XML Schema "fpml-com-5-8.xsd"
Target Namespace:
http://www.fpml.org/FpML-5/confirmation
Version:
$Revision: 11683 $
Defined Components:
elements (22 global + 475 local), complexTypes (176), element groups (32)
Default Namespace-Qualified Form:
Local Elements: qualified; Local Attributes: unqualified
Schema Location:
D:\Tradeheader\trunk\xml\confirmation\fpml-com-5-8.xsd; see XML source
Includes Schemas (1):
fpml-option-shared-5-8.xsd [src]
Included in Schemas (2):
fpml-generic-5-8.xsd [src], fpml-main-5-8.xsd [src]
All Element Summary
abandonmentOfScheme
Applies to U.S.
Type:
EnvironmentalAbandonmentOfSchemeEnum
Content:
simple
Defined:
locally within EnvironmentalPhysicalLeg complexType; see XML source
absoluteTolerance
Specifies the allowable quantity tolerance as an absolute quantity.
Type:
AbsoluteTolerance
Content:
complex, 4 elements
Defined:
locally within OilDelivery complexType; see XML source
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.
Type:
MarketDisruptionEvent
Content:
simple, 1 attribute
Defined:
locally within CommodityMarketDisruption complexType; see XML source
adjustableDate (in startingDate in earlyTermination in commodityPerformanceSwap)
Date from which early termination clause can be exercised.
Type:
AdjustableDate
Content:
complex, 1 attribute, 3 elements
Defined:
locally within CommodityStartingDate complexType; see XML source
adjustmentToFallbackWeatherStation
The Weather Index Station from which data with which to apply the "Adjustement to Fallback Station Data" terms.
Type:
xsd:boolean
Content:
simple
Defined:
locally within WeatherIndexData complexType; see XML source
alternativeDataProvider
A provider of either temperature data or precipitation data specified by the parties in the related Confirmation.
Type:
xsd:boolean
Content:
simple
Defined:
locally within WeatherIndexData complexType; see XML source
americanExercise (defined in CommodityExercise complexType)
The parameters for defining the expiration date for an American option.
Type:
CommodityAmericanExercise
Content:
complex, 1 attribute, 7 elements
Defined:
locally within CommodityExercise complexType; see XML source
americanExercise (defined in CommodityPhysicalExercise complexType)
The parameters for defining the expiration date(s) and time(s) for an American style option.
Type:
CommodityPhysicalAmericanExercise
Content:
complex, 1 attribute, 6 elements
Defined:
locally within CommodityPhysicalExercise complexType; see XML source
americanExercise (in exercise in commodityBasketOption)
The parameters for defining the exercise period for an American style option together with the rules governing the quantity of the commodity that can be exercised on any given exercise date.
Type:
CommodityAmericanExercise
Content:
complex, 1 attribute, 7 elements
Defined:
locally within CommodityExerciseBasket complexType; see XML source
americanExercise (in exercise in commodityDigitalOption)
The parameters for defining the expiration date for an American option.
Type:
CommodityAmericanExercise
Content:
complex, 1 attribute, 7 elements
Defined:
locally within CommodityDigitalExercise complexType; see XML source
amount (in referenceLevel)
Type:
xsd:decimal
Content:
simple
Defined:
locally within ReferenceLevel complexType; see XML source
annualizationFactor (in varianceCalculation)
This specifies the numerator of an annualization factor.
Type:
xsd:decimal
Content:
simple
Defined:
locally within CommodityVarianceCalculation complexType; see XML source
applicable (in systemFirm)
Indicates that the trade is for a System Firm product.
Type:
xsd:boolean
Content:
simple
Defined:
locally within ElectricityDeliverySystemFirm complexType; see XML source
applicable (in transfer)
Indicates that the oil product will be delivered by title transfer.
Type:
xsd:boolean
Content:
simple
Defined:
locally within OilTransferDelivery complexType; see XML source
applicable (in unitFirm)
Indicates that the trade is for a Unit Firm product.
Type:
xsd:boolean
Content:
simple
Defined:
locally within ElectricityDeliveryUnitFirm complexType; see XML source
applicableDay (defined in SettlementPeriods complexType)
Specifies the Applicable Day with respect to a range of Settlement Periods.
Type:
DayOfWeekEnum
Content:
simple
Defined:
locally within SettlementPeriods complexType; see XML source
applicableLaw
Applies to U.S.
Type:
EnvironmentalProductApplicableLaw
Content:
simple, 1 attribute
Defined:
locally within EnvironmentalProduct complexType; see XML source
ash
The ash content of the coal product.
Type:
CoalAttributePercentage
Content:
complex, 3 elements
Defined:
locally within CommodityCoalComposition.model group; see XML source
ashFusionTemperature
The temperature at which the ash form of the coal product fuses completely in accordance with the ASTM International D1857 Standard Test Methodology.
Type:
CoalAttributeDecimal
Content:
complex, 3 elements
Defined:
locally within CommodityCoalProperties.model group; see XML source
automaticExercise (defined in CommodityExercise complexType)
Specifies whether or not Automatic Exercise applies to a Commodity Option Transaction.
Type:
xsd:boolean
Content:
simple
Defined:
locally within CommodityExercise complexType; see XML source
automaticExercise (defined in CommodityPhysicalExercise complexType)
Specifies whether or not Automatic Exercise applies to a Commodity Option Transaction.
Type:
xsd:boolean
Content:
simple
Defined:
locally within CommodityPhysicalExercise complexType; see XML source
automaticExercise (in exercise in commodityBasketOption)
Specifies whether or not Automatic Exercise applies to a Commodity Option Transaction.
Type:
xsd:boolean
Content:
simple
Defined:
locally within CommodityExerciseBasket complexType; see XML source
automaticExercise (in exercise in commodityDigitalOption)
Specifies whether or not Automatic Exercise applies to a Commodity Option Transaction.
Type:
xsd:boolean
Content:
simple
Defined:
locally within CommodityDigitalExercise complexType; see XML source
averagePriceLeg
Specifies the calculated floating price leg of a Commodity Forward Transaction.
Type:
AveragePriceLeg
Content:
complex, 1 attribute, 17 elements
Defined:
locally within CommodityForward complexType; see XML source
averagingMethod (defined in CommodityAsian.model group)
The Method of Averaging if there is more than one Pricing Date.
Type:
AveragingMethodEnum
Content:
simple
Defined:
locally within CommodityAsian.model group; see XML source
averagingMethod (defined in CommodityBasketUnderlyingBase complexType)
The Method of Averaging if there is more than one Pricing Date.
Type:
AveragingMethodEnum
Content:
simple
Defined:
locally within CommodityBasketUnderlyingBase complexType; see XML source
averagingMethod (defined in CommodityFx complexType)
The parties may specify a Method of Averaging when averaging of the FX rate is applicable.
Type:
AveragingMethodEnum
Content:
simple
Defined:
locally within CommodityFx complexType; see XML source
averagingMethod (defined in FloatingLegCalculation complexType)
The parties may specify a Method of Averaging where more than one pricing Dates is being specified as being applicable.
Type:
AveragingMethodEnum
Content:
simple
Defined:
locally within FloatingLegCalculation complexType; see XML source
balanceOfFirstPeriod
If true, indicates that that the first Calculation Period should run from the Effective Date to the end of the calendar period in which the Effective Date falls, e.g.
Type:
xsd:boolean
Content:
simple
Defined:
locally within CommodityCalculationPeriodsSchedule complexType; see XML source
barrier (in commodityOption)
Defines a commodity option barrier product feature.
Type:
CommodityBarrier
Content:
complex, 3 elements
Defined:
locally within CommodityOptionFeatures.model group; see XML source
barrier (in commodityOption)
Defines a commodity option barrier product feature.
Type:
CommodityBarrier
Content:
complex, 3 elements
Defined:
locally within CommodityOptionFeatures.model group; see XML source
brand
The brand(s) of material which can be delivered in Seller's option.
Type:
CommodityMetalBrand
Content:
complex, 4 elements
Defined:
locally within Metal complexType; see XML source
brandManager
Type:
CommodityMetalBrandManager
Content:
simple, 1 attribute
Defined:
locally within CommodityMetalBrand complexType; see XML source
BTUperLB
The number of British Thermal Units per Pound of the coal product.
Type:
CoalAttributeDecimal
Content:
complex, 3 elements
Defined:
locally within CommodityCoalProperties.model group; see XML source
btuQualityAdjustment
The Quality Adjustment formula to be used where the Actual Shipment BTU/Lb value differs from the Standard BTU/Lb value.
Type:
CoalQualityAdjustments
Content:
simple, 1 attribute
Defined:
locally within CommodityUSCoalProduct.model group; see XML source
bullionPhysicalLeg
The physical leg of a Commodity Forward Transaction for which the underlyer is Bullion.
Type:
BullionPhysicalLeg
Content:
complex, 1 attribute, 10 elements
Subst.Gr:
may substitute for element commodityForwardLeg
Defined:
globally; see XML source
Used:
never
bullionType
The type of Bullion underlying a Bullion Transaction.
Type:
BullionTypeEnum
Content:
simple
Defined:
locally within BullionPhysicalLeg complexType; see XML source
businessCalendar (defined in CommodityPricingDates complexType)
Identifies a commodity business day calendar from which the pricing dates will be determined.
Type:
CommodityBusinessCalendar
Content:
simple, 1 attribute
Defined:
locally within CommodityPricingDates complexType; see XML source
businessCalendar (defined in CommodityValuationDates complexType)
Identifies a commodity business day calendar from which the pricing dates will be determined.
Type:
CommodityBusinessCalendar
Content:
simple, 1 attribute
Defined:
locally within CommodityValuationDates complexType; see XML source
businessDayConvention (defined in Days.model group)
The convention for adjusting a date if it would otherwise fall on a day that is not a business day.
Type:
BusinessDayConventionEnum
Content:
simple
Defined:
locally within Days.model group; see XML source
businessDays (defined in WeatherLegCalculation complexType)
A day on which commmercial banks settle payments and are open for general business in the place(s) specified in the Confirmation.
Type:
BusinessCenter
Content:
simple, 2 attributes
Defined:
locally within WeatherLegCalculation complexType; see XML source
buyerHub
The hub code of the gas buyer.
Type:
CommodityHub
Content:
complex, 3 elements
Defined:
locally within GasDelivery complexType; see XML source
calculation (in averagePriceLeg)
Captures details relevant to the calculation of the floating price.
Type:
FloatingLegCalculation
Content:
complex, 8 elements
Defined:
locally within AveragePriceLeg complexType; see XML source
calculation (in commodityOption)
Contains parameters which figure in the calculation of payments on a Weather Index Option.
Type:
WeatherLegCalculation
Content:
complex, 9 elements
Defined:
locally within CommodityWeatherOption.model group; see XML source
calculation (in floatingLeg)
Defines details relevant to the calculation of the floating price.
Type:
FloatingLegCalculation
Content:
complex, 8 elements
Defined:
locally within FloatingPriceLeg complexType; see XML source
calculation (in weatherLeg)
Defines details relevant to the calculation of the aggregate weather index amount.
Type:
WeatherLegCalculation
Content:
complex, 9 elements
Defined:
locally within WeatherLeg complexType; see XML source
calculationDate
The number of days following the final day of the Calculation Period specified in the Confirmation on which is is practicable to provide the notice that the Calculation Agent is required to give for that Settlement Date or Payment Date.
Type:
Period
Content:
complex, 1 attribute, 2 elements
Defined:
locally within WeatherLegCalculation complexType; see XML source
calculationDates (defined in CommodityCalculationPeriods.model group)
The Calculation Period dates for this leg of the trade where the Calculation Periods are all one day long.
Type:
AdjustableDates
Content:
complex, 1 attribute, 3 elements
Defined:
locally within CommodityCalculationPeriods.model group; see XML source
calculationPeriod (in weatherCalculationPeriods)
Type:
WeatherCalculationPeriod
Content:
complex, 2 elements
Defined:
locally within WeatherCalculationPeriods complexType; see XML source
calculationPeriodEndDay
Type:
IdentifiedDate
Content:
simple, 1 attribute
Defined:
locally within WeatherCalculationPeriod complexType; see XML source
calculationPeriodFirstDay
Type:
IdentifiedDate
Content:
simple, 1 attribute
Defined:
locally within WeatherCalculationPeriod complexType; see XML source
calculationPeriods (defined in CommodityAsian.model group)
An absolute representation of the Calculation Period start dates of the Commodity Option Transaction.
Type:
AdjustableDates
Content:
complex, 1 attribute, 3 elements
Defined:
locally within CommodityAsian.model group; see XML source
calculationPeriods (defined in CommodityCalculationPeriods.model group)
The Calculation Period start dates for this leg of the swap.
Type:
AdjustableDates
Content:
complex, 1 attribute, 3 elements
Defined:
locally within CommodityCalculationPeriods.model group; see XML source
calculationPeriods (in commodityBasketOption)
An absolute representation of the Calculation Period start dates of the Commodity Option Transaction.
Type:
AdjustableDates
Content:
complex, 1 attribute, 3 elements
Defined:
locally within CommodityBasketOptionFeatures.model group; see XML source
calculationPeriodsDatesReference
A pointer style reference to single-day-duration Calculation Periods defined on another leg.
Type:
CalculationPeriodsDatesReference
Content:
empty, 1 attribute
Defined:
locally within CommodityCalculationPeriodsPointer.model group; see XML source
calculationPeriodsReference
A pointer style reference to the Calculation Periods defined on another leg.
Type:
CalculationPeriodsReference
Content:
empty, 1 attribute
Defined:
locally within CommodityCalculationPeriodsPointer.model group; see XML source
calculationPeriodsSchedule (defined in CommodityAsian.model group)
A parametric representation of the Calculation Periods of the Commodity Option Transaction.
Type:
CommodityCalculationPeriodsSchedule
Content:
complex, 1 attribute, 3 elements
Defined:
locally within CommodityAsian.model group; see XML source
calculationPeriodsSchedule (defined in CommodityCalculationPeriods.model group)
The Calculation Periods for this leg of the swap.
Type:
CommodityCalculationPeriodsSchedule
Content:
complex, 1 attribute, 3 elements
Defined:
locally within CommodityCalculationPeriods.model group; see XML source
calculationPeriodsSchedule (in commodityBasketOption)
A parametric representation of the Calculation Periods of the Commodity Option Transaction.
Type:
CommodityCalculationPeriodsSchedule
Content:
complex, 1 attribute, 3 elements
Defined:
locally within CommodityBasketOptionFeatures.model group; see XML source
calculationPeriodsScheduleReference
A pointer style reference to the Calculation Periods Schedule defined on another leg.
Type:
CalculationPeriodsScheduleReference
Content:
empty, 1 attribute
Defined:
locally within CommodityCalculationPeriodsPointer.model group; see XML source
calendarSource (defined in CommodityPricingDates complexType)
Used in conjunction with an exchange-based pricing source.
Type:
CalendarSourceEnum
Content:
simple
Defined:
locally within CommodityPricingDates complexType; see XML source
calendarSource (defined in CommodityValuationDates complexType)
Used in conjunction with an exchange-based pricing source.
Type:
CalendarSourceEnum
Content:
simple
Defined:
locally within CommodityValuationDates complexType; see XML source
calorificValue
The calorific value of the gas to be delivered, specified in megajoules per cubic meter (MJ/m3).
Type:
NonNegativeDecimal
Content:
simple
Defined:
locally within GasProduct complexType; see XML source
clearingInstructions (defined in CommodityPhysicalExercise complexType)
Specifies any instructions on how the physical settlement is to be effected when the option is exercised.
Type:
SwaptionPhysicalSettlement
Content:
complex, 2 elements
Defined:
locally within CommodityPhysicalExercise complexType; see XML source
coal
The specification of the Coal Product to be delivered.
Type:
CoalProduct
Content:
complex, 6 elements
Defined:
locally within CoalPhysicalLeg complexType; see XML source
coalPhysicalLeg
Physically settled coal leg.
Type:
CoalPhysicalLeg
Content:
complex, 1 attribute, 8 elements
Subst.Gr:
may substitute for element commoditySwapLeg
Defined:
globally; see XML source
Used:
never
coalProductSpecifications
The type of coal product to be delivered specified in full.
Type:
CoalProductSpecifications
Content:
complex, 2 elements
Defined:
locally within CoalProduct complexType; see XML source
commencementDate (defined in CommodityExercisePeriods complexType)
The first day of the exercise period for an American style option.
Type:
AdjustableOrRelativeDate
Content:
complex, 1 attribute, 2 elements
Defined:
locally within CommodityExercisePeriods complexType; see XML source
commencementDates
The first day(s) of the exercise period(s) for an American-style option.
Type:
AdjustableOrRelativeDates
Content:
complex, 1 attribute, 2 elements
Defined:
locally within CommodityPhysicalAmericanExercise complexType; see XML source
commodity (defined in CommodityBasketUnderlyingBase complexType)
Specifies the underlying component.
Type:
Commodity
Content:
complex, 1 attribute, 16 elements
Defined:
locally within CommodityBasketUnderlyingBase complexType; see XML source
commodity (defined in CommodityUnderlyerChoice.model group)
Describes the swap's underlyer when it has only one asset component.
Type:
Commodity
Content:
complex, 1 attribute, 16 elements
Defined:
locally within CommodityUnderlyerChoice.model group; see XML source
commodity (in commodityDigitalOption)
Specifies the underlying instrument.
Type:
Commodity
Content:
complex, 1 attribute, 16 elements
Defined:
locally within CommodityDigitalOption complexType; see XML source
commodity (in commodityOption)
Specifies the underlying instrument.
Type:
Commodity
Content:
complex, 1 attribute, 16 elements
Defined:
locally within CommodityFinancialOption.model group; see XML source
commodity (in floatingLeg)
Specifies the underlying instrument.
Type:
Commodity
Content:
complex, 1 attribute, 16 elements
Defined:
locally within FloatingPriceLeg complexType; see XML source
commodityBasket
Describes the swap's underlyer when it has multiple asset components.
Type:
CommodityBasket
Content:
complex, 5 elements
Defined:
locally within CommodityUnderlyerChoice.model group; see XML source
commodityBasketOption
Defines a commodity basket option product.
Type:
CommodityBasketOption
Content:
complex, 1 attribute, 28 elements
Subst.Gr:
may substitute for element product
Defined:
globally; see XML source
Used:
never
commodityDigitalOption
Defines a commodity digital option product.
Type:
CommodityDigitalOption
Content:
complex, 1 attribute, 27 elements
Subst.Gr:
may substitute for element product
Defined:
globally; see XML source
Used:
never
commodityFixedInterestCalculation
Specifies the interest payment amount on a return swap.
Type:
CommodityFixedInterestCalculation
Content:
complex, 2 elements
Defined:
locally within CommodityInterestLeg complexType; see XML source
commodityForward
Defines a commodity forward product.
Type:
CommodityForward
Content:
complex, 1 attribute, 13 elements
Subst.Gr:
may substitute for element product
Defined:
globally; see XML source
Used:
at 1 location
commodityForwardLeg
Defines the substitutable commodity forward leg.
Type:
CommodityForwardLeg
Content:
empty, 1 attribute
Abstract:
(may not be used directly in instance XML documents)
Subst.Gr:
may be substituted with 2 elements
Defined:
globally; see XML source
Used:
at 3 locations
commodityInterestLeg
Specifies the fixed payments of a commodity performance swap.
Type:
CommodityInterestLeg
Content:
complex, 1 attribute, 16 elements
Subst.Gr:
may substitute for element commodityPerformanceSwapLeg
Defined:
globally; see XML source
Used:
never
commodityOption
Defines a commodity option product.
Type:
CommodityOption
Content:
complex, 1 attribute, 45 elements
Subst.Gr:
may substitute for element product
Defined:
globally; see XML source
Used:
never
commodityPerformanceSwap
A swap the payoff of which is linked to the performance of the underlying asset.
Type:
CommodityPerformanceSwap
Content:
complex, 1 attribute, 14 elements
Subst.Gr:
may substitute for element product
Defined:
globally; see XML source
Used:
never
commodityPerformanceSwapLeg
A placeholder within 'commodityPerformanceSwap' structure for the actual commodity swap legs (e.g.
Type:
CommodityPerformanceSwapLeg
Content:
complex, 1 attribute, 4 elements
Abstract:
(may not be used directly in instance XML documents)
Subst.Gr:
may be substituted with 3 elements
Defined:
globally; see XML source
Used:
at 4 locations
commodityReturnCalculation
Specifies, in relation to each Payment Date, the return percentage which, when multiplied times the notional amount is the amount to which the Payment Date relates.
Type:
CommodityReturnCalculation
Content:
complex, 4 elements
Defined:
locally within CommodityReturnLeg complexType; see XML source
commodityReturnLeg
Specifies the return payments of a commodity return swap.
Type:
CommodityReturnLeg
Content:
complex, 1 attribute, 18 elements
Subst.Gr:
may substitute for element commodityPerformanceSwapLeg
Defined:
globally; see XML source
Used:
never
commoditySwap
Defines a commodity swap product.
Type:
CommoditySwap
Content:
complex, 1 attribute, 14 elements
Subst.Gr:
may substitute for element product
Defined:
globally; see XML source
Used:
at 1 location
commoditySwap (in commoditySwaption)
The underlying commodity swap definiton.
Type:
CommoditySwaptionUnderlying
Content:
complex, 9 elements
Defined:
locally within CommoditySwaption complexType; see XML source
commoditySwapLeg
Defines the substitutable commodity swap leg
Type:
CommoditySwapLeg
Content:
empty, 1 attribute
Abstract:
(may not be used directly in instance XML documents)
Subst.Gr:
may be substituted with 7 elements
Defined:
globally; see XML source
Used:
at 8 locations
commoditySwaption
Defines a commodity swaption product
Type:
CommoditySwaption
Content:
complex, 1 attribute, 17 elements
Subst.Gr:
may substitute for element product
Defined:
globally; see XML source
Used:
never
commodityVarianceLeg
Specifies the variance payments of a commodity variance swap.
Type:
CommodityVarianceLeg
Content:
complex, 1 attribute, 20 elements
Subst.Gr:
may substitute for element commodityPerformanceSwapLeg
Defined:
globally; see XML source
Used:
never
commonPricing
If Common Pricing is elected (“true”) for a Transaction with referencing more than one Commodity Reference Price then no date will be a Pricing Date unless such a date is a day on which all Commodity Reference Prices are scheduled to be published.
Type:
xsd:boolean
Content:
simple
Defined:
locally within CommodityContent.model group; see XML source
compliancePeriod
Applies to E.U.
Type:
EnvironmentalProductComplaincePeriod
Content:
complex, 2 elements
Defined:
locally within EnvironmentalProduct complexType; see XML source
constituentWeight (in underlying in notionalAmountBasket)
If the Notional Quantity is specified in a unit that does not match the unit in which the Commodity Reference Price is quoted, the scaling or conversion factor used to convert the Commodity Reference Price unit into the Notional Quantity unit should be stated here.
Type:
NonNegativeDecimal
Content:
simple
Defined:
locally within CommodityBasketUnderlyingByPercentage complexType; see XML source
contingency
The conditions under which the party specified in contingentParty will be excused from damages if transmission is interrupted or curtailed.
Type:
ElectricityTransmissionContingencyType
Content:
simple, 1 attribute
Defined:
locally within ElectricityTransmissionContingency complexType; see XML source
contingentParty
The party to which the contingency applies.
Type:
PartyReference
Content:
empty, 1 attribute
Defined:
locally within ElectricityTransmissionContingency complexType; see XML source
contractRate
For a DRY Voyage Charter or Time Charter Commodity Swap, the price per relevant unit for pruposes of the calculation of a Fixed Amount.
Type:
NonNegativeMoney
Content:
complex, 1 attribute, 2 elements
Defined:
locally within CommodityFixedPrice.model group; see XML source
contractRateStep
For a DRY Voyage Charter or Time Charter Freight Swap, the price per relevant unit for pruposes of the calculation of a Fixed Amount for a given Calculation Period during the life of the trade.
Type:
NonNegativeMoney
Content:
complex, 1 attribute, 2 elements
Defined:
locally within CommodityFixedPriceSchedule complexType; see XML source
conversionFactor (defined in CommodityExercise complexType)
If the Notional Quantity is specified in a unit that does not match the unit in which the Commodity Reference Price is quoted, the scaling or conversion factor used to convert the Commodity Reference Price unit into the Notional Quantity unit should be stated here.
Type:
xsd:decimal
Content:
simple
Defined:
locally within CommodityExercise complexType; see XML source
conversionFactor (defined in FloatingLegCalculation complexType)
If the Notional Quantity is specified in units that do not match the units in which the Commodity Reference Price is quoted, the scaling or conversion factor used to convert the Commodity Reference Price units into the Notional Quantity units should be stated here.
Type:
xsd:decimal
Content:
simple
Defined:
locally within FloatingLegCalculation complexType; see XML source
conversionFactor (in metalPhysicalLeg)
If the Notional Quantity is specified in a unit that does not match the unit in which the Commodity Reference Price is quoted, the scaling or conversion factor used to convert the Commodity Reference Price unit into the Notional Quantity unit should be stated here.
Type:
xsd:decimal
Content:
simple
Defined:
locally within MetalPhysicalLeg complexType; see XML source
conversionFactor (in underlying in notionalQuantityBasket)
If the Notional Quantity is specified in a unit that does not match the unit in which the Commodity Reference Price is quoted, the scaling or conversion factor used to convert the Commodity Reference Price unit into the Notional Quantity unit should be stated here.
Type:
xsd:decimal
Content:
simple
Defined:
locally within CommodityBasketUnderlyingByNotional complexType; see XML source
correctionPeriod
If 'dataCorrection'=true, this indicates how long after the initial publication of the data corrections can be made.
Type:
Period
Content:
complex, 1 attribute, 2 elements
Defined:
locally within WeatherLegCalculation complexType; see XML source
country (in brand)
Type:
CountryCode
Content:
simple, 1 attribute
Defined:
locally within CommodityMetalBrand complexType; see XML source
cycle (in pipeline)
The cycle(s) during which the oil product will be transported in the pipeline.
Type:
CommodityPipelineCycle
Content:
simple, 1 attribute
Defined:
locally within OilPipelineDelivery complexType; see XML source
dataCorrection
The date payment often revised after its publication, this indicates if the payment date could be recalculated.
Type:
xsd:boolean
Content:
simple
Defined:
locally within WeatherLegCalculation complexType; see XML source
dataProvider
The provider of either temperature data or precipitation data specified by the parties in the related Confirmation.
Type:
DataProvider
Content:
simple, 2 attributes
Defined:
locally within WeatherIndexData complexType; see XML source
dateRelativeTo (in startingDate in earlyTermination in commodityPerformanceSwap)
Reference to a party defined elsewhere in this document which may be allowed to terminate the trade.
Type:
PartyReference
Content:
empty, 1 attribute
Defined:
locally within CommodityStartingDate complexType; see XML source
dayCount
The number of days over which pricing should take place.
Type:
xsd:positiveInteger
Content:
simple
Defined:
locally within Days.model group; see XML source
dayCountFraction (in commodityFixedInterestCalculation)
Specifies the basis for the adjustment of a rate from an annual rate to a rate appropriate for the Calculation Period: e.g. the number of calendar days in the Calculation Period divided by the calendar days basis e.g. actual number of days in the Calculation Period divided by 365.
Type:
DayCountFraction
Content:
simple, 1 attribute
Defined:
locally within CommodityFixedInterestCalculation complexType; see XML source
dayDistribution
The method by which the pricing days are distributed across the pricing period.
Type:
CommodityFrequencyType
Content:
simple, 1 attribute
Defined:
locally within Days.model group; see XML source
dayNumber
The occurrence of the dayOfWeek within the pricing period on which pricing will take place, e.g. the 3rd Friday within each Calculation Period.
Type:
xsd:integer
Content:
simple
Defined:
locally within Days.model group; see XML source
dayOfWeek
The day(s) of the week on which pricing will take place during the pricing period.
Type:
DayOfWeekEnum
Content:
simple
Defined:
locally within Days.model group; see XML source
dayType (defined in Days.model group)
The type of day on which pricing occurs.
Type:
CommodityDayTypeEnum
Content:
simple
Defined:
locally within Days.model group; see XML source
deliverableByBarge
Whether or not the delivery can go to barge.
Type:
xsd:boolean
Content:
simple
Defined:
locally within OilPipelineDelivery complexType; see XML source
deliveryAtSource
The point at which the Coal Product as a reference to the Source of the Coal Product.
Type:
xsd:boolean
Content:
simple
Defined:
locally within CoalDelivery complexType; see XML source
deliveryConditions (in coalPhysicalLeg)
The physical delivery conditions for the transaction.
Type:
CoalDelivery
Content:
complex, 5 elements
Defined:
locally within CoalPhysicalLeg complexType; see XML source
deliveryConditions (in electricityPhysicalLeg)
The physical delivery conditions for the transaction.
Type:
ElectricityDelivery
Content:
complex, 6 elements
Defined:
locally within ElectricityPhysicalLeg complexType; see XML source
deliveryConditions (in gasPhysicalLeg)
The physical delivery conditions for the transaction.
Type:
GasDelivery
Content:
complex, 7 elements
Defined:
locally within GasPhysicalLeg complexType; see XML source
deliveryConditions (in metalPhysicalLeg)
The physical delivery arrangements and requirements for a physically settled non-precious metal transaction.
Type:
MetalDelivery
Content:
complex, 5 elements
Defined:
locally within MetalPhysicalLeg complexType; see XML source
deliveryConditions (in oilPhysicalLeg)
The physical delivery conditions for the transaction.
Type:
OilDelivery
Content:
complex, 5 elements
Defined:
locally within OilPhysicalLeg complexType; see XML source
deliveryDate (in environmentalPhysicalLeg)
The date on which allowances are to be delivered as specified in the related Confirmation.
Type:
AdjustableOrRelativeDate
Content:
complex, 1 attribute, 2 elements
Defined:
locally within EnvironmentalPhysicalLeg complexType; see XML source
deliveryLocation (in bullionPhysicalLeg)
The physical delivery location for the transaction.
Type:
BullionDeliveryLocation
Content:
simple, 1 attribute
Defined:
locally within BullionPhysicalLeg complexType; see XML source
deliveryLocation (in deliveryConditions in metalPhysicalLeg)
The Delivery Point for a physically settled non-precious metal transaction.
Type:
CommodityDeliveryPoint
Content:
simple, 1 attribute
Defined:
locally within MetalDelivery complexType; see XML source
deliveryLocation (in transfer)
The location at which the transfer of the title to the commodity takes place.
Type:
CommodityDeliveryPoint
Content:
simple, 1 attribute
Defined:
locally within OilTransferDelivery complexType; see XML source
deliveryPeriods (in coalPhysicalLeg)
The period during which delivery/deliveries of Coal Products may be scheduled.
Type:
CommodityDeliveryPeriods
Content:
complex, 1 attribute, 5 elements
Defined:
locally within CoalPhysicalLeg complexType; see XML source
deliveryPeriods (in electricityPhysicalLeg)
The different options for specifying the Delivery or Supply Periods.
Type:
CommodityDeliveryPeriods
Content:
complex, 1 attribute, 5 elements
Defined:
locally within ElectricityPhysicalLeg complexType; see XML source
deliveryPeriods (in gasPhysicalLeg)
The different options for specifying the Delivery or Supply Periods.
Type:
GasDeliveryPeriods
Content:
complex, 1 attribute, 7 elements
Defined:
locally within GasPhysicalLeg complexType; see XML source
deliveryPeriods (in metalPhysicalLeg)
The period during which delivery/deliveries of Metal may be scheduled.
Type:
CommodityDeliveryPeriods
Content:
complex, 1 attribute, 5 elements
Defined:
locally within MetalPhysicalLeg complexType; see XML source
deliveryPeriods (in oilPhysicalLeg)
The different options for specifying the Delivery or Supply Periods.
Type:
CommodityDeliveryPeriods
Content:
complex, 1 attribute, 5 elements
Defined:
locally within OilPhysicalLeg complexType; see XML source
deliveryPeriodsReference
A pointer style reference to the Delivery Periods defined elsewhere.
Type:
CalculationPeriodsReference
Content:
empty, 1 attribute
Defined:
locally within CommodityDeliveryPeriodsPointer.model group; see XML source
deliveryPeriodsScheduleReference
A pointer style reference to the Calculation Periods Schedule defined elsewhere.
Type:
CalculationPeriodsScheduleReference
Content:
empty, 1 attribute
Defined:
locally within CommodityDeliveryPeriodsPointer.model group; see XML source
deliveryPoint (in deliveryConditions in coalPhysicalLeg)
The point at which the Coal Product will be delivered and received.
Type:
CoalDeliveryPoint
Content:
simple, 1 attribute
Defined:
locally within CoalDelivery complexType; see XML source
deliveryPoint (in deliveryConditions in electricityPhysicalLeg)
The point at which delivery of the electricity will occur.
Type:
ElectricityDeliveryPoint
Content:
simple, 1 attribute
Defined:
locally within ElectricityDelivery complexType; see XML source
deliveryPoint (in deliveryConditions in gasPhysicalLeg)
The physical or virtual point at which the commodity will be delivered.
Type:
GasDeliveryPoint
Content:
simple, 1 attribute
Defined:
locally within CommodityDeliveryPoints.model group; see XML source
deliveryQuantity (in coalPhysicalLeg)
The different options for specifying the quantity.
Type:
CommodityPhysicalQuantity
Content:
complex, 1 attribute, 3 elements
Defined:
locally within CoalPhysicalLeg complexType; see XML source
deliveryQuantity (in electricityPhysicalLeg)
The different options for specifying the quantity.
Type:
ElectricityPhysicalQuantity
Content:
complex, 1 attribute, 3 elements
Defined:
locally within ElectricityPhysicalLeg complexType; see XML source
deliveryQuantity (in gasPhysicalLeg)
The different options for specifying the quantity.
Type:
GasPhysicalQuantity
Content:
complex, 1 attribute, 6 elements
Defined:
locally within GasPhysicalLeg complexType; see XML source
deliveryQuantity (in oilPhysicalLeg)
The different options for specifying the quantity.
Type:
CommodityPhysicalQuantity
Content:
complex, 1 attribute, 3 elements
Defined:
locally within OilPhysicalLeg complexType; see XML source
deliveryType (in deliveryConditions in electricityPhysicalLeg)
Indicates the under what conditions the Parties' delivery obligations apply.
Type:
ElectricityDeliveryType
Content:
complex, 4 elements
Defined:
locally within ElectricityDelivery complexType; see XML source
deliveryType (in deliveryConditions in gasPhysicalLeg)
Indicates whether the buyer and seller are contractually obliged to consume and supply the specified quantities of the commodity.
Type:
DeliveryTypeEnum
Content:
simple
Defined:
locally within GasDelivery complexType; see XML source
deliveryZone
The zone covering potential delivery points for the electricity.
Type:
CommodityDeliveryPoint
Content:
simple, 1 attribute
Defined:
locally within ElectricityDelivery complexType; see XML source
digital
The barrier and cash payout features of the digital option.
Type:
CommodityDigital
Content:
complex, 2 elements
Defined:
locally within CommodityDigitalOptionFeatures.model group; see XML source
direction (defined in CommodityBasketUnderlyingBase complexType)
Indicates the role of the option buyer with regard to this underlyer.
Type:
PayerReceiverEnum
Content:
simple
Defined:
locally within CommodityBasketUnderlyingBase complexType; see XML source
disruptionFallback
Type:
SequencedDisruptionFallback
Content:
complex, 2 elements
Defined:
locally within CommodityMarketDisruption complexType; see XML source
disruptionFallbacks
To be used where disruption fallbacks are set out in the relevant Master Agreement governing the trade.
Type:
DisruptionFallbacksEnum
Content:
simple
Defined:
locally within CommodityMarketDisruption complexType; see XML source
duration (defined in SettlementPeriods complexType)
The length of each Settlement Period.
Type:
SettlementPeriodDurationEnum
Content:
simple
Defined:
locally within SettlementPeriods complexType; see XML source
earlyTermination (in commodityPerformanceSwap)
Specifies, for one or for both the parties to the trade, the date prior to the Termination Date from which the contract can be terminated.
Type:
CommodityPerformanceSwapEarlyTermination
Content:
complex, 2 elements
Defined:
locally within CommodityPerformanceSwap complexType; see XML source
eEPApplicable
If Excess Emission Penalty is specified to be applicable in the Confirmation then the Excess Emission Penalty will be determined in the manner specified in the Confirmation (see other EEP parameters)
Type:
xsd:boolean
Content:
simple
Defined:
locally within EEPParameters complexType; see XML source
eEPParameters
Applies to EU Emissions Allowance Transactions.
Type:
EEPParameters
Content:
complex, 4 elements
Defined:
locally within EnvironmentalPhysicalLeg complexType; see XML source
effectiveDate (defined in CommoditySwapDetails.model group)
Specifies the effective date of this leg of the swap.
Type:
AdjustableOrRelativeDate
Content:
complex, 1 attribute, 2 elements
Defined:
locally within CommoditySwapDetails.model group; see XML source
effectiveDate (in commodityBasketOption)
The effective date of the Commodity Option Transaction.
