All Element Summary | ||||||||||||||
additionalMarketDisruptionEvent | To be used when marketDisruptionEvents is set to "Applicable" and additional market disruption events(s) apply to the default market disruption events of Section 7.4(d)(i) of the ISDA Commodity Definitions.
|
|||||||||||||
americanExercise (defined in CommodityPhysicalExercise complexType) | The parameters for defining the expiration date(s) and time(s) for an American style option.
|
|||||||||||||
americanExercise (in exercise in commodityOption) | 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.
|
|||||||||||||
applicable (in systemFirm) | Indicates that the trade is for a System Firm product.
|
|||||||||||||
applicable (in unitFirm) | Indicates that the trade is for a Unit Firm product.
|
|||||||||||||
applicableDay | Specifies the Applicable Day with respect to a range of Settlement Periods.
|
|||||||||||||
averagingMethod (in calculation in floatingLeg) | The parties may specify a Method of Averaging where more than one pricing Dates is being specified as being applicable.
|
|||||||||||||
averagingMethod (in commodityOption) | The Method of Averaging if there is more than one Pricing Date.
|
|||||||||||||
bullionPhysicalLeg | The physical leg of a Commodity Forward Transaction for which the underlyer is Bullion.
|
|||||||||||||
bullionType | The type of Bullion underlying a Bullion Transaction.
|
|||||||||||||
buyerHub | The hub code of the gas buyer.
|
|||||||||||||
calculation (in floatingLeg) | Defines details relevant to the calculation of the floating price.
|
|||||||||||||
coal | The specification of the Coal Product to be delivered.
|
|||||||||||||
coalPhysicalLeg | Physically settled coal leg.
|
|||||||||||||
commencementDate (in exercisePeriod) | The first day of the exercise period for an American style option.
|
|||||||||||||
commencementDates | The first day(s) of the exercise period(s) for an American-style option.
|
|||||||||||||
commodity (in commodityOption) | Specifies the underlying component.
|
|||||||||||||
commodity (in floatingLeg) | Specifies the underlying instrument.
|
|||||||||||||
commodityForward | Defines a commodity forward product.
|
|||||||||||||
commodityForwardLeg | Defines the substitutable commodity forward leg
|
|||||||||||||
commodityOption | Defines a commodity option product.
|
|||||||||||||
commoditySwap | Defines a commodity swap product.
|
|||||||||||||
commoditySwap (in commoditySwaption) | The underlying commodity swap definiton.
|
|||||||||||||
commoditySwapLeg | Defines the substitutable commodity swap leg
|
|||||||||||||
commoditySwaption | Defines a commodity swaption product
|
|||||||||||||
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.
|
|||||||||||||
dayCount | The number of days over which pricing should take place.
|
|||||||||||||
dayDistribution | The method by which the pricing days are distributed across the pricing period.
|
|||||||||||||
dayType | The type of day on which pricing occurs.
|
|||||||||||||
deliverableByBarge | Whether or not the delivery can go to barge.
|
|||||||||||||
deliveryAtSource | The point at which the Coal Product as a reference to the Source of the Coal Product.
|
|||||||||||||
deliveryConditions (in coalPhysicalLeg) | The physical delivery conditions for the transaction.
|
|||||||||||||
deliveryConditions (in electricityPhysicalLeg) | The physical delivery conditions for the transaction.
|
|||||||||||||
deliveryConditions (in gasPhysicalLeg) | The physical delivery conditions for the transaction.
|
|||||||||||||
deliveryConditions (in oilPhysicalLeg) | The physical delivery conditions for the transaction.
|
|||||||||||||
deliveryLocation (in bullionPhysicalLeg) | The physical delivery location for the transaction.
|
|||||||||||||
deliveryLocation (in transfer) | The location at which the transfer of the title to the commodity takes place.
|
|||||||||||||
deliveryPoint (in deliveryConditions in coalPhysicalLeg) | The point at which the Coal Product will be delivered and received.
|
|||||||||||||
deliveryPoint (in deliveryConditions in electricityPhysicalLeg) | The point at which delivery of the electricity will occur.
|
|||||||||||||
deliveryPoint (in deliveryConditions in gasPhysicalLeg) | The physical or virtual point at which the commodity will be delivered.
|
|||||||||||||
deliveryQuantity (in coalPhysicalLeg) | The different options for specifying the quantity.
|
|||||||||||||
deliveryQuantity (in electricityPhysicalLeg) | The different options for specifying the quantity.
|
|||||||||||||
deliveryQuantity (in gasPhysicalLeg) | The different options for specifying the quantity.
|
|||||||||||||
deliveryQuantity (in oilPhysicalLeg) | The different options for specifying the quantity.
|
|||||||||||||
deliveryType (in deliveryConditions in electricityPhysicalLeg) | Indicates the under what conditions the Parties' delivery obligations apply.
|
|||||||||||||
deliveryType (in deliveryConditions in gasPhysicalLeg) | Indicates whether the buyer and seller are contractually obliged to consume and supply the specified quantities of the commodity.
|
|||||||||||||
deliveryZone | The zone covering potential delivery points for the electricity.
|
|||||||||||||
disruptionFallback |
|
|||||||||||||
disruptionFallbacks | To be used where disruption fallbacks are set out in the relevant Master Agreement governing the trade.
|
|||||||||||||
duration | The length of each Settlement Period.
|
|||||||||||||
effectiveDate (defined in CommoditySwapDetails.model group) | Specifies the effective date of this leg of the swap.
|
|||||||||||||
effectiveDate (in commodityOption) | The effective date of the Commodity Option Transaction.
|
|||||||||||||
electricity | The specification of the electricity to be delivered.
|
|||||||||||||
electricityPhysicalLeg | Physically settled electricity leg.
|
|||||||||||||
endTime | Specifies the hour-ending End Time with respect to a range of Settlement Periods.
|
|||||||||||||
entryPoint | The point at which the oil product will enter the pipeline.
|
|||||||||||||
europeanExercise (defined in CommodityPhysicalExercise complexType) | The parameters for defining the expiration date(s) and time(s) for a European style option.
|
|||||||||||||
europeanExercise (in exercise in commodityOption) | The parameters for defining the expiration date and time for a European or Asian style option.
|
|||||||||||||
excludeHolidays | Indicates that days that are holidays according to the referenced commodity business calendar should be excluded from this range of Settlement Periods, even if such day is an applicable day.
|
|||||||||||||
exercise (in commodityOption) | The parameters for defining how the commodity option can be exercised and how it is settled.
|
|||||||||||||
exerciseFrequency (in americanExercise in exercise in commodityOption) | The exercise frequency for the strip.
|
|||||||||||||
exerciseFrequency (in europeanExercise in exercise in commodityOption) | The exercise frequency for the strip.
|
|||||||||||||
exercisePeriod | Describes the American exercise periods.
|
|||||||||||||
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.
|
|||||||||||||
expirationDate (in europeanExercise in exercise in commodityOption) | The last day within an exercise period for an American style option.
|
|||||||||||||
expirationDate (in exercisePeriod) | The last day within an exercise period for an American style option.
|
|||||||||||||
expirationDateOffset | Specifies any offset from the adjusted Calculation Period start date or adjusted Calculation Period end date applicable to each Payment Date.
|
|||||||||||||
expirationDates | The Expiration Date(s) of an American-style option.
|
|||||||||||||
expireRelativeToEvent | Specifies whether the payment(s) occur relative to the date of a physical event.
|
|||||||||||||
fallback | Disruption fallback that applies to the trade.
|
|||||||||||||
fallbackReferencePrice | A fallback commodity reference price for use when relying on Disruption Fallbacks in Section 7.5(d)(i) of the ISDA Commodity Definitions or have selected "Fallback Reference Price" as a disruptionFallback.
|
|||||||||||||
firm | Indicates under what condtitions the Parties' delivery obligations apply.
|
|||||||||||||
firstObservationDateOffset | The interval between the start of each lagDuration and the start of each respective calculation period.
|
|||||||||||||
fixedLeg | Fixed Price Leg.
|
|||||||||||||
fixedLeg (in commodityForward) | The fixed leg of a Commodity Forward Transaction
|
|||||||||||||
fixedPrice (in fixedLeg in commodityForward) | Fixed price on which fixed payments are based.
|
|||||||||||||
fixedPrice (in fixedLeg) | Fixed price on which fixed payments are based.
|
|||||||||||||
floatingLeg | Floating Price leg.
|
|||||||||||||
forceMajeure | If true, indicates that the buyer and seller should be excused of their delivery obligations when such performance is prevented by Force Majeure.
|
|||||||||||||
gas | The specification of the gas to be delivered.
|
|||||||||||||
gasPhysicalLeg | Physically settled natural gas leg.
|
|||||||||||||
grade | The grade of oil product to be delivered.
|
|||||||||||||
hubCode |
|
|||||||||||||
includeHolidays | Indicates that days that are holidays according to the referenced commodity business calendar should be included in this range of Settlement Periods, even if such day is not an applicable day.
