complexType "FloatingLegCalculation"
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Content: |
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Defined: |
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Includes: |
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Used: |
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XML Representation Summary |
<...> |
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</...> |
Content Model Elements (8):
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Known Direct Subtypes (1):
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All Direct / Indirect Based Elements (3):
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Annotation
A type to capture details relevant to the calculation of the floating price.
XML Source (w/o annotations (9); see within schema source)
<xsd:sequence>
</xsd:sequence>
</xsd:complexType>
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Content Element Detail (all declarations; defined within this component only; 8/8)
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The parties may specify a Method of Averaging where more than one pricing Dates is being specified as being applicable.
Simple Content
Enumeration: |
"Unweighted" |
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The arithmetic mean of the relevant rates for each reset date.
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"Weighted" |
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The arithmetic mean of the relevant rates in effect for each day in a calculation period calculated by multiplying each relevant rate by the number of days such relevant rate is in effect, determining the sum of such products and dividing such sum by the number of days in the calculation period.
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XML Source (w/o annotations (1); see within schema source)
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Type: |
xsd:decimal, predefined, simple content |
If the Notional Quantity is specified in units that do not match the units in which the Commodity Reference Price is quoted, the scaling or conversion factor used to convert the Commodity Reference Price units into the Notional Quantity units should be stated here. If there is no conversion, this element is not intended to be used.
XML Source (w/o annotations (1); see within schema source)
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Defines how observations of FX prices are to be used to calculate a factor with which to convert the observed Commodity Reference Price to the Settlement Currency.
XML Source (w/o annotations (1); see within schema source)
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Commodity Pricing Dates.
XML Source (w/o annotations (1); see within schema source)
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Rounding direction and precision for price values.
XML Source (w/o annotations (1); see within schema source)
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The spread over or under the Commodity Reference Price for this leg of the trade.
XML Source (w/o annotations (1); see within schema source)
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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%.
Simple Content
XML Source (w/o annotations (1); see within schema source)
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The spread over or under the Commodity Reference Price for this leg of the trade for each Calculation Period.
XML Source (w/o annotations (1); see within schema source)