All Element Summary |
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|
Applies to U.S.
|
||||||||||||||
|
Specifies the allowable quantity tolerance as an absolute quantity.
|
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|
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.
|
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|
Date from which early termination clause can be exercised.
|
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|
The Weather Index Station from which data with which to apply the "Adjustement to Fallback Station Data" terms.
|
||||||||||||||
|
A provider of either temperature data or precipitation data specified by the parties in the related Confirmation.
|
||||||||||||||
americanExercise (defined in CommodityExercise complexType) |
The parameters for defining the expiration date for an American option.
|
|||||||||||||
americanExercise (defined in CommodityPhysicalExercise complexType) |
The parameters for defining the expiration date(s) and time(s) for an American style option.
|
|||||||||||||
|
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.
|
||||||||||||||
|
The parameters for defining the expiration date for an American option.
|
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amount (in referenceLevel) |
|
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|
This specifies the numerator of an annualization factor.
|
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applicable (in systemFirm) |
Indicates that the trade is for a System Firm product.
|
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applicable (in transfer) |
Indicates that the oil product will be delivered by title transfer.
|
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applicable (in unitFirm) |
Indicates that the trade is for a Unit Firm product.
|
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applicableDay (defined in SettlementPeriods complexType) |
Specifies the Applicable Day with respect to a range of Settlement Periods.
|
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|
Applies to U.S.
|
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|
The ash content of the coal product.
|
||||||||||||||
|
The temperature at which the ash form of the coal product fuses completely in accordance with the ASTM International D1857 Standard Test Methodology.
|
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automaticExercise (defined in CommodityExercise complexType) |
Specifies whether or not Automatic Exercise applies to a Commodity Option Transaction.
|
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automaticExercise (defined in CommodityPhysicalExercise complexType) |
Specifies whether or not Automatic Exercise applies to a Commodity Option Transaction.
|
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|
Specifies whether or not Automatic Exercise applies to a Commodity Option Transaction.
|
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|
Specifies whether or not Automatic Exercise applies to a Commodity Option Transaction.
|
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|
Specifies the calculated floating price leg of a Commodity Forward Transaction.
|
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averagingMethod (defined in CommodityAsian.model group) |
The Method of Averaging if there is more than one Pricing Date.
|
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averagingMethod (defined in CommodityBasketUnderlyingBase complexType) |
The Method of Averaging if there is more than one Pricing Date.
|
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averagingMethod (defined in CommodityFx complexType) |
The parties may specify a Method of Averaging when averaging of the FX rate is applicable.
|
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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.
|
|||||||||||||
|
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.
|
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barrier (in commodityOption) |
Defines a commodity option barrier product feature.
|
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barrier (in commodityOption) |
Defines a commodity option barrier product feature.
|
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|
The brand(s) of material which can be delivered in Seller's option.
|
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|
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|
The number of British Thermal Units per Pound of the coal product.
|
||||||||||||||
|
The Quality Adjustment formula to be used where the Actual Shipment BTU/Lb value differs from the Standard BTU/Lb value.
|
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|
The physical leg of a Commodity Forward Transaction for which the underlyer is Bullion.
|
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|
The type of Bullion underlying a Bullion Transaction.
|
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businessCalendar (defined in CommodityPricingDates complexType) |
Identifies a commodity business day calendar from which the pricing dates will be determined.
|
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businessCalendar (defined in CommodityValuationDates complexType) |
Identifies a commodity business day calendar from which the pricing dates will be determined.
|
|||||||||||||
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.
|
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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.
|
|||||||||||||
|
The hub code of the gas buyer.
|
||||||||||||||
|
Captures details relevant to the calculation of the floating price.
|
||||||||||||||
|
Contains parameters which figure in the calculation of payments on a Weather Index Option.
|
||||||||||||||
calculation (in floatingLeg) |
Defines details relevant to the calculation of the floating price.
|
|||||||||||||
calculation (in weatherLeg) |
Defines details relevant to the calculation of the aggregate weather index amount.
|
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|
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.
|
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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.
|
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|
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|
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|
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calculationPeriods (defined in CommodityAsian.model group) |
An absolute representation of the Calculation Period start dates of the Commodity Option Transaction.
|
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calculationPeriods (defined in CommodityCalculationPeriods.model group) |
The Calculation Period start dates for this leg of the swap.
|
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|
An absolute representation of the Calculation Period start dates of the Commodity Option Transaction.
|
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|
A pointer style reference to single-day-duration Calculation Periods defined on another leg.
|
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|
A pointer style reference to the Calculation Periods defined on another leg.
|
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calculationPeriodsSchedule (defined in CommodityAsian.model group) |
A parametric representation of the Calculation Periods of the Commodity Option Transaction.
|
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calculationPeriodsSchedule (defined in CommodityCalculationPeriods.model group) |
The Calculation Periods for this leg of the swap.
|
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|
A parametric representation of the Calculation Periods of the Commodity Option Transaction.
|
||||||||||||||
|
A pointer style reference to the Calculation Periods Schedule defined on another leg.
|
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calendarSource (defined in CommodityPricingDates complexType) |
Used in conjunction with an exchange-based pricing source.
|
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calendarSource (defined in CommodityValuationDates complexType) |
Used in conjunction with an exchange-based pricing source.
|
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|
The calorific value of the gas to be delivered, specified in megajoules per cubic meter (MJ/m3).
|
||||||||||||||
clearingInstructions (defined in CommodityPhysicalExercise complexType) |
Specifies any instructions on how the physical settlement is to be effected when the option is exercised.
|
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|
The specification of the Coal Product to be delivered.
|
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|
Physically settled coal leg.
|
||||||||||||||
|
The type of coal product to be delivered specified in full.
|
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commencementDate (defined in CommodityExercisePeriods complexType) |
The first day of the exercise period for an American style option.
|
|||||||||||||
|
The first day(s) of the exercise period(s) for an American-style option.
|
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commodity (defined in CommodityBasketUnderlyingBase complexType) |
Specifies the underlying component.
|
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commodity (defined in CommodityUnderlyerChoice.model group) |
Describes the swap's underlyer when it has only one asset component.
|
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|
Specifies the underlying instrument.
|
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commodity (in commodityOption) |
Specifies the underlying instrument.
|
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commodity (in floatingLeg) |
Specifies the underlying instrument.
|
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|
Describes the swap's underlyer when it has multiple asset components.
|
||||||||||||||
|
Defines a commodity basket option product.
|
||||||||||||||
|
Defines a commodity digital option product.
|
||||||||||||||
|
Specifies the interest payment amount on a return swap.
|
||||||||||||||
|
Defines a commodity forward product.
|
||||||||||||||
|
Defines the substitutable commodity forward leg.
|
||||||||||||||
|
Specifies the fixed payments of a commodity performance swap.
|
||||||||||||||
|
Defines a commodity option product.
|
||||||||||||||
|
A swap the payoff of which is linked to the performance of the underlying asset.
|
||||||||||||||
|
A placeholder within 'commodityPerformanceSwap' structure for the actual commodity swap legs (e.g.
|
||||||||||||||
|
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.
|
||||||||||||||
|
Specifies the return payments of a commodity return swap.
|
||||||||||||||
|
Defines a commodity swap product.
|
||||||||||||||
|
The underlying commodity swap definiton.
|
||||||||||||||
|
Defines the substitutable commodity swap leg
|
||||||||||||||
|
Defines a commodity swaption product
|
||||||||||||||
|
Specifies the variance payments of a commodity variance swap.
|
||||||||||||||
|
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.
|
||||||||||||||
|
Applies to E.U.
|
||||||||||||||
|
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.
|
||||||||||||||
|
The conditions under which the party specified in contingentParty will be excused from damages if transmission is interrupted or curtailed.
|
||||||||||||||
|
The party to which the contingency applies.
|
||||||||||||||
|
For a DRY Voyage Charter or Time Charter Commodity Swap, the price per relevant unit for pruposes of the calculation of a Fixed Amount.
|
||||||||||||||
|
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.
|
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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.
|
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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.
|
|||||||||||||
|
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 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 'dataCorrection'=true, this indicates how long after the initial publication of the data corrections can be made.
|
||||||||||||||
|
||||||||||||||
|
The cycle(s) during which the oil product will be transported in the pipeline.
|
||||||||||||||
|
The date payment often revised after its publication, this indicates if the payment date could be recalculated.
|
||||||||||||||
|
The provider of either temperature data or precipitation data specified by the parties in the related Confirmation.
|
||||||||||||||
|
Reference to a party defined elsewhere in this document which may be allowed to terminate the trade.
|
||||||||||||||
|
The number of days over which pricing should take place.
|
||||||||||||||
|
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.
|
||||||||||||||
|
The method by which the pricing days are distributed across the pricing period.
|
||||||||||||||
|
The occurrence of the dayOfWeek within the pricing period on which pricing will take place, e.g. the 3rd Friday within each Calculation Period.
|
||||||||||||||
|
The day(s) of the week on which pricing will take place during the pricing period.
|
||||||||||||||
dayType (defined in Days.model group) |
The type of day on which pricing occurs.
|
|||||||||||||
|
Whether or not the delivery can go to barge.
|
||||||||||||||
|
The point at which the Coal Product as a reference to the Source of the Coal Product.
|
||||||||||||||
|
The physical delivery conditions for the transaction.
|
||||||||||||||
|
The physical delivery conditions for the transaction.
|
||||||||||||||
|
The physical delivery conditions for the transaction.
|
||||||||||||||
|
The physical delivery arrangements and requirements for a physically settled non-precious metal transaction.
|
||||||||||||||
|
The physical delivery conditions for the transaction.
|
||||||||||||||
|
The date on which allowances are to be delivered as specified in the related Confirmation.
|
||||||||||||||
|
The physical delivery location for the transaction.
|
||||||||||||||
|
The Delivery Point for a physically settled non-precious metal transaction.
|
||||||||||||||
deliveryLocation (in transfer) |
The location at which the transfer of the title to the commodity takes place.
|
|||||||||||||
|
The period during which delivery/deliveries of Coal Products may be scheduled.
|
||||||||||||||
|
The different options for specifying the Delivery or Supply Periods.
|
||||||||||||||
|
The different options for specifying the Delivery or Supply Periods.
|
||||||||||||||
|
The period during which delivery/deliveries of Metal may be scheduled.
|
||||||||||||||
|
The different options for specifying the Delivery or Supply Periods.
|
||||||||||||||
|
A pointer style reference to the Delivery Periods defined elsewhere.
|
||||||||||||||
|
A pointer style reference to the Calculation Periods Schedule defined elsewhere.
|
||||||||||||||
|
The point at which the Coal Product will be delivered and received.
|
||||||||||||||
|
The point at which delivery of the electricity will occur.
|
||||||||||||||
|
The physical or virtual point at which the commodity will be delivered.
|
||||||||||||||
|
The different options for specifying the quantity.
|
||||||||||||||
|
The different options for specifying the quantity.
|
||||||||||||||
|
The different options for specifying the quantity.
|
||||||||||||||
|
The different options for specifying the quantity.
|
||||||||||||||
|
Indicates the under what conditions the Parties' delivery obligations apply.
|
||||||||||||||
|
Indicates whether the buyer and seller are contractually obliged to consume and supply the specified quantities of the commodity.
|
||||||||||||||
|
The zone covering potential delivery points for the electricity.
|
||||||||||||||
|
The barrier and cash payout features of the digital option.
|
||||||||||||||
direction (defined in CommodityBasketUnderlyingBase complexType) |
Indicates the role of the option buyer with regard to this underlyer.
|
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|
||||||||||||||
|
To be used where disruption fallbacks are set out in the relevant Master Agreement governing the trade.
|
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duration (defined in SettlementPeriods complexType) |
The length of each Settlement Period.
|
|||||||||||||
|
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.
|
||||||||||||||
|
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)
|
||||||||||||||
|
Applies to EU Emissions Allowance Transactions.
|
||||||||||||||
effectiveDate (defined in CommoditySwapDetails.model group) |
Specifies the effective date of this leg of the swap.
|
|||||||||||||
|
The effective date of the Commodity Option Transaction.
|
||||||||||||||
|
The effective date of the Commodity Option Transaction.
|
||||||||||||||
|
The effective date of the Commodity Option Transaction.
|
||||||||||||||
|
Effective date of an option.
|
||||||||||||||
|
Specifies the Eeffective Date of the swap.
|
||||||||||||||
|
Indicates the party able to choose whether the gas is delivered for a particular period e.g. a swing or interruptible contract.
|
||||||||||||||
|
Indicates the party able to decide which delivery point within the deliveryPoint is used for delivery.
|
||||||||||||||
|
The specification of the electricity to be delivered.
|
||||||||||||||
|
Physically settled electricity leg.
|
||||||||||||||
endDate (in riskPeriod) |
|
|||||||||||||
endTime (defined in SettlementPeriods complexType) |
Specifies the hour-ending End Time with respect to a range of Settlement Periods.
|
|||||||||||||
|
The last year of the Commpliance Period.
|
||||||||||||||
|
The physical or virtual point at which the commodity enters a transportation system.
|
||||||||||||||
entryPoint (in pipeline) |
The point at which the oil product will enter the pipeline.
|
|||||||||||||
|
The specification of the type of allowance or credit.
|
||||||||||||||
|
Physically settled environmental leg.
|
||||||||||||||
|
When "true" the EEP Equivalent is applicable.
|
||||||||||||||
europeanExercise (defined in CommodityExercise complexType) |
The parameters for defining the expiration date and time for a European or Asian style option.
|
|||||||||||||
europeanExercise (defined in CommodityPhysicalExercise complexType) |
The parameters for defining the expiration date(s) and time(s) for a European style option.
|
|||||||||||||
|
The parameters for defining the expiration date and time for a European or Asian style option.
|
||||||||||||||
|
The parameters for defining the expiration date and time for a European or Asian style option.
|
||||||||||||||
|
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.
|
||||||||||||||
|
The parameters for defining how the commodity option can be exercised and how it is settled.
|
||||||||||||||
|
The parameters for defining how the commodity option can be exercised and how it is settled.
|
||||||||||||||
exercise (in commodityOption) |
The parameters for defining how the commodity option can be exercised and how it is settled.
|
|||||||||||||
exercise (in commodityOption) |
|
|||||||||||||
exerciseFrequency (defined in CommodityAmericanExercise complexType) |
The exercise frequency for the strip.
|
|||||||||||||
exerciseFrequency (defined in CommodityEuropeanExercise complexType) |
The exercise frequency for the strip.
|
|||||||||||||
exercisePeriod (defined in CommodityAmericanExercise complexType) |
Describes the American exercise periods.
|
|||||||||||||
exercisePeriod (defined in CommodityAmericanExercise complexType) |
Describes the American exercise periods.
|
|||||||||||||
expirationDate (defined in CommodityEuropeanExercise complexType) |
The last day within an exercise period for an American style option.
|
|||||||||||||
expirationDate (defined in CommodityEuropeanExercise complexType) |
The last day within an exercise period for an American style option.
|
|||||||||||||
expirationDate (defined in CommodityExercisePeriods complexType) |
The last day within an exercise period for an American style option.
|
|||||||||||||
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.
|
|||||||||||||
|
Specifies any offset from the adjusted Calculation Period start date or adjusted Calculation Period end date applicable to each Payment Date.
|
||||||||||||||
expirationDates (in americanExercise defined in CommodityPhysicalExercise complexType) |
The Expiration Date(s) of an American-style option.
|
|||||||||||||
expirationDates (in europeanExercise defined in CommodityPhysicalExercise complexType) |
The Expiration Date(s) of a European-style option.
|
|||||||||||||
expirationTime (defined in CommodityAmericanExercise complexType) |
The specific time of day on which the option expires.
|
|||||||||||||
expirationTime (defined in CommodityEuropeanExercise complexType) |
The specific time of day on which the option expires.
|
|||||||||||||
expirationTime (in americanExercise defined in CommodityPhysicalExercise complexType) |
The specific time of day at which the option expires.
|
|||||||||||||
expirationTime (in europeanExercise defined in CommodityPhysicalExercise complexType) |
The specific time of day at which the option expires.
|
|||||||||||||
|
Specifies whether the payment(s) occur relative to the date of a physical event.
|
||||||||||||||
|
Applies to EU Emissions Allowance Transactions.
|
||||||||||||||
|
Disruption fallback that applies to the trade.
|
||||||||||||||
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.
|
|||||||||||||
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.
|
|||||||||||||
|
The cash payment that is made when the digital barrier is breached.
|
||||||||||||||
|
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.
|
||||||||||||||
|
||||||||||||||
|
Indicates under what condtitions the Parties' delivery obligations apply.
|
||||||||||||||
|
The interval between the start of each lagDuration and the start of each respective calculation period.
|
||||||||||||||
|
Fixed Price Leg.
|
||||||||||||||
fixedLeg (in commodityForward) |
The fixed leg of a Commodity Forward Transaction.
|
|||||||||||||
fixedPrice (in fixedLeg in commodityForward) |
Fixed price on which fixed payments are based.
|
|||||||||||||
fixedPrice (in fixedLeg) |
Fixed price on which fixed payments are based.
|
|||||||||||||
|
Allows the specification of a Fixed Price that varies over the life of the trade.
|
||||||||||||||
|
The Fixed Price for a given Calculation Period during the life of the trade.
|
||||||||||||||
|
The calculation period fixed rate or "fee" rate.
|
||||||||||||||
fixingTime (defined in CommodityFx complexType) |
The time at which the spot currency exchange rate will be observed.
|
|||||||||||||
fixingTime (defined in CommodityFx complexType) |
The time at which the spot currency exchange rate will be observed.
|
|||||||||||||
|
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.
|
||||||||||||||
|
If flatRate is set to "Fixed", the actual value of the Flat Rate.
|
||||||||||||||
|
Floating Price leg.
|
||||||||||||||
|
The currency amount of the strike price per unit.
|
||||||||||||||
|
||||||||||||||
|
The temperature at which the ash cone flattens.
|
||||||||||||||
|
If true, indicates that the buyer and seller should be excused of their delivery obligations when such performance is prevented by Force Majeure.
|
||||||||||||||
|
Defines the value of the commodity return calculation formula as simple or compound.
|
||||||||||||||
fx (defined in CommodityExercise complexType) |
FX observations to be used to convert the observed Commodity Reference Price to the Settlement Currency.
|
|||||||||||||
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.
|
|||||||||||||
fx (in underlying in notionalQuantityBasket) |
FX observations to be used to convert the observed Commodity Reference Price to the Settlement Currency.
|
|||||||||||||
|
A list of the fx observation dates for a given Calculation Period.
|
||||||||||||||
|
A type to identify how the FX rate will be applied.
|
||||||||||||||
|
The specification of the gas to be delivered.
|
||||||||||||||
|
Physically settled natural gas leg.
|
||||||||||||||
|
||||||||||||||
|
The grade(s) of material which can be delivered in seller's option.
|
||||||||||||||
|
The grade of oil product to be delivered.
|
||||||||||||||
|
The Hardgrove Grindability Index value of the coal to be delivered.
|
||||||||||||||
|
||||||||||||||
|
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.
|
||||||||||||||
|
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.
|
||||||||||||||
|
The temperature at which an ash cone shows evidence of deformation.
|
||||||||||||||
|
If specified in the confirmation, the price or index level at the beginning of the initial Calculation Period.
|
||||||||||||||
|
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.
|
||||||||||||||
|
Identification of the border(s) or border point(s) of a transportation contract.
|
||||||||||||||
|
Identification of the border(s) or border point(s) of a transportation contract.
|
||||||||||||||
knock (defined in CommodityBarrier complexType) |
The knock feature of a commodity barrier option.
|
|||||||||||||
lag (defined in CommodityPricingDates complexType) |
The pricing period per calculation period if the pricing days do not wholly fall within the respective calculation period.
