XML Schema "fpml-com-5-13.xsd"
Target Namespace:
http://www.fpml.org/FpML-5/transparency
Version:
$Revision: 14803 $
Defined Components:
elements (24 global + 235 local), complexTypes (114), element groups (22)
Default Namespace-Qualified Form:
Local Elements: qualified; Local Attributes: unqualified
Schema Location:
c:\init\trunk\xml\transparency\fpml-com-5-13.xsd; see XML source
Includes Schemas (1):
fpml-option-shared-5-13.xsd [src]
Included in Schemas (3):
fpml-generic-5-13.xsd [src], fpml-main-5-13.xsd [src], fpml-recordkeeping-processes-5-13.xsd [src]
All Element Summary
abandonmentOfScheme
Applies to U.S.
Type:
EnvironmentalAbandonmentOfSchemeEnum
Content:
simple
Defined:
locally within EnvironmentalPhysicalLeg complexType; see XML source
adjustableDate (in startingDate in earlyTermination in commodityPerformanceSwap)
Date from which early termination clause can be exercised.
Type:
AdjustableDate
Content:
complex, 1 attribute, 1 element
Defined:
locally within CommodityStartingDate complexType; see XML source
americanExercise (defined in CommodityExercise complexType)
The parameters for defining the expiration date for an American option.
Type:
CommodityAmericanExercise
Content:
complex, 1 attribute, 2 elements
Defined:
locally within CommodityExercise complexType; see XML source
americanExercise (defined in CommodityPhysicalExercise complexType)
The parameters for defining the expiration date(s) and time(s) for an American style option.
Type:
CommodityPhysicalAmericanExercise
Content:
complex, 1 attribute, 2 elements
Defined:
locally within CommodityPhysicalExercise complexType; see XML source
americanExercise (in exercise in commodityBasketOption)
The parameters for defining the exercise period for an American style option together with the rules governing the quantity of the commodity that can be exercised on any given exercise date.
Type:
CommodityAmericanExercise
Content:
complex, 1 attribute, 2 elements
Defined:
locally within CommodityExerciseBasket complexType; see XML source
americanExercise (in exercise in commodityDigitalOption)
The parameters for defining the expiration date for an American option.
Type:
CommodityAmericanExercise
Content:
complex, 1 attribute, 2 elements
Defined:
locally within CommodityDigitalExercise complexType; see XML source
amount (in referenceLevel)
Type:
xsd:decimal
Content:
simple
Defined:
locally within ReferenceLevel complexType; see XML source
annualizationFactor
This specifies the numerator of an annualization factor.
Type:
xsd:decimal
Content:
simple
Defined:
locally within CommodityVarianceCalculation complexType; see XML source
applicable (in systemFirm)
Indicates that the trade is for a System Firm product.
Type:
xsd:boolean
Content:
simple
Defined:
locally within ElectricityDeliverySystemFirm complexType; see XML source
applicable (in unitFirm)
Indicates that the trade is for a Unit Firm product.
Type:
xsd:boolean
Content:
simple
Defined:
locally within ElectricityDeliveryUnitFirm complexType; see XML source
applicableLaw
Applies to U.S.
Type:
EnvironmentalProductApplicableLaw
Content:
simple, 1 attribute
Defined:
locally within EnvironmentalProduct complexType; see XML source
averagePriceLeg
Specifies the calculated floating price leg of a Commodity Forward Transaction.
Type:
AveragePriceLeg
Content:
complex, 1 attribute, 3 elements
Defined:
locally within CommodityForward complexType; see XML source
averagingMethod (defined in CommodityAsian.model group)
The Method of Averaging if there is more than one Pricing Date.
Type:
AveragingMethodEnum
Content:
simple
Defined:
locally within CommodityAsian.model group; see XML source
averagingMethod (defined in CommodityBasketUnderlyingBase complexType)
The Method of Averaging if there is more than one Pricing Date.
Type:
AveragingMethodEnum
Content:
simple
Defined:
locally within CommodityBasketUnderlyingBase complexType; see XML source
averagingMethod (defined in FloatingLegCalculation complexType)
The parties may specify a Method of Averaging where more than one pricing Dates is being specified as being applicable.
Type:
AveragingMethodEnum
Content:
simple
Defined:
locally within FloatingLegCalculation complexType; see XML source
balanceOfFirstPeriod
If true, indicates that that the first Calculation Period should run from the Effective Date to the end of the calendar period in which the Effective Date falls, e.g.
Type:
xsd:boolean
Content:
simple
Defined:
locally within CommodityCalculationPeriodsSchedule complexType; see XML source
barrier
Defines a commodity option barrier product feature.
Type:
CommodityBarrier
Content:
complex, 3 elements
Defined:
locally within CommodityOptionFeatures.model group; see XML source
bullionPhysicalLeg
The physical leg of a Commodity Forward Transaction for which the underlyer is Bullion.
Type:
BullionPhysicalLeg
Content:
complex, 1 attribute, 5 elements
Subst.Gr:
substitutes for physicalCommodityForwardLeg
Defined:
globally; see XML source
Used:
never
bullionType
The type of Bullion underlying a Bullion Transaction.
Type:
BullionTypeEnum
Content:
simple
Defined:
locally within BullionPhysicalLeg complexType; see XML source
businessDayConvention (defined in Days.model group)
The convention for adjusting a date if it would otherwise fall on a day that is not a business day.
Type:
BusinessDayConventionEnum
Content:
simple
Defined:
locally within Days.model group; see XML source
buyerHub
The hub code of the gas buyer.
Type:
CommodityHub
Content:
complex, 2 elements
Defined:
locally within GasDelivery complexType; see XML source
calculation (in averagePriceLeg)
Captures details relevant to the calculation of the floating price.
Type:
FloatingLegCalculation
Content:
complex, 4 elements
Defined:
locally within AveragePriceLeg complexType; see XML source
calculation (in commodityOption)
Contains parameters which figure in the calculation of payments on a Weather Index Option.
Type:
WeatherLegCalculation
Content:
complex, 5 elements
Defined:
locally within CommodityWeatherOption.model group; see XML source
calculation (in floatingLeg)
Defines details relevant to the calculation of the floating price.
Type:
FloatingLegCalculation
Content:
complex, 4 elements
Defined:
locally within FloatingPriceLeg complexType; see XML source
calculation (in weatherLeg)
Defines details relevant to the calculation of the aggregate weather index amount.
Type:
WeatherLegCalculation
Content:
complex, 5 elements
Defined:
locally within WeatherLeg complexType; see XML source
calculationDate
The number of days following the final day of the Calculation Period specified in the Confirmation on which is is practicable to provide the notice that the Calculation Agent is required to give for that Settlement Date or Payment Date.
Type:
Period
Content:
complex, 1 attribute, 2 elements
Defined:
locally within WeatherLegCalculation complexType; see XML source
calculationPeriod
Type:
WeatherCalculationPeriod
Content:
complex, 2 elements
Defined:
locally within WeatherCalculationPeriods complexType; see XML source
calculationPeriodEndDay
Type:
IdentifiedDate
Content:
simple, 1 attribute
Defined:
locally within WeatherCalculationPeriod complexType; see XML source
calculationPeriodFirstDay
Type:
IdentifiedDate
Content:
simple, 1 attribute
Defined:
locally within WeatherCalculationPeriod complexType; see XML source
calculationPeriods
An absolute representation of the Calculation Period start dates of the Commodity Option Transaction.
Type:
AdjustableDates
Content:
complex, 1 attribute, 1 element
Defined:
locally within CommodityBasketOptionFeatures.model group; see XML source
calculationPeriodsSchedule (defined in CommodityAsian.model group)
A parametric representation of the Calculation Periods of the Commodity Option Transaction.
Type:
CommodityCalculationPeriodsSchedule
Content:
complex, 1 attribute, 3 elements
Defined:
locally within CommodityAsian.model group; see XML source
calculationPeriodsSchedule (defined in CommodityCalculationPeriods.model group)
The Calculation Periods for this leg of the swap.
Type:
CommodityCalculationPeriodsSchedule
Content:
complex, 1 attribute, 3 elements
Defined:
locally within CommodityCalculationPeriods.model group; see XML source
calculationPeriodsSchedule (in commodityBasketOption)
A parametric representation of the Calculation Periods of the Commodity Option Transaction.
Type:
CommodityCalculationPeriodsSchedule
Content:
complex, 1 attribute, 3 elements
Defined:
locally within CommodityBasketOptionFeatures.model group; see XML source
calendarSource (defined in CommodityPricingDates complexType)
Used in conjunction with an exchange-based pricing source.
Type:
CalendarSourceEnum
Content:
simple
Defined:
locally within CommodityPricingDates complexType; see XML source
calendarSource (defined in CommodityValuationDates complexType)
Used in conjunction with an exchange-based pricing source.
Type:
CalendarSourceEnum
Content:
simple
Defined:
locally within CommodityValuationDates complexType; see XML source
coal (in coalPhysicalLeg)
The specification of the Coal Product to be delivered.
Type:
CoalProduct
Content:
complex, 2 elements
Defined:
locally within CoalPhysicalLeg complexType; see XML source
coalPhysicalLeg
Physically settled coal leg.
Type:
CoalPhysicalLeg
Content:
complex, 1 attribute, 4 elements
Subst.Gr:
substitutes for physicalLeg, commoditySwapLeg
Defined:
globally; see XML source
Used:
never
commencementDate (in exercisePeriod)
The first day of the exercise period for an American style option.
Type:
AdjustableOrRelativeDate
Content:
complex, 1 attribute, 2 elements
Defined:
locally within CommodityExercisePeriods complexType; see XML source
commencementDates
The first day(s) of the exercise period(s) for an American-style option.
Type:
AdjustableOrRelativeDates
Content:
complex, 1 attribute, 2 elements
Defined:
locally within CommodityPhysicalAmericanExercise complexType; see XML source
commodity (defined in CommodityBasketUnderlyingBase complexType)
Specifies the underlying component.
Type:
Commodity
Content:
complex, 1 attribute, 7 elements
Defined:
locally within CommodityBasketUnderlyingBase complexType; see XML source
commodity (defined in CommodityUnderlyerChoice.model group)
Describes the swap's underlyer when it has only one asset component.
Type:
Commodity
Content:
complex, 1 attribute, 7 elements
Defined:
locally within CommodityUnderlyerChoice.model group; see XML source
commodity (in commodityDigitalOption)
Specifies the underlying instrument.
Type:
Commodity
Content:
complex, 1 attribute, 7 elements
Defined:
locally within CommodityDigitalOption complexType; see XML source
commodity (in commodityOption)
Specifies the underlying instrument.
Type:
Commodity
Content:
complex, 1 attribute, 7 elements
Defined:
locally within CommodityFinancialOption.model group; see XML source
commodity (in floatingLeg)
Specifies the underlying instrument.
Type:
Commodity
Content:
complex, 1 attribute, 7 elements
Defined:
locally within FloatingPriceLeg complexType; see XML source
commodityBasket
Describes the swap's underlyer when it has multiple asset components.
Type:
CommodityBasket
Content:
complex, 4 elements
Defined:
locally within CommodityUnderlyerChoice.model group; see XML source
commodityBasketOption
Defines a commodity basket option product.
Type:
CommodityBasketOption
Content:
complex, 1 attribute, 18 elements
Subst.Gr:
substitutes for product
Defined:
globally; see XML source
Used:
never
commodityClassification
Type:
CommodityClassification
Content:
complex, 1 element
Defined:
locally within PhysicalLegBase complexType; see XML source
commodityDigitalOption
Defines a commodity digital option product.
Type:
CommodityDigitalOption
Content:
complex, 1 attribute, 20 elements
Subst.Gr:
substitutes for product
Defined:
globally; see XML source
Used:
never
commodityFixedInterestCalculation
Specifies the interest payment amount on a return swap.
Type:
CommodityFixedInterestCalculation
Content:
complex, 2 elements
Defined:
locally within CommodityInterestLeg complexType; see XML source
commodityForward
Defines a commodity forward product.
Type:
CommodityForward
Content:
complex, 1 attribute, 9 elements
Subst.Gr:
substitutes for product
Defined:
globally; see XML source
Used:
at 1 location
commodityInterestLeg
Specifies the fixed payments of a commodity performance swap.
Type:
CommodityInterestLeg
Content:
complex, 1 attribute, 4 elements
Subst.Gr:
substitutes for commodityPerformanceSwapLeg
Defined:
globally; see XML source
Used:
never
commodityOption
Defines a commodity option product.
Type:
CommodityOption
Content:
complex, 1 attribute, 28 elements
Subst.Gr:
substitutes for product
Defined:
globally; see XML source
Used:
never
commodityPerformanceSwap
A swap the payoff of which is linked to the performance of the underlying asset.
Type:
CommodityPerformanceSwap
Content:
complex, 1 attribute, 10 elements
Subst.Gr:
substitutes for product
Defined:
globally; see XML source
Used:
never
commodityPerformanceSwapLeg
A placeholder within 'commodityPerformanceSwap' structure for the actual commodity swap legs (e.g.
Type:
CommodityPerformanceSwapLeg
Content:
complex, 1 attribute, 1 element
Abstract:
(may not be used directly in instance XML documents)
Subst.Gr:
substituted with commodityInterestLeg, commodityReturnLeg, commodityVarianceLeg
Defined:
globally; see XML source
Used:
at 4 locations
commodityPhysicalLeg
Defines the substitutable physical leg
Type:
PhysicalLegBase
Content:
complex, 1 attribute, 1 element
Abstract:
(may not be used directly in instance XML documents)
Defined:
globally; see XML source
Used:
never
commodityReturnCalculation
Specifies, in relation to each Payment Date, the return percentage which, when multiplied times the notional amount is the amount to which the Payment Date relates.
Type:
CommodityReturnCalculation
Content:
complex, 4 elements
Defined:
locally within CommodityReturnLeg complexType; see XML source
commodityReturnLeg
Specifies the return payments of a commodity return swap.
Type:
CommodityReturnLeg
Content:
complex, 1 attribute, 6 elements
Subst.Gr:
substitutes for commodityPerformanceSwapLeg
Defined:
globally; see XML source
Used:
never
commoditySwap
Defines a commodity swap product.
Type:
CommoditySwap
Content:
complex, 1 attribute, 10 elements
Subst.Gr:
substitutes for product
Defined:
globally; see XML source
Used:
never
commoditySwap (in commoditySwaption)
The underlying commodity swap definiton.
Type:
CommoditySwaptionUnderlying
Content:
complex, 5 elements
Defined:
locally within CommoditySwaption complexType; see XML source
commoditySwapLeg
Defines the substitutable commodity swap leg
Type:
CommodityLeg
Content:
empty, 1 attribute
Abstract:
(may not be used directly in instance XML documents)
Subst.Gr:
substituted with coalPhysicalLeg, electricityPhysicalLeg, environmentalPhysicalLeg, fixedLeg, floatingLeg, gasPhysicalLeg, oilPhysicalLeg
Defined:
globally; see XML source
Used:
at 4 locations
commoditySwaption
Defines a commodity swaption product
Type:
CommoditySwaption
Content:
complex, 1 attribute, 9 elements
Subst.Gr:
substitutes for product
Defined:
globally; see XML source
Used:
never
commodityVarianceLeg
Specifies the variance payments of a commodity variance swap.
Type:
CommodityVarianceLeg
Content:
complex, 1 attribute, 8 elements
Subst.Gr:
substitutes for commodityPerformanceSwapLeg
Defined:
globally; see XML source
Used:
never
constituentWeight (in underlying in notionalAmountBasket)
If the Notional Quantity is specified in a unit that does not match the unit in which the Commodity Reference Price is quoted, the scaling or conversion factor used to convert the Commodity Reference Price unit into the Notional Quantity unit should be stated here.
Type:
NonNegativeDecimal
Content:
simple
Defined:
locally within CommodityBasketUnderlyingByPercentage complexType; see XML source
contractRate
For a DRY Voyage Charter or Time Charter Commodity Swap, the price per relevant unit for pruposes of the calculation of a Fixed Amount.
Type:
NonNegativeMoney
Content:
complex, 1 attribute, 2 elements
Defined:
locally within CommodityFixedPrice.model group; see XML source
dateRelativeTo (in startingDate in earlyTermination in commodityPerformanceSwap)
Reference to a party defined elsewhere in this document which may be allowed to terminate the trade.
Type:
PartyReference
Content:
empty, 1 attribute
Defined:
locally within CommodityStartingDate complexType; see XML source
dayCount
The number of days over which pricing should take place.
Type:
xsd:positiveInteger
Content:
simple
Defined:
locally within Days.model group; see XML source
dayCountFraction (in commodityFixedInterestCalculation)
Specifies the basis for the adjustment of a rate from an annual rate to a rate appropriate for the Calculation Period: e.g. the number of calendar days in the Calculation Period divided by the calendar days basis e.g. actual number of days in the Calculation Period divided by 365.
Type:
DayCountFraction
Content:
simple, 1 attribute
Defined:
locally within CommodityFixedInterestCalculation complexType; see XML source
dayDistribution
The method by which the pricing days are distributed across the pricing period.
Type:
CommodityFrequencyType
Content:
simple, 1 attribute
Defined:
locally within Days.model group; see XML source
dayType (defined in Days.model group)
The type of day on which pricing occurs.
Type:
CommodityDayTypeEnum
Content:
simple
Defined:
locally within Days.model group; see XML source
deliverableByBarge
Whether or not the delivery can go to barge.
Type:
xsd:boolean
Content:
simple
Defined:
locally within OilPipelineDelivery complexType; see XML source
deliveryAtSource
The point at which the Coal Product as a reference to the Source of the Coal Product.
Type:
xsd:boolean
Content:
simple
Defined:
locally within CoalDelivery complexType; see XML source
deliveryConditions (in coalPhysicalLeg)
The physical delivery conditions for the transaction.
Type:
CoalDelivery
Content:
complex, 3 elements
Defined:
locally within CoalPhysicalLeg complexType; see XML source
deliveryConditions (in electricityPhysicalLeg)
The physical delivery conditions for the transaction.
Type:
ElectricityDelivery
Content:
complex, 4 elements
Defined:
locally within ElectricityPhysicalLeg complexType; see XML source
deliveryConditions (in gasPhysicalLeg)
The physical delivery conditions for the transaction.
Type:
GasDelivery
Content:
complex, 5 elements
Defined:
locally within GasPhysicalLeg complexType; see XML source
deliveryConditions (in metalPhysicalLeg)
The physical delivery arrangements and requirements for a physically settled non-precious metal transaction.
Type:
MetalDelivery
Content:
complex, 2 elements
Defined:
locally within MetalPhysicalLeg complexType; see XML source
deliveryConditions (in oilPhysicalLeg)
The physical delivery conditions for the transaction.
Type:
OilDelivery
Content:
complex, 2 elements
Defined:
locally within OilPhysicalLeg complexType; see XML source
deliveryLocation (in bullionPhysicalLeg)
The physical delivery location for the transaction.
Type:
BullionDeliveryLocation
Content:
simple, 1 attribute
Defined:
locally within BullionPhysicalLeg complexType; see XML source
deliveryLocation (in deliveryConditions in metalPhysicalLeg)
The Delivery Point for a physically settled non-precious metal transaction.
Type:
CommodityDeliveryPoint
Content:
simple, 1 attribute
Defined:
locally within MetalDelivery complexType; see XML source
deliveryLocation (in transfer)
The location at which the transfer of the title to the commodity takes place.
Type:
CommodityDeliveryPoint
Content:
simple, 1 attribute
Defined:
locally within OilTransferDelivery complexType; see XML source
deliveryPoint (in deliveryConditions in coalPhysicalLeg)
The point at which the Coal Product will be delivered and received.
Type:
CoalDeliveryPoint
Content:
simple, 1 attribute
Defined:
locally within CoalDelivery complexType; see XML source
deliveryPoint (in deliveryConditions in electricityPhysicalLeg)
The point at which delivery of the electricity will occur.
Type:
ElectricityDeliveryPoint
Content:
simple, 1 attribute
Defined:
locally within ElectricityDelivery complexType; see XML source
deliveryPoint (in deliveryConditions in gasPhysicalLeg)
The physical or virtual point at which the commodity will be delivered.
Type:
GasDeliveryPoint
Content:
simple, 1 attribute
Defined:
locally within CommodityDeliveryPoints.model group; see XML source
deliveryQuantity (in coalPhysicalLeg)
The different options for specifying the quantity.
Type:
CommodityPhysicalQuantity
Content:
complex, 1 attribute, 1 element
Defined:
locally within CoalPhysicalLeg complexType; see XML source
deliveryQuantity (in electricityPhysicalLeg)
The different options for specifying the quantity.
Type:
ElectricityPhysicalQuantity
Content:
complex, 1 attribute, 1 element
Defined:
locally within ElectricityPhysicalLeg complexType; see XML source
deliveryQuantity (in gasPhysicalLeg)
The different options for specifying the quantity.
Type:
GasPhysicalQuantity
Content:
complex, 1 attribute, 1 element
Defined:
locally within GasPhysicalLeg complexType; see XML source
deliveryQuantity (in oilPhysicalLeg)
The different options for specifying the quantity.
