FxAverageRateObservationSchedule

A type that describes average rate options rate observations. This is used to describe a parametric frequency of rate observations against a particular rate. Typical frequencies might include daily, every Friday, etc.

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Field	Type	Description	Print form title	FFSM title	Properties	Conditions
startDate	xsd:date	The start of the period over which observations of the exchange rate are made to determine whether a trigger has occurred or to calculate payouts.	Observation start date.		0-1, mre, mfr
endDate	xsd:date	The end of the period over which observations of the exchange rate are made to determine whether a trigger event has occurred or to calculate payouts.	Observation end date.		0-1, mre, mfr
calculationPeriodFrequency	CalculationPeriodFrequency	The frequency at which calculation period end dates occur with the regular part of the calculation period schedule and their roll date convention.	Calculation period frequency.		0-1, mre

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FxAverageRateObservationSchedule

startDate(date)

	The start of the period over which observations of the exchange rate are made to determine whether a trigger has occurred or to calculate payouts.

endDate(date)

	The end of the period over which observations of the exchange rate are made to determine whether a trigger event has occurred or to calculate payouts.

calculationPeriodFrequency(CalculationPeriodFrequency)

The frequency at which calculation period end dates occur with the regular part of the calculation period schedule and their roll date convention.

periodMultiplier(positiveInteger)

	A time period multiplier, e.g. 1, 2 or 3 etc. If the period value is T (Term) then periodMultiplier must contain the value 1.

period(PeriodExtendedEnum)

	A time period, e.g. a day, week, month, year or term of the stream.
	T;