Schema "fpml-com-5-5.xsd"
Target Namespace:
http://www.fpml.org/FpML-5/transparency
Version:
$Revision: 10015 $
Defined Components:
15 global elements, 177 local elements, 99 complexTypes, 19 element groups
Default Namespace-Qualified Form:
Local Elements: qualified; Local Attributes: unqualified
Schema Location:
C:\Users\mkoli\FpML Specifications\trunk\xml\transparency\fpml-com-5-5.xsd; see XML source
Includes Schema:
fpml-option-shared-5-5.xsd [src]
Included in Schemas (3):
fpml-business-events-5-5.xsd [src], fpml-generic-5-5.xsd [src], fpml-main-5-5.xsd [src]
All Element Summary
abandonmentOfScheme For U.S.
Type:
Content:
simple
Defined:
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.
Type:
Content:
complex, 1 attribute, 2 elements
Defined:
locally witnin CommodityExercise complexType; see XML source
americanExercise (defined in CommodityPhysicalExercise complexType) The parameters for defining the expiration date(s) and time(s) for an American style option.
Type:
Content:
complex, 1 attribute, 2 elements
Defined:
amount (in referenceLevel)
Type:
xsd:decimal
Content:
simple
Defined:
locally witnin ReferenceLevel complexType; see XML source
applicable (in systemFirm) Indicates that the trade is for a System Firm product.
Type:
xsd:boolean
Content:
simple
Defined:
applicable (in unitFirm) Indicates that the trade is for a Unit Firm product.
Type:
xsd:boolean
Content:
simple
Defined:
applicableLaw For U.S.
Type:
Content:
simple, 1 attribute
Defined:
locally witnin EnvironmentalProduct complexType; see XML source
averagePriceLeg The calculated floating price leg of a Commodity Forward Transaction.
Type:
Content:
complex, 1 attribute, 3 elements
Defined:
locally witnin CommodityForward complexType; see XML source
averagingMethod (defined in FloatingLegCalculation complexType) The parties may specify a Method of Averaging where more than one pricing Dates is being specified as being applicable.
Type:
Content:
simple
Defined:
locally witnin FloatingLegCalculation complexType; see XML source
averagingMethod (in commodityOption) The Method of Averaging if there is more than one Pricing Date.
Type:
Content:
simple
Defined:
balanceOfFirstPeriod If true, indicates that that the first Calculation Period should run from the Effective Date to the end of the calendar period in which the Effective Date falls, e.g.
Type:
xsd:boolean
Content:
simple
Defined:
bullionPhysicalLeg The physical leg of a Commodity Forward Transaction for which the underlyer is Bullion.
Type:
Content:
complex, 1 attribute, 4 elements
Subst.Gr:
may substitute for element commodityForwardLeg
Defined:
globally; see XML source
Used:
never
bullionType The type of Bullion underlying a Bullion Transaction.
Type:
Content:
simple
Defined:
locally witnin BullionPhysicalLeg complexType; see XML source
buyerHub The hub code of the gas buyer.
Type:
Content:
complex, 2 elements
Defined:
locally witnin GasDelivery complexType; see XML source
calculation (in averagePriceLeg)
Type:
Content:
complex, 4 elements
Defined:
locally witnin AveragePriceLeg complexType; see XML source
calculation (in commodityOption) Contains parameters which figure in the calculation of payments on a Weather Index Option.
Type:
Content:
complex, 5 elements
Defined:
calculation (in floatingLeg) Defines details relevant to the calculation of the floating price.
Type:
Content:
complex, 4 elements
Defined:
locally witnin FloatingPriceLeg complexType; see XML source
calculation (in weatherLeg) Defines details relevant to the calculation of the aggregate weather index amount.
Type:
Content:
complex, 5 elements
Defined:
locally witnin WeatherLeg complexType; see XML source
calculationDate
Type:
Content:
complex, 1 attribute, 2 elements
Defined:
locally witnin WeatherLegCalculation complexType; see XML source
calculationPeriod
Type:
Content:
complex, 2 elements
Defined:
calculationPeriodEndDay
Type:
Content:
simple, 1 attribute
Defined:
calculationPeriodFirstDay
Type:
Content:
simple, 1 attribute
Defined:
calculationPeriodsSchedule (defined in CommodityCalculationPeriods.model group) The Calculation Periods for this leg of the swap.
Type:
Content:
complex, 1 attribute, 3 elements
Defined:
calculationPeriodsSchedule (in commodityOption) A parametric representation of the Calculation Periods of the Commodity Option Transaction.
Type:
Content:
complex, 1 attribute, 3 elements
Defined:
calendarSource Used in conjunction with an exchange based pricing source.
Type:
Content:
simple
Defined:
locally witnin CommodityPricingDates complexType; see XML source
coal The specification of the Coal Product to be delivered.
Type:
Content:
complex, 2 elements
Defined:
locally witnin CoalPhysicalLeg complexType; see XML source
coalPhysicalLeg Physically settled coal leg.
Type:
Content:
complex, 1 attribute, 3 elements
Subst.Gr:
may substitute for element commoditySwapLeg
Defined:
globally; see XML source
Used:
never
commencementDate (in exercisePeriod) The first day of the exercise period for an American style option.
Type:
Content:
complex, 1 attribute, 2 elements
Defined:
commencementDates The first day(s) of the exercise period(s) for an American-style option.
Type:
Content:
complex, 1 attribute, 2 elements
Defined:
commodity (in commodityOption) Specifies the underlying component.
Type:
Content:
complex, 1 attribute, 4 elements
Defined:
commodity (in floatingLeg) Specifies the underlying instrument.