Type:
CommodityPhysicalQuantity
Content:
complex, 1 attribute, 1 element
Defined:
locally within OilPhysicalLeg complexType; see XML source
deliveryType (in deliveryConditions in electricityPhysicalLeg)
Indicates the under what conditions the Parties' delivery obligations apply.
Type:
ElectricityDeliveryType
Content:
complex, 4 elements
Defined:
locally within ElectricityDelivery complexType; see XML source
deliveryType (in deliveryConditions in gasPhysicalLeg)
Indicates whether the buyer and seller are contractually obliged to consume and supply the specified quantities of the commodity.
Type:
DeliveryTypeEnum
Content:
simple
Defined:
locally within GasDelivery complexType; see XML source
deliveryZone
The zone covering potential delivery points for the electricity.
Type:
CommodityDeliveryPoint
Content:
simple, 1 attribute
Defined:
locally within ElectricityDelivery complexType; see XML source
digital
The barrier and cash payout features of the digital option.
Type:
CommodityDigital
Content:
complex, 2 elements
Defined:
locally within CommodityDigitalOptionFeatures.model group; see XML source
direction
Indicates the role of the option buyer with regard to this underlyer.
Type:
PayerReceiverEnum
Content:
simple
Defined:
locally within CommodityBasketUnderlyingBase complexType; see XML source
earlyTermination (in commodityPerformanceSwap)
Specifies, for one or for both the parties to the trade, the date prior to the Termination Date from which the contract can be terminated.
Type:
CommodityPerformanceSwapEarlyTermination
Content:
complex, 2 elements
Defined:
locally within CommodityPerformanceSwap complexType; see XML source
effectiveDate (defined in CommoditySwapDetails.model group)
Specifies the effective date of this leg of the swap.
Type:
AdjustableOrRelativeDate
Content:
complex, 1 attribute, 2 elements
Defined:
locally within CommoditySwapDetails.model group; see XML source
effectiveDate (in commodityBasketOption)
The effective date of the Commodity Option Transaction.
Type:
AdjustableOrRelativeDate
Content:
complex, 1 attribute, 2 elements
Defined:
locally within CommodityBasketOptionFeatures.model group; see XML source
effectiveDate (in commodityDigitalOption)
The effective date of the Commodity Option Transaction.
Type:
AdjustableOrRelativeDate
Content:
complex, 1 attribute, 2 elements
Defined:
locally within CommodityDigitalOptionFeatures.model group; see XML source
effectiveDate (in commodityOption)
The effective date of the Commodity Option Transaction.
Type:
AdjustableOrRelativeDate
Content:
complex, 1 attribute, 2 elements
Defined:
locally within CommodityOptionFeatures.model group; see XML source
effectiveDate (in commodityOption)
Effective date of an option.
Type:
AdjustableOrRelativeDate
Content:
complex, 1 attribute, 2 elements
Defined:
locally within CommodityWeatherOption.model group; see XML source
effectiveDate (in commodityPerformanceSwap)
Specifies the Eeffective Date of the swap.
Type:
AdjustableOrRelativeDate
Content:
complex, 1 attribute, 2 elements
Defined:
locally within CommodityPerformanceSwapBase complexType; see XML source
electricity (in electricityPhysicalLeg)
The specification of the electricity to be delivered.
Type:
ElectricityProduct
Content:
complex, 1 element
Defined:
locally within ElectricityPhysicalLeg complexType; see XML source
electricityPhysicalLeg
Physically settled electricity leg.
Type:
ElectricityPhysicalLeg
Content:
complex, 1 attribute, 5 elements
Subst.Gr:
substitutes for physicalLeg, commoditySwapLeg
Defined:
globally; see XML source
Used:
never
entryPoint
The point at which the oil product will enter the pipeline.
Type:
CommodityDeliveryPoint
Content:
simple, 1 attribute
Defined:
locally within OilPipelineDelivery complexType; see XML source
environmental
The specification of the type of allowance or credit.
Type:
EnvironmentalProduct
Content:
complex, 4 elements
Defined:
locally within EnvironmentalPhysicalLeg complexType; see XML source
environmentalPhysicalLeg
Physically settled environmental leg.
Type:
EnvironmentalPhysicalLeg
Content:
complex, 1 attribute, 4 elements
Subst.Gr:
substitutes for physicalLeg, commoditySwapLeg
Defined:
globally; see XML source
Used:
never
europeanExercise (defined in CommodityExercise complexType)
The parameters for defining the expiration date and time for a European or Asian style option.
Type:
CommodityEuropeanExercise
Content:
complex, 1 attribute, 2 elements
Defined:
locally within CommodityExercise complexType; see XML source
europeanExercise (defined in CommodityPhysicalExercise complexType)
The parameters for defining the expiration date(s) and time(s) for a European style option.
Type:
CommodityPhysicalEuropeanExercise
Content:
complex, 1 attribute, 1 element
Defined:
locally within CommodityPhysicalExercise complexType; see XML source
europeanExercise (in exercise in commodityBasketOption)
The parameters for defining the expiration date and time for a European or Asian style option.
Type:
CommodityEuropeanExercise
Content:
complex, 1 attribute, 2 elements
Defined:
locally within CommodityExerciseBasket complexType; see XML source
europeanExercise (in exercise in commodityDigitalOption)
The parameters for defining the expiration date and time for a European or Asian style option.
Type:
CommodityEuropeanExercise
Content:
complex, 1 attribute, 2 elements
Defined:
locally within CommodityDigitalExercise complexType; see XML source
exercise (in commodityBasketOption)
The parameters for defining how the commodity option can be exercised and how it is settled.
Type:
CommodityExerciseBasket
Content:
complex, 3 elements
Defined:
locally within CommodityBasketOption complexType; see XML source
exercise (in commodityDigitalOption)
The parameters for defining how the commodity option can be exercised and how it is settled.
Type:
CommodityDigitalExercise
Content:
complex, 2 elements
Defined:
locally within CommodityDigitalOption complexType; see XML source
exercise (in commodityOption)
The parameters for defining how the commodity option can be exercised and how it is settled.
Type:
CommodityExercise
Content:
complex, 3 elements
Defined:
locally within CommodityFinancialOption.model group; see XML source
exercise (in commodityOption)
Type:
CommodityExercise
Content:
complex, 3 elements
Defined:
locally within CommodityWeatherOption.model group; see XML source
exerciseFrequency (defined in CommodityAmericanExercise complexType)
The exercise frequency for the strip.
Type:
Frequency
Content:
complex, 1 attribute, 2 elements
Defined:
locally within CommodityAmericanExercise complexType; see XML source
exerciseFrequency (defined in CommodityEuropeanExercise complexType)
The exercise frequency for the strip.
Type:
Frequency
Content:
complex, 1 attribute, 2 elements
Defined:
locally within CommodityEuropeanExercise complexType; see XML source
exercisePeriod
Describes the American exercise periods.
Type:
CommodityExercisePeriods
Content:
complex, 2 elements
Defined:
locally within CommodityAmericanExercise complexType; see XML source
expirationDate (defined in CommodityEuropeanExercise complexType)
The last day within an exercise period for an American style option.
Type:
AdjustableOrRelativeDate
Content:
complex, 1 attribute, 2 elements
Defined:
locally within CommodityEuropeanExercise complexType; see XML source
expirationDate (in europeanExercise defined in CommodityPhysicalExercise complexType)
The Expiration Date of a single expiry European-style option or the first Expiration Date of a multiple expiry or daily expiring option.
Type:
AdjustableOrRelativeDate
Content:
complex, 1 attribute, 2 elements
Defined:
locally within CommodityPhysicalEuropeanExercise complexType; see XML source
expirationDate (in exercisePeriod)
The last day within an exercise period for an American style option.
Type:
AdjustableOrRelativeDate
Content:
complex, 1 attribute, 2 elements
Defined:
locally within CommodityExercisePeriods complexType; see XML source
expirationDates
The Expiration Date(s) of an American-style option.
Type:
AdjustableOrRelativeDates
Content:
complex, 1 attribute, 2 elements
Defined:
locally within CommodityPhysicalAmericanExercise complexType; see XML source
featurePaymentAmount (in barrier)
In the case of barrier options where the option automatically expires and the barrier is breached in such a way to to result in a "knock-out" vent, this amount is paid to the the option holder so as to refund or rebate a portion of any premium paid.
Type:
PositiveMoney
Content:
complex, 1 attribute, 2 elements
Defined:
locally within CommodityBarrier complexType; see XML source
featurePaymentAmount (in digital)
The cash payment that is made when the digital barrier is breached.
Type:
PositiveMoney
Content:
complex, 1 attribute, 2 elements
Defined:
locally within CommodityDigital complexType; see XML source
firm
Indicates under what condtitions the Parties' delivery obligations apply.
Type:
ElectricityDeliveryFirm
Content:
complex, 1 element
Defined:
locally within ElectricityDeliveryType complexType; see XML source
fixedLeg
Fixed Price Leg.
Type:
FixedPriceLeg
Content:
complex, 1 attribute, 10 elements
Subst.Gr:
substitutes for commoditySwapLeg
Defined:
globally; see XML source
Used:
never
fixedLeg (in commodityForward)
The fixed leg of a Commodity Forward Transaction.
Type:
NonPeriodicFixedPriceLeg
Content:
complex, 1 attribute, 2 elements
Defined:
locally within CommodityForward complexType; see XML source
fixedPrice (in fixedLeg in commodityForward)
Fixed price on which fixed payments are based.
Type:
CommodityFixedPrice
Content:
complex, 1 attribute, 3 elements
Defined:
locally within NonPeriodicFixedPriceLeg complexType; see XML source
fixedPrice (in fixedLeg)
Fixed price on which fixed payments are based.
Type:
CommodityFixedPrice
Content:
complex, 1 attribute, 3 elements
Defined:
locally within CommodityFixedPrice.model group; see XML source
fixedRate (in commodityFixedInterestCalculation)
The calculation period fixed rate or "fee" rate.
Type:
IdentifiedRate
Content:
simple, 1 attribute
Defined:
locally within CommodityFixedInterestCalculation complexType; see XML source
flatRate
Whether the Flat Rate is the New Worldwide Tanker Nominal Freight Scale for the Freight Index Route taken at the Trade Date of the transaction or taken on each Pricing Date.
Type:
FlatRateEnum
Content:
simple
Defined:
locally within CommodityFreightFlatRate.model group; see XML source
flatRateAmount
If flatRate is set to "Fixed", the actual value of the Flat Rate.
Type:
NonNegativeMoney
Content:
complex, 1 attribute, 2 elements
Defined:
locally within CommodityFreightFlatRate.model group; see XML source
floatingLeg
Floating Price leg.
Type:
FloatingPriceLeg
Content:
complex, 1 attribute, 5 elements
Subst.Gr:
substitutes for commoditySwapLeg
Defined:
globally; see XML source
Used:
never
floatingStrikePricePerUnit
The currency amount of the strike price per unit.
Type:
FloatingStrikePrice
Content:
complex, 5 elements
Defined:
locally within CommodityFloatingStrikePrice.model group; see XML source
forceMajeure
If true, indicates that the buyer and seller should be excused of their delivery obligations when such performance is prevented by Force Majeure.
Type:
xsd:boolean
Content:
simple
Defined:
locally within ElectricityDeliveryFirm complexType; see XML source
formula (in commodityReturnCalculation)
Defines the value of the commodity return calculation formula as simple or compound.
Type:
CommodityReturnCalculationFormulaEnum
Content:
simple
Defined:
locally within CommodityReturnCalculation complexType; see XML source
gas (in gasPhysicalLeg)
The specification of the gas to be delivered.
Type:
GasProduct
Content:
complex, 1 element
Defined:
locally within GasPhysicalLeg complexType; see XML source
gasPhysicalLeg
Physically settled natural gas leg.
Type:
GasPhysicalLeg
Content:
complex, 1 attribute, 4 elements
Subst.Gr:
substitutes for physicalLeg, commoditySwapLeg
Defined:
globally; see XML source
Used:
never
grade (defined in OilProduct complexType)
The grade of oil product to be delivered.
Type:
CommodityProductGrade
Content:
simple, 1 attribute
Defined:
locally within OilProduct complexType; see XML source
grade (in metal)
The grade(s) of material which can be delivered in seller's option.
Type:
CommodityMetalGrade
Content:
simple, 1 attribute
Defined:
locally within Metal complexType; see XML source
hubCode
Type:
CommodityHubCode
Content:
simple, 1 attribute
Defined:
locally within CommodityHub complexType; see XML source
initialPrice (in commodityReturnCalculation)
If specified in the confirmation, the price or index level at the beginning of the initial Calculation Period.
Type:
xsd:decimal
Content:
simple
Defined:
locally within CommodityReturnCalculation complexType; see XML source
interconnectionPoint (in deliveryConditions in electricityPhysicalLeg)
Identification of the border(s) or border point(s) of a transportation contract.
Type:
InterconnectionPoint
Content:
simple, 1 attribute
Defined:
locally within ElectricityDelivery complexType; see XML source
interconnectionPoint (in deliveryConditions in gasPhysicalLeg)
Identification of the border(s) or border point(s) of a transportation contract.
Type:
InterconnectionPoint
Content:
simple, 1 attribute
Defined:
locally within GasDelivery complexType; see XML source
knock
The knock feature of a commodity barrier option.
Type:
CommodityKnockEnum
Content:
simple
Defined:
locally within CommodityBarrier complexType; see XML source
levelPercentage
A barrier expressed as a percentage of notional quantity or commodity price level.
Type:
Percentage
Content:
simple
Defined:
locally within CommodityTrigger complexType; see XML source
levelPrice
A barrier expressed as a price level.
Type:
CommodityFixedPrice
Content:
complex, 1 attribute, 3 elements
Defined:
locally within CommodityTrigger complexType; see XML source
levelQuantity
The amount used the specify the barrier in terms of an quantity of commodity or a change in the quantity of commodity.
Type:
xsd:decimal
Content:
simple
Defined:
locally within CommodityTrigger complexType; see XML source
levelUnit
The units (e.g.
Type:
QuantityUnit
Content:
simple, 1 attribute
Defined:
locally within CommodityTrigger complexType; see XML source
loadType (in electricityPhysicalLeg)
LoadType is a summary of the full description of the settlement periods with respect to the region.
Type:
LoadTypeEnum
Content:
simple
Defined:
locally within ElectricityPhysicalLeg complexType; see XML source
material
The types of metal product for a physically settled metal trade.
Type:
Material
Content:
simple, 1 attribute
Defined:
locally within Metal complexType; see XML source
maximumPaymentAmount
The maximum total payment amount that will be paid in any particular transaction.
Type:
NonNegativeMoney
Content:
complex, 1 attribute, 2 elements
Defined:
locally within WeatherLegCalculation complexType; see XML source
maximumTransactionPaymentAmount
The maximum payment amount that will be paid in any particular Calculation Period.
Type:
NonNegativeMoney
Content:
complex, 1 attribute, 2 elements
Defined:
locally within WeatherLegCalculation complexType; see XML source
metal
The specification of the Metal Product to be delivered.
Type:
Metal
Content:
complex, 2 elements
Defined:
locally within MetalPhysicalLeg complexType; see XML source
metalPhysicalLeg
Physically settled metal products leg.
Type:
MetalPhysicalLeg
Content:
complex, 1 attribute, 4 elements
Subst.Gr:
substitutes for physicalCommodityForwardLeg
Defined:
globally; see XML source
Used:
never
nAdjustment
Specifies whether denominator of the annualization factor is N ("false") or N - 1 ("true").
Type:
xsd:boolean
Content:
simple
Defined:
locally within CommodityVarianceCalculation complexType; see XML source
nonFirm
If present and set to true, indicates that delivery or receipt of the electricity may be interrupted for any reason or for no reason, without liability on the part of either Party.
Type:
xsd:boolean
Content:
simple
Defined:
locally within ElectricityDeliveryType complexType; see XML source
notionalAmount (in commodityDigitalOption)
Volume contracted when volume is specified as a currency-denominated amount.
Type:
NotionalAmount
Content:
complex, 1 attribute, 2 elements
Defined:
locally within CommodityDigitalOption complexType; see XML source
notionalAmount (in commodityInterestLeg)
Specifies the notional amount of a commodity performance type swap.
Type:
CommodityNotionalAmount
Content:
complex, 1 attribute, 3 elements
Defined:
locally within CommodityInterestLeg complexType; see XML source
notionalAmount (in commodityReturnLeg)
Specifies the notional amount of a commodity performance type swap.
Type:
CommodityNotionalAmount
Content:
complex, 1 attribute, 3 elements
Defined:
locally within CommodityReturnLeg complexType; see XML source
notionalAmount (in commodityVarianceLeg)
Specifies the notional amount of a commodity performance type swap.
Type:
CommodityNotionalAmount
Content:
complex, 1 attribute, 3 elements
Defined:
locally within CommodityVarianceLeg complexType; see XML source
notionalAmount (in notionalAmountBasket)
Type:
NotionalAmount
Content:
complex, 1 attribute, 2 elements
Defined:
locally within CommodityBasketByPercentage complexType; see XML source
notionalAmountBasket
Type:
CommodityBasketByPercentage
Content:
complex, 1 attribute, 2 elements
Defined:
locally within CommodityBasket.model group; see XML source
notionalQuantity (defined in CommodityNotionalQuantity.model group)
The Notional Quantity.
Type:
CommodityNotionalQuantity
Content:
complex, 1 attribute, 1 element
Defined:
locally within CommodityNotionalQuantity.model group; see XML source
notionalQuantity (in commodityDigitalOption)
The volume contracted when the volume is specified as a quantity of commodity.
Type:
CommodityNotionalQuantity
Content:
complex, 1 attribute, 1 element
Defined:
locally within CommodityDigitalOption complexType; see XML source
notionalQuantityBasket
Type:
CommodityBasketByNotional
Content:
complex, 1 attribute, 1 element
Defined:
locally within CommodityBasket.model group; see XML source
numberOfAllowances
The number of allowances, certificates or credit to be transaction in the transaction.
Type:
UnitQuantity
Content:
complex, 1 attribute, 2 elements
Defined:
locally within EnvironmentalPhysicalLeg complexType; see XML source
oil (in oilPhysicalLeg)
The specification of the oil product to be delivered.
Type:
OilProduct
Content:
complex, 2 elements
Defined:
locally within OilPhysicalLeg complexType; see XML source
oilPhysicalLeg
Physically settled oil or refined products leg.
Type:
OilPhysicalLeg
Content:
complex, 1 attribute, 4 elements
Subst.Gr:
substitutes for physicalLeg, commoditySwapLeg
Defined:
globally; see XML source
Used:
never
optionType (in commodityBasketOption)
The type of option transaction.
Type:
PutCallEnum
Content:
simple
Defined:
locally within CommodityBasketOption complexType; see XML source
optionType (in commodityDigitalOption)
The type of option transaction.
Type:
PutCallEnum
Content:
simple
Defined:
locally within CommodityDigitalOption complexType; see XML source
optionType (in commodityOption)
The type of option transaction.
Type:
PutCallEnum
Content:
simple
Defined:
locally within CommodityOption complexType; see XML source
optionType (in commoditySwaption)
The type of option transaction.
Type:
PutCallEnum
Content:
simple
Defined:
locally within CommoditySwaption complexType; see XML source
partyReference (in earlyTermination in commodityPerformanceSwap)
Type:
PartyReference
Content:
empty, 1 attribute
Defined:
locally within CommodityPerformanceSwapEarlyTermination complexType; see XML source
physicalCommodityForwardLeg
Defines the substitutable commodity forward leg.
Type:
PhysicalLegBase
Content:
complex, 1 attribute, 1 element
Abstract:
(may not be used directly in instance XML documents)
Subst.Gr:
substituted with bullionPhysicalLeg, metalPhysicalLeg
Defined:
globally; see XML source
Used:
at 3 locations
physicalExercise (in commodityOption)
The parameters for defining how the commodity option can be exercised into a physical transaction.
Type:
CommodityPhysicalExercise
Content:
complex, 2 elements
Defined:
locally within CommodityPhysicalOption.model group; see XML source
physicalExercise (in commoditySwaption)
The parameters for defining how the commodity option can be exercised into a physical transaction.
Type:
CommodityPhysicalExercise
Content:
complex, 2 elements
Defined:
locally within CommoditySwaption complexType; see XML source
physicalLeg
Physical Commodity Leg.
Type:
PhysicalLegBase
Content:
complex, 1 attribute, 1 element
Abstract:
(may not be used directly in instance XML documents)
Subst.Gr:
affiliated to substitution group commoditySwapLeg; substituted with coalPhysicalLeg, electricityPhysicalLeg, environmentalPhysicalLeg, gasPhysicalLeg, oilPhysicalLeg
Defined:
globally; see XML source
Used:
at 5 locations
pipeline
Specified the delivery conditions where the oil product is to be delivered by pipeline.
Type:
OilPipelineDelivery
Content:
complex, 5 elements
Defined:
locally within OilDelivery complexType; see XML source
pipelineName
The name of pipeline by which the oil product will be delivered.
