FxFixing

A type that 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.

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Field	Type	Description	Print form title	FFSM title	Properties	Conditions
quotedCurrencyPair	QuotedCurrencyPair	Defines the two currencies for an FX trade and the quotation relationship between the two currencies.	Quoted currency pair.		0-1, mre
fixingDate	xsd: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.	Fixing date.		0-1, mfr
fxSpotRateSource	FxSpotRateSource	Specifies the methodology (reference source and, optionally, fixing time) to be used for determining a currency conversion rate.	FX spot rate source.	Code of price source.	0-1

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FxFixing

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.