| All Element Summary | ||||||||||||||
| abandonmentOfScheme | For U.S.
|
|||||||||||||
| absoluteTolerance | Specifies the allowable quantity tolerance as an absolute quantity.
|
|||||||||||||
| additionalMarketDisruptionEvent | To be used when marketDisruptionEvents is set to "Applicable" and additional market disruption events(s) apply to the default market disruption events of Section 7.4(d)(i) of the ISDA Commodity Definitions.
|
|||||||||||||
| adjustmentToFallbackWeatherStation |
|
|||||||||||||
| alternativeDataProvider |
|
|||||||||||||
| americanExercise (defined in CommodityExercise complexType) | 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.
|
|||||||||||||
| americanExercise (defined in CommodityPhysicalExercise complexType) | The parameters for defining the expiration date(s) and time(s) for an American style option.
|
|||||||||||||
| amount (in referenceLevel) |
|
|||||||||||||
| applicable (in systemFirm) | Indicates that the trade is for a System Firm product.
|
|||||||||||||
| applicable (in transfer) | Indicates that the oil product will be delivered by title transfer.
|
|||||||||||||
| applicable (in unitFirm) | Indicates that the trade is for a Unit Firm product.
|
|||||||||||||
| applicableDay (defined in SettlementPeriods complexType) | Specifies the Applicable Day with respect to a range of Settlement Periods.
|
|||||||||||||
| applicableLaw | For U.S.
|
|||||||||||||
| ash | The ash content of the coal product.
|
|||||||||||||
| ashFusionTemperature | The temperature at which the ash form of the coal product fuses completely in accordance with the ASTM International D1857 Standard Test Methodology.
|
|||||||||||||
| automaticExercise (defined in CommodityExercise complexType) | Specifies whether or not Automatic Exercise applies to a Commodity Option Transaction.
|
|||||||||||||
| automaticExercise (defined in CommodityPhysicalExercise complexType) | Specifies whether or not Automatic Exercise applies to a Commodity Option Transaction.
|
|||||||||||||
| averagePriceLeg | The calculated floating price leg of a Commodity Forward Transaction.
|
|||||||||||||
| averagingMethod (defined in CommodityFx complexType) | The parties may specify a Method of Averaging when averaging of the FX rate is applicable.
|
|||||||||||||
| 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.
|
|||||||||||||
| averagingMethod (in commodityOption) | The Method of Averaging if there is more than one Pricing Date.
|
|||||||||||||
| balanceOfFirstPeriod | If true, indicates that that the first Calculation Period should run from the Effective Date to the end of the calendar period in which the Effective Date falls, e.g.
|
|||||||||||||
| brand | The brand(s) of material which can be delivered in Seller's option.
|
|||||||||||||
| brandManager |
|
|||||||||||||
| BTUperLB | The number of British Thermal Units per Pound of the coal product.
|
|||||||||||||
| btuQualityAdjustment | The Quality Adjustment formula to be used where the Actual Shipment BTU/Lb value differs from the Standard BTU/Lb value.
|
|||||||||||||
| bullionPhysicalLeg | The physical leg of a Commodity Forward Transaction for which the underlyer is Bullion.
|
|||||||||||||
| bullionType | The type of Bullion underlying a Bullion Transaction.
|
|||||||||||||
| businessCalendar | Identifies a commodity business day calendar from which the pricing dates will be generated.
|
|||||||||||||
| businessDays (defined in WeatherLegCalculation complexType) |
|
|||||||||||||
| buyerHub | The hub code of the gas buyer.
|
|||||||||||||
| calculation (in averagePriceLeg) |
|
|||||||||||||
| calculation (in commodityOption) | 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.
|
|||||||||||||
| calculationDate (defined in WeatherLegCalculation complexType) |
|
|||||||||||||
| 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, typically a physically-settled emissions or metals trade.
|
|||||||||||||
| calculationPeriod (in weatherCalculationPeriods) |
|
|||||||||||||
| calculationPeriodEndDay |
|
|||||||||||||
| calculationPeriodFirstDay |
|
|||||||||||||
| calculationPeriods (defined in CommodityCalculationPeriods.model group) | The Calculation Period start dates for this leg of the swap.
|
|||||||||||||
| calculationPeriods (in commodityOption) | An absolute representation of the Calculation Period start dates of the Commodity Option Transaction.
|
|||||||||||||
| calculationPeriodsDatesReference | A pointer style reference to single-day-duration Calculation Periods defined on another leg.
|
|||||||||||||
| calculationPeriodsReference | A pointer style reference to the Calculation Periods defined on another leg.
|
|||||||||||||
| calculationPeriodsSchedule (defined in CommodityCalculationPeriods.model group) | The Calculation Periods for this leg of the swap.
|
|||||||||||||
| calculationPeriodsSchedule (in commodityOption) | A parametric representation of the Calculation Periods of the Commodity Option Transaction.
|
|||||||||||||
| calculationPeriodsScheduleReference | A pointer style reference to the Calculation Periods Schedule defined on another leg.
|
|||||||||||||
| calendarSource | Used in conjunction with an exchange based pricing source.
|
|||||||||||||
| calorificValue | The calorific value of the gas to be delivered, specified in megajoules per cubic meter (MJ/m3).
|
|||||||||||||
| coal | The specification of the Coal Product to be delivered.
|
|||||||||||||
| coalPhysicalLeg | Physically settled coal leg.
|
|||||||||||||
| coalProductSpecifications | The type of coal product to be delivered specified in full.
|
|||||||||||||
| commencementDate (in exercisePeriod) | The first day of the exercise period for an American style option.
|
|||||||||||||
| commencementDates | The first day(s) of the exercise period(s) for an American-style option.
|
|||||||||||||
| commodity (in commodityOption) | Specifies the underlying component.
|
|||||||||||||
| commodity (in floatingLeg) | Specifies the underlying instrument.
|
|||||||||||||
| commodityForward | Defines a commodity forward product.
|
|||||||||||||
| commodityForwardLeg | Defines the substitutable commodity forward leg.
|
|||||||||||||
| commodityOption | Defines a commodity option product.
|
|||||||||||||
| commoditySwap | Defines a commodity swap product.
|
|||||||||||||
| commoditySwap (in commoditySwaption) | The underlying commodity swap definiton.
|
|||||||||||||
| commoditySwapLeg | Defines the substitutable commodity swap leg
|
|||||||||||||
| commoditySwaption | Defines a commodity swaption product
|
|||||||||||||
| commonPricing | Common pricing may be relevant for a Transaction that references more than one Commodity Reference Price.
|
|||||||||||||
| compliancePeriod | For E.U.
|
|||||||||||||
| contingency | The conditions under which the party specified in contingentParty will be excused from damages if transmission is interrupted or curtailed.
|
|||||||||||||
| contingentParty | The party to which the contingency applies.
|
|||||||||||||
| contractRate | For a DRY Voyage Charter or Time Charter Commodity Swap, the price per relevant unit for pruposes of the calculation of a Fixed Amount.
|
|||||||||||||
| contractRateStep | For a DRY Voyage Charter or Time Charter Freight Swap, the price per relevant unit for pruposes of the calculation of a Fixed Amount for a given Calculation Period during the life of the trade.
|
|||||||||||||
| 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.
|
|||||||||||||
| conversionFactor (defined in FloatingLegCalculation 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.
|
|||||||||||||
| conversionFactor (in metalPhysicalLeg) | If the Notional Quantity is specified in a unit that does not match the unit in which the Commodity Reference Price is quoted, the scaling or conversion factor used to convert the Commodity Reference Price unit into the Notional Quantity unit should be stated here.
|
|||||||||||||
| correctionPeriod | If dataCorrection=true, this indicates how long after the publication of the date corrections could be made.
|
|||||||||||||
| country (in brand) |
|
|||||||||||||
| cycle (in pipeline) | The cycle(s) during which the oil product will be transported in the pipeline.
|
|||||||||||||
| dataCorrection | The date payment often revised after its publication, this indicates if the payment date could be recalculated.
|
|||||||||||||
| dataProvider |
|
|||||||||||||
| dayCount | The number of days over which pricing should take place.
|
|||||||||||||
| dayDistribution | The method by which the pricing days are distributed across the pricing period.
|
|||||||||||||
| dayNumber | The occurrence of the dayOfWeek within the pricing period on which pricing will take place, e.g. the 3rd Friday within each Calculation Period.
|
|||||||||||||
| dayOfWeek | The day(s) of the week on which pricing will take place during the pricing period.
|
|||||||||||||
| dayType (defined in PricingDays.model group) | The type of day on which pricing occurs.
|
|||||||||||||
| deliverableByBarge | Whether or not the delivery can go to barge.
|
|||||||||||||
| deliveryAtSource | The point at which the Coal Product as a reference to the Source of the Coal Product.
|
|||||||||||||
| deliveryConditions (in coalPhysicalLeg) | The physical delivery conditions for the transaction.
|
|||||||||||||
| deliveryConditions (in electricityPhysicalLeg) | The physical delivery conditions for the transaction.
|
|||||||||||||
| deliveryConditions (in gasPhysicalLeg) | The physical delivery conditions for the transaction.
|
|||||||||||||
| deliveryConditions (in metalPhysicalLeg) |
|
|||||||||||||
| deliveryConditions (in oilPhysicalLeg) | The physical delivery conditions for the transaction.
|
|||||||||||||
| deliveryDate (in environmentalPhysicalLeg) | The date on which allowances are to be delivery as specified in the related Confirmation.
|
|||||||||||||
| deliveryLocation (in bullionPhysicalLeg) | The physical delivery location for the transaction.
|
|||||||||||||
| deliveryLocation (in deliveryConditions in metalPhysicalLeg) |
|
|||||||||||||
| deliveryLocation (in transfer) | The location at which the transfer of the title to the commodity takes place.
|
|||||||||||||
| deliveryPeriods (in coalPhysicalLeg) | The period during which delivery/deliveries of Coal Products may be scheduled.
|
|||||||||||||
| deliveryPeriods (in electricityPhysicalLeg) | The different options for specifying the Delivery or Supply Periods.
|
|||||||||||||
| deliveryPeriods (in gasPhysicalLeg) | The different options for specifying the Delivery or Supply Periods.
|
|||||||||||||
| deliveryPeriods (in metalPhysicalLeg) | The period during which delivery/deliveries of Metal may be scheduled.
|
|||||||||||||
| deliveryPeriods (in oilPhysicalLeg) | The different options for specifying the Delivery or Supply Periods.
|
|||||||||||||
| deliveryPeriodsReference | A pointer style reference to the Delivery Periods defined elsewhere.
|
|||||||||||||
| deliveryPeriodsScheduleReference | A pointer style reference to the Calculation Periods Schedule defined elsewhere.
|
|||||||||||||
| deliveryPoint (in deliveryConditions in coalPhysicalLeg) | The point at which the Coal Product will be delivered and received.
|
|||||||||||||
| deliveryPoint (in deliveryConditions in electricityPhysicalLeg) | The point at which delivery of the electricity will occur.
|
|||||||||||||
| deliveryPoint (in deliveryConditions in gasPhysicalLeg) | The physical or virtual point at which the commodity will be delivered.
|
|||||||||||||
| deliveryQuantity (in coalPhysicalLeg) | The different options for specifying the quantity.
|
|||||||||||||
| deliveryQuantity (in electricityPhysicalLeg) | The different options for specifying the quantity.
|
|||||||||||||
| deliveryQuantity (in gasPhysicalLeg) | The different options for specifying the quantity.
|
|||||||||||||
| deliveryQuantity (in oilPhysicalLeg) | The different options for specifying the quantity.
|
|||||||||||||
| deliveryType (in deliveryConditions in electricityPhysicalLeg) | Indicates the under what conditions the Parties' delivery obligations apply.
|
|||||||||||||
| deliveryType (in deliveryConditions in gasPhysicalLeg) | Indicates whether the buyer and seller are contractually obliged to consume and supply the specified quantities of the commodity.
|
|||||||||||||
| deliveryZone | The zone covering potential delivery points for the electricity.
|
|||||||||||||
| disruptionFallback |
|
|||||||||||||
| disruptionFallbacks | To be used where disruption fallbacks are set out in the relevant Master Agreement governing the trade.
|
|||||||||||||
| duration | The length of each Settlement Period.
|
|||||||||||||
| eEPApplicable | If Excess Emission Penalty is specified to be applicable in the Confirmation then the Excess Emission Penalty will be determined in the manner specified in the Confirmation (see other EEP paramters)
|
|||||||||||||
| eEPParameters | For EU Emissions Allowance Transactions.
|
|||||||||||||
| effectiveDate (defined in CommoditySwapDetails.model group) | Specifies the effective date of this leg of the swap.
|
|||||||||||||
| effectiveDate (in commodityOption) | The effective date of the Commodity Option Transaction.
|
|||||||||||||
| effectiveDate (in commodityOption) | Effective date of an option.
|
|||||||||||||
| electingParty | Indicates the party able to choose whether the gas is delivered for a particular period e.g. a swing or interruptible contract.
|
|||||||||||||
| electingPartyReference | Indicates the party able to decide which delivery point within the deliveryPoint is used for delivery.
|
|||||||||||||
| electricity | The specification of the electricity to be delivered.
|
|||||||||||||
| electricityPhysicalLeg | 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.
|
|||||||||||||
| endYear | The last year of the Commpliance Period.
|
|||||||||||||
| entryPoint (in deliveryConditions in gasPhysicalLeg) | 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.
|
|||||||||||||
| environmental | The specification of the type of allowance or credit.
|
|||||||||||||
| environmentalPhysicalLeg | Physically settled environmental leg.
|
|||||||||||||
| equivalentApplicable | 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.
|
|||||||||||||
| excludeHolidays | Indicates that days that are holidays according to the referenced commodity business calendar should be excluded from this range of Settlement Periods, even if such day is an applicable day.
|
|||||||||||||
| exercise (in commodityOption) | The parameters for defining how the commodity option can be exercised and how it is settled.
|
|||||||||||||
| exercise (in commodityOption) |
|
|||||||||||||
| exerciseFrequency (in americanExercise defined in CommodityExercise complexType) | The exercise frequency for the strip.
|
|||||||||||||
| exerciseFrequency (in europeanExercise defined in CommodityExercise complexType) | The exercise frequency for the strip.
|
|||||||||||||
| exercisePeriod | Describes the American exercise periods.
|
|||||||||||||
| expirationDate (in europeanExercise defined in CommodityExercise 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.
|
|||||||||||||
| expirationDate (in exercisePeriod) | The last day within an exercise period for an American style option.
|
|||||||||||||
| expirationDateOffset | Specifies any offset from the adjusted Calculation Period start date or adjusted Calculation Period end date applicable to each Payment Date.
|
|||||||||||||
| expirationDates (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 (in americanExercise defined in CommodityExercise 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 CommodityExercise complexType) | The specific time of day on which the option expires.
|
|||||||||||||
| expirationTime (in europeanExercise defined in CommodityPhysicalExercise complexType) | The specific time of day at which the option expires.
|
|||||||||||||
| expireRelativeToEvent | Specifies whether the payment(s) occur relative to the date of a physical event.
|
|||||||||||||
| failureToDeliverApplicable | For EU Emissions Allowance Transactions.
|
|||||||||||||
| fallback | 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.
|
|||||||||||||
| finalEditedData |
|
|||||||||||||
| finesPassingScreen |
|
|||||||||||||
| firm | Indicates under what condtitions the Parties' delivery obligations apply.
|
|||||||||||||
| firstObservationDateOffset | The interval between the start of each lagDuration and the start of each respective calculation period.
|
|||||||||||||
| fixedLeg | Fixed Price Leg.
|
|||||||||||||
| fixedLeg (in commodityForward) | The fixed leg of a Commodity Forward Transaction.
|
|||||||||||||
| fixedPrice (in fixedLeg in commodityForward) | Fixed price on which fixed payments are based.
|
|||||||||||||
| fixedPrice (in fixedLeg) | Fixed price on which fixed payments are based.
|
|||||||||||||
| fixedPriceSchedule | Allows the specification of a Fixed Price that varies over the life of the trade.
|
|||||||||||||
| fixedPriceStep | The Fixed Price for a given Calculation Period during the life of the trade.
|
|||||||||||||
| fixingTime (defined in CommodityFx complexType) | The time at which the spot currency exchange rate will be observed.
|
|||||||||||||
| flatRate | Whether the Flat Rate is the New Worldwide Tanker Nominal Freight Scale for the Freight Index Route taken at the Trade Date of the transaction or taken on each Pricing Date.
|
|||||||||||||
| flatRateAmount | If flatRate is set to "Fixed", the actual value of the Flat Rate.
|
|||||||||||||
| floatingLeg | Floating Price leg.
|
|||||||||||||
| floatingStrikePricePerUnit | The currency amount of the strike price per unit.
|
|||||||||||||
| floatingStrikePricePerUnitSchedule |
|
|||||||||||||
| fluid | The temperature at which the ash cone flattens.
|
|||||||||||||
| forceMajeure | If true, indicates that the buyer and seller should be excused of their delivery obligations when such performance is prevented by Force Majeure.
|
|||||||||||||
| 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) | FX observations to be used to convert the observed Commodity Reference Price to the Settlement Currency.
|
|||||||||||||
| fxObservationDates | A list of the fx observation dates for a given Calculation Period.
|
|||||||||||||
| fxType | A type to identify how the FX rate will be applied.
|
|||||||||||||
| gas | The specification of the gas to be delivered.
|
|||||||||||||
| gasPhysicalLeg | Physically settled natural gas leg.
|
|||||||||||||
| generationAsset |
|
|||||||||||||
| grade (in metal) | The grade(s) of material which can be delivered in seller's option.
|
|||||||||||||
| grade (in oil) | The grade of oil product to be delivered.
|
|||||||||||||
| grindability | The Hardgrove Grindability Index value of the coal to be delivered.
|
|||||||||||||
| hubCode |
|
|||||||||||||
| importerOfRecord | Specifies which party is the Importer of Record for the purposes of paying customs duties and applicable taxes or costs related to the import of the oil product.
|
|||||||||||||
| includeHolidays | Indicates that days that are holidays according to the referenced commodity business calendar should be included in this range of Settlement Periods, even if such day is not an applicable day.
|
|||||||||||||
| initialDeformation | The temperature at which an ash cone shows evidence of deformation.
|
|||||||||||||
| integralMultipleQuantity | The integral multiple quantity defines a lower limit of the Notional Quantity that can be exercised and also defines a unit multiple of the Notional Quantity that can be exercised, i.e. only integer multiples of this Notional Quantity can be exercised.
|
|||||||||||||
| interconnectionPoint (in deliveryConditions in electricityPhysicalLeg) | Identification of the border(s) or border point(s) of a transportation contract.
|
|||||||||||||
| interconnectionPoint (in deliveryConditions in gasPhysicalLeg) | Identification of the border(s) or border point(s) of a transportation contract.
|
|||||||||||||
| 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 LagOrReference.model group) | The pricing period per calculation period if the pricing days do not wholly fall within the respective calculation period.
|
|||||||||||||
| lagDuration | The period during which observations will be made.
|
|||||||||||||
| lagReference | Allows a lag to reference one already defined elsewhere in the trade.
|
|||||||||||||
| latestExerciseTime (in americanExercise defined in CommodityExercise 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 (in americanExercise defined in CommodityExercise complexType) | Latest exercise time determination method.
|
|||||||||||||
| loadType (in electricityPhysicalLeg) | LoadType is a summary of the full description of the settlement periods with respect to the region.
|
|||||||||||||
| marketDisruption (defined in CommodityContent.model group) | Market disruption events as defined in the ISDA 1993 Commodity Definitions or in ISDA 2005 Commodity Definitions, as applicable.
|
|||||||||||||
| marketDisruptionEvent | Market disruption event(s) that apply.