|
|||||||||||||
lag (defined in CommodityValuationDates complexType) |
The pricing period per calculation period if the pricing days do not wholly fall within the respective calculation period.
|
|||||||||||||
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.
|
|||||||||||||
|
The period during which observations will be made.
|
||||||||||||||
|
Allows a lag to reference one already defined elsewhere in the trade.
|
||||||||||||||
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.
|
|||||||||||||
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.
|
|||||||||||||
latestExerciseTimeDetermination (defined in CommodityAmericanExercise complexType) |
Latest exercise time determination method.
|
|||||||||||||
levelPercentage (defined in CommodityTrigger complexType) |
A barrier expressed as a percentage of notional quantity or commodity price level.
|
|||||||||||||
|
A barrier expressed as a price level.
|
||||||||||||||
|
The amount used the specify the barrier in terms of an quantity of commodity or a change in the quantity of commodity.
|
||||||||||||||
|
The units (e.g.
|
||||||||||||||
|
LoadType is a summary of the full description of the settlement periods with respect to the region.
|
||||||||||||||
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.
|
|||||||||||||
|
Market disruption event(s) that apply.
|
||||||||||||||
|
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 present and true indicates that the Payment Date(s) are specified in the relevant master agreement.
|
||||||||||||||
|
The types of metal product for a physically settled metal trade.
|
||||||||||||||
|
2005 Commodity Definitions only.
|
||||||||||||||
|
The maximum total payment amount that will be paid in any particular transaction.
|
||||||||||||||
|
The maximum payment amount that will be paid in any particular Calculation Period.
|
||||||||||||||
|
The maximum quantity to be delivered.
|
||||||||||||||
|
The specification of the Metal Product to be delivered.
|
||||||||||||||
|
Physically settled metal products leg.
|
||||||||||||||
|
1993 Commodity Definitions only.
|
||||||||||||||
|
The minimum Notional Quantity that can be exercised on a given Exercise Date.
|
||||||||||||||
|
The minimum quantity to be delivered.
|
||||||||||||||
|
The moisture content of the coal product.
|
||||||||||||||
multipleExercise (defined in CommodityAmericanExercise complexType) |
The presence of this element indicates that the option may be partially exercised.
|
|||||||||||||
|
Specifies whether denominator of the annualization factor is N ("false") or N - 1 ("true").
|
||||||||||||||
|
||||||||||||||
|
The maximum amount by which the quantity delivered can be less than the agreed quantity.
|
||||||||||||||
|
The maximum percentage amount by which the quantity delivered can be less than the agreed quantity.
|
||||||||||||||
|
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.
|
||||||||||||||
|
Volume contracted when volume is specified as a currency-denominated amount.
|
||||||||||||||
|
Specifies the notional amount of a commodity performance type swap.
|
||||||||||||||
|
Specifies the notional amount of a commodity performance type swap.
|
||||||||||||||
|
Specifies the notional amount of a commodity performance type swap.
|
||||||||||||||
|
||||||||||||||
|
||||||||||||||
|
A reference to the Return swap notional amount defined in another leg of the return swap.
|
||||||||||||||
|
A reference to the Return swap notional amount defined in another leg of the return swap.
|
||||||||||||||
|
A reference to the Return swap notional amount defined in another leg of the return swap.
|
||||||||||||||
notionalQuantity (defined in CommodityNotionalQuantity.model group) |
The Notional Quantity.
|
|||||||||||||
|
The volume contracted when the volume is specified as a quantity of commodity.
|
||||||||||||||
|
||||||||||||||
|
Allows the documentation of a shaped notional trade where the notional changes over the life of the transaction.
|
||||||||||||||
|
The Notional Quantity per Calculation Period.
|
||||||||||||||
|
The number of allowances, certificates or credit to be transaction in the transaction.
|
||||||||||||||
|
The specification of the oil product to be delivered.
|
||||||||||||||
|
Physically settled oil or refined products leg.
|
||||||||||||||
|
Indicates whether the tolerance it at the seller's or buyer's option.
|
||||||||||||||
|
Indicates whether the tolerance is at the seller's or buyer's option.
|
||||||||||||||
|
The type of option transaction.
|
||||||||||||||
|
The type of option transaction.
|
||||||||||||||
|
The type of option transaction.
|
||||||||||||||
|
The type of option transaction.
|
||||||||||||||
|
||||||||||||||
|
||||||||||||||
paymentDates (defined in CommodityNonPeriodicPaymentDates.model group) |
Dates on which payments will be made.
|
|||||||||||||
paymentDates (in weatherLeg) |
The Payment Dates of the trade relative to the Calculation Periods or Calculation Date
|
|||||||||||||
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.
|
|||||||||||||
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.
|
|||||||||||||
|
Specifies whether the payment(s) occur relative to the date of a physical event such as issuance of a bill of lading.
|
||||||||||||||
|
When "true" the Excess Emissions Penalty is applicable.
|
||||||||||||||
|
Specifies the allowable quantity tolerance as a percentage of the quantity.
|
||||||||||||||
|
The +/- percentage quantity tolerance in seller's option which applied to each shipment period.
|
||||||||||||||
|
The Delivery Periods for this leg of the swap.
|
||||||||||||||
|
The Delivery Periods for this leg of the swap.
|
||||||||||||||
|
The parameters for defining how the commodity option can be exercised into a physical transaction.
|
||||||||||||||
|
The parameters for defining how the commodity option can be exercised into a physical transaction.
|
||||||||||||||
physicalQuantity (defined in CommodityFixedPhysicalQuantity.model group) |
The Quantity per Delivery Period.
|
|||||||||||||
|
The Quantity per Delivery Period.
|
||||||||||||||
physicalQuantitySchedule (defined in CommodityFixedPhysicalQuantity.model group) |
Allows the documentation of a shaped quantity trade where the quantity changes over the life of the transaction.
|
|||||||||||||
|
Allows the documentation of a shaped quantity trade where the quantity changes over the life of the transaction.
|
||||||||||||||
|
Specified the delivery conditions where the oil product is to be delivered by pipeline.
|
||||||||||||||
|
The name of pipeline by which the oil product will be delivered.
|
||||||||||||||
|
The maxmium amount by which the quantity delivered can exceed the agreed quantity.
|
||||||||||||||
|
The maximum percentage amount by which the quantity delivered can exceed the agreed quantity.
|
||||||||||||||
|
The option premium payable by the buyer to the seller.
|
||||||||||||||
|
The option premium payable by the buyer to the seller.
|
||||||||||||||
premium (in commodityOption) |
The option premium payable by the buyer to the seller.
|
|||||||||||||
premium (in commoditySwaption) |
The option premium payable by the buyer to the seller.
|
|||||||||||||
|
The currency amount of premium to be paid per Unit of the Total Notional Quantity.
|
||||||||||||||
price (defined in FixedPrice complexType) |
The Fixed Price.
|
|||||||||||||
|
The currency used to specify the digital barrier in terms of a price per unit of commodity.
|
||||||||||||||
|
2005 Commodity Definitions only.
|
||||||||||||||
|
The unit of measure used to specify the digital barrier in terms of a price per unit of commodity.
|
||||||||||||||
pricingDates (defined in CommodityAsian.model group) |
The dates on which the option will price.
|
|||||||||||||
pricingDates (defined in CommodityBasketUnderlyingBase complexType) |
The dates on which the option will price.
|
|||||||||||||
pricingDates (defined in CommodityPricingDates complexType) |
A list of adjustable dates on which the trade will price.
|
|||||||||||||
pricingDates (defined in FloatingLegCalculation complexType) |
Commodity Pricing Dates.
|
|||||||||||||
|
Describes which dates are valid dates on which to observe a price or index level
|
||||||||||||||
|
Describes which dates are valid dates on which to observe a price or index level.
|
||||||||||||||
|
Defines the Start of the Pricing period.
|
||||||||||||||
|
A list of actions available to the parties should a Primary Disruption Event occur.
|
||||||||||||||
primaryRateSource (defined in CommodityFx complexType) |
The primary source for where the rate observation will occur.
|
|||||||||||||
|
||||||||||||||
productType (in environmental) |
Specifies the type of environmental allowance or credit.
|
|||||||||||||
|
The quality of the gas to be delivered.
|
||||||||||||||
quantity (defined in CommodityNotionalQuantity complexType) |
Amount of commodity per quantity frequency.
|
|||||||||||||
quantity (defined in UnitQuantity complexType) |
Amount of commodity per quantity frequency.
|
|||||||||||||
quantity (defined in WeatherIndex complexType) |
This is the Reference Level.
|
|||||||||||||
quantityFrequency (defined in CommodityNotionalQuantity complexType) |
The frequency at which the Notional Quantity is deemed to apply for purposes of calculating the Total Notional Quantity.
|
|||||||||||||
quantityReference (defined in CommodityNotionalQuantity.model group) |
A pointer style reference to a quantity defined on another leg.
|
|||||||||||||
|
A pointer to a specification of quantity defined elsewhere.
|
||||||||||||||
|
A pointer style reference to a quantity defined on another leg.
|
||||||||||||||
|
The quantity per Calculation Period.
|
||||||||||||||
quantityUnit (defined in CommodityNotionalQuantity complexType) |
Quantity Unit is the unit of measure applicable for the quantity on the Transaction.
|
|||||||||||||
quantityUnit (defined in UnitQuantity complexType) |
Quantity Unit is the unit of measure applicable for the quantity on the Transaction.
|
|||||||||||||
|
If true, indicates that QVA is applicable.
|
||||||||||||||
|
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.
|
||||||||||||||
|
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.
|
||||||||||||||
|
||||||||||||||
|
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").
|
||||||||||||||
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.
|
|||||||||||||
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.
|
|||||||||||||
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.
|
|||||||||||||
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.
|
|||||||||||||
|
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.
|
||||||||||||||
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.
|
|||||||||||||
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.
|
|||||||||||||
|
The Payment Dates of the trade relative to the Calculation Periods.
|
||||||||||||||
risk (in deliveryConditions in coalPhysicalLeg) |
Specifies how the risk associated with the delivery is assigned.
|
|||||||||||||
risk (in deliveryConditions in metalPhysicalLeg) |
"Risk of loss" may also be used, equivalently, on confirmation documents.
|
|||||||||||||
|
Specifies how the risk associated with the delivery is assigned.
|
||||||||||||||
|
Used to determine how provisions in Part [7] Page 7 (B) Failure to Deliver Not Remedied are to be applied.
|
||||||||||||||
rounding (defined in CommodityContent.model group) |
Rounding direction and precision for amounts.
|
|||||||||||||
rounding (defined in FloatingLegCalculation complexType) |
Rounding direction and precision for price values.
|
|||||||||||||
rounding (defined in WeatherLegCalculation complexType) |
Rounding direction and precision for price values.
|
|||||||||||||
|
Indicates whether type and source refer to globalCOAL SCoTA specifications.
|
||||||||||||||
|
A list of actions available to the parties should a Secondary Disruption Event occur.
|
||||||||||||||
secondaryRateSource (defined in CommodityFx complexType) |
An alternative, or secondary, source for where the rate observation will occur.
|
|||||||||||||
|
The hub code of the has seller.
|
||||||||||||||
|
Sequence in which the reference to the disruption fallback should be applied.
|
||||||||||||||
settlementCurrency (defined in CommodityExercise complexType) |
The currency into which the Commodity Option Transaction will settle.
|
|||||||||||||
settlementCurrency (defined in CommoditySwapDetails.model group) |
The currency into which the Commodity Swap Transaction will settle.
|
|||||||||||||
|
The currency in which the commodity performance swap transaction will settle.
|
||||||||||||||
|
The currency into which the Commodity Option Transaction will settle.
|
||||||||||||||
|
Date on which the bullion will settle.
|
||||||||||||||
|
Describes contract terms related to the consequences of Bullion Settlement Disruption Events.
|
||||||||||||||
|
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.
|
||||||||||||||
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.
|
|||||||||||||
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.
|
|||||||||||||
|
The specification of the Settlement Periods in which the electricity will be delivered.
|
||||||||||||||
|
For an electricity transaction, the Notional Quantity for a one or more groups of Settlement Periods to which the Notional Quantity is based.
|
||||||||||||||
|
For an electricity transaction, the Notional Quantity schedule for a one or more groups of Settlement Periods to which the Notional Quantity is based.
|
||||||||||||||
|
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.
|
||||||||||||||
|
For an electricity transaction, the fixed price for one or more groups of Settlement Periods on which fixed payments are based.
|
||||||||||||||
|
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.
|
||||||||||||||
|
For an electricity transaction, the Fixed Price for a given Calculation Period during the life of the trade which applies to the range(s) of Settlement Periods referenced by settlementPeriods Reference.
|
||||||||||||||
settlementPeriodsReference (defined in CommodityPricingDates complexType) |
Allows a set of Settlement Periods to reference one already defined elsewhere in the trade structure.
|
|||||||||||||
settlementPeriodsReference (defined in CommodityValuationDates complexType) |
Allows a set of Settlement Periods to reference one already defined elsewhere in the trade structure.
|
|||||||||||||
|
A pointer style reference to the range(s) of Settlement Periods to which this quantity applies.
|
||||||||||||||
|
A pointer style reference to the range(s) of Settlement Periods to which this quantity applies.
|
||||||||||||||
|
The range(s) of Settlement Periods to which the Notional Quantity applies.
|
||||||||||||||
|
The range(s) of Settlement Periods to which the Fixed Price steps apply.
|
||||||||||||||
|
||||||||||||||
|
The range(s) of Settlement Periods to which the Fixed Price steps apply.
|
||||||||||||||
|
The specification of the Settlement Periods in which the electricity will be delivered.
|
||||||||||||||
|
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.
|
||||||||||||||
|
The range of Settlement Periods per Calculation Period.
|
||||||||||||||
|
The physical shape(s) which can be delivered in Seller's option.
|
||||||||||||||
|
The sulfur/sulphur dioxide content of the coal product.
|
||||||||||||||
|
The Quality Adjustment formula to be used where the Actual Shipment SO2/MMBTU value differs from the Standard SO2/MMBTU value.
|
||||||||||||||
|
The temperature at which the height of an ash cone equals half its width.
|
||||||||||||||
|
The temperature at which the height of an ash cone equals its width.
|
||||||||||||||
|
The SCoTA cargo origin, mining region, mine(s), mining complex(es), loadout(s) or river dock(s) or other point(s) of origin that Seller and Buyer agree are acceptable origins for the Coal Product.
|
||||||||||||||
spread (defined in FloatingLegCalculation complexType) |
The spread over or under the Commodity Reference Price for this leg of the trade.
|
|||||||||||||
|
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 spread percentage over or under the Commodity Reference Price for this leg of the trade.
|
||||||||||||||
spreadSchedule (defined in FloatingLegCalculation complexType) |
The spread over or under the Commodity Reference Price for this leg of the trade for each Calculation Period.
|
|||||||||||||
|
The spread per Calculation Period.
|
||||||||||||||
|
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.
|
||||||||||||||
standardContent (defined in CoalAttributeDecimal complexType) |
The actual content of the quality characteristics of the Coal Product Shipment expected by the Buyer.
|
|||||||||||||
standardContent (defined in CoalAttributePercentage complexType) |
The actual content of the quality characteristics of the Coal Product Shipment expected by the Buyer.
|
|||||||||||||
|
||||||||||||||
|
||||||||||||||
|
||||||||||||||
startDate (in riskPeriod) |
|
|||||||||||||
|
||||||||||||||
startTime (defined in SettlementPeriods complexType) |
Specifies the hour-ending Start Time with respect to a range of Settlement Periods.
|
|||||||||||||
|
The first year of the Compliance Period.
|
||||||||||||||
|
||||||||||||||
|
The currency amount of the strike price per unit.
|
||||||||||||||
|
||||||||||||||
|
The strike price per unit per Calculation Period.
|
||||||||||||||
|
||||||||||||||
|
The sulfur/sulphur content of the coal product.
|
||||||||||||||
|
The time at which gas delivery should end on each day of the Delivery Period(s).
|
||||||||||||||
|
The time at which gas delivery should start on each day of the Delivery Period(s).
|
||||||||||||||
|
If the parties specify "Not Applicable", the "Synoptic Data" Disruption Fallback will not apply.
|
||||||||||||||
|
||||||||||||||
|
Indicates that the electricity is intended to be supplied from the owned or controlled generation or pre-existing purchased power assets of the system specified.
|
||||||||||||||
terminationDate (defined in CommoditySwapDetails.model group) |
Specifies the termination date of this leg of the swap.
|
|||||||||||||
|
Specifies the termination date of the Commodity Option Transaction.
|
||||||||||||||
|
Specifies the termination date of the Commodity Option Transaction.
|
||||||||||||||
|
Specifies the termination date of the Commodity Option Transaction.
|
||||||||||||||
|
Specifies the Termination Date of the swap.
|
||||||||||||||
|
Describes how and when title to the commodity transfers.
|
||||||||||||||
|
The smallest sieve opening that will result in less than 5% of a sample of the coal product remaining.
|
||||||||||||||
totalNotionalQuantity (defined in CommodityNotionalQuantity.model group) |
The Total Notional Quantity.
|
|||||||||||||
|
||||||||||||||
totalPhysicalQuantity (defined in CommodityFixedPhysicalQuantity.model group) |
The Total Quantity of the commodity to be delivered.
|
|||||||||||||
|
The Total Quantity of the commodity to be delivered.
|
||||||||||||||
totalPrice (in fixedLeg in commodityForward) |
The total amount of the fixed payment for all units of the underlying commodity.
|
|||||||||||||
totalPrice (in fixedLeg) |
The total amount of all fixed payments due during the term of the trade.
|
|||||||||||||
|
The +/- percent tolerance in seller's option which applies to the total quantity delivered over all shipment periods.
|
||||||||||||||
|
Applies to U.S.
|
||||||||||||||
|
Specified the delivery conditions where the oil product is to be delivered by title transfer.
|
||||||||||||||
|
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.
|
||||||||||||||
|
The transportation equipment with which the Coal Product will be delivered and received.
|
||||||||||||||
trigger (defined in CommodityBarrier complexType) |
|
|||||||||||||
|
||||||||||||||
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.
|
|||||||||||||
|
The type of coal product to be delivered by reference to a pre-defined specification.
|
||||||||||||||
type (in electricity) |
The type of electricity product to be delivered.
|
|||||||||||||
|
The type of gas to be delivered.
|
||||||||||||||
|
The type of oil product to be delivered.
|
||||||||||||||
|
Indicates the role of the option buyer with regard to this underlyer.
|
||||||||||||||
|
Indicates the role of the option buyer with regard to this underlyer.
|
||||||||||||||
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.
|
|||||||||||||
unit (in absoluteTolerance) |
The unit in which the tolerance is specified.
|
|||||||||||||
|
Indicates that the electricity is intended to be supplied from a generation asset which can optionally be specified.
|
||||||||||||||
valuationDates (defined in CommodityValuationDates complexType) |
A list of adjustable dates on which the trade will price.
|
|||||||||||||
|
Defines when a price or index level will be observed that will figure in the return calculation.
|
||||||||||||||
|
Defines when a price or index level will be observed that will figure in the return calculation.
|
||||||||||||||
|
Specifies the value date of the Commodity Forward Transaction.
|
||||||||||||||
|
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.
|
||||||||||||||
|
Specifies the variance strike price when this strike is expressed in variance units.
|
||||||||||||||
|
Applies to U.S.
|
||||||||||||||
|
The volatile content of the coal product.
|
||||||||||||||
|
Specifies the volatility strike price when this strike is expressed in standard deviation units.
|
||||||||||||||
|
The voltage, expressed as a number of volts, of the electricity to be delivered.
|
||||||||||||||
|
||||||||||||||
|
||||||||||||||
|
Specifies where the data (e.g.
|
||||||||||||||
|
Specifies where the data (e.g.
|
||||||||||||||
|
Defining the Weather Index Level or Weather Index Strike Level.
