FxCashSettlement

A type that is used for describing cash settlement of an option / non deliverable forward. It includes the currency to settle into together with the fixings required to calculate the currency amount.

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Field	Type	Description	Print form title	FFSM title	Properties	Conditions
settlementCurrency	Currency	The currency in which cash settlement occurs for non-deliverable forwards and cash-settled options (non-deliverable or otherwise).	Settlement currency.	Code of payment currency.	0-1, mre, mfr
fixing	FxFixing	Specifies the source for and timing of a fixing of an exchange rate. This is used in the agreement of non-deliverable forward trades as well as various types of FX OTC options that require observations against a particular rate. This element is optional, permitting it to be omitted where fixing details are unavailable at the point of message creation. It has multiple occurrence to support the case where fixing details must be specified for more than one currency pair e.g. on an option settled into a third currency (that is not one of the option currencies).	Fixing.	Code of price source.	0-∞

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FxCashSettlement

settlementCurrency(Currency)

	The currency in which cash settlement occurs for non-deliverable forwards and cash-settled options (non-deliverable or otherwise).
	Code of payment currency.

fixing(FxFixing)

	Specifies the source for and timing of a fixing of an exchange rate. This is used in the agreement of non-deliverable forward trades as well as various types of FX OTC options that require observations against a particular rate. This element is optional, permitting it to be omitted where fixing details are unavailable at the point of message creation. It has multiple occurrence to support the case where fixing details must be specified for more than one currency pair e.g. on an option settled into a third currency (that is not one of the option currencies).
	Code of price source.

quotedCurrencyPair(QuotedCurrencyPair)

Defines the two currencies for an FX trade and the quotation relationship between the two currencies.

currency1(Currency)

	The first currency specified when a pair of currencies is to be evaluated.

currency2(Currency)

	The second currency specified when a pair of currencies is to be evaluated.

quoteBasis(QuoteBasisEnum)

	The method by which the exchange rate is quoted.
	Currency1PerCurrency2;Currency2PerCurrency1;

fixingDate(date)

	Describes the specific date when a non-deliverable forward or cash-settled option will "fix" against a particular rate, which will be used to compute the ultimate cash settlement. This element should be omitted where a single, discrete fixing date cannot be identified e.g. on an american option, where fixing may occur at any date on a continuous range.

fxSpotRateSource(FxSpotRateSource)

	Specifies the methodology (reference source and, optionally, fixing time) to be used for determining a currency conversion rate.
	Code of price source.

primaryRateSource(InformationSource)

	The primary source for where the rate observation will occur. Will typically be either a page or a reference bank published rate.
	Code of price source.

rateSource(InformationProvider)

An information source for obtaining a market rate. For example Bloomberg, Reuters, Telerate etc.