FxAverageRateObservation

A type that, for average rate options, is used to describe each specific observation date, as opposed to a parametric frequency of rate observations.

Field	Type	Description	Print form title	FFSM title	Properties	Conditions
date	xsd:date	A specific date for which an observation against a particular rate will be made and will be used for subsequent computations.	Observation date.		0-1, mre, mfr
averageRateWeightingFactor	xsd:decimal	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.	Average rate weighting factor.		0-1, mre, mfr
rate	NonNegativeDecimal	The observed rate of exchange between the two option currencies. In the absence of rateObservationQuoteBasis, the rate is assumed to be quoted as per option strike/strikeQuoteBasis.	Rate of exchange.		0-1, mfr

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FxAverageRateObservation

date(date)

	A specific date for which an observation against a particular rate will be made and will be used for subsequent computations.

averageRateWeightingFactor(decimal)

	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.

rate(NonNegativeDecimal)

	The observed rate of exchange between the two option currencies. In the absence of rateObservationQuoteBasis, the rate is assumed to be quoted as per option strike/strikeQuoteBasis.
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