|
||||||||||||||
|
Weather Index strike price level is specified in terms of weather index units (e.g. 1 Days, 3 Inches, etc.)
|
||||||||||||||
|
A weather leg element of a Commodity Swap defines Weather Index Swap transactions.
|
||||||||||||||
|
||||||||||||||
|
Defines the price per weather index unit.
|
||||||||||||||
|
The source or sources of weather index data specified by the parties in the related Confirmation.
|
||||||||||||||
|
||||||||||||||
|
||||||||||||||
|
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.
|
||||||||||||||
|
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.
|
||||||||||||||
|
||||||||||||||
|
||||||||||||||
|
The physical or virtual point at which the commodity is withdrawn from a transportation system.
|
||||||||||||||
withdrawalPoint (in pipeline) |
The location at which the transfer of the title to the commodity takes place.
|
|||||||||||||
|
For a WET Voyager Charter Commodity Swap, the number of Worldscale Points for purposes of the calculation of a Fixed Amount.
|
||||||||||||||
|
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.
|
||||||||||||||
writtenConfirmation (defined in CommodityExercise complexType) |
Specifies whether or not Written Confirmation applies to a Commodity Option Transaction.
|
|||||||||||||
writtenConfirmation (defined in CommodityPhysicalExercise complexType) |
Specifies whether or not Written Confirmation applies to a Commodity Option Transaction.
|
|||||||||||||
|
Specifies whether or not Written Confirmation applies to a Commodity Option Transaction.
|
||||||||||||||
|
Specifies whether or not Written Confirmation applies to a Commodity Option Transaction.
|
||||||||||||||
Complex Type Summary |
||||||||||||
|
The acceptable tolerance in the delivered quantity of a physical commodity product in terms of a number of units of that product.
|
||||||||||||
|
The average price leg of an average price commodity bullion or non-precious metal forward transaction.
|
||||||||||||
|
A scheme defining where bullion is to be delivered for a Bullion Transaction.
|
||||||||||||
|
Physically settled leg of a physically settled Bullion Transaction.
|
||||||||||||
|
A pointer style reference to single-day-duration calculation periods defined elsewhere - note that this schedule consists of a parameterised schedule in a calculationPeriodsSchedule container.
|
||||||||||||
|
A pointer style reference to a calculation periods schedule defined elsewhere - note that this schedule consists of a series of actual dates in a calculationPeriods container.
|
||||||||||||
|
A pointer style reference to a calculation periods schedule defined elsewhere - note that this schedule consists of a parameterised schedule in a calculationPeriodsSchedule container.
|
||||||||||||
|
The different options for specifying the attributes of a coal quality measure as a decimal value.
|
||||||||||||
|
The different options for specifying the attributes of a coal quality measure as a percentage of the measured value.
|
||||||||||||
|
The physical delivery conditions for coal.
|
||||||||||||
|
A scheme identifying the types of the Delivery Point for a physically settled coal trade.
|
||||||||||||
|
Physically settled leg of a physically settled coal transaction.
|
||||||||||||
|
A type defining the characteristics of the coal being traded in a physically settled gas transaction.
|
||||||||||||
|
A scheme identifying the sources of coal for a physically settled coal trade.
|
||||||||||||
|
The different options for specifying the quality attributes of the coal to be delivered.
|
||||||||||||
|
A scheme identifying the types of coal for a physically settled coal trade.
|
||||||||||||
|
A scheme identifying the quality adjustment formulae for a physically settled coal trade.
|
||||||||||||
|
The quality attributes of the coal to be delivered.
|
||||||||||||
|
The quality attributes of the coal to be delivered, specified on a periodic basis.
|
||||||||||||
|
A scheme identifying the methods by which coal may be transported.
|
||||||||||||
|
A type for defining exercise procedures associated with an American style exercise of a commodity option.
|
||||||||||||
|
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.
|
||||||||||||
|
Describes the swap's underlyer when it has multiple asset components.
|
||||||||||||
|
Abstract base class for all underlying assets.
|
||||||||||||
|
||||||||||||
|
||||||||||||
|
||||||||||||
|
||||||||||||
|
||||||||||||
|
||||||||||||
|
A parametric representation of the Calculation Periods for on Asian option or a leg of a swap.
|
||||||||||||
|
The different options for specifying the Delivery Periods of a physical leg.
|
||||||||||||
|
A scheme identifying the types of the Delivery Point for a physically settled commodity trade.
|
||||||||||||
|
A scheme identifying how the parties to the trade aportion responsibility for the delivery of the commodity product (for example Free On Board, Cost, Insurance, Freight)
|
||||||||||||
|
Defined the conditions under which the digital option can triggers and, if triggered, what payment results.
|
||||||||||||
|
The parameters for defining how the commodity digital option can be exercised.
|
||||||||||||
|
Defines the digital commodity option product type.
|
||||||||||||
|
A type for defining exercise procedures associated with a European style exercise of a commodity option.
|
||||||||||||
|
The parameters for defining how the commodity option can be exercised, how it is priced and how it is settled.
|
||||||||||||
|
The parameters for defining how the commodity option can be exercised, how it is priced and how it is settled.
|
||||||||||||
|
||||||||||||
|
A scheme identifying the physical event relative to which option expiration occurs.
|
||||||||||||
|
||||||||||||
|
The Fixed Price for a given Calculation Period during the life of the trade.
|
||||||||||||
|
Commodity Forward
|
||||||||||||
|
Abstract base class for all commodity forward legs
|
||||||||||||
|
Frequency Type for use in Pricing Date specifications.
|
||||||||||||
|
A type defining the FX observations to be used to convert the observed Commodity Reference Price to the Settlement Currency.
|
||||||||||||
|
Identifes how the FX rate will be applied.
|
||||||||||||
|
A type defining a hub or other reference for a physically settled commodity trade.
|
||||||||||||
|
A scheme identifying the code for a hub or other reference for a physically settled commodity trade.
|
||||||||||||
|
A type describing the interest rate leg (a.k.a fee leg) of the commodity performance swap.
|
||||||||||||
|
ISDA 1993 or 2005 commodity market disruption elements.
|
||||||||||||
|
||||||||||||
|
||||||||||||
|
The name of the entity that issues the brand
|
||||||||||||
|
||||||||||||
|
||||||||||||
|
||||||||||||
|
A type for defining the multiple exercise provisions of an American style commodity option.
|
||||||||||||
|
A complex type to specify the notional amount.
|
||||||||||||
|
A reference to the return swap notional amount.
|
||||||||||||
|
Commodity Notional.
|
||||||||||||
|
The Notional Quantity per Calculation Period.
|
||||||||||||
|
Defines a commodity option product type.
|
||||||||||||
|
A scheme identifying the physical event relative to which payment occurs.
|
||||||||||||
|
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.
|
||||||||||||
|
A product with which to represent return swaps, total return swaps and excess return swaps.
|
||||||||||||
|
||||||||||||
|
Abstract base class for all commodity performance swap legs.
|
||||||||||||
|
The parameters for defining the expiration date(s) and time(s) for an American style option.
|
||||||||||||
|
The parameters for defining the expiration date(s) and time(s) for a European style option.
|
||||||||||||
|
The parameters for defining how the physically-settled commodity option can be exercised and how it is settled.
|
||||||||||||
|
A type defining the physical quantity of the commodity to be delivered.
|
||||||||||||
|
An abstract base class for physical quantity types.
|
||||||||||||
|
The Quantity per Delivery Period.
|
||||||||||||
|
The pipeline through which the physical commodity will be delivered.
|
||||||||||||
|
The pipeline cycle during which the physical commodity will be delivered.
|
||||||||||||
|
The commodity option premium payable by the buyer to the seller.
|
||||||||||||
|
The dates on which prices are observed for the underlyer.
|
||||||||||||
|
A scheme identifying the grade of physical commodity product to be delivered.
|
||||||||||||
|
A type for defining the frequency at which the Notional Quantity is deemed to apply for purposes of calculating the Total Notional Quantity.
|
||||||||||||
|
The Expiration Dates of the trade relative to the Calculation Periods.
|
||||||||||||
|
The Payment Dates of the trade relative to the Calculation Periods.
|
||||||||||||
|
||||||||||||
|
A type describing the return leg of a commodity return swap.
|
||||||||||||
|
The notional quantity of electricity that applies to one or more groups of Settlement Periods.
|
||||||||||||
|
The notional quantity schedule of electricity that applies to one or more groups of Settlement Periods.
|
||||||||||||
|
The fixed price schedule for electricity that applies to one or more groups of Settlement Periods.
|
||||||||||||
|
||||||||||||
|
The Spread per Calculation Period.
|
||||||||||||
|
A type specifying the date from which the early termination clause can be exercised.
|
||||||||||||
|
The Strike Price per Unit per Calculation Period.
|
||||||||||||
|
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.
|
||||||||||||
|
Abstract base class for all commodity swap legs
|
||||||||||||
|
Commodity Swaption.
|
||||||||||||
|
||||||||||||
|
The barrier which, when breached, triggers the knock-in or knock-out of the barrier option.
|
||||||||||||
|
The dates on which prices are observed for the underlyer.
|
||||||||||||
|
||||||||||||
|
A type describing the variance leg of a commodity variance swap.
|
||||||||||||
|
Specify as applicable.
|
||||||||||||
|
A Disruption Fallback.
|
||||||||||||
|
Excess Emission Penalty related parameters.
|
||||||||||||
|
TBD.
|
||||||||||||
|
The physical delivery conditions for electricity.
|
||||||||||||
|
The physical delivery obligation options specific to a firm transaction.
|
||||||||||||
|
A scheme identifying the types of the Delivery Point for a physically settled electricity trade.
|
||||||||||||
|
The physical delivery obligation options specific to a system firm transaction.
|
||||||||||||
|
||||||||||||
|
The physical delivery obligation options specific to a unit firm transaction.
|
||||||||||||
|
A type defining the physical quantity of the electricity to be delivered.
|
||||||||||||
|
Allows the documentation of a shaped quantity trade where the quantity changes over the life of the transaction.
|
||||||||||||
|
Physically settled leg of a physically settled electricity transaction.
|
||||||||||||
|
The quantity of gas to be delivered.
|
||||||||||||
|
The specification of the electricity to be delivered.
|
||||||||||||
|
A structure to specify the tranmission contingency and the party that bears the obligation.
|
||||||||||||
|
The type of transmission contingency, i.e. what portion of the transmission the delivery obligations are applicable.
|
||||||||||||
|
||||||||||||
|
A type defining the characteristics of the environmental allowance or credit being traded.
|
||||||||||||
|
TBD.
|
||||||||||||
|
||||||||||||
|
For US Emissions Allowance Transactions.
|
||||||||||||
|
The common components of a financially settled leg of a Commodity Swap.
|
||||||||||||
|
A type defining the Fixed Price.
|
||||||||||||
|
Fixed Price Leg of a Commodity Swap.
|
||||||||||||
|
A type to capture details relevant to the calculation of the floating price.
|
||||||||||||
|
Floating Price Leg of a Commodity Swap.
|
||||||||||||
|
||||||||||||
|
The specification of the gas to be delivered.
|
||||||||||||
|
The different options for specifying the Delivery Periods for a physically settled gas trade.
|
||||||||||||
|
A scheme identifying the types of the Delivery Point for a physically settled gas trade.
|
||||||||||||
|
Physically settled leg of a physically settled gas transaction.
|
||||||||||||
|
The quantity of gas to be delivered.
|
||||||||||||
|
A type defining the characteristics of the gas being traded in a physically settled gas transaction.
|
||||||||||||
|
The quantity of gas to be delivered.
|
||||||||||||
|
Identification of the border(s) or border point(s) of a transportation contract.
|
||||||||||||
|
An observation period that is offset from a Calculation Period.
|
||||||||||||
|
Allows a lag to reference one already defined elsewhere in the trade.
|
||||||||||||
|
A Market Disruption Event.
|
||||||||||||
|
A scheme identifying the types of metal product for a physically settled metal trade.
|
||||||||||||
|
A type defining the characteristics of the metal product being traded in a physically settled metal transaction.
|
||||||||||||
|
The physical delivery conditions for the transaction.
|
||||||||||||
|
Physically settled leg of a physically settled Metal transaction.
|
||||||||||||
|
The details of a fixed payment.
|
||||||||||||
|
The physical delivery conditions for an oil product.
|
||||||||||||
|
Physically settled leg of a physically settled oil product transaction.
|
||||||||||||
|
The physical delivery conditions specific to an oil product delivered by pipeline.
|
||||||||||||
|
The specification of the oil product to be delivered.
|
||||||||||||
|
The type of physical commodity product to be delivered.
|
||||||||||||
|
The physical delivery conditions specific to an oil product delivered by title transfer.
|
||||||||||||
|
The acceptable tolerance in the delivered quantity of a physical commodity product in terms of a percentage of the agreed delivery quantity.
|
||||||||||||
|
The common components of a physically settled leg of a Commodity Forward.
|
||||||||||||
|
The common components of a physically settled leg of a Commodity Swap.
|
||||||||||||
|
A pointer tyle reference to a Quantity defined elsewhere.
|
||||||||||||
|
||||||||||||
|
CPD Reference Level: millimeters or inches of daily precipitation HDD Reference Level: degree-days CDD Reference Level: degree-days.
|
||||||||||||
|
A Disruption Fallback with the sequence in which it should be applied relative to other Disruption Fallbacks.
|
||||||||||||
|
Specifies a set of Settlement Periods associated with an Electricity Transaction for delivery on an Applicable Day or for a series of Applicable Days.
|
||||||||||||
|
A type defining the Fixed Price applicable to a range or ranges of Settlement Periods.
|
||||||||||||
|
Allows a set of Settlement Periods to reference one already defined elsewhere in the trade.
|
||||||||||||
|
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.
|
||||||||||||
|
A reference to the range of Settlement Periods that applies to a given period of a transaction.
|
||||||||||||
|
A pointer style reference to a basket in the document
|
||||||||||||
|
A pointer style reference to a product leg in the document
|
||||||||||||
|
A quantity and associated unit.
|
||||||||||||
|
The schedule of Calculation Period First Days and Lasts Days.
|
||||||||||||
|
The schedule of Calculation Period First Days and Lasts Days.
|
||||||||||||
|
A type defining the Weather Index Level or Weather Index Strike Level.
|
||||||||||||
|
||||||||||||
|
A weather leg of a Commodity Swap defines Weather Index Swap transactions.
|
||||||||||||
|
A type to capture details of the calculation of the Payment Amount on a Weather Index Transaction.
|
||||||||||||
|
Weather Station.
|
||||||||||||
|
A code identifying a Weather Station Airport (based on the the IATA standard).
|
||||||||||||
|
A code identifying a Weather Station WBAN.
|
||||||||||||
|
A code identifying a Weather Index WMO.
|
||||||||||||
Element Group Summary |
||||||||||
|
Model group containing features specific to Asian/averaging commodity options.
|
||||||||||
|
||||||||||
|
Describes the features a commodity basket option.
|
||||||||||
|
The different options for specifying the Calculation Periods.
|
||||||||||
|
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.
|
||||||||||
|
Items defining the chemical composition of the coal product.
|
||||||||||
|
Items defining the physical attributes of the coal product.
|
||||||||||
|
Items defining the attributes of the coal product determined by ash fusion tests.
|
||||||||||
|
Items common to all Commodity Transactions.
|
||||||||||
|
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.
|
||||||||||
|
A Delivery Point, applicable to physically settled commodity transactions.
|
||||||||||
|
Describes features of the digital option.
|
||||||||||
|
Items specific to financially-settled commodity options.
|
||||||||||
|
The different options for specifying a fixed physical quantity of commodity to be delivered.
|
||||||||||
|
The different options for specifying the Fixed Price.
|
||||||||||
|
The different options for specifying the average strike price per unit.
|
||||||||||
|
The Flat Rate, applicable to Wet Voyager Charter Freight Swaps.
|
||||||||||
|
The different options for specifying the Payment Date.
|
||||||||||
|
The different options for specifying the Notional Quantity.
|
||||||||||
|
Describes additional features within the option.
|
||||||||||
|
The different options for specifying the Payment Date.
|
||||||||||
|
Items specific to financially-settled commodity options.
|
||||||||||
|
The different options for specifying the Strike price per unit.
|
||||||||||
|
||||||||||
|
A type describing the type of underlyer: a single commodity or a basket of commodities.
|
||||||||||
|
Items specific to the definition of the delivery of a US Coal Product.
|
||||||||||
|
Items specific to the definition of a US Coal Product.
|
||||||||||
|
Described Weather Index Option component.
|
||||||||||
|
The different options for specifying which days are pricing days within a pricing period.
|
||||||||||
|
Allows a Lag or a LagReference to be specified.
|
||||||||||
|
Price model group.
|
||||||||||
|
Descriptions of a calculation period.
|
||||||||||
|
<?xml version="1.0" encoding="utf-8"?>
<!--
== Copyright (c) 2002-2016 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: 11940 $" 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:annotation>
</xsd:complexType>
<xsd:documentation xml:lang="en">
</xsd:annotation>
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:sequence>
<xsd:element name="positive" type="xsd:decimal">
</xsd:sequence>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
The maxmium amount by which the quantity delivered can exceed the agreed quantity.
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
The maximum amount by which the quantity delivered can be less than the agreed quantity.
</xsd:documentation>
<xsd:annotation>
</xsd:annotation>
</xsd:element>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
Indicates whether the tolerance is at the seller's or buyer's option.
</xsd:documentation>
<xsd:annotation>
</xsd:complexType>
<xsd:documentation xml:lang="en">
</xsd:annotation>
The average price leg of an average price commodity bullion or non-precious metal forward transaction.
</xsd:documentation>
<xsd:complexContent>
<xsd:extension base="CommoditySwapLeg">
</xsd:complexContent>
<xsd:sequence>
</xsd:extension>
<xsd:group ref="PayerReceiver.model">
</xsd:sequence>
<xsd:annotation>
</xsd:group>
<xsd:documentation xml:lang="en">
</xsd:annotation>
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:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
A pointer to a specification of quantity defined elsewhere.
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
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:documentation xml:lang="en">
</xsd:annotation>
Captures details relevant to the calculation of the floating price.
</xsd:documentation>
<xsd:annotation>
</xsd:complexType>
<xsd:documentation xml:lang="en">
</xsd:annotation>
A scheme defining where bullion is to be delivered for a Bullion Transaction.
</xsd:documentation>
<xsd:simpleContent>
<xsd:extension base="Scheme">
</xsd:simpleContent>
<xsd:attribute default="http://www.fpml.org/coding-scheme/bullion-delivery-location" name="bullionDeliveryLocationScheme" type="NonEmptyURI"/>
</xsd:extension>
<xsd:annotation>
</xsd:complexType>
<xsd:documentation xml:lang="en">
</xsd:annotation>
Physically settled leg of a physically settled Bullion Transaction.
</xsd:documentation>
<xsd:complexContent>
<xsd:extension base="PhysicalForwardLeg">
</xsd:complexContent>
<xsd:sequence>
</xsd:extension>
<xsd:element name="bullionType" type="BullionTypeEnum">
</xsd:sequence>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
The type of Bullion underlying a Bullion Transaction.
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
The physical delivery location for the transaction.
</xsd:documentation>
<xsd:annotation>
</xsd:annotation>
</xsd:element>
<xsd:annotation>
</xsd:complexType>
<xsd:documentation xml:lang="en">
</xsd:annotation>
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:complexContent>
<xsd:extension base="Reference">
</xsd:complexContent>
<xsd:attribute ecore:reference="CommodityCalculationPeriodsSchedule" name="href" type="xsd:IDREF" use="required"/>
</xsd:extension>
<xsd:annotation>
</xsd:complexType>
<xsd:documentation xml:lang="en">
</xsd:annotation>
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:complexContent>
</xsd:complexContent>
<xsd:annotation>
</xsd:complexType>
<xsd:documentation xml:lang="en">
</xsd:annotation>
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:complexContent>
<xsd:extension base="Reference">
</xsd:complexContent>
<xsd:attribute ecore:reference="CommodityCalculationPeriodsSchedule" name="href" type="xsd:IDREF" use="required"/>
</xsd:extension>
<xsd:annotation>
</xsd:complexType>
<xsd:documentation xml:lang="en">
</xsd:annotation>
The different options for specifying the attributes of a coal quality measure as a decimal value.