Type:
AdjustableOrRelativeDate
Content:
complex, 1 attribute, 2 elements
Defined:
locally within CommodityBasketOptionFeatures.model group; see XML source
effectiveDate (in commodityDigitalOption)
The effective date of the Commodity Option Transaction.
Type:
AdjustableOrRelativeDate
Content:
complex, 1 attribute, 2 elements
Defined:
locally within CommodityDigitalOptionFeatures.model group; see XML source
effectiveDate (in commodityOption)
The effective date of the Commodity Option Transaction.
Type:
AdjustableOrRelativeDate
Content:
complex, 1 attribute, 2 elements
Defined:
locally within CommodityOptionFeatures.model group; see XML source
effectiveDate (in commodityOption)
Effective date of an option.
Type:
AdjustableOrRelativeDate
Content:
complex, 1 attribute, 2 elements
Defined:
locally within CommodityWeatherOption.model group; see XML source
effectiveDate (in commodityPerformanceSwap)
Specifies the Eeffective Date of the swap.
Type:
AdjustableOrRelativeDate
Content:
complex, 1 attribute, 2 elements
Defined:
locally within CommodityPerformanceSwapBase complexType; see XML source
electingParty
Indicates the party able to choose whether the gas is delivered for a particular period e.g. a swing or interruptible contract.
Type:
PartyReference
Content:
empty, 1 attribute
Defined:
locally within GasPhysicalQuantity complexType; see XML source
electingPartyReference
Indicates the party able to decide which delivery point within the deliveryPoint is used for delivery.
Type:
PartyReference
Content:
empty, 1 attribute
Defined:
locally within ElectricityDelivery complexType; see XML source
electricity
The specification of the electricity to be delivered.
Type:
ElectricityProduct
Content:
complex, 2 elements
Defined:
locally within ElectricityPhysicalLeg complexType; see XML source
electricityPhysicalLeg
Physically settled electricity leg.
Type:
ElectricityPhysicalLeg
Content:
complex, 1 attribute, 11 elements
Subst.Gr:
may substitute for element commoditySwapLeg
Defined:
globally; see XML source
Used:
never
endDate (in riskPeriod)
Type:
xsd:date
Content:
simple
Defined:
locally within EEPRiskPeriod complexType; see XML source
endTime (defined in SettlementPeriods complexType)
Specifies the hour-ending End Time with respect to a range of Settlement Periods.
Type:
OffsetPrevailingTime
Content:
complex, 2 elements
Defined:
locally within SettlementPeriods complexType; see XML source
endYear
The last year of the Commpliance Period.
Type:
xsd:gYear
Content:
simple
Defined:
locally within EnvironmentalProductComplaincePeriod complexType; see XML source
entryPoint (in deliveryConditions in gasPhysicalLeg)
The physical or virtual point at which the commodity enters a transportation system.
Type:
CommodityDeliveryPoint
Content:
simple, 1 attribute
Defined:
locally within CommodityDeliveryPoints.model group; see XML source
entryPoint (in pipeline)
The point at which the oil product will enter the pipeline.
Type:
CommodityDeliveryPoint
Content:
simple, 1 attribute
Defined:
locally within OilPipelineDelivery complexType; see XML source
environmental
The specification of the type of allowance or credit.
Type:
EnvironmentalProduct
Content:
complex, 5 elements
Defined:
locally within EnvironmentalPhysicalLeg complexType; see XML source
environmentalPhysicalLeg
Physically settled environmental leg.
Type:
EnvironmentalPhysicalLeg
Content:
complex, 1 attribute, 13 elements
Subst.Gr:
may substitute for element commoditySwapLeg
Defined:
globally; see XML source
Used:
never
equivalentApplicable
When "true" the EEP Equivalent is applicable.
Type:
xsd:boolean
Content:
simple
Defined:
locally within EEPParameters complexType; see XML source
europeanExercise (defined in CommodityExercise complexType)
The parameters for defining the expiration date and time for a European or Asian style option.
Type:
CommodityEuropeanExercise
Content:
complex, 1 attribute, 4 elements
Defined:
locally within CommodityExercise complexType; see XML source
europeanExercise (defined in CommodityPhysicalExercise complexType)
The parameters for defining the expiration date(s) and time(s) for a European style option.
Type:
CommodityPhysicalEuropeanExercise
Content:
complex, 1 attribute, 4 elements
Defined:
locally within CommodityPhysicalExercise complexType; see XML source
europeanExercise (in exercise in commodityBasketOption)
The parameters for defining the expiration date and time for a European or Asian style option.
Type:
CommodityEuropeanExercise
Content:
complex, 1 attribute, 4 elements
Defined:
locally within CommodityExerciseBasket complexType; see XML source
europeanExercise (in exercise in commodityDigitalOption)
The parameters for defining the expiration date and time for a European or Asian style option.
Type:
CommodityEuropeanExercise
Content:
complex, 1 attribute, 4 elements
Defined:
locally within CommodityDigitalExercise complexType; see XML source
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.
Type:
CommodityBusinessCalendar
Content:
simple, 1 attribute
Defined:
locally within SettlementPeriods complexType; see XML source
exercise (in commodityBasketOption)
The parameters for defining how the commodity option can be exercised and how it is settled.
Type:
CommodityExerciseBasket
Content:
complex, 8 elements
Defined:
locally within CommodityBasketOption complexType; see XML source
exercise (in commodityDigitalOption)
The parameters for defining how the commodity option can be exercised and how it is settled.
Type:
CommodityDigitalExercise
Content:
complex, 7 elements
Defined:
locally within CommodityDigitalOption complexType; see XML source
exercise (in commodityOption)
The parameters for defining how the commodity option can be exercised and how it is settled.
Type:
CommodityExercise
Content:
complex, 10 elements
Defined:
locally within CommodityFinancialOption.model group; see XML source
exercise (in commodityOption)
Type:
CommodityExercise
Content:
complex, 10 elements
Defined:
locally within CommodityWeatherOption.model group; see XML source
exerciseFrequency (defined in CommodityAmericanExercise complexType)
The exercise frequency for the strip.
Type:
Frequency
Content:
complex, 1 attribute, 2 elements
Defined:
locally within CommodityAmericanExercise complexType; see XML source
exerciseFrequency (defined in CommodityEuropeanExercise complexType)
The exercise frequency for the strip.
Type:
Frequency
Content:
complex, 1 attribute, 2 elements
Defined:
locally within CommodityEuropeanExercise complexType; see XML source
exercisePeriod (defined in CommodityAmericanExercise complexType)
Describes the American exercise periods.
Type:
CommodityExercisePeriods
Content:
complex, 2 elements
Defined:
locally within CommodityAmericanExercise complexType; see XML source
exercisePeriod (defined in CommodityAmericanExercise complexType)
Describes the American exercise periods.
Type:
CommodityExercisePeriods
Content:
complex, 2 elements
Defined:
locally within CommodityAmericanExercise complexType; see XML source
expirationDate (defined in CommodityEuropeanExercise complexType)
The last day within an exercise period for an American style option.
Type:
AdjustableOrRelativeDate
Content:
complex, 1 attribute, 2 elements
Defined:
locally within CommodityEuropeanExercise complexType; see XML source
expirationDate (defined in CommodityEuropeanExercise complexType)
The last day within an exercise period for an American style option.
Type:
AdjustableOrRelativeDate
Content:
complex, 1 attribute, 2 elements
Defined:
locally within CommodityEuropeanExercise complexType; see XML source
expirationDate (defined in CommodityExercisePeriods complexType)
The last day within an exercise period for an American style option.
Type:
AdjustableOrRelativeDate
Content:
complex, 1 attribute, 2 elements
Defined:
locally within CommodityExercisePeriods complexType; see XML source
expirationDate (in europeanExercise defined in CommodityPhysicalExercise complexType)
The Expiration Date of a single expiry European-style option or the first Expiration Date of a multiple expiry or daily expiring option.
Type:
AdjustableOrRelativeDate
Content:
complex, 1 attribute, 2 elements
Defined:
locally within CommodityPhysicalEuropeanExercise complexType; see XML source
expirationDateOffset
Specifies any offset from the adjusted Calculation Period start date or adjusted Calculation Period end date applicable to each Payment Date.
Type:
DateOffset
Content:
complex, 1 attribute, 4 elements
Defined:
locally within CommodityRelativeExpirationDates complexType; see XML source
expirationDates (in americanExercise defined in CommodityPhysicalExercise complexType)
The Expiration Date(s) of an American-style option.
Type:
AdjustableOrRelativeDates
Content:
complex, 1 attribute, 2 elements
Defined:
locally within CommodityPhysicalAmericanExercise complexType; see XML source
expirationDates (in europeanExercise defined in CommodityPhysicalExercise complexType)
The Expiration Date(s) of a European-style option.
Type:
AdjustableRelativeOrPeriodicDates2
Content:
complex, 1 attribute, 3 elements
Defined:
locally within CommodityPhysicalEuropeanExercise complexType; see XML source
expirationTime (defined in CommodityAmericanExercise complexType)
The specific time of day on which the option expires.
Type:
BusinessCenterTime
Content:
complex, 2 elements
Defined:
locally within CommodityAmericanExercise complexType; see XML source
expirationTime (defined in CommodityEuropeanExercise complexType)
The specific time of day on which the option expires.
Type:
BusinessCenterTime
Content:
complex, 2 elements
Defined:
locally within CommodityEuropeanExercise complexType; see XML source
expirationTime (in americanExercise defined in CommodityPhysicalExercise complexType)
The specific time of day at which the option expires.
Type:
PrevailingTime
Content:
complex, 2 elements
Defined:
locally within CommodityPhysicalAmericanExercise complexType; see XML source
expirationTime (in europeanExercise defined in CommodityPhysicalExercise complexType)
The specific time of day at which the option expires.
Type:
PrevailingTime
Content:
complex, 2 elements
Defined:
locally within CommodityPhysicalEuropeanExercise complexType; see XML source
expireRelativeToEvent
Specifies whether the payment(s) occur relative to the date of a physical event.
Type:
CommodityExpireRelativeToEvent
Content:
simple, 1 attribute
Defined:
locally within CommodityRelativeExpirationDates complexType; see XML source
failureToDeliverApplicable
Applies to EU Emissions Allowance Transactions.
Type:
xsd:boolean
Content:
simple
Defined:
locally within EnvironmentalPhysicalLeg complexType; see XML source
fallback
Disruption fallback that applies to the trade.
Type:
DisruptionFallback
Content:
simple, 1 attribute
Defined:
locally within SequencedDisruptionFallback complexType; see XML source
fallbackReferencePrice (in marketDisruption defined in CommodityContent.model group)
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.
Type:
Underlyer
Content:
complex, 2 elements
Defined:
locally within CommodityMarketDisruption complexType; see XML source
featurePaymentAmount (defined in CommodityBarrier complexType)
In the case of barrier options where the option automatically expires and the barrier is breached in such a way to to result in a "knock-out" vent, this amount is paid to the the option holder so as to refund or rebate a portion of any premium paid.
Type:
PositiveMoney
Content:
complex, 1 attribute, 2 elements
Defined:
locally within CommodityBarrier complexType; see XML source
featurePaymentAmount (in digital)
The cash payment that is made when the digital barrier is breached.
Type:
PositiveMoney
Content:
complex, 1 attribute, 2 elements
Defined:
locally within CommodityDigital complexType; see XML source
finalEditedData
If specified by the parties to apply in the related Confirmation, Final Edited Data means that the parties will have recourse to Primary Disruption Fallbacks even if relevant data is available from the Data Provider, so long as such data is not published in its final edited form.
Type:
xsd:boolean
Content:
simple
Defined:
locally within WeatherIndexData complexType; see XML source
finesPassingScreen
Type:
CoalAttributeDecimal
Content:
complex, 3 elements
Defined:
locally within CommodityCoalProperties.model group; see XML source
firm
Indicates under what condtitions the Parties' delivery obligations apply.
Type:
ElectricityDeliveryFirm
Content:
complex, 1 element
Defined:
locally within ElectricityDeliveryType complexType; see XML source
firstObservationDateOffset
The interval between the start of each lagDuration and the start of each respective calculation period.
Type:
Period
Content:
complex, 1 attribute, 2 elements
Defined:
locally within Lag complexType; see XML source
fixedLeg
Fixed Price Leg.
Type:
FixedPriceLeg
Content:
complex, 1 attribute, 26 elements
Subst.Gr:
may substitute for element commoditySwapLeg
Defined:
globally; see XML source
Used:
never
fixedLeg (in commodityForward)
The fixed leg of a Commodity Forward Transaction.
Type:
NonPeriodicFixedPriceLeg
Content:
complex, 1 attribute, 10 elements
Defined:
locally within CommodityForward complexType; see XML source
fixedPrice (in fixedLeg in commodityForward)
Fixed price on which fixed payments are based.
Type:
FixedPrice
Content:
complex, 1 attribute, 3 elements
Defined:
locally within NonPeriodicFixedPriceLeg complexType; see XML source
fixedPrice (in fixedLeg)
Fixed price on which fixed payments are based.
Type:
FixedPrice
Content:
complex, 1 attribute, 3 elements
Defined:
locally within CommodityFixedPrice.model group; see XML source
fixedPriceSchedule
Allows the specification of a Fixed Price that varies over the life of the trade.
Type:
CommodityFixedPriceSchedule
Content:
complex, 7 elements
Defined:
locally within CommodityFixedPrice.model group; see XML source
fixedPriceStep
The Fixed Price for a given Calculation Period during the life of the trade.
Type:
FixedPrice
Content:
complex, 1 attribute, 3 elements
Defined:
locally within CommodityFixedPriceSchedule complexType; see XML source
fixedRate (in commodityFixedInterestCalculation)
The calculation period fixed rate or "fee" rate.
Type:
IdentifiedRate
Content:
simple, 1 attribute
Defined:
locally within CommodityFixedInterestCalculation complexType; see XML source
fixingTime (defined in CommodityFx complexType)
The time at which the spot currency exchange rate will be observed.
Type:
BusinessCenterTime
Content:
complex, 2 elements
Defined:
locally within CommodityFx complexType; see XML source
fixingTime (defined in CommodityFx complexType)
The time at which the spot currency exchange rate will be observed.
Type:
BusinessCenterTime
Content:
complex, 2 elements
Defined:
locally within CommodityFx complexType; see XML source
flatRate
Whether the Flat Rate is the New Worldwide Tanker Nominal Freight Scale for the Freight Index Route taken at the Trade Date of the transaction or taken on each Pricing Date.
Type:
FlatRateEnum
Content:
simple
Defined:
locally within CommodityFreightFlatRate.model group; see XML source
flatRateAmount
If flatRate is set to "Fixed", the actual value of the Flat Rate.
Type:
NonNegativeMoney
Content:
complex, 1 attribute, 2 elements
Defined:
locally within CommodityFreightFlatRate.model group; see XML source
floatingLeg
Floating Price leg.
Type:
FloatingPriceLeg
Content:
complex, 1 attribute, 22 elements
Subst.Gr:
may substitute for element commoditySwapLeg
Defined:
globally; see XML source
Used:
never
floatingStrikePricePerUnit
The currency amount of the strike price per unit.
Type:
FloatingStrikePrice
Content:
complex, 9 elements
Defined:
locally within CommodityFloatingStrikePrice.model group; see XML source
floatingStrikePricePerUnitSchedule
Type:
CommodityCalculationPeriodsSchedule
Content:
complex, 1 attribute, 3 elements
Defined:
locally within CommodityFloatingStrikePrice.model group; see XML source
fluid
The temperature at which the ash cone flattens.
Type:
CoalAttributeDecimal
Content:
complex, 3 elements
Defined:
locally within CommodityCoalReducingAtmosphere.model group; see XML source
forceMajeure
If true, indicates that the buyer and seller should be excused of their delivery obligations when such performance is prevented by Force Majeure.
Type:
xsd:boolean
Content:
simple
Defined:
locally within ElectricityDeliveryFirm complexType; see XML source
formula (in commodityReturnCalculation)
Defines the value of the commodity return calculation formula as simple or compound.
Type:
CommodityReturnCalculationFormulaEnum
Content:
simple
Defined:
locally within CommodityReturnCalculation complexType; see XML source
fx (defined in CommodityExercise complexType)
FX observations to be used to convert the observed Commodity Reference Price to the Settlement Currency.
Type:
CommodityFx
Content:
complex, 18 elements
Defined:
locally within CommodityExercise complexType; see XML source
fx (defined in FloatingLegCalculation complexType)
Defines how observations of FX prices are to be used to calculate a factor with which to convert the observed Commodity Reference Price to the Settlement Currency.
Type:
CommodityFx
Content:
complex, 18 elements
Defined:
locally within FloatingLegCalculation complexType; see XML source
fx (in underlying in notionalQuantityBasket)
FX observations to be used to convert the observed Commodity Reference Price to the Settlement Currency.
Type:
CommodityFx
Content:
complex, 18 elements
Defined:
locally within CommodityBasketUnderlyingByNotional complexType; see XML source
fxObservationDates
A list of the fx observation dates for a given Calculation Period.
Type:
AdjustableDates
Content:
complex, 1 attribute, 3 elements
Defined:
locally within CommodityFx complexType; see XML source
fxType
A type to identify how the FX rate will be applied.
Type:
CommodityFxType
Content:
simple, 1 attribute
Defined:
locally within CommodityFx complexType; see XML source
gas
The specification of the gas to be delivered.
Type:
GasProduct
Content:
complex, 3 elements
Defined:
locally within GasPhysicalLeg complexType; see XML source
gasPhysicalLeg
Physically settled natural gas leg.
Type:
GasPhysicalLeg
Content:
complex, 1 attribute, 8 elements
Subst.Gr:
may substitute for element commoditySwapLeg
Defined:
globally; see XML source
Used:
never
generationAsset
Type:
CommodityDeliveryPoint
Content:
simple, 1 attribute
Defined:
locally within ElectricityDeliveryUnitFirm complexType; see XML source
grade (in metal)
The grade(s) of material which can be delivered in seller's option.
Type:
CommodityMetalGrade
Content:
simple, 1 attribute
Defined:
locally within Metal complexType; see XML source
grade (in oil)
The grade of oil product to be delivered.
Type:
CommodityProductGrade
Content:
simple, 1 attribute
Defined:
locally within OilProduct complexType; see XML source
grindability
The Hardgrove Grindability Index value of the coal to be delivered.
Type:
CoalAttributeDecimal
Content:
complex, 3 elements
Defined:
locally within CommodityCoalProperties.model group; see XML source
hubCode
Type:
CommodityHubCode
Content:
simple, 1 attribute
Defined:
locally within CommodityHub complexType; see XML source
importerOfRecord
Specifies which party is the Importer of Record for the purposes of paying customs duties and applicable taxes or costs related to the import of the oil product.
Type:
PartyReference
Content:
empty, 1 attribute
Defined:
locally within OilDelivery complexType; see XML source
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.
Type:
CommodityBusinessCalendar
Content:
simple, 1 attribute
Defined:
locally within SettlementPeriods complexType; see XML source
initialDeformation
The temperature at which an ash cone shows evidence of deformation.
Type:
CoalAttributeDecimal
Content:
complex, 3 elements
Defined:
locally within CommodityCoalReducingAtmosphere.model group; see XML source
initialPrice (in commodityReturnCalculation)
If specified in the confirmation, the price or index level at the beginning of the initial Calculation Period.
Type:
xsd:decimal
Content:
simple
Defined:
locally within CommodityReturnCalculation complexType; see XML source
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.
Type:
CommodityNotionalQuantity
Content:
complex, 1 attribute, 3 elements
Defined:
locally within CommodityMultipleExercise complexType; see XML source
interconnectionPoint (in deliveryConditions in electricityPhysicalLeg)
Identification of the border(s) or border point(s) of a transportation contract.
Type:
InterconnectionPoint
Content:
simple, 1 attribute
Defined:
locally within ElectricityDelivery complexType; see XML source
interconnectionPoint (in deliveryConditions in gasPhysicalLeg)
Identification of the border(s) or border point(s) of a transportation contract.
Type:
InterconnectionPoint
Content:
simple, 1 attribute
Defined:
locally within GasDelivery complexType; see XML source
knock (defined in CommodityBarrier complexType)
The knock feature of a commodity barrier option.
Type:
CommodityKnockEnum
Content:
simple
Defined:
locally within CommodityBarrier complexType; see XML source
lag (defined in CommodityPricingDates complexType)
The pricing period per calculation period if the pricing days do not wholly fall within the respective calculation period.
Type:
Lag
Content:
complex, 1 attribute, 2 elements
Defined:
locally within CommodityPricingDates complexType; see XML source
lag (defined in CommodityValuationDates complexType)
The pricing period per calculation period if the pricing days do not wholly fall within the respective calculation period.
Type:
Lag
Content:
complex, 1 attribute, 2 elements
Defined:
locally within CommodityValuationDates complexType; see XML source
lag (defined in LagOrReference.model group)
The pricing period per calculation period if the pricing days do not wholly fall within the respective calculation period.
Type:
Lag
Content:
complex, 1 attribute, 2 elements
Defined:
locally within LagOrReference.model group; see XML source
lagDuration
The period during which observations will be made.
Type:
Period
Content:
complex, 1 attribute, 2 elements
Defined:
locally within Lag complexType; see XML source
lagReference
Allows a lag to reference one already defined elsewhere in the trade.
Type:
LagReference
Content:
empty, 1 attribute
Defined:
locally within LagOrReference.model group; see XML source
latestExerciseTime (defined in CommodityAmericanExercise complexType)
For a Bermuda or American style option, the latest time on an exercise business day (excluding the expiration date) within the exercise period that notice can be given by the buyer to the seller or seller's agent.
Type:
BusinessCenterTime
Content:
complex, 2 elements
Defined:
locally within CommodityAmericanExercise complexType; see XML source
latestExerciseTime (in americanExercise defined in CommodityPhysicalExercise complexType)
For a Bermuda or American style option, the latest time on an exercise business day (excluding the expiration date) within the exercise period that notice can be given by the buyer to the seller or seller's agent.
Type:
PrevailingTime
Content:
complex, 2 elements
Defined:
locally within CommodityPhysicalAmericanExercise complexType; see XML source
latestExerciseTimeDetermination (defined in CommodityAmericanExercise complexType)
Latest exercise time determination method.
Type:
DeterminationMethod
Content:
simple, 2 attributes
Defined:
locally within CommodityAmericanExercise complexType; see XML source
levelPercentage (defined in CommodityTrigger complexType)
A barrier expressed as a percentage of notional quantity or commodity price level.
Type:
xsd:decimal
Content:
simple
Defined:
locally within CommodityTrigger complexType; see XML source
levelPrice
A barrier expressed as a price level.
Type:
FixedPrice
Content:
complex, 1 attribute, 3 elements
Defined:
locally within CommodityTrigger complexType; see XML source
levelQuantity
The amount used the specify the barrier in terms of an quantity of commodity or a change in the quantity of commodity.
Type:
xsd:decimal
Content:
simple
Defined:
locally within CommodityTrigger complexType; see XML source
levelUnit
The units (e.g.
Type:
QuantityUnit
Content:
simple, 1 attribute
Defined:
locally within CommodityTrigger complexType; see XML source
loadType (in electricityPhysicalLeg)
LoadType is a summary of the full description of the settlement periods with respect to the region.
Type:
LoadTypeEnum
Content:
simple
Defined:
locally within ElectricityPhysicalLeg complexType; see XML source
marketDisruption (defined in CommodityContent.model group)
Contains contract terms related to triggers and responses to market disruptions as defined in the 1993 or 2005 Commodity Definitions.
Type:
CommodityMarketDisruption
Content:
complex, 9 elements
Defined:
locally within CommodityContent.model group; see XML source
marketDisruptionEvent
Market disruption event(s) that apply.
Type:
MarketDisruptionEvent
Content:
simple, 1 attribute
Defined:
locally within CommodityMarketDisruption complexType; see XML source
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.
Type:
MarketDisruptionEventsEnum
Content:
simple
Defined:
locally within CommodityMarketDisruption complexType; see XML source
masterAgreementPaymentDates
If present and true indicates that the Payment Date(s) are specified in the relevant master agreement.
Type:
xsd:boolean
Content:
simple
Defined:
locally within CommodityNonPeriodicPaymentDates.model group; see XML source
material
The types of metal product for a physically settled metal trade.
Type:
Material
Content:
simple, 1 attribute
Defined:
locally within Metal complexType; see XML source
maximumNumberOfDaysOfDisruption
2005 Commodity Definitions only.
Type:
xsd:nonNegativeInteger
Content:
simple
Defined:
locally within CommodityMarketDisruption complexType; see XML source
maximumPaymentAmount
The maximum total payment amount that will be paid in any particular transaction.
Type:
NonNegativeMoney
Content:
complex, 1 attribute, 2 elements
Defined:
locally within WeatherLegCalculation complexType; see XML source
maximumTransactionPaymentAmount
The maximum payment amount that will be paid in any particular Calculation Period.
Type:
NonNegativeMoney
Content:
complex, 1 attribute, 2 elements
Defined:
locally within WeatherLegCalculation complexType; see XML source
maxPhysicalQuantity
The maximum quantity to be delivered.
Type:
CommodityNotionalQuantity
Content:
complex, 1 attribute, 3 elements
Defined:
locally within GasPhysicalQuantity complexType; see XML source
metal
The specification of the Metal Product to be delivered.
Type:
Metal
Content:
complex, 4 elements
Defined:
locally within MetalPhysicalLeg complexType; see XML source
metalPhysicalLeg
Physically settled metal products leg.
Type:
MetalPhysicalLeg
Content:
complex, 1 attribute, 11 elements
Subst.Gr:
may substitute for element commodityForwardLeg
Defined:
globally; see XML source
Used:
never
minimumFuturesContracts
1993 Commodity Definitions only.
Type:
xsd:positiveInteger
Content:
simple
Defined:
locally within CommodityMarketDisruption complexType; see XML source
minimumNotionalQuantity
The minimum Notional Quantity that can be exercised on a given Exercise Date.
Type:
CommodityNotionalQuantity
Content:
complex, 1 attribute, 3 elements
Defined:
locally within CommodityMultipleExercise complexType; see XML source
minPhysicalQuantity
The minimum quantity to be delivered.
Type:
CommodityNotionalQuantity
Content:
complex, 1 attribute, 3 elements
Defined:
locally within GasPhysicalQuantity complexType; see XML source
moisture
The moisture content of the coal product.
Type:
CoalAttributePercentage
Content:
complex, 3 elements
Defined:
locally within CommodityCoalComposition.model group; see XML source
multipleExercise (defined in CommodityAmericanExercise complexType)
The presence of this element indicates that the option may be partially exercised.
Type:
CommodityMultipleExercise
Content:
complex, 2 elements
Defined:
locally within CommodityAmericanExercise complexType; see XML source
nAdjustment
Specifies whether denominator of the annualization factor is N ("false") or N - 1 ("true").
Type:
xsd:boolean
Content:
simple
Defined:
locally within CommodityVarianceCalculation complexType; see XML source
name (in brand)
Type:
CommodityMetalBrandName
Content:
simple, 1 attribute
Defined:
locally within CommodityMetalBrand complexType; see XML source
negative (in absoluteTolerance)
The maximum amount by which the quantity delivered can be less than the agreed quantity.
Type:
xsd:decimal
Content:
simple
Defined:
locally within AbsoluteTolerance complexType; see XML source
negative (in percentageTolerance)
The maximum percentage amount by which the quantity delivered can be less than the agreed quantity.
Type:
RestrictedPercentage
Content:
simple
Defined:
locally within PercentageTolerance complexType; see XML source
nonFirm
If present and set to true, indicates that delivery or receipt of the electricity may be interrupted for any reason or for no reason, without liability on the part of either Party.
Type:
xsd:boolean
Content:
simple
Defined:
locally within ElectricityDeliveryType complexType; see XML source
notionalAmount (in commodityDigitalOption)
Volume contracted when volume is specified as a currency-denominated amount.
Type:
NotionalAmount
Content:
complex, 1 attribute, 2 elements
Defined:
locally within CommodityDigitalOption complexType; see XML source
notionalAmount (in commodityInterestLeg)
Specifies the notional amount of a commodity performance type swap.
Type:
CommodityNotionalAmount
Content:
complex, 1 attribute, 3 elements
Defined:
locally within CommodityInterestLeg complexType; see XML source
notionalAmount (in commodityReturnLeg)
Specifies the notional amount of a commodity performance type swap.
Type:
CommodityNotionalAmount
Content:
complex, 1 attribute, 3 elements
Defined:
locally within CommodityReturnLeg complexType; see XML source
notionalAmount (in commodityVarianceLeg)
Specifies the notional amount of a commodity performance type swap.
Type:
CommodityNotionalAmount
Content:
complex, 1 attribute, 3 elements
Defined:
locally within CommodityVarianceLeg complexType; see XML source
notionalAmount (in notionalAmountBasket)
Type:
NotionalAmount
Content:
complex, 1 attribute, 2 elements
Defined:
locally within CommodityBasketByPercentage complexType; see XML source
notionalAmountBasket
Type:
CommodityBasketByPercentage
Content:
complex, 1 attribute, 2 elements
Defined:
locally within CommodityBasket.model group; see XML source
notionalAmountReference (in commodityInterestLeg)
A reference to the Return swap notional amount defined in another leg of the return swap.
Type:
CommodityNotionalAmountReference
Content:
empty, 1 attribute
Defined:
locally within CommodityInterestLeg complexType; see XML source
notionalAmountReference (in commodityReturnLeg)
A reference to the Return swap notional amount defined in another leg of the return swap.
Type:
CommodityNotionalAmountReference
Content:
empty, 1 attribute
Defined:
locally within CommodityReturnLeg complexType; see XML source
notionalAmountReference (in commodityVarianceLeg)
A reference to the Return swap notional amount defined in another leg of the return swap.
Type:
CommodityNotionalAmountReference
Content:
empty, 1 attribute
Defined:
locally within CommodityVarianceLeg complexType; see XML source
notionalQuantity (defined in CommodityNotionalQuantity.model group)
The Notional Quantity.
Type:
CommodityNotionalQuantity
Content:
complex, 1 attribute, 3 elements
Defined:
locally within CommodityNotionalQuantity.model group; see XML source
notionalQuantity (in commodityDigitalOption)
The volume contracted when the volume is specified as a quantity of commodity.
Type:
CommodityNotionalQuantity
Content:
complex, 1 attribute, 3 elements
Defined:
locally within CommodityDigitalOption complexType; see XML source
notionalQuantityBasket
Type:
CommodityBasketByNotional
Content:
complex, 1 attribute, 1 element
Defined:
locally within CommodityBasket.model group; see XML source
notionalQuantitySchedule
Allows the documentation of a shaped notional trade where the notional changes over the life of the transaction.
Type:
CommodityNotionalQuantitySchedule
Content:
complex, 1 attribute, 5 elements
Defined:
locally within CommodityNotionalQuantity.model group; see XML source
notionalStep
The Notional Quantity per Calculation Period.
Type:
CommodityNotionalQuantity
Content:
complex, 1 attribute, 3 elements
Defined:
locally within CommodityNotionalQuantitySchedule complexType; see XML source
numberOfAllowances
The number of allowances, certificates or credit to be transaction in the transaction.
Type:
UnitQuantity
Content:
complex, 1 attribute, 2 elements
Defined:
locally within EnvironmentalPhysicalLeg complexType; see XML source
oil
The specification of the oil product to be delivered.
Type:
OilProduct
Content:
complex, 2 elements
Defined:
locally within OilPhysicalLeg complexType; see XML source
oilPhysicalLeg
Physically settled oil or refined products leg.
Type:
OilPhysicalLeg
Content:
complex, 1 attribute, 8 elements
Subst.Gr:
may substitute for element commoditySwapLeg
Defined:
globally; see XML source
Used:
never
option (in percentageTolerance)
Indicates whether the tolerance it at the seller's or buyer's option.
Type:
PartyReference
Content:
empty, 1 attribute
Defined:
locally within PercentageTolerance complexType; see XML source
optionOwnerPartyReference
Indicates whether the tolerance is at the seller's or buyer's option.
Type:
PartyReference
Content:
empty, 1 attribute
Defined:
locally within AbsoluteTolerance complexType; see XML source
optionType (in commodityBasketOption)
The type of option transaction.
Type:
PutCallEnum
Content:
simple
Defined:
locally within CommodityBasketOption complexType; see XML source
optionType (in commodityDigitalOption)
The type of option transaction.
Type:
PutCallEnum
Content:
simple
Defined:
locally within CommodityDigitalOption complexType; see XML source
optionType (in commodityOption)
The type of option transaction.
Type:
PutCallEnum
Content:
simple
Defined:
locally within CommodityOption complexType; see XML source
optionType (in commoditySwaption)
The type of option transaction.
Type:
PutCallEnum
Content:
simple
Defined:
locally within CommoditySwaption complexType; see XML source
partyReference (in earlyTermination in commodityPerformanceSwap)
Type:
PartyReference
Content:
empty, 1 attribute
Defined:
locally within CommodityPerformanceSwapEarlyTermination complexType; see XML source
paymentDate (in environmentalPhysicalLeg)
Type:
DateOffset
Content:
complex, 1 attribute, 4 elements
Defined:
locally within EnvironmentalPhysicalLeg complexType; see XML source
paymentDates (defined in CommodityNonPeriodicPaymentDates.model group)
Dates on which payments will be made.
Type:
AdjustableDatesOrRelativeDateOffset
Content:
complex, 2 elements
Defined:
locally within CommodityNonPeriodicPaymentDates.model group; see XML source
paymentDates (in weatherLeg)
The Payment Dates of the trade relative to the Calculation Periods or Calculation Date
Type:
CommodityRelativePaymentDates
Content:
complex, 1 attribute, 8 elements
Defined:
locally within WeatherLeg complexType; see XML source
paymentDaysOffset (defined in CommodityRelativePaymentDates complexType)
Specifies any offset from the adjusted Calculation Period start date, adjusted Calculation Period end date or Calculation Date applicable to each Payment Date.
Type:
DateOffset
Content:
complex, 1 attribute, 4 elements
Defined:
locally within CommodityRelativePaymentDates complexType; see XML source
payRelativeTo (defined in CommodityRelativePaymentDates complexType)
Specifies whether the payment(s) occur relative to a date such as the end of each Calculation Period or the last Pricing Date in each Calculation Period.
Type:
CommodityPayRelativeToEnum
Content:
simple
Defined:
locally within CommodityRelativePaymentDates complexType; see XML source
payRelativeToEvent
Specifies whether the payment(s) occur relative to the date of a physical event such as issuance of a bill of lading.
Type:
CommodityPayRelativeToEvent
Content:
simple, 1 attribute
Defined:
locally within CommodityRelativePaymentDates complexType; see XML source
penaltyApplicable
When "true" the Excess Emissions Penalty is applicable.
Type:
xsd:boolean
Content:
simple
Defined:
locally within EEPParameters complexType; see XML source
percentageTolerance
Specifies the allowable quantity tolerance as a percentage of the quantity.
Type:
PercentageTolerance
Content:
complex, 3 elements
Defined:
locally within OilDelivery complexType; see XML source
periodQuantityTolerance
The +/- percentage quantity tolerance in seller's option which applied to each shipment period.
Type:
xsd:decimal
Content:
simple
Defined:
locally within MetalDelivery complexType; see XML source
periods
The Delivery Periods for this leg of the swap.
Type:
AdjustableDates
Content:
complex, 1 attribute, 3 elements
Defined:
locally within CommodityDeliveryPeriods complexType; see XML source
periodsSchedule
The Delivery Periods for this leg of the swap.
Type:
CommodityCalculationPeriodsSchedule
Content:
complex, 1 attribute, 3 elements
Defined:
locally within CommodityDeliveryPeriods complexType; see XML source
physicalExercise (in commodityOption)
The parameters for defining how the commodity option can be exercised into a physical transaction.
Type:
CommodityPhysicalExercise
Content:
complex, 5 elements
Defined:
locally within CommodityPhysicalOption.model group; see XML source
physicalExercise (in commoditySwaption)
The parameters for defining how the commodity option can be exercised into a physical transaction.
Type:
CommodityPhysicalExercise
Content:
complex, 5 elements
Defined:
locally within CommoditySwaption complexType; see XML source
physicalQuantity (defined in CommodityFixedPhysicalQuantity.model group)
The Quantity per Delivery Period.
Type:
CommodityNotionalQuantity
Content:
complex, 1 attribute, 3 elements
Defined:
locally within CommodityFixedPhysicalQuantity.model group; see XML source
physicalQuantity (in deliveryQuantity in electricityPhysicalLeg)
The Quantity per Delivery Period.
Type:
ElectricityPhysicalDeliveryQuantity
Content:
complex, 1 attribute, 4 elements
Defined:
locally within ElectricityPhysicalQuantity complexType; see XML source
physicalQuantitySchedule (defined in CommodityFixedPhysicalQuantity.model group)
Allows the documentation of a shaped quantity trade where the quantity changes over the life of the transaction.
