Skip to content

Commit b373c57

Browse files
committed
Merge branch 'feature/QPR-13298' into 'master'
QPR-13298: TRS with fx fixing only at the end Closes QPR-13298 See merge request qs/oreplus!3072
2 parents 991d07e + 14458a5 commit b373c57

1 file changed

Lines changed: 8 additions & 0 deletions

File tree

xsd/instruments.xsd

Lines changed: 8 additions & 0 deletions
Original file line numberDiff line numberDiff line change
@@ -2242,6 +2242,7 @@
22422242
</xs:sequence>
22432243
</xs:complexType>
22442244
</xs:element>
2245+
<xs:element type="trsFxConversion" name="FXConversion" minOccurs="0" maxOccurs="1"/>
22452246
<xs:element type="fxTermsData" name="FXTerms" minOccurs="0" maxOccurs="1"/>
22462247
<xs:element type="scheduleData" name="ScheduleData" maxOccurs="1" minOccurs="1"/>
22472248
<xs:element type="xs:boolean" name="PayBondCashFlowsImmediately" minOccurs="0"/>
@@ -2423,6 +2424,13 @@
24232424
<xs:enumeration value="Fixed"/>
24242425
</xs:restriction>
24252426
</xs:simpleType>
2427+
2428+
<xs:simpleType name="trsFxConversion">
2429+
<xs:restriction base="xs:string">
2430+
<xs:enumeration value="Start"/>
2431+
<xs:enumeration value="End"/>
2432+
</xs:restriction>
2433+
</xs:simpleType>
24262434

24272435
<xs:complexType name="trsFundingData">
24282436
<xs:choice minOccurs="0" maxOccurs="unbounded">

0 commit comments

Comments
 (0)