Type:
CommodityPipeline
Content:
simple, 1 attribute
Defined:
locally within OilPipelineDelivery complexType; see XML source
premium (in commodityBasketOption)
The option premium payable by the buyer to the seller.
Type:
CommodityPremium
Content:
complex, 1 attribute, 2 elements
Defined:
locally within CommodityBasketOption complexType; see XML source
premium (in commodityDigitalOption)
The option premium payable by the buyer to the seller.
Type:
CommodityPremium
Content:
complex, 1 attribute, 2 elements
Defined:
locally within CommodityDigitalOption complexType; see XML source
premium (in commodityOption)
The option premium payable by the buyer to the seller.
Type:
CommodityPremium
Content:
complex, 1 attribute, 2 elements
Defined:
locally within CommodityOption complexType; see XML source
premium (in commoditySwaption)
The option premium payable by the buyer to the seller.
Type:
CommodityPremium
Content:
complex, 1 attribute, 2 elements
Defined:
locally within CommoditySwaption complexType; see XML source
premiumPerUnit
The currency amount of premium to be paid per Unit of the Total Notional Quantity.
Type:
NonNegativeMoney
Content:
complex, 1 attribute, 2 elements
Defined:
locally within CommodityPremium complexType; see XML source
price (defined in CommodityFixedPrice complexType)
The Fixed Price.
Type:
xsd:decimal
Content:
simple
Defined:
locally within CommodityFixedPrice complexType; see XML source
priceCurrency
The currency used to specify the fixed price or level in terms of a price per unit of commodity.
Type:
Currency
Content:
simple, 1 attribute
Defined:
locally within CommodityPrice.model group; see XML source
priceUnit
The unit of measure used to specify the fixed price or level in terms of a price per unit of commodity.
Type:
QuantityUnit
Content:
simple, 1 attribute
Defined:
locally within CommodityPrice.model group; see XML source
pricingDates (defined in CommodityAsian.model group)
The dates on which the option will price.
Type:
CommodityPricingDates
Content:
complex, 1 attribute, 5 elements
Defined:
locally within CommodityAsian.model group; see XML source
pricingDates (defined in CommodityBasketUnderlyingBase complexType)
The dates on which the option will price.
Type:
CommodityPricingDates
Content:
complex, 1 attribute, 5 elements
Defined:
locally within CommodityBasketUnderlyingBase complexType; see XML source
pricingDates (defined in FloatingLegCalculation complexType)
Commodity Pricing Dates.
Type:
CommodityPricingDates
Content:
complex, 1 attribute, 5 elements
Defined:
locally within FloatingLegCalculation complexType; see XML source
pricingDates (in commodityReturnCalculation)
Describes which dates are valid dates on which to observe a price or index level
Type:
CommodityPricingDates
Content:
complex, 1 attribute, 5 elements
Defined:
locally within CommodityReturnCalculation complexType; see XML source
pricingDates (in varianceCalculation)
Describes which dates are valid dates on which to observe a price or index level.
Type:
CommodityPricingDates
Content:
complex, 1 attribute, 5 elements
Defined:
locally within CommodityVarianceCalculation complexType; see XML source
pricingStartDate
Defines the Start of the Pricing period.
Type:
AdjustableDate
Content:
complex, 1 attribute, 1 element
Defined:
locally within AveragePriceLeg complexType; see XML source
productType (in environmental)
Specifies the type of environmental allowance or credit.
Type:
EnvironmentalProductTypeEnum
Content:
simple
Defined:
locally within EnvironmentalProduct complexType; see XML source
quantity (defined in UnitQuantity complexType)
Amount of commodity per quantity frequency.
Type:
NonNegativeDecimal
Content:
simple
Defined:
locally within UnitQuantity complexType; see XML source
quantity (defined in WeatherIndex complexType)
This is the Reference Level.
Type:
xsd:decimal
Content:
simple
Defined:
locally within WeatherIndex complexType; see XML source
quantityUnit (defined in CommodityNotionalQuantity complexType)
Quantity Unit is the unit of measure applicable for the quantity on the Transaction.
Type:
QuantityUnit
Content:
simple, 1 attribute
Defined:
locally within CommodityNotionalQuantity complexType; see XML source
quantityUnit (defined in UnitQuantity complexType)
Quantity Unit is the unit of measure applicable for the quantity on the Transaction.
Type:
QuantityUnit
Content:
simple, 1 attribute
Defined:
locally within UnitQuantity complexType; see XML source
referenceLevel
Reference level is the number of degree-days (in the case of HDD and CDD) or inches/millimeters (in the case of CPD) on which the differential is calculated.
Type:
ReferenceLevel
Content:
complex, 2 elements
Defined:
locally within WeatherIndexData complexType; see XML source
referenceLevelEqualsZero
If Reference Level Equals Zero is specified to be applicable then CPD means, for any day during the Calculation Period, (A) 1 if the Daily Precipitation for that day is greater than or equal to the CPD Reference Level or (B) zero if the the Daily Precipitation for that day is less than the CPD Reference Level.
Type:
xsd:boolean
Content:
simple
Defined:
locally within WeatherLegCalculation complexType; see XML source
referenceLevelUnit
Type:
ReferenceLevelUnit
Content:
simple, 1 attribute
Defined:
locally within ReferenceLevel complexType; see XML source
reinvestmentFeature
This element indicates whether the notional amount (or equivalent) is constant across each Calculation Period or whether the notional amount in each Calculation Period ("false") is the notional amount in the previous period multiplied by 1 + commodity index return in the current period ("true").
Type:
xsd:boolean
Content:
simple
Defined:
locally within CommodityNotionalAmount complexType; see XML source
risk (in deliveryConditions in coalPhysicalLeg)
Specifies how the risk associated with the delivery is assigned.
Type:
CommodityDeliveryRisk
Content:
simple, 1 attribute
Defined:
locally within CommodityUSCoalDelivery.model group; see XML source
risk (in deliveryConditions in metalPhysicalLeg)
"Risk of loss" may also be used, equivalently, on confirmation documents.
Type:
CommodityDeliveryRisk
Content:
simple, 1 attribute
Defined:
locally within MetalDelivery complexType; see XML source
risk (in pipeline)
Specifies how the risk associated with the delivery is assigned.
Type:
CommodityDeliveryRisk
Content:
simple, 1 attribute
Defined:
locally within OilPipelineDelivery complexType; see XML source
sellerHub
The hub code of the has seller.
Type:
CommodityHub
Content:
complex, 2 elements
Defined:
locally within GasDelivery complexType; see XML source
settlementCurrency (defined in CommodityExercise complexType)
The currency into which the Commodity Option Transaction will settle.
Type:
IdentifiedCurrency
Content:
simple, 2 attributes
Defined:
locally within CommodityExercise complexType; see XML source
settlementCurrency (defined in CommoditySwapDetails.model group)
The currency into which the Commodity Swap Transaction will settle.
Type:
IdentifiedCurrency
Content:
simple, 2 attributes
Defined:
locally within CommoditySwapDetails.model group; see XML source
settlementCurrency (in commodityPerformanceSwap)
The currency in which the commodity performance swap transaction will settle.
Type:
IdentifiedCurrency
Content:
simple, 2 attributes
Defined:
locally within CommodityPerformanceSwapBase complexType; see XML source
settlementCurrency (in exercise in commodityBasketOption)
The currency into which the Commodity Option Transaction will settle.
Type:
IdentifiedCurrency
Content:
simple, 2 attributes
Defined:
locally within CommodityExerciseBasket complexType; see XML source
settlementDate (in bullionPhysicalLeg)
Date on which the bullion will settle.
Type:
AdjustableOrRelativeDate
Content:
complex, 1 attribute, 2 elements
Defined:
locally within BullionPhysicalLeg complexType; see XML source
settlementLevel
The Settlement Level means either the cumulative number of Weather Index Units for each day in the Calculation Period (Cumulative) or the cumulative number of Weather Index Units for each day in the Calculation Period divided by the number of days in the Calculation Period (Average) or the maximum number of Weather Index Units for any day in the Calculation Period (Maximum) or the minimum number of Weather Index Units for any day in the Calculation Period.
Type:
WeatherSettlementLevelEnum
Content:
simple
Defined:
locally within WeatherLegCalculation complexType; see XML source
settlementPeriodsPrice
For an electricity transaction, the fixed price for one or more groups of Settlement Periods on which fixed payments are based.
Type:
SettlementPeriodsFixedPrice
Content:
complex, 1 attribute, 3 elements
Defined:
locally within CommodityFixedPrice.model group; see XML source
source
The SCoTA cargo origin, mining region, mine(s), mining complex(es), loadout(s) or river dock(s) or other point(s) of origin that Seller and Buyer agree are acceptable origins for the Coal Product.
Type:
CoalProductSource
Content:
simple, 1 attribute
Defined:
locally within CoalProduct complexType; see XML source
spread (defined in FloatingLegCalculation complexType)
The spread over or under the Commodity Reference Price for this leg of the trade.
Type:
CommoditySpread
Content:
complex, 1 attribute, 4 elements
Defined:
locally within FloatingLegCalculation complexType; see XML source
spreadConversionFactor
spreadConversionFactor should be used when the unit of measure of the Commodity Reference Price and the unit of measure in which the spread is quoted are different.
Type:
xsd:decimal
Content:
simple
Defined:
locally within CommoditySpread complexType; see XML source
spreadPercentage
The spread percentage over or under the Commodity Reference Price for this leg of the trade.
Type:
Percentage
Content:
simple
Defined:
locally within FloatingLegCalculation complexType; see XML source
spreadUnit
spreadUnit should be used when the unit of measure of the Commodity Reference Price and the unit of measure in which the spread is quoted are different.
Type:
QuantityUnit
Content:
simple, 1 attribute
Defined:
locally within CommoditySpread complexType; see XML source
startingDate (in earlyTermination in commodityPerformanceSwap)
Type:
CommodityStartingDate
Content:
complex, 2 elements
Defined:
locally within CommodityPerformanceSwapEarlyTermination complexType; see XML source
strikePricePerUnit
The currency amount of the strike price per unit.
Type:
NonNegativeMoney
Content:
complex, 1 attribute, 2 elements
Defined:
locally within CommodityStrikePrice.model group; see XML source
systemFirm
Indicates that the electricity is intended to be supplied from the owned or controlled generation or pre-existing purchased power assets of the system specified.
Type:
ElectricityDeliverySystemFirm
Content:
complex, 1 element
Defined:
locally within ElectricityDeliveryType complexType; see XML source
terminationDate (defined in CommoditySwapDetails.model group)
Specifies the termination date of this leg of the swap.
Type:
AdjustableOrRelativeDate
Content:
complex, 1 attribute, 2 elements
Defined:
locally within CommoditySwapDetails.model group; see XML source
terminationDate (in commodityBasketOption)
Specifies the termination date of the Commodity Option Transaction.
Type:
AdjustableOrRelativeDate
Content:
complex, 1 attribute, 2 elements
Defined:
locally within CommodityBasketOptionFeatures.model group; see XML source
terminationDate (in commodityDigitalOption)
Specifies the termination date of the Commodity Option Transaction.
Type:
AdjustableOrRelativeDate
Content:
complex, 1 attribute, 2 elements
Defined:
locally within CommodityDigitalOptionFeatures.model group; see XML source
terminationDate (in commodityOption)
Specifies the termination date of the Commodity Option Transaction.
Type:
AdjustableOrRelativeDate
Content:
complex, 1 attribute, 2 elements
Defined:
locally within CommodityOptionFeatures.model group; see XML source
terminationDate (in commodityPerformanceSwap)
Specifies the Termination Date of the swap.
Type:
AdjustableOrRelativeDate
Content:
complex, 1 attribute, 2 elements
Defined:
locally within CommodityPerformanceSwapBase complexType; see XML source
totalNotionalQuantity (defined in CommodityNotionalQuantity.model group)
The Total Notional Quantity.
Type:
xsd:decimal
Content:
simple
Defined:
locally within CommodityNotionalQuantity.model group; see XML source
totalNotionalQuantity (in commodityDigitalOption)
Type:
xsd:decimal
Content:
simple
Defined:
locally within CommodityDigitalOption complexType; see XML source
totalPhysicalQuantity (defined in CommodityFixedPhysicalQuantity.model group)
The Total Quantity of the commodity to be delivered.
Type:
UnitQuantity
Content:
complex, 1 attribute, 2 elements
Defined:
locally within CommodityFixedPhysicalQuantity.model group; see XML source
totalPhysicalQuantity (in deliveryQuantity in electricityPhysicalLeg)
The Total Quantity of the commodity to be delivered.
Type:
UnitQuantity
Content:
complex, 1 attribute, 2 elements
Defined:
locally within ElectricityPhysicalQuantity complexType; see XML source
totalPrice (in fixedLeg in commodityForward)
The total amount of the fixed payment for all units of the underlying commodity.
Type:
NonNegativeMoney
Content:
complex, 1 attribute, 2 elements
Defined:
locally within NonPeriodicFixedPriceLeg complexType; see XML source
totalPrice (in fixedLeg)
The total amount of all fixed payments due during the term of the trade.
Type:
NonNegativeMoney
Content:
complex, 1 attribute, 2 elements
Defined:
locally within CommodityFixedPrice.model group; see XML source
trackingSystem
Applies to U.S.
Type:
EnvironmentalTrackingSystem
Content:
simple, 1 attribute
Defined:
locally within EnvironmentalProduct complexType; see XML source
transfer
Specified the delivery conditions where the oil product is to be delivered by title transfer.
Type:
OilTransferDelivery
Content:
complex, 1 element
Defined:
locally within OilDelivery complexType; see XML source
trigger (in barrier)
Type:
CommodityTrigger
Content:
complex, 5 elements
Defined:
locally within CommodityBarrier complexType; see XML source
trigger (in digital)
Type:
CommodityTrigger
Content:
complex, 5 elements
Defined:
locally within CommodityDigital complexType; see XML source
triggerType
For barrier options: the specification of how an option will trigger or expire based on the position of the spot rate relative to the trigger level.
Type:
TriggerTypeEnum
Content:
simple
Defined:
locally within CommodityTrigger complexType; see XML source
type (defined in CoalProduct complexType)
The type of coal product to be delivered by reference to a pre-defined specification.
Type:
CoalProductType
Content:
simple, 1 attribute
Defined:
locally within CoalProduct complexType; see XML source
type (defined in ElectricityProduct complexType)
The type of electricity product to be delivered.
Type:
ElectricityProductTypeEnum
Content:
simple
Defined:
locally within ElectricityProduct complexType; see XML source
type (defined in GasProduct complexType)
The type of gas to be delivered.
Type:
GasProductTypeEnum
Content:
simple
Defined:
locally within GasProduct complexType; see XML source
type (defined in OilProduct complexType)
The type of oil product to be delivered.
Type:
OilProductType
Content:
simple, 1 attribute
Defined:
locally within OilProduct complexType; see XML source
underlying (in notionalAmountBasket)
Indicates the role of the option buyer with regard to this underlyer.
Type:
CommodityBasketUnderlyingByPercentage
Content:
complex, 1 attribute, 5 elements
Defined:
locally within CommodityBasketByPercentage complexType; see XML source
underlying (in notionalQuantityBasket)
Indicates the role of the option buyer with regard to this underlyer.
Type:
CommodityBasketUnderlyingByNotional
Content:
complex, 1 attribute, 6 elements
Defined:
locally within CommodityBasketByNotional complexType; see XML source
unit
Weather Index Unit derived from one of the following variable methods of determination: Cooling Degree Day (CDD), Heating Degree Day (HDD), Critical Precipitation Day (CPD) as defined in Section 11.15 of the 2005 ISDA Commodity Definitions and User Guide.
Type:
QuantityUnit
Content:
simple, 1 attribute
Defined:
locally within WeatherIndex complexType; see XML source
unitFirm
Indicates that the electricity is intended to be supplied from a generation asset which can optionally be specified.
Type:
ElectricityDeliveryUnitFirm
Content:
complex, 1 element
Defined:
locally within ElectricityDeliveryType complexType; see XML source
valuationDates (in commodityReturnCalculation)
Defines when a price or index level will be observed that will figure in the return calculation.
Type:
CommodityValuationDates
Content:
complex, 1 attribute, 5 elements
Defined:
locally within CommodityReturnCalculation complexType; see XML source
valuationDates (in varianceCalculation)
Defines when a price or index level will be observed that will figure in the return calculation.
Type:
CommodityValuationDates
Content:
complex, 1 attribute, 5 elements
Defined:
locally within CommodityVarianceCalculation complexType; see XML source
valueDate (in commodityForward)
Specifies the value date of the Commodity Forward Transaction.
Type:
AdjustableOrRelativeDate
Content:
complex, 1 attribute, 2 elements
Defined:
locally within CommodityForward complexType; see XML source
varianceCalculation
Specifies, in relation to each Payment Date, the variance percentage which, when multiplied times the notional amount is the amount to which the Payment Date relates.
Type:
CommodityVarianceCalculation
Content:
complex, 4 elements
Defined:
locally within CommodityVarianceLeg complexType; see XML source
varianceStrikePrice (in commodityVarianceLeg)
Specifies the variance strike price when this strike is expressed in variance units.
Type:
xsd:decimal
Content:
simple
Defined:
locally within CommodityVarianceLeg complexType; see XML source
vintage
Applies to U.S.
Type:
xsd:gYear
Content:
simple
Defined:
locally within EnvironmentalProduct complexType; see XML source
volatilityStrikePrice (in commodityVarianceLeg)
Specifies the volatility strike price when this strike is expressed in standard deviation units.
Type:
xsd:decimal
Content:
simple
Defined:
locally within CommodityVarianceLeg complexType; see XML source
weatherCalculationPeriods
Type:
WeatherCalculationPeriods
Content:
complex, 1 attribute, 1 element
Defined:
locally within WeatherCalculationPeriod.model group; see XML source
weatherIndexData (in commodityOption)
Specifies where the data (e.g.
Type:
WeatherIndexData
Content:
complex, 1 element
Defined:
locally within CommodityWeatherOption.model group; see XML source
weatherIndexData (in weatherLeg)
Specifies where the data (e.g.
Type:
WeatherIndexData
Content:
complex, 1 element
Defined:
locally within WeatherLeg complexType; see XML source
weatherIndexLevel
Defining the Weather Index Level or Weather Index Strike Level.
Type:
WeatherIndex
Content:
complex, 1 attribute, 2 elements
Defined:
locally within WeatherLeg complexType; see XML source
weatherIndexStrikeLevel
Weather Index strike price level is specified in terms of weather index units (e.g. 1 Days, 3 Inches, etc.)
Type:
WeatherIndex
Content:
complex, 1 attribute, 2 elements
Defined:
locally within CommodityWeatherOption.model group; see XML source
weatherLeg
A weather leg element of a Commodity Swap defines Weather Index Swap transactions.
Type:
WeatherLeg
Content:
complex, 1 attribute, 5 elements
Defined:
locally within CommoditySwapDetails.model group; see XML source
weatherNotionalAmount (in commodityOption)
Type:
NonNegativeMoney
Content:
complex, 1 attribute, 2 elements
Defined:
locally within CommodityWeatherOption.model group; see XML source
weatherNotionalAmount (in weatherLeg)
Defines the price per weather index unit.
Type:
NonNegativeMoney
Content:
complex, 1 attribute, 2 elements
Defined:
locally within WeatherLeg complexType; see XML source
withdrawalPoint
The location at which the transfer of the title to the commodity takes place.
Type:
CommodityDeliveryPoint
Content:
simple, 1 attribute
Defined:
locally within OilPipelineDelivery complexType; see XML source
worldscaleRate
For a WET Voyager Charter Commodity Swap, the number of Worldscale Points for purposes of the calculation of a Fixed Amount.
Type:
xsd:decimal
Content:
simple
Defined:
locally within CommodityFixedPrice.model group; see XML source
Complex Type Summary
AveragePriceLeg
The average price leg of an average price commodity bullion or non-precious metal forward transaction.
Content:
complex, 1 attribute, 3 elements
Defined:
globally; see XML source
Includes:
definitions of 3 elements
Used:
at 1 location
BullionDeliveryLocation
A scheme defining where bullion is to be delivered for a Bullion Transaction.
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
at 1 location
BullionPhysicalLeg
Physically settled leg of a physically settled Bullion Transaction.
Content:
complex, 1 attribute, 5 elements
Defined:
globally; see XML source
Includes:
definitions of 3 elements
Used:
at 1 location
CoalDelivery
The physical delivery conditions for coal.
Content:
complex, 3 elements
Defined:
globally; see XML source
Includes:
definitions of 2 elements
Used:
at 1 location
CoalDeliveryPoint
A scheme identifying the types of the Delivery Point for a physically settled coal trade.
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
at 1 location
CoalPhysicalLeg
Physically settled leg of a physically settled coal transaction.
Content:
complex, 1 attribute, 4 elements
Defined:
globally; see XML source
Includes:
definitions of 3 elements
Used:
at 1 location
CoalProduct
A type defining the characteristics of the coal being traded in a physically settled gas transaction.
