simpleType "CommodityReturnCalculationFormulaEnum"
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Defined: |
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Used: |
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Simple Content Model |
enumeration of xsd:token |
Simple Content Restrictions:
Enumeration: |
"SimpleFormula" |
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The value is when the cash settlement amount is the simple formula: Notional Amount * ((Index Level sub d / Index Level sub d-1) - 1). That is, when the cash settlement amount is the Notional Amount for the calculation period multiplied by the ratio of the index level on the reset date/valuation date divided by the index level on the immediately preceding reset date/valuation date minus one.
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"CompoundFormula" |
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The value is when the cash settlement amount is the compound formula:
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All Direct / Indirect Based Elements (1):
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Annotation
Defines the value of the commodity return calculation formula as simple or compound. The simple return formula is: [ [P sub t - P sub (t-1)] / [P sub (t-1)] ] - 1 where: P sub t is the price or index level at time period t and P sub t-1 is the price or index level in time period t-1. The compound return formula is the geometric average return for the period: PI from d=1 to d=n [ [ [ [P sub t - P sub (t-1)] / [P sub (t-1)] ] + 1] sup (1 / n) ] - 1 where: PI is the product operator, p sub t is the price or index level at time period t, p sub t -1 is the price or index level at time period t-1
Type Derivation Tree
xsd:token (restriction)
CommodityReturnCalculationFormulaEnum
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Derivation: |
restriction of xsd:token
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Facets: |
enumeration: |
"SimpleFormula" |
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The value is when the cash settlement amount is the simple formula: Notional Amount * ((Index Level sub d / Index Level sub d-1) - 1). That is, when the cash settlement amount is the Notional Amount for the calculation period multiplied by the ratio of the index level on the reset date/valuation date divided by the index level on the immediately preceding reset date/valuation date minus one.
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"CompoundFormula" |
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The value is when the cash settlement amount is the compound formula:
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XML Source (w/o annotations (3); see within schema source)
<xsd:restriction base="xsd:token">
<xsd:enumeration value="SimpleFormula"/>
<xsd:enumeration value="CompoundFormula"/>
</xsd:restriction>
</xsd:simpleType>
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