Type:
CommodityPhysicalQuantitySchedule
Content:
complex, 1 attribute, 3 elements
Defined:
locally within CommodityFixedPhysicalQuantity.model group; see XML source
physicalQuantitySchedule (in deliveryQuantity in electricityPhysicalLeg)
Allows the documentation of a shaped quantity trade where the quantity changes over the life of the transaction.
Type:
ElectricityPhysicalDeliveryQuantitySchedule
Content:
complex, 1 attribute, 4 elements
Defined:
locally within ElectricityPhysicalQuantity complexType; see XML source
pipeline
Specified the delivery conditions where the oil product is to be delivered by pipeline.
Type:
OilPipelineDelivery
Content:
complex, 6 elements
Defined:
locally within OilDelivery complexType; see XML source
pipelineName
The name of pipeline by which the oil product will be delivered.
Type:
CommodityPipeline
Content:
simple, 1 attribute
Defined:
locally within OilPipelineDelivery complexType; see XML source
positive
The maxmium amount by which the quantity delivered can exceed the agreed quantity.
Type:
xsd:decimal
Content:
simple
Defined:
locally within AbsoluteTolerance complexType; see XML source
postitive
The maximum percentage amount by which the quantity delivered can exceed the agreed quantity.
Type:
RestrictedPercentage
Content:
simple
Defined:
locally within PercentageTolerance complexType; see XML source
premium (in commodityBasketOption)
The option premium payable by the buyer to the seller.
Type:
CommodityPremium
Content:
complex, 1 attribute, 7 elements
Defined:
locally within CommodityBasketOption complexType; see XML source
premium (in commodityDigitalOption)
The option premium payable by the buyer to the seller.
Type:
CommodityPremium
Content:
complex, 1 attribute, 7 elements
Defined:
locally within CommodityDigitalOption complexType; see XML source
premium (in commodityOption)
The option premium payable by the buyer to the seller.
Type:
CommodityPremium
Content:
complex, 1 attribute, 7 elements
Defined:
locally within CommodityOption complexType; see XML source
premium (in commoditySwaption)
The option premium payable by the buyer to the seller.
Type:
CommodityPremium
Content:
complex, 1 attribute, 7 elements
Defined:
locally within CommoditySwaption complexType; see XML source
premiumPerUnit
The currency amount of premium to be paid per Unit of the Total Notional Quantity.
Type:
NonNegativeMoney
Content:
complex, 1 attribute, 2 elements
Defined:
locally within CommodityPremium complexType; see XML source
price (defined in FixedPrice complexType)
The Fixed Price.
Type:
xsd:decimal
Content:
simple
Defined:
locally within FixedPrice complexType; see XML source
priceCurrency
The currency used to specify the digital barrier in terms of a price per unit of commodity.
Type:
Currency
Content:
simple, 1 attribute
Defined:
locally within Price.model group; see XML source
priceMaterialityPercentage
2005 Commodity Definitions only.
Type:
xsd:decimal
Content:
simple
Defined:
locally within CommodityMarketDisruption complexType; see XML source
priceUnit
The unit of measure used to specify the digital barrier in terms of a price per unit of commodity.
Type:
QuantityUnit
Content:
simple, 1 attribute
Defined:
locally within Price.model group; see XML source
pricingDates (defined in CommodityAsian.model group)
The dates on which the option will price.
Type:
CommodityPricingDates
Content:
complex, 1 attribute, 15 elements
Defined:
locally within CommodityAsian.model group; see XML source
pricingDates (defined in CommodityBasketUnderlyingBase complexType)
The dates on which the option will price.
Type:
CommodityPricingDates
Content:
complex, 1 attribute, 15 elements
Defined:
locally within CommodityBasketUnderlyingBase complexType; see XML source
pricingDates (defined in CommodityPricingDates complexType)
A list of adjustable dates on which the trade will price.
Type:
AdjustableDates
Content:
complex, 1 attribute, 3 elements
Defined:
locally within CommodityPricingDates complexType; see XML source
pricingDates (defined in FloatingLegCalculation complexType)
Commodity Pricing Dates.
Type:
CommodityPricingDates
Content:
complex, 1 attribute, 15 elements
Defined:
locally within FloatingLegCalculation complexType; see XML source
pricingDates (in commodityReturnCalculation)
Describes which dates are valid dates on which to observe a price or index level
Type:
CommodityPricingDates
Content:
complex, 1 attribute, 15 elements
Defined:
locally within CommodityReturnCalculation complexType; see XML source
pricingDates (in varianceCalculation)
Describes which dates are valid dates on which to observe a price or index level.
Type:
CommodityPricingDates
Content:
complex, 1 attribute, 15 elements
Defined:
locally within CommodityVarianceCalculation complexType; see XML source
pricingStartDate
Defines the Start of the Pricing period.
Type:
AdjustableDate
Content:
complex, 1 attribute, 3 elements
Defined:
locally within AveragePriceLeg complexType; see XML source
primaryDisruptionFallbacks
A list of actions available to the parties should a Primary Disruption Event occur.
Type:
DisruptionFallback
Content:
simple, 1 attribute
Defined:
locally within WeatherIndexData complexType; see XML source
primaryRateSource (defined in CommodityFx complexType)
The primary source for where the rate observation will occur.
Type:
InformationSource
Content:
complex, 3 elements
Defined:
locally within CommodityFx complexType; see XML source
producer
Type:
CommodityMetalProducer
Content:
simple, 1 attribute
Defined:
locally within CommodityMetalBrand complexType; see XML source
productType (in environmental)
Specifies the type of environmental allowance or credit.
Type:
EnvironmentalProductTypeEnum
Content:
simple
Defined:
locally within EnvironmentalProduct complexType; see XML source
quality
The quality of the gas to be delivered.
Type:
GasQuality
Content:
simple, 1 attribute
Defined:
locally within GasProduct complexType; see XML source
quantity (defined in CommodityNotionalQuantity complexType)
Amount of commodity per quantity frequency.
Type:
xsd:decimal
Content:
simple
Defined:
locally within CommodityNotionalQuantity complexType; see XML source
quantity (defined in UnitQuantity complexType)
Amount of commodity per quantity frequency.
Type:
NonNegativeDecimal
Content:
simple
Defined:
locally within UnitQuantity complexType; see XML source
quantity (defined in WeatherIndex complexType)
This is the Reference Level.
Type:
xsd:decimal
Content:
simple
Defined:
locally within WeatherIndex complexType; see XML source
quantityFrequency (defined in CommodityNotionalQuantity complexType)
The frequency at which the Notional Quantity is deemed to apply for purposes of calculating the Total Notional Quantity.
Type:
CommodityQuantityFrequency
Content:
simple, 1 attribute
Defined:
locally within CommodityNotionalQuantity complexType; see XML source
quantityReference (defined in CommodityNotionalQuantity.model group)
A pointer style reference to a quantity defined on another leg.
Type:
QuantityReference
Content:
empty, 1 attribute
Defined:
locally within CommodityNotionalQuantity.model group; see XML source
quantityReference (in averagePriceLeg)
A pointer to a specification of quantity defined elsewhere.
Type:
QuantityReference
Content:
empty, 1 attribute
Defined:
locally within AveragePriceLeg complexType; see XML source
quantityReference (in fixedLeg in commodityForward)
A pointer style reference to a quantity defined on another leg.
Type:
QuantityReference
Content:
empty, 1 attribute
Defined:
locally within NonPeriodicFixedPriceLeg complexType; see XML source
quantityStep
The quantity per Calculation Period.
Type:
CommodityNotionalQuantity
Content:
complex, 1 attribute, 3 elements
Defined:
locally within CommodityPhysicalQuantitySchedule complexType; see XML source
quantityUnit (defined in CommodityNotionalQuantity complexType)
Quantity Unit is the unit of measure applicable for the quantity on the Transaction.
Type:
QuantityUnit
Content:
simple, 1 attribute
Defined:
locally within CommodityNotionalQuantity complexType; see XML source
quantityUnit (defined in UnitQuantity complexType)
Quantity Unit is the unit of measure applicable for the quantity on the Transaction.
Type:
QuantityUnit
Content:
simple, 1 attribute
Defined:
locally within UnitQuantity complexType; see XML source
quantityVariationAdjustment
If true, indicates that QVA is applicable.
Type:
xsd:boolean
Content:
simple
Defined:
locally within CommodityUSCoalDelivery.model group; see XML source
referenceLevel
Reference level is the number of degree-days (in the case of HDD and CDD) or inches/millimeters (in the case of CPD) on which the differential is calculated.
Type:
ReferenceLevel
Content:
complex, 2 elements
Defined:
locally within WeatherIndexData complexType; see XML source
referenceLevelEqualsZero
If Reference Level Equals Zero is specified to be applicable then CPD means, for any day during the Calculation Period, (A) 1 if the Daily Precipitation for that day is greater than or equal to the CPD Reference Level or (B) zero if the the Daily Precipitation for that day is less than the CPD Reference Level.
Type:
xsd:boolean
Content:
simple
Defined:
locally within WeatherLegCalculation complexType; see XML source
referenceLevelUnit
Type:
ReferenceLevelUnit
Content:
simple, 1 attribute
Defined:
locally within ReferenceLevel complexType; see XML source
reinvestmentFeature
This element indicates whether the notional amount (or equivalent) is constant across each Calculation Period or whether the notional amount in each Calculation Period ("false") is the notional amount in the previous period multiplied by 1 + commodity index return in the current period ("true").
Type:
xsd:boolean
Content:
simple
Defined:
locally within CommodityNotionalAmount complexType; see XML source
rejectionLimit (defined in CoalAttributeDecimal complexType)
The actual limits of the quality characteristics of the Coal Product above or below which the Buyer may reject a Shipment.
Type:
xsd:decimal
Content:
simple
Defined:
locally within CoalAttributeDecimal complexType; see XML source
rejectionLimit (defined in CoalAttributeDecimal complexType)
The actual limits of the quality characteristics of the Coal Product above or below which the Buyer may reject a Shipment.
Type:
xsd:decimal
Content:
simple
Defined:
locally within CoalAttributeDecimal complexType; see XML source
rejectionLimit (defined in CoalAttributePercentage complexType)
The actual limits of the quality characteristics of the Coal Product above or below which the Buyer may reject a Shipment.
Type:
RestrictedPercentage
Content:
simple
Defined:
locally within CoalAttributePercentage complexType; see XML source
rejectionLimit (defined in CoalAttributePercentage complexType)
The actual limits of the quality characteristics of the Coal Product above or below which the Buyer may reject a Shipment.
Type:
RestrictedPercentage
Content:
simple
Defined:
locally within CoalAttributePercentage complexType; see XML source
relativeCommencementDates
The first day(s) of the exercise period(s) for an American-style option where it is relative to the occurrence of an external event.
Type:
CommodityRelativeExpirationDates
Content:
complex, 1 attribute, 4 elements
Defined:
locally within CommodityPhysicalAmericanExercise complexType; see XML source
relativeExpirationDates (in americanExercise defined in CommodityPhysicalExercise complexType)
The Expiration Date(s) of an American-style option where it is relative to the occurrence of an external event.
Type:
CommodityRelativeExpirationDates
Content:
complex, 1 attribute, 4 elements
Defined:
locally within CommodityPhysicalAmericanExercise complexType; see XML source
relativeExpirationDates (in europeanExercise defined in CommodityPhysicalExercise complexType)
The Expiration Date(s) of a European-style option where it is relative to the occurrence of an external event.
Type:
CommodityRelativeExpirationDates
Content:
complex, 1 attribute, 4 elements
Defined:
locally within CommodityPhysicalEuropeanExercise complexType; see XML source
relativePaymentDates
The Payment Dates of the trade relative to the Calculation Periods.
Type:
CommodityRelativePaymentDates
Content:
complex, 1 attribute, 8 elements
Defined:
locally within CommodityPaymentDates.model group; see XML source
risk (in deliveryConditions in coalPhysicalLeg)
Specifies how the risk associated with the delivery is assigned.
Type:
CommodityDeliveryRisk
Content:
simple, 1 attribute
Defined:
locally within CommodityUSCoalDelivery.model group; see XML source
risk (in deliveryConditions in metalPhysicalLeg)
"Risk of loss" may also be used, equivalently, on confirmation documents.
Type:
CommodityDeliveryRisk
Content:
simple, 1 attribute
Defined:
locally within MetalDelivery complexType; see XML source
risk (in pipeline)
Specifies how the risk associated with the delivery is assigned.
Type:
CommodityDeliveryRisk
Content:
simple, 1 attribute
Defined:
locally within OilPipelineDelivery complexType; see XML source
riskPeriod
Used to determine how provisions in Part [7] Page 7 (B) Failure to Deliver Not Remedied are to be applied.
Type:
EEPRiskPeriod
Content:
complex, 2 elements
Defined:
locally within EEPParameters complexType; see XML source
rounding (defined in CommodityContent.model group)
Rounding direction and precision for amounts.
Type:
Rounding
Content:
complex, 2 elements
Defined:
locally within CommodityContent.model group; see XML source
rounding (defined in FloatingLegCalculation complexType)
Rounding direction and precision for price values.
Type:
Rounding
Content:
complex, 2 elements
Defined:
locally within FloatingLegCalculation complexType; see XML source
rounding (defined in WeatherLegCalculation complexType)
Rounding direction and precision for price values.
Type:
Rounding
Content:
complex, 2 elements
Defined:
locally within WeatherLegCalculation complexType; see XML source
sCoTASpecifications
Indicates whether type and source refer to globalCOAL SCoTA specifications.
Type:
xsd:boolean
Content:
simple
Defined:
locally within CoalProduct complexType; see XML source
secondaryDisruptionFallbacks
A list of actions available to the parties should a Secondary Disruption Event occur.
Type:
DisruptionFallback
Content:
simple, 1 attribute
Defined:
locally within WeatherIndexData complexType; see XML source
secondaryRateSource (defined in CommodityFx complexType)
An alternative, or secondary, source for where the rate observation will occur.
Type:
InformationSource
Content:
complex, 3 elements
Defined:
locally within CommodityFx complexType; see XML source
sellerHub
The hub code of the has seller.
Type:
CommodityHub
Content:
complex, 3 elements
Defined:
locally within GasDelivery complexType; see XML source
sequence
Sequence in which the reference to the disruption fallback should be applied.
Type:
xsd:positiveInteger
Content:
simple
Defined:
locally within SequencedDisruptionFallback complexType; see XML source
settlementCurrency (defined in CommodityExercise complexType)
The currency into which the Commodity Option Transaction will settle.
Type:
IdentifiedCurrency
Content:
simple, 2 attributes
Defined:
locally within CommodityExercise complexType; see XML source
settlementCurrency (defined in CommoditySwapDetails.model group)
The currency into which the Commodity Swap Transaction will settle.
Type:
IdentifiedCurrency
Content:
simple, 2 attributes
Defined:
locally within CommoditySwapDetails.model group; see XML source
settlementCurrency (in commodityPerformanceSwap)
The currency in which the commodity performance swap transaction will settle.
Type:
IdentifiedCurrency
Content:
simple, 2 attributes
Defined:
locally within CommodityPerformanceSwapBase complexType; see XML source
settlementCurrency (in exercise in commodityBasketOption)
The currency into which the Commodity Option Transaction will settle.
Type:
IdentifiedCurrency
Content:
simple, 2 attributes
Defined:
locally within CommodityExerciseBasket complexType; see XML source
settlementDate (in bullionPhysicalLeg)
Date on which the bullion will settle.
Type:
AdjustableOrRelativeDate
Content:
complex, 1 attribute, 2 elements
Defined:
locally within BullionPhysicalLeg complexType; see XML source
settlementDisruption
Describes contract terms related to the consequences of Bullion Settlement Disruption Events.
Type:
CommodityBullionSettlementDisruptionEnum
Content:
simple
Defined:
locally within CommodityContent.model group; see XML source
settlementLevel
The Settlement Level means either the cumulative number of Weather Index Units for each day in the Calculation Period (Cumulative) or the cumulative number of Weather Index Units for each day in the Calculation Period divided by the number of days in the Calculation Period (Average) or the maximum number of Weather Index Units for any day in the Calculation Period (Maximum) or the minimum number of Weather Index Units for any day in the Calculation Period.
Type:
WeatherSettlementLevelEnum
Content:
simple
Defined:
locally within WeatherLegCalculation complexType; see XML source
settlementPeriods (defined in CommodityPricingDates complexType)
Specifies a set of Settlement Periods associated with an Electricity Transaction for delivery on an Applicable Day or for a series of Applicable Days.
Type:
SettlementPeriods
Content:
complex, 1 attribute, 6 elements
Defined:
locally within CommodityPricingDates complexType; see XML source
settlementPeriods (defined in CommodityValuationDates complexType)
Specifies a set of Settlement Periods associated with an Electricity Transaction for delivery on an Applicable Day or for a series of Applicable Days.
Type:
SettlementPeriods
Content:
complex, 1 attribute, 6 elements
Defined:
locally within CommodityValuationDates complexType; see XML source
settlementPeriods (in electricityPhysicalLeg)
The specification of the Settlement Periods in which the electricity will be delivered.
Type:
SettlementPeriods
Content:
complex, 1 attribute, 6 elements
Defined:
locally within ElectricityPhysicalLeg complexType; see XML source
settlementPeriodsNotionalQuantity
For an electricity transaction, the Notional Quantity for a one or more groups of Settlement Periods to which the Notional Quantity is based.
Type:
CommoditySettlementPeriodsNotionalQuantity
Content:
complex, 1 attribute, 4 elements
Defined:
locally within CommodityNotionalQuantity.model group; see XML source
settlementPeriodsNotionalQuantitySchedule
For an electricity transaction, the Notional Quantity schedule for a one or more groups of Settlement Periods to which the Notional Quantity is based.
Type:
CommoditySettlementPeriodsNotionalQuantitySchedule
Content:
complex, 2 elements
Defined:
locally within CommodityNotionalQuantitySchedule complexType; see XML source
settlementPeriodsNotionalQuantityStep
For an electricity transaction, the Notional Quantity for a given Calculation Period during the life of the trade which applies to the range(s) of Settlement Periods referenced by settlementPeriodsReference.
Type:
CommodityNotionalQuantity
Content:
complex, 1 attribute, 3 elements
Defined:
locally within CommoditySettlementPeriodsNotionalQuantitySchedule complexType; see XML source
settlementPeriodsPrice
For an electricity transaction, the fixed price for one or more groups of Settlement Periods on which fixed payments are based.
Type:
SettlementPeriodsFixedPrice
Content:
complex, 1 attribute, 4 elements
Defined:
locally within CommodityFixedPrice.model group; see XML source
settlementPeriodsPriceSchedule
For an electricity transaction, the fixed price schedule for one or more groups of Settlement Periods on which fixed payments are based. if the schedule differs for different groups of Settlement Periods, this element should be repeated.
Type:
CommoditySettlementPeriodsPriceSchedule
Content:
complex, 2 elements
Defined:
locally within CommodityFixedPriceSchedule complexType; see XML source
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.
Type:
FixedPrice
Content:
complex, 1 attribute, 3 elements
Defined:
locally within CommoditySettlementPeriodsPriceSchedule complexType; see XML source
settlementPeriodsReference (defined in CommodityPricingDates complexType)
Allows a set of Settlement Periods to reference one already defined elsewhere in the trade structure.
Type:
SettlementPeriodsReference
Content:
empty, 1 attribute
Defined:
locally within CommodityPricingDates complexType; see XML source
settlementPeriodsReference (defined in CommodityValuationDates complexType)
Allows a set of Settlement Periods to reference one already defined elsewhere in the trade structure.
Type:
SettlementPeriodsReference
Content:
empty, 1 attribute
Defined:
locally within CommodityValuationDates complexType; see XML source
settlementPeriodsReference (in physicalQuantity in deliveryQuantity in electricityPhysicalLeg)
A pointer style reference to the range(s) of Settlement Periods to which this quantity applies.
Type:
SettlementPeriodsReference
Content:
empty, 1 attribute
Defined:
locally within ElectricityPhysicalDeliveryQuantity complexType; see XML source
settlementPeriodsReference (in physicalQuantitySchedule in deliveryQuantity in electricityPhysicalLeg)
A pointer style reference to the range(s) of Settlement Periods to which this quantity applies.
Type:
SettlementPeriodsReference
Content:
empty, 1 attribute
Defined:
locally within ElectricityPhysicalDeliveryQuantitySchedule complexType; see XML source
settlementPeriodsReference (in settlementPeriodsNotionalQuantity)
The range(s) of Settlement Periods to which the Notional Quantity applies.
Type:
SettlementPeriodsReference
Content:
empty, 1 attribute
Defined:
locally within CommoditySettlementPeriodsNotionalQuantity complexType; see XML source
settlementPeriodsReference (in settlementPeriodsNotionalQuantitySchedule)
The range(s) of Settlement Periods to which the Fixed Price steps apply.
Type:
SettlementPeriodsReference
Content:
empty, 1 attribute
Defined:
locally within CommoditySettlementPeriodsNotionalQuantitySchedule complexType; see XML source
settlementPeriodsReference (in settlementPeriodsPrice)
Type:
SettlementPeriodsReference
Content:
empty, 1 attribute
Defined:
locally within SettlementPeriodsFixedPrice complexType; see XML source
settlementPeriodsReference (in settlementPeriodsPriceSchedule)
The range(s) of Settlement Periods to which the Fixed Price steps apply.
Type:
SettlementPeriodsReference
Content:
empty, 1 attribute
Defined:
locally within CommoditySettlementPeriodsPriceSchedule complexType; see XML source
settlementPeriodsReference (in settlementPeriodsStep)
The specification of the Settlement Periods in which the electricity will be delivered.
Type:
SettlementPeriodsReference
Content:
empty, 1 attribute
Defined:
locally within SettlementPeriodsStep complexType; see XML source
settlementPeriodsSchedule
The specification of the Settlement Periods in which the electricity will be delivered for a "shaped" trade i.e. where different Settlement Period ranges will apply to different periods of the trade.
Type:
SettlementPeriodsSchedule
Content:
complex, 3 elements
Defined:
locally within ElectricityPhysicalLeg complexType; see XML source
settlementPeriodsStep
The range of Settlement Periods per Calculation Period.
Type:
SettlementPeriodsStep
Content:
complex, 1 element
Defined:
locally within SettlementPeriodsSchedule complexType; see XML source
shape
The physical shape(s) which can be delivered in Seller's option.
Type:
CommodityMetalShape
Content:
simple, 1 attribute
Defined:
locally within Metal complexType; see XML source
SO2
The sulfur/sulphur dioxide content of the coal product.
Type:
CoalAttributePercentage
Content:
complex, 3 elements
Defined:
locally within CommodityCoalComposition.model group; see XML source
so2QualityAdjustment
The Quality Adjustment formula to be used where the Actual Shipment SO2/MMBTU value differs from the Standard SO2/MMBTU value.
Type:
CoalQualityAdjustments
Content:
simple, 1 attribute
Defined:
locally within CommodityUSCoalProduct.model group; see XML source
softeningHeightHalfWidth
The temperature at which the height of an ash cone equals half its width.
Type:
CoalAttributeDecimal
Content:
complex, 3 elements
Defined:
locally within CommodityCoalReducingAtmosphere.model group; see XML source
softeningHeightWidth
The temperature at which the height of an ash cone equals its width.
Type:
CoalAttributeDecimal
Content:
complex, 3 elements
Defined:
locally within CommodityCoalReducingAtmosphere.model group; see XML source
source
The SCoTA cargo origin, mining region, mine(s), mining complex(es), loadout(s) or river dock(s) or other point(s) of origin that Seller and Buyer agree are acceptable origins for the Coal Product.
Type:
CoalProductSource
Content:
simple, 1 attribute
Defined:
locally within CoalProduct complexType; see XML source
spread (defined in FloatingLegCalculation complexType)
The spread over or under the Commodity Reference Price for this leg of the trade.
Type:
CommoditySpread
Content:
complex, 1 attribute, 4 elements
Defined:
locally within FloatingLegCalculation complexType; see XML source
spreadConversionFactor
spreadConversionFactor should be used when the unit of measure of the Commodity Reference Price and the unit of measure in which the spread is quoted are different.
Type:
xsd:decimal
Content:
simple
Defined:
locally within CommoditySpread complexType; see XML source
spreadPercentage
The spread percentage over or under the Commodity Reference Price for this leg of the trade.
Type:
xsd:decimal
Content:
simple
Defined:
locally within FloatingLegCalculation complexType; see XML source
spreadSchedule (defined in FloatingLegCalculation complexType)
The spread over or under the Commodity Reference Price for this leg of the trade for each Calculation Period.
Type:
CommoditySpreadSchedule
Content:
complex, 4 elements
Defined:
locally within FloatingLegCalculation complexType; see XML source
spreadStep
The spread per Calculation Period.
Type:
CommoditySpread
Content:
complex, 1 attribute, 4 elements
Defined:
locally within CommoditySpreadSchedule complexType; see XML source
spreadUnit
spreadUnit should be used when the unit of measure of the Commodity Reference Price and the unit of measure in which the spread is quoted are different.
Type:
QuantityUnit
Content:
simple, 1 attribute
Defined:
locally within CommoditySpread complexType; see XML source
standardContent (defined in CoalAttributeDecimal complexType)
The actual content of the quality characteristics of the Coal Product Shipment expected by the Buyer.
Type:
xsd:decimal
Content:
simple
Defined:
locally within CoalAttributeDecimal complexType; see XML source
standardContent (defined in CoalAttributePercentage complexType)
The actual content of the quality characteristics of the Coal Product Shipment expected by the Buyer.
Type:
RestrictedPercentage
Content:
simple
Defined:
locally within CoalAttributePercentage complexType; see XML source
standardQuality
Type:
CoalStandardQuality
Content:
complex, 14 elements
Defined:
locally within CoalProductSpecifications complexType; see XML source
standardQualitySchedule
Type:
CoalStandardQualitySchedule
Content:
complex, 3 elements
Defined:
locally within CoalProductSpecifications complexType; see XML source
StandardQualityStep
Type:
CoalStandardQuality
Content:
complex, 14 elements
Defined:
locally within CoalStandardQualitySchedule complexType; see XML source
startDate (in riskPeriod)
Type:
xsd:date
Content:
simple
Defined:
locally within EEPRiskPeriod complexType; see XML source
startingDate (in earlyTermination in commodityPerformanceSwap)
Type:
CommodityStartingDate
Content:
complex, 2 elements
Defined:
locally within CommodityPerformanceSwapEarlyTermination complexType; see XML source
startTime (defined in SettlementPeriods complexType)
Specifies the hour-ending Start Time with respect to a range of Settlement Periods.
Type:
OffsetPrevailingTime
Content:
complex, 2 elements
Defined:
locally within SettlementPeriods complexType; see XML source
startYear
The first year of the Compliance Period.
Type:
xsd:gYear
Content:
simple
Defined:
locally within EnvironmentalProductComplaincePeriod complexType; see XML source
strikePriceBasketReference
Type:
StrikePriceBasketReference
Content:
empty, 1 attribute
Defined:
locally within CommodityBasketOption complexType; see XML source
strikePricePerUnit
The currency amount of the strike price per unit.
Type:
NonNegativeMoney
Content:
complex, 1 attribute, 2 elements
Defined:
locally within CommodityStrikePrice.model group; see XML source
strikePricePerUnitSchedule
Type:
CommodityStrikeSchedule
Content:
complex, 4 elements
Defined:
locally within CommodityStrikePrice.model group; see XML source
strikePricePerUnitStep
The strike price per unit per Calculation Period.
Type:
NonNegativeMoney
Content:
complex, 1 attribute, 2 elements
Defined:
locally within CommodityStrikeSchedule complexType; see XML source
strikePriceUnderlyingReference
Type:
StrikePriceUnderlyingReference
Content:
empty, 1 attribute
Defined:
locally within CommodityBasketOption complexType; see XML source
sulfur
The sulfur/sulphur content of the coal product.
Type:
CoalAttributePercentage
Content:
complex, 3 elements
Defined:
locally within CommodityCoalComposition.model group; see XML source
supplyEndTime
The time at which gas delivery should end on each day of the Delivery Period(s).
Type:
PrevailingTime
Content:
complex, 2 elements
Defined:
locally within GasDeliveryPeriods complexType; see XML source
supplyStartTime
The time at which gas delivery should start on each day of the Delivery Period(s).
Type:
PrevailingTime
Content:
complex, 2 elements
Defined:
locally within GasDeliveryPeriods complexType; see XML source
synopticDataFallback
If the parties specify "Not Applicable", the "Synoptic Data" Disruption Fallback will not apply.
Type:
xsd:boolean
Content:
simple
Defined:
locally within WeatherIndexData complexType; see XML source
system
Type:
CommodityDeliveryPoint
Content:
simple, 1 attribute
Defined:
locally within ElectricityDeliverySystemFirm complexType; see XML source
systemFirm
Indicates that the electricity is intended to be supplied from the owned or controlled generation or pre-existing purchased power assets of the system specified.
Type:
ElectricityDeliverySystemFirm
Content:
complex, 2 elements
Defined:
locally within ElectricityDeliveryType complexType; see XML source
terminationDate (defined in CommoditySwapDetails.model group)
Specifies the termination date of this leg of the swap.
Type:
AdjustableOrRelativeDate
Content:
complex, 1 attribute, 2 elements
Defined:
locally within CommoditySwapDetails.model group; see XML source
terminationDate (in commodityBasketOption)
Specifies the termination date of the Commodity Option Transaction.
Type:
AdjustableOrRelativeDate
Content:
complex, 1 attribute, 2 elements
Defined:
locally within CommodityBasketOptionFeatures.model group; see XML source
terminationDate (in commodityDigitalOption)
Specifies the termination date of the Commodity Option Transaction.
Type:
AdjustableOrRelativeDate
Content:
complex, 1 attribute, 2 elements
Defined:
locally within CommodityDigitalOptionFeatures.model group; see XML source
terminationDate (in commodityOption)
Specifies the termination date of the Commodity Option Transaction.
Type:
AdjustableOrRelativeDate
Content:
complex, 1 attribute, 2 elements
Defined:
locally within CommodityOptionFeatures.model group; see XML source
terminationDate (in commodityPerformanceSwap)
Specifies the Termination Date of the swap.
Type:
AdjustableOrRelativeDate
Content:
complex, 1 attribute, 2 elements
Defined:
locally within CommodityPerformanceSwapBase complexType; see XML source
title
Describes how and when title to the commodity transfers.
Type:
MetalTitleEnum
Content:
simple
Defined:
locally within MetalDelivery complexType; see XML source
topSize
The smallest sieve opening that will result in less than 5% of a sample of the coal product remaining.
Type:
CoalAttributeDecimal
Content:
complex, 3 elements
Defined:
locally within CommodityCoalProperties.model group; see XML source
totalNotionalQuantity (defined in CommodityNotionalQuantity.model group)
The Total Notional Quantity.
Type:
xsd:decimal
Content:
simple
Defined:
locally within CommodityNotionalQuantity.model group; see XML source
totalNotionalQuantity (in commodityDigitalOption)
Type:
xsd:decimal
Content:
simple
Defined:
locally within CommodityDigitalOption complexType; see XML source
totalPhysicalQuantity (defined in CommodityFixedPhysicalQuantity.model group)
The Total Quantity of the commodity to be delivered.
Type:
UnitQuantity
Content:
complex, 1 attribute, 2 elements
Defined:
locally within CommodityFixedPhysicalQuantity.model group; see XML source
totalPhysicalQuantity (in deliveryQuantity in electricityPhysicalLeg)
The Total Quantity of the commodity to be delivered.
Type:
UnitQuantity
Content:
complex, 1 attribute, 2 elements
Defined:
locally within ElectricityPhysicalQuantity complexType; see XML source
totalPrice (in fixedLeg in commodityForward)
The total amount of the fixed payment for all units of the underlying commodity.
Type:
NonNegativeMoney
Content:
complex, 1 attribute, 2 elements
Defined:
locally within NonPeriodicFixedPriceLeg complexType; see XML source
totalPrice (in fixedLeg)
The total amount of all fixed payments due during the term of the trade.
Type:
NonNegativeMoney
Content:
complex, 1 attribute, 2 elements
Defined:
locally within CommodityFixedPrice.model group; see XML source
totalQuantityTolerance
The +/- percent tolerance in seller's option which applies to the total quantity delivered over all shipment periods.
Type:
xsd:decimal
Content:
simple
Defined:
locally within MetalDelivery complexType; see XML source
trackingSystem
Applies to U.S.
Type:
EnvironmentalTrackingSystem
Content:
simple, 1 attribute
Defined:
locally within EnvironmentalProduct complexType; see XML source
transfer
Specified the delivery conditions where the oil product is to be delivered by title transfer.
Type:
OilTransferDelivery
Content:
complex, 2 elements
Defined:
locally within OilDelivery complexType; see XML source
transmissionContingency
Indicates that the performance of the buyer or seller shall be excused (under the conditions specified) if transmission of the elctricity is unavailable or interrupted.
Type:
ElectricityTransmissionContingency
Content:
complex, 2 elements
Defined:
locally within ElectricityDelivery complexType; see XML source
transportationEquipment
The transportation equipment with which the Coal Product will be delivered and received.
Type:
CoalTransportationEquipment
Content:
simple, 1 attribute
Defined:
locally within CommodityUSCoalDelivery.model group; see XML source
trigger (defined in CommodityBarrier complexType)
Type:
CommodityTrigger
Content:
complex, 5 elements
Defined:
locally within CommodityBarrier complexType; see XML source
trigger (in digital)
Type:
CommodityTrigger
Content:
complex, 5 elements
Defined:
locally within CommodityDigital complexType; see XML source
triggerType (defined in CommodityTrigger complexType)
For barrier options: the specification of how an option will trigger or expire based on the position of the spot rate relative to the trigger level.
Type:
TriggerTypeEnum
Content:
simple
Defined:
locally within CommodityTrigger complexType; see XML source
type (in coal)
The type of coal product to be delivered by reference to a pre-defined specification.
Type:
CoalProductType
Content:
simple, 1 attribute
Defined:
locally within CoalProduct complexType; see XML source
type (in electricity)
The type of electricity product to be delivered.
Type:
ElectricityProductTypeEnum
Content:
simple
Defined:
locally within ElectricityProduct complexType; see XML source
type (in gas)
The type of gas to be delivered.
Type:
GasProductTypeEnum
Content:
simple
Defined:
locally within GasProduct complexType; see XML source
type (in oil)
The type of oil product to be delivered.
Type:
OilProductType
Content:
simple, 1 attribute
Defined:
locally within OilProduct complexType; see XML source
underlying (in notionalAmountBasket)
Indicates the role of the option buyer with regard to this underlyer.
Type:
CommodityBasketUnderlyingByPercentage
Content:
complex, 1 attribute, 5 elements
Defined:
locally within CommodityBasketByPercentage complexType; see XML source
underlying (in notionalQuantityBasket)
Indicates the role of the option buyer with regard to this underlyer.
Type:
CommodityBasketUnderlyingByNotional
Content:
complex, 1 attribute, 11 elements
Defined:
locally within CommodityBasketByNotional complexType; see XML source
unit (defined in WeatherIndex complexType)
Weather Index Unit derived from one of the following variable methods of determination: Cooling Degree Day (CDD), Heating Degree Day (HDD), Critical Precipitation Day (CPD) as defined in Section 11.15 of the 2005 ISDA Commodity Definitions and User Guide.
Type:
QuantityUnit
Content:
simple, 1 attribute
Defined:
locally within WeatherIndex complexType; see XML source
unit (in absoluteTolerance)
The unit in which the tolerance is specified.
Type:
QuantityUnit
Content:
simple, 1 attribute
Defined:
locally within AbsoluteTolerance complexType; see XML source
unitFirm
Indicates that the electricity is intended to be supplied from a generation asset which can optionally be specified.
Type:
ElectricityDeliveryUnitFirm
Content:
complex, 2 elements
Defined:
locally within ElectricityDeliveryType complexType; see XML source
valuationDates (defined in CommodityValuationDates complexType)
A list of adjustable dates on which the trade will price.
Type:
AdjustableDates
Content:
complex, 1 attribute, 3 elements
Defined:
locally within CommodityValuationDates complexType; see XML source
valuationDates (in commodityReturnCalculation)
Defines when a price or index level will be observed that will figure in the return calculation.
Type:
CommodityValuationDates
Content:
complex, 1 attribute, 15 elements
Defined:
locally within CommodityReturnCalculation complexType; see XML source
valuationDates (in varianceCalculation)
Defines when a price or index level will be observed that will figure in the return calculation.
Type:
CommodityValuationDates
Content:
complex, 1 attribute, 15 elements
Defined:
locally within CommodityVarianceCalculation complexType; see XML source
valueDate (in commodityForward)
Specifies the value date of the Commodity Forward Transaction.
Type:
AdjustableOrRelativeDate
Content:
complex, 1 attribute, 2 elements
Defined:
locally within CommodityForward complexType; see XML source
varianceCalculation
Specifies, in relation to each Payment Date, the variance percentage which, when multiplied times the notional amount is the amount to which the Payment Date relates.