Content:
complex, 2 elements
Defined:
globally; see XML source
Includes:
definitions of 2 elements
Used:
at 2 locations
CoalProductSource
A scheme identifying the sources of coal for a physically settled coal trade.
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
at 1 location
CoalProductType
A scheme identifying the types of coal for a physically settled coal trade.
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
at 1 location
CommodityAmericanExercise
A type for defining exercise procedures associated with an American style exercise of a commodity option.
Content:
complex, 1 attribute, 2 elements
Defined:
globally; see XML source
Includes:
definitions of 2 elements
Used:
at 3 locations
CommodityBarrier
The specification of how a barrier option will trigger (that is, knock-in or knock-out) or expire based on the position of the spot rate relative to trigger level.
Content:
complex, 3 elements
Defined:
globally; see XML source
Includes:
definitions of 3 elements
Used:
at 1 location
CommodityBasket
Describes the swap's underlyer when it has multiple asset components.
Content:
complex, 4 elements
Defined:
globally; see XML source
Used:
at 1 location
CommodityBasketBase
Abstract base class for all underlying assets.
Content:
empty, 1 attribute
Abstract:
(cannot be assigned directly to elements used in instance XML documents)
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
at 2 locations
CommodityBasketByNotional
Content:
complex, 1 attribute, 1 element
Defined:
globally; see XML source
Includes:
definition of 1 element
Used:
at 1 location
CommodityBasketByPercentage
Content:
complex, 1 attribute, 2 elements
Defined:
globally; see XML source
Includes:
definitions of 2 elements
Used:
at 1 location
CommodityBasketOption
Content:
complex, 1 attribute, 18 elements
Defined:
globally; see XML source
Includes:
definitions of 3 elements
Used:
at 1 location
CommodityBasketUnderlyingBase
Content:
complex, 1 attribute, 4 elements
Defined:
globally; see XML source
Includes:
definitions of 1 attribute, 4 elements
Used:
at 2 locations
CommodityBasketUnderlyingByNotional
Content:
complex, 1 attribute, 6 elements
Defined:
globally; see XML source
Used:
at 1 location
CommodityBasketUnderlyingByPercentage
Content:
complex, 1 attribute, 5 elements
Defined:
globally; see XML source
Includes:
definition of 1 element
Used:
at 1 location
CommodityCalculationPeriodsSchedule
A parametric representation of the Calculation Periods for on Asian option or a leg of a swap.
Content:
complex, 1 attribute, 3 elements
Defined:
globally; see XML source
Includes:
definition of 1 element
Used:
at 3 locations
CommodityDeliveryPoint
A scheme identifying the types of the Delivery Point for a physically settled commodity trade.
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
at 5 locations
CommodityDeliveryRisk
A scheme identifying how the parties to the trade aportion responsibility for the delivery of the commodity product (for example Free On Board, Cost, Insurance, Freight)
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
at 3 locations
CommodityDigital
Defined the conditions under which the digital option can triggers and, if triggered, what payment results.
Content:
complex, 2 elements
Defined:
globally; see XML source
Includes:
definitions of 2 elements
Used:
at 1 location
CommodityDigitalExercise
The parameters for defining how the commodity digital option can be exercised.
Content:
complex, 2 elements
Defined:
globally; see XML source
Includes:
definitions of 2 elements
Used:
at 1 location
CommodityDigitalOption
Defines the digital commodity option product type.
Content:
complex, 1 attribute, 20 elements
Defined:
globally; see XML source
Includes:
definitions of 7 elements
Used:
at 1 location
CommodityEuropeanExercise
A type for defining exercise procedures associated with a European style exercise of a commodity option.
Content:
complex, 1 attribute, 2 elements
Defined:
globally; see XML source
Includes:
definitions of 2 elements
Used:
at 3 locations
CommodityExercise
The parameters for defining how the commodity option can be exercised, how it is priced and how it is settled.
Content:
complex, 3 elements
Defined:
globally; see XML source
Includes:
definitions of 3 elements
Used:
at 2 locations
CommodityExerciseBasket
The parameters for defining how the commodity option can be exercised, how it is priced and how it is settled.
Content:
complex, 3 elements
Defined:
globally; see XML source
Includes:
definitions of 3 elements
Used:
at 1 location
CommodityExercisePeriods
Content:
complex, 2 elements
Defined:
globally; see XML source
Includes:
definitions of 2 elements
Used:
at 1 location
CommodityFixedInterestCalculation
Content:
complex, 2 elements
Defined:
globally; see XML source
Includes:
definitions of 2 elements
Used:
at 1 location
CommodityFixedPrice
A type defining the Commodity Fixed Price.
Content:
complex, 1 attribute, 3 elements
Defined:
globally; see XML source
Includes:
definitions of 1 attribute, 1 element
Used:
at 5 locations
CommodityForward
Commodity Forward
Content:
complex, 1 attribute, 9 elements
Defined:
globally; see XML source
Includes:
definitions of 4 elements
Used:
at 1 location
CommodityFrequencyType
Frequency Type for use in Pricing Date specifications.
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
at 1 location
CommodityHub
A type defining a hub or other reference for a physically settled commodity trade.
Content:
complex, 2 elements
Defined:
globally; see XML source
Includes:
definition of 1 element
Used:
at 2 locations
CommodityHubCode
A scheme identifying the code for a hub or other reference for a physically settled commodity trade.
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
at 1 location
CommodityInterestLeg
A type describing the interest rate leg (a.k.a fee leg) of the commodity performance swap.
Content:
complex, 1 attribute, 4 elements
Defined:
globally; see XML source
Includes:
definitions of 2 elements
Used:
at 1 location
CommodityLeg
Abstract base class for all commodity legs
Content:
empty, 1 attribute
Abstract:
(cannot be assigned directly to elements used in instance XML documents)
Defined:
globally; see XML source
Used:
at 5 locations
CommodityMetalGrade
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
at 1 location
CommodityNotionalAmount
A complex type to specify the notional amount.
Content:
complex, 1 attribute, 3 elements
Defined:
globally; see XML source
Includes:
definition of 1 element
Used:
at 3 locations
CommodityNotionalQuantity
Commodity Notional.
Content:
complex, 1 attribute, 1 element
Defined:
globally; see XML source
Includes:
definitions of 1 attribute, 1 element
Used:
at 2 locations
CommodityOption
Defines a commodity option product type.
Content:
complex, 1 attribute, 28 elements
Defined:
globally; see XML source
Includes:
definitions of 2 elements
Used:
at 1 location
CommodityPerformanceSwap
A type describing a commodity performance swap in which one leg pays out based on the return on a reference commodity index or commodity reference price.
Content:
complex, 1 attribute, 10 elements
Defined:
globally; see XML source
Includes:
definition of 1 element
Used:
at 1 location
CommodityPerformanceSwapBase
A product with which to represent return swaps, total return swaps and excess return swaps.
Content:
complex, 1 attribute, 9 elements
Abstract:
(cannot be assigned directly to elements used in instance XML documents)
Defined:
globally; see XML source
Includes:
definitions of 4 elements
Used:
at 1 location
CommodityPerformanceSwapEarlyTermination
Content:
complex, 2 elements
Defined:
globally; see XML source
Includes:
definitions of 2 elements
Used:
at 1 location
CommodityPerformanceSwapLeg
Abstract base class for all commodity performance swap legs.
Content:
complex, 1 attribute, 1 element
Abstract:
(cannot be assigned directly to elements used in instance XML documents)
Defined:
globally; see XML source
Used:
at 4 locations
CommodityPhysicalAmericanExercise
The parameters for defining the expiration date(s) and time(s) for an American style option.
Content:
complex, 1 attribute, 2 elements
Defined:
globally; see XML source
Includes:
definitions of 2 elements
Used:
at 1 location
CommodityPhysicalEuropeanExercise
The parameters for defining the expiration date(s) and time(s) for a European style option.
Content:
complex, 1 attribute, 1 element
Defined:
globally; see XML source
Includes:
definition of 1 element
Used:
at 1 location
CommodityPhysicalExercise
The parameters for defining how the physically-settled commodity option can be exercised and how it is settled.
Content:
complex, 2 elements
Defined:
globally; see XML source
Includes:
definitions of 2 elements
Used:
at 2 locations
CommodityPhysicalQuantity
A type defining the physical quantity of the commodity to be delivered.
Content:
complex, 1 attribute, 1 element
Defined:
globally; see XML source
Used:
at 2 locations
CommodityPhysicalQuantityBase
An abstract base class for physical quantity types.
Content:
empty, 1 attribute
Abstract:
(cannot be assigned directly to elements used in instance XML documents)
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
at 3 locations
CommodityPipeline
The pipeline through which the physical commodity will be delivered.
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
at 1 location
CommodityPremium
The commodity option premium payable by the buyer to the seller.
Content:
complex, 1 attribute, 2 elements
Defined:
globally; see XML source
Includes:
definition of 1 element
Used:
at 4 locations
CommodityPricingDates
The dates on which prices are observed for the underlyer.
Content:
complex, 1 attribute, 5 elements
Defined:
globally; see XML source
Includes:
definitions of 1 attribute, 1 element
Used:
at 5 locations
CommodityProductGrade
A scheme identifying the grade of physical commodity product to be delivered.
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
at 1 location
CommodityQuantityFrequency
A type for defining the frequency at which the Notional Quantity is deemed to apply for purposes of calculating the Total Notional Quantity.
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
at 1 location
CommodityReturnCalculation
Content:
complex, 4 elements
Defined:
globally; see XML source
Includes:
definitions of 4 elements
Used:
at 1 location
CommodityReturnLeg
A type describing the return leg of a commodity return swap.
Content:
complex, 1 attribute, 6 elements
Defined:
globally; see XML source
Includes:
definitions of 2 elements
Used:
at 1 location
CommoditySpread
Content:
complex, 1 attribute, 4 elements
Defined:
globally; see XML source
Includes:
definitions of 2 elements
Used:
at 1 location
CommodityStartingDate
A type specifying the date from which the early termination clause can be exercised.
Content:
complex, 2 elements
Defined:
globally; see XML source
Includes:
definitions of 2 elements
Used:
at 1 location
CommoditySwap
The commodity swap product model is designed to support fixed-float swaps, float-float swaps, fixed vs. physical swaps, float vs. physical swaps as well as, weather specific swaps.
Content:
complex, 1 attribute, 10 elements
Defined:
globally; see XML source
Used:
at 1 location
CommoditySwaption
Commodity Swaption.
Content:
complex, 1 attribute, 9 elements
Defined:
globally; see XML source
Includes:
definitions of 4 elements
Used:
at 1 location
CommoditySwaptionUnderlying
Content:
complex, 5 elements
Defined:
globally; see XML source
Used:
at 1 location
CommodityTrigger
The barrier which, when breached, triggers the knock-in or knock-out of the barrier option.
Content:
complex, 5 elements
Defined:
globally; see XML source
Includes:
definitions of 5 elements
Used:
at 2 locations
CommodityValuationDates
The dates on which prices are observed for the underlyer.
Content:
complex, 1 attribute, 5 elements
Defined:
globally; see XML source
Includes:
definitions of 1 attribute, 1 element
Used:
at 2 locations
CommodityVarianceCalculation
Content:
complex, 4 elements
Defined:
globally; see XML source
Includes:
definitions of 4 elements
Used:
at 1 location
CommodityVarianceLeg
A type describing the variance leg of a commodity variance swap.
Content:
complex, 1 attribute, 8 elements
Defined:
globally; see XML source
Includes:
definitions of 4 elements
Used:
at 1 location
ElectricityDelivery
The physical delivery conditions for electricity.
Content:
complex, 4 elements
Defined:
globally; see XML source
Includes:
definitions of 4 elements
Used:
at 1 location
ElectricityDeliveryFirm
The physical delivery obligation options specific to a firm transaction.
Content:
complex, 1 element
Defined:
globally; see XML source
Includes:
definition of 1 element
Used:
at 1 location
ElectricityDeliveryPoint
A scheme identifying the types of the Delivery Point for a physically settled electricity trade.
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
at 1 location
ElectricityDeliverySystemFirm
The physical delivery obligation options specific to a system firm transaction.
Content:
complex, 1 element
Defined:
globally; see XML source
Includes:
definition of 1 element
Used:
at 1 location
ElectricityDeliveryType
Content:
complex, 4 elements
Defined:
globally; see XML source
Includes:
definitions of 4 elements
Used:
at 1 location
ElectricityDeliveryUnitFirm
The physical delivery obligation options specific to a unit firm transaction.
Content:
complex, 1 element
Defined:
globally; see XML source
Includes:
definition of 1 element
Used:
at 1 location
ElectricityPhysicalLeg
Physically settled leg of a physically settled electricity transaction.
Content:
complex, 1 attribute, 5 elements
Defined:
globally; see XML source
Includes:
definitions of 4 elements
Used:
at 1 location
ElectricityPhysicalQuantity
The quantity of gas to be delivered.
Content:
complex, 1 attribute, 1 element
Defined:
globally; see XML source
Includes:
definition of 1 element
Used:
at 1 location
ElectricityProduct
The specification of the electricity to be delivered.
Content:
complex, 1 element
Defined:
globally; see XML source
Includes:
definition of 1 element
Used:
at 2 locations
EnvironmentalPhysicalLeg
Content:
complex, 1 attribute, 4 elements
Defined:
globally; see XML source
Includes:
definitions of 3 elements
Used:
at 1 location
EnvironmentalProduct
A type defining the characteristics of the environmental allowance or credit being traded.
Content:
complex, 4 elements
Defined:
globally; see XML source
Includes:
definitions of 4 elements
Used:
at 1 location
EnvironmentalProductApplicableLaw
TBD.
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
at 1 location
EnvironmentalTrackingSystem
For US Emissions Allowance Transactions.
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
at 1 location
FinancialSwapLeg
The common components of a financially settled leg of a Commodity Swap.
Content:
empty, 1 attribute
Abstract:
(cannot be assigned directly to elements used in instance XML documents)
Defined:
globally; see XML source
Used:
at 3 locations
FixedPriceLeg
Fixed Price Leg of a Commodity Swap.
Content:
complex, 1 attribute, 10 elements
Defined:
globally; see XML source
Used:
at 1 location
FloatingLegCalculation
A type to capture details relevant to the calculation of the floating price.
Content:
complex, 4 elements
Defined:
globally; see XML source
Includes:
definitions of 4 elements
Used:
at 3 locations
FloatingPriceLeg
Floating Price Leg of a Commodity Swap.
Content:
complex, 1 attribute, 5 elements
Defined:
globally; see XML source
Includes:
definitions of 2 elements
Used:
at 1 location
FloatingStrikePrice
Content:
complex, 5 elements
Defined:
globally; see XML source
Includes:
definition of 1 element
Used:
at 1 location
GasDelivery
The specification of the gas to be delivered.
Content:
complex, 5 elements
Defined:
globally; see XML source
Includes:
definitions of 4 elements
Used:
at 1 location
GasDeliveryPoint
A scheme identifying the types of the Delivery Point for a physically settled gas trade.
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
at 1 location
GasPhysicalLeg
Physically settled leg of a physically settled gas transaction.
Content:
complex, 1 attribute, 4 elements
Defined:
globally; see XML source
Includes:
definitions of 3 elements
Used:
at 1 location
GasPhysicalQuantity
The quantity of gas to be delivered.
Content:
complex, 1 attribute, 1 element
Defined:
globally; see XML source
Used:
at 1 location
GasProduct
A type defining the characteristics of the gas being traded in a physically settled gas transaction.
Content:
complex, 1 element
Defined:
globally; see XML source
Includes:
definition of 1 element
Used:
at 2 locations
InterconnectionPoint
Identification of the border(s) or border point(s) of a transportation contract.
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
at 3 locations
Material
A scheme identifying the types of metal product for a physically settled metal trade.
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
at 1 location
Metal
A type defining the characteristics of the metal product being traded in a physically settled metal transaction.
Content:
complex, 2 elements
Defined:
globally; see XML source
Includes:
definitions of 2 elements
Used:
at 1 location
MetalDelivery
The physical delivery conditions for the transaction.
Content:
complex, 2 elements
Defined:
globally; see XML source
Includes:
definitions of 2 elements
Used:
at 1 location
MetalPhysicalLeg
Physically settled leg of a physically settled Metal transaction.
Content:
complex, 1 attribute, 4 elements
Defined:
globally; see XML source
Includes:
definitions of 2 elements
Used:
at 1 location
NonPeriodicFixedPriceLeg
The details of a fixed payment.
Content:
complex, 1 attribute, 2 elements
Defined:
globally; see XML source
Includes:
definitions of 2 elements
Used:
at 1 location
OilDelivery
The physical delivery conditions for an oil product.
Content:
complex, 2 elements
Defined:
globally; see XML source
Includes:
definitions of 2 elements
Used:
at 1 location
OilPhysicalLeg
Physically settled leg of a physically settled oil product transaction.
Content:
complex, 1 attribute, 4 elements
Defined:
globally; see XML source
Includes:
definitions of 3 elements
Used:
at 1 location
OilPipelineDelivery
The physical delivery conditions specific to an oil product delivered by pipeline.
Content:
complex, 5 elements
Defined:
globally; see XML source
Includes:
definitions of 5 elements
Used:
at 1 location
OilProduct
The specification of the oil product to be delivered.
Content:
complex, 2 elements
Defined:
globally; see XML source
Includes:
definitions of 2 elements
Used:
at 2 locations
OilProductType
The type of physical commodity product to be delivered.
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
at 1 location
OilTransferDelivery
The physical delivery conditions specific to an oil product delivered by title transfer.
Content:
complex, 1 element
Defined:
globally; see XML source
Includes:
definition of 1 element
Used:
at 1 location
PhysicalForwardLeg
The common components of a physically settled leg of a Commodity Forward.
Content:
complex, 1 attribute, 1 element
Abstract:
(cannot be assigned directly to elements used in instance XML documents)
Defined:
globally; see XML source
Used:
at 2 locations
PhysicalLegBase
Content:
complex, 1 attribute, 1 element
Abstract:
(cannot be assigned directly to elements used in instance XML documents)
Defined:
globally; see XML source
Includes:
definition of 1 element
Used:
at 5 locations
PhysicalSwapLeg
The common components of a physically settled leg of a Commodity Swap.
Content:
complex, 1 attribute, 1 element
Abstract:
(cannot be assigned directly to elements used in instance XML documents)
Defined:
globally; see XML source
Used:
at 5 locations
ReferenceLevel
Content:
complex, 2 elements
Defined:
globally; see XML source
Includes:
definitions of 2 elements
Used:
at 1 location
ReferenceLevelUnit
CPD Reference Level: millimeters or inches of daily precipitation HDD Reference Level: degree-days CDD Reference Level: degree-days.
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
at 1 location
SettlementPeriodsFixedPrice
A type defining the Fixed Price applicable to a range or ranges of Settlement Periods.
Content:
complex, 1 attribute, 3 elements
Defined:
globally; see XML source
Used:
at 1 location
UnitQuantity
A quantity and associated unit.
Content:
complex, 1 attribute, 2 elements
Defined:
globally; see XML source
Includes:
definitions of 1 attribute, 2 elements
Used:
at 4 locations
WeatherCalculationPeriod
The schedule of Calculation Period First Days and Lasts Days.
Content:
complex, 2 elements
Defined:
globally; see XML source
Includes:
definitions of 2 elements
Used:
at 1 location
WeatherCalculationPeriods
The schedule of Calculation Period First Days and Lasts Days.
Content:
complex, 1 attribute, 1 element
Defined:
globally; see XML source
Includes:
definitions of 1 attribute, 1 element
Used:
at 1 location
WeatherIndex
A type defining the Weather Index Level or Weather Index Strike Level.
Content:
complex, 1 attribute, 2 elements
Defined:
globally; see XML source
Includes:
definitions of 1 attribute, 2 elements
Used:
at 2 locations
WeatherIndexData
Content:
complex, 1 element
Defined:
globally; see XML source
Includes:
definition of 1 element
Used:
at 2 locations
WeatherLeg
A weather leg of a Commodity Swap defines Weather Index Swap transactions.
Content:
complex, 1 attribute, 5 elements
Defined:
globally; see XML source
Includes:
definitions of 4 elements
Used:
at 1 location
WeatherLegCalculation
A type to capture details of the calculation of the Payment Amount on a Weather Index Transaction.
Content:
complex, 5 elements
Defined:
globally; see XML source
Includes:
definitions of 5 elements
Used:
at 2 locations
Element Group Summary
CommodityAsian.model
Model group containing features specific to Asian/averaging commodity options.
Content:
3 elements
Defined:
globally; see XML source
Includes:
definitions of 3 elements
Used:
at 2 locations
CommodityBasket.model
Content:
2 elements
Defined:
globally; see XML source
Includes:
definitions of 2 elements
Used:
at 2 locations
CommodityBasketOptionFeatures.model
Describes the features a commodity basket option.
Content:
4 elements
Defined:
globally; see XML source
Includes:
definitions of 4 elements
Used:
at 1 location
CommodityCalculationPeriods.model
The different options for specifying the Calculation Periods.