</xsd:documentation>
<xsd:choice>
<xsd:sequence>
</xsd:choice>
<xsd:element name="standardContent" type="xsd:decimal">
</xsd:sequence>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
The actual content of the quality characteristics of the Coal Product Shipment expected by the Buyer.
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
The actual limits of the quality characteristics of the Coal Product above or below which the Buyer may reject a Shipment.
</xsd:documentation>
<xsd:sequence>
<xsd:element name="rejectionLimit" type="xsd:decimal">
</xsd:sequence>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
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:complexType>
<xsd:documentation xml:lang="en">
</xsd:annotation>
The different options for specifying the attributes of a coal quality measure as a percentage of the measured value.
</xsd:documentation>
<xsd:choice>
<xsd:sequence>
</xsd:choice>
<xsd:element name="standardContent" type="RestrictedPercentage">
</xsd:sequence>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
The actual content of the quality characteristics of the Coal Product Shipment expected by the Buyer.
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
The actual limits of the quality characteristics of the Coal Product above or below which the Buyer may reject a Shipment.
</xsd:documentation>
<xsd:sequence>
<xsd:element name="rejectionLimit" type="RestrictedPercentage">
</xsd:sequence>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
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:annotation>
</xsd:complexType>
<xsd:sequence>
<xsd:choice>
</xsd:sequence>
<xsd:element name="deliveryPoint" type="CoalDeliveryPoint">
</xsd:choice>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
The point at which the Coal Product will be delivered and received.
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
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:group>
<xsd:documentation xml:lang="en">
</xsd:annotation>
Additional delivery details for U.S. Coal transactions.
</xsd:documentation>
<xsd:annotation>
</xsd:complexType>
<xsd:documentation xml:lang="en">
</xsd:annotation>
A scheme identifying the types of the Delivery Point for a physically settled coal trade.
</xsd:documentation>
<xsd:simpleContent>
</xsd:simpleContent>
<xsd:annotation>
</xsd:complexType>
<xsd:documentation xml:lang="en">
</xsd:annotation>
Physically settled leg of a physically settled coal transaction.
</xsd:documentation>
<xsd:complexContent>
<xsd:extension base="PhysicalSwapLeg">
</xsd:complexContent>
<xsd:sequence>
</xsd:extension>
<xsd:element name="deliveryPeriods" type="CommodityDeliveryPeriods">
</xsd:sequence>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
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:documentation xml:lang="en">
</xsd:annotation>
The specification of the Coal Product to be delivered.
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
The physical delivery conditions for the transaction.
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
The different options for specifying the quantity.
</xsd:documentation>
<xsd:annotation>
</xsd:complexType>
<xsd:documentation xml:lang="en">
</xsd:annotation>
A type defining the characteristics of the coal being traded in a physically settled gas transaction.
</xsd:documentation>
<xsd:sequence>
<xsd:choice>
</xsd:sequence>
<xsd:element name="type" type="CoalProductType">
</xsd:choice>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
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:documentation xml:lang="en">
</xsd:annotation>
The type of coal product to be delivered specified in full.
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
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:documentation xml:lang="en">
</xsd:annotation>
Indicates whether type and source refer to globalCOAL SCoTA specifications.
</xsd:documentation>
<xsd:annotation>
</xsd:group>
<xsd:documentation xml:lang="en">
</xsd:annotation>
Additional product details for U.S. Coal transactions.
</xsd:documentation>
<xsd:annotation>
</xsd:complexType>
<xsd:documentation xml:lang="en">
</xsd:annotation>
A scheme identifying the sources of coal for a physically settled coal trade.
</xsd:documentation>
<xsd:simpleContent>
<xsd:extension base="Scheme">
</xsd:simpleContent>
<xsd:attribute default="http://www.fpml.org/coding-scheme/commodity-coal-product-source" name="commodityCoalProductSourceScheme" type="NonEmptyURI"/>
</xsd:extension>
<xsd:annotation>
</xsd:complexType>
<xsd:documentation xml:lang="en">
</xsd:annotation>
The different options for specifying the quality attributes of the coal to be delivered.
</xsd:documentation>
<xsd:choice>
</xsd:choice>
<xsd:annotation>
</xsd:complexType>
<xsd:documentation xml:lang="en">
</xsd:annotation>
A scheme identifying the types of coal for a physically settled coal trade.
</xsd:documentation>
<xsd:simpleContent>
<xsd:extension base="Scheme">
</xsd:simpleContent>
<xsd:attribute default="http://www.fpml.org/coding-scheme/commodity-coal-product-type" name="commodityCoalProductTypeScheme" type="NonEmptyURI"/>
</xsd:extension>
<xsd:annotation>
</xsd:complexType>
<xsd:documentation xml:lang="en">
</xsd:annotation>
A scheme identifying the quality adjustment formulae for a physically settled coal trade.
</xsd:documentation>
<xsd:simpleContent>
<xsd:extension base="Scheme">
</xsd:simpleContent>
<xsd:attribute default="http://www.fpml.org/coding-scheme/commodity-coal-quality-adjustments" name="commodityCoalQualityAdjustmentsScheme" type="NonEmptyURI"/>
</xsd:extension>
<xsd:annotation>
</xsd:complexType>
<xsd:documentation xml:lang="en">
</xsd:annotation>
The quality attributes of the coal to be delivered.
</xsd:documentation>
<xsd:sequence>
</xsd:sequence>
<xsd:annotation>
</xsd:complexType>
<xsd:documentation xml:lang="en">
</xsd:annotation>
The quality attributes of the coal to be delivered, specified on a periodic basis.
</xsd:documentation>
<xsd:sequence>
</xsd:sequence>
<xsd:annotation>
</xsd:complexType>
<xsd:documentation xml:lang="en">
</xsd:annotation>
A scheme identifying the methods by which coal may be transported.
</xsd:documentation>
<xsd:simpleContent>
<xsd:extension base="Scheme">
</xsd:simpleContent>
<xsd:attribute default="http://www.fpml.org/coding-scheme/commodity-coal-transportation-equipment" name="commodityCoalTransportationEquipmentScheme" type="NonEmptyURI"/>
</xsd:extension>
<xsd:annotation>
</xsd:complexType>
<xsd:documentation xml:lang="en">
</xsd:annotation>
A type for defining exercise procedures associated with an American style exercise of a commodity option.
</xsd:documentation>
<xsd:complexContent>
<xsd:extension base="Exercise">
</xsd:complexContent>
<xsd:sequence>
</xsd:extension>
<xsd:element name="exercisePeriod" type="CommodityExercisePeriods">
</xsd:sequence>
<xsd:annotation>
</xsd:annotation>
</xsd:element>
<xsd:sequence minOccurs="0">
<xsd:annotation>
</xsd:annotation>
</xsd:sequence>
<xsd:annotation>
</xsd:annotation>
</xsd:element>
<xsd:annotation>
</xsd:annotation>
</xsd:element>
<xsd:choice minOccurs="0">
<xsd:annotation>
</xsd:choice>
<xsd:documentation xml:lang="en">
</xsd:annotation>
Choice between latest exercise time expressed as literal time, or using a determination method.
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
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:annotation>
</xsd:element>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
The specific time of day on which the option expires.
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
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:complexType>
<xsd:documentation xml:lang="en">
</xsd:annotation>
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:sequence>
<xsd:sequence>
</xsd:sequence>
<xsd:element name="knock" type="CommodityKnockEnum">
</xsd:sequence>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">The knock feature of a commodity barrier option.</xsd:documentation>
</xsd:annotation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
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>
<!--CommodityReturnSwap proposal-->
<xsd:annotation>
</xsd:complexType>
<xsd:documentation xml:lang="en">
</xsd:annotation>
Describes the swap's underlyer when it has multiple asset components.
</xsd:documentation>
<xsd:sequence>
</xsd:sequence>
<!---->
<xsd:annotation>
</xsd:annotation>
</xsd:complexType>
<xsd:complexContent>
</xsd:complexType>
<xsd:extension base="CommodityBasketBase">
</xsd:complexContent>
<xsd:sequence>
</xsd:extension>
<xsd:element maxOccurs="unbounded" minOccurs="2" name="underlying" type="CommodityBasketUnderlyingByNotional">
</xsd:sequence>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
Indicates the role of the option buyer with regard to this underlyer.
</xsd:documentation>
<xsd:complexContent>
</xsd:complexType>
<xsd:extension base="CommodityBasketBase">
</xsd:complexContent>
<xsd:sequence>
</xsd:extension>
<xsd:element maxOccurs="unbounded" minOccurs="2" name="underlying" type="CommodityBasketUnderlyingByPercentage">
</xsd:sequence>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
Indicates the role of the option buyer with regard to this underlyer.
</xsd:documentation>
<xsd:complexContent>
</xsd:complexType>
<xsd:extension base="Option">
</xsd:complexContent>
<xsd:sequence>
</xsd:extension>
<xsd:element name="optionType" type="PutCallEnum">
</xsd:sequence>
<xsd:annotation>
</xsd:annotation>
</xsd:element>
<xsd:annotation>
</xsd:group>
<xsd:documentation xml:lang="en">Describes additional features within the option.</xsd:documentation>
</xsd:annotation>
<!-- 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:choice>
</xsd:sequence>
<xsd:choice>
<xsd:group ref="CommodityStrikePrice.model">
</xsd:choice>
<xsd:annotation>
</xsd:group>
<xsd:documentation xml:lang="en">
</xsd:annotation>
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:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
The parameters for defining how the commodity option can be exercised and how it is settled.
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
The option premium payable by the buyer to the seller.
</xsd:documentation>
<xsd:sequence>
</xsd:complexType>
<xsd:element name="direction" type="PayerReceiverEnum">
</xsd:sequence>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
Indicates the role of the option buyer with regard to this underlyer.
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
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:annotation>
</xsd:element>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
The Method of Averaging if there is more than one Pricing Date.
</xsd:documentation>
<xsd:complexContent>
</xsd:complexType>
<xsd:extension base="CommodityBasketUnderlyingBase">
</xsd:complexContent>
<xsd:sequence>
</xsd:extension>
<xsd:element minOccurs="0" name="fx" type="CommodityFx">
</xsd:sequence>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
FX observations to be used to convert the observed Commodity Reference Price to the Settlement Currency.
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
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:complexContent>
</xsd:complexType>
<xsd:extension base="CommodityBasketUnderlyingBase">
</xsd:complexContent>
<xsd:sequence>
</xsd:extension>
<xsd:element minOccurs="0" name="constituentWeight" type="NonNegativeDecimal">
</xsd:sequence>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
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:complexType>
<xsd:documentation xml:lang="en">
</xsd:annotation>
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:complexContent>
<xsd:extension base="Frequency">
</xsd:complexContent>
<xsd:sequence>
</xsd:extension>
<xsd:element name="balanceOfFirstPeriod" type="xsd:boolean">
</xsd:sequence>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
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:complexType>
<xsd:documentation xml:lang="en">
</xsd:annotation>
The different options for specifying the Delivery Periods of a physical leg.
</xsd:documentation>
<xsd:choice>
<xsd:element name="periods" type="AdjustableDates">
</xsd:choice>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
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:documentation xml:lang="en">
</xsd:annotation>
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:group>
<xsd:documentation xml:lang="en">
</xsd:annotation>
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:complexType>
<xsd:documentation xml:lang="en">
</xsd:annotation>
A scheme identifying the types of the Delivery Point for a physically settled commodity trade.
</xsd:documentation>
<xsd:simpleContent>
</xsd:simpleContent>
<xsd:annotation>
</xsd:complexType>
<xsd:documentation xml:lang="en">
</xsd:annotation>
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:simpleContent>
<xsd:extension base="Scheme">
</xsd:simpleContent>
<xsd:attribute default="http://www.fpml.org/coding-scheme/commodity-delivery-risk" name="deliveryRiskScheme" type="NonEmptyURI"/>
</xsd:extension>
<xsd:annotation>
</xsd:complexType>
<xsd:documentation xml:lang="en">
</xsd:annotation>
Defined the conditions under which the digital option can triggers and, if triggered, what payment results.
</xsd:documentation>
<xsd:sequence>
<xsd:element name="trigger" type="CommodityTrigger"/>
</xsd:sequence>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
The cash payment that is made when the digital barrier is breached.
</xsd:documentation>
<xsd:annotation>
</xsd:complexType>
<xsd:documentation xml:lang="en">
</xsd:annotation>
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:sequence>
<xsd:choice>
</xsd:sequence>
<xsd:element name="americanExercise" type="CommodityAmericanExercise">
</xsd:choice>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
The parameters for defining the expiration date for an American option.
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
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:documentation xml:lang="en">
</xsd:annotation>
Specifies whether or not Automatic Exercise applies to a Commodity Option Transaction.
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
Specifies whether or not Written Confirmation applies to a Commodity Option Transaction.
</xsd:documentation>
<xsd:annotation>
</xsd:complexType>
<xsd:documentation xml:lang="en">
</xsd:annotation>
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:complexContent>
<xsd:extension base="Option">
</xsd:complexContent>
<xsd:sequence>
</xsd:extension>
<xsd:element name="optionType" type="PutCallEnum">
</xsd:sequence>
<xsd:annotation>
</xsd:annotation>
</xsd:element>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
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:group>
<xsd:documentation xml:lang="en">
</xsd:annotation>
Describes additional features within the digital option.
</xsd:documentation>
<xsd:choice>
<xsd:element name="notionalAmount" type="NotionalAmount">
</xsd:choice>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
Volume contracted when volume is specified as a currency-denominated amount.
</xsd:documentation>
<xsd:sequence>
<xsd:element name="notionalQuantity" type="CommodityNotionalQuantity">
</xsd:sequence>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
The volume contracted when the volume is specified as a quantity of commodity.
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
The parameters for defining how the commodity option can be exercised and how it is settled.
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
The option premium payable by the buyer to the seller.
</xsd:documentation>
<xsd:annotation>
</xsd:complexType>
<xsd:documentation xml:lang="en">
</xsd:annotation>
A type for defining exercise procedures associated with a European style exercise of a commodity option.
</xsd:documentation>
<xsd:complexContent>
<xsd:extension base="Exercise">
</xsd:complexContent>
<xsd:sequence>
</xsd:extension>
<xsd:element name="expirationDate" type="AdjustableOrRelativeDate">
</xsd:sequence>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
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:sequence minOccurs="0">
<xsd:annotation>
</xsd:annotation>
</xsd:sequence>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
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:annotation>
</xsd:element>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
The specific time of day on which the option expires.
</xsd:documentation>
<xsd:annotation>
</xsd:complexType>
<xsd:documentation xml:lang="en">
</xsd:annotation>
The parameters for defining how the commodity option can be exercised, how it is priced and how it is settled.
</xsd:documentation>
<xsd:sequence>
<xsd:choice>
</xsd:sequence>
<xsd:element name="americanExercise" type="CommodityAmericanExercise">
</xsd:choice>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
The parameters for defining the expiration date for an American option.
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
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:documentation xml:lang="en">
</xsd:annotation>
Specifies whether or not Automatic Exercise applies to a Commodity Option Transaction.
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
Specifies whether or not Written Confirmation applies to a Commodity Option Transaction.
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
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:documentation xml:lang="en">
</xsd:annotation>
FX observations to be used to convert the observed Commodity Reference Price to the Settlement Currency.
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
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:complexType>
<xsd:documentation xml:lang="en">
</xsd:annotation>
The parameters for defining how the commodity option can be exercised, how it is priced and how it is settled.
</xsd:documentation>
<xsd:sequence>
<xsd:choice>
</xsd:sequence>
<xsd:element name="americanExercise" type="CommodityAmericanExercise">
</xsd:choice>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
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:documentation xml:lang="en">
</xsd:annotation>
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:documentation xml:lang="en">
</xsd:annotation>
Specifies whether or not Automatic Exercise applies to a Commodity Option Transaction.
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
Specifies whether or not Written Confirmation applies to a Commodity Option Transaction.
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
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:sequence>
</xsd:complexType>
<xsd:element name="commencementDate" type="AdjustableOrRelativeDate">
</xsd:sequence>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
The first day of the exercise period for an American style option.
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
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:complexType>
<xsd:documentation xml:lang="en">
</xsd:annotation>
A scheme identifying the physical event relative to which option expiration occurs.
</xsd:documentation>
<xsd:simpleContent>
<xsd:extension base="Scheme">
</xsd:simpleContent>
<xsd:attribute default="http://www.fpml.org/coding-scheme/commodity-expire-relative-to-event" name="commodityExpireRelativeToEventScheme" type="NonEmptyURI"/>
</xsd:extension>
<!--Commodity Performance Swap-->
<xsd:sequence>
</xsd:complexType>
<xsd:element name="fixedRate" type="IdentifiedRate">
</xsd:sequence>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
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:documentation xml:lang="en">
</xsd:annotation>
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:complexType>
<xsd:documentation xml:lang="en">
</xsd:annotation>
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:sequence>
<xsd:choice>
</xsd:sequence>
<xsd:element maxOccurs="unbounded" name="fixedPriceStep" type="FixedPrice">
</xsd:choice>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
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:documentation xml:lang="en">
</xsd:annotation>
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:documentation xml:lang="en">
</xsd:annotation>
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:element maxOccurs="unbounded" name="settlementPeriodsPriceSchedule" type="CommoditySettlementPeriodsPriceSchedule">
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
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:group>
<xsd:documentation xml:lang="en">
</xsd:annotation>
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:annotation>
</xsd:complexType>
<xsd:complexContent>
<xsd:extension base="Product">
</xsd:complexContent>
<xsd:sequence>
</xsd:extension>
<xsd:element minOccurs="0" name="valueDate" type="AdjustableOrRelativeDate">
</xsd:sequence>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
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:choice>
<xsd:element name="fixedLeg" type="NonPeriodicFixedPriceLeg">
</xsd:choice>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">The fixed leg of a Commodity Forward Transaction.</xsd:documentation>
</xsd:annotation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
Specifies the calculated floating price leg of a Commodity Forward Transaction.
</xsd:documentation>
<xsd:annotation>
</xsd:complexType>
<xsd:documentation xml:lang="en">
</xsd:annotation>
Abstract base class for all commodity forward legs
</xsd:documentation>
<xsd:complexContent>
</xsd:complexContent>
<xsd:annotation>
</xsd:complexType>
<xsd:documentation xml:lang="en">
</xsd:annotation>
Frequency Type for use in Pricing Date specifications.
</xsd:documentation>
<xsd:simpleContent>
<xsd:extension base="Scheme">
</xsd:simpleContent>
<xsd:attribute default="http://www.fpml.org/coding-scheme/commodity-frequency-type" name="commodityFrequencyTypeScheme" type="NonEmptyURI"/>
</xsd:extension>
<xsd:annotation>
</xsd:complexType>
<xsd:documentation xml:lang="en">
</xsd:annotation>
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:sequence>
<xsd:element name="primaryRateSource" type="InformationSource">
</xsd:sequence>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
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:documentation xml:lang="en">
</xsd:annotation>
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:documentation xml:lang="en">
</xsd:annotation>
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:documentation xml:lang="en">
</xsd:annotation>
The parties may specify a Method of Averaging when averaging of the FX rate is applicable.
</xsd:documentation>
<xsd:choice minOccurs="0">
<xsd:element name="fixingTime" type="BusinessCenterTime">
</xsd:choice>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
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:sequence>
<xsd:choice>
</xsd:sequence>
<xsd:element maxOccurs="unbounded" name="fxObservationDates" type="AdjustableDates">
</xsd:choice>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
A list of the fx observation dates for a given Calculation Period.