|
|||||||||||||
integralMultipleQuantity | The integral multiple quantity defines a lower limit of the Notional Quantity that can be exercised and also defines a unit multiple of the Notional Quantity that can be exercised, i.e. only integer multiples of this Notional Quantity can be exercised.
|
|||||||||||||
lagDuration | The period during which observations will be made.
|
|||||||||||||
marketDisruptionEvent | Market disruption event(s) that apply.
|
|||||||||||||
marketDisruptionEvents | If Market disruption Events are stated to be Applicable then the default Market Disruption Events of Section 7.4(d)(i) of the ISDA Commodity Definitions shall apply unless specific Market Disruption Events are stated hereunder, in which case these shall override the ISDA defaults.
|
|||||||||||||
masterAgreementPaymentDates | If present and true indicates that the Payment Date(s) are specified in the relevant master agreement.
|
|||||||||||||
maximumNumberOfDaysOfDisruption | 2005 Commodity Definitions only.
|
|||||||||||||
minimumFuturesContracts | 1993 Commodity Definitions only.
|
|||||||||||||
minimumNotionalQuantity | The minimum Notional Quantity that can be exercised on a given Exercise Date.
|
|||||||||||||
negative (defined in AbsoluteTolerance complexType) | The maximum amount by which the quantity delivered can be less than the agreed quantity.
|
|||||||||||||
negative (defined in PercentageTolerance complexType) | The maximum percentage amount by which the quantity delivered can be less than the agreed quantity.
|
|||||||||||||
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.
|
|||||||||||||
notionalQuantity | The Notional Quantity.
|
|||||||||||||
oil | The specification of the oil product to be delivered.
|
|||||||||||||
oilPhysicalLeg | Physically settled oil or refined products leg.
|
|||||||||||||
option | Indicates whether the tolerance it at the seller's or buyer's option.
|
|||||||||||||
optionOwnerPartyReference | Indicates whether the tolerance is at the seller's or buyer's option.
|
|||||||||||||
optionType (in commodityOption) | The type of option transaction.
|
|||||||||||||
optionType (in commoditySwaption) | The type of option transaction.
|
|||||||||||||
paymentDates (defined in CommodityNonPeriodicPaymentDates.model group) | Dates on which payments will be made.
|
|||||||||||||
periodsSchedule | The Delivery Periods for this leg of the swap.
|
|||||||||||||
physicalExercise (defined in CommodityPhysicalOption.model group) | The parameters for defining how the commodity option can be exercised into a physical transaction.
|
|||||||||||||
physicalExercise (in commoditySwaption) | The parameters for defining how the commodity option can be exercised into a physical transaction.
|
|||||||||||||
pipeline | Specified the delivery conditions where the oil product is to be delivered by pipeline.
|
|||||||||||||
pipelineName | The name of pipeline by which the oil product will be delivered.
|
|||||||||||||
positive | The maxmium amount by which the quantity delivered can exceed the agreed quantity.
|
|||||||||||||
postitive | The maximum percentage amount by which the quantity delivered can exceed the agreed quantity.
|
|||||||||||||
premium (in commodityOption) | The option premium payable by the buyer to the seller.
|
|||||||||||||
premium (in commoditySwaption) | The option premium payable by the buyer to the seller.
|
|||||||||||||
premiumPerUnit | The currency amount of premium to be paid per Unit of the Total Notional Quantity.
|
|||||||||||||
price (defined in FixedPrice complexType) | The Fixed Price.
|
|||||||||||||
priceCurrency | Currency of the fixed price.
|
|||||||||||||
priceMaterialityPercentage | 2005 Commodity Definitions only.
|
|||||||||||||
priceUnit | The unit of measure used to calculate the Fixed Price.
|
|||||||||||||
pricingDates (in calculation in floatingLeg) | Commodity Pricing Dates.
|
|||||||||||||
pricingDates (in commodityOption) | The dates on which the option will price.
|
|||||||||||||
quantity | Amount of commodity per quantity frequency.
|
|||||||||||||
quantityUnit (defined in CommodityNotionalQuantity complexType) | Quantity Unit is the unit of measure applicable for the quantity on the Transaction.
|
|||||||||||||
quantityUnit (defined in UnitQuantity complexType) | Quantity Unit is the unit of measure applicable for the quantity on the Transaction.
|
|||||||||||||
risk (in deliveryConditions in coalPhysicalLeg) | Specifies how the risk associated with the delivery is assigned.
|
|||||||||||||
risk (in pipeline) | Specifies how the risk associated with the delivery is assigned.
|
|||||||||||||
sellerHub | The hub code of the has seller.
|
|||||||||||||
sequence | Sequence in which the reference to the disruption fallback should be applied.
|
|||||||||||||
settlementDate (in bullionPhysicalLeg) | Date on which the bullion will settle.
|
|||||||||||||
settlementPeriods | The specification of the Settlement Periods in which the electricity will be delivered.
|
|||||||||||||
settlementPeriodsPrice | For an electricity transaction, the fixed price for one or more groups of Settlement Periods on which fixed payments are based.
|
|||||||||||||
settlementPeriodsPriceStep | For an electricity transaction, the Fixed Price for a given Calculation Period during the life of the trade which applies to the range(s) of Settlement Periods referenced by settlementPeriods Reference.
|
|||||||||||||
settlementPeriodsReference (defined in CommoditySettlementPeriodsPriceSchedule complexType) | The range(s) of Settlement Periods to which the Fixed Price steps apply.
|
|||||||||||||
settlementPeriodsReference (defined in SettlementPeriodsStep complexType) | The specification of the Settlement Periods in which the electricity will be delivered.
|
|||||||||||||
settlementPeriodsReference (in settlementPeriodsPrice) |
|
|||||||||||||
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.
|
|||||||||||||
spread (in calculation in floatingLeg) | The spread over or under the Commodity Reference Price for this leg of the trade.
|
|||||||||||||
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.
|
|||||||||||||
spreadPercentage | The spread percentage over or under the Commodity Reference Price for this leg of the trade.
|
|||||||||||||
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.
|
|||||||||||||
startTime | Specifies the hour-ending Start Time with respect to a range of Settlement Periods.
|
|||||||||||||
strikePricePerUnit | The currency amount of the strike price per unit.
|
|||||||||||||
supplyEndTime | The time at which gas delivery should end on each day of the Delivery Period(s).
|
|||||||||||||
supplyStartTime | The time at which gas delivery should start on each day of the Delivery Period(s).
|
|||||||||||||
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.
|
|||||||||||||
terminationDate (defined in CommoditySwapDetails.model group) | Specifies the termination date of this leg of the swap.
|
|||||||||||||
totalNotionalQuantity | The Total Notional Quantity.
|
|||||||||||||
totalPhysicalQuantity (defined in CommodityFixedPhysicalQuantity.model group) | The Total Quantity of the commodity to be delivered.
|
|||||||||||||
totalPhysicalQuantity (in deliveryQuantity in electricityPhysicalLeg) | The Total Quantity of the commodity to be delivered.
|
|||||||||||||
totalPrice (in fixedLeg in commodityForward) | The total amount of the fixed payment for all units of the underlying commodity.
|
|||||||||||||
totalPrice (in fixedLeg) | The total amount of all fixed payments due during the term of the trade.
|
|||||||||||||
transfer | Specified the delivery conditions where the oil product is to be delivered by title transfer.
|
|||||||||||||
type (in coal) | The type of coal product to be delivered by reference to a pre-defined specification.
|
|||||||||||||
type (in electricity) | The type of electricity product to be delivered.
|
|||||||||||||
type (in gas) | The type of gas to be delivered.
|
|||||||||||||
type (in oil) | The type of oil product to be delivered.
|
|||||||||||||
unit | The unit in which the tolerance is specified.
|
|||||||||||||
unitFirm | Indicates that the electricity is intended to be supplied from a generation asset which can optionally be specified.
|
|||||||||||||
valueDate (in commodityForward) | Specifies the value date of the Commodity Forward Transaction.
|
|||||||||||||
withdrawalPoint | The location at which the transfer of the title to the commodity takes place.
|
|||||||||||||
worldscaleRate | For a WET Voyager Charter Commodity Swap, the number of Worldscale Points for purposes of the calculation of a Fixed Amount.
|
Complex Type Summary | ||||||||||||
The acceptable tolerance in the delivered quantity of a physical commodity product in terms of a number of units of that product.
|
||||||||||||
A scheme defining where bullion is to be delivered for a Bullion Transaction.
|
||||||||||||
Physically settled leg of a physically settled Bullion Transaction.
|
||||||||||||
A pointer style reference to single-day-duration calculation periods defined elsewhere - note that this schedule consists of a parameterised schedule in a calculationPeriodsSchedule container.
|
||||||||||||
A pointer style reference to a calculation periods schedule defined elsewhere - note that this schedule consists of a series of actual dates in a calculationPeriods container.
|
||||||||||||
A pointer style reference to a calculation periods schedule defined elsewhere - note that this schedule consists of a parameterised schedule in a calculationPeriodsSchedule container.
|
||||||||||||
The physical delivery conditions for coal.
|
||||||||||||
A scheme identifying the types of the Delivery Point for a physically settled coal trade.
