fpml:nearLeg
The FX transaction with the earliest value date.
Element information
Namespace: http://www.fpml.org/FpML-5/transparency
Schema document: fpml-fx-5-5.xsd
Type: fpml:FxSwapLeg
Properties: Local, Qualified
Content
- Sequence [1..1]
- fpml:tradeIdentifierReference [0..1] A reference to a party trade ID. This is provided in case the message creator wishes to record that the swap leg is assocatiated with a particular trade identifier; typically this is used for identifying a USI assocatied wih the leg.
- fpml:exchangedCurrency1 [1..1] This is the first of the two currency flows that define a single leg of a standard foreign exchange transaction.
- fpml:exchangedCurrency2 [1..1] This is the second of the two currency flows that define a single leg of a standard foreign exchange transaction.
- fpml:dealtCurrency [0..1] Indicates which currency was dealt.
- Choice [0..1]
- fpml:tenorName A tenor expressed with a standard business term (i.e. Spot, TomorrowNext, etc.)
- fpml:tenorPeriod A tenor expressed as a period type and multiplier (e.g. 1D, 1Y, etc.)
- Choice [1..1]
- fpml:valueDate The date on which both currencies traded will settle.
- Sequence [1..1]
- fpml:currency1ValueDate [1..1] The date on which the currency1 amount will be settled. To be used in a split value date scenario.
- fpml:currency2ValueDate [1..1] The date on which the currency2 amount will be settled. To be used in a split value date scenario.
- fpml:exchangeRate [0..1] The rate of exchange between the two currencies.
- fpml:nonDeliverableSettlement [0..1] Used to describe a particular type of FX forward transaction that is settled in a single currency (for example, a non-deliverable forward).
from group fpml:FxCoreDetails.modelfrom group fpml:FxTenor.model
Attributes
Name | Occ | Type | Description | Notes |
---|---|---|---|---|
id | [0..1] | xsd:ID | from type fpml:Leg |
Used in
- Type fpml:FxSwap (Element fpml:fxSwap)
Sample instance
<nearLeg> <exchangedCurrency1> <paymentAmount> <currency>GBP</currency> <amount>10000000</amount> </paymentAmount> </exchangedCurrency1> <exchangedCurrency2> <paymentAmount> <currency>USD</currency> <amount>14800000</amount> </paymentAmount> </exchangedCurrency2> <valueDate>2002-01-25</valueDate> <exchangeRate> <quotedCurrencyPair> <currency1>GBP</currency1> <currency2>USD</currency2> <quoteBasis>Currency2PerCurrency1</quoteBasis> </quotedCurrencyPair> <rate>1.48</rate> </exchangeRate> </nearLeg>