group "CommodityProduct.model"

Namespace: | http://www.fpml.org/FpML-5/confirmation
Content: | 12 elements
Defined: | globally in fpml-asset-5-3.xsd; see XML source
Includes: | definitions of 6 elements
Used: | at 1 location

Content Model Diagram

Complex Content Model
(commodityBase, commodityDetails, unit, currency, (exchangeId | publication))?, specifiedPrice, ((deliveryDates | deliveryDate | deliveryDateYearMonth), deliveryDateRollConvention?)?, multiplier?

Content Model Elements (12):

  commodityBase,
  commodityDetails,
  currency (defined in CommodityReferencePriceFramework.model group),
  deliveryDate,
  deliveryDateRollConvention,
  deliveryDates,
  deliveryDateYearMonth,
  exchangeId (defined in CommodityReferencePriceFramework.model group),
  multiplier (defined in CommodityProduct.model group),
  publication,
  specifiedPrice,
  unit (defined in CommodityReferencePriceFramework.model group)

Known Usage Locations

- In definitions of global complexTypes (1):
  Commodity

Annotation
A group used to specify details of a commodity underlyer.
XML Source (w/o annotations (7); see within schema source)

<xsd:group name="CommodityProduct.model"> <xsd:sequence> <xsd:group minOccurs="0" ref="CommodityReferencePriceFramework.model"/> <xsd:element name="specifiedPrice" type="SpecifiedPriceEnum"/> <xsd:sequence minOccurs="0"> <xsd:choice> <xsd:element name="deliveryDates" type="DeliveryDatesEnum"/> <xsd:element name="deliveryDate" type="AdjustableDate"/> <xsd:element name="deliveryDateYearMonth" type="xsd:gYearMonth"/> </xsd:choice> <xsd:element minOccurs="0" name="deliveryDateRollConvention" type="Offset"/> </xsd:sequence> <xsd:element minOccurs="0" name="multiplier" type="PositiveDecimal"/> </xsd:sequence> </xsd:group>

Content Element Detail (all declarations; defined within this component only; 6/12)
deliveryDate

  Type: | AdjustableDate, complex content

  The Delivery Date is a fixed, single day.
  XML Source (w/o annotations (1); see within schema source)

  <xsd:element name="deliveryDate" type="AdjustableDate"/>

deliveryDateRollConvention

  Type: | Offset, complex content

  Specifies, for a Commodity Transaction that references a listed future via the deliveryDates element, the day on which the specified future will roll to the next nearby month when the referenced future expires. If the future will not roll at all - i.e. the price will be taken from the expiring contract, 0 should be specified here. If the future will roll to the next nearby on the last trading day - i.e. the price will be taken from the next nearby on the last trading day, then 1 should be specified and so on.
  XML Source (w/o annotations (1); see within schema source)

  <xsd:element minOccurs="0" name="deliveryDateRollConvention" type="Offset"/>

deliveryDates

  Type: | DeliveryDatesEnum, simple content

  The Delivery Date is a NearbyMonth, for use when the Commodity Transaction references Futures Contract.
  Simple Content

  enumeration of xsd:token

  Enumeration: |
  "CalculationPeriod" | - | The Delivery Date of the underlying Commodity shall be the month of expiration of the futures contract that corresponds to the month and year of the Calculation Period. e.g. The JAN 09 contract when pricing in January '09 (In the case of contracts like Brent crude, this will mean that the contract expired in DEC 08.) See: http://www.FpML.org
  "FirstNearby" | - | The Delivery Date of the underlying Commodity shall be the month of expiration of the First Nearby Month futures contract. See: http://www.FpML.org
  "SecondNearby" | - | The Delivery Date of the underlying Commodity shall be the month of expiration of the Second Nearby Month futures contract. See: http://www.FpML.org
  "ThirdNearby" | - | The Delivery Date of the underlying Commodity shall be the month of expiration of the Third Nearby Month futures contract. See: http://www.FpML.org
  "SixthNearby" | - | The Delivery Date of the underlying Commodity shall be the month of expiration of the Sixth Nearby Month futures contract. See: http://www.FpML.org
  "TwelfthNearby" | - | The Delivery Date of the underlying Commodity shall be the month of expiration of the Twelfth Nearby Month futures contract. See: http://www.FpML.org
  "Spot" | - | The Delivery Date of the underlying Commodity shall be the spot date. See: http://www.FpML.org