|
|||||||||||||
| marketDisruptionEvents | If Market disruption Events are stated to be Applicable then the default Market Disruption Events of Section 7.4(d)(i) of the ISDA Commodity Definitions shall apply unless specific Market Disruption Events are stated hereunder, in which case these shall override the ISDA defaults.
|
|||||||||||||
| masterAgreementPaymentDates | If present and true indicates that the Payment Date(s) are specified in the relevant master agreement.
|
|||||||||||||
| material |
|
|||||||||||||
| maximumNumberOfDaysOfDisruption | 2005 Commodity Definitions only.
|
|||||||||||||
| maximumPaymentAmount | Cups on total payment amount.
|
|||||||||||||
| maximumTransactionPaymentAmount | Cups on payment amount that goes out in any particular calculation period.
|
|||||||||||||
| maxPhysicalQuantity | The maximum quantity to be delivered.
|
|||||||||||||
| metal | The specification of the Metal Product to be delivered.
|
|||||||||||||
| metalPhysicalLeg | Physically settled metal products leg.
|
|||||||||||||
| minimumFuturesContracts | 1993 Commodity Definitions only.
|
|||||||||||||
| minimumNotionalQuantity | The minimum Notional Quantity that can be exercised on a given Exercise Date.
|
|||||||||||||
| minPhysicalQuantity | The minimum quantity to be delivered.
|
|||||||||||||
| moisture | The moisture content of the coal product.
|
|||||||||||||
| multipleExercise (in americanExercise defined in CommodityExercise complexType) | The presence of this element indicates that the option may be partially exercised.
|
|||||||||||||
| name (in brand) |
|
|||||||||||||
| negative (in absoluteTolerance) | The maximum amount by which the quantity delivered can be less than the agreed quantity.
|
|||||||||||||
| negative (in percentageTolerance) | The maximum percentage amount by which the quantity delivered can be less than the agreed quantity.
|
|||||||||||||
| nonFirm | If present and set to true, indicates that delivery or receipt of the electricity may be interrupted for any reason or for no reason, without liability on the part of either Party.
|
|||||||||||||
| notionalQuantity | The Notional Quantity.
|
|||||||||||||
| notionalQuantitySchedule | Allows the documentation of a shaped notional trade where the notional changes over the life of the transaction.
|
|||||||||||||
| notionalStep | The Notional Quantity per Calculation Period.
|
|||||||||||||
| numberOfAllowances | The number of allowances, certificates or credit to be transaction in the transaction.
|
|||||||||||||
| oil | The specification of the oil product to be delivered.
|
|||||||||||||
| oilPhysicalLeg | Physically settled oil or refined products leg.
|
|||||||||||||
| option (in percentageTolerance) | Indicates whether the tolerance it at the seller's or buyer's option.
|
|||||||||||||
| optionOwnerPartyReference | Indicates whether the tolerance is at the seller's or buyer's option.
|
|||||||||||||
| optionType (in commodityOption) | The type of option transaction.
|
|||||||||||||
| optionType (in commoditySwaption) | The type of option transaction.
|
|||||||||||||
| paymentDate (in environmentalPhysicalLeg) |
|
|||||||||||||
| 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.
|
|||||||||||||
| payRelativeToEvent | Specifies whether the payment(s) occur relative to the date of a physical event.
|
|||||||||||||
| penaltyApplicable | When "true" the Excess Emissions Penalty is applicable.
|
|||||||||||||
| percentageTolerance | Specifies the allowable quantity tolerance as a percentage of the quantity.
|
|||||||||||||
| periodQuantityTolerance | The +/- percentage quantity tolerance in seller's option which applied to each shipment period.
|
|||||||||||||
| periods | The Delivery Periods for this leg of the swap.
|
|||||||||||||
| periodsSchedule | The Delivery Periods for this leg of the swap.
|
|||||||||||||
| physicalExercise (in commodityOption) | The parameters for defining how the commodity option can be exercised into a physical transaction.
|
|||||||||||||
| physicalExercise (in commoditySwaption) | The parameters for defining how the commodity option can be exercised into a physical transaction.
|
|||||||||||||
| physicalQuantity (defined in CommodityFixedPhysicalQuantity.model group) | The Quantity per Delivery Period.
|
|||||||||||||
| physicalQuantity (in deliveryQuantity in electricityPhysicalLeg) | 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.
|
|||||||||||||
| physicalQuantitySchedule (in deliveryQuantity in electricityPhysicalLeg) | Allows the documentation of a shaped quantity trade where the quantity changes over the life of the transaction.
|
|||||||||||||
| pipeline | Specified the delivery conditions where the oil product is to be delivered by pipeline.
|
|||||||||||||
| pipelineName | The name of pipeline by which the oil product will be delivered.
|
|||||||||||||
| positive | The maxmium amount by which the quantity delivered can exceed the agreed quantity.
|
|||||||||||||
| postitive | The maximum percentage amount by which the quantity delivered can exceed the agreed quantity.
|
|||||||||||||
| premium (in commodityOption) | The option premium payable by the buyer to the seller.
|
|||||||||||||
| premium (in commoditySwaption) | The option premium payable by the buyer to the seller.
|
|||||||||||||
| premiumPerUnit | The currency amount of premium to be paid per Unit of the Total Notional Quantity.
|
|||||||||||||
| price (defined in FixedPrice complexType) | The Fixed Price.
|
|||||||||||||
| priceCurrency | Currency of the fixed price.
|
|||||||||||||
| priceMaterialityPercentage | 2005 Commodity Definitions only.
|
|||||||||||||
| priceUnit | The unit of measure used to calculate the Fixed Price.
|
|||||||||||||
| pricingDates (defined in CommodityPricingDates complexType) | A list of adjustable dates on which the trade would price.
|
|||||||||||||
| pricingDates (defined in FloatingLegCalculation complexType) | Commodity Pricing Dates.
|
|||||||||||||
| pricingDates (in commodityOption) | The dates on which the option will price.
|
|||||||||||||
| pricingStartDate | Defines the Start of the Pricing period.
|
|||||||||||||
| primaryDisruptionFallbacks |
|
|||||||||||||
| primaryRateSource (defined in CommodityFx complexType) | The primary source for where the rate observation will occur.
|
|||||||||||||
| producer |
|
|||||||||||||
| productType (in environmental) | Specifies the type of environmental product.
|
|||||||||||||
| quality | 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.
|
|||||||||||||
| quantityReference (in averagePriceLeg) |
|
|||||||||||||
| quantityReference (in fixedLeg in commodityForward) | A pointer style reference to a quantity defined on another leg.
|
|||||||||||||
| quantityStep | 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.
|
|||||||||||||
| quantityVariationAdjustment | If true, indicates that QVA is applicable.
|
|||||||||||||
| referenceLevel | Reference level is the number of degree-days (in the case of HDD and CDD) or inches/millimeters (in the case of CPD) on which the differential is calculated.
|
|||||||||||||
| referenceLevelEqualsZero |
|
|||||||||||||
| referenceLevelUnit |
|
|||||||||||||
| 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.
|
|||||||||||||
| relativeCommencementDates | The first day(s) of the exercise period(s) for an American-style option where it is relative to the occurrence of an external event.
|
|||||||||||||
| 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.
|
|||||||||||||
| relativePaymentDates | 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.
|
|||||||||||||
| risk (in pipeline) | Specifies how the risk associated with the delivery is assigned.
|
|||||||||||||
| riskPeriod | 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.
|
|||||||||||||
| sCoTASpecifications | Indicates whether type and source refer to globalCOAL SCoTA specifications.
|
|||||||||||||
| secondaryDisruptionFallbacks |
|
|||||||||||||
| secondaryRateSource (defined in CommodityFx complexType) | An alternative, or secondary, source for where the rate observation will occur.
|
|||||||||||||
| sellerHub | The hub code of the has seller.
|
|||||||||||||
| sequence | 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.
|
|||||||||||||
| settlementDate (in bullionPhysicalLeg) | Date on which the bullion will settle.
|
|||||||||||||
| settlementDisruption | The consequences of Bullion Settlement Disruption Events.
|
|||||||||||||
| settlementLevel | The Settlement Level means either the cumulative number of Weather Index Units for each day in the Calculaiton 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) |
|
|||||||||||||
| settlementPeriods (defined in ElectricityDeliveryPeriods complexType) | The periods within the Delivery Periods during which the electricity will be delivered.
|
|||||||||||||
| settlementPeriods (in electricityPhysicalLeg) | The specification of the Settlement Periods in which the electricity will be delivered.
|
|||||||||||||
| settlementPeriodsNotionalQuantity | For an electricity transaction, the Notional Quantity for a one or more groups of Settlement Periods to which the Notional Quantity is based.
|
|||||||||||||
| settlementPeriodsNotionalQuantitySchedule | For an electricity transaction, the Notional Quantity schedule for a one or more groups of Settlement Periods to which the Notional Quantity is based.
|
|||||||||||||
| settlementPeriodsNotionalQuantityStep | For an electricity transaction, the Notional Quantity for a given Calculation Period during the life of the trade which applies to the range(s) of Settlement Periods referenced by settlementPeriodsReference.
|
|||||||||||||
| settlementPeriodsPrice | For an electricity transaction, the fixed price for one or more groups of Settlement Periods on which fixed payments are based.
|
|||||||||||||
| settlementPeriodsPriceSchedule | For an electricity transaction, the fixed price schedule for one or more groups of Settlement Periods on which fixed payments are based. if the schedule differs for different groups of Settlement Periods, this element should be repeated.
|
|||||||||||||
| settlementPeriodsPriceStep | For an electricity transaction, the Fixed Price for a given Calculation Period during the life of the trade which applies to the range(s) of Settlement Periods referenced by settlementPeriods Reference.
|
|||||||||||||
| settlementPeriodsReference (defined in CommodityPricingDates complexType) |
|
|||||||||||||
| settlementPeriodsReference (in physicalQuantity in deliveryQuantity in electricityPhysicalLeg) | A pointer style reference to the range(s) of Settlement Periods to which this quantity applies.
|
|||||||||||||
| settlementPeriodsReference (in physicalQuantitySchedule in deliveryQuantity in electricityPhysicalLeg) | A pointer style reference to the range(s) of Settlement Periods to which this quantity applies.
|
|||||||||||||
| settlementPeriodsReference (in settlementPeriodsNotionalQuantity) | The range(s) of Settlement Periods to which the Notional Quantity applies.
|
|||||||||||||
| settlementPeriodsReference (in settlementPeriodsNotionalQuantitySchedule) | The range(s) of Settlement Periods to which the Fixed Price steps apply.
|
|||||||||||||
| settlementPeriodsReference (in settlementPeriodsPrice) |
|
|||||||||||||
| settlementPeriodsReference (in settlementPeriodsPriceSchedule) | The range(s) of Settlement Periods to which the Fixed Price steps apply.
|
|||||||||||||
| settlementPeriodsReference (in settlementPeriodsStep) | The specification of the Settlement Periods in which the electricity will be delivered.
|
|||||||||||||
| settlementPeriodsSchedule | The specification of the Settlement Periods in which the electricity will be delivered for a "shaped" trade i.e. where different Settlement Period ranges will apply to different periods of the trade.
|
|||||||||||||
| settlementPeriodsStep | The range of Settlement Periods per Calculation Period.
|
|||||||||||||
| shape | The physical shape(s) which can be delivered in Seller's option.
|
|||||||||||||
| SO2 | The sulfur/sulphur dioxide content of the coal product.
|
|||||||||||||
| so2QualityAdjustment | The Quality Adjustment formula to be used where the Actual Shipment SO2/MMBTU value differs from the Standard SO2/MMBTU value.
|
|||||||||||||
| softeningHeightHalfWidth | The temperature at which the height of an ash cone equals half its width.
|
|||||||||||||
| softeningHeightWidth | The temperature at which the height of an ash cone equals its width.
|
|||||||||||||
| source | The SCoTA cargo origin, mining region, mine(s), mining complex(es), loadout(s) or river dock(s) or other point(s) of origin that Seller and Buyer agree are acceptable origins for the Coal Product.
|
|||||||||||||
| spread (defined in FloatingLegCalculation complexType) | The spread over or under the Commodity Reference Price for this leg of the trade.
|
|||||||||||||
| spreadConversionFactor | spreadConversionFactor should be used when the unit of measure of the Commodity Reference Price and the unit of measure in which the spread is quoted are different.
|
|||||||||||||
| spreadPercentage | The spread percentage over or under the Commodity Reference Price for this leg of the trade.
|
|||||||||||||
| spreadSchedule (defined in FloatingLegCalculation complexType) | The spread over or under the Commodity Reference Price for this leg of the trade for each Calculation Period.
|
|||||||||||||
| spreadStep | The spread per Calculation Period.
|
|||||||||||||
| spreadUnit | spreadUnit should be used when the unit of measure of the Commodity Reference Price and the unit of measure in which the spread is quoted are different.
|
|||||||||||||
| 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.
|
|||||||||||||
| standardQuality |
|
|||||||||||||
| standardQualitySchedule |
|
|||||||||||||
| StandardQualityStep |
|
|||||||||||||
| startDate (in riskPeriod) |
|
|||||||||||||
| startTime (defined in SettlementPeriods complexType) | Specifies the hour-ending Start Time with respect to a range of Settlement Periods.
|
|||||||||||||
| startYear | The first year of the Compliance Period.
|
|||||||||||||
| strikePricePerUnit | The currency amount of the strike price per unit.
|
|||||||||||||
| strikePricePerUnitSchedule |
|
|||||||||||||
| strikePricePerUnitStep | The strike price per unit per Calculation Period.
|
|||||||||||||
| sulfur | The sulfur/sulphur content of the coal product.
|
|||||||||||||
| supplyEndTime | The time at which gas delivery should end on each day of the Delivery Period(s).
|
|||||||||||||
| supplyStartTime | The time at which gas delivery should start on each day of the Delivery Period(s).
|
|||||||||||||
| synopticDataFallback |
|
|||||||||||||
| system |
|
|||||||||||||
| systemFirm | Indicates that the electricity is intended to be supplied from the owned or controlled generation or pre-existing purchased power assets of the system specified.
|
|||||||||||||
| terminationDate (defined in CommoditySwapDetails.model group) | Specifies the termination date of this leg of the swap.
|
|||||||||||||
| terminationDate (in commodityOption) | Specifies the termination date of the Commodity Option Transaction.
|
|||||||||||||
| title | Describes how and when title to the commodity transfers.
|
|||||||||||||
| topSize | The smallest sieve opening that will result in less than 5% of a sample of the coal product remaining.
|
|||||||||||||
| totalNotionalQuantity | The Total Notional Quantity.
|
|||||||||||||
| totalPhysicalQuantity (defined in CommodityFixedPhysicalQuantity.model group) | The Total Quantity of the commodity to be delivered.
|
|||||||||||||
| totalPhysicalQuantity (in deliveryQuantity in electricityPhysicalLeg) | The Total Quantity of the commodity to be delivered.
|
|||||||||||||
| totalPrice (in fixedLeg in commodityForward) | The total amount of the fixed payment for all units of the underlying commodity.
|
|||||||||||||
| totalPrice (in fixedLeg) | The total amount of all fixed payments due during the term of the trade.
|
|||||||||||||
| totalQuantityTolerance | The +/- percent tolerance in seller's option which applies to the total quantity delivered over all shipment periods.
|
|||||||||||||
| trackingSystem | For U.S.
|
|||||||||||||
| transfer | Specified the delivery conditions where the oil product is to be delivered by title transfer.
|
|||||||||||||
| transmissionContingency | Indicates that the performance of the buyer or seller shall be excused (under the conditions specified) if transmission of the elctricity is unavailable or interrupted.
|
|||||||||||||
| transportationEquipment | The transportation equipment with which the Coal Product will be delivered and received.
|
|||||||||||||
| type (in coal) | The type of coal product to be delivered by reference to a pre-defined specification.
|
|||||||||||||
| type (in electricity) | The type of electricity product to be delivered.
|
|||||||||||||
| type (in gas) | The type of gas to be delivered.
|
|||||||||||||
| type (in oil) | The type of oil product to be delivered.
|
|||||||||||||
| unit (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.
|
|||||||||||||
| unitFirm | Indicates that the electricity is intended to be supplied from a generation asset which can optionally be specified.
|
|||||||||||||
| valueDate (in commodityForward) | Specifies the value date of the Commodity Forward Transaction.
|
|||||||||||||
| vintage | For U.S.
|
|||||||||||||
| volatile | The volatile content of the coal product.
|
|||||||||||||
| voltage | The voltage, expressed as a number of volts, of the electricity to be delivered.
|
|||||||||||||
| weatherCalculationPeriods |
|
|||||||||||||
| weatherCalculationPeriodsReference |
|
|||||||||||||
| weatherIndexData (in commodityOption) | Specifies where the data (e.g.
|
|||||||||||||
| weatherIndexData (in weatherLeg) |
|
|||||||||||||
| weatherIndexLevel | Defining the Weather Index Level or Weather Index Strike Level.
|
|||||||||||||
| weatherIndexStrikeLevel | Weather Index strike price level is specified in terms of weather index units (e.g. 1 Days, 3 Inches, etc.)
|
|||||||||||||
| weatherLeg | Weather Leg defines Weather Index Swap transactions.
|
|||||||||||||
| weatherNotionalAmount (in commodityOption) |
|
|||||||||||||
| weatherNotionalAmount (in weatherLeg) | Defines the price per weather index unit.
|
|||||||||||||
| weatherStation |
|
|||||||||||||
| weatherStationAirport |
|
|||||||||||||
| weatherStationCity |
|
|||||||||||||
| weatherStationFallback |
|
|||||||||||||
| weatherStationSecondFallback |
|
|||||||||||||
| weatherStationWBAN |
|
|||||||||||||
| weatherStationWMO |
|
|||||||||||||
| withdrawalPoint (in deliveryConditions in gasPhysicalLeg) | 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.
|
|||||||||||||
| worldscaleRate | For a WET Voyager Charter Commodity Swap, the number of Worldscale Points for purposes of the calculation of a Fixed Amount.
|
|||||||||||||
| worldscaleRateStep | For a Wet Voyager Charter Freight Swap, the number of Worldscale Points for purposes of the calculation of a Fixed Amount for a given Calculation Period during the life of the trade.
|
|||||||||||||
| 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.
|
|||||||||||||
| 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.
|
||||||||||||
A parametric representation of the Calculation Periods for on Asian option or a leg of a swap.
|
||||||||||||
| The different options for specifying the Delivery Periods of a physical leg. | ||||||||||||
A scheme identifying the types of the Delivery Point for a physically settled commodity trade.
|
||||||||||||
A scheme identifying how the parties to the trade aportion responsibility for the delivery of the commodity product (for example Free On Board, Cost, Insurance, Freight)
|
||||||||||||
A type for defining exercise procedures associated with a European style exercise of a commodity option.
|
||||||||||||
The parameters for defining how the commodity option can be exercised, how it is priced and how it is settled.
|
||||||||||||
|
||||||||||||
A scheme identifying the physical event relative to which option expiration occurs.
|
||||||||||||
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.
|
||||||||||||
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.
|
||||||||||||
| Commodity Notional. | ||||||||||||
| The Notional Quantity per Calculation Period. | ||||||||||||
Commodity Option.
|
||||||||||||
A scheme identifying the physical event relative to which payment occurs.
|
||||||||||||
The parameters for defining the expiration date(s) and time(s) for an American style option.
|
||||||||||||
The parameters for defining the expiration date(s) and time(s) for a European style option.
|
||||||||||||
The parameters for defining how the physically-settled commodity option can be exercised and how it is settled.
|
||||||||||||
A type defining the physical quantity of the commodity to be delivered.
|
||||||||||||
An abstract base class for physical quantity types.