Type:
CommodityVarianceCalculation
Content:
complex, 4 elements
Defined:
locally within CommodityVarianceLeg complexType; see XML source
varianceStrikePrice (in commodityVarianceLeg)
Specifies the variance strike price when this strike is expressed in variance units.
Type:
xsd:decimal
Content:
simple
Defined:
locally within CommodityVarianceLeg complexType; see XML source
vintage
Applies to U.S.
Type:
xsd:gYear
Content:
simple
Defined:
locally within EnvironmentalProduct complexType; see XML source
volatile
The volatile content of the coal product.
Type:
CoalAttributePercentage
Content:
complex, 3 elements
Defined:
locally within CommodityCoalComposition.model group; see XML source
volatilityStrikePrice (in commodityVarianceLeg)
Specifies the volatility strike price when this strike is expressed in standard deviation units.
Type:
xsd:decimal
Content:
simple
Defined:
locally within CommodityVarianceLeg complexType; see XML source
voltage
The voltage, expressed as a number of volts, of the electricity to be delivered.
Type:
PositiveDecimal
Content:
simple
Defined:
locally within ElectricityProduct complexType; see XML source
weatherCalculationPeriods
Type:
WeatherCalculationPeriods
Content:
complex, 1 attribute, 1 element
Defined:
locally within WeatherCalculationPeriod.model group; see XML source
weatherCalculationPeriodsReference
Type:
CalculationPeriodsReference
Content:
empty, 1 attribute
Defined:
locally within WeatherCalculationPeriod.model group; see XML source
weatherIndexData (in commodityOption)
Specifies where the data (e.g.
Type:
WeatherIndexData
Content:
complex, 11 elements
Defined:
locally within CommodityWeatherOption.model group; see XML source
weatherIndexData (in weatherLeg)
Specifies where the data (e.g.
Type:
WeatherIndexData
Content:
complex, 11 elements
Defined:
locally within WeatherLeg complexType; see XML source
weatherIndexLevel
Defining the Weather Index Level or Weather Index Strike Level.
Type:
WeatherIndex
Content:
complex, 1 attribute, 2 elements
Defined:
locally within WeatherLeg complexType; see XML source
weatherIndexStrikeLevel
Weather Index strike price level is specified in terms of weather index units (e.g. 1 Days, 3 Inches, etc.)
Type:
WeatherIndex
Content:
complex, 1 attribute, 2 elements
Defined:
locally within CommodityWeatherOption.model group; see XML source
weatherLeg
A weather leg element of a Commodity Swap defines Weather Index Swap transactions.
Type:
WeatherLeg
Content:
complex, 1 attribute, 11 elements
Defined:
locally within CommoditySwapDetails.model group; see XML source
weatherNotionalAmount (in commodityOption)
Type:
NonNegativeMoney
Content:
complex, 1 attribute, 2 elements
Defined:
locally within CommodityWeatherOption.model group; see XML source
weatherNotionalAmount (in weatherLeg)
Defines the price per weather index unit.
Type:
NonNegativeMoney
Content:
complex, 1 attribute, 2 elements
Defined:
locally within WeatherLeg complexType; see XML source
weatherStation
The source or sources of weather index data specified by the parties in the related Confirmation.
Type:
WeatherStation
Content:
complex, 4 elements
Defined:
locally within WeatherIndexData complexType; see XML source
weatherStationAirport
Type:
WeatherStationAirport
Content:
simple, 2 attributes
Defined:
locally within WeatherStation complexType; see XML source
weatherStationCity
Type:
BusinessCenter
Content:
simple, 2 attributes
Defined:
locally within WeatherStation complexType; see XML source
weatherStationFallback
If weather index data is not available for the weather station specified by the parties in the related Confirmation, the first alternative Weather Index Station.
Type:
WeatherStation
Content:
complex, 4 elements
Defined:
locally within WeatherIndexData complexType; see XML source
weatherStationSecondFallback
If weather index data is neither available for the weather station specified by the parties in the related Confirmation nor the first alternative Weather Index Station, the second alternative Weather Index Station.
Type:
WeatherStation
Content:
complex, 4 elements
Defined:
locally within WeatherIndexData complexType; see XML source
weatherStationWBAN
Type:
WeatherStationWBAN
Content:
simple, 2 attributes
Defined:
locally within WeatherStation complexType; see XML source
weatherStationWMO
Type:
WeatherStationWMO
Content:
simple, 2 attributes
Defined:
locally within WeatherStation complexType; see XML source
withdrawalPoint (in deliveryConditions in gasPhysicalLeg)
The physical or virtual point at which the commodity is withdrawn from a transportation system.
Type:
CommodityDeliveryPoint
Content:
simple, 1 attribute
Defined:
locally within CommodityDeliveryPoints.model group; see XML source
withdrawalPoint (in pipeline)
The location at which the transfer of the title to the commodity takes place.
Type:
CommodityDeliveryPoint
Content:
simple, 1 attribute
Defined:
locally within OilPipelineDelivery complexType; see XML source
worldscaleRate
For a WET Voyager Charter Commodity Swap, the number of Worldscale Points for purposes of the calculation of a Fixed Amount.
Type:
xsd:decimal
Content:
simple
Defined:
locally within CommodityFixedPrice.model group; see XML source
worldscaleRateStep
For a Wet Voyager Charter Freight Swap, the number of Worldscale Points for purposes of the calculation of a Fixed Amount for a given Calculation Period during the life of the trade.
Type:
xsd:decimal
Content:
simple
Defined:
locally within CommodityFixedPriceSchedule complexType; see XML source
writtenConfirmation (defined in CommodityExercise complexType)
Specifies whether or not Written Confirmation applies to a Commodity Option Transaction.
Type:
xsd:boolean
Content:
simple
Defined:
locally within CommodityExercise complexType; see XML source
writtenConfirmation (defined in CommodityPhysicalExercise complexType)
Specifies whether or not Written Confirmation applies to a Commodity Option Transaction.
Type:
xsd:boolean
Content:
simple
Defined:
locally within CommodityPhysicalExercise complexType; see XML source
writtenConfirmation (in exercise in commodityBasketOption)
Specifies whether or not Written Confirmation applies to a Commodity Option Transaction.
Type:
xsd:boolean
Content:
simple
Defined:
locally within CommodityExerciseBasket complexType; see XML source
writtenConfirmation (in exercise in commodityDigitalOption)
Specifies whether or not Written Confirmation applies to a Commodity Option Transaction.
Type:
xsd:boolean
Content:
simple
Defined:
locally within CommodityDigitalExercise complexType; see XML source
Complex Type Summary
AbsoluteTolerance
The acceptable tolerance in the delivered quantity of a physical commodity product in terms of a number of units of that product.
Content:
complex, 4 elements
Defined:
globally; see XML source
Includes:
definitions of 4 elements
Used:
at 1 location
AveragePriceLeg
The average price leg of an average price commodity bullion or non-precious metal forward transaction.
Content:
complex, 1 attribute, 17 elements
Defined:
globally; see XML source
Includes:
definitions of 4 elements
Used:
at 1 location
BullionDeliveryLocation
A scheme defining where bullion is to be delivered for a Bullion Transaction.
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
at 1 location
BullionPhysicalLeg
Physically settled leg of a physically settled Bullion Transaction.
Content:
complex, 1 attribute, 10 elements
Defined:
globally; see XML source
Includes:
definitions of 3 elements
Used:
at 1 location
CalculationPeriodsDatesReference
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.
Content:
empty, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
at 1 location
CalculationPeriodsReference
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.
Content:
empty, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
at 3 locations
CalculationPeriodsScheduleReference
A pointer style reference to a calculation periods schedule defined elsewhere - note that this schedule consists of a parameterised schedule in a calculationPeriodsSchedule container.
Content:
empty, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
at 2 locations
CoalAttributeDecimal
The different options for specifying the attributes of a coal quality measure as a decimal value.
Content:
complex, 3 elements
Defined:
globally; see XML source
Includes:
definitions of 3 elements
Used:
at 9 locations
CoalAttributePercentage
The different options for specifying the attributes of a coal quality measure as a percentage of the measured value.
Content:
complex, 3 elements
Defined:
globally; see XML source
Includes:
definitions of 3 elements
Used:
at 5 locations
CoalDelivery
The physical delivery conditions for coal.
Content:
complex, 5 elements
Defined:
globally; see XML source
Includes:
definitions of 2 elements
Used:
at 1 location
CoalDeliveryPoint
A scheme identifying the types of the Delivery Point for a physically settled coal trade.
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
at 1 location
CoalPhysicalLeg
Physically settled leg of a physically settled coal transaction.
Content:
complex, 1 attribute, 8 elements
Defined:
globally; see XML source
Includes:
definitions of 4 elements
Used:
at 1 location
CoalProduct
A type defining the characteristics of the coal being traded in a physically settled gas transaction.
Content:
complex, 6 elements
Defined:
globally; see XML source
Includes:
definitions of 4 elements
Used:
at 1 location
CoalProductSource
A scheme identifying the sources of coal for a physically settled coal trade.
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
at 1 location
CoalProductSpecifications
The different options for specifying the quality attributes of the coal to be delivered.
Content:
complex, 2 elements
Defined:
globally; see XML source
Includes:
definitions of 2 elements
Used:
at 1 location
CoalProductType
A scheme identifying the types of coal for a physically settled coal trade.
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
at 1 location
CoalQualityAdjustments
A scheme identifying the quality adjustment formulae for a physically settled coal trade.
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
at 2 locations
CoalStandardQuality
The quality attributes of the coal to be delivered.
Content:
complex, 14 elements
Defined:
globally; see XML source
Used:
at 2 locations
CoalStandardQualitySchedule
The quality attributes of the coal to be delivered, specified on a periodic basis.
Content:
complex, 3 elements
Defined:
globally; see XML source
Includes:
definition of 1 element
Used:
at 1 location
CoalTransportationEquipment
A scheme identifying the methods by which coal may be transported.
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
at 1 location
CommodityAmericanExercise
A type for defining exercise procedures associated with an American style exercise of a commodity option.
Content:
complex, 1 attribute, 7 elements
Defined:
globally; see XML source
Includes:
definitions of 7 elements
Used:
at 3 locations
CommodityBarrier
The specification of how a barrier option will trigger (that is, knock-in or knock-out) or expire based on the position of the spot rate relative to trigger level.
Content:
complex, 3 elements
Defined:
globally; see XML source
Includes:
definitions of 3 elements
Used:
at 2 locations
CommodityBasket
Describes the swap's underlyer when it has multiple asset components.
Content:
complex, 5 elements
Defined:
globally; see XML source
Used:
at 1 location
CommodityBasketBase
Abstract base class for all underlying assets.
Content:
empty, 1 attribute
Abstract:
(cannot be assigned directly to elements used in instance XML documents)
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
at 2 locations
CommodityBasketByNotional
Content:
complex, 1 attribute, 1 element
Defined:
globally; see XML source
Includes:
definition of 1 element
Used:
at 1 location
CommodityBasketByPercentage
Content:
complex, 1 attribute, 2 elements
Defined:
globally; see XML source
Includes:
definitions of 2 elements
Used:
at 1 location
CommodityBasketOption
Content:
complex, 1 attribute, 28 elements
Defined:
globally; see XML source
Includes:
definitions of 5 elements
Used:
at 1 location
CommodityBasketUnderlyingBase
Content:
complex, 1 attribute, 4 elements
Defined:
globally; see XML source
Includes:
definitions of 1 attribute, 4 elements
Used:
at 2 locations
CommodityBasketUnderlyingByNotional
Content:
complex, 1 attribute, 11 elements
Defined:
globally; see XML source
Includes:
definitions of 2 elements
Used:
at 1 location
CommodityBasketUnderlyingByPercentage
Content:
complex, 1 attribute, 5 elements
Defined:
globally; see XML source
Includes:
definition of 1 element
Used:
at 1 location
CommodityCalculationPeriodsSchedule
A parametric representation of the Calculation Periods for on Asian option or a leg of a swap.
Content:
complex, 1 attribute, 3 elements
Defined:
globally; see XML source
Includes:
definition of 1 element
Used:
at 5 locations
CommodityDeliveryPeriods
The different options for specifying the Delivery Periods of a physical leg.
Content:
complex, 1 attribute, 5 elements
Defined:
globally; see XML source
Includes:
definitions of 1 attribute, 2 elements
Used:
at 5 locations
CommodityDeliveryPoint
A scheme identifying the types of the Delivery Point for a physically settled commodity trade.
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
at 9 locations
CommodityDeliveryRisk
A scheme identifying how the parties to the trade aportion responsibility for the delivery of the commodity product (for example Free On Board, Cost, Insurance, Freight)
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
at 3 locations
CommodityDigital
Defined the conditions under which the digital option can triggers and, if triggered, what payment results.
Content:
complex, 2 elements
Defined:
globally; see XML source
Includes:
definitions of 2 elements
Used:
at 1 location
CommodityDigitalExercise
The parameters for defining how the commodity digital option can be exercised.
Content:
complex, 7 elements
Defined:
globally; see XML source
Includes:
definitions of 4 elements
Used:
at 1 location
CommodityDigitalOption
Defines the digital commodity option product type.
Content:
complex, 1 attribute, 27 elements
Defined:
globally; see XML source
Includes:
definitions of 7 elements
Used:
at 1 location
CommodityEuropeanExercise
A type for defining exercise procedures associated with a European style exercise of a commodity option.
Content:
complex, 1 attribute, 4 elements
Defined:
globally; see XML source
Includes:
definitions of 4 elements
Used:
at 3 locations
CommodityExercise
The parameters for defining how the commodity option can be exercised, how it is priced and how it is settled.
Content:
complex, 10 elements
Defined:
globally; see XML source
Includes:
definitions of 7 elements
Used:
at 2 locations
CommodityExerciseBasket
The parameters for defining how the commodity option can be exercised, how it is priced and how it is settled.
Content:
complex, 8 elements
Defined:
globally; see XML source
Includes:
definitions of 5 elements
Used:
at 1 location
CommodityExercisePeriods
Content:
complex, 2 elements
Defined:
globally; see XML source
Includes:
definitions of 2 elements
Used:
at 2 locations
CommodityExpireRelativeToEvent
A scheme identifying the physical event relative to which option expiration occurs.
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
at 1 location
CommodityFixedInterestCalculation
Content:
complex, 2 elements
Defined:
globally; see XML source
Includes:
definitions of 2 elements
Used:
at 1 location
CommodityFixedPriceSchedule
The Fixed Price for a given Calculation Period during the life of the trade.
Content:
complex, 7 elements
Defined:
globally; see XML source
Includes:
definitions of 4 elements
Used:
at 1 location
CommodityForward
Commodity Forward
Content:
complex, 1 attribute, 13 elements
Defined:
globally; see XML source
Includes:
definitions of 4 elements
Used:
at 1 location
CommodityForwardLeg
Abstract base class for all commodity forward legs
Content:
empty, 1 attribute
Abstract:
(cannot be assigned directly to elements used in instance XML documents)
Defined:
globally; see XML source
Used:
at 2 locations
CommodityFrequencyType
Frequency Type for use in Pricing Date specifications.
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
at 1 location
CommodityFx
A type defining the FX observations to be used to convert the observed Commodity Reference Price to the Settlement Currency.
Content:
complex, 18 elements
Defined:
globally; see XML source
Includes:
definitions of 7 elements
Used:
at 3 locations
CommodityFxType
Identifes how the FX rate will be applied.
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
at 1 location
CommodityHub
A type defining a hub or other reference for a physically settled commodity trade.
Content:
complex, 3 elements
Defined:
globally; see XML source
Includes:
definition of 1 element
Used:
at 2 locations
CommodityHubCode
A scheme identifying the code for a hub or other reference for a physically settled commodity trade.
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
at 1 location
CommodityInterestLeg
A type describing the interest rate leg (a.k.a fee leg) of the commodity performance swap.
Content:
complex, 1 attribute, 16 elements
Defined:
globally; see XML source
Includes:
definitions of 3 elements
Used:
at 1 location
CommodityMarketDisruption
ISDA 1993 or 2005 commodity market disruption elements.
Content:
complex, 9 elements
Defined:
globally; see XML source
Includes:
definitions of 9 elements
Used:
at 1 location
CommodityMetalBrand
Content:
complex, 4 elements
Defined:
globally; see XML source
Includes:
definitions of 4 elements
Used:
at 1 location
CommodityMetalBrandManager
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
at 1 location
CommodityMetalBrandName
The name of the entity that issues the brand
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
at 1 location
CommodityMetalGrade
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
at 1 location
CommodityMetalProducer
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
at 1 location
CommodityMetalShape
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
at 1 location
CommodityMultipleExercise
A type for defining the multiple exercise provisions of an American style commodity option.
Content:
complex, 2 elements
Defined:
globally; see XML source
Includes:
definitions of 2 elements
Used:
at 1 location
CommodityNotionalAmount
A complex type to specify the notional amount.
Content:
complex, 1 attribute, 3 elements
Defined:
globally; see XML source
Includes:
definition of 1 element
Used:
at 3 locations
CommodityNotionalAmountReference
A reference to the return swap notional amount.
Content:
empty, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
at 3 locations
CommodityNotionalQuantity
Commodity Notional.
Content:
complex, 1 attribute, 3 elements
Defined:
globally; see XML source
Includes:
definitions of 1 attribute, 3 elements
Used:
at 12 locations
CommodityNotionalQuantitySchedule
The Notional Quantity per Calculation Period.
Content:
complex, 1 attribute, 5 elements
Defined:
globally; see XML source
Includes:
definitions of 1 attribute, 2 elements
Used:
at 1 location
CommodityOption
Defines a commodity option product type.
Content:
complex, 1 attribute, 45 elements
Defined:
globally; see XML source
Includes:
definitions of 2 elements
Used:
at 1 location
CommodityPayRelativeToEvent
A scheme identifying the physical event relative to which payment occurs.
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
at 1 location
CommodityPerformanceSwap
A type describing a commodity performance swap in which one leg pays out based on the return on a reference commodity index or commodity reference price.
Content:
complex, 1 attribute, 14 elements
Defined:
globally; see XML source
Includes:
definition of 1 element
Used:
at 1 location
CommodityPerformanceSwapBase
A product with which to represent return swaps, total return swaps and excess return swaps.
Content:
complex, 1 attribute, 13 elements
Abstract:
(cannot be assigned directly to elements used in instance XML documents)
Defined:
globally; see XML source
Includes:
definitions of 4 elements
Used:
at 1 location
CommodityPerformanceSwapEarlyTermination
Content:
complex, 2 elements
Defined:
globally; see XML source
Includes:
definitions of 2 elements
Used:
at 1 location
CommodityPerformanceSwapLeg
Abstract base class for all commodity performance swap legs.
Content:
complex, 1 attribute, 4 elements
Abstract:
(cannot be assigned directly to elements used in instance XML documents)
Defined:
globally; see XML source
Used:
at 4 locations
CommodityPhysicalAmericanExercise
The parameters for defining the expiration date(s) and time(s) for an American style option.
Content:
complex, 1 attribute, 6 elements
Defined:
globally; see XML source
Includes:
definitions of 6 elements
Used:
at 1 location
CommodityPhysicalEuropeanExercise
The parameters for defining the expiration date(s) and time(s) for a European style option.
Content:
complex, 1 attribute, 4 elements
Defined:
globally; see XML source
Includes:
definitions of 4 elements
Used:
at 1 location
CommodityPhysicalExercise
The parameters for defining how the physically-settled commodity option can be exercised and how it is settled.
Content:
complex, 5 elements
Defined:
globally; see XML source
Includes:
definitions of 5 elements
Used:
at 2 locations
CommodityPhysicalQuantity
A type defining the physical quantity of the commodity to be delivered.
Content:
complex, 1 attribute, 3 elements
Defined:
globally; see XML source
Used:
at 2 locations
CommodityPhysicalQuantityBase
An abstract base class for physical quantity types.
Content:
empty, 1 attribute
Abstract:
(cannot be assigned directly to elements used in instance XML documents)
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
at 3 locations
CommodityPhysicalQuantitySchedule
The Quantity per Delivery Period.
Content:
complex, 1 attribute, 3 elements
Defined:
globally; see XML source
Includes:
definitions of 1 attribute, 1 element
Used:
at 2 locations
CommodityPipeline
The pipeline through which the physical commodity will be delivered.
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
at 1 location
CommodityPipelineCycle
The pipeline cycle during which the physical commodity will be delivered.
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
at 1 location
CommodityPremium
The commodity option premium payable by the buyer to the seller.
Content:
complex, 1 attribute, 7 elements
Defined:
globally; see XML source
Includes:
definition of 1 element
Used:
at 4 locations
CommodityPricingDates
The dates on which prices are observed for the underlyer.
Content:
complex, 1 attribute, 15 elements
Defined:
globally; see XML source
Includes:
definitions of 1 attribute, 6 elements
Used:
at 5 locations
CommodityProductGrade
A scheme identifying the grade of physical commodity product to be delivered.
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
at 1 location
CommodityQuantityFrequency
A type for defining the frequency at which the Notional Quantity is deemed to apply for purposes of calculating the Total Notional Quantity.
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
at 2 locations
CommodityRelativeExpirationDates
The Expiration Dates of the trade relative to the Calculation Periods.
Content:
complex, 1 attribute, 4 elements
Defined:
globally; see XML source
Includes:
definitions of 1 attribute, 2 elements
Used:
at 3 locations
CommodityRelativePaymentDates
The Payment Dates of the trade relative to the Calculation Periods.
Content:
complex, 1 attribute, 8 elements
Defined:
globally; see XML source
Includes:
definitions of 1 attribute, 3 elements
Used:
at 2 locations
CommodityReturnCalculation
Content:
complex, 4 elements
Defined:
globally; see XML source
Includes:
definitions of 4 elements
Used:
at 1 location
CommodityReturnLeg
A type describing the return leg of a commodity return swap.
Content:
complex, 1 attribute, 18 elements
Defined:
globally; see XML source
Includes:
definitions of 3 elements
Used:
at 1 location
CommoditySettlementPeriodsNotionalQuantity
The notional quantity of electricity that applies to one or more groups of Settlement Periods.
Content:
complex, 1 attribute, 4 elements
Defined:
globally; see XML source
Includes:
definition of 1 element
Used:
at 1 location
CommoditySettlementPeriodsNotionalQuantitySchedule
The notional quantity schedule of electricity that applies to one or more groups of Settlement Periods.
Content:
complex, 2 elements
Defined:
globally; see XML source
Includes:
definitions of 2 elements
Used:
at 1 location
CommoditySettlementPeriodsPriceSchedule
The fixed price schedule for electricity that applies to one or more groups of Settlement Periods.
Content:
complex, 2 elements
Defined:
globally; see XML source
Includes:
definitions of 2 elements
Used:
at 1 location
CommoditySpread
Content:
complex, 1 attribute, 4 elements
Defined:
globally; see XML source
Includes:
definitions of 2 elements
Used:
at 2 locations
CommoditySpreadSchedule
The Spread per Calculation Period.
Content:
complex, 4 elements
Defined:
globally; see XML source
Includes:
definition of 1 element
Used:
at 1 location
CommodityStartingDate
A type specifying the date from which the early termination clause can be exercised.
Content:
complex, 2 elements
Defined:
globally; see XML source
Includes:
definitions of 2 elements
Used:
at 1 location
CommodityStrikeSchedule
The Strike Price per Unit per Calculation Period.
Content:
complex, 4 elements
Defined:
globally; see XML source
Includes:
definition of 1 element
Used:
at 1 location
CommoditySwap
The commodity swap product model is designed to support fixed-float swaps, float-float swaps, fixed vs. physical swaps, float vs. physical swaps as well as, weather specific swaps.
Content:
complex, 1 attribute, 14 elements
Defined:
globally; see XML source
Used:
at 1 location
CommoditySwapLeg
Abstract base class for all commodity swap legs
Content:
empty, 1 attribute
Abstract:
(cannot be assigned directly to elements used in instance XML documents)
Defined:
globally; see XML source
Used:
at 5 locations
CommoditySwaption
Commodity Swaption.
Content:
complex, 1 attribute, 17 elements
Defined:
globally; see XML source
Includes:
definitions of 4 elements
Used:
at 1 location
CommoditySwaptionUnderlying
Content:
complex, 9 elements
Defined:
globally; see XML source
Used:
at 1 location
CommodityTrigger
The barrier which, when breached, triggers the knock-in or knock-out of the barrier option.
Content:
complex, 5 elements
Defined:
globally; see XML source
Includes:
definitions of 5 elements
Used:
at 2 locations
CommodityValuationDates
The dates on which prices are observed for the underlyer.
Content:
complex, 1 attribute, 15 elements
Defined:
globally; see XML source
Includes:
definitions of 1 attribute, 6 elements
Used:
at 2 locations
CommodityVarianceCalculation
Content:
complex, 4 elements
Defined:
globally; see XML source
Includes:
definitions of 4 elements
Used:
at 1 location
CommodityVarianceLeg
A type describing the variance leg of a commodity variance swap.
Content:
complex, 1 attribute, 20 elements
Defined:
globally; see XML source
Includes:
definitions of 5 elements
Used:
at 1 location
DataProvider
Specify as applicable.
Content:
simple, 2 attributes
Defined:
globally; see XML source
Includes:
definitions of 2 attributes
Used:
at 1 location
DisruptionFallback
A Disruption Fallback.
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
at 3 locations
EEPParameters
Excess Emission Penalty related parameters.
Content:
complex, 4 elements
Defined:
globally; see XML source
Includes:
definitions of 4 elements
Used:
at 1 location
EEPRiskPeriod
TBD.
Content:
complex, 2 elements
Defined:
globally; see XML source
Includes:
definitions of 2 elements
Used:
at 1 location
ElectricityDelivery
The physical delivery conditions for electricity.
Content:
complex, 6 elements
Defined:
globally; see XML source
Includes:
definitions of 6 elements
Used:
at 1 location
ElectricityDeliveryFirm
The physical delivery obligation options specific to a firm transaction.
Content:
complex, 1 element
Defined:
globally; see XML source
Includes:
definition of 1 element
Used:
at 1 location
ElectricityDeliveryPoint
A scheme identifying the types of the Delivery Point for a physically settled electricity trade.
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
at 1 location
ElectricityDeliverySystemFirm
The physical delivery obligation options specific to a system firm transaction.
Content:
complex, 2 elements
Defined:
globally; see XML source
Includes:
definitions of 2 elements
Used:
at 1 location
ElectricityDeliveryType
Content:
complex, 4 elements
Defined:
globally; see XML source
Includes:
definitions of 4 elements
Used:
at 1 location
ElectricityDeliveryUnitFirm
The physical delivery obligation options specific to a unit firm transaction.
Content:
complex, 2 elements
Defined:
globally; see XML source
Includes:
definitions of 2 elements
Used:
at 1 location
ElectricityPhysicalDeliveryQuantity
A type defining the physical quantity of the electricity to be delivered.
Content:
complex, 1 attribute, 4 elements
Defined:
globally; see XML source
Includes:
definition of 1 element
Used:
at 1 location
ElectricityPhysicalDeliveryQuantitySchedule
Allows the documentation of a shaped quantity trade where the quantity changes over the life of the transaction.
Content:
complex, 1 attribute, 4 elements
Defined:
globally; see XML source
Includes:
definition of 1 element
Used:
at 1 location
ElectricityPhysicalLeg
Physically settled leg of a physically settled electricity transaction.
Content:
complex, 1 attribute, 11 elements
Defined:
globally; see XML source
Includes:
definitions of 7 elements
Used:
at 1 location
ElectricityPhysicalQuantity
The quantity of gas to be delivered.
Content:
complex, 1 attribute, 3 elements
Defined:
globally; see XML source
Includes:
definitions of 3 elements
Used:
at 1 location
ElectricityProduct
The specification of the electricity to be delivered.
Content:
complex, 2 elements
Defined:
globally; see XML source
Includes:
definitions of 2 elements
Used:
at 1 location
ElectricityTransmissionContingency
A structure to specify the tranmission contingency and the party that bears the obligation.
Content:
complex, 2 elements
Defined:
globally; see XML source
Includes:
definitions of 2 elements
Used:
at 1 location
ElectricityTransmissionContingencyType
The type of transmission contingency, i.e. what portion of the transmission the delivery obligations are applicable.
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
at 1 location
EnvironmentalPhysicalLeg
Content:
complex, 1 attribute, 13 elements
Defined:
globally; see XML source
Includes:
definitions of 7 elements
Used:
at 1 location
EnvironmentalProduct
A type defining the characteristics of the environmental allowance or credit being traded.
Content:
complex, 5 elements
Defined:
globally; see XML source
Includes:
definitions of 5 elements
Used:
at 1 location
EnvironmentalProductApplicableLaw
TBD.
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
at 1 location
EnvironmentalProductComplaincePeriod
Content:
complex, 2 elements
Defined:
globally; see XML source
Includes:
definitions of 2 elements
Used:
at 1 location
EnvironmentalTrackingSystem
For US Emissions Allowance Transactions.
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
at 1 location
FinancialSwapLeg
The common components of a financially settled leg of a Commodity Swap.
Content:
complex, 1 attribute, 4 elements
Abstract:
(cannot be assigned directly to elements used in instance XML documents)
Defined:
globally; see XML source
Used:
at 3 locations
FixedPrice
A type defining the Fixed Price.
Content:
complex, 1 attribute, 3 elements
Defined:
globally; see XML source
Includes:
definitions of 1 attribute, 1 element
Used:
at 7 locations
FixedPriceLeg
Fixed Price Leg of a Commodity Swap.
Content:
complex, 1 attribute, 26 elements
Defined:
globally; see XML source
Used:
at 1 location
FloatingLegCalculation
A type to capture details relevant to the calculation of the floating price.
Content:
complex, 8 elements
Defined:
globally; see XML source
Includes:
definitions of 8 elements
Used:
at 3 locations
FloatingPriceLeg
Floating Price Leg of a Commodity Swap.
Content:
complex, 1 attribute, 22 elements
Defined:
globally; see XML source
Includes:
definitions of 2 elements
Used:
at 1 location
FloatingStrikePrice
Content:
complex, 9 elements
Defined:
globally; see XML source
Includes:
definition of 1 element
Used:
at 1 location
GasDelivery
The specification of the gas to be delivered.
Content:
complex, 7 elements
Defined:
globally; see XML source
Includes:
definitions of 4 elements
Used:
at 1 location
GasDeliveryPeriods
The different options for specifying the Delivery Periods for a physically settled gas trade.
Content:
complex, 1 attribute, 7 elements
Defined:
globally; see XML source
Includes:
definitions of 2 elements
Used:
at 1 location
GasDeliveryPoint
A scheme identifying the types of the Delivery Point for a physically settled gas trade.
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
at 1 location
GasPhysicalLeg
Physically settled leg of a physically settled gas transaction.
Content:
complex, 1 attribute, 8 elements
Defined:
globally; see XML source
Includes:
definitions of 4 elements
Used:
at 1 location
GasPhysicalQuantity
The quantity of gas to be delivered.
Content:
complex, 1 attribute, 6 elements
Defined:
globally; see XML source
Includes:
definitions of 3 elements
Used:
at 1 location
GasProduct
A type defining the characteristics of the gas being traded in a physically settled gas transaction.
Content:
complex, 3 elements
Defined:
globally; see XML source
Includes:
definitions of 3 elements
Used:
at 1 location
GasQuality
The quantity of gas to be delivered.
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
at 1 location
InterconnectionPoint
Identification of the border(s) or border point(s) of a transportation contract.
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
at 3 locations
Lag
An observation period that is offset from a Calculation Period.
Content:
complex, 1 attribute, 2 elements
Defined:
globally; see XML source
Includes:
definitions of 1 attribute, 2 elements
Used:
at 3 locations
LagReference
Allows a lag to reference one already defined elsewhere in the trade.
Content:
empty, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
at 1 location
MarketDisruptionEvent
A Market Disruption Event.
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
at 2 locations
Material
A scheme identifying the types of metal product for a physically settled metal trade.
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
at 1 location
Metal
A type defining the characteristics of the metal product being traded in a physically settled metal transaction.
Content:
complex, 4 elements
Defined:
globally; see XML source
Includes:
definitions of 4 elements
Used:
at 1 location
MetalDelivery
The physical delivery conditions for the transaction.
Content:
complex, 5 elements
Defined:
globally; see XML source
Includes:
definitions of 5 elements
Used:
at 1 location
MetalPhysicalLeg
Physically settled leg of a physically settled Metal transaction.
Content:
complex, 1 attribute, 11 elements
Defined:
globally; see XML source
Includes:
definitions of 4 elements
Used:
at 1 location
NonPeriodicFixedPriceLeg
The details of a fixed payment.
Content:
complex, 1 attribute, 10 elements
Defined:
globally; see XML source
Includes:
definitions of 3 elements
Used:
at 1 location
OilDelivery
The physical delivery conditions for an oil product.
Content:
complex, 5 elements
Defined:
globally; see XML source
Includes:
definitions of 5 elements
Used:
at 1 location
OilPhysicalLeg
Physically settled leg of a physically settled oil product transaction.
Content:
complex, 1 attribute, 8 elements
Defined:
globally; see XML source
Includes:
definitions of 4 elements
Used:
at 1 location
OilPipelineDelivery
The physical delivery conditions specific to an oil product delivered by pipeline.
Content:
complex, 6 elements
Defined:
globally; see XML source
Includes:
definitions of 6 elements
Used:
at 1 location
OilProduct
The specification of the oil product to be delivered.
Content:
complex, 2 elements
Defined:
globally; see XML source
Includes:
definitions of 2 elements
Used:
at 1 location
OilProductType
The type of physical commodity product to be delivered.
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
at 1 location
OilTransferDelivery
The physical delivery conditions specific to an oil product delivered by title transfer.
Content:
complex, 2 elements
Defined:
globally; see XML source
Includes:
definitions of 2 elements
Used:
at 1 location
PercentageTolerance
The acceptable tolerance in the delivered quantity of a physical commodity product in terms of a percentage of the agreed delivery quantity.
Content:
complex, 3 elements
Defined:
globally; see XML source
Includes:
definitions of 3 elements
Used:
at 1 location
PhysicalForwardLeg
The common components of a physically settled leg of a Commodity Forward.
Content:
complex, 1 attribute, 4 elements
Abstract:
(cannot be assigned directly to elements used in instance XML documents)
Defined:
globally; see XML source
Used:
at 2 locations
PhysicalSwapLeg
The common components of a physically settled leg of a Commodity Swap.
Content:
complex, 1 attribute, 4 elements
Abstract:
(cannot be assigned directly to elements used in instance XML documents)
Defined:
globally; see XML source
Used:
at 5 locations
QuantityReference
A pointer tyle reference to a Quantity defined elsewhere.
Content:
empty, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
at 3 locations
ReferenceLevel
Content:
complex, 2 elements
Defined:
globally; see XML source
Includes:
definitions of 2 elements
Used:
at 1 location
ReferenceLevelUnit
CPD Reference Level: millimeters or inches of daily precipitation HDD Reference Level: degree-days CDD Reference Level: degree-days.
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
at 1 location
SequencedDisruptionFallback
A Disruption Fallback with the sequence in which it should be applied relative to other Disruption Fallbacks.
Content:
complex, 2 elements
Defined:
globally; see XML source
Includes:
definitions of 2 elements
Used:
at 1 location
SettlementPeriods
Specifies a set of Settlement Periods associated with an Electricity Transaction for delivery on an Applicable Day or for a series of Applicable Days.
Content:
complex, 1 attribute, 6 elements
Defined:
globally; see XML source
Includes:
definitions of 1 attribute, 6 elements
Used:
at 3 locations
SettlementPeriodsFixedPrice
A type defining the Fixed Price applicable to a range or ranges of Settlement Periods.
Content:
complex, 1 attribute, 4 elements
Defined:
globally; see XML source
Includes:
definition of 1 element
Used:
at 1 location
SettlementPeriodsReference
Allows a set of Settlement Periods to reference one already defined elsewhere in the trade.
Content:
empty, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
at 9 locations
SettlementPeriodsSchedule
The specification of the Settlement Periods in which the electricity will be delivered for a "shaped" trade i.e. where different Settlement Period ranges will apply to different periods of the trade.
Content:
complex, 3 elements
Defined:
globally; see XML source
Includes:
definition of 1 element
Used:
at 1 location
SettlementPeriodsStep
A reference to the range of Settlement Periods that applies to a given period of a transaction.
Content:
complex, 1 element
Defined:
globally; see XML source
Includes:
definition of 1 element
Used:
at 1 location
StrikePriceBasketReference
A pointer style reference to a basket in the document
Content:
empty, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
at 1 location
StrikePriceUnderlyingReference
A pointer style reference to a product leg in the document
Content:
empty, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
at 1 location
UnitQuantity
A quantity and associated unit.
Content:
complex, 1 attribute, 2 elements
Defined:
globally; see XML source
Includes:
definitions of 1 attribute, 2 elements
Used:
at 3 locations
WeatherCalculationPeriod
The schedule of Calculation Period First Days and Lasts Days.