  XML Source (w/o annotations (1); see within schema source)

  <xsd:element name="deliveryDates" type="DeliveryDatesEnum"/>

deliveryDateYearMonth

  Type: | xsd:gYearMonth, predefined, simple content

  The Delivery Date is a fixed, single month.
  XML Source (w/o annotations (1); see within schema source)

  <xsd:element name="deliveryDateYearMonth" type="xsd:gYearMonth"/>

multiplier

  Type: | PositiveDecimal, simple content

  Specifies the multiplier associated with a Transaction.
  Simple Content

  xsd:decimal

  minExclusive: | 0

  XML Source (w/o annotations (1); see within schema source)

  <xsd:element minOccurs="0" name="multiplier" type="PositiveDecimal"/>

specifiedPrice

  Type: | SpecifiedPriceEnum, simple content

  The Specified Price is not defined in the Commodity Reference Price and so needs to be stated in the Underlyer definition as it will impact the calculation of the Floating Price.
  Simple Content

  enumeration of xsd:token

  Enumeration: |
  "Afternoon" | - | The Specified Price shall be the Afternoon fixing reported in or by the relevant Price Source as specified in the relevant Confirmation.
  "Ask" | - | The Specified Price shall be the Ask price reported in or by the relevant Price Source as specified in the relevant Confirmation.
  "Bid" | - | The Specified Price shall be the Bid price reported in or by the relevant Price Source as specified in the relevant Confirmation.
  "Closing" | - | The Specified Price shall be the Closing price reported in or by the relevant Price Source as specified in the relevant Confirmation.
  "High" | - | The Specified Price shall be the High price reported in or by the relevant Price Source as specified in the relevant Confirmation.
  "Index" | - | The Specified Price shall be the Index price reported in or by the relevant Price Source as specified in the relevant Confirmation.
  "MeanOfBidAndAsk" | - | The Specified Price shall be the Average of the Bid and Ask prices reported in or by the relevant Price Source as specified in the relevant Confirmation.
  "Low" | - | The Specified Price shall be the Low price reported in or by the relevant Price Source as specified in the relevant Confirmation.
  "MeanOfHighAndLow" | - | The Specified Price shall be the Average of the High and Low prices reported in or by the relevant Price Source as specified in the relevant Confirmation.
  "Morning" | - | The Specified Price shall be the Morning fixing reported in or by the relevant Price Source as specified in the relevant Confirmation.
  "Official" | - | The Specified Price shall be the Official price reported in or by the relevant Price Source as specified in the relevant Confirmation.
  "Opening" | - | The Specified Price shall be the Opening price reported in or by the relevant Price Source as specified in the relevant Confirmation.
  "OSP" | - | The Specified Price shall be the Official Settlement Price reported in or by the relevant Price Source as specified in the relevant Confirmation.
  "Settlement" | - | The Specified Price shall be the Settlement price reported in or by the relevant Price Source as specified in the relevant Confirmation.
  "Spot" | - | The Specified Price shall be the Spot price reported in or by the relevant Price Source as specified in the relevant Confirmation.

  XML Source (w/o annotations (1); see within schema source)

  <xsd:element name="specifiedPrice" type="SpecifiedPriceEnum"/>

XML schema documentation generated with DocFlex/XML 1.8.6b2 using DocFlex/XML XSDDoc 2.5.1 template set. All content model diagrams generated by Altova XMLSpy via DocFlex/XML XMLSpy Integration.