Content:
1 element
Defined:
globally; see XML source
Includes:
definition of 1 element
Used:
at 5 locations
CommodityDeliveryPoints.model
A Delivery Point, applicable to physically settled commodity transactions.
Content:
1 element
Defined:
globally; see XML source
Includes:
definition of 1 element
Used:
at 1 location
CommodityDigitalOptionFeatures.model
Describes features of the digital option.
Content:
6 elements
Defined:
globally; see XML source
Includes:
definitions of 3 elements
Used:
at 1 location
CommodityFinancialOption.model
Items specific to financially-settled commodity options.
Content:
12 elements
Defined:
globally; see XML source
Includes:
definitions of 2 elements
Used:
at 1 location
CommodityFixedPhysicalQuantity.model
The different options for specifying a fixed physical quantity of commodity to be delivered.
Content:
1 element
Defined:
globally; see XML source
Includes:
definition of 1 element
Used:
at 4 locations
CommodityFixedPrice.model
The different options for specifying the Fixed Price.
Content:
5 elements
Defined:
globally; see XML source
Includes:
definitions of 5 elements
Used:
at 1 location
CommodityFloatingStrikePrice.model
The different options for specifying the average strike price per unit.
Content:
1 element
Defined:
globally; see XML source
Includes:
definition of 1 element
Used:
at 2 locations
CommodityFreightFlatRate.model
The Flat Rate, applicable to Wet Voyager Charter Freight Swaps.
Content:
2 elements
Defined:
globally; see XML source
Includes:
definitions of 2 elements
Used:
at 1 location
CommodityNotionalQuantity.model
The different options for specifying the Notional Quantity.
Content:
2 elements
Defined:
globally; see XML source
Includes:
definitions of 2 elements
Used:
at 4 locations
CommodityOptionFeatures.model
Describes additional features within the option.
Content:
6 elements
Defined:
globally; see XML source
Includes:
definitions of 3 elements
Used:
at 1 location
CommodityPhysicalOption.model
Items specific to financially-settled commodity options.
Content:
2 elements
Defined:
globally; see XML source
Includes:
definitions of 2 elements
Used:
at 1 location
CommodityPrice.model
Commodity price model group.
Content:
2 elements
Defined:
globally; see XML source
Includes:
definitions of 2 elements
Used:
at 1 location
CommodityStrikePrice.model
The different options for specifying the Strike price per unit.
Content:
1 element
Defined:
globally; see XML source
Includes:
definition of 1 element
Used:
at 2 locations
CommoditySwapDetails.model
Content:
5 elements
Defined:
globally; see XML source
Includes:
definitions of 5 elements
Used:
at 2 locations
CommodityUnderlyerChoice.model
A type describing the type of underlyer: a single commodity or a basket of commodities.
Content:
2 elements
Defined:
globally; see XML source
Includes:
definitions of 2 elements
Used:
at 2 locations
CommodityUSCoalDelivery.model
Items specific to the definition of the delivery of a US Coal Product.
Content:
1 element
Defined:
globally; see XML source
Includes:
definition of 1 element
Used:
at 1 location
CommodityWeatherOption.model
Described Weather Index Option component.
Content:
7 elements
Defined:
globally; see XML source
Includes:
definitions of 6 elements
Used:
at 1 location
Days.model
The different options for specifying which days are pricing days within a pricing period.
Content:
4 elements
Defined:
globally; see XML source
Includes:
definitions of 4 elements
Used:
at 2 locations
WeatherCalculationPeriod.model
Descriptions of a calculation period.
Content:
1 element
Defined:
globally; see XML source
Includes:
definition of 1 element
Used:
at 2 locations
XML Source
<?xml version="1.0" encoding="utf-8"?>
<!--
== Copyright (c) 2022-2024 All rights reserved.
== Financial Products Markup Language is subject to the FpML public license.
== A copy of this license is available at http://www.fpml.org/license/license.html
-->
<xsd:schema attributeFormDefault="unqualified" ecore:documentRoot="FpML" ecore:nsPrefix="trnsp" ecore:package="org.fpml.transparency" elementFormDefault="qualified" targetNamespace="http://www.fpml.org/FpML-5/transparency" version="$Revision: 14803 $" xmlns="http://www.fpml.org/FpML-5/transparency" xmlns:ecore="http://www.eclipse.org/emf/2002/Ecore" xmlns:fpml-annotation="http://www.fpml.org/annotation" xmlns:xsd="http://www.w3.org/2001/XMLSchema">
<xsd:include schemaLocation="fpml-option-shared-5-13.xsd"/>
<xsd:complexType name="AveragePriceLeg">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The average price leg of an average price commodity bullion or non-precious metal forward transaction.
</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="CommodityLeg">
<xsd:sequence>
<xsd:element ref="commodity"/>
<xsd:element minOccurs="0" name="pricingStartDate" type="AdjustableDate">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Defines the Start of the Pricing period. PricingStartDate is optional when discrete pricingDates are supplied and is not recommended to be included. Should they coexist, pricingStartDate is expected to be the same as the earliest pricing date or earlier for a Term deal as the discrete dates will take precedence.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="calculation" type="FloatingLegCalculation">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Captures details relevant to the calculation of the floating price.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="BullionDeliveryLocation">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A scheme defining where bullion is to be delivered for a Bullion Transaction.
</xsd:documentation>
</xsd:annotation>
<xsd:simpleContent>
<xsd:extension base="Scheme">
<xsd:attribute default="http://www.fpml.org/coding-scheme/bullion-delivery-location" name="bullionDeliveryLocationScheme" type="NonEmptyURI"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<xsd:complexType name="BullionPhysicalLeg">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Physically settled leg of a physically settled Bullion Transaction.
</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="PhysicalForwardLeg">
<xsd:sequence>
<xsd:element name="bullionType" type="BullionTypeEnum">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The type of Bullion underlying a Bullion Transaction.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="deliveryLocation" type="BullionDeliveryLocation">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The physical delivery location for the transaction.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="settlementDate" type="AdjustableOrRelativeDate">
<xsd:annotation>
<xsd:documentation xml:lang="en">Date on which the bullion will settle.</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="CoalDelivery">
<xsd:annotation>
<xsd:documentation xml:lang="en">The physical delivery conditions for coal.</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:choice>
<xsd:element name="deliveryPoint" type="CoalDeliveryPoint">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The point at which the Coal Product will be delivered and received.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="deliveryAtSource" type="xsd:boolean">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The point at which the Coal Product as a reference to the Source of the Coal Product. This should be a reference to the source element within product.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:choice>
<xsd:group minOccurs="0" ref="CommodityUSCoalDelivery.model">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Additional delivery details for U.S. Coal transactions.
</xsd:documentation>
</xsd:annotation>
</xsd:group>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="CoalDeliveryPoint">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A scheme identifying the types of the Delivery Point for a physically settled coal trade.
</xsd:documentation>
</xsd:annotation>
<xsd:simpleContent>
<xsd:extension base="Scheme">
<xsd:attribute name="deliveryPointScheme" type="NonEmptyURI"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<xsd:complexType name="CoalPhysicalLeg">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Physically settled leg of a physically settled coal transaction.
</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="PhysicalSwapLeg">
<xsd:sequence>
<xsd:element name="coal" type="CoalProduct">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The specification of the Coal Product to be delivered.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="deliveryConditions" type="CoalDelivery">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The physical delivery conditions for the transaction.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="deliveryQuantity" type="CommodityPhysicalQuantity">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The different options for specifying the quantity.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="CoalProduct">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type defining the characteristics of the coal being traded in a physically settled gas transaction.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element name="type" type="CoalProductType">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The type of coal product to be delivered by reference to a pre-defined specification. For contracts under SCoTA terms this is the quality specification code (e.g. "DES ARA")
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element maxOccurs="unbounded" name="source" type="CoalProductSource">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The SCoTA cargo origin, mining region, mine(s), mining complex(es), loadout(s) or river dock(s) or other point(s) of origin that Seller and Buyer agree are acceptable origins for the Coal Product. For International Coal transactions, this is the Origin of the Coal Product.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="CoalProductSource">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A scheme identifying the sources of coal for a physically settled coal trade.
</xsd:documentation>
</xsd:annotation>
<xsd:simpleContent>
<xsd:extension base="Scheme">
<xsd:attribute default="http://www.fpml.org/coding-scheme/commodity-coal-product-source" name="commodityCoalProductSourceScheme" type="NonEmptyURI"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<xsd:complexType name="CoalProductType">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A scheme identifying the types of coal for a physically settled coal trade.
</xsd:documentation>
</xsd:annotation>
<xsd:simpleContent>
<xsd:extension base="Scheme">
<xsd:attribute default="http://www.fpml.org/coding-scheme/commodity-coal-product-type" name="commodityCoalProductTypeScheme" type="NonEmptyURI"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<xsd:complexType name="CommodityAmericanExercise">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type for defining exercise procedures associated with an American style exercise of a commodity option.
</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="Exercise">
<xsd:sequence>
<xsd:sequence>
<xsd:annotation>
<xsd:documentation xml:lang="en">Option Strip</xsd:documentation>
</xsd:annotation>
<xsd:element maxOccurs="unbounded" name="exercisePeriod" type="CommodityExercisePeriods">
<xsd:annotation>
<xsd:documentation xml:lang="en">Describes the American exercise periods.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="exerciseFrequency" type="Frequency">
<xsd:annotation>
<xsd:documentation xml:lang="en">The exercise frequency for the strip.</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="CommodityBarrier">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The specification of how a barrier option will trigger (that is, knock-in or knock-out) or expire based on the position of the spot rate relative to trigger level.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:sequence>
<xsd:element name="knock" type="CommodityKnockEnum">
<xsd:annotation>
<xsd:documentation xml:lang="en">The knock feature of a commodity barrier option.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="featurePaymentAmount" type="PositiveMoney">
<xsd:annotation>
<xsd:documentation xml:lang="en">
In the case of barrier options where the option automatically expires and the barrier is breached in such a way to to result in a "knock-out" vent, this amount is paid to the the option holder so as to refund or rebate a portion of any premium paid.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
<xsd:element name="trigger" type="CommodityTrigger"/>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="CommodityBasket">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Describes the swap's underlyer when it has multiple asset components.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:group ref="BasketIdentifier.model"/>
<xsd:group ref="CommodityBasket.model"/>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType abstract="true" name="CommodityBasketBase">
<xsd:annotation>
<xsd:documentation xml:lang="en">Abstract base class for all underlying assets.</xsd:documentation>
</xsd:annotation>
<xsd:attribute name="id" type="xsd:ID"/>
</xsd:complexType>
<xsd:complexType name="CommodityBasketByNotional">
<xsd:complexContent>
<xsd:extension base="CommodityBasketBase">
<xsd:sequence>
<xsd:element maxOccurs="unbounded" name="underlying" type="CommodityBasketUnderlyingByNotional">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Indicates the role of the option buyer with regard to this underlyer.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="CommodityBasketByPercentage">
<xsd:complexContent>
<xsd:extension base="CommodityBasketBase">
<xsd:sequence>
<xsd:element maxOccurs="unbounded" name="underlying" type="CommodityBasketUnderlyingByPercentage">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Indicates the role of the option buyer with regard to this underlyer.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="notionalAmount" type="NotionalAmount"/>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="CommodityBasketOption">
<xsd:complexContent>
<xsd:extension base="Option">
<xsd:sequence>
<xsd:element name="optionType" type="PutCallEnum">
<xsd:annotation>
<xsd:documentation xml:lang="en">The type of option transaction.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:group minOccurs="0" ref="CommodityBasketOptionFeatures.model">
<xsd:annotation>
<xsd:documentation xml:lang="en">Describes additional features within the option.</xsd:documentation>
</xsd:annotation>
</xsd:group>
<xsd:group ref="CommodityBasket.model"/>
<xsd:sequence>
<xsd:choice>
<xsd:group ref="CommodityStrikePrice.model">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The different options for specifying the Strike price per unit. This will consists of a single strike price of a strike price schedule.
</xsd:documentation>
</xsd:annotation>
</xsd:group>
</xsd:choice>
</xsd:sequence>
<xsd:element name="exercise" type="CommodityExerciseBasket">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The parameters for defining how the commodity option can be exercised and how it is settled.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element maxOccurs="unbounded" name="premium" type="CommodityPremium">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The option premium payable by the buyer to the seller.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="CommodityBasketUnderlyingBase">
<xsd:sequence>
<xsd:element name="direction" type="PayerReceiverEnum">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Indicates the role of the option buyer with regard to this underlyer.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="commodity" type="Commodity">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies the underlying component. At the time of the initial schema design, only underlyers of type Commodity are supported; the choice group in the future could offer the possibility of adding other types later.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="pricingDates" type="CommodityPricingDates">
<xsd:annotation>
<xsd:documentation xml:lang="en">The dates on which the option will price.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="averagingMethod" type="AveragingMethodEnum">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The Method of Averaging if there is more than one Pricing Date.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
<xsd:attribute name="id" type="xsd:ID" use="optional"/>
</xsd:complexType>
<xsd:complexType name="CommodityBasketUnderlyingByNotional">
<xsd:complexContent>
<xsd:extension base="CommodityBasketUnderlyingBase">
<xsd:sequence>
<xsd:group ref="CommodityNotionalQuantity.model"/>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="CommodityBasketUnderlyingByPercentage">
<xsd:complexContent>
<xsd:extension base="CommodityBasketUnderlyingBase">
<xsd:sequence>
<xsd:element minOccurs="0" name="constituentWeight" type="NonNegativeDecimal">
<xsd:annotation>
<xsd:documentation xml:lang="en">
If the Notional Quantity is specified in a unit that does not match the unit in which the Commodity Reference Price is quoted, the scaling or conversion factor used to convert the Commodity Reference Price unit into the Notional Quantity unit should be stated here. If there is no conversion, this element is not intended to be used.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="CommodityCalculationPeriodsSchedule">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A parametric representation of the Calculation Periods for on Asian option or a leg of a swap. In case the calculation frequency is of value T (term), the period is defined by the commoditySwap\effectiveDate and the commoditySwap\terminationDate.
</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="Frequency">
<xsd:sequence>
<xsd:element minOccurs="0" name="balanceOfFirstPeriod" type="xsd:boolean">
<xsd:annotation>
<xsd:documentation xml:lang="en">
If true, indicates that that the first Calculation Period should run from the Effective Date to the end of the calendar period in which the Effective Date falls, e.g. Jan 15 - Jan 31 if the calculation periods are one month long and Effective Date is Jan 15. If false, the first Calculation Period should run from the Effective Date for one whole period, e.g. Jan 15 to Feb 14 if the calculation periods are one month long and Effective Date is Jan 15.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="CommodityDeliveryPoint">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A scheme identifying the types of the Delivery Point for a physically settled commodity trade.
</xsd:documentation>
</xsd:annotation>
<xsd:simpleContent>
<xsd:extension base="Scheme">
<xsd:attribute name="deliveryPointScheme" type="NonEmptyURI"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<xsd:complexType name="CommodityDeliveryRisk">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A scheme identifying how the parties to the trade aportion responsibility for the delivery of the commodity product (for example Free On Board, Cost, Insurance, Freight)
</xsd:documentation>
</xsd:annotation>
<xsd:simpleContent>
<xsd:extension base="Scheme">
<xsd:attribute default="http://www.fpml.org/coding-scheme/commodity-delivery-risk" name="deliveryRiskScheme" type="NonEmptyURI"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<xsd:complexType name="CommodityDigital">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Defined the conditions under which the digital option can triggers and, if triggered, what payment results.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element name="trigger" type="CommodityTrigger"/>
<xsd:element name="featurePaymentAmount" type="PositiveMoney">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The cash payment that is made when the digital barrier is breached.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="CommodityDigitalExercise">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The parameters for defining how the commodity digital option can be exercised. It differs from the CommodityExercise type in that it lacks a specification of Settlement Currency. The Settlement Currency is specified in the 'featurePayment' element.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:choice>
<xsd:element name="americanExercise" type="CommodityAmericanExercise">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The parameters for defining the expiration date for an American option.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="europeanExercise" type="CommodityEuropeanExercise">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The parameters for defining the expiration date and time for a European or Asian style option. For an Asian style option the expiration date is equivalent to the termination date.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:choice>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="CommodityDigitalOption">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Defines the digital commodity option product type. Digital options exercise when a barrier is breached and are financially settled. The 'commodityDigitalOption' type is an extension of the 'commodityOption' product.
</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="Option">
<xsd:sequence>
<xsd:element name="optionType" type="PutCallEnum">
<xsd:annotation>
<xsd:documentation xml:lang="en">The type of option transaction.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="commodity" type="Commodity">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies the underlying instrument. Usual content is an ISDA Commodity Reference Price Name. The 'commodity' underlyer component is specified using a reference to the 'commodity' asset (see description above at the Commodity Underlyer section).
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:annotation>
<xsd:documentation xml:lang="en">
Describes additional features within the digital option.
</xsd:documentation>
</xsd:annotation>
</xsd:group>
<xsd:choice>
<xsd:element name="notionalAmount" type="NotionalAmount">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Volume contracted when volume is specified as a currency-denominated amount.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:sequence>
<xsd:element name="notionalQuantity" type="CommodityNotionalQuantity">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The volume contracted when the volume is specified as a quantity of commodity.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="totalNotionalQuantity" type="xsd:decimal"/>
</xsd:sequence>
</xsd:choice>
<xsd:element name="exercise" type="CommodityDigitalExercise">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The parameters for defining how the commodity option can be exercised and how it is settled.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element maxOccurs="unbounded" name="premium" type="CommodityPremium">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The option premium payable by the buyer to the seller.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="CommodityEuropeanExercise">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type for defining exercise procedures associated with a European style exercise of a commodity option.
</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="Exercise">
<xsd:sequence>
<xsd:sequence>
<xsd:annotation>
<xsd:documentation xml:lang="en">Option Strip</xsd:documentation>
</xsd:annotation>
<xsd:element maxOccurs="unbounded" name="expirationDate" type="AdjustableOrRelativeDate">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The last day within an exercise period for an American style option. For a European style option it is the only day within the exercise period. For an averaging option this is equivalent to the Termination Date.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="exerciseFrequency" type="Frequency">
<xsd:annotation>
<xsd:documentation xml:lang="en">The exercise frequency for the strip.</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="CommodityExercise">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The parameters for defining how the commodity option can be exercised, how it is priced and how it is settled.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:choice>
<xsd:element name="americanExercise" type="CommodityAmericanExercise">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The parameters for defining the expiration date for an American option.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="europeanExercise" type="CommodityEuropeanExercise">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The parameters for defining the expiration date and time for a European or Asian style option. For an Asian style option the expiration date is equivalent to the termination date.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:choice>
<xsd:element minOccurs="0" name="settlementCurrency" type="IdentifiedCurrency">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The currency into which the Commodity Option Transaction will settle. If this is not the same as the currency in which the Commodity Reference Price is quoted, then an FX determination method should also be specified.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="CommodityExerciseBasket">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The parameters for defining how the commodity option can be exercised, how it is priced and how it is settled.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:choice>
<xsd:element name="americanExercise" type="CommodityAmericanExercise">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The parameters for defining the exercise period for an American style option together with the rules governing the quantity of the commodity that can be exercised on any given exercise date.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="europeanExercise" type="CommodityEuropeanExercise">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The parameters for defining the expiration date and time for a European or Asian style option. For an Asian style option the expiration date is equivalent to the termination date.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:choice>
<xsd:element minOccurs="0" name="settlementCurrency" type="IdentifiedCurrency">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The currency into which the Commodity Option Transaction will settle. If this is not the same as the currency in which the Commodity Reference Price is quoted, then an FX determination method should also be specified.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="CommodityExercisePeriods">
<xsd:sequence>
<xsd:element name="commencementDate" type="AdjustableOrRelativeDate">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The first day of the exercise period for an American style option.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="expirationDate" type="AdjustableOrRelativeDate">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The last day within an exercise period for an American style option. For a European style option it is the only day within the exercise period.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="CommodityFixedInterestCalculation">
<xsd:sequence>
<xsd:element name="fixedRate" type="IdentifiedRate">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The calculation period fixed rate or "fee" rate. A per annum rate, expressed as a decimal. A fixed rate of 5% would be represented as 0.05. When multiplied by the Notional Amount and the number of calendar days in the Calculation Period divided by the calendar days basis, is the fixed amount payed per Calculation Period.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="dayCountFraction" type="DayCountFraction">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies the basis for the adjustment of a rate from an annual rate to a rate appropriate for the Calculation Period: e.g. the number of calendar days in the Calculation Period divided by the calendar days basis e.g. actual number of days in the Calculation Period divided by 365.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="CommodityForward">
<xsd:annotation>
<xsd:documentation xml:lang="en">Commodity Forward</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="Product">
<xsd:sequence>
<xsd:element minOccurs="0" name="valueDate" type="AdjustableOrRelativeDate">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies the value date of the Commodity Forward Transaction. This is the day on which both the cash and the physical commodity settle.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:choice>
<xsd:element name="fixedLeg" type="NonPeriodicFixedPriceLeg">
<xsd:annotation>
<xsd:documentation xml:lang="en">The fixed leg of a Commodity Forward Transaction.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="averagePriceLeg" type="AveragePriceLeg">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies the calculated floating price leg of a Commodity Forward Transaction.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:choice>
<xsd:element ref="physicalCommodityForwardLeg"/>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="CommodityFrequencyType">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Frequency Type for use in Pricing Date specifications.