Content:
complex, 2 elements
Defined:
globally; see XML source
Includes:
definitions of 2 elements
Used:
at 1 location
WeatherCalculationPeriods
The schedule of Calculation Period First Days and Lasts Days.
Content:
complex, 1 attribute, 1 element
Defined:
globally; see XML source
Includes:
definitions of 1 attribute, 1 element
Used:
at 1 location
WeatherIndex
A type defining the Weather Index Level or Weather Index Strike Level.
Content:
complex, 1 attribute, 2 elements
Defined:
globally; see XML source
Includes:
definitions of 1 attribute, 2 elements
Used:
at 2 locations
WeatherIndexData
Content:
complex, 11 elements
Defined:
globally; see XML source
Includes:
definitions of 11 elements
Used:
at 2 locations
WeatherLeg
A weather leg of a Commodity Swap defines Weather Index Swap transactions.
Content:
complex, 1 attribute, 11 elements
Defined:
globally; see XML source
Includes:
definitions of 5 elements
Used:
at 1 location
WeatherLegCalculation
A type to capture details of the calculation of the Payment Amount on a Weather Index Transaction.
Content:
complex, 9 elements
Defined:
globally; see XML source
Includes:
definitions of 9 elements
Used:
at 2 locations
WeatherStation
Weather Station.
Content:
complex, 4 elements
Defined:
globally; see XML source
Includes:
definitions of 4 elements
Used:
at 3 locations
WeatherStationAirport
A code identifying a Weather Station Airport (based on the the IATA standard).
Content:
simple, 2 attributes
Defined:
globally; see XML source
Includes:
definitions of 2 attributes
Used:
at 1 location
WeatherStationWBAN
A code identifying a Weather Station WBAN.
Content:
simple, 2 attributes
Defined:
globally; see XML source
Includes:
definitions of 2 attributes
Used:
at 1 location
WeatherStationWMO
A code identifying a Weather Index WMO.
Content:
simple, 2 attributes
Defined:
globally; see XML source
Includes:
definitions of 2 attributes
Used:
at 1 location
Element Group Summary
CommodityAsian.model
Model group containing features specific to Asian/averaging commodity options.
Content:
4 elements
Defined:
globally; see XML source
Includes:
definitions of 4 elements
Used:
at 2 locations
CommodityBasket.model
Content:
2 elements
Defined:
globally; see XML source
Includes:
definitions of 2 elements
Used:
at 2 locations
CommodityBasketOptionFeatures.model
Describes the features a commodity basket option.
Content:
4 elements
Defined:
globally; see XML source
Includes:
definitions of 4 elements
Used:
at 1 location
CommodityCalculationPeriods.model
The different options for specifying the Calculation Periods.
Content:
6 elements
Defined:
globally; see XML source
Includes:
definitions of 3 elements
Used:
at 6 locations
CommodityCalculationPeriodsPointer.model
Model group enables users to reference a Calculation Periods schedule in the form of a series of actual dates in a calculationPeriods container or in the form of a parameterized schedule in a calculationPeriodsSchedule container.
Content:
3 elements
Defined:
globally; see XML source
Includes:
definitions of 3 elements
Used:
at 10 locations
CommodityCoalComposition.model
Items defining the chemical composition of the coal product.
Content:
5 elements
Defined:
globally; see XML source
Includes:
definitions of 5 elements
Used:
at 1 location
CommodityCoalProperties.model
Items defining the physical attributes of the coal product.
Content:
5 elements
Defined:
globally; see XML source
Includes:
definitions of 5 elements
Used:
at 1 location
CommodityCoalReducingAtmosphere.model
Items defining the attributes of the coal product determined by ash fusion tests.
Content:
4 elements
Defined:
globally; see XML source
Includes:
definitions of 4 elements
Used:
at 1 location
CommodityContent.model
Items common to all Commodity Transactions.
Content:
4 elements
Defined:
globally; see XML source
Includes:
definitions of 4 elements
Used:
at 7 locations
CommodityDeliveryPeriodsPointer.model
Model group to enable users to reference a Delivery Periods schedule in the form of a series of actual dates in a deliveryPeriods container or in the form of a parameterised schedule in a deliveryPeriodsSchedule container.
Content:
2 elements
Defined:
globally; see XML source
Includes:
definitions of 2 elements
Used:
at 3 locations
CommodityDeliveryPoints.model
A Delivery Point, applicable to physically settled commodity transactions.
Content:
3 elements
Defined:
globally; see XML source
Includes:
definitions of 3 elements
Used:
at 1 location
CommodityDigitalOptionFeatures.model
Describes features of the digital option.
Content:
7 elements
Defined:
globally; see XML source
Includes:
definitions of 3 elements
Used:
at 1 location
CommodityFinancialOption.model
Items specific to financially-settled commodity options.
Content:
19 elements
Defined:
globally; see XML source
Includes:
definitions of 2 elements
Used:
at 1 location
CommodityFixedPhysicalQuantity.model
The different options for specifying a fixed physical quantity of commodity to be delivered.
Content:
3 elements
Defined:
globally; see XML source
Includes:
definitions of 3 elements
Used:
at 4 locations
CommodityFixedPrice.model
The different options for specifying the Fixed Price.
Content:
6 elements
Defined:
globally; see XML source
Includes:
definitions of 6 elements
Used:
at 1 location
CommodityFloatingStrikePrice.model
The different options for specifying the average strike price per unit.
Content:
2 elements
Defined:
globally; see XML source
Includes:
definitions of 2 elements
Used:
at 2 locations
CommodityFreightFlatRate.model
The Flat Rate, applicable to Wet Voyager Charter Freight Swaps.
Content:
2 elements
Defined:
globally; see XML source
Includes:
definitions of 2 elements
Used:
at 2 locations
CommodityNonPeriodicPaymentDates.model
The different options for specifying the Payment Date.
Content:
2 elements
Defined:
globally; see XML source
Includes:
definitions of 2 elements
Used:
at 1 location
CommodityNotionalQuantity.model
The different options for specifying the Notional Quantity.
Content:
5 elements
Defined:
globally; see XML source
Includes:
definitions of 5 elements
Used:
at 4 locations
CommodityOptionFeatures.model
Describes additional features within the option.
Content:
8 elements
Defined:
globally; see XML source
Includes:
definitions of 4 elements
Used:
at 1 location
CommodityPaymentDates.model
The different options for specifying the Payment Date.
Content:
3 elements
Defined:
globally; see XML source
Includes:
definition of 1 element
Used:
at 10 locations
CommodityPhysicalOption.model
Items specific to financially-settled commodity options.
Content:
3 elements
Defined:
globally; see XML source
Includes:
definitions of 3 elements
Used:
at 1 location
CommodityStrikePrice.model
The different options for specifying the Strike price per unit.
Content:
2 elements
Defined:
globally; see XML source
Includes:
definitions of 2 elements
Used:
at 2 locations
CommoditySwapDetails.model
Content:
9 elements
Defined:
globally; see XML source
Includes:
definitions of 5 elements
Used:
at 2 locations
CommodityUnderlyerChoice.model
A type describing the type of underlyer: a single commodity or a basket of commodities.
Content:
2 elements
Defined:
globally; see XML source
Includes:
definitions of 2 elements
Used:
at 2 locations
CommodityUSCoalDelivery.model
Items specific to the definition of the delivery of a US Coal Product.
Content:
3 elements
Defined:
globally; see XML source
Includes:
definitions of 3 elements
Used:
at 1 location
CommodityUSCoalProduct.model
Items specific to the definition of a US Coal Product.
Content:
2 elements
Defined:
globally; see XML source
Includes:
definitions of 2 elements
Used:
at 1 location
CommodityWeatherOption.model
Described Weather Index Option component.
Content:
8 elements
Defined:
globally; see XML source
Includes:
definitions of 6 elements
Used:
at 1 location
Days.model
The different options for specifying which days are pricing days within a pricing period.
Content:
6 elements
Defined:
globally; see XML source
Includes:
definitions of 6 elements
Used:
at 3 locations
LagOrReference.model
Allows a Lag or a LagReference to be specified.
Content:
2 elements
Defined:
globally; see XML source
Includes:
definitions of 2 elements
Used:
at 1 location
Price.model
Price model group.
Content:
2 elements
Defined:
globally; see XML source
Includes:
definitions of 2 elements
Used:
at 1 location
WeatherCalculationPeriod.model
Descriptions of a calculation period.
Content:
2 elements
Defined:
globally; see XML source
Includes:
definitions of 2 elements
Used:
at 2 locations
XML Source
<?xml version="1.0" encoding="utf-8"?>
<!--
== Copyright (c) 2002- All rights reserved.
== Financial Products Markup Language is subject to the FpML public license.
== A copy of this license is available at http://www.fpml.org/license/license.html
-->
<xsd:schema attributeFormDefault="unqualified" ecore:documentRoot="FpML" ecore:nsPrefix="conf" ecore:package="org.fpml.confirmation" elementFormDefault="qualified" targetNamespace="http://www.fpml.org/FpML-5/confirmation" version="$Revision: 11683 $" xmlns="http://www.fpml.org/FpML-5/confirmation" xmlns:ecore="http://www.eclipse.org/emf/2002/Ecore" xmlns:fpml-annotation="http://www.fpml.org/annotation" xmlns:xsd="http://www.w3.org/2001/XMLSchema">
<xsd:include schemaLocation="fpml-option-shared-5-8.xsd"/>
<xsd:complexType name="AbsoluteTolerance">
<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:element name="positive" type="xsd:decimal">
<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:element name="negative" type="xsd:decimal">
<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:element name="unit" type="QuantityUnit">
<xsd:annotation>
<xsd:documentation xml:lang="en">The unit in which the tolerance is specified.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="optionOwnerPartyReference" type="PartyReference">
<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:complexType name="AveragePriceLeg">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The average price leg of an average price commodity bullion or non-precious metal forward transaction.
</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="CommoditySwapLeg">
<xsd:sequence>
<xsd:group ref="PayerReceiver.model">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A complex group containing references to the identity of the paying party, the receiving party and the accounts used by each.
</xsd:documentation>
</xsd:annotation>
</xsd:group>
<xsd:element ref="commodity"/>
<xsd:element name="quantityReference" type="QuantityReference">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A pointer to a specification of quantity defined elsewhere.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="pricingStartDate" type="AdjustableDate">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Defines the Start of the Pricing period. PricingStartDate is optional when discrete pricingDates are supplied and is not recommended to be included. Should they coexist, pricingStartDate is expected to be the same as the earliest pricing date or earlier for a Term deal as the discrete dates will take precedence.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="calculation" type="FloatingLegCalculation">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Captures details relevant to the calculation of the floating price.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:group ref="CommodityPaymentDates.model"/>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="BullionDeliveryLocation">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A scheme defining where bullion is to be delivered for a Bullion Transaction.
</xsd:documentation>
</xsd:annotation>
<xsd:simpleContent>
<xsd:extension base="Scheme">
<xsd:attribute default="http://www.fpml.org/coding-scheme/bullion-delivery-location" name="bullionDeliveryLocationScheme" type="xsd:anyURI"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<xsd:complexType name="BullionPhysicalLeg">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Physically settled leg of a physically settled Bullion Transaction.
</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="PhysicalForwardLeg">
<xsd:sequence>
<xsd:element name="bullionType" type="BullionTypeEnum">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The type of Bullion underlying a Bullion Transaction.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="deliveryLocation" type="BullionDeliveryLocation">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The physical delivery location for the transaction.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="settlementDate" type="AdjustableOrRelativeDate">
<xsd:annotation>
<xsd:documentation xml:lang="en">Date on which the bullion will settle.</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="CalculationPeriodsDatesReference">
<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:extension base="Reference">
<xsd:attribute ecore:reference="CommodityCalculationPeriodsSchedule" name="href" type="xsd:IDREF" use="required"/>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="CalculationPeriodsReference">
<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 base="Reference">
<xsd:attribute ecore:reference="AdjustableDates" name="href" type="xsd:IDREF" use="required"/>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="CalculationPeriodsScheduleReference">
<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:extension base="Reference">
<xsd:attribute ecore:reference="CommodityCalculationPeriodsSchedule" name="href" type="xsd:IDREF" use="required"/>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="CoalAttributeDecimal">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The different options for specifying the attributes of a coal quality measure as a decimal value.
</xsd:documentation>
</xsd:annotation>
<xsd:choice>
<xsd:sequence>
<xsd:element name="standardContent" type="xsd:decimal">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The actual content of the quality characteristics of the Coal Product Shipment expected by the Buyer.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="rejectionLimit" type="xsd:decimal">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The actual limits of the quality characteristics of the Coal Product above or below which the Buyer may reject a Shipment.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
<xsd:sequence>
<xsd:element name="rejectionLimit" type="xsd:decimal">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The actual limits of the quality characteristics of the Coal Product above or below which the Buyer may reject a Shipment.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:choice>
</xsd:complexType>
<xsd:complexType name="CoalAttributePercentage">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The different options for specifying the attributes of a coal quality measure as a percentage of the measured value.
</xsd:documentation>
</xsd:annotation>
<xsd:choice>
<xsd:sequence>
<xsd:element name="standardContent" type="RestrictedPercentage">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The actual content of the quality characteristics of the Coal Product Shipment expected by the Buyer.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="rejectionLimit" type="RestrictedPercentage">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The actual limits of the quality characteristics of the Coal Product above or below which the Buyer may reject a Shipment.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
<xsd:sequence>
<xsd:element name="rejectionLimit" type="RestrictedPercentage">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The actual limits of the quality characteristics of the Coal Product above or below which the Buyer may reject a Shipment.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:choice>
</xsd:complexType>
<xsd:complexType name="CoalDelivery">
<xsd:annotation>
<xsd:documentation xml:lang="en">The physical delivery conditions for coal.</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:choice>
<xsd:element name="deliveryPoint" type="CoalDeliveryPoint">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The point at which the Coal Product will be delivered and received.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="deliveryAtSource" type="xsd:boolean">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The point at which the Coal Product as a reference to the Source of the Coal Product. This should be a reference to the source element within product.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:choice>
<xsd:group minOccurs="0" ref="CommodityUSCoalDelivery.model">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Additional delivery details for U.S. Coal transactions.
</xsd:documentation>
</xsd:annotation>
</xsd:group>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="CoalDeliveryPoint">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A scheme identifying the types of the Delivery Point for a physically settled coal trade.
</xsd:documentation>
</xsd:annotation>
<xsd:simpleContent>
<xsd:extension base="Scheme">
<xsd:attribute name="deliveryPointScheme" type="xsd:anyURI"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<xsd:complexType name="CoalPhysicalLeg">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Physically settled leg of a physically settled coal transaction.
</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="PhysicalSwapLeg">
<xsd:sequence>
<xsd:element name="deliveryPeriods" type="CommodityDeliveryPeriods">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The period during which delivery/deliveries of Coal Products may be scheduled. Equivalent to Nomination Period(s) for US Coal.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="coal" type="CoalProduct">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The specification of the Coal Product to be delivered.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="deliveryConditions" type="CoalDelivery">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The physical delivery conditions for the transaction.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="deliveryQuantity" type="CommodityPhysicalQuantity">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The different options for specifying the quantity.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="CoalProduct">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type defining the characteristics of the coal being traded in a physically settled gas transaction.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:choice>
<xsd:element name="type" type="CoalProductType">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The type of coal product to be delivered by reference to a pre-defined specification. For contracts under SCoTA terms this is the quality specification code (e.g. "DES ARA")
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:annotation>
<xsd:documentation xml:lang="en">
The type of coal product to be delivered specified in full.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:choice>
<xsd:element maxOccurs="unbounded" name="source" type="CoalProductSource">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The SCoTA cargo origin, mining region, mine(s), mining complex(es), loadout(s) or river dock(s) or other point(s) of origin that Seller and Buyer agree are acceptable origins for the Coal Product. For International Coal transactions, this is the Origin of the Coal Product.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="sCoTASpecifications" type="xsd:boolean">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Indicates whether type and source refer to globalCOAL SCoTA specifications.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:group minOccurs="0" ref="CommodityUSCoalProduct.model">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Additional product details for U.S. Coal transactions.
</xsd:documentation>
</xsd:annotation>
</xsd:group>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="CoalProductSource">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A scheme identifying the sources of coal for a physically settled coal trade.
</xsd:documentation>
</xsd:annotation>
<xsd:simpleContent>
<xsd:extension base="Scheme">
<xsd:attribute default="http://www.fpml.org/coding-scheme/commodity-coal-product-source" name="commodityCoalProductSourceScheme" type="xsd:anyURI"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<xsd:complexType name="CoalProductSpecifications">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The different options for specifying the quality attributes of the coal to be delivered.
</xsd:documentation>
</xsd:annotation>
<xsd:choice>
<xsd:element name="standardQuality" type="CoalStandardQuality"/>
</xsd:choice>
</xsd:complexType>
<xsd:complexType name="CoalProductType">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A scheme identifying the types of coal for a physically settled coal trade.
</xsd:documentation>
</xsd:annotation>
<xsd:simpleContent>
<xsd:extension base="Scheme">
<xsd:attribute default="http://www.fpml.org/coding-scheme/commodity-coal-product-type" name="commodityCoalProductTypeScheme" type="xsd:anyURI"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<xsd:complexType name="CoalQualityAdjustments">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A scheme identifying the quality adjustment formulae for a physically settled coal trade.
</xsd:documentation>
</xsd:annotation>
<xsd:simpleContent>
<xsd:extension base="Scheme">
<xsd:attribute default="http://www.fpml.org/coding-scheme/commodity-coal-quality-adjustments" name="commodityCoalQualityAdjustmentsScheme" type="xsd:anyURI"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<xsd:complexType name="CoalStandardQuality">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The quality attributes of the coal to be delivered.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:group ref="CommodityCoalComposition.model"/>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="CoalStandardQualitySchedule">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The quality attributes of the coal to be delivered, specified on a periodic basis.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element maxOccurs="unbounded" name="StandardQualityStep" type="CoalStandardQuality"/>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="CoalTransportationEquipment">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A scheme identifying the methods by which coal may be transported.
</xsd:documentation>
</xsd:annotation>
<xsd:simpleContent>
<xsd:extension base="Scheme">
<xsd:attribute default="http://www.fpml.org/coding-scheme/commodity-coal-transportation-equipment" name="commodityCoalTransportationEquipmentScheme" type="xsd:anyURI"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<xsd:complexType name="CommodityAmericanExercise">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type for defining exercise procedures associated with an American style exercise of a commodity option.
</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="Exercise">
<xsd:sequence>
<xsd:element name="exercisePeriod" type="CommodityExercisePeriods">
<xsd:annotation>
<xsd:documentation xml:lang="en">Describes the American exercise periods.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:sequence minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">Option Strip</xsd:documentation>
</xsd:annotation>
<xsd:element maxOccurs="unbounded" name="exercisePeriod" type="CommodityExercisePeriods">
<xsd:annotation>
<xsd:documentation xml:lang="en">Describes the American exercise periods.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="exerciseFrequency" type="Frequency">
<xsd:annotation>
<xsd:documentation xml:lang="en">The exercise frequency for the strip.</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
<xsd:choice minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Choice between latest exercise time expressed as literal time, or using a determination method.
</xsd:documentation>
</xsd:annotation>
<xsd:element name="latestExerciseTime" type="BusinessCenterTime">
<xsd:annotation>
<xsd:documentation xml:lang="en">
For a Bermuda or American style option, the latest time on an exercise business day (excluding the expiration date) within the exercise period that notice can be given by the buyer to the seller or seller's agent. Notice of exercise given after this time will be deemed to have been given on the next exercise business day.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:annotation>
<xsd:documentation xml:lang="en">Latest exercise time determination method.</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:choice>
<xsd:element minOccurs="0" name="expirationTime" type="BusinessCenterTime">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The specific time of day on which the option expires.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="multipleExercise" type="CommodityMultipleExercise">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The presence of this element indicates that the option may be partially exercised. It is not applicable to European or Asian options.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="CommodityBarrier">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The specification of how a barrier option will trigger (that is, knock-in or knock-out) or expire based on the position of the spot rate relative to trigger level.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:sequence>
<xsd:element name="knock" type="CommodityKnockEnum">
<xsd:annotation>
<xsd:documentation xml:lang="en">The knock feature of a commodity barrier option.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="featurePaymentAmount" type="PositiveMoney">
<xsd:annotation>
<xsd:documentation xml:lang="en">
In the case of barrier options where the option automatically expires and the barrier is breached in such a way to to result in a "knock-out" vent, this amount is paid to the the option holder so as to refund or rebate a portion of any premium paid.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
<xsd:element name="trigger" type="CommodityTrigger"/>
</xsd:sequence>
</xsd:complexType>
<!--CommodityReturnSwap proposal-->
<xsd:complexType name="CommodityBasket">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Describes the swap's underlyer when it has multiple asset components.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:group ref="BasketIdentifier.model"/>
<xsd:group ref="CommodityBasket.model"/>
</xsd:sequence>
</xsd:complexType>
<!---->
<xsd:complexType abstract="true" name="CommodityBasketBase">
<xsd:annotation>
<xsd:documentation xml:lang="en">Abstract base class for all underlying assets.</xsd:documentation>
</xsd:annotation>
<xsd:attribute name="id" type="xsd:ID"/>
</xsd:complexType>
<xsd:complexType name="CommodityBasketByNotional">
<xsd:complexContent>
<xsd:extension base="CommodityBasketBase">
<xsd:sequence>
<xsd:element maxOccurs="unbounded" minOccurs="2" name="underlying" type="CommodityBasketUnderlyingByNotional">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Indicates the role of the option buyer with regard to this underlyer.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="CommodityBasketByPercentage">
<xsd:complexContent>
<xsd:extension base="CommodityBasketBase">
<xsd:sequence>
<xsd:element maxOccurs="unbounded" minOccurs="2" name="underlying" type="CommodityBasketUnderlyingByPercentage">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Indicates the role of the option buyer with regard to this underlyer.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="notionalAmount" type="NotionalAmount"/>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="CommodityBasketOption">
<xsd:complexContent>
<xsd:extension base="Option">
<xsd:sequence>
<xsd:element name="optionType" type="PutCallEnum">
<xsd:annotation>
<xsd:documentation xml:lang="en">The type of option transaction.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:group minOccurs="0" ref="CommodityBasketOptionFeatures.model">
<xsd:annotation>
<xsd:documentation xml:lang="en">Describes additional features within the option.</xsd:documentation>
</xsd:annotation>
</xsd:group>
<xsd:group ref="CommodityBasket.model"/>
<!-- Replaced by ref="CommodityBasket" to be reused in "CommodityBasket" type as well
<xsd:choice>
<xsd:annotation>
<xsd:appinfo>
<view:override view="transparency" minOccurs="1"/>
</xsd:appinfo>
</xsd:annotation>
<xsd:element name="notionalQuantityBasket" type="CommodityBasketByNotional">
<xsd:annotation>
<xsd:appinfo>
<view:override view="transparency" minOccurs="1"/>
</xsd:appinfo>
</xsd:annotation>
</xsd:element>
<xsd:element name="notionalAmountBasket" type="CommodityBasketByPercentage">
<xsd:annotation>
<xsd:appinfo>
<view:override view="transparency" minOccurs="1"/>
</xsd:appinfo>
</xsd:annotation>
</xsd:element>
</xsd:choice>-->
<xsd:sequence>
<xsd:choice>
<xsd:element name="strikePriceUnderlyingReference" type="StrikePriceUnderlyingReference"/>
</xsd:choice>
<xsd:choice>
<xsd:group ref="CommodityStrikePrice.model">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The different options for specifying the Strike price per unit. This will consists of a single strike price of a strike price schedule.
</xsd:documentation>
</xsd:annotation>
</xsd:group>
</xsd:choice>
</xsd:sequence>
<xsd:element name="exercise" type="CommodityExerciseBasket">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The parameters for defining how the commodity option can be exercised and how it is settled.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element maxOccurs="unbounded" name="premium" type="CommodityPremium">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The option premium payable by the buyer to the seller.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:group minOccurs="0" ref="CommodityContent.model"/>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="CommodityBasketUnderlyingBase">
<xsd:sequence>
<xsd:element name="direction" type="PayerReceiverEnum">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Indicates the role of the option buyer with regard to this underlyer.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="commodity" type="Commodity">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies the underlying component. At the time of the initial schema design, only underlyers of type Commodity are supported; the choice group in the future could offer the possibility of adding other types later.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="pricingDates" type="CommodityPricingDates">
<xsd:annotation>
<xsd:documentation xml:lang="en">The dates on which the option will price.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="averagingMethod" type="AveragingMethodEnum">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The Method of Averaging if there is more than one Pricing Date.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
<xsd:attribute name="id" type="xsd:ID" use="optional"/>
</xsd:complexType>
<xsd:complexType name="CommodityBasketUnderlyingByNotional">
<xsd:complexContent>
<xsd:extension base="CommodityBasketUnderlyingBase">
<xsd:sequence>
<xsd:element minOccurs="0" name="fx" type="CommodityFx">
<xsd:annotation>
<xsd:documentation xml:lang="en">
FX observations to be used to convert the observed Commodity Reference Price to the Settlement Currency.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="conversionFactor" type="xsd:decimal">
<xsd:annotation>
<xsd:documentation xml:lang="en">
If the Notional Quantity is specified in a unit that does not match the unit in which the Commodity Reference Price is quoted, the scaling or conversion factor used to convert the Commodity Reference Price unit into the Notional Quantity unit should be stated here. If there is no conversion, this element is not intended to be used.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="CommodityBasketUnderlyingByPercentage">
<xsd:complexContent>
<xsd:extension base="CommodityBasketUnderlyingBase">
<xsd:sequence>
<xsd:element minOccurs="0" name="constituentWeight" type="NonNegativeDecimal">
<xsd:annotation>
<xsd:documentation xml:lang="en">
If the Notional Quantity is specified in a unit that does not match the unit in which the Commodity Reference Price is quoted, the scaling or conversion factor used to convert the Commodity Reference Price unit into the Notional Quantity unit should be stated here. If there is no conversion, this element is not intended to be used.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="CommodityCalculationPeriodsSchedule">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A parametric representation of the Calculation Periods for on Asian option or a leg of a swap. In case the calculation frequency is of value T (term), the period is defined by the commoditySwap\effectiveDate and the commoditySwap\terminationDate.
</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="Frequency">
<xsd:sequence>
<xsd:element name="balanceOfFirstPeriod" type="xsd:boolean">
<xsd:annotation>
<xsd:documentation xml:lang="en">
If true, indicates that that the first Calculation Period should run from the Effective Date to the end of the calendar period in which the Effective Date falls, e.g. Jan 15 - Jan 31 if the calculation periods are one month long and Effective Date is Jan 15. If false, the first Calculation Period should run from the Effective Date for one whole period, e.g. Jan 15 to Feb 14 if the calculation periods are one month long and Effective Date is Jan 15.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="CommodityDeliveryPeriods">
<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>
<xsd:element name="periods" type="AdjustableDates">
<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>
<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>
<xsd:annotation>
<xsd:documentation xml:lang="en">
Enables users to reference a Calculation Periods schedule in the form of a series of actual dates in a calculationPeriods container or in the form of a parameterised schedule in a calculationPeriodsSchedule container.
</xsd:documentation>
</xsd:annotation>
</xsd:group>
</xsd:choice>
<xsd:attribute name="id" type="xsd:ID"/>
</xsd:complexType>
<xsd:complexType name="CommodityDeliveryPoint">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A scheme identifying the types of the Delivery Point for a physically settled commodity trade.
</xsd:documentation>
</xsd:annotation>
<xsd:simpleContent>
<xsd:extension base="Scheme">
<xsd:attribute name="deliveryPointScheme" type="xsd:anyURI"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<xsd:complexType name="CommodityDeliveryRisk">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A scheme identifying how the parties to the trade aportion responsibility for the delivery of the commodity product (for example Free On Board, Cost, Insurance, Freight)
</xsd:documentation>
</xsd:annotation>
<xsd:simpleContent>
<xsd:extension base="Scheme">
<xsd:attribute default="http://www.fpml.org/coding-scheme/commodity-delivery-risk" name="deliveryRiskScheme" type="xsd:anyURI"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<xsd:complexType name="CommodityDigital">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Defined the conditions under which the digital option can triggers and, if triggered, what payment results.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element name="trigger" type="CommodityTrigger"/>
<xsd:element name="featurePaymentAmount" type="PositiveMoney">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The cash payment that is made when the digital barrier is breached.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="CommodityDigitalExercise">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The parameters for defining how the commodity digital option can be exercised. I differs from the CommodityExercise type in that it lacks a specification of Settlement Currency. The Settlement Currency is specified in the 'featurePayment' element.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:choice>
<xsd:element name="americanExercise" type="CommodityAmericanExercise">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The parameters for defining the expiration date for an American option.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="europeanExercise" type="CommodityEuropeanExercise">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The parameters for defining the expiration date and time for a European or Asian style option. For an Asian style option the expiration date is equivalent to the termination date.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:choice>
<xsd:element minOccurs="0" name="automaticExercise" type="xsd:boolean">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies whether or not Automatic Exercise applies to a Commodity Option Transaction.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="writtenConfirmation" type="xsd:boolean">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies whether or not Written Confirmation applies to a Commodity Option Transaction.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:group ref="CommodityPaymentDates.model"/>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="CommodityDigitalOption">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Defines the digital commodity option product type. Digital options exercise when a barrier is breached and are financially settled. The 'commodityDigitalOption' type is an extension of the 'commodityOption' product.
</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="Option">
<xsd:sequence>
<xsd:element name="optionType" type="PutCallEnum">
<xsd:annotation>
<xsd:documentation xml:lang="en">The type of option transaction.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="commodity" type="Commodity">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies the underlying instrument. Usual content is an ISDA Commodity Reference Price Name. The 'commodity' underlyer component is specified using a reference to the 'commodity' asset (see description above at the Commodity Underlyer section).
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:annotation>
<xsd:documentation xml:lang="en">
Describes additional features within the digital option.
</xsd:documentation>
</xsd:annotation>
</xsd:group>
<xsd:choice>
<xsd:element name="notionalAmount" type="NotionalAmount">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Volume contracted when volume is specified as a currency-denominated amount.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:sequence>
<xsd:element name="notionalQuantity" type="CommodityNotionalQuantity">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The volume contracted when the volume is specified as a quantity of commodity.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="totalNotionalQuantity" type="xsd:decimal"/>
</xsd:sequence>
</xsd:choice>
<xsd:element name="exercise" type="CommodityDigitalExercise">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The parameters for defining how the commodity option can be exercised and how it is settled.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element maxOccurs="unbounded" name="premium" type="CommodityPremium">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The option premium payable by the buyer to the seller.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:group minOccurs="0" ref="CommodityContent.model"/>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="CommodityEuropeanExercise">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type for defining exercise procedures associated with a European style exercise of a commodity option.
</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="Exercise">
<xsd:sequence>
<xsd:element name="expirationDate" type="AdjustableOrRelativeDate">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The last day within an exercise period for an American style option. For a European style option it is the only day within the exercise period. For an averaging option this is equivalent to the Termination Date.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:sequence minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">Option Strip</xsd:documentation>
</xsd:annotation>
<xsd:element maxOccurs="unbounded" name="expirationDate" type="AdjustableOrRelativeDate">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The last day within an exercise period for an American style option. For a European style option it is the only day within the exercise period. For an averaging option this is equivalent to the Termination Date.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="exerciseFrequency" type="Frequency">
<xsd:annotation>
<xsd:documentation xml:lang="en">The exercise frequency for the strip.</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
<xsd:element minOccurs="0" name="expirationTime" type="BusinessCenterTime">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The specific time of day on which the option expires.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="CommodityExercise">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The parameters for defining how the commodity option can be exercised, how it is priced and how it is settled.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:choice>
<xsd:element name="americanExercise" type="CommodityAmericanExercise">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The parameters for defining the expiration date for an American option.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="europeanExercise" type="CommodityEuropeanExercise">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The parameters for defining the expiration date and time for a European or Asian style option. For an Asian style option the expiration date is equivalent to the termination date.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:choice>
<xsd:element minOccurs="0" name="automaticExercise" type="xsd:boolean">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies whether or not Automatic Exercise applies to a Commodity Option Transaction.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="writtenConfirmation" type="xsd:boolean">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies whether or not Written Confirmation applies to a Commodity Option Transaction.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="settlementCurrency" type="IdentifiedCurrency">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The currency into which the Commodity Option Transaction will settle. If this is not the same as the currency in which the Commodity Reference Price is quoted, then an FX determination method should also be specified.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="fx" type="CommodityFx">
<xsd:annotation>
<xsd:documentation xml:lang="en">
FX observations to be used to convert the observed Commodity Reference Price to the Settlement Currency.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="conversionFactor" type="xsd:decimal">
<xsd:annotation>
<xsd:documentation xml:lang="en">
If the Notional Quantity is specified in a unit that does not match the unit in which the Commodity Reference Price is quoted, the scaling or conversion factor used to convert the Commodity Reference Price unit into the Notional Quantity unit should be stated here. If there is no conversion, this element is not intended to be used.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:group ref="CommodityPaymentDates.model"/>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="CommodityExerciseBasket">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The parameters for defining how the commodity option can be exercised, how it is priced and how it is settled.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:choice>
<xsd:element name="americanExercise" type="CommodityAmericanExercise">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The parameters for defining the exercise period for an American style option together with the rules governing the quantity of the commodity that can be exercised on any given exercise date.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="europeanExercise" type="CommodityEuropeanExercise">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The parameters for defining the expiration date and time for a European or Asian style option. For an Asian style option the expiration date is equivalent to the termination date.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:choice>
<xsd:element minOccurs="0" name="automaticExercise" type="xsd:boolean">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies whether or not Automatic Exercise applies to a Commodity Option Transaction.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="writtenConfirmation" type="xsd:boolean">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies whether or not Written Confirmation applies to a Commodity Option Transaction.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="settlementCurrency" type="IdentifiedCurrency">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The currency into which the Commodity Option Transaction will settle. If this is not the same as the currency in which the Commodity Reference Price is quoted, then an FX determination method should also be specified.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:group ref="CommodityPaymentDates.model"/>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="CommodityExercisePeriods">
<xsd:sequence>
<xsd:element name="commencementDate" type="AdjustableOrRelativeDate">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The first day of the exercise period for an American style option.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="expirationDate" type="AdjustableOrRelativeDate">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The last day within an exercise period for an American style option. For a European style option it is the only day within the exercise period.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="CommodityExpireRelativeToEvent">
<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:extension base="Scheme">
<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>
<!--Commodity Performance Swap-->
<xsd:complexType name="CommodityFixedInterestCalculation">
<xsd:sequence>
<xsd:element name="fixedRate" type="IdentifiedRate">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The calculation period fixed rate or "fee" rate. A per annum rate, expressed as a decimal. A fixed rate of 5% would be represented as 0.05. When multiplied by the Notional Amount and the number of calendar days in the Calculation Period divided by the calendar days basis, is the fixed amount payed per Calculation Period.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="dayCountFraction" type="DayCountFraction">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies the basis for the adjustment of a rate from an annual rate to a rate appropriate for the Calculation Period: e.g. the number of calendar days in the Calculation Period divided by the calendar days basis e.g. actual number of days in the Calculation Period divided by 365.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:complexType>
<!---->
<xsd:complexType name="CommodityFixedPriceSchedule">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The Fixed Price for a given Calculation Period during the life of the trade. 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:sequence>
<xsd:choice>
<xsd:element maxOccurs="unbounded" name="fixedPriceStep" type="FixedPrice">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The Fixed Price for a given Calculation Period during the life of the trade. 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" name="worldscaleRateStep" type="xsd:decimal">
<xsd:annotation>
<xsd:documentation xml:lang="en">
For a Wet Voyager Charter Freight Swap, the number of Worldscale Points for purposes of the calculation of a Fixed Amount for a given Calculation Period during the life of the trade. There must be Worldscale Rate Step specified for each Calculation Period, regardless of whether the Worldscale Rate Step changes or remains the same between periods.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element maxOccurs="unbounded" name="contractRateStep" type="NonNegativeMoney">
<xsd:annotation>
<xsd:documentation xml:lang="en">
For a DRY Voyage Charter or Time Charter Freight Swap, the price per relevant unit for pruposes of the calculation of a Fixed Amount for a given Calculation Period during the life of the trade. There must be Worldscale Rate Step specified for each Calculation Period, regardless of whether the Worldscale Rate Step changes or remains the same between periods.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element maxOccurs="unbounded" name="settlementPeriodsPriceSchedule" type="CommoditySettlementPeriodsPriceSchedule">
<xsd:annotation>
<xsd:documentation xml:lang="en">
For an electricity transaction, the fixed price schedule for one or more groups of Settlement Periods on which fixed payments are based. if the schedule 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">
Enables users to reference a Calculation Periods schedule in the form of a series of actual dates in a calculationPeriods container or in the form of a parameterised schedule in a calculationPeriodsSchedule container.