|
||||||||||||
Physically settled leg of a physically settled coal transaction.
|
||||||||||||
A type defining the characteristics of the coal being traded in a physically settled gas transaction.
|
||||||||||||
A scheme identifying the sources of coal for a physically settled coal trade.
|
||||||||||||
A scheme identifying the types of coal for a physically settled coal trade.
|
||||||||||||
A type for defining exercise procedures associated with an American style exercise of a commodity option.
|
||||||||||||
A parametric representation of the Calculation Periods for on Asian option or a leg of a swap.
|
||||||||||||
The different options for specifying the Delivery Periods of a physical leg. | ||||||||||||
A scheme identifying the types of the Delivery Point for a physically settled commodity trade.
|
||||||||||||
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)
|
||||||||||||
A type for defining exercise procedures associated with a European style exercise of a commodity option.
|
||||||||||||
The parameters for defining how the commodity option can be exercised, how it is priced and how it is settled.
|
||||||||||||
|
||||||||||||
A scheme identifying the physical event relative to which option expiration occurs.
|
||||||||||||
Commodity Forward
|
||||||||||||
Abstract base class for all commodity forward legs
|
||||||||||||
Frequency Type for use in Pricing Date specifications.
|
||||||||||||
Identifes how the FX rate will be applied.
|
||||||||||||
A type defining a hub or other reference for a physically settled commodity trade.
|
||||||||||||
A scheme identifying the code for a hub or other reference for a physically settled commodity trade.
|
||||||||||||
ISDA 1993 or 2005 commodity market disruption elements.
|
||||||||||||
A type for defining the multiple exercise provisions of an American style commodity option.
|
||||||||||||
Commodity Notional. | ||||||||||||
Commodity Option.
|
||||||||||||
A scheme identifying the physical event relative to which payment occurs.
|
||||||||||||
The parameters for defining the expiration date(s) and time(s) for an American style option.
|
||||||||||||
The parameters for defining the expiration date(s) and time(s) for a European style option.
|
||||||||||||
The parameters for defining how the physically-settled commodity option can be exercised and how it is settled.
|
||||||||||||
A type defining the physical quantity of the commodity to be delivered.
|
||||||||||||
An abstract base class for physical quantity types.
|
||||||||||||
The pipeline through which the physical commodity will be delivered.
|
||||||||||||
The pipeline cycle during which the physical commodity will be delivered.
|
||||||||||||
The commodity option premium payable by the buyer to the seller.
|
||||||||||||
The dates on which prices are observed for the underlyer.
|
||||||||||||
A scheme identifying the grade of physical commodity product to be delivered.
|
||||||||||||
A type for defining the frequency at which the Notional Quantity is deemed to apply for purposes of calculating the Total Notional Quantity.
|
||||||||||||
The Expiration Dates of the trade relative to the Calculation Periods.
|
||||||||||||
The fixed price schedule for electricity that applies to one or more groups of Settlement Periods.
|
||||||||||||
|
||||||||||||
Commodity Swap.
|
||||||||||||
Abstract base class for all commodity swap legs
|
||||||||||||
Commodity Swaption.
|
||||||||||||
|
||||||||||||
A Disruption Fallback.
|
||||||||||||
The physical delivery conditions for electricity.
|
||||||||||||
The physical delivery obligation options specific to a firm transaction.
|
||||||||||||
A scheme identifying the types of the Delivery Point for a physically settled electricity trade.
|
||||||||||||
The physical delivery obligation options specific to a system firm transaction.
|
||||||||||||
|
||||||||||||
The physical delivery obligation options specific to a unit firm transaction.
|
||||||||||||
Physically settled leg of a physically settled electricity transaction.
|
||||||||||||
The quantity of gas to be delivered.
|
||||||||||||
The specification of the electricity to be delivered.
|
||||||||||||
The common components of a financially settled leg of a Commodity Swap.
|
||||||||||||
A type defining the Fixed Price. | ||||||||||||
Fixed Price Leg of a Commodity Swap.
|
||||||||||||
A type to capture details relevant to the calculation of the floating price.
|
||||||||||||
Floating Price Leg of a Commodity Swap.
|
||||||||||||
The specification of the gas to be delivered.
|
||||||||||||
The different options for specifying the Delivery Periods for a physically settled gas trade.
|
||||||||||||
A scheme identifying the types of the Delivery Point for a physically settled gas trade.
|
||||||||||||
Physically settled leg of a physically settled gas transaction.
|
||||||||||||
The quantity of gas to be delivered.
|
||||||||||||
A type defining the characteristics of the gas being traded in a physically settled gas transaction.
|
||||||||||||
An observation period that is offset from a Calculation Period.
|
||||||||||||
Allows a lag to reference one already defined elsewhere in the trade.
|
||||||||||||
A Market Disruption Event.
|
||||||||||||
The details of a fixed payment.
|
||||||||||||
The physical delivery conditions for an oil product.
|
||||||||||||
Physically settled leg of a physically settled oil product transaction.
|
||||||||||||
The physical delivery conditions specific to an oil product delivered by pipeline.
|
||||||||||||
The specification of the oil product to be delivered.
|
||||||||||||
The type of physical commodity product to be delivered.
|
||||||||||||
The physical delivery conditions specific to an oil product delivered by title transfer.
|
||||||||||||
The acceptable tolerance in the delivered quantity of a physical commodity product in terms of a percentage of the agreed delivery quantity.
|
||||||||||||
The common components of a physically settled leg of a Commodity Forward.
|
||||||||||||
The common components of a physically settled leg of a Commodity Swap.
|
||||||||||||
A pointer tyle reference to a Quantity defined elsewhere.
|
||||||||||||
A Disruption Fallback with the sequence in which it should be applied relative to other Disruption Fallbacks.
|
||||||||||||
Specifies a set of Settlement Periods associated with an Electricity Transaction for delivery on an Applicable Day or for a series of Applicable Days. | ||||||||||||
A type defining the Fixed Price applicable to a range or ranges of Settlement Periods.
|
||||||||||||
Allows a set of Settlement Periods to reference one already defined elsewhere in the trade.
|
||||||||||||
A reference to the range of Settlement Periods that applies to a given period of a transaction.
|
||||||||||||
A quantity and associated unit. |
Element Group Summary | ||||||||||
Model group containing features specific to asian/averaging commodity options.
|
||||||||||
A Delivery Point, applicable to physically settled commodity transactions.
|
||||||||||
Items specific to financially-settled commodity options.
|
||||||||||
The different options for specifying a fixed physical quantity of commodity to be delivered.
|
||||||||||
The different options for specifying the Fixed Price.
|
||||||||||
The different options for specifying the Payment Date.
|
||||||||||
The different options for specifying the Notional Quantity.
|
||||||||||
Items specific to financially-settled commodity options.
|
||||||||||
The different options for specifying the Strike price per unit.
|
||||||||||
|
||||||||||
Items specific to the definition of the delivery of a US Coal Product.
|
||||||||||
Price model group.
|
||||||||||
The different options for specifying which days are pricing days within a pricing period.