</xsd:documentation>
<xsd:sequence>
<xsd:sequence minOccurs="0">
</xsd:sequence>
<!--Renamed from <xsd:group ref="PricingDays.model"> to be re-used -->
</xsd:sequence>
<xsd:annotation>
</xsd:group>
<xsd:documentation xml:lang="en">
</xsd:annotation>
The parties may specify the rules for FX observation when averaging of the FX rate is applicable.
</xsd:documentation>
<xsd:annotation>
</xsd:group>
<xsd:documentation xml:lang="en">
</xsd:annotation>
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:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
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:complexType>
<xsd:documentation xml:lang="en">
</xsd:annotation>
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:simpleContent>
<xsd:extension base="Scheme">
</xsd:simpleContent>
<xsd:attribute default="http://www.fpml.org/coding-scheme/commodity-fx-type" name="commodityFxTypeScheme" type="NonEmptyURI"/>
</xsd:extension>
<xsd:annotation>
</xsd:complexType>
<xsd:documentation xml:lang="en">
</xsd:annotation>
A type defining a hub or other reference for a physically settled commodity trade.
</xsd:documentation>
<xsd:sequence>
</xsd:sequence>
<xsd:annotation>
</xsd:complexType>
<xsd:documentation xml:lang="en">
</xsd:annotation>
A scheme identifying the code for a hub or other reference for a physically settled commodity trade.
</xsd:documentation>
<xsd:simpleContent>
</xsd:simpleContent>
<!--Commodity Performance Swap proposal-->
<xsd:annotation>
</xsd:complexType>
<xsd:documentation xml:lang="en">
</xsd:annotation>
A type describing the interest rate leg (a.k.a fee leg) of the commodity performance swap.
</xsd:documentation>
<xsd:complexContent>
<xsd:extension base="CommodityPerformanceSwapLeg">
</xsd:complexContent>
<xsd:sequence>
</xsd:extension>
<xsd:group ref="CommodityCalculationPeriods.model"/>
</xsd:sequence>
<xsd:choice>
<xsd:element name="notionalAmount" type="CommodityNotionalAmount">
</xsd:choice>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
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:documentation xml:lang="en">
</xsd:annotation>
A reference to the Return swap notional amount defined in another leg of the return swap.
</xsd:documentation>
<!--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:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
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:complexType>
</xsd:complexType>
<xsd:documentation xml:lang="en">
</xsd:annotation>
ISDA 1993 or 2005 commodity market disruption elements.
</xsd:documentation>
<xsd:sequence>
<xsd:choice>
</xsd:sequence>
<xsd:sequence>
</xsd:choice>
<xsd:element name="marketDisruptionEvents" type="MarketDisruptionEventsEnum">
</xsd:sequence>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
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:element maxOccurs="unbounded" minOccurs="0" name="additionalMarketDisruptionEvent" type="MarketDisruptionEvent">
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
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:documentation xml:lang="en">
</xsd:annotation>
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:choice minOccurs="0">
<xsd:annotation>
</xsd:choice>
<xsd:documentation xml:lang="en">
</xsd:annotation>
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>
<xsd:documentation xml:lang="en">
</xsd:annotation>
To be used where disruption fallbacks are set out in the relevant Master Agreement governing the trade.
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
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:documentation xml:lang="en">
</xsd:annotation>
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:documentation xml:lang="en">
</xsd:annotation>
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:documentation xml:lang="en">
</xsd:annotation>
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:simpleContent>
</xsd:complexType>
<xsd:extension base="Scheme">
</xsd:simpleContent>
<xsd:attribute default="http://www.fpml.org/coding-scheme/commodity-metal-brand-manager" name="commodityMetalBrandManagerScheme" type="NonEmptyURI"/>
</xsd:extension>
<xsd:annotation>
</xsd:annotation>
</xsd:complexType>
</xsd:complexType>
</xsd:complexType>
<xsd:simpleContent>
<xsd:extension base="Scheme">
</xsd:simpleContent>
<xsd:attribute default="http://www.fpml.org/coding-scheme/commodity-metal-brand-name" name="commodityMetalBrandNameScheme" type="NonEmptyURI"/>
</xsd:extension>
<xsd:simpleContent>
</xsd:complexType>
<xsd:extension base="Scheme">
</xsd:simpleContent>
<xsd:attribute default="http://www.fpml.org/coding-scheme/commodity-metal-shape" name="commodityMetalShapeScheme" type="NonEmptyURI"/>
</xsd:extension>
<xsd:annotation>
</xsd:complexType>
<xsd:documentation xml:lang="en">
</xsd:annotation>
A type for defining the multiple exercise provisions of an American style commodity option.
</xsd:documentation>
<xsd:sequence>
<xsd:element minOccurs="0" name="integralMultipleQuantity" type="CommodityNotionalQuantity">
</xsd:sequence>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
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:documentation xml:lang="en">
</xsd:annotation>
The minimum Notional Quantity that can be exercised on a given Exercise Date. See multipleExercise.
</xsd:documentation>
<!--CommodityReturnSwap proposal-->
<xsd:annotation>
</xsd:annotation>
</xsd:complexType>
<xsd:complexContent>
<xsd:extension base="NonNegativeMoney">
</xsd:complexContent>
<xsd:sequence>
</xsd:extension>
<xsd:element name="reinvestmentFeature" type="xsd:boolean">
</xsd:sequence>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
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:complexType>
<xsd:documentation xml:lang="en">A reference to the return swap notional amount.</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="Reference">
</xsd:complexContent>
<xsd:attribute ecore:reference="CommodityNotionalAmount" name="href" type="xsd:IDREF" use="required"/>
</xsd:extension>
<!---->
<xsd:annotation>
</xsd:annotation>
</xsd:complexType>
<xsd:sequence>
<xsd:element name="quantityUnit" type="QuantityUnit">
</xsd:sequence>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
Quantity Unit is the unit of measure applicable for the quantity on the Transaction.
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
The frequency at which the Notional Quantity is deemed to apply for purposes of calculating the Total Notional Quantity.
</xsd:documentation>
<xsd:annotation>
</xsd:annotation>
</xsd:element>
<xsd:annotation>
</xsd:complexType>
<xsd:documentation xml:lang="en">
</xsd:annotation>
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:sequence>
<xsd:choice>
</xsd:sequence>
<xsd:element maxOccurs="unbounded" name="notionalStep" type="CommodityNotionalQuantity">
</xsd:choice>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
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:element maxOccurs="unbounded" name="settlementPeriodsNotionalQuantitySchedule" type="CommoditySettlementPeriodsNotionalQuantitySchedule">
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
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:group>
<xsd:documentation xml:lang="en">
</xsd:annotation>
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:complexType>
<xsd:documentation xml:lang="en">
</xsd:annotation>
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:complexContent>
<xsd:extension base="Product">
</xsd:complexContent>
<xsd:sequence>
</xsd:extension>
<xsd:group ref="BuyerSeller.model">
</xsd:sequence>
<xsd:annotation>
</xsd:group>
<xsd:documentation xml:lang="en">
</xsd:annotation>
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:annotation>
</xsd:element>
<xsd:choice>
<xsd:group ref="CommodityFinancialOption.model">
</xsd:choice>
<xsd:annotation>
</xsd:group>
<xsd:documentation xml:lang="en">
</xsd:annotation>
Items specific to financially-settled commodity options.
</xsd:documentation>
<xsd:annotation>
</xsd:group>
<xsd:documentation xml:lang="en">
</xsd:annotation>
Items specific to physically-settled commodity options.
</xsd:documentation>
<xsd:annotation>
</xsd:group>
<xsd:documentation xml:lang="en">
</xsd:annotation>
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:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
The option premium payable by the buyer to the seller.
</xsd:documentation>
<xsd:annotation>
</xsd:complexType>
<xsd:documentation xml:lang="en">
</xsd:annotation>
A scheme identifying the physical event relative to which payment occurs.
</xsd:documentation>
<xsd:simpleContent>
<xsd:extension base="Scheme">
</xsd:simpleContent>
<xsd:attribute default="http://www.fpml.org/coding-scheme/commodity-pay-relative-to-event" name="commodityPayRelativeToEventScheme" type="NonEmptyURI"/>
</xsd:extension>
<!--Commodity Performance Swap proposal-->
<xsd:annotation>
</xsd:complexType>
<xsd:documentation xml:lang="en">
</xsd:annotation>
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:complexContent>
<xsd:extension base="CommodityPerformanceSwapBase">
</xsd:complexContent>
<xsd:sequence>
</xsd:extension>
<xsd:element maxOccurs="unbounded" minOccurs="0" name="earlyTermination" type="CommodityPerformanceSwapEarlyTermination">
</xsd:sequence>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
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:complexType>
<xsd:documentation xml:lang="en">
</xsd:annotation>
A product with which to represent return swaps, total return swaps and excess return swaps.
</xsd:documentation>
<xsd:complexContent>
<xsd:extension base="Product">
</xsd:complexContent>
<xsd:sequence>
</xsd:extension>
<xsd:element minOccurs="0" name="effectiveDate" type="AdjustableOrRelativeDate">
</xsd:sequence>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
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:annotation>
</xsd:element>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
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:documentation xml:lang="en">
</xsd:annotation>
An placeholder for the actual performance swap leg definitions.
</xsd:documentation>
<xsd:sequence>
</xsd:sequence>
</xsd:complexType>
<xsd:annotation>
</xsd:complexType>
<xsd:documentation xml:lang="en">
</xsd:annotation>
Abstract base class for all commodity performance swap legs.
</xsd:documentation>
<xsd:complexContent>
<xsd:extension base="Leg">
</xsd:complexContent>
<xsd:sequence>
</xsd:extension>
<xsd:group ref="PayerReceiver.model">
</xsd:sequence>
<xsd:annotation>
</xsd:group>
<xsd:documentation xml:lang="en">
</xsd:annotation>
The specification of the payer and receiver parties of the return leg.
</xsd:documentation>
<!---->
<xsd:annotation>
</xsd:complexType>
<xsd:documentation xml:lang="en">
</xsd:annotation>
The parameters for defining the expiration date(s) and time(s) for an American style option.
</xsd:documentation>
<xsd:complexContent>
<xsd:extension base="Exercise">
</xsd:complexContent>
<xsd:sequence>
</xsd:extension>
<xsd:choice>
</xsd:sequence>
<xsd:sequence>
</xsd:choice>
<xsd:element name="commencementDates" type="AdjustableOrRelativeDates">
</xsd:sequence>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
The first day(s) of the exercise period(s) for an American-style option.
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
The Expiration Date(s) of an American-style option.
</xsd:documentation>
<xsd:sequence>
<xsd:element name="relativeCommencementDates" type="CommodityRelativeExpirationDates">
</xsd:sequence>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
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:documentation xml:lang="en">
</xsd:annotation>
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:documentation xml:lang="en">
</xsd:annotation>
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:documentation xml:lang="en">
</xsd:annotation>
The specific time of day at which the option expires.
</xsd:documentation>
<xsd:annotation>
</xsd:complexType>
<xsd:documentation xml:lang="en">
</xsd:annotation>
The parameters for defining the expiration date(s) and time(s) for a European style option.
</xsd:documentation>
<xsd:complexContent>
<xsd:extension base="Exercise">
</xsd:complexContent>
<xsd:sequence>
</xsd:extension>
<xsd:choice>
</xsd:sequence>
<xsd:element name="expirationDate" type="AdjustableOrRelativeDate">
</xsd:choice>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
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:documentation xml:lang="en">
</xsd:annotation>
The Expiration Date(s) of a European-style option.
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
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:documentation xml:lang="en">
</xsd:annotation>
The specific time of day at which the option expires.
</xsd:documentation>
<xsd:annotation>
</xsd:complexType>
<xsd:documentation xml:lang="en">
</xsd:annotation>
The parameters for defining how the physically-settled commodity option can be exercised and how it is settled.
</xsd:documentation>
<xsd:sequence>
<xsd:choice>
</xsd:sequence>
<xsd:element name="americanExercise" type="CommodityPhysicalAmericanExercise">
</xsd:choice>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
The parameters for defining the expiration date(s) and time(s) for an American style option.
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
The parameters for defining the expiration date(s) and time(s) for a European style option.
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
Specifies whether or not Automatic Exercise applies to a Commodity Option Transaction.
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
Specifies whether or not Written Confirmation applies to a Commodity Option Transaction.
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
Specifies any instructions on how the physical settlement is to be effected when the option is exercised.
</xsd:documentation>
<xsd:annotation>
</xsd:complexType>
<xsd:documentation xml:lang="en">
</xsd:annotation>
A type defining the physical quantity of the commodity to be delivered.
</xsd:documentation>
<xsd:complexContent>
</xsd:complexContent>
<xsd:annotation>
</xsd:complexType>
<xsd:documentation xml:lang="en">
</xsd:annotation>
An abstract base class for physical quantity types.
</xsd:documentation>
<xsd:annotation>
</xsd:complexType>
<xsd:documentation xml:lang="en">
</xsd:annotation>
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:sequence>
<xsd:element maxOccurs="unbounded" name="quantityStep" type="CommodityNotionalQuantity">
</xsd:sequence>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
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:complexType>
<xsd:documentation xml:lang="en">
</xsd:annotation>
The pipeline through which the physical commodity will be delivered.
</xsd:documentation>
<xsd:simpleContent>
</xsd:simpleContent>
<xsd:annotation>
</xsd:complexType>
<xsd:documentation xml:lang="en">
</xsd:annotation>
The pipeline cycle during which the physical commodity will be delivered.
</xsd:documentation>
<xsd:simpleContent>
</xsd:simpleContent>
<xsd:annotation>
</xsd:complexType>
<xsd:documentation xml:lang="en">
</xsd:annotation>
The commodity option premium payable by the buyer to the seller.
</xsd:documentation>
<xsd:complexContent>
<xsd:extension base="NonNegativePayment">
</xsd:complexContent>
<xsd:sequence>
</xsd:extension>
<xsd:element minOccurs="0" name="premiumPerUnit" type="NonNegativeMoney">
</xsd:sequence>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
The currency amount of premium to be paid per Unit of the Total Notional Quantity.
</xsd:documentation>
<xsd:annotation>
</xsd:complexType>
<xsd:documentation xml:lang="en">
</xsd:annotation>
The dates on which prices are observed for the underlyer.
</xsd:documentation>
<xsd:sequence>
<xsd:group ref="CommodityCalculationPeriodsPointer.model"/>
</xsd:sequence>
<xsd:choice>
<xsd:sequence>
</xsd:choice>
<xsd:element minOccurs="0" name="lag" type="Lag">
</xsd:sequence>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
The pricing period per calculation period if the pricing days do not wholly fall within the respective calculation period.
</xsd:documentation>
<xsd:choice>
<xsd:sequence>
</xsd:choice>
<!--Renamed from <xsd:group ref="PricingDays.model"> to be re-used -->
</xsd:sequence>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
Identifies a commodity business day calendar from which the pricing dates will be determined.
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
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 “Future” is chosen, the pricing will roll to the next futures contract on expiration, if “ListedOption” 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:documentation xml:lang="en">
</xsd:annotation>
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:element maxOccurs="unbounded" name="settlementPeriodsReference" type="SettlementPeriodsReference">
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
Allows a set of Settlement Periods to reference one already defined elsewhere in the trade structure.
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
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:complexType>
<xsd:documentation xml:lang="en">
</xsd:annotation>
A scheme identifying the grade of physical commodity product to be delivered.
</xsd:documentation>
<xsd:simpleContent>
<xsd:extension base="Scheme">
</xsd:simpleContent>
<xsd:attribute default="http://www.fpml.org/coding-scheme/commodity-oil-product-grade" name="productGradeScheme" type="NonEmptyURI"/>
</xsd:extension>
<xsd:annotation>
</xsd:complexType>
<xsd:documentation xml:lang="en">
</xsd:annotation>
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:simpleContent>
<xsd:extension base="Scheme">
</xsd:simpleContent>
<xsd:attribute default="http://www.fpml.org/coding-scheme/commodity-quantity-frequency" name="quantityFrequencyScheme" type="NonEmptyURI"/>
</xsd:extension>
<xsd:annotation>
</xsd:complexType>
<xsd:documentation xml:lang="en">
</xsd:annotation>
The Expiration Dates of the trade relative to the Calculation Periods.
</xsd:documentation>
<xsd:sequence>
<xsd:element name="expireRelativeToEvent" type="CommodityExpireRelativeToEvent">
</xsd:sequence>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
Specifies whether the payment(s) occur relative to the date of a physical event.
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
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:complexType>
<xsd:documentation xml:lang="en">
</xsd:annotation>
The Payment Dates of the trade relative to the Calculation Periods.
</xsd:documentation>
<xsd:sequence>
<xsd:choice>
</xsd:sequence>
<xsd:element name="payRelativeTo" type="CommodityPayRelativeToEnum">
</xsd:choice>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
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:documentation xml:lang="en">
</xsd:annotation>
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:documentation xml:lang="en">
</xsd:annotation>
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>
<!--CommodityReturnSwap proposal-->
<xsd:sequence>
</xsd:complexType>
<xsd:element name="formula" type="CommodityReturnCalculationFormulaEnum">
</xsd:sequence>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
Defines the value of the commodity return calculation formula as simple or compound.
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
Describes which dates are valid dates on which to observe a price or index level
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
Defines when a price or index level will be observed that will figure in the return calculation.
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
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:complexType>
<xsd:documentation xml:lang="en">
</xsd:annotation>
A type describing the return leg of a commodity return swap.
</xsd:documentation>
<xsd:complexContent>
<xsd:extension base="CommodityPerformanceSwapLeg">
</xsd:complexContent>
<xsd:sequence>
</xsd:extension>
<xsd:group ref="CommodityCalculationPeriods.model"/>
</xsd:sequence>
<xsd:annotation>
</xsd:group>
<xsd:documentation xml:lang="en">
</xsd:annotation>
Specifies the type of asset underlying the swap: a commodity reference price or a basket.
</xsd:documentation>
<xsd:choice>
<xsd:element name="notionalAmount" type="CommodityNotionalAmount">
</xsd:choice>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
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:documentation xml:lang="en">
</xsd:annotation>
A reference to the Return swap notional amount defined in another leg of the return swap.
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
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:complexType>
<xsd:documentation xml:lang="en">
</xsd:annotation>
The notional quantity of electricity that applies to one or more groups of Settlement Periods.
</xsd:documentation>
<xsd:complexContent>
<xsd:extension base="CommodityNotionalQuantity">
</xsd:complexContent>
<xsd:sequence>
</xsd:extension>
<xsd:element maxOccurs="unbounded" name="settlementPeriodsReference" type="SettlementPeriodsReference">
</xsd:sequence>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
The range(s) of Settlement Periods to which the Notional Quantity applies.
</xsd:documentation>
<xsd:annotation>
</xsd:complexType>
<xsd:documentation xml:lang="en">
</xsd:annotation>
The notional quantity schedule of electricity that applies to one or more groups of Settlement Periods.
</xsd:documentation>
<xsd:sequence>
<xsd:element maxOccurs="unbounded" name="settlementPeriodsNotionalQuantityStep" type="CommodityNotionalQuantity">
</xsd:sequence>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
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:element maxOccurs="unbounded" name="settlementPeriodsReference" type="SettlementPeriodsReference">
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
The range(s) of Settlement Periods to which the Fixed Price steps apply.
</xsd:documentation>
<xsd:annotation>
</xsd:complexType>
<xsd:documentation xml:lang="en">
</xsd:annotation>
The fixed price schedule for electricity that applies to one or more groups of Settlement Periods.