</xsd:documentation>
</xsd:annotation>
</xsd:group>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="CommodityForward">
<xsd:annotation>
<xsd:documentation xml:lang="en">Commodity Forward</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="Product">
<xsd:sequence>
<xsd:element minOccurs="0" name="valueDate" type="AdjustableOrRelativeDate">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies the value date of the Commodity Forward Transaction. This is the day on which both the cash and the physical commodity settle.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:choice>
<xsd:element name="fixedLeg" type="NonPeriodicFixedPriceLeg">
<xsd:annotation>
<xsd:documentation xml:lang="en">The fixed leg of a Commodity Forward Transaction.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="averagePriceLeg" type="AveragePriceLeg">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies the calculated floating price leg of a Commodity Forward Transaction.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:choice>
<xsd:element ref="commodityForwardLeg"/>
<xsd:group minOccurs="0" ref="CommodityContent.model"/>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType abstract="true" name="CommodityForwardLeg">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Abstract base class for all commodity forward legs
</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="Leg"/>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="CommodityFrequencyType">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Frequency Type for use in Pricing Date specifications.
</xsd:documentation>
</xsd:annotation>
<xsd:simpleContent>
<xsd:extension base="Scheme">
<xsd:attribute default="http://www.fpml.org/coding-scheme/commodity-frequency-type" name="commodityFrequencyTypeScheme" type="xsd:anyURI"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<xsd:complexType name="CommodityFx">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type defining the FX observations to be used to convert the observed Commodity Reference Price to the Settlement Currency. The rate source must be specified. Additionally, a time for the spot price to be observed on that source may be specified, or else an averaging schedule for trades priced using an average FX rate.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element name="primaryRateSource" type="InformationSource">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The primary source for where the rate observation will occur. Will typically be either a page or a reference bank published rate.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="secondaryRateSource" type="InformationSource">
<xsd:annotation>
<xsd:documentation xml:lang="en">
An alternative, or secondary, source for where the rate observation will occur. Will typically be either a page or a reference bank published rate.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="fxType" type="CommodityFxType">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type to identify 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:element>
<xsd:element minOccurs="0" name="averagingMethod" type="AveragingMethodEnum">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The parties may specify a Method of Averaging when averaging of the FX rate is applicable.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:choice minOccurs="0">
<xsd:element name="fixingTime" type="BusinessCenterTime">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The time at which the spot currency exchange rate will be observed. It is specified as a time in a specific business center, e.g. 11:00am London time.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:sequence>
<xsd:choice>
<xsd:element maxOccurs="unbounded" name="fxObservationDates" type="AdjustableDates">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A list of the fx observation dates for a given Calculation Period.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:sequence>
<xsd:sequence minOccurs="0">
<!--Renamed from <xsd:group ref="PricingDays.model"> to be re-used -->
<xsd:group ref="Days.model">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The parties may specify the rules for FX observation when averaging of the FX rate is applicable.
</xsd:documentation>
</xsd:annotation>
</xsd:group>
<xsd:group minOccurs="0" ref="LagOrReference.model"/>
</xsd:sequence>
<xsd:annotation>
<xsd:documentation xml:lang="en">
Enables users to reference a Calculation Periods schedule in the form of a series of actual dates in a calculationPeriods container or in the form of a parameterised schedule in a calculationPeriodsSchedule container.
</xsd:documentation>
</xsd:annotation>
</xsd:group>
</xsd:sequence>
</xsd:choice>
<xsd:element minOccurs="0" name="fixingTime" type="BusinessCenterTime">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The time at which the spot currency exchange rate will be observed. It is specified as a time in a specific business center, e.g. 11:00am London time.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:choice>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="CommodityFxType">
<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:extension base="Scheme">
<xsd:attribute default="http://www.fpml.org/coding-scheme/commodity-fx-type" name="commodityFxTypeScheme" type="xsd:anyURI"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<xsd:complexType name="CommodityHub">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type defining a hub or other reference for a physically settled commodity trade.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:group ref="PartyAndAccountReferences.model"/>
<xsd:element name="hubCode" type="CommodityHubCode"/>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="CommodityHubCode">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A scheme identifying the code for a hub or other reference for a physically settled commodity trade.
</xsd:documentation>
</xsd:annotation>
<xsd:simpleContent>
<xsd:extension base="Scheme">
<xsd:attribute name="hubCodeScheme" type="xsd:anyURI" use="required"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<!--Commodity Performance Swap proposal-->
<xsd:complexType name="CommodityInterestLeg">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type describing the interest rate leg (a.k.a fee leg) of the commodity performance swap.
</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="CommodityPerformanceSwapLeg">
<xsd:sequence>
<xsd:group ref="CommodityCalculationPeriods.model"/>
<xsd:group ref="CommodityPaymentDates.model"/>
<xsd:choice>
<xsd:element name="notionalAmount" type="CommodityNotionalAmount">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies the notional amount of a commodity performance type swap. It is a currency-denominated value (i.e. price-times-quantity). In confirmations is also referred to as the Notional Quantity (sic, expressed in currency units), Notional Amount, Equity Notional Amount and, in the case of reinvesting swaps, Initial Notional Amount.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:annotation>
<xsd:documentation xml:lang="en">
A reference to the Return swap notional amount defined in another leg of the return swap.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:choice>
<!--In the future this part would be converted into a substitution group with the commodityInterestCalculation as a head of a substitution group. It will be substituted by the commodityFixedInterestCalculation element for fixed interest calculation of the return swap and by other methods of interest calculations, e.g. compounding interest calculation and floating interest calculation -->
<xsd:annotation>
<xsd:documentation>
Specifies the interest payment amount on a return swap. This amount may be referred to as the interest amount or the fee amount. Used when the interest (a.k.a. "Fee") is calculated very simply: notional amount * (rate * (number of days in Calculation Period / number of days assumed in the the year)).
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<!---->
<xsd:complexType name="CommodityMarketDisruption">
<xsd:annotation>
<xsd:documentation xml:lang="en">
ISDA 1993 or 2005 commodity market disruption elements.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:choice>
<xsd:sequence>
<xsd:element name="marketDisruptionEvents" type="MarketDisruptionEventsEnum">
<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:element maxOccurs="unbounded" name="marketDisruptionEvent" type="MarketDisruptionEvent">
<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:element name="disruptionFallbacks" type="DisruptionFallbacksEnum">
<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:element maxOccurs="unbounded" name="disruptionFallback" type="SequencedDisruptionFallback"/>
</xsd:choice>
<xsd:element minOccurs="0" name="fallbackReferencePrice" type="Underlyer">
<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:element minOccurs="0" name="maximumNumberOfDaysOfDisruption" type="xsd:nonNegativeInteger">
<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:element minOccurs="0" name="priceMaterialityPercentage" type="xsd:decimal">
<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:element minOccurs="0" name="minimumFuturesContracts" type="xsd:positiveInteger">
<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:complexType name="CommodityMetalBrand">
<xsd:sequence>
<xsd:element name="name" type="CommodityMetalBrandName"/>
<xsd:element minOccurs="0" name="brandManager" type="CommodityMetalBrandManager"/>
<xsd:element minOccurs="0" name="country" type="CountryCode"/>
<xsd:element minOccurs="0" name="producer" type="CommodityMetalProducer"/>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="CommodityMetalBrandManager">
<xsd:simpleContent>
<xsd:extension base="Scheme">
<xsd:attribute default="http://www.fpml.org/coding-scheme/commodity-metal-brand-manager" name="commodityMetalBrandManagerScheme" type="xsd:anyURI"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<xsd:complexType name="CommodityMetalBrandName">
<xsd:annotation>
<xsd:documentation xml:lang="en">The name of the entity that issues the brand</xsd:documentation>
</xsd:annotation>
<xsd:simpleContent>
<xsd:extension base="Scheme">
<xsd:attribute default="http://www.fpml.org/coding-scheme/commodity-metal-brand-name" name="commodityMetalBrandNameScheme" type="xsd:anyURI"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<xsd:complexType name="CommodityMetalGrade">
<xsd:simpleContent>
<xsd:extension base="Scheme">
<xsd:attribute name="commodityMetalGradeScheme" type="xsd:anyURI"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<xsd:complexType name="CommodityMetalProducer">
<xsd:simpleContent>
<xsd:extension base="Scheme">
<xsd:attribute name="commodityMetalProducerScheme" type="xsd:anyURI"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<xsd:complexType name="CommodityMetalShape">
<xsd:simpleContent>
<xsd:extension base="Scheme">
<xsd:attribute default="http://www.fpml.org/coding-scheme/commodity-metal-shape" name="commodityMetalShapeScheme" type="xsd:anyURI"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<xsd:complexType name="CommodityMultipleExercise">
<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:element minOccurs="0" name="integralMultipleQuantity" type="CommodityNotionalQuantity">
<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>
<!--CommodityReturnSwap proposal-->
<xsd:complexType name="CommodityNotionalAmount">
<xsd:annotation>
<xsd:documentation xml:lang="en">A complex type to specify the notional amount.</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="NonNegativeMoney">
<xsd:sequence>
<xsd:element name="reinvestmentFeature" type="xsd:boolean">
<xsd:annotation>
<xsd:documentation xml:lang="en">
This element indicates whether the notional amount (or equivalent) is constant across each Calculation Period or whether the notional amount in each Calculation Period ("false") is the notional amount in the previous period multiplied by 1 + commodity index return in the current period ("true"). In cases where reinstementFeature = true the 'amount' element is the Initial Notional Amount (or equivalent).
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="CommodityNotionalAmountReference">
<xsd:annotation>
<xsd:documentation xml:lang="en">A reference to the return swap notional amount.</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="Reference">
<xsd:attribute ecore:reference="CommodityNotionalAmount" name="href" type="xsd:IDREF" use="required"/>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<!---->
<xsd:complexType name="CommodityNotionalQuantity">
<xsd:annotation>
<xsd:documentation xml:lang="en">Commodity Notional.</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element name="quantityUnit" type="QuantityUnit">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Quantity Unit is the unit of measure applicable for the quantity on the Transaction.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="quantityFrequency" type="CommodityQuantityFrequency">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The frequency at which the Notional Quantity is deemed to apply for purposes of calculating the Total Notional Quantity.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="quantity" type="xsd:decimal">
<xsd:annotation>
<xsd:documentation xml:lang="en">Amount of commodity per quantity frequency.</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
<xsd:attribute name="id" type="xsd:ID"/>
</xsd:complexType>
<xsd:complexType name="CommodityNotionalQuantitySchedule">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The Notional Quantity per Calculation Period. There must be a Notional Quantity step specified for each Calculation Period, regardless of whether the Notional Quantity changes or remains the same between periods.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:choice>
<xsd:element maxOccurs="unbounded" name="notionalStep" type="CommodityNotionalQuantity">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The Notional Quantity per Calculation Period. There must be a Notional Quantity specified for each Calculation Period, regardless of whether the quantity changes or remains the same between periods.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:annotation>
<xsd:documentation xml:lang="en">
For an electricity transaction, the Notional Quantity schedule for a one or more groups of Settlement Periods to which the Notional Quantity is based. If the schedule differs for different groups of Settlement Periods, this element should be repeated.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:choice>
<xsd:annotation>
<xsd:documentation xml:lang="en">
Enables users to reference a Calculation Periods schedule in the form of a series of actual dates in a calculationPeriods container or in the form of a parameterised schedule in a calculationPeriodsSchedule container.
</xsd:documentation>
</xsd:annotation>
</xsd:group>
</xsd:sequence>
<xsd:attribute name="id" type="xsd:ID"/>
</xsd:complexType>
<xsd:complexType name="CommodityOption">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Defines a commodity option product type. The product support for financially-settled exercises or exercise into physical forward contracts written on precious and non-precious metals. options in FpML is based on the creation of a 'commodityOption' product. The product references the 'commodity' underlyer in order to support the underlying asset of the option.
</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="Product">
<xsd:sequence>
<xsd:group ref="BuyerSeller.model">
<xsd:annotation>
<xsd:documentation xml:lang="en">
complex group containing information on the identities of the parties to the transaction and the account information of each party.
</xsd:documentation>
</xsd:annotation>
</xsd:group>
<xsd:element name="optionType" type="PutCallEnum">
<xsd:annotation>
<xsd:documentation xml:lang="en">The type of option transaction.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:choice>
<xsd:group ref="CommodityFinancialOption.model">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Items specific to financially-settled commodity options.
</xsd:documentation>
</xsd:annotation>
</xsd:group>
<xsd:annotation>
<xsd:documentation xml:lang="en">
Items specific to physically-settled commodity options.
</xsd:documentation>
</xsd:annotation>
</xsd:group>
<xsd:annotation>
<xsd:documentation xml:lang="en">
Described Weather Index Option component. Weather Index Option transactions are OTC derivative transactions which settle financially based on an index calculated from observations of temperature and precipitation at weather stations throughout the world. Sub-Annex C of the 2005 ISDA Commodity Definitions provides definitions and terms for a number of types of weather indices. These indices include: HDD (heating degree days), CDD (cooling degree days), CPD (critical precipitation days). Weather Index Option Transactions results in a cash flow to the buyer depending on the relationship between the Settlement Level to the Weather Index Strike Level.
</xsd:documentation>
</xsd:annotation>
</xsd:group>
</xsd:choice>
<xsd:element maxOccurs="unbounded" name="premium" type="CommodityPremium">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The option premium payable by the buyer to the seller.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:group minOccurs="0" ref="CommodityContent.model"/>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="CommodityPayRelativeToEvent">
<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:extension base="Scheme">
<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>
<!--Commodity Performance Swap proposal-->
<xsd:complexType name="CommodityPerformanceSwap">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type describing a commodity performance swap in which one leg pays out based on the return on a reference commodity index or commodity reference price.
</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="CommodityPerformanceSwapBase">
<xsd:sequence>
<xsd:element maxOccurs="unbounded" minOccurs="0" name="earlyTermination" type="CommodityPerformanceSwapEarlyTermination">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies, for one or for both the parties to the trade, the date prior to the Termination Date from which the contract can be terminated.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType abstract="true" name="CommodityPerformanceSwapBase">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A product with which to represent return swaps, total return swaps and excess return swaps.
</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="Product">
<xsd:sequence>
<xsd:element minOccurs="0" name="effectiveDate" type="AdjustableOrRelativeDate">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies the Eeffective Date of the swap. It is an optional element because not all confirmations of total return swaps specify an Effective Date. In these cases the Term of the contract begins on the Trade Date.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="terminationDate" type="AdjustableOrRelativeDate">
<xsd:annotation>
<xsd:documentation xml:lang="en">Specifies the Termination Date of the swap.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="settlementCurrency" type="IdentifiedCurrency">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The currency in which the commodity performance swap transaction will settle. It is an optional element because not all confirmations of performance swaps specify a Settlement Currency.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element maxOccurs="2" ref="commodityPerformanceSwapLeg">
<xsd:annotation>
<xsd:documentation xml:lang="en">
An placeholder for the actual performance swap leg definitions.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:group minOccurs="0" ref="CommodityContent.model"/>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:sequence>
<xsd:element minOccurs="0" name="partyReference" type="PartyReference"/>
<xsd:element minOccurs="0" name="startingDate" type="CommodityStartingDate"/>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType abstract="true" name="CommodityPerformanceSwapLeg">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Abstract base class for all commodity performance swap legs.
</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="Leg">
<xsd:sequence>
<xsd:group ref="PayerReceiver.model">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The specification of the payer and receiver parties of the return leg.
</xsd:documentation>
</xsd:annotation>
</xsd:group>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<!---->
<xsd:complexType name="CommodityPhysicalAmericanExercise">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The parameters for defining the expiration date(s) and time(s) for an American style option.
</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="Exercise">
<xsd:sequence>
<xsd:choice>
<xsd:sequence>
<xsd:element name="commencementDates" type="AdjustableOrRelativeDates">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The first day(s) of the exercise period(s) for an American-style option.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="expirationDates" type="AdjustableOrRelativeDates">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The Expiration Date(s) of an American-style option.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
<xsd:sequence>
<xsd:element name="relativeCommencementDates" type="CommodityRelativeExpirationDates">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The first day(s) of the exercise period(s) for an American-style option where it is relative to the occurrence of an external event.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:annotation>
<xsd:documentation xml:lang="en">
The Expiration Date(s) of an American-style option where it is relative to the occurrence of an external event.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:choice>
<xsd:element minOccurs="0" name="latestExerciseTime" type="PrevailingTime">
<xsd:annotation>
<xsd:documentation xml:lang="en">
For a Bermuda or American style option, the latest time on an exercise business day (excluding the expiration date) within the exercise period that notice can be given by the buyer to the seller or seller's agent. Notice of exercise given after this time will be deemed to have been given on the next exercise business day.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="expirationTime" type="PrevailingTime">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The specific time of day at which the option expires.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="CommodityPhysicalEuropeanExercise">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The parameters for defining the expiration date(s) and time(s) for a European style option.
</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="Exercise">
<xsd:sequence>
<xsd:choice>
<xsd:element name="expirationDate" type="AdjustableOrRelativeDate">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The Expiration Date of a single expiry European-style option or the first Expiration Date of a multiple expiry or daily expiring option.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:annotation>
<xsd:documentation xml:lang="en">
The Expiration Date(s) of a European-style option.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:annotation>
<xsd:documentation xml:lang="en">
The Expiration Date(s) of a European-style option where it is relative to the occurrence of an external event.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:choice>
<xsd:element minOccurs="0" name="expirationTime" type="PrevailingTime">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The specific time of day at which the option expires.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="CommodityPhysicalExercise">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The parameters for defining how the physically-settled commodity option can be exercised and how it is settled.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:choice>
<xsd:element name="americanExercise" type="CommodityPhysicalAmericanExercise">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The parameters for defining the expiration date(s) and time(s) for an American style option.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:annotation>
<xsd:documentation xml:lang="en">
The parameters for defining the expiration date(s) and time(s) for a European style option.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:choice>
<xsd:element minOccurs="0" name="automaticExercise" type="xsd:boolean">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies whether or not Automatic Exercise applies to a Commodity Option Transaction.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="writtenConfirmation" type="xsd:boolean">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies whether or not Written Confirmation applies to a Commodity Option Transaction.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="clearingInstructions" type="SwaptionPhysicalSettlement">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies any instructions on how the physical settlement is to be effected when the option is exercised.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="CommodityPhysicalQuantity">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type defining the physical quantity of the commodity to be delivered.
</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="CommodityPhysicalQuantityBase">
<xsd:sequence>
<xsd:group ref="CommodityFixedPhysicalQuantity.model"/>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType abstract="true" name="CommodityPhysicalQuantityBase">
<xsd:annotation>
<xsd:documentation xml:lang="en">
An abstract base class for physical quantity types.
</xsd:documentation>
</xsd:annotation>
<xsd:attribute name="id" type="xsd:ID"/>
</xsd:complexType>
<xsd:complexType name="CommodityPhysicalQuantitySchedule">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The Quantity per Delivery Period. There must be a Quantity step specified for each Delivery Period, regardless of whether the Quantity changes or remains the same between periods.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element maxOccurs="unbounded" name="quantityStep" type="CommodityNotionalQuantity">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The quantity per Calculation Period. There must be a quantity specified for each Calculation Period, regardless of whether the quantity changes or remains the same between periods.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
<xsd:attribute name="id" type="xsd:ID"/>
</xsd:complexType>
<xsd:complexType name="CommodityPipeline">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The pipeline through which the physical commodity will be delivered.
</xsd:documentation>
</xsd:annotation>
<xsd:simpleContent>
<xsd:extension base="Scheme">
<xsd:attribute name="pipelineScheme" type="xsd:anyURI"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<xsd:complexType name="CommodityPipelineCycle">
<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 base="Scheme">
<xsd:attribute name="pipelineCycleScheme" type="xsd:anyURI" use="required"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<xsd:complexType name="CommodityPremium">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The commodity option premium payable by the buyer to the seller.
</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="NonNegativePayment">
<xsd:sequence>
<xsd:element minOccurs="0" name="premiumPerUnit" type="NonNegativeMoney">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The currency amount of premium to be paid per Unit of the Total Notional Quantity.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="CommodityPricingDates">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The dates on which prices are observed for the underlyer.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:group ref="CommodityCalculationPeriodsPointer.model"/>
<xsd:choice>
<xsd:sequence>
<xsd:element minOccurs="0" name="lag" type="Lag">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The pricing period per calculation period if the pricing days do not wholly fall within the respective calculation period.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:choice>
<xsd:sequence>
<!--Renamed from <xsd:group ref="PricingDays.model"> to be re-used -->
<xsd:group ref="Days.model"/>
<xsd:element minOccurs="0" name="businessCalendar" type="CommodityBusinessCalendar">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Identifies a commodity business day calendar from which the pricing dates will be determined.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="calendarSource" type="CalendarSourceEnum">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Used in conjunction with an exchange-based pricing source. Identifies a date source calendar from which the pricing dates and thus roll to the next contract will be based off (e.g. pricing is based on the NYMEX WTI First Nearby Futures Contract, if &#8220;Future&#8221; is chosen, the pricing will roll to the next futures contract on expiration, if &#8220;ListedOption&#8221; is chosen, the pricing will roll to the next futures contract on the Option expiration date which is three business days before the expiration of the NYMEX WTI futures contract.) Omitting this element will result in the default behavior expected with the pricing source described within the commodity element.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
<xsd:element maxOccurs="unbounded" name="settlementPeriods" type="SettlementPeriods">
<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:element>
<xsd:element maxOccurs="unbounded" name="settlementPeriodsReference" type="SettlementPeriodsReference">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Allows a set of Settlement Periods to reference one already defined elsewhere in the trade structure.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:choice>
</xsd:sequence>
<xsd:element maxOccurs="unbounded" name="pricingDates" type="AdjustableDates">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A list of adjustable dates on which the trade will price. Each date will price for the Calculation Period within which it falls.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:choice>
</xsd:sequence>
<xsd:attribute name="id" type="xsd:ID"/>
</xsd:complexType>
<xsd:complexType name="CommodityProductGrade">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A scheme identifying the grade of physical commodity product to be delivered.
</xsd:documentation>
</xsd:annotation>
<xsd:simpleContent>
<xsd:extension base="Scheme">
<xsd:attribute default="http://www.fpml.org/coding-scheme/commodity-oil-product-grade" name="productGradeScheme" type="xsd:anyURI"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<xsd:complexType name="CommodityQuantityFrequency">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type for defining the frequency at which the Notional Quantity is deemed to apply for purposes of calculating the Total Notional Quantity.
</xsd:documentation>
</xsd:annotation>
<xsd:simpleContent>
<xsd:extension base="Scheme">
<xsd:attribute default="http://www.fpml.org/coding-scheme/commodity-quantity-frequency" name="quantityFrequencyScheme" type="xsd:anyURI"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<xsd:complexType name="CommodityRelativeExpirationDates">
<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:element name="expireRelativeToEvent" type="CommodityExpireRelativeToEvent">
<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:element name="expirationDateOffset" type="DateOffset">
<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:group minOccurs="0" ref="BusinessCentersOrReference.model"/>
</xsd:sequence>
<xsd:attribute name="id" type="xsd:ID"/>
</xsd:complexType>
<xsd:complexType name="CommodityRelativePaymentDates">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The Payment Dates of the trade relative to the Calculation Periods.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:choice>
<xsd:element name="payRelativeTo" type="CommodityPayRelativeToEnum">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies whether the payment(s) occur relative to a date such as the end of each Calculation Period or the last Pricing Date in each Calculation Period.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies whether the payment(s) occur relative to the date of a physical event such as issuance of a bill of lading.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:choice>
<xsd:element name="paymentDaysOffset" type="DateOffset">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies any offset from the adjusted Calculation Period start date, adjusted Calculation Period end date or Calculation Date applicable to each Payment Date.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:group minOccurs="0" ref="BusinessCentersOrReference.model"/>
</xsd:sequence>
<xsd:attribute name="id" type="xsd:ID"/>
</xsd:complexType>
<!--CommodityReturnSwap proposal-->
<xsd:complexType name="CommodityReturnCalculation">
<xsd:sequence>
<xsd:element name="formula" type="CommodityReturnCalculationFormulaEnum">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Defines the value of the commodity return calculation formula as simple or compound.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="pricingDates" type="CommodityPricingDates">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Describes which dates are valid dates on which to observe a price or index level
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="valuationDates" type="CommodityValuationDates">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Defines when a price or index level will be observed that will figure in the return calculation.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="initialPrice" type="xsd:decimal">
<xsd:annotation>
<xsd:documentation>
If specified in the confirmation, the price or index level at the beginning of the initial Calculation Period. For example, if the return calculation is [(Index End / Index Begin) - 1] and Index Begin is defined as equal to Index End for the immediately preceeding Calculation Period, then the value of Index Begin in the very first Calculation Period is not defined and is usually specified in the confirmation.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="CommodityReturnLeg">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type describing the return leg of a commodity return swap.
</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="CommodityPerformanceSwapLeg">
<xsd:sequence>
<xsd:group ref="CommodityCalculationPeriods.model"/>
<xsd:group ref="CommodityPaymentDates.model"/>
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies the type of asset underlying the swap: a commodity reference price or a basket.
</xsd:documentation>
</xsd:annotation>
</xsd:group>
<xsd:choice>
<xsd:element name="notionalAmount" type="CommodityNotionalAmount">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies the notional amount of a commodity performance type swap. It is a currency-denominated value (i.e. price-times-quantity). In confirmations is also referred to as the Notional Quantity (sic, expressed in currency units), Notional Amount, Equity Notional Amount and, in the case of reinvesting swaps, Initial Notional Amount.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:annotation>
<xsd:documentation xml:lang="en">
A reference to the Return swap notional amount defined in another leg of the return swap.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:choice>
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies, in relation to each Payment Date, the return percentage which, when multiplied times the notional amount is the amount to which the Payment Date relates.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<!---->
<xsd:annotation>
<xsd:documentation xml:lang="en">
The notional quantity of electricity that applies to one or more groups of Settlement Periods.
</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="CommodityNotionalQuantity">
<xsd:sequence>
<xsd:element maxOccurs="unbounded" name="settlementPeriodsReference" type="SettlementPeriodsReference">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The range(s) of Settlement Periods to which the Notional Quantity applies.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:annotation>
<xsd:documentation xml:lang="en">
The notional quantity schedule of electricity that applies to one or more groups of Settlement Periods.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element maxOccurs="unbounded" name="settlementPeriodsNotionalQuantityStep" type="CommodityNotionalQuantity">
<xsd:annotation>
<xsd:documentation xml:lang="en">
For an electricity transaction, the Notional Quantity for a given Calculation Period during the life of the trade which applies to the range(s) of Settlement Periods referenced by settlementPeriodsReference. There must be a settlementPeriodsNotionalQuantityStep specified for each Calculation Period, regardless of whether the NotionalQuantity changes or remains the same between periods.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element maxOccurs="unbounded" 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:annotation>
<xsd:documentation xml:lang="en">
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" 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" 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:complexType name="CommoditySpread">
<xsd:complexContent>
<xsd:extension base="Money">
<xsd:sequence>
<xsd:element minOccurs="0" name="spreadConversionFactor" type="xsd:decimal">
<xsd:annotation>
<xsd:documentation xml:lang="en">
spreadConversionFactor should be used when the unit of measure of the Commodity Reference Price and the unit of measure in which the spread is quoted are different. The value of spreadConversionFactor is the number of units of measure in which the spread is quoted per unit of measure of the Commodity Reference Price.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="spreadUnit" type="QuantityUnit">
<xsd:annotation>
<xsd:documentation xml:lang="en">
spreadUnit should be used when the unit of measure of the Commodity Reference Price and the unit of measure in which the spread is quoted are different. The value of spreadUnit is the unit of measure in which the spread is quoted.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="CommoditySpreadSchedule">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The Spread per Calculation Period. There must be a Spread specified for each Calculation Period, regardless of whether the Spread changes or remains the same between periods.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element maxOccurs="unbounded" name="spreadStep" type="CommoditySpread">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The spread per Calculation Period. There must be a spread step specified for each Calculation Period, regardless of whether the spread changes or remains the same between periods.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:complexType>
<!--CommodityRetuenSwap proposal-->
<xsd:complexType name="CommodityStartingDate">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type specifying the date from which the early termination clause can be exercised.
</xsd:documentation>
</xsd:annotation>
<xsd:choice>
<xsd:element name="dateRelativeTo" type="PartyReference">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Reference to a party defined elsewhere in this document which may be allowed to terminate the trade.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="adjustableDate" type="AdjustableDate">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Date from which early termination clause can be exercised.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:choice>
</xsd:complexType>
<!---->
<xsd:complexType name="CommodityStrikeSchedule">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The Strike Price per Unit per Calculation Period. There must be a Strike Price per Unit step specified for each Calculation Period, regardless of whether the Strike changes or remains the same between periods.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element maxOccurs="unbounded" name="strikePricePerUnitStep" type="NonNegativeMoney">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The strike price per unit per Calculation Period. There must be a strike price per unit specified for each Calculation Period, regardless of whether the price changes or remains the same between periods.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="CommoditySwap">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The commodity swap product model is designed to support fixed-float swaps, float-float swaps, fixed vs. physical swaps, float vs. physical swaps as well as, weather specific swaps. Its design is fully compatible with other FpML products and the product reuses standard common types.
</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="Product">
<xsd:sequence>
<xsd:group ref="CommoditySwapDetails.model"/>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType abstract="true" name="CommoditySwapLeg">
<xsd:annotation>
<xsd:documentation xml:lang="en">Abstract base class for all commodity swap legs</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="Leg"/>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="CommoditySwaption">
<xsd:annotation>
<xsd:documentation xml:lang="en">Commodity Swaption.</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="Product">
<xsd:sequence>
<xsd:group ref="BuyerSeller.model">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A complex group containing information on the identities of the parties to the transaction and the account information of each party.
</xsd:documentation>
</xsd:annotation>
</xsd:group>
<xsd:element name="optionType" type="PutCallEnum">
<xsd:annotation>
<xsd:documentation xml:lang="en">The type of option transaction.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="commoditySwap" type="CommoditySwaptionUnderlying">
<xsd:annotation>
<xsd:documentation xml:lang="en">The underlying commodity swap definiton.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="physicalExercise" type="CommodityPhysicalExercise">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The parameters for defining how the commodity option can be exercised into a physical transaction.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="premium" type="CommodityPremium">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The option premium payable by the buyer to the seller.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:group minOccurs="0" ref="CommodityContent.model"/>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="CommoditySwaptionUnderlying">
<xsd:sequence>
<xsd:group ref="CommoditySwapDetails.model"/>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="CommodityTrigger">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The barrier which, when breached, triggers the knock-in or knock-out of the barrier option.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:choice>
<xsd:sequence>
<xsd:element name="levelQuantity" type="xsd:decimal">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The amount used the specify the barrier in terms of an quantity of commodity or a change in the quantity of commodity. In confirmations this is often described as the "Strike Volume" or "Strike Quantity".
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="levelUnit" type="QuantityUnit">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The units (e.g. BCF) used to specify the barrier in terms of an quantity of commodity or change in the quantity of commodity.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
<xsd:element name="levelPercentage" type="xsd:decimal">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A barrier expressed as a percentage of notional quantity or commodity price level.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="levelPrice" type="FixedPrice">
<xsd:annotation>
<xsd:documentation xml:lang="en">A barrier expressed as a price level.</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:choice>
<xsd:element name="triggerType" type="TriggerTypeEnum">
<xsd:annotation>
<xsd:documentation xml:lang="en">
For barrier options: the specification of how an option will trigger or expire based on the position of the spot rate relative to the trigger level. For trades with selectable notionals: the specification of the conditions where one of the alternative notional values would apply.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:complexType>
<!--CommodityReturnSwap proposal-->
<xsd:complexType name="CommodityValuationDates">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The dates on which prices are observed for the underlyer.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:group ref="CommodityCalculationPeriodsPointer.model"/>
<xsd:choice>
<xsd:sequence>
<xsd:element minOccurs="0" name="lag" type="Lag">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The pricing period per calculation period if the pricing days do not wholly fall within the respective calculation period.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:choice>
<xsd:sequence>
<xsd:group ref="Days.model"/>
<xsd:element minOccurs="0" name="businessCalendar" type="CommodityBusinessCalendar">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Identifies a commodity business day calendar from which the pricing dates will be determined.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="calendarSource" type="CalendarSourceEnum">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Used in conjunction with an exchange-based pricing source. Identifies a date source calendar from which the pricing dates and thus roll to the next contract will be based off (e.g. pricing is based on the NYMEX WTI First Nearby Futures Contract, if &#8220;Future&#8221; is chosen, the pricing will roll to the next futures contract on expiration, if &#8220;ListedOption&#8221; is chosen, the pricing will roll to the next futures contract on the Option expiration date which is three business days before the expiration of the NYMEX WTI futures contract.) Omitting this element will result in the default behavior expected with the pricing source described within the commodity element.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
<xsd:element maxOccurs="unbounded" name="settlementPeriods" type="SettlementPeriods">
<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:element>
<xsd:element maxOccurs="unbounded" name="settlementPeriodsReference" type="SettlementPeriodsReference">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Allows a set of Settlement Periods to reference one already defined elsewhere in the trade structure.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:choice>
</xsd:sequence>
<xsd:element maxOccurs="unbounded" name="valuationDates" type="AdjustableDates">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A list of adjustable dates on which the trade will price. Each date will price for the Calculation Period within which it falls.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:choice>
</xsd:sequence>
<xsd:attribute name="id" type="xsd:ID"/>
</xsd:complexType>
<xsd:complexType name="CommodityVarianceLeg">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type describing the variance leg of a commodity variance swap.
</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="CommodityPerformanceSwapLeg">
<xsd:sequence>
<xsd:group ref="CommodityCalculationPeriods.model"/>
<xsd:group ref="CommodityPaymentDates.model"/>
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies the type of asset underlying the swap: a commodity reference price or a basket.
</xsd:documentation>
</xsd:annotation>
</xsd:group>
<xsd:choice>
<xsd:element name="notionalAmount" type="CommodityNotionalAmount">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies the notional amount of a commodity performance type swap. It is a currency-denominated value (i.e. price-times-quantity). In confirmations is also referred to as the Notional Quantity (sic, expressed in currency units), Notional Amount, Equity Notional Amount and, in the case of reinvesting swaps, Initial Notional Amount.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:annotation>
<xsd:documentation xml:lang="en">
A reference to the Return swap notional amount defined in another leg of the return swap.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:choice>
<xsd:choice>
<xsd:element name="varianceStrikePrice" type="xsd:decimal">
<xsd:annotation>
<xsd:documentation>
Specifies the variance strike price when this strike is expressed in variance units. Payments on the variance leg are equal to the national amount multiplied by the realized variance minus this variance strike price: notional amount * (realized variance - variance strike price).
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="volatilityStrikePrice" type="xsd:decimal">
<xsd:annotation>
<xsd:documentation>
Specifies the volatility strike price when this strike is expressed in standard deviation units. Payments on the variance leg are equal to the national amount multiplied by the realized volatility squared minus the volatility strike price squared. Notional amount * (realized volatility^2 - volatility strike^2). Squaring the volatility strike price converts the volatility strike price into a variance strike price. Squaring the realized volatility converts realized volatility to realized variance.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:choice>
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies, in relation to each Payment Date, the variance percentage which, when multiplied times the notional amount is the amount to which the Payment Date relates. For purposes of this representation the realized variance is: (annualizationFactor / N) * signma from i = 1 to N (ln (S sub (i+1)) / (S sub i)), where: ln is the natural logarithm, N is the number of pricing dates, S sub i is the relevant price on the observation date i. If nAdjustment is 'true' then the denominator of the annualization factor is (N - 1) rather than N. If realized volatility is the performance metric in a variance swap rather than realized variance then the square root of the formula above will appear in the confirmation.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="CommodityVarianceCalculation">
<xsd:sequence>
<xsd:element minOccurs="0" name="pricingDates" type="CommodityPricingDates">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Describes which dates are valid dates on which to observe a price or index level.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="valuationDates" type="CommodityValuationDates">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Defines when a price or index level will be observed that will figure in the return calculation.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="annualizationFactor" type="xsd:decimal">
<xsd:annotation>
<xsd:documentation>
This specifies the numerator of an annualization factor. Frequently this number is equal to the number of observations of prices in a year e.g. 252.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="nAdjustment" type="xsd:boolean">
<xsd:annotation>
<xsd:documentation>
Specifies whether denominator of the annualization factor is N ("false") or N - 1 ("true").
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:complexType>
<!---->
<xsd:complexType name="DataProvider">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specify as applicable. Parties may wish to refer to the state meteorological authority in a particular location or to an exchange or other third party data provider. Parties may find the definitions in the Commodity Definitions useful as a means of identifying potential Data Providers.