|
<?xml version="1.0" encoding="utf-8"?> <!-- == Copyright (c) 2002-2012 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 --> <!-- Transparency open questions --> <!-- Commodity delivery dates ??? s/b pricing dates? --> <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: 9054 $" 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:annotation> <xsd:documentation xml:lang="en"> The acceptable tolerance in the delivered quantity of a physical commodity product in terms of a number of units of that product. </xsd:documentation> </xsd:annotation> <xsd:sequence> <xsd:annotation> <xsd:documentation xml:lang="en"> The maxmium amount by which the quantity delivered can exceed the agreed quantity. </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation xml:lang="en"> The maximum amount by which the quantity delivered can be less than the agreed quantity. </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation xml:lang="en">The unit in which the tolerance is specified.</xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation xml:lang="en"> Indicates whether the tolerance is at the seller's or buyer's option. </xsd:documentation> </xsd:annotation> </xsd:element> </xsd:sequence> </xsd:complexType> <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:attribute default="http://www.fpml.org/coding-scheme/bullion-delivery-location" name="bullionDeliveryLocationScheme" type="xsd:anyURI"/> </xsd:extension> </xsd:simpleContent> </xsd:complexType> <xsd:annotation> <xsd:documentation xml:lang="en"> Physically settled leg of a physically settled Bullion Transaction. </xsd:documentation> </xsd:annotation> <xsd:complexContent> <xsd:sequence> <xsd:annotation> <xsd:documentation xml:lang="en"> The type of Bullion underlying a Bullion Transaction. </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation xml:lang="en"> The physical delivery location for the transaction. </xsd:documentation> </xsd:annotation> </xsd:element> <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:annotation> <xsd:documentation xml:lang="en"> A pointer style reference to single-day-duration calculation periods defined elsewhere - note that this schedule consists of a parameterised schedule in a calculationPeriodsSchedule container. </xsd:documentation> </xsd:annotation> <xsd:complexContent> <xsd:attribute ecore:reference="CommodityCalculationPeriodsSchedule" name="href" type="xsd:IDREF" use="required"/> </xsd:extension> </xsd:complexContent> </xsd:complexType> <xsd:annotation> <xsd:documentation xml:lang="en"> A pointer style reference to a calculation periods schedule defined elsewhere - note that this schedule consists of a series of actual dates in a calculationPeriods container. </xsd:documentation> </xsd:annotation> <xsd:complexContent> </xsd:extension> </xsd:complexContent> </xsd:complexType> <xsd:annotation> <xsd:documentation xml:lang="en"> A pointer style reference to a calculation periods schedule defined elsewhere - note that this schedule consists of a parameterised schedule in a calculationPeriodsSchedule container. </xsd:documentation> </xsd:annotation> <xsd:complexContent> <xsd:attribute ecore:reference="CommodityCalculationPeriodsSchedule" name="href" type="xsd:IDREF" use="required"/> </xsd:extension> </xsd:complexContent> </xsd:complexType> <!--View Generation: SKIPPED CoalAttributeDecimal - Documentation--> <!--View Generation: SKIPPED CoalAttributePercentage - Documentation--> <xsd:annotation> <xsd:documentation xml:lang="en">The physical delivery conditions for coal.</xsd:documentation> </xsd:annotation> <xsd:sequence> <xsd:choice> <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: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: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: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> </xsd:simpleContent> </xsd:complexType> <xsd:annotation> <xsd:documentation xml:lang="en"> Physically settled leg of a physically settled coal transaction. </xsd:documentation> </xsd:annotation> <xsd:complexContent> <xsd:sequence> <!--View Generation: SKIPPED deliveryPeriods - Documentation--> <xsd:annotation> <xsd:documentation xml:lang="en"> The specification of the Coal Product to be delivered. </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation xml:lang="en"> The physical delivery conditions for the transaction. </xsd:documentation> </xsd:annotation> </xsd:element> <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: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> <!--View Generation: Removed a degenerate choice.--> <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: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> <!--View Generation: SKIPPED sCoTASpecifications - Documentation--> <!--View Generation: SKIPPED - Documentation--> </xsd:sequence> </xsd:complexType> <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:attribute default="http://www.fpml.org/coding-scheme/commodity-coal-product-source" name="commodityCoalProductSourceScheme" type="xsd:anyURI"/> </xsd:extension> </xsd:simpleContent> </xsd:complexType> <!--View Generation: SKIPPED CoalProductSpecifications - Documentation--> <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:attribute default="http://www.fpml.org/coding-scheme/commodity-coal-product-type" name="commodityCoalProductTypeScheme" type="xsd:anyURI"/> </xsd:extension> </xsd:simpleContent> </xsd:complexType> <!--View Generation: SKIPPED CoalQualityAdjustments - Documentation--> <!--View Generation: SKIPPED CoalStandardQuality - Documentation--> <!--View Generation: SKIPPED CoalStandardQualitySchedule - Documentation--> <!--View Generation: SKIPPED CoalTransportationEquipment - Documentation--> <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:sequence> <!--View Generation: SKIPPED exercisePeriod - Technical--> <xsd:sequence minOccurs="0"> <xsd:annotation> <xsd:documentation>Option Strip</xsd:documentation> </xsd:annotation> <xsd:element maxOccurs="unbounded" minOccurs="0" name="exercisePeriod" type="CommodityExercisePeriods"> <xsd:annotation> <xsd:documentation>Describes the American exercise periods.</xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation>The exercise frequency for the strip.</xsd:documentation> </xsd:annotation> </xsd:element> </xsd:sequence> <!--View Generation: Skipped an empty choice.--> <!--View Generation: SKIPPED expirationTime - Documentation--> <!--View Generation: SKIPPED multipleExercise - Documentation--> </xsd:sequence> </xsd:extension> </xsd:complexContent> </xsd:complexType> <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> <!--View Generation: Skipped an empty sequence.--> </xsd:extension> </xsd:complexContent> </xsd:complexType> <xsd:annotation> <xsd:documentation xml:lang="en"> The different options for specifying the Delivery Periods of a physical leg. </xsd:documentation> </xsd:annotation> <xsd:choice> <!--View Generation: SKIPPED periods - Documentation--> <xsd:annotation> <xsd:documentation xml:lang="en"> The Delivery Periods for this leg of the swap. This type is only intended to be used if the Delivery Periods differ from the Calculation Periods on the fixed or floating leg. If DeliveryPeriods mirror another leg, then the calculationPeriodsReference element should be used to point to the Calculation Periods on that leg - or the calculationPeriodsScheduleReference can be used to point to the Calculation Periods Schedule for that leg. </xsd:documentation> </xsd:annotation> </xsd:element> <!--View Generation: SKIPPED - References--> </xsd:choice> </xsd:complexType> <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> </xsd:simpleContent> </xsd:complexType> <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:attribute default="http://www.fpml.org/coding-scheme/external/incoterms" name="deliveryRiskScheme" type="xsd:anyURI"/> </xsd:extension> </xsd:simpleContent> </xsd:complexType> <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:sequence> <!--View Generation: SKIPPED expirationDate - Technical--> <xsd:sequence minOccurs="0"> <xsd:annotation> <xsd:documentation>Option Strip</xsd:documentation> </xsd:annotation> <xsd:element maxOccurs="unbounded" minOccurs="0" 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:annotation> <xsd:documentation>The exercise frequency for the strip.</xsd:documentation> </xsd:annotation> </xsd:element> </xsd:sequence> <!--View Generation: SKIPPED expirationTime - Documentation--> </xsd:sequence> </xsd:extension> </xsd:complexContent> </xsd:complexType> <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 minOccurs="0"> <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: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> <!--View Generation: SKIPPED automaticExercise - Documentation--> <!--View Generation: SKIPPED writtenConfirmation - Documentation--> <!--View Generation: SKIPPED settlementCurrency - Standardized--> <!--View Generation: SKIPPED fx - NonStandardFeature--> <!--View Generation: SKIPPED conversionFactor - Documentation--> <!--View Generation: SKIPPED - NonStandardFeature--> </xsd:sequence> </xsd:complexType> <xsd:sequence> <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: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:annotation> <xsd:documentation xml:lang="en"> A scheme identifying the physical event relative to which option expiration occurs. </xsd:documentation> </xsd:annotation> <xsd:simpleContent> <xsd:attribute default="http://www.fpml.org/coding-scheme/commodity-expire-relative-to-event" name="commodityExpireRelativeToEventScheme" type="xsd:anyURI"/> </xsd:extension> </xsd:simpleContent> </xsd:complexType> <xsd:annotation> <xsd:documentation xml:lang="en">Commodity Forward</xsd:documentation> </xsd:annotation> <xsd:complexContent> <xsd:sequence> <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:annotation> <xsd:documentation xml:lang="en">The fixed leg of a Commodity Forward Transaction</xsd:documentation> </xsd:annotation> </xsd:element> <!--View Generation: SKIPPED - Documentation--> </xsd:sequence> </xsd:extension> </xsd:complexContent> </xsd:complexType> <!--View Generation: SKIPPED CommodityFixedPriceSchedule - NonStandardFeature--> <xsd:annotation> <xsd:documentation> Abstract base class for all commodity forward legs </xsd:documentation> </xsd:annotation> <xsd:complexContent> </xsd:complexContent> </xsd:complexType> <xsd:annotation> <xsd:documentation xml:lang="en"> Frequency Type for use in Pricing Date specifications. </xsd:documentation> </xsd:annotation> <xsd:simpleContent> <xsd:attribute default="http://www.fpml.org/coding-scheme/commodity-frequency-type" name="commodityFrequencyTypeScheme" type="xsd:anyURI"/> </xsd:extension> </xsd:simpleContent> </xsd:complexType> <!