</xsd:documentation>
<xsd:sequence>
<xsd:element maxOccurs="unbounded" name="settlementPeriodsPriceStep" type="FixedPrice">
</xsd:sequence>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
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:element maxOccurs="unbounded" name="settlementPeriodsReference" type="SettlementPeriodsReference">
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
The range(s) of Settlement Periods to which the Fixed Price steps apply.
</xsd:documentation>
<xsd:complexContent>
</xsd:complexType>
<xsd:extension base="Money">
</xsd:complexContent>
<xsd:sequence>
</xsd:extension>
<xsd:element minOccurs="0" name="spreadConversionFactor" type="xsd:decimal">
</xsd:sequence>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
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:documentation xml:lang="en">
</xsd:annotation>
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:complexType>
<xsd:documentation xml:lang="en">
</xsd:annotation>
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:sequence>
<xsd:element maxOccurs="unbounded" name="spreadStep" type="CommoditySpread">
</xsd:sequence>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
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>
<!--CommodityRetuenSwap proposal-->
<xsd:annotation>
</xsd:complexType>
<xsd:documentation xml:lang="en">
</xsd:annotation>
A type specifying the date from which the early termination clause can be exercised.
</xsd:documentation>
<xsd:choice>
<xsd:element name="dateRelativeTo" type="PartyReference">
</xsd:choice>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
Reference to a party defined elsewhere in this document which may be allowed to terminate the trade.
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
Date from which early termination clause can be exercised.
</xsd:documentation>
<!---->
<xsd:annotation>
</xsd:complexType>
<xsd:documentation xml:lang="en">
</xsd:annotation>
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:sequence>
<xsd:element maxOccurs="unbounded" name="strikePricePerUnitStep" type="NonNegativeMoney">
</xsd:sequence>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
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:complexType>
<xsd:documentation xml:lang="en">
</xsd:annotation>
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:complexContent>
</xsd:complexContent>
<xsd:annotation>
</xsd:complexType>
<xsd:documentation xml:lang="en">Abstract base class for all commodity swap legs</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
</xsd:complexContent>
<xsd:annotation>
</xsd:annotation>
</xsd:complexType>
</xsd:complexType>
<xsd:complexContent>
<xsd:extension base="Product">
</xsd:complexContent>
<xsd:sequence>
</xsd:extension>
<xsd:group ref="BuyerSeller.model">
</xsd:sequence>
<xsd:annotation>
</xsd:group>
<xsd:documentation xml:lang="en">
</xsd:annotation>
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:annotation>
</xsd:element>
<xsd:annotation>
</xsd:annotation>
</xsd:element>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
The parameters for defining how the commodity option can be exercised into a physical transaction.
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
The option premium payable by the buyer to the seller.
</xsd:documentation>
<xsd:annotation>
</xsd:complexType>
<xsd:documentation xml:lang="en">
</xsd:annotation>
The barrier which, when breached, triggers the knock-in or knock-out of the barrier option.
</xsd:documentation>
<xsd:sequence>
<xsd:choice>
</xsd:sequence>
<xsd:sequence>
</xsd:choice>
<xsd:element name="levelQuantity" type="xsd:decimal">
</xsd:sequence>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
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:documentation xml:lang="en">
</xsd:annotation>
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:documentation xml:lang="en">
</xsd:annotation>
A barrier expressed as a percentage of notional quantity or commodity price level.
</xsd:documentation>
<xsd:annotation>
</xsd:annotation>
</xsd:element>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
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>
<!--CommodityReturnSwap proposal-->
<xsd:annotation>
</xsd:complexType>
<xsd:documentation xml:lang="en">
</xsd:annotation>
The dates on which prices are observed for the underlyer.
</xsd:documentation>
<xsd:sequence>
<xsd:group ref="CommodityCalculationPeriodsPointer.model"/>
</xsd:sequence>
<xsd:choice>
<xsd:sequence>
</xsd:choice>
<xsd:element minOccurs="0" name="lag" type="Lag">
</xsd:sequence>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
The pricing period per calculation period if the pricing days do not wholly fall within the respective calculation period.
</xsd:documentation>
<xsd:choice>
<xsd:sequence>
</xsd:choice>
<xsd:group ref="Days.model"/>
</xsd:sequence>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
Identifies a commodity business day calendar from which the pricing dates will be determined.
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
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 “Future” is chosen, the pricing will roll to the next futures contract on expiration, if “ListedOption” 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:documentation xml:lang="en">
</xsd:annotation>
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:element maxOccurs="unbounded" name="settlementPeriodsReference" type="SettlementPeriodsReference">
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
Allows a set of Settlement Periods to reference one already defined elsewhere in the trade structure.
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
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:complexType>
<xsd:documentation xml:lang="en">
</xsd:annotation>
A type describing the variance leg of a commodity variance swap.
</xsd:documentation>
<xsd:complexContent>
<xsd:extension base="CommodityPerformanceSwapLeg">
</xsd:complexContent>
<xsd:sequence>
</xsd:extension>
<xsd:group ref="CommodityCalculationPeriods.model"/>
</xsd:sequence>
<xsd:annotation>
</xsd:group>
<xsd:documentation xml:lang="en">
</xsd:annotation>
Specifies the type of asset underlying the swap: a commodity reference price or a basket.
</xsd:documentation>
<xsd:choice>
<xsd:element name="notionalAmount" type="CommodityNotionalAmount">
</xsd:choice>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
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:documentation xml:lang="en">
</xsd:annotation>
A reference to the Return swap notional amount defined in another leg of the return swap.
</xsd:documentation>
<xsd:choice>
<xsd:element name="varianceStrikePrice" type="xsd:decimal">
</xsd:choice>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
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:documentation xml:lang="en">
</xsd:annotation>
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:documentation xml:lang="en">
</xsd:annotation>
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:sequence>
</xsd:complexType>
<xsd:element minOccurs="0" name="pricingDates" type="CommodityPricingDates">
</xsd:sequence>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
Describes which dates are valid dates on which to observe a price or index level.
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
Defines when a price or index level will be observed that will figure in the return calculation.
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
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:documentation xml:lang="en">
</xsd:annotation>
Specifies whether denominator of the annualization factor is N ("false") or N - 1 ("true").
</xsd:documentation>
<!---->
<xsd:annotation>
</xsd:complexType>
<xsd:documentation xml:lang="en">
</xsd:annotation>
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:simpleContent>
<xsd:extension base="Scheme">
</xsd:simpleContent>
<xsd:attribute default="http://www.fpml.org/coding-scheme/weather-data-provider" name="weatherDataProviderScheme" type="NonEmptyURI"/>
</xsd:extension>
<xsd:annotation>
</xsd:annotation>
</xsd:complexType>
<xsd:simpleContent>
<xsd:extension base="Scheme">
</xsd:simpleContent>
<xsd:attribute default="http://www.fpml.org/coding-scheme/commodity-market-disruption-fallback" name="commodityMarketDisruptionFallbackScheme" type="NonEmptyURI"/>
</xsd:extension>
<xsd:annotation>
</xsd:annotation>
</xsd:complexType>
<xsd:sequence>
<xsd:element name="eEPApplicable" type="xsd:boolean">
</xsd:sequence>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
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:documentation xml:lang="en">
</xsd:annotation>
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:documentation xml:lang="en">
</xsd:annotation>
When "true" the EEP Equivalent is applicable. See Part [7] definition of EEP Equivalent.
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
When "true" the Excess Emissions Penalty is applicable. See Part [7] definition of Excess Emissions Penalty.
</xsd:documentation>
<xsd:annotation>
</xsd:annotation>
</xsd:complexType>
<xsd:sequence>
</xsd:sequence>
<xsd:annotation>
</xsd:complexType>
<xsd:documentation xml:lang="en">The physical delivery conditions for electricity.</xsd:documentation>
</xsd:annotation>
<xsd:choice>
<xsd:sequence>
</xsd:choice>
<xsd:element name="deliveryPoint" type="ElectricityDeliveryPoint">
</xsd:sequence>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
The point at which delivery of the electricity will occur.
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
Indicates the under what conditions the Parties' delivery obligations apply.
</xsd:documentation>
<xsd:element minOccurs="0" name="transmissionContingency" type="ElectricityTransmissionContingency">
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
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:documentation xml:lang="en">
</xsd:annotation>
Identification of the border(s) or border point(s) of a transportation contract.
</xsd:documentation>
<xsd:sequence>
<xsd:annotation>
</xsd:sequence>
<xsd:documentation xml:lang="en">
</xsd:annotation>
For EEI transactions, indicates that this transaction is for an "into" product.
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
The zone covering potential delivery points for the electricity.
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
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:complexType>
<xsd:documentation xml:lang="en">
</xsd:annotation>
The physical delivery obligation options specific to a firm transaction.
</xsd:documentation>
<xsd:sequence>
<xsd:element name="forceMajeure" type="xsd:boolean">
</xsd:sequence>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
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:complexType>
<xsd:documentation xml:lang="en">
</xsd:annotation>
A scheme identifying the types of the Delivery Point for a physically settled electricity trade.
</xsd:documentation>
<xsd:simpleContent>
</xsd:simpleContent>
<xsd:annotation>
</xsd:complexType>
<xsd:documentation xml:lang="en">
</xsd:annotation>
The physical delivery obligation options specific to a system firm transaction.
</xsd:documentation>
<xsd:sequence>
<xsd:element name="applicable" type="xsd:boolean">
</xsd:sequence>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
Indicates that the trade is for a System Firm product. Should always be set to "true".
</xsd:documentation>
<xsd:choice>
</xsd:complexType>
<xsd:element name="firm" type="ElectricityDeliveryFirm">
</xsd:choice>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
Indicates under what condtitions the Parties' delivery obligations apply.
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
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:documentation xml:lang="en">
</xsd:annotation>
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:documentation xml:lang="en">
</xsd:annotation>
Indicates that the electricity is intended to be supplied from a generation asset which can optionally be specified.
</xsd:documentation>
<xsd:annotation>
</xsd:complexType>
<xsd:documentation xml:lang="en">
</xsd:annotation>
The physical delivery obligation options specific to a unit firm transaction.
</xsd:documentation>
<xsd:sequence>
<xsd:element name="applicable" type="xsd:boolean">
</xsd:sequence>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
Indicates that the trade is for a Unit Firm product. Should always be set to "true".
</xsd:documentation>
<xsd:annotation>
</xsd:complexType>
<xsd:documentation xml:lang="en">
</xsd:annotation>
A type defining the physical quantity of the electricity to be delivered.
</xsd:documentation>
<xsd:complexContent>
<xsd:extension base="CommodityNotionalQuantity">
</xsd:complexContent>
<xsd:sequence>
</xsd:extension>
<xsd:element maxOccurs="unbounded" name="settlementPeriodsReference" type="SettlementPeriodsReference">
</xsd:sequence>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
A pointer style reference to the range(s) of Settlement Periods to which this quantity applies.
</xsd:documentation>
<xsd:annotation>
</xsd:complexType>
<xsd:documentation xml:lang="en">
</xsd:annotation>
Allows the documentation of a shaped quantity trade where the quantity changes over the life of the transaction.
</xsd:documentation>
<xsd:complexContent>
<xsd:extension base="CommodityPhysicalQuantitySchedule">
</xsd:complexContent>
<xsd:sequence>
</xsd:extension>
<xsd:element maxOccurs="unbounded" name="settlementPeriodsReference" type="SettlementPeriodsReference">
</xsd:sequence>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
A pointer style reference to the range(s) of Settlement Periods to which this quantity applies.
</xsd:documentation>
<xsd:annotation>
</xsd:complexType>
<xsd:documentation xml:lang="en">
</xsd:annotation>
Physically settled leg of a physically settled electricity transaction.
</xsd:documentation>
<xsd:complexContent>
<xsd:extension base="PhysicalSwapLeg">
</xsd:complexContent>
<xsd:sequence>
</xsd:extension>
<xsd:element name="deliveryPeriods" type="CommodityDeliveryPeriods">
</xsd:sequence>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
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:documentation xml:lang="en">
</xsd:annotation>
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:documentation xml:lang="en">
</xsd:annotation>
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:documentation xml:lang="en">
</xsd:annotation>
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:documentation xml:lang="en">
</xsd:annotation>
The specification of the electricity to be delivered.
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
The physical delivery conditions for the transaction.
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
The different options for specifying the quantity.
</xsd:documentation>
<xsd:annotation>
</xsd:annotation>
</xsd:complexType>
<xsd:complexContent>
<xsd:extension base="CommodityPhysicalQuantityBase">
</xsd:complexContent>
<xsd:sequence>
</xsd:extension>
<xsd:choice>
</xsd:sequence>
<xsd:element maxOccurs="unbounded" name="physicalQuantity" type="ElectricityPhysicalDeliveryQuantity">
</xsd:choice>
<xsd:annotation>
</xsd:annotation>
</xsd:element>
<xsd:element maxOccurs="unbounded" name="physicalQuantitySchedule" type="ElectricityPhysicalDeliveryQuantitySchedule">
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
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:documentation xml:lang="en">
</xsd:annotation>
The Total Quantity of the commodity to be delivered.
</xsd:documentation>
<xsd:annotation>
</xsd:complexType>
<xsd:documentation xml:lang="en">
</xsd:annotation>
The specification of the electricity to be delivered.
</xsd:documentation>
<xsd:sequence>
<xsd:element name="type" type="ElectricityProductTypeEnum">
</xsd:sequence>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">The type of electricity product to be delivered.</xsd:documentation>
</xsd:annotation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
The voltage, expressed as a number of volts, of the electricity to be delivered.
</xsd:documentation>
<xsd:annotation>
</xsd:complexType>
<xsd:documentation xml:lang="en">
</xsd:annotation>
A structure to specify the tranmission contingency and the party that bears the obligation.
</xsd:documentation>
<xsd:sequence>
<xsd:element name="contingency" type="ElectricityTransmissionContingencyType">
</xsd:sequence>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
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:annotation>
</xsd:element>
<xsd:annotation>
</xsd:complexType>
<xsd:documentation xml:lang="en">
</xsd:annotation>
The type of transmission contingency, i.e. what portion of the transmission the delivery obligations are applicable.
</xsd:documentation>
<xsd:simpleContent>
<xsd:extension base="Scheme">
</xsd:simpleContent>
<xsd:attribute default="http://www.fpml.org/coding-scheme/electricity-transmission-contingency" name="electricityTransmissionContingencyScheme" type="NonEmptyURI"/>
</xsd:extension>
<xsd:complexContent>
</xsd:complexType>
<xsd:extension base="PhysicalSwapLeg">
</xsd:complexContent>
<xsd:annotation>
</xsd:extension>
<xsd:documentation xml:lang="en">
</xsd:annotation>
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:sequence>
<xsd:element name="numberOfAllowances" type="UnitQuantity">
</xsd:sequence>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
The number of allowances, certificates or credit to be transaction in the transaction.
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
The specification of the type of allowance or credit.
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
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:documentation xml:lang="en">
</xsd:annotation>
The date on which allowances are to be delivered as specified in the related Confirmation.
</xsd:documentation>
<xsd:sequence>
</xsd:sequence>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
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:documentation xml:lang="en">
</xsd:annotation>
Applies to EU Emissions Allowance Transactions. Contains a series of parameters controlling Excess Emissions Penalty payments.
</xsd:documentation>
<xsd:annotation>
</xsd:complexType>
<xsd:documentation xml:lang="en">
</xsd:annotation>
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:sequence>
<xsd:element name="productType" type="EnvironmentalProductTypeEnum">
</xsd:sequence>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
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:documentation xml:lang="en">
</xsd:annotation>
Applies to E.U. Emissions Allowance Transactions. Describes Specified Compliance Period for which the Allowances are issued.
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
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:documentation xml:lang="en">
</xsd:annotation>
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:documentation xml:lang="en">
</xsd:annotation>
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:annotation>
</xsd:complexType>
<xsd:simpleContent>
<xsd:extension base="Scheme">
</xsd:simpleContent>
<xsd:attribute default="http://www.fpml.org/coding-scheme/governing-law" name="environmentalProductApplicableLawScheme" type="NonEmptyURI"/>
</xsd:extension>
<xsd:sequence>
</xsd:complexType>
<xsd:element name="startYear" type="xsd:gYear">
</xsd:sequence>
<xsd:annotation>
</xsd:annotation>
</xsd:element>
<xsd:annotation>
</xsd:annotation>
</xsd:element>
<xsd:annotation>
</xsd:complexType>
<xsd:documentation xml:lang="en">
</xsd:annotation>
For US Emissions Allowance Transactions. A system where all electronic certificates are stored and emissions are tracked.
</xsd:documentation>
<xsd:simpleContent>
<xsd:extension base="Scheme">
</xsd:simpleContent>
<xsd:attribute default="http://www.fpml.org/coding-scheme/commodity-environmental-tracking-system" name="commodityEnvironmentalTrackingSystemScheme" type="NonEmptyURI"/>
</xsd:extension>
<xsd:annotation>
</xsd:complexType>
<xsd:documentation xml:lang="en">
</xsd:annotation>
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:complexContent>
</xsd:complexContent>
<xsd:annotation>
</xsd:annotation>
</xsd:complexType>
<xsd:sequence>
</xsd:sequence>
<xsd:annotation>
</xsd:complexType>
<xsd:documentation xml:lang="en">
</xsd:annotation>
Fixed Price Leg of a Commodity Swap. It defines schedule of fixed payments associated with a commodity swap.
</xsd:documentation>
<xsd:complexContent>
<xsd:extension base="FinancialSwapLeg">
</xsd:extension>
</xsd:complexContent>
<xsd:annotation>
</xsd:complexType>
<xsd:documentation xml:lang="en">
</xsd:annotation>
A type to capture details relevant to the calculation of the floating price.
</xsd:documentation>
<xsd:sequence>
<xsd:element name="pricingDates" type="CommodityPricingDates">
</xsd:sequence>
<xsd:annotation>
</xsd:annotation>
</xsd:element>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
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:documentation xml:lang="en">
</xsd:annotation>
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:documentation xml:lang="en">
</xsd:annotation>
Rounding direction and precision for price values.
</xsd:documentation>
<xsd:choice minOccurs="0">
<xsd:element name="spread" type="CommoditySpread">
</xsd:choice>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
The spread over or under the Commodity Reference Price for this leg of the trade.
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
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:documentation xml:lang="en">
</xsd:annotation>
The spread percentage over or under the Commodity Reference Price for this leg of the trade.
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
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:complexType>
<xsd:documentation xml:lang="en">
</xsd:annotation>
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:complexContent>
<xsd:extension base="FinancialSwapLeg">
</xsd:complexContent>
<xsd:sequence>
</xsd:extension>
<xsd:group ref="CommodityCalculationPeriods.model"/>
</xsd:sequence>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
Specifies the underlying instrument. Only underlyers of type Commodity are supported.
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
Defines details relevant to the calculation of the floating price.
</xsd:documentation>
<xsd:complexContent>
</xsd:complexContent>
</xsd:complexType>
<xsd:annotation>
</xsd:annotation>
</xsd:complexType>
<xsd:sequence>
<xsd:group ref="CommodityDeliveryPoints.model"/>
</xsd:sequence>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
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:documentation xml:lang="en">
</xsd:annotation>
Identification of the border(s) or border point(s) of a transportation contract.
</xsd:documentation>
<xsd:sequence minOccurs="0">
<xsd:element name="buyerHub" type="CommodityHub">
</xsd:sequence>
<xsd:annotation>
</xsd:annotation>
</xsd:element>
<xsd:annotation>
</xsd:annotation>
</xsd:element>
<xsd:annotation>
</xsd:complexType>
<xsd:documentation xml:lang="en">
</xsd:annotation>
The different options for specifying the Delivery Periods for a physically settled gas trade.
</xsd:documentation>
<xsd:complexContent>
<xsd:extension base="CommodityDeliveryPeriods">
</xsd:complexContent>
<xsd:sequence minOccurs="0">
</xsd:extension>
<xsd:element name="supplyStartTime" type="PrevailingTime">
</xsd:sequence>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
The time at which gas delivery should start on each day of the Delivery Period(s).