|
||||||||||||
| The 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. | ||||||||||||
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.
|
||||||||||||
The Strike Price per Unit per Calculation Period.
|
||||||||||||
Commodity Swap.
|
||||||||||||
Abstract base class for all commodity swap legs
|
||||||||||||
Commodity Swaption.
|
||||||||||||
|
||||||||||||
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.
|
||||||||||||
The different options for specifying the Delivery Periods for a physically settled electricity trade.
|
||||||||||||
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 product being traded in a physically settled environmental transaction.
|
||||||||||||
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 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. | ||||||||||||
|
||||||||||||
Weather Leg of a Commodity Swap defines Weather Index Swap transactions.
|
||||||||||||
A type to capture details relevant to 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.
|
||||||||||
The different options for specifying the Calculation Periods.
|
||||||||||
Model group to enable 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.
|
||||||||||
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.
|
||||||||||
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.
|
||||||||||
|
||||||||||
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.
|
||||||||||
Allows a Lag or a LagReference to be specified.
|
||||||||||
Price model group.
|
||||||||||
The different options for specifying which days are pricing days within a pricing period.
|
||||||||||
Descriptions of a calculation period.
|
||||||||||
| <?xml version="1.0" encoding="utf-8"?> <!-- == Copyright (c) 2002-2013 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="rpt" ecore:package="org.fpml.reporting" elementFormDefault="qualified" targetNamespace="http://www.fpml.org/FpML-5/reporting" version="$Revision: 10015 $" xmlns="http://www.fpml.org/FpML-5/reporting" 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"> <!--IY: ETTF pretrade IRS and CDS--> <xsd:annotation> <xsd:documentation xml:lang="en"> The acceptable tolerance in the delivered quantity of a physical commodity product in terms of a number of units of that product. </xsd:documentation> </xsd:annotation> <xsd:sequence> <xsd:annotation> <xsd:documentation xml:lang="en"> The maxmium amount by which the quantity delivered can exceed the agreed quantity. </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation xml:lang="en"> The maximum amount by which the quantity delivered can be less than the agreed quantity. </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation xml:lang="en">The unit in which the tolerance is specified.</xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation xml:lang="en"> Indicates whether the tolerance is at the seller's or buyer's option. </xsd:documentation> </xsd:annotation> </xsd:element> </xsd:sequence> </xsd:complexType> <xsd:annotation> <xsd:documentation xml:lang="en"> The average price leg of an average price commodity bullion or non-precious metal forward transaction. </xsd:documentation> </xsd:annotation> <xsd:complexContent> <xsd:sequence> <xsd:annotation> <xsd:documentation xml:lang="en"> Defines the Start of the Pricing period. PricingStartDate is optional when discrete pricingDates are supplied and is not recommended to be included. Should they coexist, pricingStartDate is expected to be the same as the earliest pricing date or earlier for a Term deal as the discrete dates will take precedence. </xsd:documentation> </xsd:annotation> </xsd:element> </xsd:sequence> </xsd:extension> </xsd:complexContent> </xsd:complexType> <xsd:annotation> <xsd:documentation xml:lang="en"> A scheme defining where bullion is to be delivered for a Bullion Transaction. </xsd:documentation> </xsd:annotation> <xsd:simpleContent> <xsd:attribute default="http://www.fpml.org/coding-scheme/bullion-delivery-location" name="bullionDeliveryLocationScheme" type="xsd:anyURI"/> </xsd:extension> </xsd:simpleContent> </xsd:complexType> <xsd:annotation> <xsd:documentation xml:lang="en"> Physically settled leg of a physically settled Bullion Transaction. </xsd:documentation> </xsd:annotation> <xsd:complexContent> <xsd:sequence> <xsd:annotation> <xsd:documentation xml:lang="en"> The type of Bullion underlying a Bullion Transaction. </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation xml:lang="en"> The physical delivery location for the transaction. </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation xml:lang="en">Date on which the bullion will settle.</xsd:documentation> </xsd:annotation> </xsd:element> </xsd:sequence> </xsd:extension> </xsd:complexContent> </xsd:complexType> <xsd:annotation> <xsd:documentation xml:lang="en"> A pointer style reference to single-day-duration calculation periods defined elsewhere - note that this schedule consists of a parameterised schedule in a calculationPeriodsSchedule container. </xsd:documentation> </xsd:annotation> <xsd:complexContent> <xsd:attribute ecore:reference="CommodityCalculationPeriodsSchedule" name="href" type="xsd:IDREF" use="required"/> </xsd:extension> </xsd:complexContent> </xsd:complexType> <xsd:annotation> <xsd:documentation xml:lang="en"> A pointer style reference to a calculation periods schedule defined elsewhere - note that this schedule consists of a series of actual dates in a calculationPeriods container. </xsd:documentation> </xsd:annotation> <xsd:complexContent> </xsd:extension> </xsd:complexContent> </xsd:complexType> <xsd:annotation> <xsd:documentation xml:lang="en"> A pointer style reference to a calculation periods schedule defined elsewhere - note that this schedule consists of a parameterised schedule in a calculationPeriodsSchedule container. </xsd:documentation> </xsd:annotation> <xsd:complexContent> <xsd:attribute ecore:reference="CommodityCalculationPeriodsSchedule" name="href" type="xsd:IDREF" use="required"/> </xsd:extension> </xsd:complexContent> </xsd:complexType> <xsd:annotation> <xsd:documentation xml:lang="en"> The different options for specifying the attributes of a coal quality measure as a decimal value. </xsd:documentation> </xsd:annotation> <xsd:choice> <xsd:sequence> <xsd:annotation> <xsd:documentation xml:lang="en"> The actual content of the quality characteristics of the Coal Product Shipment expected by the Buyer. </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation xml:lang="en"> The actual limits of the quality characteristics of the Coal Product above or below which the Buyer may reject a Shipment. </xsd:documentation> </xsd:annotation> </xsd:element> </xsd:sequence> <!--View Generation: Skipped an empty sequence.--> </xsd:choice> </xsd:complexType> <xsd:annotation> <xsd:documentation xml:lang="en"> The different options for specifying the attributes of a coal quality measure as a percentage of the measured value. </xsd:documentation> </xsd:annotation> <xsd:choice> <xsd:sequence> <xsd:annotation> <xsd:documentation xml:lang="en"> The actual content of the quality characteristics of the Coal Product Shipment expected by the Buyer. </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation xml:lang="en"> The actual limits of the quality characteristics of the Coal Product above or below which the Buyer may reject a Shipment. </xsd:documentation> </xsd:annotation> </xsd:element> </xsd:sequence> <!--View Generation: Skipped an empty sequence.--> </xsd:choice> </xsd:complexType> <xsd:annotation> <xsd:documentation xml:lang="en">The physical delivery conditions for coal.</xsd:documentation> </xsd:annotation> <xsd:sequence> <xsd:choice minOccurs="0"> <xsd:annotation> <xsd:documentation xml:lang="en"> The point at which the Coal Product will be delivered and received. </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation xml:lang="en"> The point at which the Coal Product as a reference to the Source of the Coal Product. This should be a reference to the source element within product. </xsd:documentation> </xsd:annotation> </xsd:element> </xsd:choice> <xsd:annotation> <xsd:documentation xml:lang="en"> Additional delivery details for U.S. Coal transactions. </xsd:documentation> </xsd:annotation> </xsd:group> </xsd:sequence> </xsd:complexType> <xsd:annotation> <xsd:documentation xml:lang="en"> A scheme identifying the types of the Delivery Point for a physically settled coal trade. </xsd:documentation> </xsd:annotation> <xsd:simpleContent> </xsd:extension> </xsd:simpleContent> </xsd:complexType> <xsd:annotation> <xsd:documentation xml:lang="en"> Physically settled leg of a physically settled coal transaction. </xsd:documentation> </xsd:annotation> <xsd:complexContent> <xsd:sequence> <xsd:annotation> <xsd:documentation xml:lang="en"> The period during which delivery/deliveries of Coal Products may be scheduled. Equivalent to Nomination Period(s) for US Coal. </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation xml:lang="en"> The specification of the Coal Product to be delivered. </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation xml:lang="en"> The physical delivery conditions for the transaction. </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation xml:lang="en"> The different options for specifying the quantity. </xsd:documentation> </xsd:annotation> </xsd:element> </xsd:sequence> </xsd:extension> </xsd:complexContent> </xsd:complexType> <xsd:annotation> <xsd:documentation xml:lang="en"> A type defining the characteristics of the coal being traded in a physically settled gas transaction. </xsd:documentation> </xsd:annotation> <xsd:sequence> <xsd:choice minOccurs="0"> <xsd:annotation> <xsd:documentation xml:lang="en"> The type of coal product to be delivered by reference to a pre-defined specification. For contracts under SCoTA terms this is the quality specification code (e.g. "DES ARA") </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation xml:lang="en"> The type of coal product to be delivered specified in full. </xsd:documentation> </xsd:annotation> </xsd:element> </xsd:choice> <xsd:annotation> <xsd:documentation xml:lang="en"> The SCoTA cargo origin, mining region, mine(s), mining complex(es), loadout(s) or river dock(s) or other point(s) of origin that Seller and Buyer agree are acceptable origins for the Coal Product. For International Coal transactions, this is the Origin of the Coal Product. </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation xml:lang="en"> Indicates whether type and source refer to globalCOAL SCoTA specifications. </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation xml:lang="en"> Additional product details for U.S. Coal transactions. </xsd:documentation> </xsd:annotation> </xsd:group> </xsd:sequence> </xsd:complexType> <xsd:annotation> <xsd:documentation xml:lang="en"> A scheme identifying the sources of coal for a physically settled coal trade. </xsd:documentation> </xsd:annotation> <xsd:simpleContent> <xsd:attribute default="http://www.fpml.org/coding-scheme/commodity-coal-product-source" name="commodityCoalProductSourceScheme" type="xsd:anyURI"/> </xsd:extension> </xsd:simpleContent> </xsd:complexType> <xsd:annotation> <xsd:documentation xml:lang="en"> The different options for specifying the quality attributes of the coal to be delivered. </xsd:documentation> </xsd:annotation> <xsd:choice> </xsd:choice> </xsd:complexType> <xsd:annotation> <xsd:documentation xml:lang="en"> A scheme identifying the types of coal for a physically settled coal trade. </xsd:documentation> </xsd:annotation> <xsd:simpleContent> <xsd:attribute default="http://www.fpml.org/coding-scheme/commodity-coal-product-type" name="commodityCoalProductTypeScheme" type="xsd:anyURI"/> </xsd:extension> </xsd:simpleContent> </xsd:complexType> <xsd:annotation> <xsd:documentation xml:lang="en"> A scheme identifying the quality adjustment formulae for a physically settled coal trade. </xsd:documentation> </xsd:annotation> <xsd:simpleContent> <xsd:attribute default="http://www.fpml.org/coding-scheme/commodity-coal-quality-adjustments" name="commodityCoalQualityAdjustmentsScheme" type="xsd:anyURI"/> </xsd:extension> </xsd:simpleContent> </xsd:complexType> <xsd:annotation> <xsd:documentation xml:lang="en"> The quality attributes of the coal to be delivered. </xsd:documentation> </xsd:annotation> <xsd:sequence> </xsd:sequence> </xsd:complexType> <xsd:annotation> <xsd:documentation xml:lang="en"> The quality attributes of the coal to be delivered, specified on a periodic basis. </xsd:documentation> </xsd:annotation> <xsd:sequence> <xsd:element maxOccurs="unbounded" minOccurs="0" name="StandardQualityStep" type="CoalStandardQuality"/> </xsd:sequence> </xsd:complexType> <xsd:annotation> <xsd:documentation xml:lang="en"> A scheme identifying the methods by which coal may be transported. </xsd:documentation> </xsd:annotation> <xsd:simpleContent> <xsd:attribute default="http://www.fpml.org/coding-scheme/commodity-coal-transportation-equipment" name="commodityCoalTransportationEquipmentScheme" type="xsd:anyURI"/> </xsd:extension> </xsd:simpleContent> </xsd:complexType> <xsd:annotation> <xsd:documentation xml:lang="en"> A type for defining exercise procedures associated with an American style exercise of a commodity option. </xsd:documentation> </xsd:annotation> <xsd:complexContent> <xsd:sequence> <!--View Generation: SKIPPED exercisePeriod - Technical--> <xsd:sequence minOccurs="0"> <xsd:annotation> <xsd:documentation xml:lang="en">Option Strip</xsd:documentation> </xsd:annotation> <xsd:element maxOccurs="unbounded" minOccurs="0" name="exercisePeriod" type="CommodityExercisePeriods"> <xsd:annotation> <xsd:documentation xml:lang="en">Describes the American exercise periods.</xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation xml:lang="en">The exercise frequency for the strip.</xsd:documentation> </xsd:annotation> </xsd:element> </xsd:sequence> <xsd:choice minOccurs="0"> <xsd:annotation> <xsd:documentation xml:lang="en"> Choice between latest exercise time expressed as literal time, or using a determination method. </xsd:documentation> </xsd:annotation> <xsd:annotation> <xsd:documentation xml:lang="en"> For a Bermuda or American style option, the latest time on an exercise business day (excluding the expiration date) within the exercise period that notice can be given by the buyer to the seller or seller's agent. Notice of exercise given after this time will be deemed to have been given on the next exercise business day. </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation xml:lang="en">Latest exercise time determination method.</xsd:documentation> </xsd:annotation> </xsd:element> </xsd:choice> <xsd:annotation> <xsd:documentation xml:lang="en"> The specific time of day on which the option expires. </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation xml:lang="en"> The presence of this element indicates that the option may be partially exercised. It is not applicable to European or Asian options. </xsd:documentation> </xsd:annotation> </xsd:element> </xsd:sequence> </xsd:extension> </xsd:complexContent> </xsd:complexType> <xsd:annotation> <xsd:documentation xml:lang="en"> A parametric representation of the Calculation Periods for on Asian option or a leg of a swap. In case the calculation frequency is of value T (term), the period is defined by the commoditySwap\effectiveDate and the commoditySwap\terminationDate. </xsd:documentation> </xsd:annotation> <xsd:complexContent> <xsd:sequence> <xsd:annotation> <xsd:documentation xml:lang="en"> If true, indicates that that the first Calculation Period should run from the Effective Date to the end of the calendar period in which the Effective Date falls, e.g. Jan 15 - Jan 31 if the calculation periods are one month long and Effective Date is Jan 15. If false, the first Calculation Period should run from the Effective Date for one whole period, e.g. Jan 15 to Feb 14 if the calculation periods are one month long and Effective Date is Jan 15. </xsd:documentation> </xsd:annotation> </xsd:element> </xsd:sequence> </xsd:extension> </xsd:complexContent> </xsd:complexType> <xsd:annotation> <xsd:documentation xml:lang="en"> The different options for specifying the Delivery Periods of a physical leg. </xsd:documentation> </xsd:annotation> <xsd:choice> <xsd:annotation> <xsd:documentation xml:lang="en"> The Delivery Periods for this leg of the swap. This type is only intended to be used if the Delivery Periods differ from the Calculation Periods on the fixed or floating leg. If DeliveryPeriods mirror another leg, then the calculationPeriodsReference element should be used to point to the Calculation Periods on that leg - or the calculationPeriodsScheduleReference can be used to point to the Calculation Periods Schedule for that leg. </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation xml:lang="en"> The Delivery Periods for this leg of the swap. This type is only intended to be used if the Delivery Periods differ from the Calculation Periods on the fixed or floating leg. If DeliveryPeriods mirror another leg, then the calculationPeriodsReference element should be used to point to the Calculation Periods on that leg - or the calculationPeriodsScheduleReference can be used to point to the Calculation Periods Schedule for that leg. </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation xml:lang="en"> Enables users to reference a Calculation Periods schedule in the form of a series of actual dates in a calculationPeriods container or in the form of a parameterised schedule in a calculationPeriodsSchedule container. </xsd:documentation> </xsd:annotation> </xsd:group> </xsd:choice> </xsd:complexType> <xsd:annotation> <xsd:documentation xml:lang="en"> A scheme identifying the types of the Delivery Point for a physically settled commodity trade. </xsd:documentation> </xsd:annotation> <xsd:simpleContent> </xsd:extension> </xsd:simpleContent> </xsd:complexType> <xsd:annotation> <xsd:documentation xml:lang="en"> A scheme identifying how the parties to the trade aportion responsibility for the delivery of the commodity product (for example Free On Board, Cost, Insurance, Freight) </xsd:documentation> </xsd:annotation> <xsd:simpleContent> <xsd:attribute default="http://www.fpml.org/coding-scheme/commodity-delivery-risk" name="deliveryRiskScheme" type="xsd:anyURI"/> </xsd:extension> </xsd:simpleContent> </xsd:complexType> <xsd:annotation> <xsd:documentation xml:lang="en"> A type for defining exercise procedures associated with a European style exercise of a commodity option. </xsd:documentation> </xsd:annotation> <xsd:complexContent> <xsd:sequence> <!--View Generation: SKIPPED expirationDate - Technical--> <xsd:sequence minOccurs="0"> <xsd:annotation> <xsd:documentation xml:lang="en">Option Strip</xsd:documentation> </xsd:annotation> <xsd:element maxOccurs="unbounded" minOccurs="0" name="expirationDate" type="AdjustableOrRelativeDate"> <xsd:annotation> <xsd:documentation xml:lang="en"> The last day within an exercise period for an American style option. For a European style option it is the only day within the exercise period. For an averaging option this is equivalent to the Termination Date. </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation xml:lang="en">The exercise frequency for the strip.</xsd:documentation> </xsd:annotation> </xsd:element> </xsd:sequence> <xsd:annotation> <xsd:documentation xml:lang="en"> The specific time of day on which the option expires. </xsd:documentation> </xsd:annotation> </xsd:element> </xsd:sequence> </xsd:extension> </xsd:complexContent> </xsd:complexType> <xsd:annotation> <xsd:documentation xml:lang="en"> The parameters for defining how the commodity option can be exercised, how it is priced and how it is settled. </xsd:documentation> </xsd:annotation> <xsd:sequence> <xsd:choice minOccurs="0"> <xsd:annotation> <xsd:documentation xml:lang="en"> The parameters for defining the exercise period for an American style option together with the rules governing the quantity of the commodity that can be exercised on any given exercise date. </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation xml:lang="en"> The parameters for defining the expiration date and time for a European or Asian style option. For an Asian style option the expiration date is equivalent to the termination date. </xsd:documentation> </xsd:annotation> </xsd:element> </xsd:choice> <xsd:annotation> <xsd:documentation xml:lang="en"> Specifies whether or not Automatic Exercise applies to a Commodity Option Transaction. </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation xml:lang="en"> Specifies whether or not Written Confirmation applies to a Commodity Option Transaction. </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation xml:lang="en"> The currency into which the Commodity Option Transaction will settle. If this is not the same as the currency in which the Commodity Reference Price is quoted, then an FX determination method should also be specified. </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation xml:lang="en"> FX observations to be used to convert the observed Commodity Reference Price to the Settlement Currency. </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation xml:lang="en"> If the Notional Quantity is specified in a unit that does not match the unit in which the Commodity Reference Price is quoted, the scaling or conversion factor used to convert the Commodity Reference Price unit into the Notional Quantity unit should be stated here. If there is no conversion, this element is not intended to be used. </xsd:documentation> </xsd:annotation> </xsd:element> <!