</xsd:documentation>
</xsd:annotation>
<xsd:simpleContent>
<xsd:extension base="Scheme">
<xsd:attribute default="http://www.fpml.org/coding-scheme/commodity-frequency-type" name="commodityFrequencyTypeScheme" type="NonEmptyURI"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<xsd:complexType name="CommodityHub">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type defining a hub or other reference for a physically settled commodity trade.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:group ref="PartyAndAccountReferences.model"/>
<xsd:element minOccurs="0" name="hubCode" type="CommodityHubCode"/>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="CommodityHubCode">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A scheme identifying the code for a hub or other reference for a physically settled commodity trade.
</xsd:documentation>
</xsd:annotation>
<xsd:simpleContent>
<xsd:extension base="Scheme">
<xsd:attribute name="hubCodeScheme" type="NonEmptyURI" use="required"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<xsd:complexType name="CommodityInterestLeg">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type describing the interest rate leg (a.k.a fee leg) of the commodity performance swap.
</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="CommodityPerformanceSwapLeg">
<xsd:sequence>
<xsd:group ref="CommodityCalculationPeriods.model"/>
<xsd:element name="notionalAmount" type="CommodityNotionalAmount">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies the notional amount of a commodity performance type swap. It is a currency-denominated value (i.e. price-times-quantity). In confirmations is also referred to as the Notional Quantity (sic, expressed in currency units), Notional Amount, Equity Notional Amount and, in the case of reinvesting swaps, Initial Notional Amount.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies the interest payment amount on a return swap. This amount may be referred to as the interest amount or the fee amount. Used when the interest (a.k.a. "Fee") is calculated very simply: notional amount * (rate * (number of days in Calculation Period / number of days assumed in the the year)).
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType abstract="true" name="CommodityLeg">
<xsd:annotation>
<xsd:documentation xml:lang="en">Abstract base class for all commodity legs</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="Leg"/>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="CommodityMetalGrade">
<xsd:simpleContent>
<xsd:extension base="Scheme">
<xsd:attribute name="commodityMetalGradeScheme" type="NonEmptyURI"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<xsd:complexType name="CommodityNotionalAmount">
<xsd:annotation>
<xsd:documentation xml:lang="en">A complex type to specify the notional amount.</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="NonNegativeMoney">
<xsd:sequence>
<xsd:element minOccurs="0" name="reinvestmentFeature" type="xsd:boolean">
<xsd:annotation>
<xsd:documentation xml:lang="en">
This element indicates whether the notional amount (or equivalent) is constant across each Calculation Period or whether the notional amount in each Calculation Period ("false") is the notional amount in the previous period multiplied by 1 + commodity index return in the current period ("true"). In cases where reinstementFeature = true the 'amount' element is the Initial Notional Amount (or equivalent).
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="CommodityNotionalQuantity">
<xsd:annotation>
<xsd:documentation xml:lang="en">Commodity Notional.</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element name="quantityUnit" type="QuantityUnit">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Quantity Unit is the unit of measure applicable for the quantity on the Transaction.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
<xsd:attribute name="id" type="xsd:ID"/>
</xsd:complexType>
<xsd:complexType name="CommodityOption">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Defines a commodity option product type. The product support for financially-settled exercises or exercise into physical forward contracts written on precious and non-precious metals. options in FpML is based on the creation of a 'commodityOption' product. The product references the 'commodity' underlyer in order to support the underlying asset of the option.
</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="Product">
<xsd:sequence>
<xsd:element name="optionType" type="PutCallEnum">
<xsd:annotation>
<xsd:documentation xml:lang="en">The type of option transaction.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:choice>
<xsd:group ref="CommodityFinancialOption.model">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Items specific to financially-settled commodity options.
</xsd:documentation>
</xsd:annotation>
</xsd:group>
<xsd:annotation>
<xsd:documentation xml:lang="en">
Items specific to physically-settled commodity options.
</xsd:documentation>
</xsd:annotation>
</xsd:group>
<xsd:annotation>
<xsd:documentation xml:lang="en">
Described Weather Index Option component. Weather Index Option transactions are OTC derivative transactions which settle financially based on an index calculated from observations of temperature and precipitation at weather stations throughout the world. Sub-Annex C of the 2005 ISDA Commodity Definitions provides definitions and terms for a number of types of weather indices. These indices include: HDD (heating degree days), CDD (cooling degree days), CPD (critical precipitation days). Weather Index Option Transactions results in a cash flow to the buyer depending on the relationship between the Settlement Level to the Weather Index Strike Level.
</xsd:documentation>
</xsd:annotation>
</xsd:group>
</xsd:choice>
<xsd:element maxOccurs="unbounded" name="premium" type="CommodityPremium">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The option premium payable by the buyer to the seller.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="CommodityPerformanceSwap">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type describing a commodity performance swap in which one leg pays out based on the return on a reference commodity index or commodity reference price.
</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="CommodityPerformanceSwapBase">
<xsd:sequence>
<xsd:element maxOccurs="unbounded" minOccurs="0" name="earlyTermination" type="CommodityPerformanceSwapEarlyTermination">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies, for one or for both the parties to the trade, the date prior to the Termination Date from which the contract can be terminated.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType abstract="true" name="CommodityPerformanceSwapBase">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A product with which to represent return swaps, total return swaps and excess return swaps.
</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="Product">
<xsd:sequence>
<xsd:element minOccurs="0" name="effectiveDate" type="AdjustableOrRelativeDate">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies the Eeffective Date of the swap. It is an optional element because not all confirmations of total return swaps specify an Effective Date. In these cases the Term of the contract begins on the Trade Date.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="terminationDate" type="AdjustableOrRelativeDate">
<xsd:annotation>
<xsd:documentation xml:lang="en">Specifies the Termination Date of the swap.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="settlementCurrency" type="IdentifiedCurrency">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The currency in which the commodity performance swap transaction will settle. It is an optional element because not all confirmations of performance swaps specify a Settlement Currency.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element maxOccurs="2" ref="commodityPerformanceSwapLeg">
<xsd:annotation>
<xsd:documentation xml:lang="en">
An placeholder for the actual performance swap leg definitions.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:sequence>
<xsd:element minOccurs="0" name="partyReference" type="PartyReference"/>
<xsd:element minOccurs="0" name="startingDate" type="CommodityStartingDate"/>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType abstract="true" name="CommodityPerformanceSwapLeg">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Abstract base class for all commodity performance swap legs.
</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="Leg">
<xsd:sequence>
<xsd:group ref="PayerReceiver.model">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The specification of the payer and receiver parties of the return leg.
</xsd:documentation>
</xsd:annotation>
</xsd:group>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="CommodityPhysicalAmericanExercise">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The parameters for defining the expiration date(s) and time(s) for an American style option.
</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="Exercise">
<xsd:sequence>
<xsd:sequence>
<xsd:element name="commencementDates" type="AdjustableOrRelativeDates">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The first day(s) of the exercise period(s) for an American-style option.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="expirationDates" type="AdjustableOrRelativeDates">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The Expiration Date(s) of an American-style option.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="CommodityPhysicalEuropeanExercise">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The parameters for defining the expiration date(s) and time(s) for a European style option.
</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="Exercise">
<xsd:sequence>
<xsd:element name="expirationDate" type="AdjustableOrRelativeDate">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The Expiration Date of a single expiry European-style option or the first Expiration Date of a multiple expiry or daily expiring option.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="CommodityPhysicalExercise">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The parameters for defining how the physically-settled commodity option can be exercised and how it is settled.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:choice>
<xsd:element name="americanExercise" type="CommodityPhysicalAmericanExercise">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The parameters for defining the expiration date(s) and time(s) for an American style option.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:annotation>
<xsd:documentation xml:lang="en">
The parameters for defining the expiration date(s) and time(s) for a European style option.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:choice>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="CommodityPhysicalQuantity">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type defining the physical quantity of the commodity to be delivered.
</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="CommodityPhysicalQuantityBase">
<xsd:sequence>
<xsd:group ref="CommodityFixedPhysicalQuantity.model"/>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType abstract="true" name="CommodityPhysicalQuantityBase">
<xsd:annotation>
<xsd:documentation xml:lang="en">
An abstract base class for physical quantity types.
</xsd:documentation>
</xsd:annotation>
<xsd:attribute name="id" type="xsd:ID"/>
</xsd:complexType>
<xsd:complexType name="CommodityPipeline">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The pipeline through which the physical commodity will be delivered.
</xsd:documentation>
</xsd:annotation>
<xsd:simpleContent>
<xsd:extension base="Scheme">
<xsd:attribute name="pipelineScheme" type="NonEmptyURI"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<xsd:complexType name="CommodityPremium">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The commodity option premium payable by the buyer to the seller.
</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="NonNegativePayment">
<xsd:sequence>
<xsd:element minOccurs="0" name="premiumPerUnit" type="NonNegativeMoney">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The currency amount of premium to be paid per Unit of the Total Notional Quantity.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="CommodityPricingDates">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The dates on which prices are observed for the underlyer.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:sequence>
<xsd:sequence>
<xsd:group ref="Days.model"/>
<xsd:element minOccurs="0" name="calendarSource" type="CalendarSourceEnum">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Used in conjunction with an exchange-based pricing source. Identifies a date source calendar from which the pricing dates and thus roll to the next contract will be based off (e.g. pricing is based on the NYMEX WTI First Nearby Futures Contract, if &#8220;Future&#8221; is chosen, the pricing will roll to the next futures contract on expiration, if &#8220;ListedOption&#8221; is chosen, the pricing will roll to the next futures contract on the Option expiration date which is three business days before the expiration of the NYMEX WTI futures contract.) Omitting this element will result in the default behavior expected with the pricing source described within the commodity element.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:sequence>
</xsd:sequence>
<xsd:attribute name="id" type="xsd:ID"/>
</xsd:complexType>
<xsd:complexType name="CommodityProductGrade">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A scheme identifying the grade of physical commodity product to be delivered.
</xsd:documentation>
</xsd:annotation>
<xsd:simpleContent>
<xsd:extension base="Scheme">
<xsd:attribute default="http://www.fpml.org/coding-scheme/commodity-oil-product-grade" name="productGradeScheme" type="NonEmptyURI"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<xsd:complexType name="CommodityQuantityFrequency">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type for defining the frequency at which the Notional Quantity is deemed to apply for purposes of calculating the Total Notional Quantity.
</xsd:documentation>
</xsd:annotation>
<xsd:simpleContent>
<xsd:extension base="Scheme">
<xsd:attribute default="http://www.fpml.org/coding-scheme/commodity-quantity-frequency" name="quantityFrequencyScheme" type="NonEmptyURI"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<xsd:complexType name="CommodityReturnCalculation">
<xsd:sequence>
<xsd:element name="formula" type="CommodityReturnCalculationFormulaEnum">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Defines the value of the commodity return calculation formula as simple or compound.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="pricingDates" type="CommodityPricingDates">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Describes which dates are valid dates on which to observe a price or index level
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="valuationDates" type="CommodityValuationDates">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Defines when a price or index level will be observed that will figure in the return calculation.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="initialPrice" type="xsd:decimal">
<xsd:annotation>
<xsd:documentation xml:lang="en">
If specified in the confirmation, the price or index level at the beginning of the initial Calculation Period. For example, if the return calculation is [(Index End / Index Begin) - 1] and Index Begin is defined as equal to Index End for the immediately preceeding Calculation Period, then the value of Index Begin in the very first Calculation Period is not defined and is usually specified in the confirmation.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="CommodityReturnLeg">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type describing the return leg of a commodity return swap.
</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="CommodityPerformanceSwapLeg">
<xsd:sequence>
<xsd:group ref="CommodityCalculationPeriods.model"/>
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies the type of asset underlying the swap: a commodity reference price or a basket.
</xsd:documentation>
</xsd:annotation>
</xsd:group>
<xsd:element name="notionalAmount" type="CommodityNotionalAmount">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies the notional amount of a commodity performance type swap. It is a currency-denominated value (i.e. price-times-quantity). In confirmations is also referred to as the Notional Quantity (sic, expressed in currency units), Notional Amount, Equity Notional Amount and, in the case of reinvesting swaps, Initial Notional Amount.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies, in relation to each Payment Date, the return percentage which, when multiplied times the notional amount is the amount to which the Payment Date relates.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="CommoditySpread">
<xsd:complexContent>
<xsd:extension base="Money">
<xsd:sequence>
<xsd:element minOccurs="0" name="spreadConversionFactor" type="xsd:decimal">
<xsd:annotation>
<xsd:documentation xml:lang="en">
spreadConversionFactor should be used when the unit of measure of the Commodity Reference Price and the unit of measure in which the spread is quoted are different. The value of spreadConversionFactor is the number of units of measure in which the spread is quoted per unit of measure of the Commodity Reference Price.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="spreadUnit" type="QuantityUnit">
<xsd:annotation>
<xsd:documentation xml:lang="en">
spreadUnit should be used when the unit of measure of the Commodity Reference Price and the unit of measure in which the spread is quoted are different. The value of spreadUnit is the unit of measure in which the spread is quoted.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="CommodityStartingDate">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type specifying the date from which the early termination clause can be exercised.
</xsd:documentation>
</xsd:annotation>
<xsd:choice>
<xsd:element name="dateRelativeTo" type="PartyReference">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Reference to a party defined elsewhere in this document which may be allowed to terminate the trade.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="adjustableDate" type="AdjustableDate">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Date from which early termination clause can be exercised.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:choice>
</xsd:complexType>
<xsd:complexType name="CommoditySwap">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The commodity swap product model is designed to support fixed-float swaps, float-float swaps, fixed vs. physical swaps, float vs. physical swaps as well as, weather specific swaps. Its design is fully compatible with other FpML products and the product reuses standard common types.
</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="Product">
<xsd:sequence>
<xsd:group ref="CommoditySwapDetails.model"/>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="CommoditySwaption">
<xsd:annotation>
<xsd:documentation xml:lang="en">Commodity Swaption.</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="Product">
<xsd:sequence>
<xsd:element name="optionType" type="PutCallEnum">
<xsd:annotation>
<xsd:documentation xml:lang="en">The type of option transaction.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="commoditySwap" type="CommoditySwaptionUnderlying">
<xsd:annotation>
<xsd:documentation xml:lang="en">The underlying commodity swap definiton.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="physicalExercise" type="CommodityPhysicalExercise">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The parameters for defining how the commodity option can be exercised into a physical transaction.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="premium" type="CommodityPremium">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The option premium payable by the buyer to the seller.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="CommoditySwaptionUnderlying">
<xsd:sequence>
<xsd:group ref="CommoditySwapDetails.model"/>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="CommodityTrigger">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The barrier which, when breached, triggers the knock-in or knock-out of the barrier option.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:choice>
<xsd:sequence>
<xsd:element name="levelQuantity" type="xsd:decimal">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The amount used the specify the barrier in terms of an quantity of commodity or a change in the quantity of commodity. In confirmations this is often described as the "Strike Volume" or "Strike Quantity".
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="levelUnit" type="QuantityUnit">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The units (e.g. BCF) used to specify the barrier in terms of an quantity of commodity or change in the quantity of commodity.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
<xsd:element name="levelPercentage" type="Percentage">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A barrier expressed as a percentage of notional quantity or commodity price level. A value expressed in percentage units i.e. 5 means 5%.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="levelPrice" type="CommodityFixedPrice">
<xsd:annotation>
<xsd:documentation xml:lang="en">A barrier expressed as a price level.</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:choice>
<xsd:element name="triggerType" type="TriggerTypeEnum">
<xsd:annotation>
<xsd:documentation xml:lang="en">
For barrier options: the specification of how an option will trigger or expire based on the position of the spot rate relative to the trigger level. For trades with selectable notionals: the specification of the conditions where one of the alternative notional values would apply.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="CommodityValuationDates">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The dates on which prices are observed for the underlyer.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:sequence>
<xsd:sequence>
<xsd:group ref="Days.model"/>
<xsd:element minOccurs="0" name="calendarSource" type="CalendarSourceEnum">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Used in conjunction with an exchange-based pricing source. Identifies a date source calendar from which the pricing dates and thus roll to the next contract will be based off (e.g. pricing is based on the NYMEX WTI First Nearby Futures Contract, if &#8220;Future&#8221; is chosen, the pricing will roll to the next futures contract on expiration, if &#8220;ListedOption&#8221; is chosen, the pricing will roll to the next futures contract on the Option expiration date which is three business days before the expiration of the NYMEX WTI futures contract.) Omitting this element will result in the default behavior expected with the pricing source described within the commodity element.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:sequence>
</xsd:sequence>
<xsd:attribute name="id" type="xsd:ID"/>
</xsd:complexType>
<xsd:complexType name="CommodityVarianceLeg">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type describing the variance leg of a commodity variance swap.
</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="CommodityPerformanceSwapLeg">
<xsd:sequence>
<xsd:group ref="CommodityCalculationPeriods.model"/>
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies the type of asset underlying the swap: a commodity reference price or a basket.
</xsd:documentation>
</xsd:annotation>
</xsd:group>
<xsd:element name="notionalAmount" type="CommodityNotionalAmount">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies the notional amount of a commodity performance type swap. It is a currency-denominated value (i.e. price-times-quantity). In confirmations is also referred to as the Notional Quantity (sic, expressed in currency units), Notional Amount, Equity Notional Amount and, in the case of reinvesting swaps, Initial Notional Amount.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:choice>
<xsd:element name="varianceStrikePrice" type="xsd:decimal">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies the variance strike price when this strike is expressed in variance units. Payments on the variance leg are equal to the national amount multiplied by the realized variance minus this variance strike price: notional amount * (realized variance - variance strike price).
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="volatilityStrikePrice" type="xsd:decimal">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies the volatility strike price when this strike is expressed in standard deviation units. Payments on the variance leg are equal to the national amount multiplied by the realized volatility squared minus the volatility strike price squared. Notional amount * (realized volatility^2 - volatility strike^2). Squaring the volatility strike price converts the volatility strike price into a variance strike price. Squaring the realized volatility converts realized volatility to realized variance.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:choice>
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies, in relation to each Payment Date, the variance percentage which, when multiplied times the notional amount is the amount to which the Payment Date relates. For purposes of this representation the realized variance is: (annualizationFactor / N) * signma from i = 1 to N (ln (S sub (i+1)) / (S sub i)), where: ln is the natural logarithm, N is the number of pricing dates, S sub i is the relevant price on the observation date i. If nAdjustment is 'true' then the denominator of the annualization factor is (N - 1) rather than N. If realized volatility is the performance metric in a variance swap rather than realized variance then the square root of the formula above will appear in the confirmation.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="CommodityVarianceCalculation">
<xsd:sequence>
<xsd:element minOccurs="0" name="pricingDates" type="CommodityPricingDates">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Describes which dates are valid dates on which to observe a price or index level.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="valuationDates" type="CommodityValuationDates">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Defines when a price or index level will be observed that will figure in the return calculation.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="annualizationFactor" type="xsd:decimal">
<xsd:annotation>
<xsd:documentation xml:lang="en">
This specifies the numerator of an annualization factor. Frequently this number is equal to the number of observations of prices in a year e.g. 252.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="nAdjustment" type="xsd:boolean">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies whether denominator of the annualization factor is N ("false") or N - 1 ("true").
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="ElectricityDelivery">
<xsd:annotation>
<xsd:documentation xml:lang="en">The physical delivery conditions for electricity.</xsd:documentation>
</xsd:annotation>
<xsd:choice>
<xsd:sequence>
<xsd:element name="deliveryPoint" type="ElectricityDeliveryPoint">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The point at which delivery of the electricity will occur.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="deliveryType" type="ElectricityDeliveryType">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Indicates the under what conditions the Parties' delivery obligations apply.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="interconnectionPoint" type="InterconnectionPoint">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Identification of the border(s) or border point(s) of a transportation contract.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
<xsd:sequence>
<xsd:annotation>
<xsd:documentation xml:lang="en">
For EEI transactions, indicates that this transaction is for an "into" product.
</xsd:documentation>
</xsd:annotation>
<xsd:element name="deliveryZone" type="CommodityDeliveryPoint">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The zone covering potential delivery points for the electricity.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:choice>
</xsd:complexType>
<xsd:complexType name="ElectricityDeliveryFirm">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The physical delivery obligation options specific to a firm transaction.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element name="forceMajeure" type="xsd:boolean">
<xsd:annotation>
<xsd:documentation xml:lang="en">
If true, indicates that the buyer and seller should be excused of their delivery obligations when such performance is prevented by Force Majeure. For EEI transactions, this would indicate "Firm (LD)" If false, indicates that the buyer and seller should not be excused of their delivery obligations when such performance is prevented by Force Majeure. For EEI transactions, this would indicate "Firm (No Force Majeure)"
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="ElectricityDeliveryPoint">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A scheme identifying the types of the Delivery Point for a physically settled electricity trade.