</xsd:documentation>
</xsd:annotation>
<xsd:simpleContent>
<xsd:extension base="Scheme">
<xsd:attribute default="http://www.fpml.org/coding-scheme/weather-data-provider" name="weatherDataProviderScheme" type="xsd:anyURI"/>
<xsd:attribute name="id" type="xsd:ID"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<xsd:complexType name="DisruptionFallback">
<xsd:annotation>
<xsd:documentation xml:lang="en">A Disruption Fallback.</xsd:documentation>
</xsd:annotation>
<xsd:simpleContent>
<xsd:extension base="Scheme">
<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:complexType name="EEPParameters">
<xsd:annotation>
<xsd:documentation xml:lang="en">Excess Emission Penalty related parameters.</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element name="eEPApplicable" type="xsd:boolean">
<xsd:annotation>
<xsd:documentation xml:lang="en">
If Excess Emission Penalty is specified to be applicable in the Confirmation then the Excess Emission Penalty will be determined in the manner specified in the Confirmation (see other EEP parameters)
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="riskPeriod" type="EEPRiskPeriod">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Used to determine how provisions in Part [7] Page 7 (B) Failure to Deliver Not Remedied are to be applied.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="equivalentApplicable" type="xsd:boolean">
<xsd:annotation>
<xsd:documentation xml:lang="en">
When "true" the EEP Equivalent is applicable. See Part [7] definition of EEP Equivalent.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="penaltyApplicable" type="xsd:boolean">
<xsd:annotation>
<xsd:documentation xml:lang="en">
When "true" the Excess Emissions Penalty is applicable. See Part [7] definition of Excess Emissions Penalty.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="EEPRiskPeriod">
<xsd:annotation>
<xsd:documentation xml:lang="en">TBD.</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element name="startDate" type="xsd:date"/>
<xsd:element name="endDate" type="xsd:date"/>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="ElectricityDelivery">
<xsd:annotation>
<xsd:documentation xml:lang="en">The physical delivery conditions for electricity.</xsd:documentation>
</xsd:annotation>
<xsd:choice>
<xsd:sequence>
<xsd:element name="deliveryPoint" type="ElectricityDeliveryPoint">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The point at which delivery of the electricity will occur.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="deliveryType" type="ElectricityDeliveryType">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Indicates the under what conditions the Parties' delivery obligations apply.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="transmissionContingency" type="ElectricityTransmissionContingency">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Indicates that the performance of the buyer or seller shall be excused (under the conditions specified) if transmission of the elctricity is unavailable or interrupted.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="interconnectionPoint" type="InterconnectionPoint">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Identification of the border(s) or border point(s) of a transportation contract.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
<xsd:sequence>
<xsd:annotation>
<xsd:documentation xml:lang="en">
For EEI transactions, indicates that this transaction is for an "into" product.
</xsd:documentation>
</xsd:annotation>
<xsd:element name="deliveryZone" type="CommodityDeliveryPoint">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The zone covering potential delivery points for the electricity.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="electingPartyReference" type="PartyReference">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Indicates the party able to decide which delivery point within the deliveryPoint is used for delivery. For EEI transactions, this should reference the seller of the electricity.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:choice>
</xsd:complexType>
<xsd:complexType name="ElectricityDeliveryFirm">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The physical delivery obligation options specific to a firm transaction.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element name="forceMajeure" type="xsd:boolean">
<xsd:annotation>
<xsd:documentation xml:lang="en">
If true, indicates that the buyer and seller should be excused of their delivery obligations when such performance is prevented by Force Majeure. For EEI transactions, this would indicate "Firm (LD)" If false, indicates that the buyer and seller should not be excused of their delivery obligations when such performance is prevented by Force Majeure. For EEI transactions, this would indicate "Firm (No Force Majeure)"
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="ElectricityDeliveryPoint">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A scheme identifying the types of the Delivery Point for a physically settled electricity trade.
</xsd:documentation>
</xsd:annotation>
<xsd:simpleContent>
<xsd:extension base="Scheme">
<xsd:attribute name="deliveryPointScheme" type="xsd:anyURI"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<xsd:complexType name="ElectricityDeliverySystemFirm">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The physical delivery obligation options specific to a system firm transaction.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element name="applicable" type="xsd:boolean">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Indicates that the trade is for a System Firm product. Should always be set to "true".
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="system" type="CommodityDeliveryPoint"/>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="ElectricityDeliveryType">
<xsd:choice>
<xsd:element name="firm" type="ElectricityDeliveryFirm">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Indicates under what condtitions the Parties' delivery obligations apply.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="nonFirm" type="xsd:boolean">
<xsd:annotation>
<xsd:documentation xml:lang="en">
If present and set to true, indicates that delivery or receipt of the electricity may be interrupted for any reason or for no reason, without liability on the part of either Party. This element should never have a value of false.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="systemFirm" type="ElectricityDeliverySystemFirm">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Indicates that the electricity is intended to be supplied from the owned or controlled generation or pre-existing purchased power assets of the system specified.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="unitFirm" type="ElectricityDeliveryUnitFirm">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Indicates that the electricity is intended to be supplied from a generation asset which can optionally be specified.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:choice>
</xsd:complexType>
<xsd:complexType name="ElectricityDeliveryUnitFirm">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The physical delivery obligation options specific to a unit firm transaction.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element name="applicable" type="xsd:boolean">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Indicates that the trade is for a Unit Firm product. Should always be set to "true".
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="generationAsset" type="CommodityDeliveryPoint"/>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="ElectricityPhysicalDeliveryQuantity">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type defining the physical quantity of the electricity to be delivered.
</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="CommodityNotionalQuantity">
<xsd:sequence>
<xsd:element maxOccurs="unbounded" name="settlementPeriodsReference" type="SettlementPeriodsReference">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A pointer style reference to the range(s) of Settlement Periods to which this quantity applies.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:annotation>
<xsd:documentation xml:lang="en">
Allows the documentation of a shaped quantity trade where the quantity changes over the life of the transaction.
</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="CommodityPhysicalQuantitySchedule">
<xsd:sequence>
<xsd:element maxOccurs="unbounded" name="settlementPeriodsReference" type="SettlementPeriodsReference">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A pointer style reference to the range(s) of Settlement Periods to which this quantity applies.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="ElectricityPhysicalLeg">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Physically settled leg of a physically settled electricity transaction.
</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="PhysicalSwapLeg">
<xsd:sequence>
<xsd:element name="deliveryPeriods" type="CommodityDeliveryPeriods">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The different options for specifying the Delivery or Supply Periods. Unless the quantity or price is to vary periodically during the trade or physical delivery occurs on a periodic basis, periodsSchedule should be used and set to 1T.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element maxOccurs="unbounded" name="settlementPeriods" type="SettlementPeriods">
<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>
<xsd:element minOccurs="0" name="settlementPeriodsSchedule" type="SettlementPeriodsSchedule">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The specification of the Settlement Periods in which the electricity will be delivered for a "shaped" trade i.e. where different Settlement Period ranges will apply to different periods of the trade.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="loadType" type="LoadTypeEnum">
<xsd:annotation>
<xsd:documentation xml:lang="en">
LoadType is a summary of the full description of the settlement periods with respect to the region. Used for describing Electricity delivery schedules (e.g. Base, Peak, Off-Peak, Custom).
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="electricity" type="ElectricityProduct">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The specification of the electricity to be delivered.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="deliveryConditions" type="ElectricityDelivery">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The physical delivery conditions for the transaction.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="deliveryQuantity" type="ElectricityPhysicalQuantity">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The different options for specifying the quantity.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="ElectricityPhysicalQuantity">
<xsd:annotation>
<xsd:documentation xml:lang="en">The quantity of gas to be delivered.</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="CommodityPhysicalQuantityBase">
<xsd:sequence>
<xsd:choice>
<xsd:element maxOccurs="unbounded" name="physicalQuantity" type="ElectricityPhysicalDeliveryQuantity">
<xsd:annotation>
<xsd:documentation xml:lang="en">The Quantity per Delivery Period.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element maxOccurs="unbounded" name="physicalQuantitySchedule" type="ElectricityPhysicalDeliveryQuantitySchedule">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Allows the documentation of a shaped quantity trade where the quantity changes over the life of the transaction. Note that if the range of Settlement Periods also varies over the life of the transaction this element should not be used. Instead, physicalQuantity should be repeated for each range of Settlement Periods that apply at any point during the trade.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:choice>
<xsd:element minOccurs="0" name="totalPhysicalQuantity" type="UnitQuantity">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The Total Quantity of the commodity to be delivered.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="ElectricityProduct">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The specification of the electricity to be delivered.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element name="type" type="ElectricityProductTypeEnum">
<xsd:annotation>
<xsd:documentation xml:lang="en">The type of electricity product to be delivered.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="voltage" type="PositiveDecimal">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The voltage, expressed as a number of volts, of the electricity to be delivered.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="ElectricityTransmissionContingency">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A structure to specify the tranmission contingency and the party that bears the obligation.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element name="contingency" type="ElectricityTransmissionContingencyType">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The conditions under which the party specified in contingentParty will be excused from damages if transmission is interrupted or curtailed.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element maxOccurs="2" name="contingentParty" type="PartyReference">
<xsd:annotation>
<xsd:documentation xml:lang="en">The party to which the contingency applies.</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:complexType>
<xsd:annotation>
<xsd:documentation xml:lang="en">
The type of transmission contingency, i.e. what portion of the transmission the delivery obligations are applicable.
</xsd:documentation>
</xsd:annotation>
<xsd:simpleContent>
<xsd:extension base="Scheme">
<xsd:attribute default="http://www.fpml.org/coding-scheme/electricity-transmission-contingency" name="electricityTransmissionContingencyScheme" type="xsd:anyURI"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<xsd:complexType name="EnvironmentalPhysicalLeg">
<xsd:complexContent>
<xsd:extension base="PhysicalSwapLeg">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The environmental physical leg describes the nature of the physical underlying, quantities and delivery conditions relating to environmental allowances and certificates such as EU emissions allowances, water pollution credits and the like.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element name="numberOfAllowances" type="UnitQuantity">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The number of allowances, certificates or credit to be transaction in the transaction.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="environmental" type="EnvironmentalProduct">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The specification of the type of allowance or credit.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="abandonmentOfScheme" type="EnvironmentalAbandonmentOfSchemeEnum">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Applies to U.S. Emissions Allowance Transactions. Specifies terms which apply in the event of an Abandonment of Scheme event.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="deliveryDate" type="AdjustableOrRelativeDate">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The date on which allowances are to be delivered as specified in the related Confirmation.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:sequence>
<xsd:element name="paymentDate" type="DateOffset"/>
<xsd:group minOccurs="0" ref="BusinessCentersOrReference.model"/>
</xsd:sequence>
<xsd:element minOccurs="0" name="failureToDeliverApplicable" type="xsd:boolean">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Applies to EU Emissions Allowance Transactions. Holds the Failure to Deliver (Alternative Method) election. Used to determine how provisions in Part [7] Page 7 (B) Failure to Deliver Not Remedied are to be applied.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="eEPParameters" type="EEPParameters">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Applies to EU Emissions Allowance Transactions. Contains a series of parameters controlling Excess Emissions Penalty payments.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="EnvironmentalProduct">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type defining the characteristics of the environmental allowance or credit being traded. Settlement of environmental transactions is classified as physical because settlement is accomplished through the exchange of one or more certificates (despite the fact that this exchange is almost always executed through electronic book entry transfer between the parties allowance accounts).
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element name="productType" type="EnvironmentalProductTypeEnum">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies the type of environmental allowance or credit. Examples include allowances or credit issued by the European Union (E.U.) or by the State of California in the Unites States.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="compliancePeriod" type="EnvironmentalProductComplaincePeriod">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Applies to E.U. Emissions Allowance Transactions. Describes Specified Compliance Period for which the Allowances are issued.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element maxOccurs="unbounded" minOccurs="0" name="vintage" type="xsd:gYear">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Applies to U.S. Emissions Allowance Transactions. The year(s) of the applicable Emissions Product(s) as specified in an Emissions Transaction.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="applicableLaw" type="EnvironmentalProductApplicableLaw">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Applies to U.S. Emissions Allowance Transactions. Used to specify the Applicable Emissions Law when this is not defined in Emissions Product Definitions Exhibit.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="trackingSystem" type="EnvironmentalTrackingSystem">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Applies to U.S. Emissions Allowance Transactions. Used to specify the Tracking System when this is not defined in Emissions Product Definitions Exhibit.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="EnvironmentalProductApplicableLaw">
<xsd:annotation>
<xsd:documentation xml:lang="en">TBD.</xsd:documentation>
</xsd:annotation>
<xsd:simpleContent>
<xsd:extension base="Scheme">
<xsd:attribute default="http://www.fpml.org/coding-scheme/governing-law" name="environmentalProductApplicableLawScheme" type="xsd:anyURI"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<xsd:complexType name="EnvironmentalProductComplaincePeriod">
<xsd:sequence>
<xsd:element name="startYear" type="xsd:gYear">
<xsd:annotation>
<xsd:documentation xml:lang="en">The first year of the Compliance Period.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="endYear" type="xsd:gYear">
<xsd:annotation>
<xsd:documentation xml:lang="en">The last year of the Commpliance Period.</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="EnvironmentalTrackingSystem">
<xsd:annotation>
<xsd:documentation xml:lang="en">
For US Emissions Allowance Transactions. A system where all electronic certificates are stored and emissions are tracked.
</xsd:documentation>
</xsd:annotation>
<xsd:simpleContent>
<xsd:extension base="Scheme">
<xsd:attribute default="http://www.fpml.org/coding-scheme/commodity-environmental-tracking-system" name="commodityEnvironmentalTrackingSystemScheme" type="xsd:anyURI"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<xsd:complexType abstract="true" name="FinancialSwapLeg">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The common components of a financially settled leg of a Commodity Swap. This is an abstract type and should be extended by commodity-specific types.
</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="CommoditySwapLeg">
<xsd:sequence>
<xsd:group ref="PayerReceiver.model"/>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="FixedPrice">
<xsd:annotation>
<xsd:documentation xml:lang="en">A type defining the Fixed Price.</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element name="price" type="xsd:decimal">
<xsd:annotation>
<xsd:documentation xml:lang="en">The Fixed Price.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:group ref="Price.model"/>
</xsd:sequence>
<xsd:attribute name="id" type="xsd:ID"/>
</xsd:complexType>
<xsd:complexType name="FixedPriceLeg">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Fixed Price Leg of a Commodity Swap. It defines schedule of fixed payments associated with a commodity swap.
</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="FinancialSwapLeg">
<xsd:sequence>
<xsd:group ref="CommodityCalculationPeriods.model"/>
<xsd:group ref="CommodityFixedPrice.model"/>
<xsd:group ref="CommodityPaymentDates.model"/>
<xsd:group minOccurs="0" ref="CommodityFreightFlatRate.model"/>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="FloatingLegCalculation">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type to capture details relevant to the calculation of the floating price.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element name="pricingDates" type="CommodityPricingDates">
<xsd:annotation>
<xsd:documentation xml:lang="en">Commodity Pricing Dates.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="averagingMethod" type="AveragingMethodEnum">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The parties may specify a Method of Averaging where more than one pricing Dates is being specified as being applicable.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="conversionFactor" type="xsd:decimal">
<xsd:annotation>
<xsd:documentation xml:lang="en">
If the Notional Quantity is specified in units that do not match the units in which the Commodity Reference Price is quoted, the scaling or conversion factor used to convert the Commodity Reference Price units into the Notional Quantity units should be stated here. If there is no conversion, this element is not intended to be used.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="rounding" type="Rounding">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Rounding direction and precision for price values.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:choice minOccurs="0">
<xsd:element name="spread" type="CommoditySpread">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The spread over or under the Commodity Reference Price for this leg of the trade.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element maxOccurs="unbounded" name="spreadSchedule" type="CommoditySpreadSchedule">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The spread over or under the Commodity Reference Price for this leg of the trade for each Calculation Period.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="spreadPercentage" type="xsd:decimal">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The spread percentage over or under the Commodity Reference Price for this leg of the trade.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:choice>
<xsd:element minOccurs="0" name="fx" type="CommodityFx">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Defines how observations of FX prices are to be used to calculate a factor with which to convert the observed Commodity Reference Price to the Settlement Currency.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="FloatingPriceLeg">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Floating Price Leg of a Commodity Swap. Each 'floatingLeg' defines a series of financial payments for a commodity the value of which is derived from a floating price such as an exchange or an index publication.
</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="FinancialSwapLeg">
<xsd:sequence>
<xsd:group ref="CommodityCalculationPeriods.model"/>
<xsd:element name="commodity" type="Commodity">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies the underlying instrument. Only underlyers of type Commodity are supported.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="calculation" type="FloatingLegCalculation">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Defines details relevant to the calculation of the floating price.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:group ref="CommodityPaymentDates.model"/>
<xsd:group minOccurs="0" ref="CommodityFreightFlatRate.model"/>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="FloatingStrikePrice">
<xsd:complexContent>
<xsd:extension base="FloatingLegCalculation">
<xsd:sequence>
<xsd:element ref="commodity"/>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="GasDelivery">
<xsd:annotation>
<xsd:documentation xml:lang="en">The specification of the gas to be delivered.</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:group ref="CommodityDeliveryPoints.model"/>
<xsd:element name="deliveryType" type="DeliveryTypeEnum">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Indicates whether the buyer and seller are contractually obliged to consume and supply the specified quantities of the commodity.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="interconnectionPoint" type="InterconnectionPoint">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Identification of the border(s) or border point(s) of a transportation contract.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:sequence minOccurs="0">
<xsd:element name="buyerHub" type="CommodityHub">
<xsd:annotation>
<xsd:documentation xml:lang="en">The hub code of the gas buyer.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="sellerHub" type="CommodityHub">
<xsd:annotation>
<xsd:documentation xml:lang="en">The hub code of the has seller.</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="GasDeliveryPeriods">
<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:extension base="CommodityDeliveryPeriods">
<xsd:sequence minOccurs="0">
<xsd:element name="supplyStartTime" type="PrevailingTime">
<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:element name="supplyEndTime" type="PrevailingTime">
<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:complexType name="GasDeliveryPoint">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A scheme identifying the types of the Delivery Point for a physically settled gas trade.
</xsd:documentation>
</xsd:annotation>
<xsd:simpleContent>
<xsd:extension base="Scheme">
<xsd:attribute name="deliveryPointScheme" type="xsd:anyURI"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<xsd:complexType name="GasPhysicalLeg">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Physically settled leg of a physically settled gas transaction.
</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="PhysicalSwapLeg">
<xsd:sequence>
<xsd:element name="deliveryPeriods" type="GasDeliveryPeriods">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The different options for specifying the Delivery or Supply Periods. Unless the quantity or price is to vary periodically during the trade or physical delivery occurs on a periodic basis, periodsSchedule should be used and set to 1T.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="gas" type="GasProduct">
<xsd:annotation>
<xsd:documentation xml:lang="en">The specification of the gas to be delivered.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="deliveryConditions" type="GasDelivery">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The physical delivery conditions for the transaction.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="deliveryQuantity" type="GasPhysicalQuantity">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The different options for specifying the quantity. For Fixed trades where the quantity is known at the time of confirmation, a single quantity or a quantity per Delivery Period may be specified. For Variable trades minimum and maximum trades may be specified.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="GasPhysicalQuantity">
<xsd:annotation>
<xsd:documentation xml:lang="en">The quantity of gas to be delivered.</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="CommodityPhysicalQuantityBase">
<xsd:choice>
<xsd:group ref="CommodityFixedPhysicalQuantity.model">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A quantity that is known at the time the transaction is executed.
</xsd:documentation>
</xsd:annotation>
</xsd:group>
<xsd:sequence>
<xsd:annotation>
<xsd:documentation xml:lang="en">
A quantity that can vary within set limits at the instruction of the specified party.
</xsd:documentation>
</xsd:annotation>
<xsd:element maxOccurs="unbounded" name="minPhysicalQuantity" type="CommodityNotionalQuantity">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The minimum quantity to be delivered. If separate minimums need to be specified for different periods (e.g. a minimum per day and a minimum per month) this element should be repeated.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element maxOccurs="unbounded" name="maxPhysicalQuantity" type="CommodityNotionalQuantity">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The maximum quantity to be delivered. If separate minimums need to be specified for different periods (e.g. a minimum per day and a minimum per month) this element should be repeated.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="electingParty" type="PartyReference">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Indicates the party able to choose whether the gas is delivered for a particular period e.g. a swing or interruptible contract.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:choice>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="GasProduct">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type defining the characteristics of the gas being traded in a physically settled gas transaction.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element name="type" type="GasProductTypeEnum">
<xsd:annotation>
<xsd:documentation xml:lang="en">The type of gas to be delivered.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:choice minOccurs="0">
<xsd:element name="calorificValue" type="NonNegativeDecimal">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The calorific value of the gas to be delivered, specified in megajoules per cubic meter (MJ/m3).
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="quality" type="GasQuality">
<xsd:annotation>
<xsd:documentation xml:lang="en">The quality of the gas to be delivered.</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:choice>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="GasQuality">
<xsd:annotation>
<xsd:documentation xml:lang="en">The quantity of gas to be delivered.</xsd:documentation>
</xsd:annotation>
<xsd:simpleContent>
<xsd:extension base="Scheme">
<xsd:attribute default="http://www.fpml.org/coding-scheme/commodity-gas-quality" name="gasQualityScheme" type="xsd:anyURI"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<xsd:complexType name="InterconnectionPoint">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Identification of the border(s) or border point(s) of a transportation contract. Use the list of EIC codes for timelines for electricity (T Codes) or the list of EIC codes for measurement points for gas (Z Codes).
</xsd:documentation>
</xsd:annotation>
<xsd:simpleContent>
<xsd:extension base="Scheme">
<xsd:attribute default="http://www.fpml.org/coding-scheme/external/eic-codes" name="interconnectionPointScheme" type="xsd:anyURI"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<xsd:complexType name="Lag">
<xsd:annotation>
<xsd:documentation xml:lang="en">
An observation period that is offset from a Calculation Period.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element name="lagDuration" type="Period">
<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:element minOccurs="0" name="firstObservationDateOffset" type="Period">
<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:attribute name="id" type="xsd:ID"/>
</xsd:complexType>
<xsd:complexType name="LagReference">
<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 base="Reference">
<xsd:attribute ecore:reference="Lag" name="href" type="xsd:IDREF" use="required"/>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="MarketDisruptionEvent">
<xsd:annotation>
<xsd:documentation xml:lang="en">A Market Disruption Event.</xsd:documentation>
</xsd:annotation>
<xsd:simpleContent>
<xsd:extension base="Scheme">
<xsd:attribute default="http://www.fpml.org/coding-scheme/commodity-market-disruption" name="commodityMarketDisruptionScheme" type="xsd:anyURI"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<xsd:complexType name="Material">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A scheme identifying the types of metal product for a physically settled metal trade.
</xsd:documentation>
</xsd:annotation>
<xsd:simpleContent>
<xsd:extension base="Scheme">
<xsd:attribute default="http://fpml.org/coding-scheme/commodity-metal-product-type" name="commodityMetalProductTypeScheme" type="xsd:anyURI"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<xsd:complexType name="Metal">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type defining the characteristics of the metal product being traded in a physically settled metal transaction.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element name="material" type="Material">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The types of metal product for a physically settled metal trade.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:sequence>
<xsd:element maxOccurs="unbounded" name="shape" type="CommodityMetalShape">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The physical shape(s) which can be delivered in Seller's option.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
<xsd:sequence>
<xsd:element maxOccurs="unbounded" minOccurs="0" name="brand" type="CommodityMetalBrand">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The brand(s) of material which can be delivered in Seller's option.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
<xsd:sequence>
<xsd:element maxOccurs="unbounded" name="grade" type="CommodityMetalGrade">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The grade(s) of material which can be delivered in seller's option.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="MetalDelivery">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The physical delivery conditions for the transaction.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element minOccurs="1" name="deliveryLocation" type="CommodityDeliveryPoint">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The Delivery Point for a physically settled non-precious metal transaction.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="risk" type="CommodityDeliveryRisk">
<xsd:annotation>
<xsd:documentation xml:lang="en">
"Risk of loss" may also be used, equivalently, on confirmation documents.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="totalQuantityTolerance" type="xsd:decimal">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The +/- percent tolerance in seller's option which applies to the total quantity delivered over all shipment periods.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="periodQuantityTolerance" type="xsd:decimal">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The +/- percentage quantity tolerance in seller's option which applied to each shipment period.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="title" type="MetalTitleEnum">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Describes how and when title to the commodity transfers.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="MetalPhysicalLeg">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Physically settled leg of a physically settled Metal transaction.
</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="PhysicalForwardLeg">
<xsd:sequence>
<xsd:element name="metal" type="Metal">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The specification of the Metal Product to be delivered.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="deliveryPeriods" type="CommodityDeliveryPeriods">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The period during which delivery/deliveries of Metal may be scheduled.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="deliveryConditions" type="MetalDelivery">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The physical delivery arrangements and requirements for a physically settled non-precious metal transaction.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="conversionFactor" type="xsd:decimal">
<xsd:annotation>
<xsd:documentation xml:lang="en">
If the Notional Quantity is specified in a unit that does not match the unit in which the Commodity Reference Price is quoted, the scaling or conversion factor used to convert the Commodity Reference Price unit into the Notional Quantity unit should be stated here. If there is no conversion, this element is not intended to be used.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="NonPeriodicFixedPriceLeg">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The details of a fixed payment. Can be used for a forward transaction or as the base for a more complex fixed leg component such as the fixed leg of a swap.
</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="CommoditySwapLeg">
<xsd:sequence>
<xsd:group ref="PayerReceiver.model">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A complex group containing references to the identity of the paying party, the receiving party and the accounts used by each.
</xsd:documentation>
</xsd:annotation>
</xsd:group>
<xsd:element name="fixedPrice" type="FixedPrice">
<xsd:annotation>
<xsd:documentation xml:lang="en">Fixed price on which fixed payments are based.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="totalPrice" type="NonNegativeMoney">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The total amount of the fixed payment for all units of the underlying commodity.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="quantityReference" type="QuantityReference">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A pointer style reference to a quantity defined on another leg.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:group ref="CommodityPaymentDates.model"/>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="OilDelivery">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The physical delivery conditions for an oil product.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:choice>
<xsd:element name="pipeline" type="OilPipelineDelivery">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specified the delivery conditions where the oil product is to be delivered by pipeline.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="transfer" type="OilTransferDelivery">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specified the delivery conditions where the oil product is to be delivered by title transfer.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:choice>
<xsd:element minOccurs="0" name="importerOfRecord" type="PartyReference">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies which party is the Importer of Record for the purposes of paying customs duties and applicable taxes or costs related to the import of the oil product.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:choice minOccurs="0">
<xsd:element name="absoluteTolerance" type="AbsoluteTolerance">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies the allowable quantity tolerance as an absolute quantity.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="percentageTolerance" type="PercentageTolerance">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies the allowable quantity tolerance as a percentage of the quantity.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:choice>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="OilPhysicalLeg">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Physically settled leg of a physically settled oil product transaction.
</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="PhysicalSwapLeg">
<xsd:sequence>
<xsd:element name="deliveryPeriods" type="CommodityDeliveryPeriods">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The different options for specifying the Delivery or Supply Periods. Unless the quantity or price is to vary periodically during the trade or physical delivery occurs on a periodic basis, periodsSchedule should be used and set to 1T.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="oil" type="OilProduct">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The specification of the oil product to be delivered.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="deliveryConditions" type="OilDelivery">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The physical delivery conditions for the transaction.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="deliveryQuantity" type="CommodityPhysicalQuantity">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The different options for specifying the quantity.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="OilPipelineDelivery">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The physical delivery conditions specific to an oil product delivered by pipeline.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element name="pipelineName" type="CommodityPipeline">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The name of pipeline by which the oil product will be delivered.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="withdrawalPoint" type="CommodityDeliveryPoint">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The location at which the transfer of the title to the commodity takes place.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="entryPoint" type="CommodityDeliveryPoint">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The point at which the oil product will enter the pipeline.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="deliverableByBarge" type="xsd:boolean">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Whether or not the delivery can go to barge. For trades documented under the ISDA Master Agreement and Oil Annex, this should always be set to 'false'.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="risk" type="CommodityDeliveryRisk">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies how the risk associated with the delivery is assigned. For trades documented under the ISDA Master Agreement and Oil Annex, this presence of this element indicates that the provisions of clause (b)(i) of the ISDA Oil Annex are being varied.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element maxOccurs="unbounded" minOccurs="0" name="cycle" type="CommodityPipelineCycle">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The cycle(s) during which the oil product will be transported in the pipeline.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="OilProduct">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The specification of the oil product to be delivered.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element name="type" type="OilProductType">
<xsd:annotation>
<xsd:documentation xml:lang="en">The type of oil product to be delivered.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="grade" type="CommodityProductGrade">
<xsd:annotation>
<xsd:documentation xml:lang="en">The grade of oil product to be delivered.</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="OilProductType">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The type of physical commodity product to be delivered.
</xsd:documentation>
</xsd:annotation>
<xsd:simpleContent>
<xsd:extension base="Scheme">
<xsd:attribute default="http://www.fpml.org/coding-scheme/commodity-oil-product-type" name="commodityOilProductTypeScheme" type="xsd:anyURI"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<xsd:complexType name="OilTransferDelivery">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The physical delivery conditions specific to an oil product delivered by title transfer.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element name="applicable" type="xsd:boolean">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Indicates that the oil product will be delivered by title transfer. Should always be set to "true".
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="deliveryLocation" type="CommodityDeliveryPoint">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The location at which the transfer of the title to the commodity takes place.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="PercentageTolerance">
<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:element name="postitive" type="RestrictedPercentage">
<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:element name="negative" type="RestrictedPercentage">
<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:element minOccurs="0" name="option" type="PartyReference">
<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:complexType abstract="true" name="PhysicalForwardLeg">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The common components of a physically settled leg of a Commodity Forward. This is an abstract type and should be extended by commodity-specific types.
</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="CommodityForwardLeg">
<xsd:sequence>
<xsd:group ref="PayerReceiver.model"/>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType abstract="true" name="PhysicalSwapLeg">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The common components of a physically settled leg of a Commodity Swap. This is an abstract type and should be extended by commodity-specific types.
</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="CommoditySwapLeg">
<xsd:sequence>
<xsd:group ref="PayerReceiver.model"/>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="QuantityReference">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A pointer tyle reference to a Quantity defined elsewhere.
</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="Reference">
<xsd:attribute ecore:reference="CommodityPhysicalQuantityBase" name="href" type="xsd:IDREF" use="required"/>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="ReferenceLevel">
<xsd:sequence>
<xsd:element name="amount" type="xsd:decimal"/>
<xsd:element name="referenceLevelUnit" type="ReferenceLevelUnit"/>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="ReferenceLevelUnit">
<xsd:annotation>
<xsd:documentation xml:lang="en">
CPD Reference Level: millimeters or inches of daily precipitation HDD Reference Level: degree-days CDD Reference Level: degree-days.
</xsd:documentation>
</xsd:annotation>
<xsd:simpleContent>
<xsd:extension base="Scheme">
<xsd:attribute default="http://www.fpml.org/coding-scheme/weather-index-reference-level" name="weatherIndexReferenceLevelScheme" type="xsd:anyURI"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<xsd:complexType name="SequencedDisruptionFallback">
<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:element name="fallback" type="DisruptionFallback">
<xsd:annotation>
<xsd:documentation xml:lang="en">Disruption fallback that applies to the trade.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="sequence" type="xsd:positiveInteger">
<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:complexType name="SettlementPeriods">
<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:element name="duration" type="SettlementPeriodDurationEnum">
<xsd:annotation>
<xsd:documentation xml:lang="en">The length of each Settlement Period.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element maxOccurs="7" minOccurs="0" name="applicableDay" type="DayOfWeekEnum">
<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:sequence>
<xsd:element name="startTime" type="OffsetPrevailingTime">
<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:element name="endTime" type="OffsetPrevailingTime">
<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 22:00 to 23:00 and 23:00 to 00:00 and 00:00 to 01:00 on each included day.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
<xsd:choice minOccurs="0">
<xsd:element name="excludeHolidays" type="CommodityBusinessCalendar">
<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:element name="includeHolidays" type="CommodityBusinessCalendar">
<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:attribute name="id" type="xsd:ID"/>
</xsd:complexType>
<xsd:complexType name="SettlementPeriodsFixedPrice">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type defining the Fixed Price applicable to a range or ranges of Settlement Periods.
</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="FixedPrice">
<xsd:sequence>
<xsd:element maxOccurs="unbounded" name="settlementPeriodsReference" type="SettlementPeriodsReference"/>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="SettlementPeriodsReference">
<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 base="Reference">
<xsd:attribute ecore:reference="SettlementPeriods" name="href" type="xsd:IDREF" use="required"/>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="SettlementPeriodsSchedule">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The specification of the Settlement Periods in which the electricity will be delivered for a "shaped" trade i.e. where different Settlement Period ranges will apply to different periods of the trade.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element maxOccurs="unbounded" name="settlementPeriodsStep" type="SettlementPeriodsStep">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The range of Settlement Periods per Calculation Period. There must be a range of Settlement Periods specified for each Calculation Period, regardless of whether the range of Settlement Periods changes or stays the same between periods.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="SettlementPeriodsStep">
<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" 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:complexType name="StrikePriceBasketReference">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A pointer style reference to a basket in the document
</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="Reference">
<xsd:attribute ecore:reference="CommodityBasketBase" name="href" type="xsd:IDREF" use="required"/>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="StrikePriceUnderlyingReference">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A pointer style reference to a product leg in the document
</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="Reference">
<xsd:attribute ecore:reference="CommodityBasketUnderlyingBase" name="href" type="xsd:IDREF" use="required"/>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="UnitQuantity">
<xsd:annotation>
<xsd:documentation xml:lang="en">A quantity and associated unit.</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element name="quantityUnit" type="QuantityUnit">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Quantity Unit is the unit of measure applicable for the quantity on the Transaction.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="quantity" type="NonNegativeDecimal">
<xsd:annotation>
<xsd:documentation xml:lang="en">Amount of commodity per quantity frequency.</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
<xsd:attribute name="id" type="xsd:ID"/>
</xsd:complexType>
<xsd:complexType name="WeatherCalculationPeriod">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The schedule of Calculation Period First Days and Lasts Days. If there is only one First Day - Last Day pair then the First is equal to the Effective Date and the Last Day is equal to the Termination Date.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element name="calculationPeriodFirstDay" type="IdentifiedDate"/>
<xsd:element name="calculationPeriodEndDay" type="IdentifiedDate"/>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="WeatherCalculationPeriods">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The schedule of Calculation Period First Days and Lasts Days. If there is only one First Day - Last Day pair then the First is equal to the Effective Date and the Last Day is equal to the Termination Date.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element maxOccurs="unbounded" name="calculationPeriod" type="WeatherCalculationPeriod"/>
</xsd:sequence>
<xsd:attribute name="id" type="xsd:ID"/>
</xsd:complexType>
<xsd:complexType name="WeatherIndex">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type defining the Weather Index Level or Weather Index Strike Level.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element name="quantity" type="xsd:decimal">
<xsd:annotation>
<xsd:documentation xml:lang="en">
This is the Reference Level. The CDD, HDD or HDD Reference Level is specified as the number of (amount of) Weather Index Units specified by the parties in the related Confirmation.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="unit" type="QuantityUnit">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Weather Index Unit derived from one of the following variable methods of determination: Cooling Degree Day (CDD), Heating Degree Day (HDD), Critical Precipitation Day (CPD) as defined in Section 11.15 of the 2005 ISDA Commodity Definitions and User Guide.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
<xsd:attribute name="id" type="xsd:ID"/>
</xsd:complexType>
<xsd:complexType name="WeatherIndexData">
<xsd:sequence>
<xsd:element name="referenceLevel" type="ReferenceLevel">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Reference level is the number of degree-days (in the case of HDD and CDD) or inches/millimeters (in the case of CPD) on which the differential is calculated. In the case of HDD it is the number of degree-days below this reference level. In the case of CDD it is the number of degree days above this reference level. In the case of CPD it is number of inches/millimeters above this reference level.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="dataProvider" type="DataProvider">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The provider of either temperature data or precipitation data specified by the parties in the related Confirmation.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="finalEditedData" type="xsd:boolean">
<xsd:annotation>
<xsd:documentation xml:lang="en">
If specified by the parties to apply in the related Confirmation, Final Edited Data means that the parties will have recourse to Primary Disruption Fallbacks even if relevant data is available from the Data Provider, so long as such data is not published in its final edited form. Otherwise the parties will have recourse to Primary Disruption Fallbacks only if relevant data is unavailable from the Data Provider on a relevant day.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="weatherStation" type="WeatherStation">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The source or sources of weather index data specified by the parties in the related Confirmation. Examples include: AU-CBM (the Commonwealth Bureau of Meteorology in Australia) and CM-SMI (the Swiss Meteorological Institute).