--View Generation: SKIPPED CommodityFx - NonStandardFeature--> <xsd:annotation> <xsd:documentation xml:lang="en"> Identifes how the FX rate will be applied. This is intended to differentiate between the various methods for applying FX to the floating price such as a daily calculation, or averaging the FX and applying the average at the end of each CalculationPeriod. </xsd:documentation> </xsd:annotation> <xsd:simpleContent> <xsd:attribute default="http://www.fpml.org/coding-scheme/commodity-fx-type" name="commodityFxTypeScheme" type="xsd:anyURI"/> </xsd:extension> </xsd:simpleContent> </xsd:complexType> <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:sequence> </xsd:complexType> <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> </xsd:simpleContent> </xsd:complexType> <xsd:annotation> <xsd:documentation xml:lang="en"> ISDA 1993 or 2005 commodity market disruption elements. </xsd:documentation> </xsd:annotation> <xsd:sequence> <xsd:choice minOccurs="0"> <xsd:sequence> <xsd:annotation> <xsd:documentation xml:lang="en"> If Market disruption Events are stated to be Applicable then the default Market Disruption Events of Section 7.4(d)(i) of the ISDA Commodity Definitions shall apply unless specific Market Disruption Events are stated hereunder, in which case these shall override the ISDA defaults. If Market Disruption Events are stated to be Not Applicable, Market Disruption Events are not applicable to the trade at all. It is also possible to reference the Market Disruption Events set out in the relevant Master Agreement governing the trade. </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:element maxOccurs="unbounded" minOccurs="0" name="additionalMarketDisruptionEvent" type="MarketDisruptionEvent"> <xsd:annotation> <xsd:documentation xml:lang="en"> To be used when marketDisruptionEvents is set to "Applicable" and additional market disruption events(s) apply to the default market disruption events of Section 7.4(d)(i) of the ISDA Commodity Definitions. </xsd:documentation> </xsd:annotation> </xsd:element> </xsd:sequence> <xsd:annotation> <xsd:documentation xml:lang="en"> Market disruption event(s) that apply. Note that these should only be specified if the default market disruption events of Section 7.4(d)(i) of the ISDA Commodity Definitions are to be overridden. </xsd:documentation> </xsd:annotation> </xsd:element> </xsd:choice> <xsd:choice minOccurs="0"> <xsd:annotation> <xsd:documentation xml:lang="en"> If omitted then the standard disruption fallbacks of Section 7.5(d)(i) of the ISDA Commodity Definitions shall apply. </xsd:documentation> </xsd:annotation> <xsd:annotation> <xsd:documentation xml:lang="en"> To be used where disruption fallbacks are set out in the relevant Master Agreement governing the trade. </xsd:documentation> </xsd:annotation> </xsd:element> </xsd:choice> <xsd:annotation> <xsd:documentation xml:lang="en"> A fallback commodity reference price for use when relying on Disruption Fallbacks in Section 7.5(d)(i) of the ISDA Commodity Definitions or have selected "Fallback Reference Price" as a disruptionFallback. </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation xml:lang="en"> 2005 Commodity Definitions only. If omitted , the number of days specified in Section 7.6(a) of the Definitions will apply. </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation xml:lang="en"> 2005 Commodity Definitions only. To be used where a price materiality percentage applies to the "Price Source Disruption" event and this event has been specified by setting marketDisruption to true or including it in additionalMarketDisruptionEvent </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation xml:lang="en"> 1993 Commodity Definitions only. Specifies the Mimum Futures Contracts level that dictates whether or not a "De Minimis Trading" event has occurred. Only relevant if 'De Minimis Trading' has been specified in marketDisruptionEvent or additionalMarketDisruptionEvent. </xsd:documentation> </xsd:annotation> </xsd:element> </xsd:sequence> </xsd:complexType> <xsd:annotation> <xsd:documentation xml:lang="en"> A type for defining the multiple exercise provisions of an American style commodity option. </xsd:documentation> </xsd:annotation> <xsd:sequence> <xsd:annotation> <xsd:documentation xml:lang="en"> The integral multiple quantity defines a lower limit of the Notional Quantity that can be exercised and also defines a unit multiple of the Notional Quantity that can be exercised, i.e. only integer multiples of this Notional Quantity can be exercised. </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation xml:lang="en"> The minimum Notional Quantity that can be exercised on a given Exercise Date. See multipleExercise. </xsd:documentation> </xsd:annotation> </xsd:element> </xsd:sequence> </xsd:complexType> <xsd:annotation> <xsd:documentation xml:lang="en">Commodity Notional.</xsd:documentation> </xsd:annotation> <xsd:sequence> <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> <!--View Generation: SKIPPED quantityFrequency - Other-represented by total quantity--> <!--View Generation: SKIPPED quantity - Other-represented by total quantity--> </xsd:sequence> </xsd:complexType> <!--View Generation: SKIPPED CommodityNotionalQuantitySchedule - Other-represented elsewhere--> <xsd:annotation> <xsd:documentation xml:lang="en">Commodity Option.</xsd:documentation> </xsd:annotation> <xsd:complexContent> <xsd:sequence> <!--View Generation: SKIPPED - PartySpecific--> <xsd:annotation> <xsd:documentation xml:lang="en">The type of option transaction.</xsd:documentation> </xsd:annotation> </xsd:element> <!--View Generation: Removed a degenerate choice.--> <xsd:annotation> <xsd:documentation> Items specific to financially-settled commodity options. </xsd:documentation> </xsd:annotation> </xsd:group> <xsd:annotation> <xsd:documentation xml:lang="en"> The option premium payable by the buyer to the seller. </xsd:documentation> </xsd:annotation> </xsd:element> <!--View Generation: SKIPPED - Documentation--> </xsd:sequence> </xsd:extension> </xsd:complexContent> </xsd:complexType> <xsd:annotation> <xsd:documentation xml:lang="en"> A scheme identifying the physical event relative to which payment occurs. </xsd:documentation> </xsd:annotation> <xsd:simpleContent> <xsd:attribute default="http://www.fpml.org/coding-scheme/commodity-pay-relative-to-event" name="commodityPayRelativeToEventScheme" type="xsd:anyURI"/> </xsd:extension> </xsd:simpleContent> </xsd:complexType> <xsd:annotation> <xsd:documentation> The parameters for defining the expiration date(s) and time(s) for an American style option. </xsd:documentation> </xsd:annotation> <xsd:complexContent> <xsd:sequence> <!--View Generation: Removed a degenerate choice.--> <xsd:sequence> <xsd:annotation> <xsd:documentation> The first day(s) of the exercise period(s) for an American-style option. </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation> The Expiration Date(s) of an American-style option. </xsd:documentation> </xsd:annotation> </xsd:element> </xsd:sequence> <!--View Generation: SKIPPED latestExerciseTime - Documentation--> <!--View Generation: SKIPPED expirationTime - Documentation--> </xsd:sequence> </xsd:extension> </xsd:complexContent> </xsd:complexType> <xsd:annotation> <xsd:documentation> The parameters for defining the expiration date(s) and time(s) for a European style option. </xsd:documentation> </xsd:annotation> <xsd:complexContent> <xsd:sequence> <!--View Generation: Removed a degenerate choice.--> <xsd:annotation> <xsd:documentation> 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> <!--View Generation: SKIPPED expirationTime - Documentation--> </xsd:sequence> </xsd:extension> </xsd:complexContent> </xsd:complexType> <xsd:annotation> <xsd:documentation> 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 minOccurs="0"> <xsd:annotation> <xsd:documentation> 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> <!--View Generation: SKIPPED automaticExercise - NonStandardFeature--> <!--View Generation: SKIPPED writtenConfirmation - NonStandardFeature--> </xsd:sequence> </xsd:complexType> <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:sequence> </xsd:sequence> </xsd:extension> </xsd:complexContent> </xsd:complexType> <xsd:annotation> <xsd:documentation xml:lang="en"> An abstract base class for physical quantity types. </xsd:documentation> </xsd:annotation> </xsd:complexType> <!--View Generation: SKIPPED CommodityPhysicalQuantitySchedule - Unsupported--> <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> </xsd:simpleContent> </xsd:complexType> <xsd:annotation> <xsd:documentation xml:lang="en"> The pipeline cycle during which the physical commodity will be delivered. </xsd:documentation> </xsd:annotation> <xsd:simpleContent> </xsd:extension> </xsd:simpleContent> </xsd:complexType> <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:sequence> <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:annotation> <xsd:documentation xml:lang="en"> The dates on which prices are observed for the underlyer. </xsd:documentation> </xsd:annotation> <xsd:sequence> <!--View Generation: SKIPPED - Documentation--> <!--View Generation: Removed a degenerate choice.--> <xsd:sequence> <!--View Generation: SKIPPED lag - Standardized--> <!--View Generation: Removed a degenerate choice.--> <xsd:sequence> <!--View Generation: SKIPPED businessCalendar - DateAdjustments--> </xsd:sequence> </xsd:sequence> </xsd:sequence> </xsd:complexType> <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> </xsd:simpleContent> </xsd:complexType> <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:attribute default="http://www.fpml.org/coding-scheme/commodity-quantity-frequency" name="quantityFrequencyScheme" type="xsd:anyURI"/> </xsd:extension> </xsd:simpleContent> </xsd:complexType> <xsd:annotation> <xsd:documentation xml:lang="en"> The Expiration Dates of the trade relative to the Calculation Periods. </xsd:documentation> </xsd:annotation> <xsd:sequence> <xsd:annotation> <xsd:documentation xml:lang="en"> Specifies whether the payment(s) occur relative to the date of a physical event. </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation xml:lang="en"> Specifies any offset from the adjusted Calculation Period start date or adjusted Calculation Period end date applicable to each Payment Date. </xsd:documentation> </xsd:annotation> </xsd:element> </xsd:sequence> </xsd:complexType> <!