</xsd:documentation>
</xsd:annotation>
<xsd:simpleContent>
<xsd:extension base="Scheme">
<xsd:attribute name="deliveryPointScheme" type="NonEmptyURI"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<xsd:complexType name="ElectricityDeliverySystemFirm">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The physical delivery obligation options specific to a system firm transaction.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element name="applicable" type="xsd:boolean">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Indicates that the trade is for a System Firm product. Should always be set to "true".
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="ElectricityDeliveryType">
<xsd:choice>
<xsd:element name="firm" type="ElectricityDeliveryFirm">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Indicates under what condtitions the Parties' delivery obligations apply.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="nonFirm" type="xsd:boolean">
<xsd:annotation>
<xsd:documentation xml:lang="en">
If present and set to true, indicates that delivery or receipt of the electricity may be interrupted for any reason or for no reason, without liability on the part of either Party. This element should never have a value of false.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="systemFirm" type="ElectricityDeliverySystemFirm">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Indicates that the electricity is intended to be supplied from the owned or controlled generation or pre-existing purchased power assets of the system specified.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="unitFirm" type="ElectricityDeliveryUnitFirm">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Indicates that the electricity is intended to be supplied from a generation asset which can optionally be specified.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:choice>
</xsd:complexType>
<xsd:complexType name="ElectricityDeliveryUnitFirm">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The physical delivery obligation options specific to a unit firm transaction.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element name="applicable" type="xsd:boolean">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Indicates that the trade is for a Unit Firm product. Should always be set to "true".
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="ElectricityPhysicalLeg">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Physically settled leg of a physically settled electricity transaction.
</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="PhysicalSwapLeg">
<xsd:sequence>
<xsd:element name="loadType" type="LoadTypeEnum">
<xsd:annotation>
<xsd:documentation xml:lang="en">
LoadType is a summary of the full description of the settlement periods with respect to the region. Used for describing Electricity delivery schedules (e.g. Base, Peak, Off-Peak, Custom).
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="electricity" type="ElectricityProduct">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The specification of the electricity to be delivered.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="deliveryConditions" type="ElectricityDelivery">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The physical delivery conditions for the transaction.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="deliveryQuantity" type="ElectricityPhysicalQuantity">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The different options for specifying the quantity.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="ElectricityPhysicalQuantity">
<xsd:annotation>
<xsd:documentation xml:lang="en">The quantity of gas to be delivered.</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="CommodityPhysicalQuantityBase">
<xsd:sequence>
<xsd:element name="totalPhysicalQuantity" type="UnitQuantity">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The Total Quantity of the commodity to be delivered.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="ElectricityProduct">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The specification of the electricity to be delivered.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element name="type" type="ElectricityProductTypeEnum">
<xsd:annotation>
<xsd:documentation xml:lang="en">The type of electricity product to be delivered.</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="EnvironmentalPhysicalLeg">
<xsd:complexContent>
<xsd:extension base="PhysicalSwapLeg">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The environmental physical leg describes the nature of the physical underlying, quantities and delivery conditions relating to environmental allowances and certificates such as EU emissions allowances, water pollution credits and the like.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element name="numberOfAllowances" type="UnitQuantity">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The number of allowances, certificates or credit to be transaction in the transaction.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="environmental" type="EnvironmentalProduct">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The specification of the type of allowance or credit.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="abandonmentOfScheme" type="EnvironmentalAbandonmentOfSchemeEnum">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Applies to U.S. Emissions Allowance Transactions. Specifies terms which apply in the event of an Abandonment of Scheme event.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="EnvironmentalProduct">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type defining the characteristics of the environmental allowance or credit being traded. Settlement of environmental transactions is classified as physical because settlement is accomplished through the exchange of one or more certificates (despite the fact that this exchange is almost always executed through electronic book entry transfer between the parties allowance accounts).
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element name="productType" type="EnvironmentalProductTypeEnum">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies the type of environmental allowance or credit. Examples include allowances or credit issued by the European Union (E.U.) or by the State of California in the Unites States.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element maxOccurs="unbounded" minOccurs="0" name="vintage" type="xsd:gYear">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Applies to U.S. Emissions Allowance Transactions. The year(s) of the applicable Emissions Product(s) as specified in an Emissions Transaction.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="applicableLaw" type="EnvironmentalProductApplicableLaw">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Applies to U.S. Emissions Allowance Transactions. Used to specify the Applicable Emissions Law when this is not defined in Emissions Product Definitions Exhibit.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="trackingSystem" type="EnvironmentalTrackingSystem">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Applies to U.S. Emissions Allowance Transactions. Used to specify the Tracking System when this is not defined in Emissions Product Definitions Exhibit.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="EnvironmentalProductApplicableLaw">
<xsd:annotation>
<xsd:documentation xml:lang="en">TBD.</xsd:documentation>
</xsd:annotation>
<xsd:simpleContent>
<xsd:extension base="Scheme">
<xsd:attribute default="http://www.fpml.org/coding-scheme/governing-law" name="environmentalProductApplicableLawScheme" type="NonEmptyURI"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<xsd:complexType name="EnvironmentalTrackingSystem">
<xsd:annotation>
<xsd:documentation xml:lang="en">
For US Emissions Allowance Transactions. A system where all electronic certificates are stored and emissions are tracked.
</xsd:documentation>
</xsd:annotation>
<xsd:simpleContent>
<xsd:extension base="Scheme">
<xsd:attribute default="http://www.fpml.org/coding-scheme/commodity-environmental-tracking-system" name="commodityEnvironmentalTrackingSystemScheme" type="NonEmptyURI"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<xsd:complexType abstract="true" name="FinancialSwapLeg">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The common components of a financially settled leg of a Commodity Swap. This is an abstract type and should be extended by commodity-specific types.
</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="CommodityLeg"/>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="CommodityFixedPrice">
<xsd:annotation>
<xsd:documentation xml:lang="en">A type defining the Commodity Fixed Price.</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element name="price" type="xsd:decimal">
<xsd:annotation>
<xsd:documentation xml:lang="en">The Fixed Price.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:group ref="CommodityPrice.model"/>
</xsd:sequence>
<xsd:attribute name="id" type="xsd:ID"/>
</xsd:complexType>
<xsd:complexType name="FixedPriceLeg">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Fixed Price Leg of a Commodity Swap. It defines schedule of fixed payments associated with a commodity swap.
</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="FinancialSwapLeg">
<xsd:sequence>
<xsd:group minOccurs="0" ref="CommodityCalculationPeriods.model"/>
<xsd:group ref="CommodityFixedPrice.model"/>
<xsd:group minOccurs="0" ref="CommodityFreightFlatRate.model"/>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="FloatingLegCalculation">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type to capture details relevant to the calculation of the floating price.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element minOccurs="0" name="pricingDates" type="CommodityPricingDates">
<xsd:annotation>
<xsd:documentation xml:lang="en">Commodity Pricing Dates.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="averagingMethod" type="AveragingMethodEnum">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The parties may specify a Method of Averaging where more than one pricing Dates is being specified as being applicable.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:choice minOccurs="0">
<xsd:element name="spread" type="CommoditySpread">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The spread over or under the Commodity Reference Price for this leg of the trade.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="spreadPercentage" type="Percentage">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The spread percentage over or under the Commodity Reference Price for this leg of the trade. A value expressed in percentage units i.e. 5 means 5%.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:choice>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="FloatingPriceLeg">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Floating Price Leg of a Commodity Swap. Each 'floatingLeg' defines a series of financial payments for a commodity the value of which is derived from a floating price such as an exchange or an index publication.
</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="FinancialSwapLeg">
<xsd:sequence>
<xsd:group minOccurs="0" ref="CommodityCalculationPeriods.model"/>
<xsd:element name="commodity" type="Commodity">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies the underlying instrument. Only underlyers of type Commodity are supported.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="calculation" type="FloatingLegCalculation">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Defines details relevant to the calculation of the floating price.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="FloatingStrikePrice">
<xsd:complexContent>
<xsd:extension base="FloatingLegCalculation">
<xsd:sequence>
<xsd:element ref="commodity"/>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="GasDelivery">
<xsd:annotation>
<xsd:documentation xml:lang="en">The specification of the gas to be delivered.</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:group ref="CommodityDeliveryPoints.model"/>
<xsd:element name="deliveryType" type="DeliveryTypeEnum">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Indicates whether the buyer and seller are contractually obliged to consume and supply the specified quantities of the commodity.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="interconnectionPoint" type="InterconnectionPoint">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Identification of the border(s) or border point(s) of a transportation contract.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:sequence minOccurs="0">
<xsd:element minOccurs="0" name="buyerHub" type="CommodityHub">
<xsd:annotation>
<xsd:documentation xml:lang="en">The hub code of the gas buyer.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="sellerHub" type="CommodityHub">
<xsd:annotation>
<xsd:documentation xml:lang="en">The hub code of the has seller.</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="GasDeliveryPoint">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A scheme identifying the types of the Delivery Point for a physically settled gas trade.
</xsd:documentation>
</xsd:annotation>
<xsd:simpleContent>
<xsd:extension base="Scheme">
<xsd:attribute name="deliveryPointScheme" type="NonEmptyURI"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<xsd:complexType name="GasPhysicalLeg">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Physically settled leg of a physically settled gas transaction.
</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="PhysicalSwapLeg">
<xsd:sequence>
<xsd:element name="gas" type="GasProduct">
<xsd:annotation>
<xsd:documentation xml:lang="en">The specification of the gas to be delivered.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="deliveryConditions" type="GasDelivery">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The physical delivery conditions for the transaction.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="deliveryQuantity" type="GasPhysicalQuantity">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The different options for specifying the quantity. For Fixed trades where the quantity is known at the time of confirmation, a single quantity or a quantity per Delivery Period may be specified. For Variable trades minimum and maximum trades may be specified.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="GasPhysicalQuantity">
<xsd:annotation>
<xsd:documentation xml:lang="en">The quantity of gas to be delivered.</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="CommodityPhysicalQuantityBase">
<xsd:group ref="CommodityFixedPhysicalQuantity.model">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A quantity that is known at the time the transaction is executed.
</xsd:documentation>
</xsd:annotation>
</xsd:group>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="GasProduct">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type defining the characteristics of the gas being traded in a physically settled gas transaction.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element name="type" type="GasProductTypeEnum">
<xsd:annotation>
<xsd:documentation xml:lang="en">The type of gas to be delivered.</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="InterconnectionPoint">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Identification of the border(s) or border point(s) of a transportation contract. Use the list of EIC codes for timelines for electricity (T Codes) or the list of EIC codes for measurement points for gas (Z Codes).
</xsd:documentation>
</xsd:annotation>
<xsd:simpleContent>
<xsd:extension base="Scheme">
<xsd:attribute default="http://www.fpml.org/coding-scheme/external/eic-codes" name="interconnectionPointScheme" type="NonEmptyURI"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<xsd:complexType name="Material">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A scheme identifying the types of metal product for a physically settled metal trade.
</xsd:documentation>
</xsd:annotation>
<xsd:simpleContent>
<xsd:extension base="Scheme">
<xsd:attribute default="http://www.fpml.org/coding-scheme/commodity-metal-product-type" name="commodityMetalProductTypeScheme" type="NonEmptyURI"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<xsd:complexType name="Metal">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type defining the characteristics of the metal product being traded in a physically settled metal transaction.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element name="material" type="Material">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The types of metal product for a physically settled metal trade.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:sequence>
<xsd:element maxOccurs="unbounded" name="grade" type="CommodityMetalGrade">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The grade(s) of material which can be delivered in seller's option.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="MetalDelivery">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The physical delivery conditions for the transaction.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element name="deliveryLocation" type="CommodityDeliveryPoint">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The Delivery Point for a physically settled non-precious metal transaction.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="risk" type="CommodityDeliveryRisk">
<xsd:annotation>
<xsd:documentation xml:lang="en">
"Risk of loss" may also be used, equivalently, on confirmation documents.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="MetalPhysicalLeg">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Physically settled leg of a physically settled Metal transaction.
</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="PhysicalForwardLeg">
<xsd:sequence>
<xsd:element name="metal" type="Metal">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The specification of the Metal Product to be delivered.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="deliveryConditions" type="MetalDelivery">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The physical delivery arrangements and requirements for a physically settled non-precious metal transaction.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="NonPeriodicFixedPriceLeg">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The details of a fixed payment. Can be used for a forward transaction or as the base for a more complex fixed leg component such as the fixed leg of a swap.
</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="CommodityLeg">
<xsd:sequence>
<xsd:element name="fixedPrice" type="CommodityFixedPrice">
<xsd:annotation>
<xsd:documentation xml:lang="en">Fixed price on which fixed payments are based.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="totalPrice" type="NonNegativeMoney">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The total amount of the fixed payment for all units of the underlying commodity.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="OilDelivery">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The physical delivery conditions for an oil product.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:choice>
<xsd:element name="pipeline" type="OilPipelineDelivery">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specified the delivery conditions where the oil product is to be delivered by pipeline.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="transfer" type="OilTransferDelivery">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specified the delivery conditions where the oil product is to be delivered by title transfer.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:choice>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="OilPhysicalLeg">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Physically settled leg of a physically settled oil product transaction.
</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="PhysicalSwapLeg">
<xsd:sequence>
<xsd:element name="oil" type="OilProduct">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The specification of the oil product to be delivered.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="deliveryConditions" type="OilDelivery">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The physical delivery conditions for the transaction.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="deliveryQuantity" type="CommodityPhysicalQuantity">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The different options for specifying the quantity.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="OilPipelineDelivery">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The physical delivery conditions specific to an oil product delivered by pipeline.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element name="pipelineName" type="CommodityPipeline">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The name of pipeline by which the oil product will be delivered.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="withdrawalPoint" type="CommodityDeliveryPoint">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The location at which the transfer of the title to the commodity takes place.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="entryPoint" type="CommodityDeliveryPoint">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The point at which the oil product will enter the pipeline.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="deliverableByBarge" type="xsd:boolean">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Whether or not the delivery can go to barge. For trades documented under the ISDA Master Agreement and Oil Annex, this should always be set to 'false'.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="risk" type="CommodityDeliveryRisk">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies how the risk associated with the delivery is assigned. For trades documented under the ISDA Master Agreement and Oil Annex, this presence of this element indicates that the provisions of clause (b)(i) of the ISDA Oil Annex are being varied.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="OilProduct">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The specification of the oil product to be delivered.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element name="type" type="OilProductType">
<xsd:annotation>
<xsd:documentation xml:lang="en">The type of oil product to be delivered.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="grade" type="CommodityProductGrade">
<xsd:annotation>
<xsd:documentation xml:lang="en">The grade of oil product to be delivered.</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="OilProductType">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The type of physical commodity product to be delivered.
</xsd:documentation>
</xsd:annotation>
<xsd:simpleContent>
<xsd:extension base="Scheme">
<xsd:attribute default="http://www.fpml.org/coding-scheme/commodity-oil-product-type" name="commodityOilProductTypeScheme" type="NonEmptyURI"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<xsd:complexType name="OilTransferDelivery">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The physical delivery conditions specific to an oil product delivered by title transfer.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element name="deliveryLocation" type="CommodityDeliveryPoint">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The location at which the transfer of the title to the commodity takes place.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType abstract="true" name="PhysicalForwardLeg">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The common components of a physically settled leg of a Commodity Forward. This is an abstract type and should be extended by commodity-specific types.
</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="PhysicalLegBase"/>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType abstract="true" name="PhysicalLegBase">
<xsd:complexContent>
<xsd:extension base="CommodityLeg">
<xsd:sequence>
<xsd:element maxOccurs="unbounded" minOccurs="0" name="commodityClassification" type="CommodityClassification"/>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType abstract="true" name="PhysicalSwapLeg">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The common components of a physically settled leg of a Commodity Swap. This is an abstract type and should be extended by commodity-specific types.
</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="PhysicalLegBase"/>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="ReferenceLevel">
<xsd:sequence>
<xsd:element name="amount" type="xsd:decimal"/>
<xsd:element name="referenceLevelUnit" type="ReferenceLevelUnit"/>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="ReferenceLevelUnit">
<xsd:annotation>
<xsd:documentation xml:lang="en">
CPD Reference Level: millimeters or inches of daily precipitation HDD Reference Level: degree-days CDD Reference Level: degree-days.
</xsd:documentation>
</xsd:annotation>
<xsd:simpleContent>
<xsd:extension base="Scheme">
<xsd:attribute default="http://www.fpml.org/coding-scheme/weather-index-reference-level" name="weatherIndexReferenceLevelScheme" type="NonEmptyURI"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<xsd:complexType name="SettlementPeriodsFixedPrice">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type defining the Fixed Price applicable to a range or ranges of Settlement Periods.
</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="CommodityFixedPrice"/>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="UnitQuantity">
<xsd:annotation>
<xsd:documentation xml:lang="en">A quantity and associated unit.</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element name="quantityUnit" type="QuantityUnit">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Quantity Unit is the unit of measure applicable for the quantity on the Transaction.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="quantity" type="NonNegativeDecimal">
<xsd:annotation>
<xsd:documentation xml:lang="en">Amount of commodity per quantity frequency.</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
<xsd:attribute name="id" type="xsd:ID"/>
</xsd:complexType>
<xsd:complexType name="WeatherCalculationPeriod">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The schedule of Calculation Period First Days and Lasts Days. If there is only one First Day - Last Day pair then the First is equal to the Effective Date and the Last Day is equal to the Termination Date.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element name="calculationPeriodFirstDay" type="IdentifiedDate"/>
<xsd:element name="calculationPeriodEndDay" type="IdentifiedDate"/>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="WeatherCalculationPeriods">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The schedule of Calculation Period First Days and Lasts Days. If there is only one First Day - Last Day pair then the First is equal to the Effective Date and the Last Day is equal to the Termination Date.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element maxOccurs="unbounded" name="calculationPeriod" type="WeatherCalculationPeriod"/>
</xsd:sequence>
<xsd:attribute name="id" type="xsd:ID"/>
</xsd:complexType>
<xsd:complexType name="WeatherIndex">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type defining the Weather Index Level or Weather Index Strike Level.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element name="quantity" type="xsd:decimal">
<xsd:annotation>
<xsd:documentation xml:lang="en">
This is the Reference Level. The CDD, HDD or HDD Reference Level is specified as the number of (amount of) Weather Index Units specified by the parties in the related Confirmation.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="unit" type="QuantityUnit">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Weather Index Unit derived from one of the following variable methods of determination: Cooling Degree Day (CDD), Heating Degree Day (HDD), Critical Precipitation Day (CPD) as defined in Section 11.15 of the 2005 ISDA Commodity Definitions and User Guide.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
<xsd:attribute name="id" type="xsd:ID"/>
</xsd:complexType>
<xsd:complexType name="WeatherIndexData">
<xsd:sequence>
<xsd:element name="referenceLevel" type="ReferenceLevel">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Reference level is the number of degree-days (in the case of HDD and CDD) or inches/millimeters (in the case of CPD) on which the differential is calculated. In the case of HDD it is the number of degree-days below this reference level. In the case of CDD it is the number of degree days above this reference level. In the case of CPD it is number of inches/millimeters above this reference level.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="WeatherLeg">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A weather leg of a Commodity Swap defines Weather Index Swap transactions. Weather Index Swap transactions are OTC derivative transactions which settle financially based on an index calculated from observations of temperature, precipitation and other weather-related measurements at weather stations throughout the world. Sub-Annex C of the 2005 ISDA Commodity Definitions provides definitions and terms for a number of types of weather indices. These indices include: HDD (heating degree days), CDD (cooling degree days), CPD (critical precipitation days). Weather Index Swap transactions result in a cash flow to one of the two counterparties each Calculation Period depending on the relationship between the Settlement Level and the Weather Index Level. A Weather Index swap transaction always consists of a commodity swap element as a parent to two weatherLeg elements.