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
The time at which gas delivery should end on each day of the Delivery Period(s).
</xsd:documentation>
<xsd:annotation>
</xsd:complexType>
<xsd:documentation xml:lang="en">
</xsd:annotation>
A scheme identifying the types of the Delivery Point for a physically settled gas trade.
</xsd:documentation>
<xsd:simpleContent>
</xsd:simpleContent>
<xsd:annotation>
</xsd:complexType>
<xsd:documentation xml:lang="en">
</xsd:annotation>
Physically settled leg of a physically settled gas transaction.
</xsd:documentation>
<xsd:complexContent>
<xsd:extension base="PhysicalSwapLeg">
</xsd:complexContent>
<xsd:sequence>
</xsd:extension>
<xsd:element name="deliveryPeriods" type="GasDeliveryPeriods">
</xsd:sequence>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
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:annotation>
</xsd:element>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
The physical delivery conditions for the transaction.
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
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:annotation>
</xsd:complexType>
<xsd:complexContent>
<xsd:extension base="CommodityPhysicalQuantityBase">
</xsd:complexContent>
<xsd:choice>
</xsd:extension>
<xsd:group ref="CommodityFixedPhysicalQuantity.model">
</xsd:choice>
<xsd:annotation>
</xsd:group>
<xsd:documentation xml:lang="en">
</xsd:annotation>
A quantity that is known at the time the transaction is executed.
</xsd:documentation>
<xsd:sequence>
<xsd:annotation>
</xsd:sequence>
<xsd:documentation xml:lang="en">
</xsd:annotation>
A quantity that can vary within set limits at the instruction of the specified party.
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
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:documentation xml:lang="en">
</xsd:annotation>
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:documentation xml:lang="en">
</xsd:annotation>
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:complexType>
<xsd:documentation xml:lang="en">
</xsd:annotation>
A type defining the characteristics of the gas being traded in a physically settled gas transaction.
</xsd:documentation>
<xsd:sequence>
<xsd:element name="type" type="GasProductTypeEnum">
</xsd:sequence>
<xsd:annotation>
</xsd:annotation>
</xsd:element>
<xsd:choice minOccurs="0">
<xsd:element name="calorificValue" type="NonNegativeDecimal">
</xsd:choice>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
The calorific value of the gas to be delivered, specified in megajoules per cubic meter (MJ/m3).
</xsd:documentation>
<xsd:annotation>
</xsd:annotation>
</xsd:element>
<xsd:annotation>
</xsd:annotation>
</xsd:complexType>
<xsd:simpleContent>
<xsd:extension base="Scheme">
</xsd:simpleContent>
<xsd:attribute default="http://www.fpml.org/coding-scheme/commodity-gas-quality" name="gasQualityScheme" type="NonEmptyURI"/>
</xsd:extension>
<xsd:annotation>
</xsd:complexType>
<xsd:documentation xml:lang="en">
</xsd:annotation>
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:simpleContent>
<xsd:extension base="Scheme">
</xsd:simpleContent>
<xsd:attribute default="http://www.fpml.org/coding-scheme/external/eic-codes" name="interconnectionPointScheme" type="NonEmptyURI"/>
</xsd:extension>
<xsd:annotation>
</xsd:complexType>
<xsd:documentation xml:lang="en">
</xsd:annotation>
An observation period that is offset from a Calculation Period.
</xsd:documentation>
<xsd:sequence>
<xsd:element name="lagDuration" type="Period">
</xsd:sequence>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
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:documentation xml:lang="en">
</xsd:annotation>
The interval between the start of each lagDuration and the start of each respective calculation period.
</xsd:documentation>
<xsd:annotation>
</xsd:complexType>
<xsd:documentation xml:lang="en">
</xsd:annotation>
Allows a lag to reference one already defined elsewhere in the trade.
</xsd:documentation>
<xsd:complexContent>
</xsd:complexContent>
<xsd:annotation>
</xsd:annotation>
</xsd:complexType>
<xsd:simpleContent>
<xsd:extension base="Scheme">
</xsd:simpleContent>
<xsd:attribute default="http://www.fpml.org/coding-scheme/commodity-market-disruption" name="commodityMarketDisruptionScheme" type="NonEmptyURI"/>
</xsd:extension>
<xsd:annotation>
</xsd:complexType>
<xsd:documentation xml:lang="en">
</xsd:annotation>
A scheme identifying the types of metal product for a physically settled metal trade.
</xsd:documentation>
<xsd:simpleContent>
<xsd:extension base="Scheme">
</xsd:simpleContent>
<xsd:attribute default="http://fpml.org/coding-scheme/commodity-metal-product-type" name="commodityMetalProductTypeScheme" type="NonEmptyURI"/>
</xsd:extension>
<xsd:annotation>
</xsd:complexType>
<xsd:documentation xml:lang="en">
</xsd:annotation>
A type defining the characteristics of the metal product being traded in a physically settled metal transaction.
</xsd:documentation>
<xsd:sequence>
<xsd:element name="material" type="Material">
</xsd:sequence>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
The types of metal product for a physically settled metal trade.
</xsd:documentation>
<xsd:sequence>
<xsd:element maxOccurs="unbounded" name="shape" type="CommodityMetalShape">
</xsd:sequence>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
The physical shape(s) which can be delivered in Seller's option.
</xsd:documentation>
<xsd:sequence>
<xsd:element maxOccurs="unbounded" minOccurs="0" name="brand" type="CommodityMetalBrand">
</xsd:sequence>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
The brand(s) of material which can be delivered in Seller's option.
</xsd:documentation>
<xsd:sequence>
<xsd:element maxOccurs="unbounded" name="grade" type="CommodityMetalGrade">
</xsd:sequence>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
The grade(s) of material which can be delivered in seller's option.
</xsd:documentation>
<xsd:annotation>
</xsd:complexType>
<xsd:documentation xml:lang="en">
</xsd:annotation>
The physical delivery conditions for the transaction.
</xsd:documentation>
<xsd:sequence>
<xsd:element name="deliveryLocation" type="CommodityDeliveryPoint">
</xsd:sequence>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
The Delivery Point for a physically settled non-precious metal transaction.
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
"Risk of loss" may also be used, equivalently, on confirmation documents.
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
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:documentation xml:lang="en">
</xsd:annotation>
The +/- percentage quantity tolerance in seller's option which applied to each shipment period.
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
Describes how and when title to the commodity transfers.
</xsd:documentation>
<xsd:annotation>
</xsd:complexType>
<xsd:documentation xml:lang="en">
</xsd:annotation>
Physically settled leg of a physically settled Metal transaction.
</xsd:documentation>
<xsd:complexContent>
<xsd:extension base="PhysicalForwardLeg">
</xsd:complexContent>
<xsd:sequence>
</xsd:extension>
<xsd:element name="metal" type="Metal">
</xsd:sequence>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
The specification of the Metal Product to be delivered.
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
The period during which delivery/deliveries of Metal may be scheduled.
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
The physical delivery arrangements and requirements for a physically settled non-precious metal transaction.
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
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:complexType>
<xsd:documentation xml:lang="en">
</xsd:annotation>
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:complexContent>
<xsd:extension base="CommoditySwapLeg">
</xsd:complexContent>
<xsd:sequence>
</xsd:extension>
<xsd:group ref="PayerReceiver.model">
</xsd:sequence>
<xsd:annotation>
</xsd:group>
<xsd:documentation xml:lang="en">
</xsd:annotation>
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:annotation>
</xsd:element>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
The total amount of the fixed payment for all units of the underlying commodity.
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
A pointer style reference to a quantity defined on another leg.
</xsd:documentation>
<xsd:annotation>
</xsd:complexType>
<xsd:documentation xml:lang="en">
</xsd:annotation>
The physical delivery conditions for an oil product.
</xsd:documentation>
<xsd:sequence>
<xsd:choice>
</xsd:sequence>
<xsd:element name="pipeline" type="OilPipelineDelivery">
</xsd:choice>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
Specified the delivery conditions where the oil product is to be delivered by pipeline.
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
Specified the delivery conditions where the oil product is to be delivered by title transfer.
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
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:choice minOccurs="0">
<xsd:element name="absoluteTolerance" type="AbsoluteTolerance">
</xsd:choice>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
Specifies the allowable quantity tolerance as an absolute quantity.
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
Specifies the allowable quantity tolerance as a percentage of the quantity.
</xsd:documentation>
<xsd:annotation>
</xsd:complexType>
<xsd:documentation xml:lang="en">
</xsd:annotation>
Physically settled leg of a physically settled oil product transaction.
</xsd:documentation>
<xsd:complexContent>
<xsd:extension base="PhysicalSwapLeg">
</xsd:complexContent>
<xsd:sequence>
</xsd:extension>
<xsd:element name="deliveryPeriods" type="CommodityDeliveryPeriods">
</xsd:sequence>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
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:documentation xml:lang="en">
</xsd:annotation>
The specification of the oil product to be delivered.
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
The physical delivery conditions for the transaction.
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
The different options for specifying the quantity.
</xsd:documentation>
<xsd:annotation>
</xsd:complexType>
<xsd:documentation xml:lang="en">
</xsd:annotation>
The physical delivery conditions specific to an oil product delivered by pipeline.
</xsd:documentation>
<xsd:sequence>
<xsd:element name="pipelineName" type="CommodityPipeline">
</xsd:sequence>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
The name of pipeline by which the oil product will be delivered.
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
The location at which the transfer of the title to the commodity takes place.
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
The point at which the oil product will enter the pipeline.
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
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:documentation xml:lang="en">
</xsd:annotation>
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:documentation xml:lang="en">
</xsd:annotation>
The cycle(s) during which the oil product will be transported in the pipeline.
</xsd:documentation>
<xsd:annotation>
</xsd:complexType>
<xsd:documentation xml:lang="en">
</xsd:annotation>
The specification of the oil product to be delivered.
</xsd:documentation>
<xsd:sequence>
<xsd:element name="type" type="OilProductType">
</xsd:sequence>
<xsd:annotation>
</xsd:annotation>
</xsd:element>
<xsd:annotation>
</xsd:annotation>
</xsd:element>
<xsd:annotation>
</xsd:complexType>
<xsd:documentation xml:lang="en">
</xsd:annotation>
The type of physical commodity product to be delivered.
</xsd:documentation>
<xsd:simpleContent>
<xsd:extension base="Scheme">
</xsd:simpleContent>
<xsd:attribute default="http://www.fpml.org/coding-scheme/commodity-oil-product-type" name="commodityOilProductTypeScheme" type="NonEmptyURI"/>
</xsd:extension>
<xsd:annotation>
</xsd:complexType>
<xsd:documentation xml:lang="en">
</xsd:annotation>
The physical delivery conditions specific to an oil product delivered by title transfer.
</xsd:documentation>
<xsd:sequence>
<xsd:element name="applicable" type="xsd:boolean">
</xsd:sequence>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
Indicates that the oil product will be delivered by title transfer. Should always be set to "true".
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
The location at which the transfer of the title to the commodity takes place.
</xsd:documentation>
<xsd:annotation>
</xsd:complexType>
<xsd:documentation xml:lang="en">
</xsd:annotation>
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:sequence>
<xsd:element name="postitive" type="RestrictedPercentage">
</xsd:sequence>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
The maximum percentage amount by which the quantity delivered can exceed the agreed quantity.
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
The maximum percentage amount by which the quantity delivered can be less than the agreed quantity.
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
Indicates whether the tolerance it at the seller's or buyer's option.
</xsd:documentation>
<xsd:annotation>
</xsd:complexType>
<xsd:documentation xml:lang="en">
</xsd:annotation>
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:complexContent>
</xsd:complexContent>
<xsd:annotation>
</xsd:complexType>
<xsd:documentation xml:lang="en">
</xsd:annotation>
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:complexContent>
</xsd:complexContent>
<xsd:annotation>
</xsd:complexType>
</xsd:complexType>
<xsd:documentation xml:lang="en">
</xsd:annotation>
A pointer tyle reference to a Quantity defined elsewhere.
</xsd:documentation>
<xsd:complexContent>
<xsd:extension base="Reference">
</xsd:complexContent>
<xsd:attribute ecore:reference="CommodityPhysicalQuantityBase" name="href" type="xsd:IDREF" use="required"/>
</xsd:extension>
<xsd:annotation>
</xsd:complexType>
<xsd:documentation xml:lang="en">
</xsd:annotation>
CPD Reference Level: millimeters or inches of daily precipitation HDD Reference Level: degree-days CDD Reference Level: degree-days.
</xsd:documentation>
<xsd:simpleContent>
<xsd:extension base="Scheme">
</xsd:simpleContent>
<xsd:attribute default="http://www.fpml.org/coding-scheme/weather-index-reference-level" name="weatherIndexReferenceLevelScheme" type="NonEmptyURI"/>
</xsd:extension>
<xsd:annotation>
</xsd:complexType>
<xsd:documentation xml:lang="en">
</xsd:annotation>
A Disruption Fallback with the sequence in which it should be applied relative to other Disruption Fallbacks.
</xsd:documentation>
<xsd:sequence>
<xsd:element name="fallback" type="DisruptionFallback">
</xsd:sequence>
<xsd:annotation>
</xsd:annotation>
</xsd:element>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
Sequence in which the reference to the disruption fallback should be applied.
</xsd:documentation>
<xsd:annotation>
</xsd:complexType>
<xsd:documentation xml:lang="en">
</xsd:annotation>
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:sequence>
<xsd:element name="duration" type="SettlementPeriodDurationEnum">
</xsd:sequence>
<xsd:annotation>
</xsd:annotation>
</xsd:element>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
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:sequence>
<xsd:element name="startTime" type="OffsetPrevailingTime">
</xsd:sequence>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
Specifies the hour-ending Start Time with respect to a range of Settlement Periods.
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
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:choice minOccurs="0">
<xsd:element name="excludeHolidays" type="CommodityBusinessCalendar">
</xsd:choice>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
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:documentation xml:lang="en">
</xsd:annotation>
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:complexType>
<xsd:documentation xml:lang="en">
</xsd:annotation>
A type defining the Fixed Price applicable to a range or ranges of Settlement Periods.
</xsd:documentation>
<xsd:complexContent>
<xsd:extension base="FixedPrice">
</xsd:complexContent>
<xsd:sequence>
</xsd:extension>
<xsd:element maxOccurs="unbounded" name="settlementPeriodsReference" type="SettlementPeriodsReference"/>
</xsd:sequence>
<xsd:annotation>
</xsd:complexType>
<xsd:documentation xml:lang="en">
</xsd:annotation>
Allows a set of Settlement Periods to reference one already defined elsewhere in the trade.
</xsd:documentation>
<xsd:complexContent>
</xsd:complexContent>
<xsd:annotation>
</xsd:complexType>
<xsd:documentation xml:lang="en">
</xsd:annotation>
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:sequence>
<xsd:element maxOccurs="unbounded" name="settlementPeriodsStep" type="SettlementPeriodsStep">
</xsd:sequence>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
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:complexType>
<xsd:documentation xml:lang="en">
</xsd:annotation>
A reference to the range of Settlement Periods that applies to a given period of a transaction.
</xsd:documentation>
<xsd:sequence>
<xsd:element maxOccurs="unbounded" name="settlementPeriodsReference" type="SettlementPeriodsReference">
</xsd:sequence>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
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:complexType>
<xsd:documentation xml:lang="en">
</xsd:annotation>
A pointer style reference to a basket in the document
</xsd:documentation>
<xsd:complexContent>
</xsd:complexContent>
<xsd:annotation>
</xsd:complexType>
<xsd:documentation xml:lang="en">
</xsd:annotation>
A pointer style reference to a product leg in the document
</xsd:documentation>
<xsd:complexContent>
<xsd:extension base="Reference">
</xsd:complexContent>
<xsd:attribute ecore:reference="CommodityBasketUnderlyingBase" name="href" type="xsd:IDREF" use="required"/>
</xsd:extension>
<xsd:annotation>
</xsd:annotation>
</xsd:complexType>
<xsd:sequence>
<xsd:element name="quantityUnit" type="QuantityUnit">
</xsd:sequence>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
Quantity Unit is the unit of measure applicable for the quantity on the Transaction.
</xsd:documentation>
<xsd:annotation>
</xsd:annotation>
</xsd:element>
<xsd:annotation>
</xsd:complexType>
<xsd:documentation xml:lang="en">
</xsd:annotation>
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:sequence>
</xsd:sequence>
<xsd:annotation>
</xsd:complexType>
<xsd:documentation xml:lang="en">
</xsd:annotation>
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:sequence>
</xsd:sequence>
<xsd:annotation>
</xsd:complexType>
<xsd:documentation xml:lang="en">
</xsd:annotation>
A type defining the Weather Index Level or Weather Index Strike Level.
</xsd:documentation>
<xsd:sequence>
<xsd:element name="quantity" type="xsd:decimal">
</xsd:sequence>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
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:documentation xml:lang="en">
</xsd:annotation>
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:sequence>
</xsd:complexType>
<xsd:element name="referenceLevel" type="ReferenceLevel">
</xsd:sequence>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
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:documentation xml:lang="en">
</xsd:annotation>
The provider of either temperature data or precipitation data specified by the parties in the related Confirmation.
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
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:documentation xml:lang="en">
</xsd:annotation>
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:documentation xml:lang="en">
</xsd:annotation>
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:documentation xml:lang="en">
</xsd:annotation>
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:documentation xml:lang="en">
</xsd:annotation>
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:documentation xml:lang="en">
</xsd:annotation>
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:documentation xml:lang="en">
</xsd:annotation>
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:documentation xml:lang="en">
</xsd:annotation>
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:documentation xml:lang="en">
</xsd:annotation>
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:complexType>
<xsd:documentation xml:lang="en">
</xsd:annotation>
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:complexContent>
<xsd:extension base="FinancialSwapLeg">
</xsd:complexContent>
<xsd:sequence>
</xsd:extension>
<xsd:element name="weatherIndexLevel" type="WeatherIndex">
</xsd:sequence>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
Defining the Weather Index Level or Weather Index Strike Level.
</xsd:documentation>
<xsd:annotation>
</xsd:annotation>
</xsd:element>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
Defines details relevant to the calculation of the aggregate weather index amount.
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
The Payment Dates of the trade relative to the Calculation Periods or Calculation Date
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
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:complexType>
<xsd:documentation xml:lang="en">
</xsd:annotation>
A type to capture details of the calculation of the Payment Amount on a Weather Index Transaction.
</xsd:documentation>
<xsd:sequence>
<xsd:element name="settlementLevel" type="WeatherSettlementLevelEnum">
</xsd:sequence>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
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:documentation xml:lang="en">
</xsd:annotation>
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:documentation xml:lang="en">
</xsd:annotation>
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:documentation xml:lang="en">
</xsd:annotation>
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:documentation xml:lang="en">
</xsd:annotation>
The date payment often revised after its publication, this indicates if the payment date could be recalculated.
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
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:documentation xml:lang="en">
</xsd:annotation>
The maximum total payment amount that will be paid in any particular transaction.
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
The maximum payment amount that will be paid in any particular Calculation Period.
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
Rounding direction and precision for price values.
</xsd:documentation>
<xsd:annotation>
</xsd:annotation>
</xsd:complexType>
<xsd:sequence>
</xsd:sequence>
<xsd:annotation>
</xsd:complexType>
<xsd:documentation xml:lang="en">
</xsd:annotation>
A code identifying a Weather Station Airport (based on the the IATA standard).
