Class FxFixing

java.lang.Object
net.finmath.smartcontract.product.xml.FxFixing
Direct Known Subclasses:
FxTerms

public class FxFixing extends Object
A type that specifies the source for and timing of a fixing of an exchange rate. This is used in the agreement of non-deliverable forward trades as well as various types of FX OTC options that require observations against a particular rate.

Java class for FxFixing complex type.

The following schema fragment specifies the expected content contained within this class.

 <complexType name="FxFixing">
   <complexContent>
     <restriction base="{http://www.w3.org/2001/XMLSchema}anyType">
       <sequence>
         <element name="quotedCurrencyPair" type="{http://www.fpml.org/FpML-5/confirmation}QuotedCurrencyPair"/>
         <element name="fixingDate" type="{http://www.w3.org/2001/XMLSchema}date" minOccurs="0"/>
         <element name="fxSpotRateSource" type="{http://www.fpml.org/FpML-5/confirmation}FxSpotRateSource" minOccurs="0"/>
       </sequence>
     </restriction>
   </complexContent>
 </complexType>