</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="FinancialSwapLeg">
<xsd:sequence>
<xsd:element name="weatherIndexLevel" type="WeatherIndex">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Defining the Weather Index Level or Weather Index Strike Level.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:group minOccurs="0" ref="WeatherCalculationPeriod.model"/>
<xsd:element name="weatherNotionalAmount" type="NonNegativeMoney">
<xsd:annotation>
<xsd:documentation xml:lang="en">Defines the price per weather index unit.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="calculation" type="WeatherLegCalculation">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Defines details relevant to the calculation of the aggregate weather index amount.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="weatherIndexData" type="WeatherIndexData">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies where the data (e.g. CPD) have been collected, an actual physical reference point (weather station) and various fall back arrangements.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="WeatherLegCalculation">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type to capture details of the calculation of the Payment Amount on a Weather Index Transaction.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element name="settlementLevel" type="WeatherSettlementLevelEnum">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The Settlement Level means either the cumulative number of Weather Index Units for each day in the Calculation Period (Cumulative) or the cumulative number of Weather Index Units for each day in the Calculation Period divided by the number of days in the Calculation Period (Average) or the maximum number of Weather Index Units for any day in the Calculation Period (Maximum) or the minimum number of Weather Index Units for any day in the Calculation Period.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="referenceLevelEqualsZero" type="xsd:boolean">
<xsd:annotation>
<xsd:documentation xml:lang="en">
If Reference Level Equals Zero is specified to be applicable then CPD means, for any day during the Calculation Period, (A) 1 if the Daily Precipitation for that day is greater than or equal to the CPD Reference Level or (B) zero if the the Daily Precipitation for that day is less than the CPD Reference Level. If Reference Level Equals Zero is specified not to be applicable then CPD means, for any day during the Calculation Period, (A) 1 if the Daily Precipitation for that day is greater than the CPD Reference Level or 0 if the Daily Precipitation for that day is less than or equal to the CPD Reference Level.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="calculationDate" type="Period">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The number of days following the final day of the Calculation Period specified in the Confirmation on which is is practicable to provide the notice that the Calculation Agent is required to give for that Settlement Date or Payment Date.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="maximumPaymentAmount" type="NonNegativeMoney">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The maximum total payment amount that will be paid in any particular transaction.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="maximumTransactionPaymentAmount" type="NonNegativeMoney">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The maximum payment amount that will be paid in any particular Calculation Period.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:complexType>
<xsd:element name="bullionPhysicalLeg" substitutionGroup="physicalCommodityForwardLeg" type="BullionPhysicalLeg">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The physical leg of a Commodity Forward Transaction for which the underlyer is Bullion.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="coalPhysicalLeg" substitutionGroup="physicalLeg" type="CoalPhysicalLeg">
<xsd:annotation>
<xsd:documentation xml:lang="en">Physically settled coal leg.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="commodityBasketOption" substitutionGroup="product" type="CommodityBasketOption">
<xsd:annotation>
<xsd:documentation xml:lang="en">Defines a commodity basket option product.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="commodityDigitalOption" substitutionGroup="product" type="CommodityDigitalOption">
<xsd:annotation>
<xsd:documentation xml:lang="en">Defines a commodity digital option product.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="commodityForward" substitutionGroup="product" type="CommodityForward">
<xsd:annotation>
<xsd:documentation xml:lang="en">Defines a commodity forward product.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element abstract="true" name="physicalCommodityForwardLeg" type="PhysicalLegBase">
<xsd:annotation>
<xsd:documentation xml:lang="en">Defines the substitutable commodity forward leg.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="commodityInterestLeg" substitutionGroup="commodityPerformanceSwapLeg" type="CommodityInterestLeg">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies the fixed payments of a commodity performance swap. Sometimes also referred to as the fee.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="commodityOption" substitutionGroup="product" type="CommodityOption">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Defines a commodity option product. The product support for financially-settled exercises or exercise into physical forward contracts written on precious and non-precious metals. options in FpML is based on the creation of a 'commodityOption' product. The product references the 'commodity' underlyer in order to support the underlying asset of the option.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="commodityPerformanceSwap" substitutionGroup="product" type="CommodityPerformanceSwap">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A swap the payoff of which is linked to the performance of the underlying asset. Examples of potential performance features are return, correlation, covariance, variance and volatility.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element abstract="true" name="commodityPerformanceSwapLeg" type="CommodityPerformanceSwapLeg">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A placeholder within 'commodityPerformanceSwap' structure for the actual commodity swap legs (e.g. 'commodityReturnLeg' and 'commodityInterestLeg').
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="commodityReturnLeg" substitutionGroup="commodityPerformanceSwapLeg" type="CommodityReturnLeg">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies the return payments of a commodity return swap. There can be one or two return legs. In simple return swaps there is a return leg and an interest (a.k.a. 'fee') leg. In the case of a outperformance swap there are two return legs: the return performance of two commodity underlyers are swapped. In the case of a fully-funded return swap there is no financing component and, therefore, only a single return leg is specified.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element abstract="true" name="commodityPhysicalLeg" type="PhysicalLegBase">
<xsd:annotation>
<xsd:documentation xml:lang="en">Defines the substitutable physical leg</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element abstract="true" name="physicalLeg" substitutionGroup="commoditySwapLeg" type="PhysicalLegBase">
<xsd:annotation>
<xsd:documentation xml:lang="en">Physical Commodity Leg.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="commoditySwap" substitutionGroup="product" type="CommoditySwap">
<xsd:annotation>
<xsd:documentation xml:lang="en">Defines a commodity swap product.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element abstract="true" name="commoditySwapLeg" type="CommodityLeg">
<xsd:annotation>
<xsd:documentation xml:lang="en">Defines the substitutable commodity swap leg</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="commoditySwaption" substitutionGroup="product" type="CommoditySwaption">
<xsd:annotation>
<xsd:documentation xml:lang="en">Defines a commodity swaption product</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="commodityVarianceLeg" substitutionGroup="commodityPerformanceSwapLeg" type="CommodityVarianceLeg">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies the variance payments of a commodity variance swap.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="electricityPhysicalLeg" substitutionGroup="physicalLeg" type="ElectricityPhysicalLeg">
<xsd:annotation>
<xsd:documentation xml:lang="en">Physically settled electricity leg.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="environmentalPhysicalLeg" substitutionGroup="physicalLeg" type="EnvironmentalPhysicalLeg">
<xsd:annotation>
<xsd:documentation xml:lang="en">Physically settled environmental leg.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="fixedLeg" substitutionGroup="commoditySwapLeg" type="FixedPriceLeg">
<xsd:annotation>
<xsd:documentation xml:lang="en">Fixed Price Leg.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="floatingLeg" substitutionGroup="commoditySwapLeg" type="FloatingPriceLeg">
<xsd:annotation>
<xsd:documentation xml:lang="en">Floating Price leg.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="gasPhysicalLeg" substitutionGroup="physicalLeg" type="GasPhysicalLeg">
<xsd:annotation>
<xsd:documentation xml:lang="en">Physically settled natural gas leg.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="metalPhysicalLeg" substitutionGroup="physicalCommodityForwardLeg" type="MetalPhysicalLeg">
<xsd:annotation>
<xsd:documentation xml:lang="en">Physically settled metal products leg.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="oilPhysicalLeg" substitutionGroup="physicalLeg" type="OilPhysicalLeg">
<xsd:annotation>
<xsd:documentation xml:lang="en">Physically settled oil or refined products leg.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:group name="CommodityAsian.model">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Model group containing features specific to Asian/averaging commodity options.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element minOccurs="0" name="calculationPeriodsSchedule" type="CommodityCalculationPeriodsSchedule">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A parametric representation of the Calculation Periods of the Commodity Option Transaction.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="pricingDates" type="CommodityPricingDates">
<xsd:annotation>
<xsd:documentation xml:lang="en">The dates on which the option will price.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="averagingMethod" type="AveragingMethodEnum">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The Method of Averaging if there is more than one Pricing Date.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:group>
<xsd:group name="CommodityBasket.model">
<xsd:choice>
<xsd:element name="notionalQuantityBasket" type="CommodityBasketByNotional"/>
</xsd:choice>
</xsd:group>
<xsd:annotation>
<xsd:documentation xml:lang="en">Describes the features a commodity basket option.</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element minOccurs="0" name="effectiveDate" type="AdjustableOrRelativeDate">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The effective date of the Commodity Option Transaction. Note that the Termination/Expiration Date should be specified in expirationDate within the CommodityAmericanExercise type or the CommodityEuropeanExercise type, as applicable.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="terminationDate" type="AdjustableOrRelativeDate">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies the termination date of the Commodity Option Transaction. In some confirmations this will be indicated as the second date in "Option Term" or "Term". Note: If provided, terminationDate should not be before specified expirationDate within the CommodityAmericanExercise type or the CommodityEuropeanExercise type.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:choice minOccurs="0">
<xsd:element name="calculationPeriodsSchedule" type="CommodityCalculationPeriodsSchedule">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A parametric representation of the Calculation Periods of the Commodity Option Transaction.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="calculationPeriods" type="AdjustableDates">
<xsd:annotation>
<xsd:documentation xml:lang="en">
An absolute representation of the Calculation Period start dates of the Commodity Option Transaction.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:choice>
</xsd:sequence>
</xsd:group>
<xsd:annotation>
<xsd:documentation xml:lang="en">
The different options for specifying the Calculation Periods.
</xsd:documentation>
</xsd:annotation>
<xsd:choice>
<xsd:element minOccurs="0" name="calculationPeriodsSchedule" type="CommodityCalculationPeriodsSchedule">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The Calculation Periods for this leg of the swap. This type is only intended to be used if the Calculation Periods differ on each leg. If Calculation Periods mirror another leg, then the calculationPeriodsReference element should be used to point to the Calculation Periods on the other leg - or the calculationPeriodsScheduleReference can be used to point to the Calculation Periods Schedule for that leg.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:choice>
</xsd:group>
<xsd:annotation>
<xsd:documentation xml:lang="en">
A Delivery Point, applicable to physically settled commodity transactions.
</xsd:documentation>
</xsd:annotation>
<xsd:choice>
<xsd:element name="deliveryPoint" type="GasDeliveryPoint">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The physical or virtual point at which the commodity will be delivered.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:choice>
</xsd:group>
<xsd:annotation>
<xsd:documentation xml:lang="en">Describes features of the digital option.</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element minOccurs="0" name="effectiveDate" type="AdjustableOrRelativeDate">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The effective date of the Commodity Option Transaction. Note that the Termination/Expiration Date should be specified in expirationDate within the CommodityAmericanExercise type or the CommodityEuropeanExercise type, as applicable.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="terminationDate" type="AdjustableOrRelativeDate">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies the termination date of the Commodity Option Transaction. In some confirmations this will be indicated as the second date in "Option Term" or "Term". Note: If provided, terminationDate should not be before specified expirationDate within the CommodityAmericanExercise type or the CommodityEuropeanExercise type.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:sequence>
<xsd:group minOccurs="0" ref="CommodityAsian.model"/>
<xsd:element name="digital" type="CommodityDigital">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The barrier and cash payout features of the digital option.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:sequence>
</xsd:group>
<xsd:annotation>
<xsd:documentation xml:lang="en">
Items specific to financially-settled commodity options.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element name="commodity" type="Commodity">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies the underlying instrument. Usual content is an ISDA Commodity Reference Price Name. The 'commodity' underlyer component is specified using a reference to the 'commodity' asset (see description above at the Commodity Underlyer section).
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:group minOccurs="0" ref="CommodityOptionFeatures.model">
<xsd:annotation>
<xsd:documentation xml:lang="en">Describes additional features within the option.</xsd:documentation>
</xsd:annotation>
</xsd:group>
<xsd:element name="exercise" type="CommodityExercise">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The parameters for defining how the commodity option can be exercised and how it is settled.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:choice>
<xsd:group ref="CommodityStrikePrice.model">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The different options for specifying the Strike price per unit. This will consists of a single strike price of a strike price schedule.
</xsd:documentation>
</xsd:annotation>
</xsd:group>
</xsd:choice>
</xsd:sequence>
</xsd:group>
<xsd:annotation>
<xsd:documentation xml:lang="en">
The different options for specifying a fixed physical quantity of commodity to be delivered.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element name="totalPhysicalQuantity" type="UnitQuantity">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The Total Quantity of the commodity to be delivered.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:group>
<xsd:group name="CommodityFixedPrice.model">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The different options for specifying the Fixed Price.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:choice>
<xsd:element name="fixedPrice" type="CommodityFixedPrice">
<xsd:annotation>
<xsd:documentation xml:lang="en">Fixed price on which fixed payments are based.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="worldscaleRate" type="xsd:decimal">
<xsd:annotation>
<xsd:documentation xml:lang="en">
For a WET Voyager Charter Commodity Swap, the number of Worldscale Points for purposes of the calculation of a Fixed Amount.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="contractRate" type="NonNegativeMoney">
<xsd:annotation>
<xsd:documentation xml:lang="en">
For a DRY Voyage Charter or Time Charter Commodity Swap, the price per relevant unit for pruposes of the calculation of a Fixed Amount.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element maxOccurs="unbounded" name="settlementPeriodsPrice" type="SettlementPeriodsFixedPrice">
<xsd:annotation>
<xsd:documentation xml:lang="en">
For an electricity transaction, the fixed price for one or more groups of Settlement Periods on which fixed payments are based. If the fixed price differs for different groups of Settlement Periods, this element should be repeated.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:choice>
<xsd:element minOccurs="0" name="totalPrice" type="NonNegativeMoney">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The total amount of all fixed payments due during the term of the trade.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:group>
<xsd:annotation>
<xsd:documentation xml:lang="en">
The different options for specifying the average strike price per unit. These options are to specify a single average strike price per unit or to specify a schedule of average strike prices.
</xsd:documentation>
</xsd:annotation>
<xsd:choice>
<xsd:element name="floatingStrikePricePerUnit" type="FloatingStrikePrice">
<xsd:annotation>
<xsd:documentation xml:lang="en">The currency amount of the strike price per unit.</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:choice>
</xsd:group>
<xsd:annotation>
<xsd:documentation xml:lang="en">
The Flat Rate, applicable to Wet Voyager Charter Freight Swaps.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element name="flatRate" type="FlatRateEnum">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Whether the Flat Rate is the New Worldwide Tanker Nominal Freight Scale for the Freight Index Route taken at the Trade Date of the transaction or taken on each Pricing Date.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="flatRateAmount" type="NonNegativeMoney">
<xsd:annotation>
<xsd:documentation xml:lang="en">
If flatRate is set to "Fixed", the actual value of the Flat Rate.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:group>
<xsd:annotation>
<xsd:documentation xml:lang="en">
The different options for specifying the Notional Quantity. A flat notional for the term of the contract may be specified, or else the Notional Quantity per Calculation Period. In the latter case, there must be a notional quantity step specified for each Calculation Period, regardless of whether the Notional Quantity changes or remains the same between periods.
</xsd:documentation>
</xsd:annotation>
<xsd:choice>
<xsd:sequence>
<xsd:element name="notionalQuantity" type="CommodityNotionalQuantity">
<xsd:annotation>
<xsd:documentation xml:lang="en">The Notional Quantity.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="totalNotionalQuantity" type="xsd:decimal">
<xsd:annotation>
<xsd:documentation xml:lang="en">The Total Notional Quantity.</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:choice>
</xsd:group>
<xsd:annotation>
<xsd:documentation xml:lang="en">Describes additional features within the option.</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element name="effectiveDate" type="AdjustableOrRelativeDate">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The effective date of the Commodity Option Transaction. Note that the Termination/Expiration Date should be specified in expirationDate within the CommodityAmericanExercise type or the CommodityEuropeanExercise type, as applicable.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="terminationDate" type="AdjustableOrRelativeDate">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies the termination date of the Commodity Option Transaction. In some confirmations this will be indicated as the second date in "Option Term" or "Term". Note: If provided, terminationDate should not be before specified expirationDate within the CommodityAmericanExercise type or the CommodityEuropeanExercise type.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:sequence>
<xsd:group minOccurs="0" ref="CommodityAsian.model"/>
<xsd:element minOccurs="0" name="barrier" type="CommodityBarrier">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Defines a commodity option barrier product feature.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:sequence>
</xsd:group>
<xsd:annotation>
<xsd:documentation xml:lang="en">
Items specific to financially-settled commodity options.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element ref="commodityForward"/>
<xsd:element name="physicalExercise" type="CommodityPhysicalExercise">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The parameters for defining how the commodity option can be exercised into a physical transaction.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:group>
<xsd:group name="CommodityStrikePrice.model">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The different options for specifying the Strike price per unit.
</xsd:documentation>
</xsd:annotation>
<xsd:choice>
<xsd:element name="strikePricePerUnit" type="NonNegativeMoney">
<xsd:annotation>
<xsd:documentation xml:lang="en">The currency amount of the strike price per unit.</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:choice>
</xsd:group>
<xsd:group name="CommoditySwapDetails.model">
<xsd:sequence>
<xsd:element name="effectiveDate" type="AdjustableOrRelativeDate">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies the effective date of this leg of the swap. When defined in relation to a date specified somewhere else in the document (through the relativeDate component), this element will typically point to the effective date of the other leg of the swap.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="terminationDate" type="AdjustableOrRelativeDate">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies the termination date of this leg of the swap. When defined in relation to a date specified somewhere else in the document (through the relativeDate component), this element will typically point to the termination date of the other leg of the swap.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="settlementCurrency" type="IdentifiedCurrency">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The currency into which the Commodity Swap Transaction will settle. If this is not the same as the currency in which the Commodity Reference Price is quoted on a given floating leg of the Commodity Swap Transaction, then an FX rate should also be specified for that leg.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:choice>
<xsd:element maxOccurs="2" minOccurs="2" ref="commoditySwapLeg"/>
<xsd:element maxOccurs="2" minOccurs="2" name="weatherLeg" type="WeatherLeg">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A weather leg element of a Commodity Swap defines Weather Index Swap transactions. Weather Index Swap transactions are OTC derivative transactions which settle financially based on an index calculated from observations of temperature, precipitation and other weather-related measurements at weather stations throughout the world. Sub-Annex C of the 2005 ISDA Commodity Definitions provides definitions and terms for a number of types of weather indices. These indices include: HDD (heating degree days), CDD (cooling degree days), CPD (critical precipitation days). Weather Index Swap transactions result in a cash flow to one of the two counterparties each Calculation Period depending on the relationship between the Settlement Level and the Weather Index Level. A Weather Index swap transaction always consists of a commodity swap element as a parent to two weatherLeg elements.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:choice>
</xsd:sequence>
</xsd:group>
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type describing the type of underlyer: a single commodity or a basket of commodities.
</xsd:documentation>
</xsd:annotation>
<xsd:choice>
<xsd:element name="commodity" type="Commodity">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Describes the swap's underlyer when it has only one asset component.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="commodityBasket" type="CommodityBasket">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Describes the swap's underlyer when it has multiple asset components.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:choice>
</xsd:group>
<xsd:annotation>
<xsd:documentation xml:lang="en">
Items specific to the definition of the delivery of a US Coal Product.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element minOccurs="0" name="risk" type="CommodityDeliveryRisk">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies how the risk associated with the delivery is assigned.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:group>
<xsd:group name="CommodityWeatherOption.model">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Described Weather Index Option component. Weather Index Option transactions are OTC derivative transactions which settle financially based on an index calculated from observations of temperature and precipitation at weather stations throughout the world. Sub-Annex C of the 2005 ISDA Commodity Definitions provides definitions and terms for a number of types of weather indices. These indices include: HDD (heating degree days), CDD (cooling degree days), CPD (critical precipitation days). Weather Index Option Transactions results in a cash flow to the buyer depending on the relationship between the Settlement Level to the Weather Index Strike Level.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element name="effectiveDate" type="AdjustableOrRelativeDate">
<xsd:annotation>
<xsd:documentation xml:lang="en">Effective date of an option.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="weatherNotionalAmount" type="NonNegativeMoney"/>
<xsd:element name="exercise" type="CommodityExercise"/>
<xsd:element name="weatherIndexStrikeLevel" type="WeatherIndex">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Weather Index strike price level is specified in terms of weather index units (e.g. 1 Days, 3 Inches, etc.)
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="calculation" type="WeatherLegCalculation">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Contains parameters which figure in the calculation of payments on a Weather Index Option.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="weatherIndexData" type="WeatherIndexData">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies where the data (e.g. CPD) have been collected, an actual physical reference point (weather station) and various fall back arrangements.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:group>
<xsd:group name="Days.model">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The different options for specifying which days are pricing days within a pricing period. Unless a lag element is present, the pricing period will be contained within the calculation period.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element minOccurs="0" name="dayType" type="CommodityDayTypeEnum">
<xsd:annotation>
<xsd:documentation xml:lang="en">The type of day on which pricing occurs.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:sequence>
<xsd:element name="dayDistribution" type="CommodityFrequencyType">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The method by which the pricing days are distributed across the pricing period.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="dayCount" type="xsd:positiveInteger">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The number of days over which pricing should take place.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
<xsd:element minOccurs="0" name="businessDayConvention" type="BusinessDayConventionEnum">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The convention for adjusting a date if it would otherwise fall on a day that is not a business day.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:group>
<xsd:group name="CommodityPrice.model">
<xsd:annotation>
<xsd:documentation xml:lang="en">Commodity price model group.</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element name="priceCurrency" type="Currency">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The currency used to specify the fixed price or level in terms of a price per unit of commodity.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="priceUnit" type="QuantityUnit">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The unit of measure used to specify the fixed price or level in terms of a price per unit of commodity.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:group>
<xsd:annotation>
<xsd:documentation xml:lang="en">Descriptions of a calculation period.</xsd:documentation>
</xsd:annotation>
<xsd:choice>
<xsd:element name="weatherCalculationPeriods" type="WeatherCalculationPeriods"/>
</xsd:choice>
</xsd:group>
</xsd:schema>
XML schema documentation generated with FlexDoc/XML 1.12.2 using FlexDoc/XML XSDDoc 2.9.1 template set. All XSD diagrams generated by FlexDoc/XML DiagramKit.