--View Generation: SKIPPED - NonStandardFeature--> </xsd:sequence> </xsd:complexType> <xsd:sequence> <xsd:annotation> <xsd:documentation xml:lang="en"> The first day of the exercise period for an American style option. </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation xml:lang="en"> The last day within an exercise period for an American style option. For a European style option it is the only day within the exercise period. </xsd:documentation> </xsd:annotation> </xsd:element> </xsd:sequence> </xsd:complexType> <xsd:annotation> <xsd:documentation xml:lang="en"> A scheme identifying the physical event relative to which option expiration occurs. </xsd:documentation> </xsd:annotation> <xsd:simpleContent> <xsd:attribute default="http://www.fpml.org/coding-scheme/commodity-expire-relative-to-event" name="commodityExpireRelativeToEventScheme" type="xsd:anyURI"/> </xsd:extension> </xsd:simpleContent> </xsd:complexType> <xsd:annotation> <xsd:documentation xml:lang="en"> The Fixed Price for a given Calculation Period during the life of the trade. There must be a Fixed Price step specified for each Calculation Period, regardless of whether the Fixed Price changes or remains the same between periods. </xsd:documentation> </xsd:annotation> <xsd:sequence> <xsd:choice minOccurs="0"> <xsd:annotation> <xsd:documentation xml:lang="en"> The Fixed Price for a given Calculation Period during the life of the trade. There must be a Fixed Price step specified for each Calculation Period, regardless of whether the Fixed Price changes or remains the same between periods. </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation xml:lang="en"> For a Wet Voyager Charter Freight Swap, the number of Worldscale Points for purposes of the calculation of a Fixed Amount for a given Calculation Period during the life of the trade. There must be Worldscale Rate Step specified for each Calculation Period, regardless of whether the Worldscale Rate Step changes or remains the same between periods. </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation xml:lang="en"> For a DRY Voyage Charter or Time Charter Freight Swap, the price per relevant unit for pruposes of the calculation of a Fixed Amount for a given Calculation Period during the life of the trade. There must be Worldscale Rate Step specified for each Calculation Period, regardless of whether the Worldscale Rate Step changes or remains the same between periods. </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:element maxOccurs="unbounded" name="settlementPeriodsPriceSchedule" type="CommoditySettlementPeriodsPriceSchedule"> <xsd:annotation> <xsd:documentation xml:lang="en"> For an electricity transaction, the fixed price schedule for one or more groups of Settlement Periods on which fixed payments are based. if the schedule differs for different groups of Settlement Periods, this element should be repeated. </xsd:documentation> </xsd:annotation> </xsd:element> </xsd:choice> <xsd:annotation> <xsd:documentation xml:lang="en"> Enables users to reference a Calculation Periods schedule in the form of a series of actual dates in a calculationPeriods container or in the form of a parameterised schedule in a calculationPeriodsSchedule container. </xsd:documentation> </xsd:annotation> </xsd:group> </xsd:sequence> </xsd:complexType> <xsd:annotation> <xsd:documentation xml:lang="en">Commodity Forward</xsd:documentation> </xsd:annotation> <xsd:complexContent> <xsd:sequence> <xsd:annotation> <xsd:documentation xml:lang="en"> Specifies the value date of the Commodity Forward Transaction. This is the day on which both the cash and the physical commodity settle. </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:choice minOccurs="0"> <xsd:annotation> <xsd:documentation xml:lang="en">The fixed leg of a Commodity Forward Transaction.</xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation xml:lang="en"> The calculated floating price leg of a Commodity Forward Transaction. </xsd:documentation> </xsd:annotation> </xsd:element> </xsd:choice> </xsd:sequence> </xsd:extension> </xsd:complexContent> </xsd:complexType> <xsd:annotation> <xsd:documentation xml:lang="en"> Abstract base class for all commodity forward legs </xsd:documentation> </xsd:annotation> <xsd:complexContent> </xsd:complexContent> </xsd:complexType> <xsd:annotation> <xsd:documentation xml:lang="en"> Frequency Type for use in Pricing Date specifications. </xsd:documentation> </xsd:annotation> <xsd:simpleContent> <xsd:attribute default="http://www.fpml.org/coding-scheme/commodity-frequency-type" name="commodityFrequencyTypeScheme" type="xsd:anyURI"/> </xsd:extension> </xsd:simpleContent> </xsd:complexType> <xsd:annotation> <xsd:documentation xml:lang="en"> A type defining the FX observations to be used to convert the observed Commodity Reference Price to the Settlement Currency. The rate source must be specified. Additionally, a time for the spot price to be observed on that source may be specified, or else an averaging schedule for trades priced using an average FX rate. </xsd:documentation> </xsd:annotation> <xsd:sequence> <xsd:annotation> <xsd:documentation xml:lang="en"> The primary source for where the rate observation will occur. Will typically be either a page or a reference bank published rate. </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation xml:lang="en"> An alternative, or secondary, source for where the rate observation will occur. Will typically be either a page or a reference bank published rate. </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation xml:lang="en"> A type to identify how the FX rate will be applied. This is intended to differentiate between the various methods for applying FX to the floating price such as a daily calculation, or averaging the FX and applying the average at the end of each CalculationPeriod. </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation xml:lang="en"> The parties may specify a Method of Averaging when averaging of the FX rate is applicable. </xsd:documentation> </xsd:annotation> </xsd:element> <!--View Generation: Removed a degenerate choice.--> <xsd:sequence> <xsd:choice minOccurs="0"> <xsd:annotation> <xsd:documentation xml:lang="en"> A list of the fx observation dates for a given Calculation Period. </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:sequence> <xsd:sequence minOccurs="0"> <xsd:annotation> <xsd:documentation xml:lang="en"> The parties may specify the rules for FX observation when averaging of the FX rate is applicable. </xsd:documentation> </xsd:annotation> </xsd:group> </xsd:sequence> <xsd:annotation> <xsd:documentation xml:lang="en"> Enables users to reference a Calculation Periods schedule in the form of a series of actual dates in a calculationPeriods container or in the form of a parameterised schedule in a calculationPeriodsSchedule container. </xsd:documentation> </xsd:annotation> </xsd:group> </xsd:sequence> </xsd:choice> <xsd:annotation> <xsd:documentation xml:lang="en"> The time at which the spot currency exchange rate will be observed. It is specified as a time in a specific business center, e.g. 11:00am London time. </xsd:documentation> </xsd:annotation> </xsd:element> </xsd:sequence> </xsd:sequence> </xsd:complexType> <xsd:annotation> <xsd:documentation xml:lang="en"> Identifes how the FX rate will be applied. This is intended to differentiate between the various methods for applying FX to the floating price such as a daily calculation, or averaging the FX and applying the average at the end of each CalculationPeriod. </xsd:documentation> </xsd:annotation> <xsd:simpleContent> <xsd:attribute default="http://www.fpml.org/coding-scheme/commodity-fx-type" name="commodityFxTypeScheme" type="xsd:anyURI"/> </xsd:extension> </xsd:simpleContent> </xsd:complexType> <xsd:annotation> <xsd:documentation xml:lang="en"> A type defining a hub or other reference for a physically settled commodity trade. </xsd:documentation> </xsd:annotation> <xsd:sequence> </xsd:sequence> </xsd:complexType> <xsd:annotation> <xsd:documentation xml:lang="en"> A scheme identifying the code for a hub or other reference for a physically settled commodity trade. </xsd:documentation> </xsd:annotation> <xsd:simpleContent> </xsd:extension> </xsd:simpleContent> </xsd:complexType> <xsd:annotation> <xsd:documentation xml:lang="en"> ISDA 1993 or 2005 commodity market disruption elements. </xsd:documentation> </xsd:annotation> <xsd:sequence> <xsd:choice minOccurs="0"> <xsd:sequence> <xsd:annotation> <xsd:documentation xml:lang="en"> If Market disruption Events are stated to be Applicable then the default Market Disruption Events of Section 7.4(d)(i) of the ISDA Commodity Definitions shall apply unless specific Market Disruption Events are stated hereunder, in which case these shall override the ISDA defaults. If Market Disruption Events are stated to be Not Applicable, Market Disruption Events are not applicable to the trade at all. It is also possible to reference the Market Disruption Events set out in the relevant Master Agreement governing the trade. </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:element maxOccurs="unbounded" minOccurs="0" name="additionalMarketDisruptionEvent" type="MarketDisruptionEvent"> <xsd:annotation> <xsd:documentation xml:lang="en"> To be used when marketDisruptionEvents is set to "Applicable" and additional market disruption events(s) apply to the default market disruption events of Section 7.4(d)(i) of the ISDA Commodity Definitions. </xsd:documentation> </xsd:annotation> </xsd:element> </xsd:sequence> <xsd:annotation> <xsd:documentation xml:lang="en"> Market disruption event(s) that apply. Note that these should only be specified if the default market disruption events of Section 7.4(d)(i) of the ISDA Commodity Definitions are to be overridden. </xsd:documentation> </xsd:annotation> </xsd:element> </xsd:choice> <xsd:choice minOccurs="0"> <xsd:annotation> <xsd:documentation xml:lang="en"> If omitted then the standard disruption fallbacks of Section 7.5(d)(i) of the ISDA Commodity Definitions shall apply. </xsd:documentation> </xsd:annotation> <xsd:annotation> <xsd:documentation xml:lang="en"> To be used where disruption fallbacks are set out in the relevant Master Agreement governing the trade. </xsd:documentation> </xsd:annotation> </xsd:element> </xsd:choice> <xsd:annotation> <xsd:documentation xml:lang="en"> A fallback commodity reference price for use when relying on Disruption Fallbacks in Section 7.5(d)(i) of the ISDA Commodity Definitions or have selected "Fallback Reference Price" as a disruptionFallback. </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation xml:lang="en"> 2005 Commodity Definitions only. If omitted , the number of days specified in Section 7.6(a) of the Definitions will apply. </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation xml:lang="en"> 2005 Commodity Definitions only. To be used where a price materiality percentage applies to the "Price Source Disruption" event and this event has been specified by setting marketDisruption to true or including it in additionalMarketDisruptionEvent </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation xml:lang="en"> 1993 Commodity Definitions only. Specifies the Mimum Futures Contracts level that dictates whether or not a "De Minimis Trading" event has occurred. Only relevant if 'De Minimis Trading' has been specified in marketDisruptionEvent or additionalMarketDisruptionEvent. </xsd:documentation> </xsd:annotation> </xsd:element> </xsd:sequence> </xsd:complexType> <xsd:sequence> </xsd:sequence> </xsd:complexType> <xsd:simpleContent> <xsd:attribute default="http://www.fpml.org/coding-scheme/commodity-metal-brand-manager" name="commodityMetalBrandManagerScheme" type="xsd:anyURI"/> </xsd:extension> </xsd:simpleContent> </xsd:complexType> <xsd:annotation> <xsd:documentation xml:lang="en">The name of the entity that issues the brand</xsd:documentation> </xsd:annotation> <xsd:simpleContent> <xsd:attribute default="http://www.fpml.org/coding-scheme/commodity-metal-brand-name" name="commodityMetalBrandNameScheme" type="xsd:anyURI"/> </xsd:extension> </xsd:simpleContent> </xsd:complexType> <xsd:simpleContent> </xsd:extension> </xsd:simpleContent> </xsd:complexType> <xsd:simpleContent> </xsd:extension> </xsd:simpleContent> </xsd:complexType> <xsd:simpleContent> <xsd:attribute default="http://www.fpml.org/coding-scheme/commodity-metal-shape" name="commodityMetalShapeScheme" type="xsd:anyURI"/> </xsd:extension> </xsd:simpleContent> </xsd:complexType> <xsd:annotation> <xsd:documentation xml:lang="en"> A type for defining the multiple exercise provisions of an American style commodity option. </xsd:documentation> </xsd:annotation> <xsd:sequence> <xsd:annotation> <xsd:documentation xml:lang="en"> The integral multiple quantity defines a lower limit of the Notional Quantity that can be exercised and also defines a unit multiple of the Notional Quantity that can be exercised, i.e. only integer multiples of this Notional Quantity can be exercised. </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation xml:lang="en"> The minimum Notional Quantity that can be exercised on a given Exercise Date. See multipleExercise. </xsd:documentation> </xsd:annotation> </xsd:element> </xsd:sequence> </xsd:complexType> <xsd:annotation> <xsd:documentation xml:lang="en">Commodity Notional.</xsd:documentation> </xsd:annotation> <xsd:sequence> <xsd:annotation> <xsd:documentation xml:lang="en"> Quantity Unit is the unit of measure applicable for the quantity on the Transaction. </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation xml:lang="en"> The frequency at which the Notional Quantity is deemed to apply for purposes of calculating the Total Notional Quantity. </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation xml:lang="en">Amount of commodity per quantity frequency.</xsd:documentation> </xsd:annotation> </xsd:element> </xsd:sequence> </xsd:complexType> <xsd:annotation> <xsd:documentation xml:lang="en"> The Notional Quantity per Calculation Period. There must be a Notional Quantity step specified for each Calculation Period, regardless of whether the Notional Quantity changes or remains the same between periods. </xsd:documentation> </xsd:annotation> <xsd:sequence> <xsd:choice minOccurs="0"> <xsd:annotation> <xsd:documentation xml:lang="en"> The Notional Quantity per Calculation Period. There must be a Notional Quantity specified for each Calculation Period, regardless of whether the quantity changes or remains the same between periods. </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:element maxOccurs="unbounded" name="settlementPeriodsNotionalQuantitySchedule" type="CommoditySettlementPeriodsNotionalQuantitySchedule"> <xsd:annotation> <xsd:documentation xml:lang="en"> For an electricity transaction, the Notional Quantity schedule for a one or more groups of Settlement Periods to which the Notional Quantity is based. If the schedule differs for different groups of Settlement Periods, this element should be repeated. </xsd:documentation> </xsd:annotation> </xsd:element> </xsd:choice> <xsd:annotation> <xsd:documentation xml:lang="en"> Enables users to reference a Calculation Periods schedule in the form of a series of actual dates in a calculationPeriods container or in the form of a parameterised schedule in a calculationPeriodsSchedule container. </xsd:documentation> </xsd:annotation> </xsd:group> </xsd:sequence> </xsd:complexType> <xsd:annotation> <xsd:documentation xml:lang="en">Commodity Option.</xsd:documentation> </xsd:annotation> <xsd:complexContent> <xsd:sequence> <xsd:annotation> <xsd:documentation xml:lang="en">The type of option transaction.</xsd:documentation> </xsd:annotation> </xsd:element> <xsd:choice minOccurs="0"> <xsd:annotation> <xsd:documentation xml:lang="en"> Items specific to financially-settled commodity options. </xsd:documentation> </xsd:annotation> </xsd:group> <xsd:annotation> <xsd:documentation xml:lang="en"> Items specific to physically-settled commodity options. </xsd:documentation> </xsd:annotation> </xsd:group> <xsd:annotation> <xsd:documentation xml:lang="en"> Described Weather Index Option component. Weather Index Option transactions are OTC derivative transactions which settle financially based on an index calculated from observations of temperature and precipitation at weather stations throughout the world. Sub-Annex C of the 2005 ISDA Commodity Definitions provides definitions and terms for a number of types of weather indices. These indices include: HDD (heating degree days), CDD (cooling degree days), CPD (critical precipitation days). Weather Index Option Transactions results in a cash flow to the buyer depending on the relationship between the Settlement Level to the Weather Index Strike Level. </xsd:documentation> </xsd:annotation> </xsd:group> </xsd:choice> <xsd:annotation> <xsd:documentation xml:lang="en"> The option premium payable by the buyer to the seller. </xsd:documentation> </xsd:annotation> </xsd:element> </xsd:sequence> </xsd:extension> </xsd:complexContent> </xsd:complexType> <xsd:annotation> <xsd:documentation xml:lang="en"> A scheme identifying the physical event relative to which payment occurs. </xsd:documentation> </xsd:annotation> <xsd:simpleContent> <xsd:attribute default="http://www.fpml.org/coding-scheme/commodity-pay-relative-to-event" name="commodityPayRelativeToEventScheme" type="xsd:anyURI"/> </xsd:extension> </xsd:simpleContent> </xsd:complexType> <xsd:annotation> <xsd:documentation xml:lang="en"> The parameters for defining the expiration date(s) and time(s) for an American style option. </xsd:documentation> </xsd:annotation> <xsd:complexContent> <xsd:sequence> <xsd:choice minOccurs="0"> <xsd:sequence> <xsd:annotation> <xsd:documentation xml:lang="en"> The first day(s) of the exercise period(s) for an American-style option. </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation xml:lang="en"> The Expiration Date(s) of an American-style option. </xsd:documentation> </xsd:annotation> </xsd:element> </xsd:sequence> <xsd:sequence> <xsd:element minOccurs="0" name="relativeCommencementDates" type="CommodityRelativeExpirationDates"> <xsd:annotation> <xsd:documentation xml:lang="en"> The first day(s) of the exercise period(s) for an American-style option where it is relative to the occurrence of an external event. </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation xml:lang="en"> The Expiration Date(s) of an American-style option where it is relative to the occurrence of an external event. </xsd:documentation> </xsd:annotation> </xsd:element> </xsd:sequence> </xsd:choice> <xsd:annotation> <xsd:documentation xml:lang="en"> For a Bermuda or American style option, the latest time on an exercise business day (excluding the expiration date) within the exercise period that notice can be given by the buyer to the seller or seller's agent. Notice of exercise given after this time will be deemed to have been given on the next exercise business day. </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation xml:lang="en"> The specific time of day at which the option expires. </xsd:documentation> </xsd:annotation> </xsd:element> </xsd:sequence> </xsd:extension> </xsd:complexContent> </xsd:complexType> <xsd:annotation> <xsd:documentation xml:lang="en"> The parameters for defining the expiration date(s) and time(s) for a European style option. </xsd:documentation> </xsd:annotation> <xsd:complexContent> <xsd:sequence> <xsd:choice minOccurs="0"> <xsd:annotation> <xsd:documentation xml:lang="en"> The Expiration Date of a single expiry European-style option or the first Expiration Date of a multiple expiry or daily expiring option. </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation xml:lang="en"> The Expiration Date(s) of a European-style option. </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation xml:lang="en"> The Expiration Date(s) of a European-style option where it is relative to the occurrence of an external event. </xsd:documentation> </xsd:annotation> </xsd:element> </xsd:choice> <xsd:annotation> <xsd:documentation xml:lang="en"> The specific time of day at which the option expires. </xsd:documentation> </xsd:annotation> </xsd:element> </xsd:sequence> </xsd:extension> </xsd:complexContent> </xsd:complexType> <xsd:annotation> <xsd:documentation xml:lang="en"> The parameters for defining how the physically-settled commodity option can be exercised and how it is settled. </xsd:documentation> </xsd:annotation> <xsd:sequence> <xsd:choice minOccurs="0"> <xsd:annotation> <xsd:documentation xml:lang="en"> The parameters for defining the expiration date(s) and time(s) for an American style option. </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation xml:lang="en"> The parameters for defining the expiration date(s) and time(s) for a European style option. </xsd:documentation> </xsd:annotation> </xsd:element> </xsd:choice> <xsd:annotation> <xsd:documentation xml:lang="en"> Specifies whether or not Automatic Exercise applies to a Commodity Option Transaction. </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation xml:lang="en"> Specifies whether or not Written Confirmation applies to a Commodity Option Transaction. </xsd:documentation> </xsd:annotation> </xsd:element> </xsd:sequence> </xsd:complexType> <xsd:annotation> <xsd:documentation xml:lang="en"> A type defining the physical quantity of the commodity to be delivered. </xsd:documentation> </xsd:annotation> <xsd:complexContent> <xsd:sequence> </xsd:sequence> </xsd:extension> </xsd:complexContent> </xsd:complexType> <xsd:annotation> <xsd:documentation xml:lang="en"> An abstract base class for physical quantity types. </xsd:documentation> </xsd:annotation> </xsd:complexType> <xsd:annotation> <xsd:documentation xml:lang="en"> The Quantity per Delivery Period. There must be a Quantity step specified for each Delivery Period, regardless of whether the Quantity changes or remains the same between periods. </xsd:documentation> </xsd:annotation> <xsd:sequence> <xsd:element maxOccurs="unbounded" minOccurs="0" name="quantityStep" type="CommodityNotionalQuantity"> <xsd:annotation> <xsd:documentation xml:lang="en"> The quantity per Calculation Period. There must be a quantity specified for each Calculation Period, regardless of whether the quantity changes or