--View Generation: SKIPPED CommodityRelativePaymentDates - References--> <!--View Generation: SKIPPED CommoditySettlementPeriodsNotionalQuantity - Unsupported--> <!--View Generation: SKIPPED CommoditySettlementPeriodsNotionalQuantitySchedule - Unsupported--> <xsd:annotation> <xsd:documentation> The fixed price schedule for electricity that applies to one or more groups of Settlement Periods. </xsd:documentation> </xsd:annotation> <xsd:sequence> <xsd:element maxOccurs="unbounded" minOccurs="0" name="settlementPeriodsPriceStep" type="FixedPrice"> <xsd:annotation> <xsd:documentation xml:lang="en"> For an electricity transaction, the Fixed Price for a given Calculation Period during the life of the trade which applies to the range(s) of Settlement Periods referenced by settlementPeriods Reference. There must be a Fixed Price step specified for each Calculation Period, regardless of whether the Fixed Price changes or remains the same between periods. </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:element maxOccurs="unbounded" minOccurs="0" name="settlementPeriodsReference" type="SettlementPeriodsReference"> <xsd:annotation> <xsd:documentation xml:lang="en"> The range(s) of Settlement Periods to which the Fixed Price steps apply. </xsd:documentation> </xsd:annotation> </xsd:element> </xsd:sequence> </xsd:complexType> <xsd:complexContent> <xsd:sequence> <xsd:annotation> <xsd:documentation> 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:annotation> <xsd:documentation> 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> <!--View Generation: SKIPPED CommoditySpreadSchedule - NonStandardFeature--> <!--View Generation: SKIPPED CommodityStrikeSchedule - Other-represented elsewhere--> <xsd:annotation> <xsd:documentation xml:lang="en">Commodity Swap.</xsd:documentation> </xsd:annotation> <xsd:complexContent> <xsd:sequence> </xsd:sequence> </xsd:extension> </xsd:complexContent> </xsd:complexType> <xsd:annotation> <xsd:documentation xml:lang="en">Commodity Swaption.</xsd:documentation> </xsd:annotation> <xsd:complexContent> <xsd:sequence> <!--View Generation: SKIPPED - PartySpecific--> <xsd:annotation> <xsd:documentation xml:lang="en">The type of option transaction.</xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation>The underlying commodity swap definiton.</xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation> The parameters for defining how the commodity option can be exercised into a physical transaction. </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation xml:lang="en"> The option premium payable by the buyer to the seller. </xsd:documentation> </xsd:annotation> </xsd:element> <!--View Generation: SKIPPED - Documentation--> </xsd:sequence> </xsd:extension> </xsd:complexContent> </xsd:complexType> <xsd:sequence> </xsd:sequence> </xsd:complexType> <xsd:annotation> <xsd:documentation>Abstract base class for all commodity swap legs</xsd:documentation> </xsd:annotation> <xsd:complexContent> </xsd:complexContent> </xsd:complexType> <xsd:annotation> <xsd:documentation xml:lang="en">A Disruption Fallback.</xsd:documentation> </xsd:annotation> <xsd:simpleContent> <xsd:attribute default="http://www.fpml.org/coding-scheme/commodity-market-disruption-fallback" name="commodityMarketDisruptionFallbackScheme" type="xsd:anyURI"/> </xsd:extension> </xsd:simpleContent> </xsd:complexType> <xsd:annotation> <xsd:documentation xml:lang="en">The physical delivery conditions for electricity.</xsd:documentation> </xsd:annotation> <xsd:choice> <xsd:sequence> <xsd:annotation> <xsd:documentation xml:lang="en"> The point at which delivery of the electricity will occur. </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation xml:lang="en"> Indicates the under what conditions the Parties' delivery obligations apply. </xsd:documentation> </xsd:annotation> </xsd:element> <!--View Generation: SKIPPED transmissionContingency - Documentation--> </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:annotation> <xsd:documentation xml:lang="en"> The zone covering potential delivery points for the electricity. </xsd:documentation> </xsd:annotation> </xsd:element> <!--View Generation: SKIPPED electingPartyReference - Documentation--> </xsd:sequence> </xsd:choice> </xsd:complexType> <xsd:annotation> <xsd:documentation xml:lang="en"> The physical delivery obligation options specific to a firm transaction. </xsd:documentation> </xsd:annotation> <xsd:sequence> <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> <!--View Generation: SKIPPED ElectricityDeliveryPeriods - Documentation--> <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> </xsd:simpleContent> </xsd:complexType> <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: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> <!--View Generation: SKIPPED system - Documentation--> </xsd:sequence> </xsd:complexType> <xsd:choice> <xsd:annotation> <xsd:documentation xml:lang="en"> Indicates under what condtitions the Parties' delivery obligations apply. </xsd:documentation> </xsd:annotation> </xsd:element> <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: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: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:annotation> <xsd:documentation xml:lang="en"> The physical delivery obligation options specific to a unit firm transaction. </xsd:documentation> </xsd:annotation> <xsd:sequence> <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> <!--View Generation: SKIPPED generationAsset - Documentation--> </xsd:sequence> </xsd:complexType> <!--View Generation: SKIPPED ElectricityPhysicalDeliveryQuantity - Other-quantity is represented by total quantity--> <!--View Generation: SKIPPED ElectricityPhysicalDeliveryQuantitySchedule - Other-quantity is represented by total quantity--> <xsd:annotation> <xsd:documentation xml:lang="en"> Physically settled leg of a physically settled electricity transaction. </xsd:documentation> </xsd:annotation> <xsd:complexContent> <xsd:sequence> <!--View Generation: SKIPPED deliveryPeriods - Documentation--> <xsd:annotation> <xsd:documentation xml:lang="en"> The specification of the Settlement Periods in which the electricity will be delivered. The Settlement Periods will apply from and including the Effective Date up to and including the Termination Date. If more than one settlementPeriods element is present this indicates multiple ranges of Settlement Periods apply to the entire trade - for example off-peak weekdays and all day weekends. Settlement Period ranges should not overlap. </xsd:documentation> </xsd:annotation> </xsd:element> <!--View Generation: SKIPPED settlementPeriodsSchedule - References--> <xsd:annotation> <xsd:documentation xml:lang="en"> The specification of the electricity to be delivered. </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation xml:lang="en"> The physical delivery conditions for the transaction. </xsd:documentation> </xsd:annotation> </xsd:element> <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:annotation> <xsd:documentation xml:lang="en">The quantity of gas to be delivered.</xsd:documentation> </xsd:annotation> <xsd:complexContent> <xsd:sequence> <!--View Generation: Skipped an empty choice.--> <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:annotation> <xsd:documentation xml:lang="en"> The specification of the electricity to be delivered. </xsd:documentation> </xsd:annotation> <xsd:sequence> <xsd:annotation> <xsd:documentation xml:lang="en">The type of electricity product to be delivered.</xsd:documentation> </xsd:annotation> </xsd:element> <!--View Generation: SKIPPED voltage - NonStandardFeature--> </xsd:sequence> </xsd:complexType> <!--View Generation: SKIPPED ElectricityTransmissionContingency - Documentation--> <!--View Generation: SKIPPED ElectricityTransmissionContingencyType - Documentation--> <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> <!--View Generation: Skipped an empty sequence.--> </xsd:extension> </xsd:complexContent> </xsd:complexType> <xsd:annotation> <xsd:documentation xml:lang="en">A type defining the Fixed Price.</xsd:documentation> </xsd:annotation> <xsd:sequence> <xsd:annotation> <xsd:documentation xml:lang="en">The Fixed Price.</xsd:documentation> </xsd:annotation> </xsd:element> </xsd:sequence> </xsd:complexType> <xsd:annotation> <xsd:documentation xml:lang="en">Fixed Price Leg of a Commodity Swap.</xsd:documentation> </xsd:annotation> <xsd:complexContent> <xsd:sequence> <!--View Generation: SKIPPED - Documentation--> <!--View Generation: SKIPPED - Documentation--> <!--View Generation: SKIPPED - Documentation--> </xsd:sequence> </xsd:extension> </xsd:complexContent> </xsd:complexType> <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:annotation> <xsd:documentation xml:lang="en">Commodity Pricing Dates.</xsd:documentation> </xsd:annotation> </xsd:element> <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> <!--View Generation: SKIPPED conversionFactor - Documentation--> <!--View Generation: SKIPPED rounding - Documentation--> <xsd:choice minOccurs="0"> <xsd:annotation> <xsd:documentation xml:lang="en"> The spread over or under the Commodity Reference Price for this leg of the trade. This element is intended to be used for basis trades. </xsd:documentation> </xsd:annotation> </xsd:element> <!--View Generation: SKIPPED spreadSchedule - NonStandardFeature--> <xsd:annotation> <xsd:documentation xml:lang="en"> The spread percentage over or under the Commodity Reference Price for this leg of the trade. This element is intended to be used for basis trades. </xsd:documentation> </xsd:annotation> </xsd:element> </xsd:choice> <!--View Generation: SKIPPED fx - NonStandardFeature--> </xsd:sequence> </xsd:complexType> <xsd:annotation> <xsd:documentation xml:lang="en">Floating Price Leg of a Commodity Swap.</xsd:documentation> </xsd:annotation> <xsd:complexContent> <xsd:sequence> <!--View Generation: SKIPPED - Documentation--> <xsd:annotation> <xsd:documentation xml:lang="en"> Specifies the underlying instrument. At this time, 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:annotation> <xsd:documentation xml:lang="en"> Defines details relevant to the calculation of the floating price. </xsd:documentation> </xsd:annotation> </xsd:element> <!--View Generation: SKIPPED - Documentation--> <!