | Payout formula. | | 0-1,
ncf | This is not used in messages to the repository. |
| precision | xsd:nonNegativeInteger | Specifies the rounding precision in terms of a number of decimal places. Note how
a percentage rate rounding of 5 decimal places is expressed as a rounding precision
of 7 in the FpML document since the percentage is expressed as a decimal, e.g. 9.876543%
(or 0.09876543) being rounded to the nearest 5 decimal places is 9.87654% (or 0.0987654).
| Rounding precision. | | 0-1,
ncf | |