remains the same between periods. </xsd:documentation> </xsd:annotation> </xsd:element> </xsd:sequence> </xsd:complexType> <xsd:annotation> <xsd:documentation xml:lang="en"> The pipeline through which the physical commodity will be delivered. </xsd:documentation> </xsd:annotation> <xsd:simpleContent> </xsd:extension> </xsd:simpleContent> </xsd:complexType> <xsd:annotation> <xsd:documentation xml:lang="en"> The pipeline cycle during which the physical commodity will be delivered. </xsd:documentation> </xsd:annotation> <xsd:simpleContent> </xsd:extension> </xsd:simpleContent> </xsd:complexType> <xsd:annotation> <xsd:documentation xml:lang="en"> The commodity option premium payable by the buyer to the seller. </xsd:documentation> </xsd:annotation> <xsd:complexContent> <xsd:sequence> <xsd:annotation> <xsd:documentation xml:lang="en"> The currency amount of premium to be paid per Unit of the Total Notional Quantity. </xsd:documentation> </xsd:annotation> </xsd:element> </xsd:sequence> </xsd:extension> </xsd:complexContent> </xsd:complexType> <xsd:annotation> <xsd:documentation xml:lang="en"> The dates on which prices are observed for the underlyer. </xsd:documentation> </xsd:annotation> <xsd:sequence> <xsd:choice minOccurs="0"> <xsd:sequence> <xsd:annotation> <xsd:documentation xml:lang="en"> The pricing period per calculation period if the pricing days do not wholly fall within the respective calculation period. </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:choice minOccurs="0"> <xsd:sequence> <xsd:annotation> <xsd:documentation xml:lang="en"> Identifies a commodity business day calendar from which the pricing dates will be generated. </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation xml:lang="en"> Used in conjunction with an exchange based pricing source. Identifies a date source calendar from which the pricing dates and thus roll to the next contract will be based off (e.g. pricing is based on the NYMEX WTI First Nearby Futures Contract, if “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:sequence> <xsd:element maxOccurs="unbounded" name="settlementPeriodsReference" type="SettlementPeriodsReference"/> </xsd:choice> </xsd:sequence> <xsd:annotation> <xsd:documentation xml:lang="en"> A list of adjustable dates on which the trade would price. Each date will price for the Calculation Period within which it falls. </xsd:documentation> </xsd:annotation> </xsd:element> </xsd:choice> </xsd:sequence> </xsd:complexType> <xsd:annotation> <xsd:documentation xml:lang="en"> A scheme identifying the grade of physical commodity product to be delivered. </xsd:documentation> </xsd:annotation> <xsd:simpleContent> <xsd:attribute default="http://www.fpml.org/coding-scheme/commodity-oil-product-grade" name="productGradeScheme" type="xsd:anyURI"/> </xsd:extension> </xsd:simpleContent> </xsd:complexType> <xsd:annotation> <xsd:documentation xml:lang="en"> A type for defining the frequency at which the Notional Quantity is deemed to apply for purposes of calculating the Total Notional Quantity. </xsd:documentation> </xsd:annotation> <xsd:simpleContent> <xsd:attribute default="http://www.fpml.org/coding-scheme/commodity-quantity-frequency" name="quantityFrequencyScheme" type="xsd:anyURI"/> </xsd:extension> </xsd:simpleContent> </xsd:complexType> <xsd:annotation> <xsd:documentation xml:lang="en"> The Expiration Dates of the trade relative to the Calculation Periods. </xsd:documentation> </xsd:annotation> <xsd:sequence> <xsd:annotation> <xsd:documentation xml:lang="en"> Specifies whether the payment(s) occur relative to the date of a physical event. </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation xml:lang="en"> Specifies any offset from the adjusted Calculation Period start date or adjusted Calculation Period end date applicable to each Payment Date. </xsd:documentation> </xsd:annotation> </xsd:element> </xsd:sequence> </xsd:complexType> <xsd:annotation> <xsd:documentation xml:lang="en"> The Payment Dates of the trade relative to the Calculation Periods. </xsd:documentation> </xsd:annotation> <xsd:sequence> <xsd:choice minOccurs="0"> <xsd:annotation> <xsd:documentation xml:lang="en"> Specifies whether the payment(s) occur relative to a date such as the end of each Calculation Period or the last Pricing Date in each Calculation Period. </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation xml:lang="en"> Specifies whether the payment(s) occur relative to the date of a physical event. </xsd:documentation> </xsd:annotation> </xsd:element> </xsd:choice> <xsd:annotation> <xsd:documentation xml:lang="en"> Specifies any offset from the adjusted Calculation Period start date, adjusted Calculation Period end date or Calculation Date applicable to each Payment Date. </xsd:documentation> </xsd:annotation> </xsd:element> </xsd:sequence> </xsd:complexType> <xsd:annotation> <xsd:documentation xml:lang="en"> The notional quantity of electricity that applies to one or more groups of Settlement Periods. </xsd:documentation> </xsd:annotation> <xsd:complexContent> <xsd:sequence> <xsd:element maxOccurs="unbounded" minOccurs="0" name="settlementPeriodsReference" type="SettlementPeriodsReference"> <xsd:annotation> <xsd:documentation xml:lang="en"> The range(s) of Settlement Periods to which the Notional Quantity applies. </xsd:documentation> </xsd:annotation> </xsd:element> </xsd:sequence> </xsd:extension> </xsd:complexContent> </xsd:complexType> <xsd:annotation> <xsd:documentation xml:lang="en"> The notional quantity schedule of electricity that applies to one or more groups of Settlement Periods. </xsd:documentation> </xsd:annotation> <xsd:sequence> <xsd:element maxOccurs="unbounded" minOccurs="0" name="settlementPeriodsNotionalQuantityStep" type="CommodityNotionalQuantity"> <xsd:annotation> <xsd:documentation xml:lang="en"> For an electricity transaction, the Notional Quantity for a given Calculation Period during the life of the trade which applies to the range(s) of Settlement Periods referenced by settlementPeriodsReference. There must be a settlementPeriodsNotionalQuantityStep specified for each Calculation Period, regardless of whether the NotionalQuantity changes or remains the same between periods. </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:element maxOccurs="unbounded" minOccurs="0" name="settlementPeriodsReference" type="SettlementPeriodsReference"> <xsd:annotation> <xsd:documentation xml:lang="en"> The range(s) of Settlement Periods to which the Fixed Price steps apply. </xsd:documentation> </xsd:annotation> </xsd:element> </xsd:sequence> </xsd:complexType> <xsd:annotation> <xsd:documentation xml:lang="en"> The fixed price schedule for electricity that applies to one or more groups of Settlement Periods. </xsd:documentation> </xsd:annotation> <xsd:sequence> <xsd:element maxOccurs="unbounded" minOccurs="0" name="settlementPeriodsPriceStep" type="FixedPrice"> <xsd:annotation> <xsd:documentation xml:lang="en"> For an electricity transaction, the Fixed Price for a given Calculation Period during the life of the trade which applies to the range(s) of Settlement Periods referenced by settlementPeriods Reference. There must be a Fixed Price step specified for each Calculation Period, regardless of whether the Fixed Price changes or remains the same between periods. </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:element maxOccurs="unbounded" minOccurs="0" name="settlementPeriodsReference" type="SettlementPeriodsReference"> <xsd:annotation> <xsd:documentation xml:lang="en"> The range(s) of Settlement Periods to which the Fixed Price steps apply. </xsd:documentation> </xsd:annotation> </xsd:element> </xsd:sequence> </xsd:complexType> <xsd:complexContent> <xsd:sequence> <xsd:annotation> <xsd:documentation xml:lang="en"> spreadConversionFactor should be used when the unit of measure of the Commodity Reference Price and the unit of measure in which the spread is quoted are different. The value of spreadConversionFactor is the number of units of measure in which the spread is quoted per unit of measure of the Commodity Reference Price. </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation xml:lang="en"> spreadUnit should be used when the unit of measure of the Commodity Reference Price and the unit of measure in which the spread is quoted are different. The value of spreadUnit is the unit of measure in which the spread is quoted. </xsd:documentation> </xsd:annotation> </xsd:element> </xsd:sequence> </xsd:extension> </xsd:complexContent> </xsd:complexType> <xsd:annotation> <xsd:documentation xml:lang="en"> The Spread per Calculation Period. There must be a Spread specified for each Calculation Period, regardless of whether the Spread changes or remains the same between periods. </xsd:documentation> </xsd:annotation> <xsd:sequence> <xsd:annotation> <xsd:documentation xml:lang="en"> The spread per Calculation Period. There must be a spread step specified for each Calculation Period, regardless of whether the spread changes or remains the same between periods. </xsd:documentation> </xsd:annotation> </xsd:element> </xsd:sequence> </xsd:complexType> <xsd:annotation> <xsd:documentation xml:lang="en"> The Strike Price per Unit per Calculation Period. There must be a Strike Price per Unit step specified for each Calculation Period, regardless of whether the Strike changes or remains the same between periods. </xsd:documentation> </xsd:annotation> <xsd:sequence> <xsd:element maxOccurs="unbounded" minOccurs="0" name="strikePricePerUnitStep" type="NonNegativeMoney"> <xsd:annotation> <xsd:documentation xml:lang="en"> The strike price per unit per Calculation Period. There must be a strike price per unit specified for each Calculation Period, regardless of whether the price changes or remains the same between periods. </xsd:documentation> </xsd:annotation> </xsd:element> </xsd:sequence> </xsd:complexType> <xsd:annotation> <xsd:documentation xml:lang="en">Commodity Swap.</xsd:documentation> </xsd:annotation> <xsd:complexContent> <xsd:sequence> </xsd:sequence> </xsd:extension> </xsd:complexContent> </xsd:complexType> <xsd:annotation> <xsd:documentation xml:lang="en">Abstract base class for all commodity swap legs</xsd:documentation> </xsd:annotation> <xsd:complexContent> </xsd:complexContent> </xsd:complexType> <xsd:annotation> <xsd:documentation xml:lang="en">Commodity Swaption.</xsd:documentation> </xsd:annotation> <xsd:complexContent> <xsd:sequence> <xsd:annotation> <xsd:documentation xml:lang="en">The type of option transaction.</xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation xml:lang="en">The underlying commodity swap definiton.</xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation xml:lang="en"> The parameters for defining how the commodity option can be exercised into a physical transaction. </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation xml:lang="en"> The option premium payable by the buyer to the seller. </xsd:documentation> </xsd:annotation> </xsd:element> </xsd:sequence> </xsd:extension> </xsd:complexContent> </xsd:complexType> <xsd:sequence> </xsd:sequence> </xsd:complexType> <xsd:annotation> <xsd:documentation xml:lang="en"> Specify as applicable. Parties may wish to refer to the state meteorological authority in a particular location or to an exchange or other third party data provider. Parties may find the definitions in the Commodity Definitions useful as a means of identifying potential Data Providers. </xsd:documentation> </xsd:annotation> <xsd:simpleContent> <xsd:attribute default="http://www.fpml.org/coding-scheme/weather-data-provider" name="weatherDataProviderScheme" type="xsd:anyURI"/> </xsd:extension> </xsd:simpleContent> </xsd:complexType> <xsd:annotation> <xsd:documentation xml:lang="en">A Disruption Fallback.</xsd:documentation> </xsd:annotation> <xsd:simpleContent> <xsd:attribute default="http://www.fpml.org/coding-scheme/commodity-market-disruption-fallback" name="commodityMarketDisruptionFallbackScheme" type="xsd:anyURI"/> </xsd:extension> </xsd:simpleContent> </xsd:complexType> <xsd:annotation> <xsd:documentation xml:lang="en">Excess Emission Penalty related parameters.</xsd:documentation> </xsd:annotation> <xsd:sequence> <xsd:annotation> <xsd:documentation xml:lang="en"> If Excess Emission Penalty is specified to be applicable in the Confirmation then the Excess Emission Penalty will be determined in the manner specified in the Confirmation (see other EEP paramters) </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation xml:lang="en"> Used to determine how provisions in Part [7] Page 7 (B) Failure to Deliver Not Remedied are to be applied. </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation xml:lang="en"> When "true" the EEP Equivalent is applicable. See Part [7] definition of EEP Equivalent. </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation xml:lang="en"> When "true" the Excess Emissions Penalty is applicable. See Part [7] definition of Excess Emissions Penalty. </xsd:documentation> </xsd:annotation> </xsd:element> </xsd:sequence> </xsd:complexType> <xsd:annotation> <xsd:documentation xml:lang="en">TBD.</xsd:documentation> </xsd:annotation> <xsd:sequence> </xsd:sequence> </xsd:complexType> <xsd:annotation> <xsd:documentation xml:lang="en">The physical delivery conditions for electricity.</xsd:documentation> </xsd:annotation> <xsd:choice> <xsd:sequence> <xsd:annotation> <xsd:documentation xml:lang="en"> The point at which delivery of the electricity will occur. </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation xml:lang="en"> Indicates the under what conditions the Parties' delivery obligations apply. </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:element minOccurs="0" name="transmissionContingency" type="ElectricityTransmissionContingency"> <xsd:annotation> <xsd:documentation xml:lang="en"> Indicates that the performance of the buyer or seller shall be excused (under the conditions specified) if transmission of the elctricity is unavailable or interrupted. </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation> Identification of the border(s) or border point(s) of a transportation contract. </xsd:documentation> </xsd:annotation> </xsd:element> </xsd:sequence> <xsd:sequence> <xsd:annotation> <xsd:documentation xml:lang="en"> For EEI transactions, indicates that this transaction is for an "into" product. </xsd:documentation> </xsd:annotation> <xsd:annotation> <xsd:documentation xml:lang="en"> The zone covering potential delivery points for the electricity. </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation xml:lang="en"> Indicates the party able to decide which delivery point within the deliveryPoint is used for delivery. For EEI transactions, this should reference the seller of the electricity. </xsd:documentation> </xsd:annotation> </xsd:element> </xsd:sequence> </xsd:choice> </xsd:complexType> <xsd:annotation> <xsd:documentation xml:lang="en"> The physical delivery obligation options specific to a firm transaction. </xsd:documentation> </xsd:annotation> <xsd:sequence> <xsd:annotation> <xsd:documentation xml:lang="en"> If true, indicates that the buyer and seller should be excused of their delivery obligations when such performance is prevented by Force Majeure. For EEI transactions, this would indicate "Firm (LD)" If false, indicates that the buyer and seller should not be excused of their delivery obligations when such performance is prevented by Force Majeure. For EEI transactions, this would indicate "Firm (No Force Majeure)" </xsd:documentation> </xsd:annotation> </xsd:element> </xsd:sequence> </xsd:complexType> <xsd:annotation> <xsd:documentation xml:lang="en"> The different options for specifying the Delivery Periods for a physically settled electricity trade. </xsd:documentation> </xsd:annotation> <xsd:complexContent> <xsd:sequence> <xsd:annotation> <xsd:documentation xml:lang="en"> The periods within the Delivery Periods during which the electricity will be delivered. </xsd:documentation> </xsd:annotation> </xsd:element> </xsd:sequence> </xsd:extension> </xsd:complexContent> </xsd:complexType> <xsd:annotation> <xsd:documentation xml:lang="en"> A scheme identifying the types of the Delivery Point for a physically settled electricity trade. </xsd:documentation> </xsd:annotation> <xsd:simpleContent> </xsd:extension> </xsd:simpleContent> </xsd:complexType> <xsd:annotation> <xsd:documentation xml:lang="en"> The physical delivery obligation options specific to a system firm transaction. </xsd:documentation> </xsd:annotation> <xsd:sequence> <xsd:annotation> <xsd:documentation xml:lang="en"> Indicates that the trade is for a System Firm product. Should always be set to "true". </xsd:documentation> </xsd:annotation> </xsd:element> </xsd:sequence> </xsd:complexType> <xsd:choice> <xsd:annotation> <xsd:documentation xml:lang="en"> Indicates under what condtitions the Parties' delivery obligations apply. </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation xml:lang="en"> If present and set to true, indicates that delivery or receipt of the electricity may be interrupted for any reason or for no reason, without liability on the part of either Party. This element should never have a value of false. </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation xml:lang="en"> Indicates that the electricity is intended to be supplied from the owned or controlled generation or pre-existing purchased power assets of the system specified. </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation xml:lang="en"> Indicates that the electricity is intended to be supplied from a generation asset which can optionally be specified. </xsd:documentation> </xsd:annotation> </xsd:element> </xsd:choice> </xsd:complexType> <xsd:annotation> <xsd:documentation xml:lang="en"> The physical delivery obligation options specific to a unit firm transaction. </xsd:documentation> </xsd:annotation> <xsd:sequence> <xsd:annotation> <xsd:documentation xml:lang="en"> Indicates that the trade is for a Unit Firm product. Should always be set to "true". </xsd:documentation> </xsd:annotation> </xsd:element> </xsd:sequence> </xsd:complexType> <xsd:annotation> <xsd:documentation xml:lang="en"> A type defining the physical quantity of the electricity to be delivered. </xsd:documentation> </xsd:annotation> <xsd:complexContent> <xsd:sequence> <xsd:element maxOccurs="unbounded" minOccurs="0" name="settlementPeriodsReference" type="SettlementPeriodsReference"> <xsd:annotation> <xsd:documentation xml:lang="en"> A pointer style reference to the range(s) of Settlement Periods to which this quantity applies. </xsd:documentation> </xsd:annotation> </xsd:element> </xsd:sequence> </xsd:extension> </xsd:complexContent> </xsd:complexType> <xsd:annotation> <xsd:documentation xml:lang="en"> Allows the documentation of a shaped quantity trade where the quantity changes over the life of the transaction. </xsd:documentation> </xsd:annotation> <xsd:complexContent> <xsd:sequence> <xsd:element maxOccurs="unbounded" minOccurs="0" name="settlementPeriodsReference" type="SettlementPeriodsReference"> <xsd:annotation> <xsd:documentation xml:lang="en"> A pointer style reference to the range(s) of Settlement Periods to which this quantity applies. </xsd:documentation> </xsd:annotation> </xsd:element> </xsd:sequence> </xsd:extension> </xsd:complexContent> </xsd:complexType> <xsd:annotation> <xsd:documentation xml:lang="en"> Physically settled leg of a physically settled electricity transaction. </xsd:documentation> </xsd:annotation> <xsd:complexContent> <xsd:sequence> <xsd:annotation> <xsd:documentation xml:lang="en"> The different options for specifying the Delivery or Supply Periods. Unless the quantity or price is to vary periodically during the trade or physical delivery occurs on a periodic basis, periodsSchedule should be used and set to 1T. </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation xml:lang="en"> The specification of the Settlement Periods in which the electricity will be delivered. The Settlement Periods will apply from and including the Effective Date up to and including the Termination Date. If more than one settlementPeriods element is present this indicates multiple ranges of Settlement Periods apply to the entire trade - for example off-peak weekdays and all day weekends. Settlement Period ranges should not overlap. </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation xml:lang="en"> The specification of the Settlement Periods in which the electricity will be delivered for a "shaped" trade i.e. where different Settlement Period ranges will apply to different periods of the trade. </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation xml:lang="en"> LoadType is a summary of the full description of the settlement periods with respect to the region. Used for describing Electricity delivery schedules (e.g. Base, Peak, Off-Peak, Custom). </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation xml:lang="en"> The specification of the electricity to be delivered. </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation xml:lang="en"> The physical delivery conditions for the transaction. </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation xml:lang="en"> The different options for specifying the quantity. </xsd:documentation> </xsd:annotation> </xsd:element> </xsd:sequence> </xsd:extension> </xsd:complexContent> </xsd:complexType> <xsd:annotation> <xsd:documentation xml:lang="en">The quantity of gas to be delivered.</xsd:documentation> </xsd:annotation> <xsd:complexContent> <xsd:sequence> <xsd:choice minOccurs="0"> <xsd:element maxOccurs="unbounded" name="physicalQuantity" type="ElectricityPhysicalDeliveryQuantity"> <xsd:annotation> <xsd:documentation xml:lang="en">The Quantity per Delivery Period.