fpml:forwardRate
Definition of the forward exchange rate for transactions executed during the execution period.
Element information
Namespace: http://www.fpml.org/FpML-5/transparency
Schema document: fpml-fx-5-5.xsd
Type: fpml:FxFlexibleForwardRate
Properties: Local, Qualified
Content
- Sequence [1..1]
- fpml:currency1 [0..1] The first currency specified when a pair of currencies is to be evaluated.
- fpml:currency2 [0..1] The second currency specified when a pair of currencies is to be evaluated.
- fpml:quoteBasis [0..1] The method by which the exchange rate is quoted.
- fpml:rate [0..1] Constant rate value, applicable for the duration of the execution period.
- fpml:spotRate [0..1] The spot exchange rate for the specified currency pair as per the specified quote basis, as at the trade date.
from type fpml:QuotedCurrencyPair
Attributes
None
Used in
- Type fpml:FxFlexibleForward (Element fpml:fxFlexibleForward)
Sample instance
<fpml:forwardRate> <fpml:currency1>normalizedString</fpml:currency1> <fpml:currency2>normalizedString</fpml:currency2> <fpml:quoteBasis>Currency1PerCurrency2</fpml:quoteBasis> <fpml:rate>1.0</fpml:rate> <fpml:spotRate>1.0</fpml:spotRate> </fpml:forwardRate>