fpml:nonDeliverableSettlement

Used to describe a particular type of FX forward transaction that is settled in a single currency (for example, a non-deliverable forward).

Element information

Content

• Sequence [1..1]
  1. fpml:settlementCurrency [0..1]    The currency in which cash settlement occurs for non-deliverable forwards and cash-settled options (non-deliverable or otherwise).
  2. fpml:referenceCurrency [0..1]    
  3. fpml:notionalAmount [0..1]    The amount of money that the settlement will be derived from.
  4. fpml:settlementDate [0..1]    The date on which settlement is scheduled to occur

Attributes

None

Used in

• Group fpml:FxCoreDetails.model
• Type fpml:FxSingleLeg via reference to fpml:FxCoreDetails.model (Element fpml:fxSingleLeg)
• Type fpml:FxSwapLeg via reference to fpml:FxCoreDetails.model (Elements fpml:nearLeg, fpml:farLeg)

Sample instance

<nonDeliverableSettlement>
   <settlementCurrency>USD</settlementCurrency>
</nonDeliverableSettlement>