fpml:quotedCurrencyPair

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

Element information

Namespace: http://www.fpml.org/FpML-5/confirmation

Schema document: fpml-asset-5-5.xsd

Other elements with the same name: fpml:quotedCurrencyPair, fpml:quotedCurrencyPair

Type: fpml:QuotedCurrencyPair

Properties: Local, Qualified

Content

Sequence [1..1]
1. fpml:currency1 [1..1] The first currency specified when a pair of currencies is to be evaluated.
2. fpml:currency2 [1..1] The second currency specified when a pair of currencies is to be evaluated.
3. fpml:quoteBasis [1..1] The method by which the exchange rate is quoted.

Attributes

None

Used in

Group fpml:FxCurveCharacteristics.model
Type fpml:ExchangeRate (Element fpml:exchangeRate)
Type fpml:FxBarrierFeature (Element fpml:barrier)
Type fpml:FxFixing (Element fpml:fixing)
Type fpml:FxRateAsset (Element fpml:fx)
Type fpml:FxTouch (Element fpml:touch)
Type fpml:FxTrigger (Element fpml:trigger)
Type fpml:FxCurve via reference to fpml:FxCurveCharacteristics.model (Element fpml:fxCurve)
Type fpml:FxRate (Elements fpml:fxRate, fpml:fxRate, fpml:fxRate)

Sample instance

<quotedCurrencyPair>
   <currency1>EUR</currency1>
   <currency2>USD</currency2>
   <quoteBasis>Currency2PerCurrency1</quoteBasis>
</quotedCurrencyPair>