group "CommodityAsian.model"
Namespace:
http://www.fpml.org/FpML-5/confirmation
Content:
4 elements
Defined:
globally in fpml-com-5-4.xsd; see XML source
Includes:
definitions of 4 elements
Used:
at 1 location
Content Model Diagram
Complex Content Model
(calculationPeriodsSchedule | calculationPeriods), pricingDates, averagingMethod?
Content Model Elements (4):
averagingMethod (in commodityOption), calculationPeriodsSchedule (in commodityOption),
Known Usage Locations
Annotation
Model group containing features specific to asian/averaging commodity options.
XML Source (w/o annotations (5); see within schema source)
<xsd:group name="CommodityAsian.model">
<xsd:sequence>
<xsd:choice>
<xsd:element name="calculationPeriodsSchedule" type="CommodityCalculationPeriodsSchedule"/>
<xsd:element name="calculationPeriods" type="AdjustableDates"/>
</xsd:choice>
<xsd:element name="pricingDates" type="CommodityPricingDates"/>
<xsd:element minOccurs="0" name="averagingMethod" type="AveragingMethodEnum"/>
</xsd:sequence>
</xsd:group>
Content Element Detail (all declarations; defined within this component only; 4/4)
averagingMethod
Type:
AveragingMethodEnum, simple content
The Method of Averaging if there is more than one Pricing Date.
Simple Content
enumeration of xsd:token
Enumeration:
"Unweighted"
 - 
 The arithmetic mean of the relevant rates for each reset date.
See:  http://www.FpML.org
"Weighted"
 - 
 The arithmetic mean of the relevant rates in effect for each day in a calculation period calculated by multiplying each relevant rate by the number of days such relevant rate is in effect, determining the sum of such products and dividing such sum by the number of days in the calculation period.
See:  http://www.FpML.org
XML Source (w/o annotations (1); see within schema source)
<xsd:element minOccurs="0" name="averagingMethod" type="AveragingMethodEnum"/>
calculationPeriods
Type:
AdjustableDates, complex content
An absolute representation of the Calculation Period start dates of the Commodity Option Transaction.
XML Source (w/o annotations (1); see within schema source)
<xsd:element name="calculationPeriods" type="AdjustableDates"/>
calculationPeriodsSchedule
Type:
CommodityCalculationPeriodsSchedule, complex content
A parametric representation of the Calculation Periods of the Commodity Option Transaction.
XML Source (w/o annotations (1); see within schema source)
<xsd:element name="calculationPeriodsSchedule" type="CommodityCalculationPeriodsSchedule"/>
pricingDates
Type:
CommodityPricingDates, complex content
The dates on which the option will price.
XML Source (w/o annotations (1); see within schema source)
<xsd:element name="pricingDates" type="CommodityPricingDates"/>
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.