XML Schema Documentation

Name	CommodityFinancialOption.model
Used by (from the same schema document)	Complex Type CommodityOption
Documentation	Items specific to financially-settled commodity options.

XML Instance Representation

<commodity> Commodity </commodity> [1]

'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.'

Start Group: CommodityAsian.model [0..1]

'A group containing properties specific to Asian options.'

<effectiveDate> AdjustableOrRelativeDate </effectiveDate> [1]

'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.'

Start Choice [1]

<calculationPeriodsSchedule> CommodityCalculationPeriodsSchedule </calculationPeriodsSchedule> [1]

'A parametric representation of the Calculation Periods of the Commodity Option Transaction.'

<calculationPeriods> AdjustableDates </calculationPeriods> [1]

'An absolute representation of the Calculation Period start dates of the Commodity Option Transaction.'

End Choice

<pricingDates> CommodityPricingDates </pricingDates> [1]

'The dates on which the option will price.'

<averagingMethod> AveragingMethodEnum </averagingMethod> [0..1]

'The Method of Averaging if there is more than one Pricing Date.'

End Group: CommodityAsian.model
Start Choice [1]
Start Choice [1]

<notionalQuantitySchedule> CommodityNotionalQuantitySchedule </notionalQuantitySchedule> [1]

'Allows the documentation of a shaped notional trade where the notional changes over the life of the transaction.'

<notionalQuantity> CommodityNotionalQuantity </notionalQuantity> [1]

'The Notional Quantity.'

<settlementPeriodsNotionalQuantity> CommoditySettlementPeriodsNotionalQuantity </settlementPeriodsNotionalQuantity> [1..*]

'For an electricity transaction, the Notional Quantity for a one or more groups of Settlement Periods to which the Notional Quantity is based. If the schedule differs for different groups of Settlement Periods, this element should be repeated.'

End Choice

<totalNotionalQuantity> xsd:decimal </totalNotionalQuantity> [0..1]

'The Total Notional Quantity.'

<quantityReference> QuantityReference </quantityReference> [1]

'A pointer style reference to a quantity defined on another leg.'

End Choice

<exercise> CommodityExercise </exercise> [1]

'The parameters for defining how the commodity option can be exercised and how it is settled.'

Start Choice [1]

<strikePricePerUnit> NonNegativeMoney </strikePricePerUnit> [1]

'The currency amount of the strike price per unit.'

<strikePricePerUnitSchedule> CommodityStrikeSchedule </strikePricePerUnitSchedule> [1]

End Choice

Generated by <oXygen/> XML Editor using a modified version of xs3p that adds schema diagrams and chunking support.

Model Group: CommodityFinancialOption.model

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