--View Generation: SKIPPED - Documentation--> </xsd:sequence> </xsd:extension> </xsd:complexContent> </xsd:complexType> <xsd:annotation> <xsd:documentation xml:lang="en">The specification of the gas to be delivered.</xsd:documentation> </xsd:annotation> <xsd:sequence> <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:sequence minOccurs="0"> <xsd:annotation> <xsd:documentation xml:lang="en">The hub code of the gas buyer.</xsd:documentation> </xsd:annotation> </xsd:element> <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: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> </xsd:simpleContent> </xsd:complexType> <xsd:annotation> <xsd:documentation xml:lang="en"> The different options for specifying the Delivery Periods for a physically settled gas trade. </xsd:documentation> </xsd:annotation> <xsd:complexContent> <xsd:sequence> <xsd:annotation> <xsd:documentation xml:lang="en"> The time at which gas delivery should start on each day of the Delivery Period(s). </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation xml:lang="en"> The time at which gas delivery should end on each day of the Delivery Period(s). </xsd:documentation> </xsd:annotation> </xsd:element> </xsd:sequence> </xsd:extension> </xsd:complexContent> </xsd:complexType> <xsd:annotation> <xsd:documentation xml:lang="en"> Physically settled leg of a physically settled gas transaction. </xsd:documentation> </xsd:annotation> <xsd:complexContent> <xsd:sequence> <!--View Generation: SKIPPED deliveryPeriods - NonStandardFeature--> <xsd:annotation> <xsd:documentation xml:lang="en">The specification of the gas to be delivered.</xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation xml:lang="en"> The physical delivery conditions for the transaction. </xsd:documentation> </xsd:annotation> </xsd:element> <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:annotation> <xsd:documentation xml:lang="en">The quantity of gas to be delivered.</xsd:documentation> </xsd:annotation> <xsd:complexContent> <!--View Generation: Removed a degenerate choice.--> <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: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:annotation> <xsd:documentation xml:lang="en">The type of gas to be delivered.</xsd:documentation> </xsd:annotation> </xsd:element> <!--View Generation: Skipped an empty choice.--> </xsd:sequence> </xsd:complexType> <!--View Generation: SKIPPED GasQuality - Documentation--> <xsd:annotation> <xsd:documentation xml:lang="en"> An observation period that is offset from a Calculation Period. </xsd:documentation> </xsd:annotation> <xsd:sequence> <xsd:annotation> <xsd:documentation xml:lang="en"> The period during which observations will be made. If a firstObservationDateOffset is specified, the observation period will start the specified interval prior to each Calculation Period - i.e. if the firstObservationDateOffset is 4 months and the lagDuration is 3 months, observations will be taken in months 4,3 and 2 (but not 1) prior to each Calculation Period. If no firstObservationDate is specified, the observation period will end immediately preceding each Calculation Period. </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation xml:lang="en"> The interval between the start of each lagDuration and the start of each respective calculation period. </xsd:documentation> </xsd:annotation> </xsd:element> </xsd:sequence> </xsd:complexType> <xsd:annotation> <xsd:documentation xml:lang="en"> Allows a lag to reference one already defined elsewhere in the trade. </xsd:documentation> </xsd:annotation> <xsd:complexContent> </xsd:extension> </xsd:complexContent> </xsd:complexType> <xsd:annotation> <xsd:documentation xml:lang="en">A Market Disruption Event.</xsd:documentation> </xsd:annotation> <xsd:simpleContent> <xsd:attribute default="http://www.fpml.org/coding-scheme/commodity-market-disruption" name="commodityMarketDisruptionScheme" type="xsd:anyURI"/> </xsd:extension> </xsd:simpleContent> </xsd:complexType> <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:sequence> <!--View Generation: SKIPPED - PartySpecific--> <xsd:annotation> <xsd:documentation xml:lang="en">Fixed price on which fixed payments are based.</xsd:documentation> </xsd:annotation> </xsd:element> <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> <!--View Generation: SKIPPED quantityReference - Other-represented elsewhere--> <!--View Generation: SKIPPED - Documentation--> </xsd:sequence> </xsd:extension> </xsd:complexContent> </xsd:complexType> <xsd:annotation> <xsd:documentation xml:lang="en"> The physical delivery conditions for an oil product. </xsd:documentation> </xsd:annotation> <xsd:sequence> <xsd:choice minOccurs="0"> <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: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> <!--View Generation: SKIPPED importerOfRecord - Documentation--> <!--View Generation: Skipped an empty choice.--> </xsd:sequence> </xsd:complexType> <xsd:annotation> <xsd:documentation xml:lang="en"> Physically settled leg of a physically settled oil product transaction. </xsd:documentation> </xsd:annotation> <xsd:complexContent> <xsd:sequence> <!--View Generation: SKIPPED deliveryPeriods - Documentation--> <xsd:annotation> <xsd:documentation xml:lang="en"> The specification of the oil product to be delivered. </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation xml:lang="en"> The physical delivery conditions for the transaction. </xsd:documentation> </xsd:annotation> </xsd:element> <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: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: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: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:annotation> <xsd:documentation xml:lang="en"> The point at which the oil product will enter the pipeline. </xsd:documentation> </xsd:annotation> </xsd:element> <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: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> <!--View Generation: SKIPPED cycle - NonStandardFeature--> </xsd:sequence> </xsd:complexType> <xsd:annotation> <xsd:documentation xml:lang="en"> The specification of the oil product to be delivered. </xsd:documentation> </xsd:annotation> <xsd:sequence> <xsd:annotation> <xsd:documentation xml:lang="en">The type of oil product to be delivered.</xsd:documentation> </xsd:annotation> </xsd:element> <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:annotation> <xsd:documentation xml:lang="en"> The type of physical commodity product to be delivered. </xsd:documentation> </xsd:annotation> <xsd:simpleContent> <xsd:attribute default="http://www.fpml.org/coding-scheme/commodity-oil-product-type" name="commodityOilProductTypeScheme" type="xsd:anyURI"/> </xsd:extension> </xsd:simpleContent> </xsd:complexType> <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> <!--View Generation: SKIPPED applicable - Documentaion--> <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:annotation> <xsd:documentation xml:lang="en"> The acceptable tolerance in the delivered quantity of a physical commodity product in terms of a percentage of the agreed delivery quantity. </xsd:documentation> </xsd:annotation> <xsd:sequence> <xsd:annotation> <xsd:documentation xml:lang="en"> The maximum percentage amount by which the quantity delivered can exceed the agreed quantity. </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation xml:lang="en"> The maximum percentage amount by which the quantity delivered can be less than the agreed quantity. </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation xml:lang="en"> Indicates whether the tolerance it at the seller's or buyer's option. </xsd:documentation> </xsd:annotation> </xsd:element> </xsd:sequence> </xsd:complexType> <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> <!--View Generation: Skipped an empty sequence.--> </xsd:extension> </xsd:complexContent> </xsd:complexType> <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> <!--View Generation: Skipped an empty sequence.--> </xsd:extension> </xsd:complexContent> </xsd:complexType> <!-- This type is orphan types, if not in use, needs to be completely removed from fpml-comm.xsd <xsd:complexType name="QuantityScheduleReference"> <xsd:annotation> <xsd:documentation xml:lang="en">A pointer tyle reference to a Quantity schedule defined elsewhere.</xsd:documentation> </xsd:annotation> <xsd:complexContent> <xsd:extension base="Reference"> <xsd:attribute name="href" type="xsd:IDREF" use="required" ecore:reference="CommodityNotionalQuantitySchedule"/> </xsd:extension> </xsd:complexContent> </xsd:complexType>--> <xsd:annotation> <xsd:documentation xml:lang="en"> A pointer tyle reference to a Quantity defined elsewhere. </xsd:documentation> </xsd:annotation> <xsd:complexContent> <xsd:attribute ecore:reference="CommodityPhysicalQuantityBase" name="href" type="xsd:IDREF" use="required"/> </xsd:extension> </xsd:complexContent> </xsd:complexType> <xsd:annotation> <xsd:documentation xml:lang="en"> A Disruption Fallback with the sequence in which it should be applied relative to other Disruption Fallbacks. </xsd:documentation> </xsd:annotation> <xsd:sequence> <xsd:annotation> <xsd:documentation xml:lang="en">Disruption fallback that applies to the trade.</xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation xml:lang="en"> Sequence in which the reference to the disruption fallback should be applied. </xsd:documentation> </xsd:annotation> </xsd:element> </xsd:sequence> </xsd:complexType> <xsd:annotation> <xsd:documentation xml:lang="en"> Specifies a set of Settlement Periods associated with an Electricity Transaction for delivery on an Applicable Day or for a series of Applicable Days. </xsd:documentation> </xsd:annotation> <xsd:sequence> <xsd:annotation> <xsd:documentation xml:lang="en">The length of each Settlement Period.</xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation xml:lang="en"> Specifies the Applicable Day with respect to a range of Settlement Periods. This element can only be omitted if includesHolidays is present, in which case this range of Settlement Periods will apply to days that are holidays only. </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation xml:lang="en"> Specifies the hour-ending Start Time with respect to a range of Settlement Periods. </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation xml:lang="en"> Specifies the hour-ending End Time with respect to a range of Settlement Periods. If neither startTime nor endTime contain an offset element and endTime is earlier than startTime, this indicates that the time period "wraps around" midnight. For example, if startTime is 23:00 and endTime is 01:00 then Settlement Periods apply from 00:00 to 01:00 and 23:00 to 00:00 on each included day. </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:choice minOccurs="0"> <xsd:annotation> <xsd:documentation xml:lang="en"> Indicates that days that are holidays according to the referenced commodity business calendar should be excluded from this range of Settlement Periods, even if such day is an applicable day. </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation xml:lang="en"> Indicates that days that are holidays according to the referenced commodity business calendar should be included in this range of Settlement Periods, even if such day is not an applicable day. </xsd:documentation> </xsd:annotation> </xsd:element> </xsd:choice> </xsd:sequence> </xsd:complexType> <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:sequence> <xsd:element maxOccurs="unbounded" minOccurs="0" name="settlementPeriodsReference" type="SettlementPeriodsReference"/> </xsd:sequence> </xsd:extension> </xsd:complexContent> </xsd:complexType> <xsd:annotation> <xsd:documentation xml:lang="en"> Allows a set of Settlement Periods to reference one already defined elsewhere in the trade. </xsd:documentation> </xsd:annotation> <xsd:complexContent> </xsd:extension> </xsd:complexContent> </xsd:complexType> <!--View Generation: SKIPPED SettlementPeriodsSchedule - Unsupported--> <xsd:annotation> <xsd:documentation xml:lang="en"> A reference to the range of Settlement Periods that applies to a given period of a transaction. </xsd:documentation> </xsd:annotation> <xsd:sequence> <xsd:element maxOccurs="unbounded" minOccurs="0" name="settlementPeriodsReference" type="SettlementPeriodsReference"> <xsd:annotation> <xsd:documentation xml:lang="en"> The specification of the Settlement Periods in which the electricity will be delivered. The Settlement Periods will apply for the duration of the appliable period. If more than one settlementPeriods element is present this indicates multiple ranges of Settlement Periods apply for the duration of the applicable period. </xsd:documentation> </xsd:annotation> </xsd:element> </xsd:sequence> </xsd:complexType> <xsd:annotation> <xsd:documentation xml:lang="en">A quantity and associated unit.</xsd:documentation> </xsd:annotation> <xsd:sequence> <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:annotation> <xsd:documentation xml:lang="en">Amount of commodity per quantity frequency.</xsd:documentation> </xsd:annotation> </xsd:element> </xsd:sequence> </xsd:complexType> <xsd:element name="bullionPhysicalLeg" substitutionGroup="commodityForwardLeg" 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:annotation> <xsd:documentation xml:lang="en">Physically settled coal leg.</xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation xml:lang="en">Defines a commodity forward product.</xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation>Defines the substitutable commodity forward leg</xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation xml:lang="en">Defines a commodity option product.</xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation xml:lang="en">Defines a commodity swap product.</xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation>Defines a commodity swaption product</xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation>Defines the substitutable commodity swap leg</xsd:documentation> </xsd:annotation> </xsd:element> <xsd:element name="electricityPhysicalLeg" substitutionGroup="commoditySwapLeg" type="ElectricityPhysicalLeg"> <xsd:annotation> <xsd:documentation xml:lang="en">Physically settled electricity leg.</xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation xml:lang="en">Fixed Price Leg.</xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation xml:lang="en">Floating Price leg.</xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation xml:lang="en">Physically settled natural gas leg.</xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation xml:lang="en">Physically settled oil or refined products leg.</xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation xml:lang="en"> Model group containing features specific to asian/averaging commodity options. </xsd:documentation> </xsd:annotation> <xsd:sequence> <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> <!--View Generation: Skipped an empty choice.--> <xsd:annotation> <xsd:documentation xml:lang="en">The dates on which the option will price.</xsd:documentation> </xsd:annotation> </xsd:element> <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> <!--View Generation: SKIPPED CommodityDeliveryPeriodsPointer.model - Unsupported--> <xsd:annotation> <xsd:documentation xml:lang="en"> A Delivery Point, applicable to physically settled commodity transactions. </xsd:documentation> </xsd:annotation> <xsd:choice> <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> <!--View Generation: Skipped an empty sequence.--> </xsd:choice> </xsd:group> <!--View Generation: SKIPPED CommodityCalculationPeriods.model - Documentation--> <!--View Generation: SKIPPED CommodityCalculationPeriodsPointer.model - References--> <!--View Generation: SKIPPED CommodityCoalComposition.model - Documentation--> <!--View Generation: SKIPPED CommodityCoalProperties.model - Documentation--> <!--View Generation: SKIPPED CommodityCoalReducingAtmosphere.model - Documentation--> <!--View Generation: SKIPPED CommodityContent.model - Documentation--> <xsd:annotation> <xsd:documentation> Items specific to financially-settled commodity options. </xsd:documentation> </xsd:annotation> <xsd:sequence> <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:annotation> <xsd:documentation xml:lang="en"> A group containing properties specific to Asian options. </xsd:documentation> </xsd:annotation> </xsd:group> <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: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: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> <!--View Generation: Skipped an empty choice.--> <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:annotation> <xsd:documentation xml:lang="en"> The different options for specifying the Fixed Price. </xsd:documentation> </xsd:annotation> <xsd:sequence> <!--View Generation: Removed a degenerate choice.--> <xsd:choice minOccurs="0"> <xsd:annotation> <xsd:documentation xml:lang="en">Fixed price on which fixed payments are based.</xsd:documentation> </xsd:annotation> </xsd:element> <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: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: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> <!--View Generation: SKIPPED CommodityFreightFlatRate.model - Documentation--> <xsd:annotation> <xsd:documentation xml:lang="en"> The different options for specifying the Payment Date. </xsd:documentation> </xsd:annotation> <xsd:choice> <xsd:annotation> <xsd:documentation xml:lang="en">Dates on which payments will be made.</xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation xml:lang="en"> If present and true indicates that the Payment Date(s) are specified in the relevant master agreement. </xsd:documentation> </xsd:annotation> </xsd:element> </xsd:choice> </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 trade may be specified, or else the Notional Quantity per Calculation Period. In the latter case, there must be a notional quantity 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> <!--View Generation: Removed a degenerate choice.--> <xsd:annotation> <xsd:documentation xml:lang="en">The Notional Quantity.</xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation xml:lang="en">The Total Notional Quantity.</xsd:documentation> </xsd:annotation> </xsd:element> </xsd:sequence> <!--View Generation: SKIPPED quantityReference - References--> </xsd:choice> </xsd:group> <!--View Generation: SKIPPED CommodityPaymentDates.model - NonStandardFeature--> <xsd:annotation> <xsd:documentation> Items specific to financially-settled commodity options. </xsd:documentation> </xsd:annotation> <xsd:sequence> <!--View Generation: Skipped an empty choice.--> <xsd:annotation> <xsd:documentation> 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:annotation> <xsd:documentation xml:lang="en"> The different options for specifying the Strike price per unit. </xsd:documentation> </xsd:annotation> <xsd:choice> <xsd:annotation> <xsd:documentation xml:lang="en">The currency amount of the strike price per unit.</xsd:documentation> </xsd:annotation> </xsd:element> <!--View Generation: SKIPPED strikePricePerUnitSchedule - Other-represented elsewhere--> </xsd:choice> </xsd:group> <xsd:sequence> <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: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> <!--View Generation: SKIPPED settlementCurrency - Standardized--> <!--View Generation: SKIPPED - Documentation--> </xsd:sequence> </xsd:group> <!--View Generation: SKIPPED CommodityUSCoalProduct.model - Documentation--> <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> <!--View Generation: SKIPPED quantityVariationAdjustment - Documentation--> <!--View Generation: SKIPPED transportationEquipment - Documentation--> <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> <!--View Generation: SKIPPED LagOrReference.model - Standardized--> <xsd:annotation> <xsd:documentation xml:lang="en">Price model group.</xsd:documentation> </xsd:annotation> <xsd:sequence> <xsd:annotation> <xsd:documentation xml:lang="en">Currency of the fixed price.</xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation xml:lang="en"> The unit of measure used to calculate the Fixed Price. </xsd:documentation> </xsd:annotation> </xsd:element> </xsd:sequence> </xsd:group> <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 the calculation period. </xsd:documentation> </xsd:annotation> <xsd:sequence> <xsd:annotation> <xsd:documentation xml:lang="en">The type of day on which pricing occurs.</xsd:documentation> </xsd:annotation> </xsd:element> <!--View Generation: Removed a degenerate choice.--> <xsd:sequence> <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: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:sequence> </xsd:group> </xsd:schema> |
XML schema documentation generated with DocFlex/XML 1.8.6b2 using DocFlex/XML XSDDoc 2.5.1 template set. All content model diagrams generated by Altova XMLSpy via DocFlex/XML XMLSpy Integration. |