</xsd:documentation>
<xsd:simpleContent>
<xsd:extension base="Scheme">
</xsd:simpleContent>
<xsd:attribute default="http://www.fpml.org/coding-scheme/external/weather-station-airport" name="weatherStationAirportScheme" type="NonEmptyURI"/>
</xsd:extension>
<xsd:annotation>
</xsd:annotation>
</xsd:complexType>
<xsd:simpleContent>
<xsd:extension base="Scheme">
</xsd:simpleContent>
<xsd:attribute default="http://www.fpml.org/coding-scheme/external/weather-station-wban" name="weatherStationWBANScheme" type="NonEmptyURI"/>
</xsd:extension>
<xsd:annotation>
</xsd:annotation>
</xsd:complexType>
<xsd:simpleContent>
<xsd:extension base="Scheme">
</xsd:simpleContent>
<xsd:attribute default="http://www.fpml.org/coding-scheme/external/weather-station-wmo" name="weatherStationWMOScheme" type="NonEmptyURI"/>
</xsd:extension>
<xsd:element name="bullionPhysicalLeg" substitutionGroup="commodityForwardLeg" type="BullionPhysicalLeg">
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
The physical leg of a Commodity Forward Transaction for which the underlyer is Bullion.
</xsd:documentation>
<xsd:annotation>
</xsd:annotation>
</xsd:element>
<xsd:annotation>
</xsd:annotation>
</xsd:element>
<xsd:element name="commodityDigitalOption" substitutionGroup="product" type="CommodityDigitalOption">
<xsd:annotation>
</xsd:annotation>
</xsd:element>
<xsd:annotation>
</xsd:annotation>
</xsd:element>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">Defines the substitutable commodity forward leg.</xsd:documentation>
</xsd:annotation>
<!--Commodity Performance Swap proposal-->
<xsd:element name="commodityInterestLeg" substitutionGroup="commodityPerformanceSwapLeg" type="CommodityInterestLeg">
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
Specifies the fixed payments of a commodity performance swap. Sometimes also referred to as the fee.
</xsd:documentation>
<!---->
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
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>
<!--Commodity Performance Swap proposal-->
<xsd:element name="commodityPerformanceSwap" substitutionGroup="product" type="CommodityPerformanceSwap">
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
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:documentation xml:lang="en">
</xsd:annotation>
A placeholder within 'commodityPerformanceSwap' structure for the actual commodity swap legs (e.g. 'commodityReturnLeg' and 'commodityInterestLeg').
</xsd:documentation>
<xsd:element name="commodityReturnLeg" substitutionGroup="commodityPerformanceSwapLeg" type="CommodityReturnLeg">
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
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:annotation>
</xsd:element>
<xsd:annotation>
</xsd:annotation>
</xsd:element>
<xsd:annotation>
</xsd:annotation>
</xsd:element>
<!--Commodity Performance Swap proposal-->
<xsd:element name="commodityVarianceLeg" substitutionGroup="commodityPerformanceSwapLeg" type="CommodityVarianceLeg">
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
Specifies the variance payments of a commodity variance swap.
</xsd:documentation>
<!---->
<xsd:element name="electricityPhysicalLeg" substitutionGroup="commoditySwapLeg" type="ElectricityPhysicalLeg">
<xsd:annotation>
</xsd:annotation>
</xsd:element>
<xsd:element name="environmentalPhysicalLeg" substitutionGroup="commoditySwapLeg" type="EnvironmentalPhysicalLeg">
<xsd:annotation>
</xsd:annotation>
</xsd:element>
<xsd:annotation>
</xsd:annotation>
</xsd:element>
<xsd:annotation>
</xsd:annotation>
</xsd:element>
<xsd:annotation>
</xsd:annotation>
</xsd:element>
<xsd:element name="metalPhysicalLeg" substitutionGroup="commodityForwardLeg" type="MetalPhysicalLeg">
<xsd:annotation>
</xsd:annotation>
</xsd:element>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">Physically settled oil or refined products leg.</xsd:documentation>
</xsd:annotation>
<xsd:annotation>
</xsd:group>
<xsd:documentation xml:lang="en">
</xsd:annotation>
Model group containing features specific to Asian/averaging commodity options.
</xsd:documentation>
<xsd:sequence>
<xsd:choice>
</xsd:sequence>
<xsd:element name="calculationPeriodsSchedule" type="CommodityCalculationPeriodsSchedule">
</xsd:choice>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
A parametric representation of the Calculation Periods of the Commodity Option Transaction.
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
An absolute representation of the Calculation Period start dates of the Commodity Option Transaction.
</xsd:documentation>
<xsd:annotation>
</xsd:annotation>
</xsd:element>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
The Method of Averaging if there is more than one Pricing Date.
</xsd:documentation>
<!-- "CommodityBasket" groups elements used in "CommodityBasketOption" to be reused in "CommodityBasket" type as well-->
<xsd:choice>
</xsd:choice>
</xsd:group>
<xsd:annotation>
</xsd:group>
<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:sequence>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
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:documentation xml:lang="en">
</xsd:annotation>
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:choice>
<xsd:element name="calculationPeriodsSchedule" type="CommodityCalculationPeriodsSchedule">
</xsd:choice>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
A parametric representation of the Calculation Periods of the Commodity Option Transaction.
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
An absolute representation of the Calculation Period start dates of the Commodity Option Transaction.
</xsd:documentation>
<xsd:annotation>
</xsd:group>
<xsd:documentation xml:lang="en">
</xsd:annotation>
The different options for specifying the Calculation Periods.
</xsd:documentation>
<xsd:choice>
<xsd:element name="calculationDates" type="AdjustableDates">
</xsd:choice>
<xsd:annotation>
</xsd:element>
<!--Updated annotation-->
</xsd:annotation>
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:documentation xml:lang="en">
</xsd:annotation>
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:documentation xml:lang="en">
</xsd:annotation>
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:group>
<xsd:documentation xml:lang="en">
</xsd:annotation>
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:documentation xml:lang="en">
</xsd:annotation>
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:choice>
<xsd:element name="calculationPeriodsReference" type="CalculationPeriodsReference">
</xsd:choice>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
A pointer style reference to the Calculation Periods defined on another leg.
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
A pointer style reference to the Calculation Periods Schedule defined on another leg.
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
A pointer style reference to single-day-duration Calculation Periods defined on another leg.
</xsd:documentation>
<xsd:annotation>
</xsd:group>
<xsd:documentation xml:lang="en">
</xsd:annotation>
Items defining the chemical composition of the coal product.
</xsd:documentation>
<xsd:sequence>
<xsd:element minOccurs="0" name="moisture" type="CoalAttributePercentage">
</xsd:sequence>
<xsd:annotation>
</xsd:annotation>
</xsd:element>
<xsd:annotation>
</xsd:annotation>
</xsd:element>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">The sulfur/sulphur content of the coal product.</xsd:documentation>
</xsd:annotation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
The sulfur/sulphur dioxide content of the coal product.
</xsd:documentation>
<xsd:annotation>
</xsd:annotation>
</xsd:element>
<xsd:annotation>
</xsd:group>
<xsd:documentation xml:lang="en">
</xsd:annotation>
Items defining the physical attributes of the coal product.
</xsd:documentation>
<xsd:sequence>
<xsd:element minOccurs="0" name="BTUperLB" type="CoalAttributeDecimal">
</xsd:sequence>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
The number of British Thermal Units per Pound of the coal product.
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
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:documentation xml:lang="en">
</xsd:annotation>
The Hardgrove Grindability Index value of the coal to be delivered.
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
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:group>
<xsd:documentation xml:lang="en">
</xsd:annotation>
Items defining the attributes of the coal product determined by ash fusion tests.
</xsd:documentation>
<xsd:sequence>
<xsd:element minOccurs="0" name="initialDeformation" type="CoalAttributeDecimal">
</xsd:sequence>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
The temperature at which an ash cone shows evidence of deformation.
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
The temperature at which the height of an ash cone equals its width. (Softening temperature).
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
The temperature at which the height of an ash cone equals half its width. (Hemisphere temperature).
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">The temperature at which the ash cone flattens.</xsd:documentation>
</xsd:annotation>
<xsd:annotation>
</xsd:annotation>
</xsd:group>
<xsd:sequence>
<xsd:element minOccurs="0" name="commonPricing" type="xsd:boolean">
</xsd:sequence>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
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.
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
Contains contract terms related to triggers and responses to market disruptions as defined in the 1993 or 2005 Commodity Definitions.
</xsd:documentation>
<xsd:element minOccurs="0" name="settlementDisruption" type="CommodityBullionSettlementDisruptionEnum">
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
Describes contract terms related to the consequences of Bullion Settlement Disruption Events.
</xsd:documentation>
<xsd:annotation>
</xsd:annotation>
</xsd:element>
<xsd:annotation>
</xsd:group>
<xsd:documentation xml:lang="en">
</xsd:annotation>
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:choice>
<xsd:element name="deliveryPeriodsReference" type="CalculationPeriodsReference">
</xsd:choice>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
A pointer style reference to the Delivery Periods defined elsewhere.
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
A pointer style reference to the Calculation Periods Schedule defined elsewhere.
</xsd:documentation>
<xsd:annotation>
</xsd:group>
<xsd:documentation xml:lang="en">
</xsd:annotation>
A Delivery Point, applicable to physically settled commodity transactions.
</xsd:documentation>
<xsd:choice>
<xsd:element name="deliveryPoint" type="GasDeliveryPoint">
</xsd:choice>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
The physical or virtual point at which the commodity will be delivered.
</xsd:documentation>
<xsd:sequence>
<xsd:element name="entryPoint" type="CommodityDeliveryPoint">
</xsd:sequence>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
The physical or virtual point at which the commodity enters a transportation system.
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
The physical or virtual point at which the commodity is withdrawn from a transportation system.
</xsd:documentation>
<xsd:annotation>
</xsd:annotation>
</xsd:group>
<xsd:sequence>
<xsd:element minOccurs="0" name="effectiveDate" type="AdjustableOrRelativeDate">
</xsd:sequence>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
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:documentation xml:lang="en">
</xsd:annotation>
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:sequence>
<xsd:group minOccurs="0" ref="CommodityAsian.model"/>
</xsd:sequence>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
The barrier and cash payout features of the digital option.
</xsd:documentation>
<xsd:annotation>
</xsd:group>
<xsd:documentation xml:lang="en">
</xsd:annotation>
Items specific to financially-settled commodity options.
</xsd:documentation>
<xsd:sequence>
<xsd:element name="commodity" type="Commodity">
</xsd:sequence>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
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:group>
<xsd:documentation xml:lang="en">Describes additional features within the option.</xsd:documentation>
</xsd:annotation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
The parameters for defining how the commodity option can be exercised and how it is settled.
</xsd:documentation>
<xsd:choice>
<xsd:group ref="CommodityStrikePrice.model">
</xsd:choice>
<xsd:annotation>
</xsd:group>
<xsd:documentation xml:lang="en">
</xsd:annotation>
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:documentation xml:lang="en">
</xsd:annotation>
The different options for specifying a fixed physical quantity of commodity to be delivered.
</xsd:documentation>
<xsd:sequence>
<xsd:choice>
</xsd:sequence>
<xsd:element name="physicalQuantity" type="CommodityNotionalQuantity">
</xsd:choice>
<xsd:annotation>
</xsd:annotation>
</xsd:element>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
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:documentation xml:lang="en">
</xsd:annotation>
The Total Quantity of the commodity to be delivered.
</xsd:documentation>
<xsd:annotation>
</xsd:group>
<xsd:documentation xml:lang="en">
</xsd:annotation>
The different options for specifying the Fixed Price.
</xsd:documentation>
<xsd:sequence>
<xsd:choice>
</xsd:sequence>
<xsd:element name="fixedPriceSchedule" type="CommodityFixedPriceSchedule">
</xsd:choice>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
Allows the specification of a Fixed Price that varies over the life of the trade.
</xsd:documentation>
<xsd:choice>
<xsd:element name="fixedPrice" type="FixedPrice">
</xsd:choice>
<xsd:annotation>
</xsd:annotation>
</xsd:element>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
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:documentation xml:lang="en">
</xsd:annotation>
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:element maxOccurs="unbounded" name="settlementPeriodsPrice" type="SettlementPeriodsFixedPrice">
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
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:documentation xml:lang="en">
</xsd:annotation>
The total amount of all fixed payments due during the term of the trade.
</xsd:documentation>
<xsd:annotation>
</xsd:group>
<xsd:documentation xml:lang="en">
</xsd:annotation>
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:choice>
<xsd:element name="floatingStrikePricePerUnit" type="FloatingStrikePrice">
</xsd:choice>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">The currency amount of the strike price per unit.</xsd:documentation>
</xsd:annotation>
<xsd:annotation>
</xsd:group>
<xsd:documentation xml:lang="en">
</xsd:annotation>
The Flat Rate, applicable to Wet Voyager Charter Freight Swaps.
</xsd:documentation>
<xsd:sequence>
<xsd:element name="flatRate" type="FlatRateEnum">
</xsd:sequence>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
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:documentation xml:lang="en">
</xsd:annotation>
If flatRate is set to "Fixed", the actual value of the Flat Rate.
</xsd:documentation>
<xsd:annotation>
</xsd:group>
<xsd:documentation xml:lang="en">
</xsd:annotation>
The different options for specifying the Payment Date.
</xsd:documentation>
<xsd:choice>
<xsd:element name="paymentDates" type="AdjustableDatesOrRelativeDateOffset">
</xsd:choice>
<xsd:annotation>
</xsd:annotation>
</xsd:element>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
If present and true indicates that the Payment Date(s) are specified in the relevant master agreement.
</xsd:documentation>
<xsd:annotation>
</xsd:group>
<xsd:documentation xml:lang="en">
</xsd:annotation>
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:choice>
<xsd:sequence>
</xsd:choice>
<xsd:choice>
</xsd:sequence>
<xsd:element name="notionalQuantitySchedule" type="CommodityNotionalQuantitySchedule">
</xsd:choice>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
Allows the documentation of a shaped notional trade where the notional changes over the life of the transaction.
</xsd:documentation>
<xsd:annotation>
</xsd:annotation>
</xsd:element>
<xsd:element maxOccurs="unbounded" name="settlementPeriodsNotionalQuantity" type="CommoditySettlementPeriodsNotionalQuantity">
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
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:annotation>
</xsd:element>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
A pointer style reference to a quantity defined on another leg.
</xsd:documentation>
<xsd:annotation>
</xsd:group>
<xsd:documentation xml:lang="en">Describes additional features within the option.</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element name="effectiveDate" type="AdjustableOrRelativeDate">
</xsd:sequence>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
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:documentation xml:lang="en">
</xsd:annotation>
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:choice minOccurs="0">
<xsd:sequence>
</xsd:choice>
<xsd:group ref="CommodityAsian.model"/>
</xsd:sequence>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
Defines a commodity option barrier product feature.
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
Defines a commodity option barrier product feature.
</xsd:documentation>
<xsd:annotation>
</xsd:group>
<xsd:documentation xml:lang="en">
</xsd:annotation>
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:choice>
<xsd:element name="relativePaymentDates" type="CommodityRelativePaymentDates">
</xsd:choice>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
The Payment Dates of the trade relative to the Calculation Periods.
</xsd:documentation>
<xsd:annotation>
</xsd:group>
<xsd:documentation xml:lang="en">
</xsd:annotation>
Items specific to financially-settled commodity options.
</xsd:documentation>
<xsd:sequence>
<xsd:choice>
</xsd:sequence>
<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:choice>
<xsd:annotation>
</xsd:annotation>
</xsd:element>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
The parameters for defining how the commodity option can be exercised into a physical transaction.
</xsd:documentation>
<xsd:annotation>
</xsd:group>
<xsd:documentation xml:lang="en">
</xsd:annotation>
The different options for specifying the Strike price per unit.
</xsd:documentation>
<xsd:choice>
<xsd:element name="strikePricePerUnit" type="NonNegativeMoney">
</xsd:choice>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">The currency amount of the strike price per unit.</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
</xsd:group>
<xsd:element name="effectiveDate" type="AdjustableOrRelativeDate">
</xsd:sequence>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
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:documentation xml:lang="en">
</xsd:annotation>
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:documentation xml:lang="en">
</xsd:annotation>
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:choice>
<xsd:element maxOccurs="unbounded" ref="commoditySwapLeg"/>
</xsd:choice>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
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>
<!--Performance Swap proposal-->
<xsd:annotation>
</xsd:group>
<xsd:documentation xml:lang="en">
</xsd:annotation>
A type describing the type of underlyer: a single commodity or a basket of commodities.
</xsd:documentation>
<xsd:choice>
<xsd:element name="commodity" type="Commodity">
</xsd:choice>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
Describes the swap's underlyer when it has only one asset component.
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
Describes the swap's underlyer when it has multiple asset components.
</xsd:documentation>
<!--end-->
<xsd:annotation>
</xsd:group>
<xsd:documentation xml:lang="en">
</xsd:annotation>
Items specific to the definition of a US Coal Product.
</xsd:documentation>
<xsd:sequence>
<xsd:element name="btuQualityAdjustment" type="CoalQualityAdjustments">
</xsd:sequence>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
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:documentation xml:lang="en">
</xsd:annotation>
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:group>
<xsd:documentation xml:lang="en">
</xsd:annotation>
Items specific to the definition of the delivery of a US Coal Product.
</xsd:documentation>
<xsd:sequence>
<xsd:element name="quantityVariationAdjustment" type="xsd:boolean">
</xsd:sequence>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
If true, indicates that QVA is applicable. If false, indicates that QVA is inapplicable.
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
The transportation equipment with which the Coal Product will be delivered and received.
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
Specifies how the risk associated with the delivery is assigned.
</xsd:documentation>
<xsd:annotation>
</xsd:group>
<xsd:documentation xml:lang="en">
</xsd:annotation>
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:sequence>
<xsd:element name="effectiveDate" type="AdjustableOrRelativeDate">
</xsd:sequence>
<xsd:annotation>
</xsd:annotation>
</xsd:element>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
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:documentation xml:lang="en">
</xsd:annotation>
Contains parameters which figure in the calculation of payments on a Weather Index Option.
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
Specifies where the data (e.g. CPD) have been collected, an actual physical reference point (weather station) and various fall back arrangements.
</xsd:documentation>
<!--Renamed from <xsd:group name="PricingDays.model"> -->
<xsd:annotation>
</xsd:group>
<xsd:documentation xml:lang="en">
</xsd:annotation>
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:sequence>
<xsd:element name="dayType" type="CommodityDayTypeEnum">
</xsd:sequence>
<xsd:annotation>
</xsd:annotation>
</xsd:element>
<xsd:choice>
<xsd:sequence>
</xsd:choice>
<xsd:element name="dayDistribution" type="CommodityFrequencyType">
</xsd:sequence>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
The method by which the pricing days are distributed across the pricing period.
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
The number of days over which pricing should take place.
</xsd:documentation>
<xsd:sequence>
<xsd:element maxOccurs="7" name="dayOfWeek" type="DayOfWeekEnum">
</xsd:sequence>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
The day(s) of the week on which pricing will take place during the pricing period.
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
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:documentation xml:lang="en">
</xsd:annotation>
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:group>
<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:choice>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
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:documentation xml:lang="en">
</xsd:annotation>
Allows a lag to reference one already defined elsewhere in the trade.
</xsd:documentation>
<xsd:annotation>
</xsd:annotation>
</xsd:group>
<xsd:sequence>
<xsd:element name="priceCurrency" type="Currency">
</xsd:sequence>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
The currency used to specify the digital barrier in terms of a price per unit of commodity.
</xsd:documentation>
<xsd:annotation>
</xsd:element>
<xsd:documentation xml:lang="en">
</xsd:annotation>
The unit of measure used to specify the digital barrier in terms of a price per unit of commodity.
</xsd:documentation>
<xsd:annotation>
</xsd:annotation>
</xsd:group>
<xsd:choice>
</xsd:choice>
</xsd:schema>
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XML schema documentation generated with DocFlex/XML 1.10b5 using DocFlex/XML XSDDoc 2.8.1 template set. All content model diagrams generated by Altova XMLSpy via DocFlex/XML XMLSpy Integration.
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