</xsd:documentation> </xsd:annotation> </xsd:element> <xsd:element maxOccurs="unbounded" name="physicalQuantitySchedule" type="ElectricityPhysicalDeliveryQuantitySchedule"> <xsd:annotation> <xsd:documentation xml:lang="en"> Allows the documentation of a shaped quantity trade where the quantity changes over the life of the transaction. Note that if the range of Settlement Periods also varies over the life of the transaction this element should not be used. Instead, physicalQuantity should be repeated for each range of Settlement Periods that apply at any point during the trade. </xsd:documentation> </xsd:annotation> </xsd:element> </xsd:choice> <xsd:annotation> <xsd:documentation xml:lang="en"> The Total Quantity of the commodity to be delivered. </xsd:documentation> </xsd:annotation> </xsd:element> </xsd:sequence> </xsd:extension> </xsd:complexContent> </xsd:complexType> <xsd:annotation> <xsd:documentation xml:lang="en"> The specification of the electricity to be delivered. </xsd:documentation> </xsd:annotation> <xsd:sequence> <xsd:annotation> <xsd:documentation xml:lang="en">The type of electricity product to be delivered.</xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation xml:lang="en"> The voltage, expressed as a number of volts, of the electricity to be delivered. </xsd:documentation> </xsd:annotation> </xsd:element> </xsd:sequence> </xsd:complexType> <xsd:annotation> <xsd:documentation xml:lang="en"> A structure to specify the tranmission contingency and the party that bears the obligation. </xsd:documentation> </xsd:annotation> <xsd:sequence> <xsd:annotation> <xsd:documentation xml:lang="en"> The conditions under which the party specified in contingentParty will be excused from damages if transmission is interrupted or curtailed. </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation xml:lang="en">The party to which the contingency applies.</xsd:documentation> </xsd:annotation> </xsd:element> </xsd:sequence> </xsd:complexType> <xsd:annotation> <xsd:documentation xml:lang="en"> The type of transmission contingency, i.e. what portion of the transmission the delivery obligations are applicable. </xsd:documentation> </xsd:annotation> <xsd:simpleContent> <xsd:attribute default="http://www.fpml.org/coding-scheme/electricity-transmission-contingency" name="electricityTransmissionContingencyScheme" type="xsd:anyURI"/> </xsd:extension> </xsd:simpleContent> </xsd:complexType> <xsd:complexContent> <xsd:annotation> <xsd:documentation xml:lang="en"> Physically settled leg of a physically settled emissions allowance transaction. </xsd:documentation> </xsd:annotation> <xsd:sequence> <xsd:annotation> <xsd:documentation xml:lang="en"> The number of allowances, certificates or credit to be transaction in the transaction. </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation xml:lang="en"> The specification of the type of allowance or credit. </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation xml:lang="en"> For 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:annotation> <xsd:documentation xml:lang="en"> The date on which allowances are to be delivery as specified in the related Confirmation. </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:sequence> </xsd:sequence> <xsd:annotation> <xsd:documentation xml:lang="en"> For EU Emissions Allowance Transactions. Holds 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:annotation> <xsd:documentation xml:lang="en"> For EU Emissions Allowance Transactions. Contains a series of parameters controlling Excess Emissions Penalty payments. </xsd:documentation> </xsd:annotation> </xsd:element> </xsd:sequence> </xsd:extension> </xsd:complexContent> </xsd:complexType> <xsd:annotation> <xsd:documentation xml:lang="en"> A type defining the characteristics of the environmental product being traded in a physically settled environmental transaction. </xsd:documentation> </xsd:annotation> <xsd:sequence> <xsd:annotation> <xsd:documentation xml:lang="en"> Specifies the type of environmental product. Examples include allowances or credit issued by a particular environmental trading scheme. </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation xml:lang="en"> For E.U. Emissions Allowance Transactions. Describes Specified Compliance Period for which the Allowances are issued. </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation xml:lang="en"> For 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:annotation> <xsd:documentation xml:lang="en"> For 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:annotation> <xsd:documentation xml:lang="en"> For U.S. Emissions Allowance Transactions. Used to specify the Tracking System when this is not defined in Emissions Product Definitions Exhibit. </xsd:documentation> </xsd:annotation> </xsd:element> </xsd:sequence> </xsd:complexType> <xsd:annotation> <xsd:documentation xml:lang="en">TBD.</xsd:documentation> </xsd:annotation> <xsd:simpleContent> <xsd:attribute default="http://www.fpml.org/coding-scheme/governing-law" name="environmentalProductApplicableLawScheme" type="xsd:anyURI"/> </xsd:extension> </xsd:simpleContent> </xsd:complexType> <xsd:sequence> <xsd:annotation> <xsd:documentation xml:lang="en">The first year of the Compliance Period.</xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation xml:lang="en">The last year of the Commpliance Period.</xsd:documentation> </xsd:annotation> </xsd:element> </xsd:sequence> </xsd:complexType> <xsd:annotation> <xsd:documentation xml:lang="en"> For US Emissions Allowance Transactions. A system where all electronic certificates are stored and emissions are tracked. </xsd:documentation> </xsd:annotation> <xsd:simpleContent> <xsd:attribute default="http://www.fpml.org/coding-scheme/commodity-environmental-tracking-system" name="commodityEnvironmentalTrackingSystemScheme" type="xsd:anyURI"/> </xsd:extension> </xsd:simpleContent> </xsd:complexType> <xsd:annotation> <xsd:documentation xml:lang="en"> The common components of a financially settled leg of a Commodity Swap. This is an abstract type and should be extended by commodity-specific types. </xsd:documentation> </xsd:annotation> <xsd:complexContent> <xsd:sequence> </xsd:sequence> </xsd:extension> </xsd:complexContent> </xsd:complexType> <xsd:annotation> <xsd:documentation xml:lang="en">A type defining the Fixed Price.</xsd:documentation> </xsd:annotation> <xsd:sequence> <xsd:annotation> <xsd:documentation xml:lang="en">The Fixed Price.</xsd:documentation> </xsd:annotation> </xsd:element> </xsd:sequence> </xsd:complexType> <xsd:annotation> <xsd:documentation xml:lang="en">Fixed Price Leg of a Commodity Swap.</xsd:documentation> </xsd:annotation> <xsd:complexContent> <xsd:sequence> </xsd:sequence> </xsd:extension> </xsd:complexContent> </xsd:complexType> <xsd:annotation> <xsd:documentation xml:lang="en"> A type to capture details relevant to the calculation of the floating price. </xsd:documentation> </xsd:annotation> <xsd:sequence> <xsd:annotation> <xsd:documentation xml:lang="en">Commodity Pricing Dates.</xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation xml:lang="en"> The parties may specify a Method of Averaging where more than one pricing Dates is being specified as being applicable. </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation xml:lang="en"> If the Notional Quantity is specified in a unit that does not match the unit in which the Commodity Reference Price is quoted, the scaling or conversion factor used to convert the Commodity Reference Price unit into the Notional Quantity unit should be stated here. If there is no conversion, this element is not intended to be used. In heat rate options the heat rate multiplier is entered into this element. </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation xml:lang="en"> Rounding direction and precision for price values. </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:choice minOccurs="0"> <xsd:annotation> <xsd:documentation xml:lang="en"> The spread over or under the Commodity Reference Price for this leg of the trade. </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation xml:lang="en"> The spread over or under the Commodity Reference Price for this leg of the trade for each Calculation Period. </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation xml:lang="en"> The spread percentage over or under the Commodity Reference Price for this leg of the trade. </xsd:documentation> </xsd:annotation> </xsd:element> </xsd:choice> <xsd:annotation> <xsd:documentation xml:lang="en"> FX observations to be used to convert the observed Commodity Reference Price to the Settlement Currency. </xsd:documentation> </xsd:annotation> </xsd:element> </xsd:sequence> </xsd:complexType> <xsd:annotation> <xsd:documentation xml:lang="en">Floating Price Leg of a Commodity Swap.</xsd:documentation> </xsd:annotation> <xsd:complexContent> <xsd:sequence> <xsd:annotation> <xsd:documentation xml:lang="en"> Specifies the underlying instrument. At this time, only underlyers of type Commodity are supported; the choice group in the future could offer the possibility of adding other types later. </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation xml:lang="en"> Defines details relevant to the calculation of the floating price. </xsd:documentation> </xsd:annotation> </xsd:element> </xsd:sequence> </xsd:extension> </xsd:complexContent> </xsd:complexType> <xsd:complexContent> <xsd:sequence> </xsd:sequence> </xsd:extension> </xsd:complexContent> </xsd:complexType> <xsd:annotation> <xsd:documentation xml:lang="en">The specification of the gas to be delivered.</xsd:documentation> </xsd:annotation> <xsd:sequence> <xsd:annotation> <xsd:documentation xml:lang="en"> Indicates whether the buyer and seller are contractually obliged to consume and supply the specified quantities of the commodity. </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation> Identification of the border(s) or border point(s) of a transportation contract. </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:sequence minOccurs="0"> <xsd:annotation> <xsd:documentation xml:lang="en">The hub code of the gas buyer.</xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation xml:lang="en">The hub code of the has seller.</xsd:documentation> </xsd:annotation> </xsd:element> </xsd:sequence> </xsd:sequence> </xsd:complexType> <xsd:annotation> <xsd:documentation xml:lang="en"> The different options for specifying the Delivery Periods for a physically settled gas trade. </xsd:documentation> </xsd:annotation> <xsd:complexContent> <xsd:sequence minOccurs="0"> <xsd:annotation> <xsd:documentation xml:lang="en"> The time at which gas delivery should start on each day of the Delivery Period(s). </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation xml:lang="en"> The time at which gas delivery should end on each day of the Delivery Period(s). </xsd:documentation> </xsd:annotation> </xsd:element> </xsd:sequence> </xsd:extension> </xsd:complexContent> </xsd:complexType> <xsd:annotation> <xsd:documentation xml:lang="en"> A scheme identifying the types of the Delivery Point for a physically settled gas trade. </xsd:documentation> </xsd:annotation> <xsd:simpleContent> </xsd:extension> </xsd:simpleContent> </xsd:complexType> <xsd:annotation> <xsd:documentation xml:lang="en"> Physically settled leg of a physically settled gas transaction. </xsd:documentation> </xsd:annotation> <xsd:complexContent> <xsd:sequence> <xsd:annotation> <xsd:documentation xml:lang="en"> The different options for specifying the Delivery or Supply Periods. Unless the quantity or price is to vary periodically during the trade or physical delivery occurs on a periodic basis, periodsSchedule should be used and set to 1T. </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation xml:lang="en">The specification of the gas to be delivered.</xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation xml:lang="en"> The physical delivery conditions for the transaction. </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation xml:lang="en"> The different options for specifying the quantity. For Fixed trades where the quantity is known at the time of confirmation, a single quantity or a quantity per Delivery Period may be specified. For Variable trades minimum and maximum trades may be specified. </xsd:documentation> </xsd:annotation> </xsd:element> </xsd:sequence> </xsd:extension> </xsd:complexContent> </xsd:complexType> <xsd:annotation> <xsd:documentation xml:lang="en">The quantity of gas to be delivered.</xsd:documentation> </xsd:annotation> <xsd:complexContent> <xsd:choice minOccurs="0"> <xsd:annotation> <xsd:documentation xml:lang="en"> A quantity that is known at the time the transaction is executed. </xsd:documentation> </xsd:annotation> </xsd:group> <xsd:sequence> <xsd:annotation> <xsd:documentation xml:lang="en"> A quantity that can vary within set limits at the instruction of the specified party. </xsd:documentation> </xsd:annotation> <xsd:element maxOccurs="unbounded" minOccurs="0" name="minPhysicalQuantity" type="CommodityNotionalQuantity"> <xsd:annotation> <xsd:documentation xml:lang="en"> The minimum quantity to be delivered. If separate minimums need to be specified for different periods (e.g. a minimum per day and a minimum per month) this element should be repeated. </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:element maxOccurs="unbounded" minOccurs="0" name="maxPhysicalQuantity" type="CommodityNotionalQuantity"> <xsd:annotation> <xsd:documentation xml:lang="en"> The maximum quantity to be delivered. If separate minimums need to be specified for different periods (e.g. a minimum per day and a minimum per month) this element should be repeated. </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation xml:lang="en"> Indicates the party able to choose whether the gas is delivered for a particular period e.g. a swing or interruptible contract. </xsd:documentation> </xsd:annotation> </xsd:element> </xsd:sequence> </xsd:choice> </xsd:extension> </xsd:complexContent> </xsd:complexType> <xsd:annotation> <xsd:documentation xml:lang="en"> A type defining the characteristics of the gas being traded in a physically settled gas transaction. </xsd:documentation> </xsd:annotation> <xsd:sequence> <xsd:annotation> <xsd:documentation xml:lang="en">The type of gas to be delivered.</xsd:documentation> </xsd:annotation> </xsd:element> <xsd:choice minOccurs="0"> <xsd:annotation> <xsd:documentation xml:lang="en"> The calorific value of the gas to be delivered, specified in megajoules per cubic meter (MJ/m3). </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation xml:lang="en">The quality of the gas to be delivered.</xsd:documentation> </xsd:annotation> </xsd:element> </xsd:choice> </xsd:sequence> </xsd:complexType> <xsd:annotation> <xsd:documentation xml:lang="en">The quantity of gas to be delivered.</xsd:documentation> </xsd:annotation> <xsd:simpleContent> <xsd:attribute default="http://www.fpml.org/coding-scheme/commodity-gas-quality" name="gasQualityScheme" type="xsd:anyURI"/> </xsd:extension> </xsd:simpleContent> </xsd:complexType> <xsd:annotation> <xsd:documentation> Identification of the border(s) or border point(s) of a transportation contract. Use the list of EIC codes for timelines for electricity (T Codes) or the list of EIC codes for measurement points for gas (Z Codes). </xsd:documentation> </xsd:annotation> <xsd:simpleContent> <xsd:attribute default="http://www.fpml.org/ext/eic-codes" name="InterconnectionPointScheme" type="xsd:anyURI"/> </xsd:extension> </xsd:simpleContent> </xsd:complexType> <xsd:annotation> <xsd:documentation xml:lang="en"> An observation period that is offset from a Calculation Period. </xsd:documentation> </xsd:annotation> <xsd:sequence> <xsd:annotation> <xsd:documentation xml:lang="en"> The period during which observations will be made. If a firstObservationDateOffset is specified, the observation period will start the specified interval prior to each Calculation Period - i.e. if the firstObservationDateOffset is 4 months and the lagDuration is 3 months, observations will be taken in months 4,3 and 2 (but not 1) prior to each Calculation Period. If no firstObservationDate is specified, the observation period will end immediately preceding each Calculation Period. </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation xml:lang="en"> The interval between the start of each lagDuration and the start of each respective calculation period. </xsd:documentation> </xsd:annotation> </xsd:element> </xsd:sequence> </xsd:complexType> <xsd:annotation> <xsd:documentation xml:lang="en"> Allows a lag to reference one already defined elsewhere in the trade. </xsd:documentation> </xsd:annotation> <xsd:complexContent> </xsd:extension> </xsd:complexContent> </xsd:complexType> <xsd:annotation> <xsd:documentation xml:lang="en">A Market Disruption Event.</xsd:documentation> </xsd:annotation> <xsd:simpleContent> <xsd:attribute default="http://www.fpml.org/coding-scheme/commodity-market-disruption" name="commodityMarketDisruptionScheme" type="xsd:anyURI"/> </xsd:extension> </xsd:simpleContent> </xsd:complexType> <xsd:annotation> <xsd:documentation xml:lang="en"> A scheme identifying the types of metal product for a physically settled metal trade. </xsd:documentation> </xsd:annotation> <xsd:simpleContent> <xsd:attribute default="http://fpml.org/coding-scheme/commodity-metal-product-type" name="commodityMetalProductTypeScheme" type="xsd:anyURI"/> </xsd:extension> </xsd:simpleContent> </xsd:complexType> <xsd:annotation> <xsd:documentation xml:lang="en"> A type defining the characteristics of the metal product being traded in a physically settled metal transaction. </xsd:documentation> </xsd:annotation> <xsd:sequence> <xsd:sequence> <xsd:annotation> <xsd:documentation xml:lang="en"> The physical shape(s) which can be delivered in Seller's option. </xsd:documentation> </xsd:annotation> </xsd:element> </xsd:sequence> <xsd:sequence> <xsd:annotation> <xsd:documentation xml:lang="en"> The brand(s) of material which can be delivered in Seller's option. </xsd:documentation> </xsd:annotation> </xsd:element> </xsd:sequence> <xsd:sequence> <xsd:annotation> <xsd:documentation xml:lang="en"> The grade(s) of material which can be delivered in seller's option. </xsd:documentation> </xsd:annotation> </xsd:element> </xsd:sequence> </xsd:sequence> </xsd:complexType> <xsd:annotation> <xsd:documentation xml:lang="en"> The physical delivery conditions for the transaction. </xsd:documentation> </xsd:annotation> <xsd:sequence> <xsd:annotation> <xsd:documentation xml:lang="en"> "Risk of loss" may also be used, equivalently, on confirmation documents. </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation xml:lang="en"> The +/- percent tolerance in seller's option which applies to the total quantity delivered over all shipment periods. </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation xml:lang="en"> The +/- percentage quantity tolerance in seller's option which applied to each shipment period. </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation xml:lang="en"> Describes how and when title to the commodity transfers. </xsd:documentation> </xsd:annotation> </xsd:element> </xsd:sequence> </xsd:complexType> <xsd:annotation> <xsd:documentation xml:lang="en"> Physically settled leg of a physically settled Metal transaction. </xsd:documentation> </xsd:annotation> <xsd:complexContent> <xsd:sequence> <xsd:annotation> <xsd:documentation xml:lang="en"> The specification of the Metal Product to be delivered. </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation xml:lang="en"> The period during which delivery/deliveries of Metal may be scheduled. </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation xml:lang="en"> If the Notional Quantity is specified in a unit that does not match the unit in which the Commodity Reference Price is quoted, the scaling or conversion factor used to convert the Commodity Reference Price unit into the Notional Quantity unit should be stated here. If there is no conversion, this element is not intended to be used. </xsd:documentation> </xsd:annotation> </xsd:element> </xsd:sequence> </xsd:extension> </xsd:complexContent> </xsd:complexType> <xsd:annotation> <xsd:documentation xml:lang="en"> The details of a fixed payment. Can be used for a forward transaction or as the base for a more complex fixed leg component such as the fixed leg of a swap. </xsd:documentation> </xsd:annotation> <xsd:complexContent> <xsd:sequence> <xsd:annotation> <xsd:documentation xml:lang="en">Fixed price on which fixed payments are based.</xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation xml:lang="en"> The total amount of the fixed payment for all units of the underlying commodity. </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation xml:lang="en"> A pointer style reference to a quantity defined on another leg. </xsd:documentation> </xsd:annotation> </xsd:element> </xsd:sequence> </xsd:extension> </xsd:complexContent> </xsd:complexType> <xsd:annotation> <xsd:documentation xml:lang="en"> The physical delivery conditions for an oil product. </xsd:documentation> </xsd:annotation> <xsd:sequence> <xsd:choice minOccurs="0"> <xsd:annotation> <xsd:documentation xml:lang="en"> Specified the delivery conditions where the oil product is to be delivered by pipeline. </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation xml:lang="en"> Specified the delivery conditions where the oil product is to be delivered by title transfer. </xsd:documentation> </xsd:annotation> </xsd:element> </xsd:choice> <xsd:annotation> <xsd:documentation xml:lang="en"> Specifies which party is the Importer of Record for the purposes of paying customs duties and applicable taxes or costs related to the import of the oil product. </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:choice minOccurs="0"> <xsd:annotation> <xsd:documentation xml:lang="en"> Specifies the allowable quantity tolerance as an absolute quantity. </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation xml:lang="en"> Specifies the allowable quantity tolerance as a percentage of the quantity. </xsd:documentation> </xsd:annotation> </xsd:element> </xsd:choice> </xsd:sequence> </xsd:complexType> <xsd:annotation> <xsd:documentation xml:lang="en"> Physically settled leg of a physically settled oil product transaction. </xsd:documentation> </xsd:annotation> <xsd:complexContent> <xsd:sequence> <xsd:annotation> <xsd:documentation xml:lang="en"> The different options for specifying the Delivery or Supply Periods. Unless the quantity or price is to vary periodically during the trade or physical delivery occurs on a periodic basis, periodsSchedule should be used and set to 1T. </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation xml:lang="en"> The specification of the oil product to be delivered. </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation xml:lang="en"> The physical delivery conditions for the transaction. </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation xml:lang="en"> The different options for specifying the quantity. </xsd:documentation> </xsd:annotation> </xsd:element> </xsd:sequence> </xsd:extension> </xsd:complexContent> </xsd:complexType> <xsd:annotation> <xsd:documentation xml:lang="en"> The physical delivery conditions specific to an oil product delivered by pipeline. </xsd:documentation> </xsd:annotation> <xsd:sequence> <xsd:annotation> <xsd:documentation xml:lang="en"> The name of pipeline by which the oil product will be delivered. </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation xml:lang="en"> The location at which the transfer of the title to the commodity takes place. </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation xml:lang="en"> The point at which the oil product will enter the pipeline. </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation xml:lang="en"> Whether or not the delivery can go to barge. For trades documented under the ISDA Master Agreement and Oil Annex, this should always be set to 'false'. </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation xml:lang="en"> Specifies how the risk associated with the delivery is assigned. For trades documented under the ISDA Master Agreement and Oil Annex, this presence of this element indicates that the provisions of clause (b)(i) of the ISDA Oil Annex are being varied. </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation xml:lang="en"> The cycle(s) during which the oil product will be transported in the pipeline. </xsd:documentation> </xsd:annotation> </xsd:element> </xsd:sequence> </xsd:complexType> <xsd:annotation> <xsd:documentation xml:lang="en"> The specification of the oil product to be delivered. </xsd:documentation> </xsd:annotation> <xsd:sequence> <xsd:annotation> <xsd:documentation xml:lang="en">The type of oil product to be delivered.</xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation xml:lang="en">The grade of oil product to be delivered.</xsd:documentation> </xsd:annotation> </xsd:element> </xsd:sequence> </xsd:complexType> <xsd:annotation> <xsd:documentation xml:lang="en"> The type of physical commodity product to be delivered. </xsd:documentation> </xsd:annotation> <xsd:simpleContent> <xsd:attribute default="http://www.fpml.org/coding-scheme/commodity-oil-product-type" name="commodityOilProductTypeScheme" type="xsd:anyURI"/> </xsd:extension> </xsd:simpleContent> </xsd:complexType> <xsd:annotation> <xsd:documentation xml:lang="en"> The physical delivery conditions specific to an oil product delivered by title transfer. </xsd:documentation> </xsd:annotation> <xsd:sequence> <xsd:annotation> <xsd:documentation xml:lang="en"> Indicates that the oil product will be delivered by title transfer. Should always be set to "true". </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation xml:lang="en"> The location at which the transfer of the title to the commodity takes place. </xsd:documentation> </xsd:annotation> </xsd:element> </xsd:sequence> </xsd:complexType> <xsd:annotation> <xsd:documentation xml:lang="en"> The acceptable tolerance in the delivered quantity of a physical commodity product in terms of a percentage of the agreed delivery quantity. </xsd:documentation> </xsd:annotation> <xsd:sequence> <xsd:annotation> <xsd:documentation xml:lang="en"> The maximum percentage amount by which the quantity delivered can exceed the agreed quantity. </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation xml:lang="en"> The maximum percentage amount by which the quantity delivered can be less than the agreed quantity. </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation xml:lang="en"> Indicates whether the tolerance it at the seller's or buyer's option. </xsd:documentation> </xsd:annotation> </xsd:element> </xsd:sequence> </xsd:complexType> <xsd:annotation> <xsd:documentation xml:lang="en"> The common components of a physically settled leg of a Commodity Forward. This is an abstract type and should be extended by commodity-specific types. </xsd:documentation> </xsd:annotation> <xsd:complexContent> <xsd:sequence> </xsd:sequence> </xsd:extension> </xsd:complexContent> </xsd:complexType> <xsd:annotation> <xsd:documentation xml:lang="en"> The common components of a physically settled leg of a Commodity Swap. This is an abstract type and should be extended by commodity-specific types. </xsd:documentation> </xsd:annotation> <xsd:complexContent> <xsd:sequence> </xsd:sequence> </xsd:extension> </xsd:complexContent> </xsd:complexType> <xsd:annotation> <xsd:documentation xml:lang="en"> A pointer tyle reference to a Quantity defined elsewhere. </xsd:documentation> </xsd:annotation> <xsd:complexContent> <xsd:attribute ecore:reference="CommodityPhysicalQuantityBase" name="href" type="xsd:IDREF" use="required"/> </xsd:extension> </xsd:complexContent> </xsd:complexType> <xsd:sequence> </xsd:sequence> </xsd:complexType> <xsd:annotation> <xsd:documentation xml:lang="en"> CPD Reference Level: millimeters or inches of daily precipitation HDD Reference Level: degree-days CDD Reference Level: degree-days. </xsd:documentation> </xsd:annotation> <xsd:simpleContent> <xsd:attribute default="http://www.fpml.org/coding-scheme/weather-index-reference-level" name="weatherIndexReferenceLevelScheme" type="xsd:anyURI"/> </xsd:extension> </xsd:simpleContent> </xsd:complexType> <xsd:annotation> <xsd:documentation xml:lang="en"> A Disruption Fallback with the sequence in which it should be applied relative to other Disruption Fallbacks. </xsd:documentation> </xsd:annotation> <xsd:sequence> <xsd:annotation> <xsd:documentation xml:lang="en">Disruption fallback that applies to the trade.</xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation xml:lang="en"> Sequence in which the reference to the disruption fallback should be applied. </xsd:documentation> </xsd:annotation> </xsd:element> </xsd:sequence> </xsd:complexType> <xsd:annotation> <xsd:documentation xml:lang="en"> Specifies a set of Settlement Periods associated with an Electricity Transaction for delivery on an Applicable Day or for a series of Applicable Days. </xsd:documentation> </xsd:annotation> <xsd:sequence> <xsd:annotation> <xsd:documentation xml:lang="en">The length of each Settlement Period.</xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation xml:lang="en"> Specifies the Applicable Day with respect to a range of Settlement Periods. This element can only be omitted if includesHolidays is present, in which case this range of Settlement Periods will apply to days that are holidays only. </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation xml:lang="en"> Specifies the hour-ending Start Time with respect to a range of Settlement Periods. </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation xml:lang="en"> Specifies the hour-ending End Time with respect to a range of Settlement Periods. If neither startTime nor endTime contain an offset element and endTime is earlier than startTime, this indicates that the time period "wraps around" midnight. For example, if startTime is 23:00 and endTime is 01:00 then Settlement Periods apply from 22:00 to 23:00 and 23:00 to 00:00 and 00:00 to 01:00 on each included day. </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:choice minOccurs="0"> <xsd:annotation> <xsd:documentation xml:lang="en"> Indicates that days that are holidays according to the referenced commodity business calendar should be excluded from this range of Settlement Periods, even if such day is an applicable day. </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation xml:lang="en"> Indicates that days that are holidays according to the referenced commodity business calendar should be included in this range of Settlement Periods, even if such day is not an applicable day. </xsd:documentation> </xsd:annotation> </xsd:element> </xsd:choice> </xsd:sequence> </xsd:complexType> <xsd:annotation> <xsd:documentation xml:lang="en"> A type defining the Fixed Price applicable to a range or ranges of Settlement Periods. </xsd:documentation> </xsd:annotation> <xsd:complexContent> <xsd:sequence> <xsd:element maxOccurs="unbounded" minOccurs="0" name="settlementPeriodsReference" type="SettlementPeriodsReference"/> </xsd:sequence> </xsd:extension> </xsd:complexContent> </xsd:complexType> <xsd:annotation> <xsd:documentation xml:lang="en"> Allows a set of Settlement Periods to reference one already defined elsewhere in the trade. </xsd:documentation> </xsd:annotation> <xsd:complexContent> </xsd:extension> </xsd:complexContent> </xsd:complexType> <xsd:annotation> <xsd:documentation xml:lang="en"> The specification of the Settlement Periods in which the electricity will be delivered for a "shaped" trade i.e. where different Settlement Period ranges will apply to different periods of the trade. </xsd:documentation> </xsd:annotation> <xsd:sequence> <xsd:element maxOccurs="unbounded" minOccurs="0" name="settlementPeriodsStep" type="SettlementPeriodsStep"> <xsd:annotation> <xsd:documentation xml:lang="en"> The range of Settlement Periods per Calculation Period. There must be a range of Settlement Periods specified for each Calculation Period, regardless of whether the range of Settlement Periods changes or stays the same between periods. </xsd:documentation> </xsd:annotation> </xsd:element> </xsd:sequence> </xsd:complexType> <xsd:annotation> <xsd:documentation xml:lang="en"> A reference to the range of Settlement Periods that applies to a given period of a transaction. </xsd:documentation> </xsd:annotation> <xsd:sequence> <xsd:element maxOccurs="unbounded" minOccurs="0" name="settlementPeriodsReference" type="SettlementPeriodsReference"> <xsd:annotation> <xsd:documentation xml:lang="en"> The specification of the Settlement Periods in which the electricity will be delivered. The Settlement Periods will apply for the duration of the appliable period. If more than one settlementPeriods element is present this indicates multiple ranges of Settlement Periods apply for the duration of the applicable period. </xsd:documentation> </xsd:annotation> </xsd:element> </xsd:sequence> </xsd:complexType> <xsd:annotation> <xsd:documentation xml:lang="en">A quantity and associated unit.</xsd:documentation> </xsd:annotation> <xsd:sequence> <xsd:annotation> <xsd:documentation xml:lang="en"> Quantity Unit is the unit of measure applicable for the quantity on the Transaction. </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation xml:lang="en">Amount of commodity per quantity frequency.</xsd:documentation> </xsd:annotation> </xsd:element> </xsd:sequence> </xsd:complexType> <xsd:annotation> <xsd:documentation xml:lang="en"> The schedule of Calculation Period First Days and Lasts Days. If there is only one First Day - Last Day pair then the First is equal to the Effective Date and the Last Day is equal to the Termination Date. </xsd:documentation> </xsd:annotation> <xsd:sequence> </xsd:sequence> </xsd:complexType> <xsd:annotation> <xsd:documentation xml:lang="en"> The schedule of Calculation Period First Days and Lasts Days. If there is only one First Day - Last Day pair then the First is equal to the Effective Date and the Last Day is equal to the Termination Date. </xsd:documentation> </xsd:annotation> <xsd:sequence> <xsd:element maxOccurs="unbounded" minOccurs="0" name="calculationPeriod" type="WeatherCalculationPeriod"/> </xsd:sequence> </xsd:complexType> <xsd:annotation> <xsd:documentation xml:lang="en"> A type defining the Weather Index Level or Weather Index Strike Level. </xsd:documentation> </xsd:annotation> <xsd:sequence> <xsd:annotation> <xsd:documentation xml:lang="en"> This is the Reference Level. The CDD, HDD or HDD Reference Level is specified as the number of (amount of) Weather Index Units specified by the parties in the related Confirmation. </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation xml:lang="en"> Weather Index Unit derived from one of the following variable methods of determination: Cooling Degree Day (CDD), Heating Degree Day (HDD), Critical Precipitation Day (CPD) as defined in Section 11.15 of the 2005 ISDA Commodity Definitions and User Guide. </xsd:documentation> </xsd:annotation> </xsd:element> </xsd:sequence> </xsd:complexType> <xsd:sequence> <xsd:annotation> <xsd:documentation xml:lang="en"> Reference level is the number of degree-days (in the case of HDD and CDD) or inches/millimeters (in the case of CPD) on which the differential is calculated. In the case of HDD it is the number of degree-days below this reference level. In the case of CDD it is the number of degree days above this reference level. In the case of CPD it is number of inches/millimeters above this reference level. </xsd:documentation> </xsd:annotation> </xsd:element> </xsd:sequence> </xsd:complexType> <xsd:annotation> <xsd:documentation xml:lang="en"> 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 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 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. </xsd:documentation> </xsd:annotation> <xsd:complexContent> <xsd:sequence> <xsd:annotation> <xsd:documentation xml:lang="en"> Defining the Weather Index Level or Weather Index Strike Level. </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation xml:lang="en">Defines the price per weather index unit.</xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation xml:lang="en"> Defines details relevant to the calculation of the aggregate weather index amount. </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation xml:lang="en"> The Payment Dates of the trade relative to the Calculation Periods or Calculation Date </xsd:documentation> </xsd:annotation> </xsd:element> </xsd:sequence> </xsd:extension> </xsd:complexContent> </xsd:complexType> <xsd:annotation> <xsd:documentation xml:lang="en"> A type to capture details relevant to the calculation of the Payment Amount on a Weather Index Transaction. </xsd:documentation> </xsd:annotation> <xsd:sequence> <xsd:annotation> <xsd:documentation xml:lang="en"> The Settlement Level means either the cumulative number of Weather Index Units for each day in the Calculaiton 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:annotation> <xsd:documentation xml:lang="en"> The date payment often revised after its publication, this indicates if the payment date could be recalculated. </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation xml:lang="en"> If dataCorrection=true, this indicates how long after the publication of the date corrections could be made. </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation xml:lang="en">Cups on total payment amount.</xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation xml:lang="en"> Cups on payment amount that goes out in any particular calculation period. </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation xml:lang="en"> Rounding direction and precision for price values. </xsd:documentation> </xsd:annotation> </xsd:element> </xsd:sequence> </xsd:complexType> <xsd:annotation> <xsd:documentation xml:lang="en">Weather Station.</xsd:documentation> </xsd:annotation> <xsd:sequence> <xsd:choice minOccurs="0"> </xsd:choice> </xsd:sequence> </xsd:complexType> <xsd:annotation> <xsd:documentation xml:lang="en"> A code identifying a Weather Station Airport (based on the the IATA standard). </xsd:documentation> </xsd:annotation> <xsd:simpleContent> <xsd:attribute default="http://www.fpml.org/ext/weather-station-airport" name="weatherStationAirportScheme" type="xsd:anyURI"/> </xsd:extension> </xsd:simpleContent> </xsd:complexType> <xsd:annotation> <xsd:documentation xml:lang="en">A code identifying a Weather Station WBAN.</xsd:documentation> </xsd:annotation> <xsd:simpleContent> <xsd:attribute default="http://www.fpml.org/ext/weather-station-wban" name="weatherStationWBANScheme" type="xsd:anyURI"/> </xsd:extension> </xsd:simpleContent> </xsd:complexType> <xsd:annotation> <xsd:documentation xml:lang="en">A code identifying a Weather Index WMO.</xsd:documentation> </xsd:annotation> <xsd:simpleContent> <xsd:attribute default="http://www.fpml.org/ext/weather-station-wmo" name="weatherStationWMOScheme" type="xsd:anyURI"/> </xsd:extension> </xsd:simpleContent> </xsd:complexType> <xsd:element name="bullionPhysicalLeg" substitutionGroup="commodityForwardLeg" type="BullionPhysicalLeg"> <xsd:annotation> <xsd:documentation xml:lang="en"> The physical leg of a Commodity Forward Transaction for which the underlyer is Bullion. </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation xml:lang="en">Physically settled coal leg.</xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation xml:lang="en">Defines a commodity forward product.</xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation xml:lang="en">Defines the substitutable commodity forward leg.</xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation xml:lang="en">Defines a commodity option product.</xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation xml:lang="en">Defines a commodity swap product.</xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation xml:lang="en">Defines the substitutable commodity swap leg</xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation xml:lang="en">Defines a commodity swaption product</xsd:documentation> </xsd:annotation> </xsd:element> <xsd:element name="electricityPhysicalLeg" substitutionGroup="commoditySwapLeg" type="ElectricityPhysicalLeg"> <xsd:annotation> <xsd:documentation xml:lang="en">Physically settled electricity leg.</xsd:documentation> </xsd:annotation> </xsd:element> <xsd:element name="environmentalPhysicalLeg" substitutionGroup="commoditySwapLeg" type="EnvironmentalPhysicalLeg"> <xsd:annotation> <xsd:documentation xml:lang="en">Physically settled environmental leg.</xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation xml:lang="en">Fixed Price Leg.</xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation xml:lang="en">Floating Price leg.</xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation xml:lang="en">Physically settled natural gas leg.</xsd:documentation> </xsd:annotation> </xsd:element> <xsd:element name="metalPhysicalLeg" substitutionGroup="commodityForwardLeg" type="MetalPhysicalLeg"> <xsd:annotation> <xsd:documentation xml:lang="en">Physically settled metal products leg.</xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation xml:lang="en">Physically settled oil or refined products leg.</xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation xml:lang="en"> Model group containing features specific to asian/averaging commodity options. </xsd:documentation> </xsd:annotation> <xsd:sequence> <xsd:choice minOccurs="0"> <xsd:annotation> <xsd:documentation xml:lang="en"> A parametric representation of the Calculation Periods of the Commodity Option Transaction. </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation xml:lang="en"> An absolute representation of the Calculation Period start dates of the Commodity Option Transaction. </xsd:documentation> </xsd:annotation> </xsd:element> </xsd:choice> <xsd:annotation> <xsd:documentation xml:lang="en">The dates on which the option will price.</xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation xml:lang="en"> The Method of Averaging if there is more than one Pricing Date. </xsd:documentation> </xsd:annotation> </xsd:element> </xsd:sequence> </xsd:group> <xsd:annotation> <xsd:documentation xml:lang="en"> Model group to enable users to reference a Delivery Periods schedule in the form of a series of actual dates in a deliveryPeriods container or in the form of a parameterised schedule in a deliveryPeriodsSchedule container. </xsd:documentation> </xsd:annotation> <xsd:choice> <xsd:annotation> <xsd:documentation xml:lang="en"> A pointer style reference to the Delivery Periods defined elsewhere. </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation xml:lang="en"> A pointer style reference to the Calculation Periods Schedule defined elsewhere. </xsd:documentation> </xsd:annotation> </xsd:element> </xsd:choice> </xsd:group> <xsd:annotation> <xsd:documentation xml:lang="en"> A Delivery Point, applicable to physically settled commodity transactions. </xsd:documentation> </xsd:annotation> <xsd:choice> <xsd:annotation> <xsd:documentation xml:lang="en"> The physical or virtual point at which the commodity will be delivered. </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:sequence> <xsd:annotation> <xsd:documentation xml:lang="en"> The physical or virtual point at which the commodity enters a transportation system. </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation xml:lang="en"> The physical or virtual point at which the commodity is withdrawn from a transportation system. </xsd:documentation> </xsd:annotation> </xsd:element> </xsd:sequence> </xsd:choice> </xsd:group> <xsd:annotation> <xsd:documentation xml:lang="en"> The different options for specifying the Calculation Periods. </xsd:documentation> </xsd:annotation> <xsd:choice> <xsd:annotation> <xsd:documentation xml:lang="en"> The Calculation Period dates for this leg of the trade where the Calculation Periods are all one day long, typically a physically-settled emissions or metals trade. Only dates explicitly included determine the Calculation Periods and there is a Calculation Period for each date specified. </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation xml:lang="en"> The Calculation Period start dates for this leg of the swap. This type is only intended to be used if the Calculation Periods differ on each leg. If Calculation Periods mirror another leg, then the calculationPeriodsReference element should be used to point to the Calculation Periods on that leg - or the calculationPeriodsScheduleReference can be used to point to the Calculation Periods Schedule for that leg. </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation xml:lang="en"> The Calculation Periods for this leg of the swap. This type is only intended to be used if the Calculation Periods differ on each leg. If Calculation Periods mirror another leg, then the calculationPeriodsReference element should be used to point to the Calculation Periods on the other leg - or the calculationPeriodsScheduleReference can be used to point to the Calculation Periods Schedule for that leg. </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation xml:lang="en"> Enables users to reference a Calculation Periods schedule in the form of a series of actual dates in a calculationPeriods container or in the form of a parameterised schedule in a calculationPeriodsSchedule container. </xsd:documentation> </xsd:annotation> </xsd:group> </xsd:choice> </xsd:group> <xsd:annotation> <xsd:documentation xml:lang="en"> Model group to enable 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:choice> <xsd:annotation> <xsd:documentation xml:lang="en"> A pointer style reference to the Calculation Periods defined on another leg. </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation xml:lang="en"> A pointer style reference to the Calculation Periods Schedule defined on another leg. </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation xml:lang="en"> A pointer style reference to single-day-duration Calculation Periods defined on another leg. </xsd:documentation> </xsd:annotation> </xsd:element> </xsd:choice> </xsd:group> <xsd:annotation> <xsd:documentation xml:lang="en"> Items defining the chemical composition of the coal product. </xsd:documentation> </xsd:annotation> <xsd:sequence> <xsd:annotation> <xsd:documentation xml:lang="en">The moisture content of the coal product.</xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation xml:lang="en">The ash content of the coal product.</xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation xml:lang="en">The sulfur/sulphur content of the coal product.</xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation xml:lang="en"> The sulfur/sulphur dioxide content of the coal product. </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation xml:lang="en">The volatile content of the coal product.</xsd:documentation> </xsd:annotation> </xsd:element> </xsd:sequence> </xsd:group> <xsd:annotation> <xsd:documentation xml:lang="en"> Items defining the physical attributes of the coal product. </xsd:documentation> </xsd:annotation> <xsd:sequence> <xsd:annotation> <xsd:documentation xml:lang="en"> The number of British Thermal Units per Pound of the coal product. </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation xml:lang="en"> The smallest sieve opening that will result in less than 5% of a sample of the coal product remaining. </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation xml:lang="en"> The Hardgrove Grindability Index value of the coal to be delivered. </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation xml:lang="en"> The temperature at which the ash form of the coal product fuses completely in accordance with the ASTM International D1857 Standard Test Methodology. </xsd:documentation> </xsd:annotation> </xsd:element> </xsd:sequence> </xsd:group> <xsd:annotation> <xsd:documentation xml:lang="en"> Items defining the attributes of the coal product determined by ash fusion tests. </xsd:documentation> </xsd:annotation> <xsd:sequence> <xsd:annotation> <xsd:documentation xml:lang="en"> The temperature at which an ash cone shows evidence of deformation. </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation xml:lang="en"> The temperature at which the height of an ash cone equals its width. (Softening temperature). </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation xml:lang="en"> The temperature at which the height of an ash cone equals half its width. (Hemisphere temperature). </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation xml:lang="en">The temperature at which the ash cone flattens.</xsd:documentation> </xsd:annotation> </xsd:element> </xsd:sequence> </xsd:group> <xsd:annotation> <xsd:documentation xml:lang="en">Items common to all Commodity Transactions.</xsd:documentation> </xsd:annotation> <xsd:sequence> <xsd:annotation> <xsd:documentation xml:lang="en"> Common pricing may be relevant for a Transaction that references more than one Commodity Reference Price. If Common Pricing is not specified as applicable, it will be deemed not to apply. </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation xml:lang="en"> Market disruption events as defined in the ISDA 1993 Commodity Definitions or in ISDA 2005 Commodity Definitions, as applicable. </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:element minOccurs="0" name="settlementDisruption" type="CommodityBullionSettlementDisruptionEnum"> <xsd:annotation> <xsd:documentation xml:lang="en"> The consequences of Bullion Settlement Disruption Events. </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation xml:lang="en">Rounding direction and precision for amounts.</xsd:documentation> </xsd:annotation> </xsd:element> </xsd:sequence> </xsd:group> <xsd:annotation> <xsd:documentation xml:lang="en"> Items specific to financially-settled commodity options. </xsd:documentation> </xsd:annotation> <xsd:sequence> <xsd:annotation> <xsd:documentation xml:lang="en"> Specifies the underlying component. At the time of the initial schema design, only underlyers of type Commodity are supported; the choice group in the future could offer the possibility of adding other types later. </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation xml:lang="en">Describes additional features within the option.</xsd:documentation> </xsd:annotation> </xsd:group> <xsd:annotation> <xsd:documentation xml:lang="en"> The parameters for defining how the commodity option can be exercised and how it is settled. </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:choice minOccurs="0"> <xsd:annotation> <xsd:documentation xml:lang="en"> The different options for specifying the Strike price per unit. This will consists of a single strike price of a strike price schedule. </xsd:documentation> </xsd:annotation> </xsd:group> </xsd:choice> </xsd:sequence> </xsd:group> <xsd:annotation> <xsd:documentation xml:lang="en"> The different options for specifying a fixed physical quantity of commodity to be delivered. </xsd:documentation> </xsd:annotation> <xsd:sequence> <xsd:choice minOccurs="0"> <xsd:annotation> <xsd:documentation xml:lang="en">The Quantity per Delivery Period.</xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation xml:lang="en"> Allows the documentation of a shaped quantity trade where the quantity changes over the life of the transaction. </xsd:documentation> </xsd:annotation> </xsd:element> </xsd:choice> <xsd:annotation> <xsd:documentation xml:lang="en"> The Total Quantity of the commodity to be delivered. </xsd:documentation> </xsd:annotation> </xsd:element> </xsd:sequence> </xsd:group> <xsd:annotation> <xsd:documentation xml:lang="en"> The different options for specifying the Fixed Price. </xsd:documentation> </xsd:annotation> <xsd:sequence> <xsd:choice minOccurs="0"> <xsd:annotation> <xsd:documentation xml:lang="en"> Allows the specification of a Fixed Price that varies over the life of the trade. </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:choice minOccurs="0"> <xsd:annotation> <xsd:documentation xml:lang="en">Fixed price on which fixed payments are based.</xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation xml:lang="en"> For a WET Voyager Charter Commodity Swap, the number of Worldscale Points for purposes of the calculation of a Fixed Amount. </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation xml:lang="en"> For a DRY Voyage Charter or Time Charter Commodity Swap, the price per relevant unit for pruposes of the calculation of a Fixed Amount. </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:element maxOccurs="unbounded" name="settlementPeriodsPrice" type="SettlementPeriodsFixedPrice"> <xsd:annotation> <xsd:documentation xml:lang="en"> For an electricity transaction, the fixed price for one or more groups of Settlement Periods on which fixed payments are based. If the fixed price differs for different groups of Settlement Periods, this element should be repeated. </xsd:documentation> </xsd:annotation> </xsd:element> </xsd:choice> </xsd:choice> <xsd:annotation> <xsd:documentation xml:lang="en"> The total amount of all fixed payments due during the term of the trade. </xsd:documentation> </xsd:annotation> </xsd:element> </xsd:sequence> </xsd:group> <xsd:annotation> <xsd:documentation xml:lang="en"> The different options for specifying the average strike price per unit. These options are to specify a single average strike price per unit or to specify a schedule of average strike prices. </xsd:documentation> </xsd:annotation> <xsd:choice> <xsd:annotation> <xsd:documentation xml:lang="en">The currency amount of the strike price per unit.</xsd:documentation> </xsd:annotation> </xsd:element> </xsd:choice> </xsd:group> <xsd:annotation> <xsd:documentation xml:lang="en"> The Flat Rate, applicable to Wet Voyager Charter Freight Swaps. </xsd:documentation> </xsd:annotation> <xsd:sequence> <xsd:annotation> <xsd:documentation xml:lang="en"> Whether the Flat Rate is the New Worldwide Tanker Nominal Freight Scale for the Freight Index Route taken at the Trade Date of the transaction or taken on each Pricing Date. </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation xml:lang="en"> If flatRate is set to "Fixed", the actual value of the Flat Rate. </xsd:documentation> </xsd:annotation> </xsd:element> </xsd:sequence> </xsd:group> <xsd:annotation> <xsd:documentation xml:lang="en"> The different options for specifying the Payment Date. </xsd:documentation> </xsd:annotation> <xsd:choice> <xsd:annotation> <xsd:documentation xml:lang="en">Dates on which payments will be made.</xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation xml:lang="en"> If present and true indicates that the Payment Date(s) are specified in the relevant master agreement. </xsd:documentation> </xsd:annotation> </xsd:element> </xsd:choice> </xsd:group> <xsd:annotation> <xsd:documentation xml:lang="en"> The different options for specifying the Notional Quantity. A flat notional for the term of the trade may be specified, or else the Notional Quantity per Calculation Period. In the latter case, there must be a notional quantity specified for each Calculation Period, regardless of whether the Notional Quantity changes or remains the same between periods. </xsd:documentation> </xsd:annotation> <xsd:choice> <xsd:sequence> <xsd:choice minOccurs="0"> <xsd:annotation> <xsd:documentation xml:lang="en"> Allows the documentation of a shaped notional trade where the notional changes over the life of the transaction. </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation xml:lang="en">The Notional Quantity.</xsd:documentation> </xsd:annotation> </xsd:element> <xsd:element maxOccurs="unbounded" name="settlementPeriodsNotionalQuantity" type="CommoditySettlementPeriodsNotionalQuantity"> <xsd:annotation> <xsd:documentation xml:lang="en"> For an electricity transaction, the Notional Quantity for a one or more groups of Settlement Periods to which the Notional Quantity is based. If the schedule differs for different groups of Settlement Periods, this element should be repeated. </xsd:documentation> </xsd:annotation> </xsd:element> </xsd:choice> <xsd:annotation> <xsd:documentation xml:lang="en">The Total Notional Quantity.</xsd:documentation> </xsd:annotation> </xsd:element> </xsd:sequence> <xsd:annotation> <xsd:documentation xml:lang="en"> A pointer style reference to a quantity defined on another leg. </xsd:documentation> </xsd:annotation> </xsd:element> </xsd:choice> </xsd:group> <!--Other commodity features could be added here--> <xsd:annotation> <xsd:documentation xml:lang="en">Describes additional features within the option.</xsd:documentation> </xsd:annotation> <xsd:sequence> <!--Made the effective date optional to be used with other commodity features like floating strike price--> <xsd:annotation> <xsd:documentation xml:lang="en"> The effective date of the Commodity Option Transaction. Note that the Termination/Expiration Date should be specified in expirationDate within the CommodityAmericanExercise type or the CommodityEuropeanExercise type, as applicable. </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation xml:lang="en"> Specifies the termination date of the Commodity Option Transaction. In some confirmations this will be indicated as the second date in "Option Term" or "Term". Note: If provided, terminationDate should not be before specified expirationDate within the CommodityAmericanExercise type or the CommodityEuropeanExercise type. </xsd:documentation> </xsd:annotation> </xsd:element> </xsd:sequence> </xsd:group> <xsd:annotation> <xsd:documentation xml:lang="en"> The different options for specifying the Payment Date. This will consist of either a set of Payment Dates or else a Payment Date schedule. </xsd:documentation> </xsd:annotation> <xsd:choice> <xsd:annotation> <xsd:documentation xml:lang="en"> The Payment Dates of the trade relative to the Calculation Periods. </xsd:documentation> </xsd:annotation> </xsd:element> </xsd:choice> </xsd:group> <xsd:annotation> <xsd:documentation xml:lang="en"> Items specific to financially-settled commodity options. </xsd:documentation> </xsd:annotation> <xsd:sequence> <xsd:choice minOccurs="0"> <xsd:element fpml-annotation:deprecated="true" fpml-annotation:deprecatedReason="The model could not provide support for a cash settled commodity. Only physically exercised option could be expressed. Instead, commoditySwaption product, should be used." ref="commoditySwap"> <xsd:annotation> <xsd:documentation xml:lang="en">DEPRECATED. Defines a commodity swap product.</xsd:documentation> </xsd:annotation> </xsd:element> </xsd:choice> <xsd:annotation> <xsd:documentation xml:lang="en"> The parameters for defining how the commodity option can be exercised into a physical transaction. </xsd:documentation> </xsd:annotation> </xsd:element> </xsd:sequence> </xsd:group> <xsd:annotation> <xsd:documentation xml:lang="en"> The different options for specifying the Strike price per unit. </xsd:documentation> </xsd:annotation> <xsd:choice> <xsd:annotation> <xsd:documentation xml:lang="en">The currency amount of the strike price per unit.</xsd:documentation> </xsd:annotation> </xsd:element> </xsd:choice> </xsd:group> <xsd:sequence> <xsd:annotation> <xsd:documentation xml:lang="en"> Specifies the effective date of this leg of the swap. When defined in relation to a date specified somewhere else in the document (through the relativeDate component), this element will typically point to the effective date of the other leg of the swap. </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation xml:lang="en"> Specifies the termination date of this leg of the swap. When defined in relation to a date specified somewhere else in the document (through the relativeDate component), this element will typically point to the termination date of the other leg of the swap. </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation xml:lang="en"> The currency into which the Commodity Swap Transaction will settle. If this is not the same as the currency in which the Commodity Reference Price is quoted on a given floating leg of the Commodity Swap Transaction, then an FX rate should also be specified for that leg. </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:choice minOccurs="0"> <xsd:annotation> <xsd:documentation xml:lang="en"> Weather Leg 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 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 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. </xsd:documentation> </xsd:annotation> </xsd:element> </xsd:choice> </xsd:sequence> </xsd:group> <xsd:annotation> <xsd:documentation xml:lang="en"> Items specific to the definition of a US Coal Product. </xsd:documentation> </xsd:annotation> <xsd:sequence> <xsd:annotation> <xsd:documentation xml:lang="en"> The Quality Adjustment formula to be used where the Actual Shipment BTU/Lb value differs from the Standard BTU/Lb value. </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation xml:lang="en"> The Quality Adjustment formula to be used where the Actual Shipment SO2/MMBTU value differs from the Standard SO2/MMBTU value. </xsd:documentation> </xsd:annotation> </xsd:element> </xsd:sequence> </xsd:group> <xsd:annotation> <xsd:documentation xml:lang="en"> Items specific to the definition of the delivery of a US Coal Product. </xsd:documentation> </xsd:annotation> <xsd:sequence> <xsd:annotation> <xsd:documentation xml:lang="en"> If true, indicates that QVA is applicable. If false, indicates that QVA is inapplicable. </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation xml:lang="en"> The transportation equipment with which the Coal Product will be delivered and received. </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation xml:lang="en"> Specifies how the risk associated with the delivery is assigned. </xsd:documentation> </xsd:annotation> </xsd:element> </xsd:sequence> </xsd:group> <xsd:annotation> <xsd:documentation xml:lang="en"> Described Weather Index Option component. Weather Index Option transactions are OTC derivative transactions which settle financially based on an index calculated from observations of temperature and precipitation at weather stations throughout the world. Sub-Annex C of the 2005 ISDA Commodity Definitions provides definitions and terms for a number of types of weather indices. These indices include: HDD (heating degree days), CDD (cooling degree days), CPD (critical precipitation days). Weather Index Option Transactions results in a cash flow to the buyer depending on the relationship between the Settlement Level to the Weather Index Strike Level. </xsd:documentation> </xsd:annotation> <xsd:sequence> <xsd:annotation> <xsd:documentation xml:lang="en">Effective date of an option.</xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation xml:lang="en"> Weather Index strike price level is specified in terms of weather index units (e.g. 1 Days, 3 Inches, etc.) </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation xml:lang="en"> Contains parameters which figure in the calculation of payments on a Weather Index Option. </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation xml:lang="en"> Specifies where the data (e.g. CPD) have been collected, an actual physical reference point (weather station) and various fall back arrangements. </xsd:documentation> </xsd:annotation> </xsd:element> </xsd:sequence> </xsd:group> <xsd:annotation> <xsd:documentation xml:lang="en">Allows a Lag or a LagReference to be specified.</xsd:documentation> </xsd:annotation> <xsd:choice> <xsd:annotation> <xsd:documentation xml:lang="en"> The pricing period per calculation period if the pricing days do not wholly fall within the respective calculation period. </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation xml:lang="en"> Allows a lag to reference one already defined elsewhere in the trade. </xsd:documentation> </xsd:annotation> </xsd:element> </xsd:choice> </xsd:group> <xsd:annotation> <xsd:documentation xml:lang="en">Price model group.</xsd:documentation> </xsd:annotation> <xsd:sequence> <xsd:annotation> <xsd:documentation xml:lang="en">Currency of the fixed price.</xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation xml:lang="en"> The unit of measure used to calculate the Fixed Price. </xsd:documentation> </xsd:annotation> </xsd:element> </xsd:sequence> </xsd:group> <xsd:annotation> <xsd:documentation xml:lang="en"> The different options for specifying which days are pricing days within a pricing period. Unless a lag element is present, the pricing period will be the calculation period. </xsd:documentation> </xsd:annotation> <xsd:sequence> <xsd:annotation> <xsd:documentation xml:lang="en">The type of day on which pricing occurs.</xsd:documentation> </xsd:annotation> </xsd:element> <xsd:choice minOccurs="0"> <xsd:sequence> <xsd:annotation> <xsd:documentation xml:lang="en"> The method by which the pricing days are distributed across the pricing period. </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation xml:lang="en"> The number of days over which pricing should take place. </xsd:documentation> </xsd:annotation> </xsd:element> </xsd:sequence> <xsd:sequence> <xsd:annotation> <xsd:documentation xml:lang="en"> The day(s) of the week on which pricing will take place during the pricing period. </xsd:documentation> </xsd:annotation> </xsd:element> <xsd:annotation> <xsd:documentation xml:lang="en"> The occurrence of the dayOfWeek within the pricing period on which pricing will take place, e.g. the 3rd Friday within each Calculation Period. If omitted, every dayOfWeek will be a pricing day. </xsd:documentation> </xsd:annotation> </xsd:element> </xsd:sequence> </xsd:choice> </xsd:sequence> </xsd:group> <xsd:annotation> <xsd:documentation xml:lang="en">Descriptions of a calculation period.</xsd:documentation> </xsd:annotation> <xsd:choice> </xsd:choice> </xsd:group> </xsd:schema> |
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