fpml:FxCoreDetails.model

The elements common to FX spot, forward and swap legs.

Group information

Content

• Sequence [1..1]
  1. fpml:exchangedCurrency1 [1..1]    This is the first of the two currency flows that define a single leg of a standard foreign exchange transaction.
  2. fpml:exchangedCurrency2 [1..1]    This is the second of the two currency flows that define a single leg of a standard foreign exchange transaction.
  3. fpml:dealtCurrency [0..1]    Indicates which currency was dealt.
  from group fpml:FxTenor.model
  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.)
  4. Choice [1..1]
     • fpml:valueDate    The date on which both currencies traded will settle.
     • Sequence [1..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.
       2. fpml:currency2ValueDate [1..1]    The date on which the currency2 amount will be settled. To be used in a split value date scenario.
  5. fpml:exchangeRate [0..1]    The rate of exchange between the two currencies.
  6. 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).

Used in

• Type fpml:FxSingleLeg (Element fpml:fxSingleLeg)
• Type fpml:FxSwapLeg (Elements fpml:nearLeg, fpml:farLeg)