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="weatherStationFallback" type="WeatherStation">
<xsd:annotation>
<xsd:documentation xml:lang="en">
If weather index data is not available for the weather station specified by the parties in the related Confirmation, the first alternative Weather Index Station.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="weatherStationSecondFallback" type="WeatherStation">
<xsd:annotation>
<xsd:documentation xml:lang="en">
If weather index data is neither available for the weather station specified by the parties in the related Confirmation nor the first alternative Weather Index Station, the second alternative Weather Index Station.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="alternativeDataProvider" type="xsd:boolean">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A provider of either temperature data or precipitation data specified by the parties in the related Confirmation. If the parties fail to specify an Alternative Data Provider, the "Fallback Data" Disruption Fallback will not apply.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="synopticDataFallback" type="xsd:boolean">
<xsd:annotation>
<xsd:documentation xml:lang="en">
If the parties specify "Not Applicable", the "Synoptic Data" Disruption Fallback will not apply. Synoptic Data means that maximum and/or minimum temperature or daily precipitation at the location for the Missing Data Day will be the maxium and/or minimum temperature or daily precipitation for that day at the Location (Weather Index Station) which has not been subject to ultimate quality control, integrity or verification process.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="adjustmentToFallbackWeatherStation" type="xsd:boolean">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The Weather Index Station from which data with which to apply the "Adjustement to Fallback Station Data" terms. See Section 11.20 of the 2005 ISDA Commodity Definitions.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="primaryDisruptionFallbacks" type="DisruptionFallback">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A list of actions available to the parties should a Primary Disruption Event occur. A Primary Disruption Event means if maximum or minimum temperature or precipitation data for a Missing Data Day is required to determine a Payment Amount then the maximum and/or minimum temperature or the daily precipitation for that day will be determined in accordance with the first applicable Primary Disruption Fallback.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="secondaryDisruptionFallbacks" type="DisruptionFallback">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A list of actions available to the parties should a Secondary Disruption Event occur. A Primary Disruption Event means if maximum or minimum temperature or precipitation data for a Missing Data Day is required to determine a Payment Amount then the maximum and/or minimum temperature or the daily precipitation for that day will be determined in accordance with the first applicable Secondary Disruption Fallback.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="WeatherLeg">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A weather leg of a Commodity Swap defines Weather Index Swap transactions. Weather Index Swap transactions are OTC derivative transactions which settle financially based on an index calculated from observations of temperature, precipitation and other weather-related measurements at weather stations throughout the world. Sub-Annex C of the 2005 ISDA Commodity Definitions provides definitions and terms for a number of types of weather indices. These indices include: HDD (heating degree days), CDD (cooling degree days), CPD (critical precipitation days). Weather Index Swap transactions result in a cash flow to one of the two counterparties each Calculation Period depending on the relationship between the Settlement Level and the Weather Index Level. A Weather Index swap transaction always consists of a commodity swap element as a parent to two weatherLeg elements.
</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="FinancialSwapLeg">
<xsd:sequence>
<xsd:element name="weatherIndexLevel" type="WeatherIndex">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Defining the Weather Index Level or Weather Index Strike Level.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="weatherNotionalAmount" type="NonNegativeMoney">
<xsd:annotation>
<xsd:documentation xml:lang="en">Defines the price per weather index unit.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="calculation" type="WeatherLegCalculation">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Defines details relevant to the calculation of the aggregate weather index amount.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="paymentDates" type="CommodityRelativePaymentDates">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The Payment Dates of the trade relative to the Calculation Periods or Calculation Date
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="weatherIndexData" type="WeatherIndexData">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies where the data (e.g. CPD) have been collected, an actual physical reference point (weather station) and various fall back arrangements.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="WeatherLegCalculation">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type to capture details of the calculation of the Payment Amount on a Weather Index Transaction.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element name="settlementLevel" type="WeatherSettlementLevelEnum">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The Settlement Level means either the cumulative number of Weather Index Units for each day in the Calculation Period (Cumulative) or the cumulative number of Weather Index Units for each day in the Calculation Period divided by the number of days in the Calculation Period (Average) or the maximum number of Weather Index Units for any day in the Calculation Period (Maximum) or the minimum number of Weather Index Units for any day in the Calculation Period.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="referenceLevelEqualsZero" type="xsd:boolean">
<xsd:annotation>
<xsd:documentation xml:lang="en">
If Reference Level Equals Zero is specified to be applicable then CPD means, for any day during the Calculation Period, (A) 1 if the Daily Precipitation for that day is greater than or equal to the CPD Reference Level or (B) zero if the the Daily Precipitation for that day is less than the CPD Reference Level. If Reference Level Equals Zero is specified not to be applicable then CPD means, for any day during the Calculation Period, (A) 1 if the Daily Precipitation for that day is greater than the CPD Reference Level or 0 if the Daily Precipitation for that day is less than or equal to the CPD Reference Level.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="calculationDate" type="Period">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The number of days following the final day of the Calculation Period specified in the Confirmation on which is is practicable to provide the notice that the Calculation Agent is required to give for that Settlement Date or Payment Date.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="businessDays" type="BusinessCenter">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A day on which commmercial banks settle payments and are open for general business in the place(s) specified in the Confirmation. See Section 1.3 of the ISDA 2005 Commodity Definitions.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="dataCorrection" type="xsd:boolean">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The date payment often revised after its publication, this indicates if the payment date could be recalculated.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="correctionPeriod" type="Period">
<xsd:annotation>
<xsd:documentation xml:lang="en">
If 'dataCorrection'=true, this indicates how long after the initial publication of the data corrections can be made.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="maximumPaymentAmount" type="NonNegativeMoney">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The maximum total payment amount that will be paid in any particular transaction.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="maximumTransactionPaymentAmount" type="NonNegativeMoney">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The maximum payment amount that will be paid in any particular Calculation Period.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="rounding" type="Rounding">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Rounding direction and precision for price values.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="WeatherStation">
<xsd:annotation>
<xsd:documentation xml:lang="en">Weather Station.</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:choice>
<xsd:element name="weatherStationCity" type="BusinessCenter"/>
<xsd:element name="weatherStationAirport" type="WeatherStationAirport"/>
<xsd:element name="weatherStationWBAN" type="WeatherStationWBAN"/>
<xsd:element name="weatherStationWMO" type="WeatherStationWMO"/>
</xsd:choice>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="WeatherStationAirport">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A code identifying a Weather Station Airport (based on the the IATA standard).
</xsd:documentation>
</xsd:annotation>
<xsd:simpleContent>
<xsd:extension base="Scheme">
<xsd:attribute default="http://www.fpml.org/coding-scheme/external/weather-station-airport" name="weatherStationAirportScheme" type="xsd:anyURI"/>
<xsd:attribute name="id" type="xsd:ID"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<xsd:complexType name="WeatherStationWBAN">
<xsd:annotation>
<xsd:documentation xml:lang="en">A code identifying a Weather Station WBAN.</xsd:documentation>
</xsd:annotation>
<xsd:simpleContent>
<xsd:extension base="Scheme">
<xsd:attribute default="http://www.fpml.org/coding-scheme/external/weather-station-wban" name="weatherStationWBANScheme" type="xsd:anyURI"/>
<xsd:attribute name="id" type="xsd:ID"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<xsd:complexType name="WeatherStationWMO">
<xsd:annotation>
<xsd:documentation xml:lang="en">A code identifying a Weather Index WMO.</xsd:documentation>
</xsd:annotation>
<xsd:simpleContent>
<xsd:extension base="Scheme">
<xsd:attribute default="http://www.fpml.org/coding-scheme/external/weather-station-wmo" name="weatherStationWMOScheme" type="xsd:anyURI"/>
<xsd:attribute name="id" type="xsd:ID"/>
</xsd:extension>
</xsd:simpleContent>
</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:element name="coalPhysicalLeg" substitutionGroup="commoditySwapLeg" type="CoalPhysicalLeg">
<xsd:annotation>
<xsd:documentation xml:lang="en">Physically settled coal leg.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="commodityBasketOption" substitutionGroup="product" type="CommodityBasketOption">
<xsd:annotation>
<xsd:documentation xml:lang="en">Defines a commodity basket option product.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="commodityDigitalOption" substitutionGroup="product" type="CommodityDigitalOption">
<xsd:annotation>
<xsd:documentation xml:lang="en">Defines a commodity digital option product.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="commodityForward" substitutionGroup="product" type="CommodityForward">
<xsd:annotation>
<xsd:documentation xml:lang="en">Defines a commodity forward product.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element abstract="true" name="commodityForwardLeg" type="CommodityForwardLeg">
<xsd:annotation>
<xsd:documentation xml:lang="en">Defines the substitutable commodity forward leg.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<!--Commodity Performance Swap proposal-->
<xsd:element name="commodityInterestLeg" substitutionGroup="commodityPerformanceSwapLeg" type="CommodityInterestLeg">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies the fixed payments of a commodity performance swap. Sometimes also referred to as the fee.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<!---->
<xsd:element name="commodityOption" substitutionGroup="product" type="CommodityOption">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Defines a commodity option product. The product support for financially-settled exercises or exercise into physical forward contracts written on precious and non-precious metals. options in FpML is based on the creation of a 'commodityOption' product. The product references the 'commodity' underlyer in order to support the underlying asset of the option.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<!--Commodity Performance Swap proposal-->
<xsd:element name="commodityPerformanceSwap" substitutionGroup="product" type="CommodityPerformanceSwap">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A swap the payoff of which is linked to the performance of the underlying asset. Examples of potential performance features are return, correlation, covariance, variance and volatility.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element abstract="true" name="commodityPerformanceSwapLeg" type="CommodityPerformanceSwapLeg">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A placeholder within 'commodityPerformanceSwap' structure for the actual commodity swap legs (e.g. 'commodityReturnLeg' and 'commodityInterestLeg').
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="commodityReturnLeg" substitutionGroup="commodityPerformanceSwapLeg" type="CommodityReturnLeg">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies the return payments of a commodity return swap. There can be one or two return legs. In simple return swaps there is a return leg and an interest (a.k.a. 'fee') leg. In the case of a outperformance swap there are two return legs: the return performance of two commodity underlyers are swapped. In the case of a fully-funded return swap there is no financing component and, therefore, only a single return leg is specified.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<!---->
<xsd:element name="commoditySwap" substitutionGroup="product" type="CommoditySwap">
<xsd:annotation>
<xsd:documentation xml:lang="en">Defines a commodity swap product.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element abstract="true" name="commoditySwapLeg" type="CommoditySwapLeg">
<xsd:annotation>
<xsd:documentation xml:lang="en">Defines the substitutable commodity swap leg</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="commoditySwaption" substitutionGroup="product" type="CommoditySwaption">
<xsd:annotation>
<xsd:documentation xml:lang="en">Defines a commodity swaption product</xsd:documentation>
</xsd:annotation>
</xsd:element>
<!--Commodity Performance Swap proposal-->
<xsd:element name="commodityVarianceLeg" substitutionGroup="commodityPerformanceSwapLeg" type="CommodityVarianceLeg">
<xsd:annotation>
<xsd:documentation>
Specifies the variance payments of a commodity variance swap.
</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:element name="environmentalPhysicalLeg" substitutionGroup="commoditySwapLeg" type="EnvironmentalPhysicalLeg">
<xsd:annotation>
<xsd:documentation xml:lang="en">Physically settled environmental leg.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="fixedLeg" substitutionGroup="commoditySwapLeg" type="FixedPriceLeg">
<xsd:annotation>
<xsd:documentation xml:lang="en">Fixed Price Leg.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="floatingLeg" substitutionGroup="commoditySwapLeg" type="FloatingPriceLeg">
<xsd:annotation>
<xsd:documentation xml:lang="en">Floating Price leg.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="gasPhysicalLeg" substitutionGroup="commoditySwapLeg" type="GasPhysicalLeg">
<xsd:annotation>
<xsd:documentation xml:lang="en">Physically settled natural gas leg.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="metalPhysicalLeg" substitutionGroup="commodityForwardLeg" type="MetalPhysicalLeg">
<xsd:annotation>
<xsd:documentation xml:lang="en">Physically settled metal products leg.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="oilPhysicalLeg" substitutionGroup="commoditySwapLeg" type="OilPhysicalLeg">
<xsd:annotation>
<xsd:documentation xml:lang="en">Physically settled oil or refined products leg.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:group name="CommodityAsian.model">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Model group containing features specific to Asian/averaging commodity options.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:choice>
<xsd:element name="calculationPeriodsSchedule" type="CommodityCalculationPeriodsSchedule">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A parametric representation of the Calculation Periods of the Commodity Option Transaction.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="calculationPeriods" type="AdjustableDates">
<xsd:annotation>
<xsd:documentation xml:lang="en">
An absolute representation of the Calculation Period start dates of the Commodity Option Transaction.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:choice>
<xsd:element name="pricingDates" type="CommodityPricingDates">
<xsd:annotation>
<xsd:documentation xml:lang="en">The dates on which the option will price.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="averagingMethod" type="AveragingMethodEnum">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The Method of Averaging if there is more than one Pricing Date.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:group>
<!-- "CommodityBasket" groups elements used in "CommodityBasketOption" to be reused in "CommodityBasket" type as well-->
<xsd:group name="CommodityBasket.model">
<xsd:choice>
<xsd:element name="notionalQuantityBasket" type="CommodityBasketByNotional"/>
</xsd:choice>
</xsd:group>
<xsd:annotation>
<xsd:documentation xml:lang="en">Describes the features a commodity basket option.</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element name="effectiveDate" type="AdjustableOrRelativeDate">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The effective date of the Commodity Option Transaction. Note that the Termination/Expiration Date should be specified in expirationDate within the CommodityAmericanExercise type or the CommodityEuropeanExercise type, as applicable.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="terminationDate" type="AdjustableOrRelativeDate">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies the termination date of the Commodity Option Transaction. In some confirmations this will be indicated as the second date in "Option Term" or "Term". Note: If provided, terminationDate should not be before specified expirationDate within the CommodityAmericanExercise type or the CommodityEuropeanExercise type.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:choice>
<xsd:element name="calculationPeriodsSchedule" type="CommodityCalculationPeriodsSchedule">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A parametric representation of the Calculation Periods of the Commodity Option Transaction.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="calculationPeriods" type="AdjustableDates">
<xsd:annotation>
<xsd:documentation xml:lang="en">
An absolute representation of the Calculation Period start dates of the Commodity Option Transaction.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:choice>
</xsd:sequence>
</xsd:group>
<xsd:annotation>
<xsd:documentation xml:lang="en">
The different options for specifying the Calculation Periods.
</xsd:documentation>
</xsd:annotation>
<xsd:choice>
<xsd:element name="calculationDates" type="AdjustableDates">
<xsd:annotation>
<!--Updated annotation-->
<xsd:documentation xml:lang="en">
The Calculation Period dates for this leg of the trade where the Calculation Periods are all one day long. Only dates explicitly included determine the Calculation Periods and there is a Calculation Period for each date specified. As such one-day Calculation Period are typical a physically-settled emissions or metals trades it is expected that this element will not be used in performance swaps.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="calculationPeriods" type="AdjustableDates">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The Calculation Period start dates for this leg of the swap. This type is only intended to be used if the Calculation Periods differ on each leg. If Calculation Periods mirror another leg, then the calculationPeriodsReference element should be used to point to the Calculation Periods on that leg - or the calculationPeriodsScheduleReference can be used to point to the Calculation Periods Schedule for that leg.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:annotation>
<xsd:documentation xml:lang="en">
The Calculation Periods for this leg of the swap. This type is only intended to be used if the Calculation Periods differ on each leg. If Calculation Periods mirror another leg, then the calculationPeriodsReference element should be used to point to the Calculation Periods on the other leg - or the calculationPeriodsScheduleReference can be used to point to the Calculation Periods Schedule for that leg.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:annotation>
<xsd:documentation xml:lang="en">
Enables users to reference a Calculation Periods schedule in the form of a series of actual dates in a calculationPeriods container or in the form of a parameterised schedule in a calculationPeriodsSchedule container.
</xsd:documentation>
</xsd:annotation>
</xsd:group>
</xsd:choice>
</xsd:group>
<xsd:annotation>
<xsd:documentation xml:lang="en">
Model group enables users to reference a Calculation Periods schedule in the form of a series of actual dates in a calculationPeriods container or in the form of a parameterized schedule in a calculationPeriodsSchedule container.
</xsd:documentation>
</xsd:annotation>
<xsd:choice>
<xsd:element name="calculationPeriodsReference" type="CalculationPeriodsReference">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A pointer style reference to the Calculation Periods defined on another leg.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:annotation>
<xsd:documentation xml:lang="en">
A pointer style reference to the Calculation Periods Schedule defined on another leg.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:annotation>
<xsd:documentation xml:lang="en">
A pointer style reference to single-day-duration Calculation Periods defined on another leg.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:choice>
</xsd:group>
<xsd:annotation>
<xsd:documentation xml:lang="en">
Items defining the chemical composition of the coal product.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element minOccurs="0" name="moisture" type="CoalAttributePercentage">
<xsd:annotation>
<xsd:documentation xml:lang="en">The moisture content of the coal product.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="ash" type="CoalAttributePercentage">
<xsd:annotation>
<xsd:documentation xml:lang="en">The ash content of the coal product.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="sulfur" type="CoalAttributePercentage">
<xsd:annotation>
<xsd:documentation xml:lang="en">The sulfur/sulphur content of the coal product.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="SO2" type="CoalAttributePercentage">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The sulfur/sulphur dioxide content of the coal product.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="volatile" type="CoalAttributePercentage">
<xsd:annotation>
<xsd:documentation xml:lang="en">The volatile content of the coal product.</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:group>
<xsd:annotation>
<xsd:documentation xml:lang="en">
Items defining the physical attributes of the coal product.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element minOccurs="0" name="BTUperLB" type="CoalAttributeDecimal">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The number of British Thermal Units per Pound of the coal product.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="topSize" type="CoalAttributeDecimal">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The smallest sieve opening that will result in less than 5% of a sample of the coal product remaining.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="finesPassingScreen" type="CoalAttributeDecimal"/>
<xsd:element minOccurs="0" name="grindability" type="CoalAttributeDecimal">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The Hardgrove Grindability Index value of the coal to be delivered.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="ashFusionTemperature" type="CoalAttributeDecimal">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The temperature at which the ash form of the coal product fuses completely in accordance with the ASTM International D1857 Standard Test Methodology.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:group>
<xsd:annotation>
<xsd:documentation xml:lang="en">
Items defining the attributes of the coal product determined by ash fusion tests.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element minOccurs="0" name="initialDeformation" type="CoalAttributeDecimal">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The temperature at which an ash cone shows evidence of deformation.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="softeningHeightWidth" type="CoalAttributeDecimal">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The temperature at which the height of an ash cone equals its width. (Softening temperature).
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="softeningHeightHalfWidth" type="CoalAttributeDecimal">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The temperature at which the height of an ash cone equals half its width. (Hemisphere temperature).
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="fluid" type="CoalAttributeDecimal">
<xsd:annotation>
<xsd:documentation xml:lang="en">The temperature at which the ash cone flattens.</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:group>
<xsd:group name="CommodityContent.model">
<xsd:annotation>
<xsd:documentation xml:lang="en">Items common to all Commodity Transactions.</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element minOccurs="0" name="commonPricing" type="xsd:boolean">
<xsd:annotation>
<xsd:documentation xml:lang="en">
If Common Pricing is elected (&#8220;true&#8221;) for a Transaction with referencing more than one Commodity Reference Price then no date will be a Pricing Date unless such a date is a day on which all Commodity Reference Prices are scheduled to be published.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="marketDisruption" type="CommodityMarketDisruption">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Contains contract terms related to triggers and responses to market disruptions as defined in the 1993 or 2005 Commodity Definitions.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="settlementDisruption" type="CommodityBullionSettlementDisruptionEnum">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Describes contract terms related to the consequences of Bullion Settlement Disruption Events.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="rounding" type="Rounding">
<xsd:annotation>
<xsd:documentation xml:lang="en">Rounding direction and precision for amounts.</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:group>
<xsd:annotation>
<xsd:documentation xml:lang="en">
Model group to enable users to reference a Delivery Periods schedule in the form of a series of actual dates in a deliveryPeriods container or in the form of a parameterised schedule in a deliveryPeriodsSchedule container.
</xsd:documentation>
</xsd:annotation>
<xsd:choice>
<xsd:element name="deliveryPeriodsReference" type="CalculationPeriodsReference">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A pointer style reference to the Delivery Periods defined elsewhere.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:annotation>
<xsd:documentation xml:lang="en">
A pointer style reference to the Calculation Periods Schedule defined elsewhere.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:choice>
</xsd:group>
<xsd:annotation>
<xsd:documentation xml:lang="en">
A Delivery Point, applicable to physically settled commodity transactions.
</xsd:documentation>
</xsd:annotation>
<xsd:choice>
<xsd:element name="deliveryPoint" type="GasDeliveryPoint">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The physical or virtual point at which the commodity will be delivered.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:sequence>
<xsd:element name="entryPoint" type="CommodityDeliveryPoint">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The physical or virtual point at which the commodity enters a transportation system.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="withdrawalPoint" type="CommodityDeliveryPoint">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The physical or virtual point at which the commodity is withdrawn from a transportation system.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:choice>
</xsd:group>
<xsd:annotation>
<xsd:documentation xml:lang="en">Describes features of the digital option.</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element minOccurs="0" name="effectiveDate" type="AdjustableOrRelativeDate">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The effective date of the Commodity Option Transaction. Note that the Termination/Expiration Date should be specified in expirationDate within the CommodityAmericanExercise type or the CommodityEuropeanExercise type, as applicable.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="terminationDate" type="AdjustableOrRelativeDate">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies the termination date of the Commodity Option Transaction. In some confirmations this will be indicated as the second date in "Option Term" or "Term". Note: If provided, terminationDate should not be before specified expirationDate within the CommodityAmericanExercise type or the CommodityEuropeanExercise type.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:sequence>
<xsd:group minOccurs="0" ref="CommodityAsian.model"/>
<xsd:element minOccurs="1" name="digital" type="CommodityDigital">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The barrier and cash payout features of the digital option.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:sequence>
</xsd:group>
<xsd:annotation>
<xsd:documentation xml:lang="en">
Items specific to financially-settled commodity options.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element name="commodity" type="Commodity">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies the underlying instrument. Usual content is an ISDA Commodity Reference Price Name. The 'commodity' underlyer component is specified using a reference to the 'commodity' asset (see description above at the Commodity Underlyer section).
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:group minOccurs="0" ref="CommodityOptionFeatures.model">
<xsd:annotation>
<xsd:documentation xml:lang="en">Describes additional features within the option.</xsd:documentation>
</xsd:annotation>
</xsd:group>
<xsd:element name="exercise" type="CommodityExercise">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The parameters for defining how the commodity option can be exercised and how it is settled.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:choice>
<xsd:group ref="CommodityStrikePrice.model">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The different options for specifying the Strike price per unit. This will consists of a single strike price of a strike price schedule.
</xsd:documentation>
</xsd:annotation>
</xsd:group>
</xsd:choice>
</xsd:sequence>
</xsd:group>
<xsd:annotation>
<xsd:documentation xml:lang="en">
The different options for specifying a fixed physical quantity of commodity to be delivered.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:choice>
<xsd:element name="physicalQuantity" type="CommodityNotionalQuantity">
<xsd:annotation>
<xsd:documentation xml:lang="en">The Quantity per Delivery Period.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:annotation>
<xsd:documentation xml:lang="en">
Allows the documentation of a shaped quantity trade where the quantity changes over the life of the transaction.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:choice>
<xsd:element minOccurs="0" name="totalPhysicalQuantity" type="UnitQuantity">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The Total Quantity of the commodity to be delivered.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:group>
<xsd:group name="CommodityFixedPrice.model">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The different options for specifying the Fixed Price.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:choice>
<xsd:element name="fixedPriceSchedule" type="CommodityFixedPriceSchedule">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Allows the specification of a Fixed Price that varies over the life of the trade.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:choice>
<xsd:element name="fixedPrice" type="FixedPrice">
<xsd:annotation>
<xsd:documentation xml:lang="en">Fixed price on which fixed payments are based.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="worldscaleRate" type="xsd:decimal">
<xsd:annotation>
<xsd:documentation xml:lang="en">
For a WET Voyager Charter Commodity Swap, the number of Worldscale Points for purposes of the calculation of a Fixed Amount.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="contractRate" type="NonNegativeMoney">
<xsd:annotation>
<xsd:documentation xml:lang="en">
For a DRY Voyage Charter or Time Charter Commodity Swap, the price per relevant unit for pruposes of the calculation of a Fixed Amount.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element maxOccurs="unbounded" name="settlementPeriodsPrice" type="SettlementPeriodsFixedPrice">
<xsd:annotation>
<xsd:documentation xml:lang="en">
For an electricity transaction, the fixed price for one or more groups of Settlement Periods on which fixed payments are based. If the fixed price differs for different groups of Settlement Periods, this element should be repeated.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:choice>
</xsd:choice>
<xsd:element minOccurs="0" name="totalPrice" type="NonNegativeMoney">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The total amount of all fixed payments due during the term of the trade.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:group>
<xsd:annotation>
<xsd:documentation xml:lang="en">
The different options for specifying the average strike price per unit. These options are to specify a single average strike price per unit or to specify a schedule of average strike prices.
</xsd:documentation>
</xsd:annotation>
<xsd:choice>
<xsd:element name="floatingStrikePricePerUnit" type="FloatingStrikePrice">
<xsd:annotation>
<xsd:documentation xml:lang="en">The currency amount of the strike price per unit.</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:choice>
</xsd:group>
<xsd:annotation>
<xsd:documentation xml:lang="en">
The Flat Rate, applicable to Wet Voyager Charter Freight Swaps.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element name="flatRate" type="FlatRateEnum">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Whether the Flat Rate is the New Worldwide Tanker Nominal Freight Scale for the Freight Index Route taken at the Trade Date of the transaction or taken on each Pricing Date.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="flatRateAmount" type="NonNegativeMoney">
<xsd:annotation>
<xsd:documentation xml:lang="en">
If flatRate is set to "Fixed", the actual value of the Flat Rate.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:group>
<xsd:annotation>
<xsd:documentation xml:lang="en">
The different options for specifying the Payment Date.
</xsd:documentation>
</xsd:annotation>
<xsd:choice>
<xsd:element name="paymentDates" type="AdjustableDatesOrRelativeDateOffset">
<xsd:annotation>
<xsd:documentation xml:lang="en">Dates on which payments will be made.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="masterAgreementPaymentDates" type="xsd:boolean">
<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 contract may be specified, or else the Notional Quantity per Calculation Period. In the latter case, there must be a notional quantity step specified for each Calculation Period, regardless of whether the Notional Quantity changes or remains the same between periods.
</xsd:documentation>
</xsd:annotation>
<xsd:choice>
<xsd:sequence>
<xsd:choice>
<xsd:element name="notionalQuantitySchedule" type="CommodityNotionalQuantitySchedule">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Allows the documentation of a shaped notional trade where the notional changes over the life of the transaction.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="notionalQuantity" type="CommodityNotionalQuantity">
<xsd:annotation>
<xsd:documentation xml:lang="en">The Notional Quantity.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element maxOccurs="unbounded" name="settlementPeriodsNotionalQuantity" type="CommoditySettlementPeriodsNotionalQuantity">
<xsd:annotation>
<xsd:documentation xml:lang="en">
For an electricity transaction, the Notional Quantity for a one or more groups of Settlement Periods to which the Notional Quantity is based. If the schedule differs for different groups of Settlement Periods, this element should be repeated.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:choice>
<xsd:element minOccurs="0" name="totalNotionalQuantity" type="xsd:decimal">
<xsd:annotation>
<xsd:documentation xml:lang="en">The Total Notional Quantity.</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
<xsd:element name="quantityReference" type="QuantityReference">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A pointer style reference to a quantity defined on another leg.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:choice>
</xsd:group>
<xsd:annotation>
<xsd:documentation xml:lang="en">Describes additional features within the option.</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element name="effectiveDate" type="AdjustableOrRelativeDate">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The effective date of the Commodity Option Transaction. Note that the Termination/Expiration Date should be specified in expirationDate within the CommodityAmericanExercise type or the CommodityEuropeanExercise type, as applicable.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="terminationDate" type="AdjustableOrRelativeDate">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies the termination date of the Commodity Option Transaction. In some confirmations this will be indicated as the second date in "Option Term" or "Term". Note: If provided, terminationDate should not be before specified expirationDate within the CommodityAmericanExercise type or the CommodityEuropeanExercise type.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:choice minOccurs="0">
<xsd:sequence>
<xsd:group ref="CommodityAsian.model"/>
<xsd:element minOccurs="0" name="barrier" type="CommodityBarrier">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Defines a commodity option barrier product feature.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
<xsd:element name="barrier" type="CommodityBarrier">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Defines a commodity option barrier product feature.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:choice>
</xsd:sequence>
</xsd:group>
<xsd:group name="CommodityPaymentDates.model">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The different options for specifying the Payment Date. This will consist of either a set of Payment Dates or else a Payment Date schedule.
</xsd:documentation>
</xsd:annotation>
<xsd:choice>
<xsd:element name="relativePaymentDates" type="CommodityRelativePaymentDates">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The Payment Dates of the trade relative to the Calculation Periods.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:choice>
</xsd:group>
<xsd:annotation>
<xsd:documentation xml:lang="en">
Items specific to financially-settled commodity options.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:choice>
<xsd:element fpml-annotation:deprecated="true" fpml-annotation:deprecatedReason="The model could not provide support for a cash settled commodity. Only physically exercised option could be expressed. Instead, commoditySwaption product, should be used." ref="commoditySwap">
<xsd:annotation>
<xsd:documentation xml:lang="en">DEPRECATED. Defines a commodity swap product.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element ref="commodityForward"/>
</xsd:choice>
<xsd:element name="physicalExercise" type="CommodityPhysicalExercise">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The parameters for defining how the commodity option can be exercised into a physical transaction.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:group>
<xsd:group name="CommodityStrikePrice.model">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The different options for specifying the Strike price per unit.
</xsd:documentation>
</xsd:annotation>
<xsd:choice>
<xsd:element name="strikePricePerUnit" type="NonNegativeMoney">
<xsd:annotation>
<xsd:documentation xml:lang="en">The currency amount of the strike price per unit.</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:choice>
</xsd:group>
<xsd:group name="CommoditySwapDetails.model">
<xsd:sequence>
<xsd:element name="effectiveDate" type="AdjustableOrRelativeDate">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies the effective date of this leg of the swap. When defined in relation to a date specified somewhere else in the document (through the relativeDate component), this element will typically point to the effective date of the other leg of the swap.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="terminationDate" type="AdjustableOrRelativeDate">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies the termination date of this leg of the swap. When defined in relation to a date specified somewhere else in the document (through the relativeDate component), this element will typically point to the termination date of the other leg of the swap.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="settlementCurrency" type="IdentifiedCurrency">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The currency into which the Commodity Swap Transaction will settle. If this is not the same as the currency in which the Commodity Reference Price is quoted on a given floating leg of the Commodity Swap Transaction, then an FX rate should also be specified for that leg.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:choice>
<xsd:element maxOccurs="unbounded" ref="commoditySwapLeg"/>
<xsd:element maxOccurs="2" minOccurs="2" name="weatherLeg" type="WeatherLeg">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A weather leg element of a Commodity Swap defines Weather Index Swap transactions. Weather Index Swap transactions are OTC derivative transactions which settle financially based on an index calculated from observations of temperature, precipitation and other weather-related measurements at weather stations throughout the world. Sub-Annex C of the 2005 ISDA Commodity Definitions provides definitions and terms for a number of types of weather indices. These indices include: HDD (heating degree days), CDD (cooling degree days), CPD (critical precipitation days). Weather Index Swap transactions result in a cash flow to one of the two counterparties each Calculation Period depending on the relationship between the Settlement Level and the Weather Index Level. A Weather Index swap transaction always consists of a commodity swap element as a parent to two weatherLeg elements.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:choice>
<xsd:group minOccurs="0" ref="CommodityContent.model"/>
</xsd:sequence>
</xsd:group>
<!--Performance Swap proposal-->
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type describing the type of underlyer: a single commodity or a basket of commodities.
</xsd:documentation>
</xsd:annotation>
<xsd:choice>
<xsd:element name="commodity" type="Commodity">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Describes the swap's underlyer when it has only one asset component.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="commodityBasket" type="CommodityBasket">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Describes the swap's underlyer when it has multiple asset components.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:choice>
</xsd:group>
<!--end-->
<xsd:group name="CommodityUSCoalProduct.model">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Items specific to the definition of a US Coal Product.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element name="btuQualityAdjustment" type="CoalQualityAdjustments">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The Quality Adjustment formula to be used where the Actual Shipment BTU/Lb value differs from the Standard BTU/Lb value.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="so2QualityAdjustment" type="CoalQualityAdjustments">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The Quality Adjustment formula to be used where the Actual Shipment SO2/MMBTU value differs from the Standard SO2/MMBTU value.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:group>
<xsd:annotation>
<xsd:documentation xml:lang="en">
Items specific to the definition of the delivery of a US Coal Product.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element name="quantityVariationAdjustment" type="xsd:boolean">
<xsd:annotation>
<xsd:documentation xml:lang="en">
If true, indicates that QVA is applicable. If false, indicates that QVA is inapplicable.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="transportationEquipment" type="CoalTransportationEquipment">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The transportation equipment with which the Coal Product will be delivered and received.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="risk" type="CommodityDeliveryRisk">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies how the risk associated with the delivery is assigned.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:group>
<xsd:group name="CommodityWeatherOption.model">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Described Weather Index Option component. Weather Index Option transactions are OTC derivative transactions which settle financially based on an index calculated from observations of temperature and precipitation at weather stations throughout the world. Sub-Annex C of the 2005 ISDA Commodity Definitions provides definitions and terms for a number of types of weather indices. These indices include: HDD (heating degree days), CDD (cooling degree days), CPD (critical precipitation days). Weather Index Option Transactions results in a cash flow to the buyer depending on the relationship between the Settlement Level to the Weather Index Strike Level.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element name="effectiveDate" type="AdjustableOrRelativeDate">
<xsd:annotation>
<xsd:documentation xml:lang="en">Effective date of an option.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="weatherNotionalAmount" type="NonNegativeMoney"/>
<xsd:element name="exercise" type="CommodityExercise"/>
<xsd:element name="weatherIndexStrikeLevel" type="WeatherIndex">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Weather Index strike price level is specified in terms of weather index units (e.g. 1 Days, 3 Inches, etc.)
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="calculation" type="WeatherLegCalculation">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Contains parameters which figure in the calculation of payments on a Weather Index Option.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="weatherIndexData" type="WeatherIndexData">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies where the data (e.g. CPD) have been collected, an actual physical reference point (weather station) and various fall back arrangements.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:group>
<!--Renamed from <xsd:group name="PricingDays.model"> -->
<xsd:group name="Days.model">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The different options for specifying which days are pricing days within a pricing period. Unless a lag element is present, the pricing period will be contained within the calculation period.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element name="dayType" type="CommodityDayTypeEnum">
<xsd:annotation>
<xsd:documentation xml:lang="en">The type of day on which pricing occurs.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:choice>
<xsd:sequence>
<xsd:element name="dayDistribution" type="CommodityFrequencyType">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The method by which the pricing days are distributed across the pricing period.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="dayCount" type="xsd:positiveInteger">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The number of days over which pricing should take place.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
<xsd:sequence>
<xsd:element maxOccurs="7" name="dayOfWeek" type="DayOfWeekEnum">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The day(s) of the week on which pricing will take place during the pricing period.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="dayNumber" type="xsd:integer">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The occurrence of the dayOfWeek within the pricing period on which pricing will take place, e.g. the 3rd Friday within each Calculation Period. If omitted, every dayOfWeek will be a pricing day.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:choice>
<xsd:element minOccurs="0" name="businessDayConvention" type="BusinessDayConventionEnum">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The convention for adjusting a date if it would otherwise fall on a day that is not a business day.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:group>
<!---->
<xsd:group name="LagOrReference.model">
<xsd:annotation>
<xsd:documentation xml:lang="en">Allows a Lag or a LagReference to be specified.</xsd:documentation>
</xsd:annotation>
<xsd:choice>
<xsd:element name="lag" type="Lag">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The pricing period per calculation period if the pricing days do not wholly fall within the respective calculation period.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="lagReference" type="LagReference">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Allows a lag to reference one already defined elsewhere in the trade.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:choice>
</xsd:group>
<xsd:group name="Price.model">
<xsd:annotation>
<xsd:documentation xml:lang="en">Price model group.</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element name="priceCurrency" type="Currency">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The currency used to specify the digital barrier in terms of a price per unit of commodity.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="priceUnit" type="QuantityUnit">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The unit of measure used to specify the digital barrier in terms of a price per unit of commodity.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:group>
<xsd:annotation>
<xsd:documentation xml:lang="en">Descriptions of a calculation period.</xsd:documentation>
</xsd:annotation>
<xsd:choice>
<xsd:element name="weatherCalculationPeriods" type="WeatherCalculationPeriods"/>
</xsd:choice>
</xsd:group>
</xsd:schema>
XML schema documentation generated with DocFlex/XML 1.9.0 using DocFlex/XML XSDDoc 2.8.0 template set. All content model diagrams generated by Altova XMLSpy via DocFlex/XML XMLSpy Integration.