Type:
Content:
complex, 1 attribute, 4 elements
Defined:
locally witnin FloatingPriceLeg complexType; see XML source
commodityForward Defines a commodity forward product.
Type:
Content:
complex, 1 attribute, 9 elements
Subst.Gr:
may substitute for element product
Defined:
globally; see XML source
Used:
commodityForwardLeg Defines the substitutable commodity forward leg.
Type:
Content:
empty, 1 attribute
Abstract:
(may not be used directly in instance XML documents)
Subst.Gr:
may be substituted with 2 elements
Defined:
globally; see XML source
Used:
commodityOption Defines a commodity option product.
Type:
Content:
complex, 1 attribute, 27 elements
Subst.Gr:
may substitute for element product
Defined:
globally; see XML source
Used:
never
commoditySwap Defines a commodity swap product.
Type:
Content:
complex, 1 attribute, 10 elements
Subst.Gr:
may substitute for element product
Defined:
globally; see XML source
Used:
never
commoditySwap (in commoditySwaption) The underlying commodity swap definiton.
Type:
Content:
complex, 5 elements
Defined:
locally witnin CommoditySwaption complexType; see XML source
commoditySwapLeg Defines the substitutable commodity swap leg
Type:
Content:
empty, 1 attribute
Abstract:
(may not be used directly in instance XML documents)
Subst.Gr:
may be substituted with 7 elements
Defined:
globally; see XML source
Used:
commoditySwaption Defines a commodity swaption product
Type:
Content:
complex, 1 attribute, 9 elements
Subst.Gr:
may substitute for element product
Defined:
globally; see XML source
Used:
never
contractRate For a DRY Voyage Charter or Time Charter Commodity Swap, the price per relevant unit for pruposes of the calculation of a Fixed Amount.
Type:
Content:
complex, 1 attribute, 2 elements
Defined:
dayCount The number of days over which pricing should take place.
Type:
xsd:positiveInteger
Content:
simple
Defined:
dayDistribution The method by which the pricing days are distributed across the pricing period.
Type:
Content:
simple, 1 attribute
Defined:
dayType The type of day on which pricing occurs.
Type:
Content:
simple
Defined:
deliverableByBarge Whether or not the delivery can go to barge.
Type:
xsd:boolean
Content:
simple
Defined:
locally witnin OilPipelineDelivery complexType; see XML source
deliveryAtSource The point at which the Coal Product as a reference to the Source of the Coal Product.
Type:
xsd:boolean
Content:
simple
Defined:
locally witnin CoalDelivery complexType; see XML source
deliveryConditions (in coalPhysicalLeg) The physical delivery conditions for the transaction.
Type:
Content:
complex, 3 elements
Defined:
locally witnin CoalPhysicalLeg complexType; see XML source
deliveryConditions (in electricityPhysicalLeg) The physical delivery conditions for the transaction.
Type:
Content:
complex, 4 elements
Defined:
locally witnin ElectricityPhysicalLeg complexType; see XML source
deliveryConditions (in gasPhysicalLeg) The physical delivery conditions for the transaction.
Type:
Content:
complex, 5 elements
Defined:
locally witnin GasPhysicalLeg complexType; see XML source
deliveryConditions (in metalPhysicalLeg)
Type:
Content:
complex, 2 elements
Defined:
locally witnin MetalPhysicalLeg complexType; see XML source
deliveryConditions (in oilPhysicalLeg) The physical delivery conditions for the transaction.
Type:
Content:
complex, 2 elements
Defined:
locally witnin OilPhysicalLeg complexType; see XML source
deliveryLocation (in bullionPhysicalLeg) The physical delivery location for the transaction.
Type:
Content:
simple, 1 attribute
Defined:
locally witnin BullionPhysicalLeg complexType; see XML source
deliveryLocation (in deliveryConditions in metalPhysicalLeg)
Type:
Content:
simple, 1 attribute
Defined:
locally witnin MetalDelivery complexType; see XML source
deliveryLocation (in transfer) The location at which the transfer of the title to the commodity takes place.
Type:
Content:
simple, 1 attribute
Defined:
locally witnin OilTransferDelivery complexType; see XML source
deliveryPoint (in deliveryConditions in coalPhysicalLeg) The point at which the Coal Product will be delivered and received.
Type:
Content:
simple, 1 attribute
Defined:
locally witnin CoalDelivery complexType; see XML source
deliveryPoint (in deliveryConditions in electricityPhysicalLeg) The point at which delivery of the electricity will occur.
Type:
Content:
simple, 1 attribute
Defined:
locally witnin ElectricityDelivery complexType; see XML source
deliveryPoint (in deliveryConditions in gasPhysicalLeg) The physical or virtual point at which the commodity will be delivered.
Type:
Content:
simple, 1 attribute
Defined:
deliveryQuantity (in coalPhysicalLeg) The different options for specifying the quantity.
Type:
Content:
complex, 1 attribute, 1 element
Defined:
locally witnin CoalPhysicalLeg complexType; see XML source
deliveryQuantity (in electricityPhysicalLeg) The different options for specifying the quantity.
Type:
Content:
complex, 1 attribute, 1 element
Defined:
locally witnin ElectricityPhysicalLeg complexType; see XML source
deliveryQuantity (in gasPhysicalLeg) The different options for specifying the quantity.
Type:
Content:
complex, 1 attribute, 1 element
Defined:
locally witnin GasPhysicalLeg complexType; see XML source
deliveryQuantity (in oilPhysicalLeg) The different options for specifying the quantity.
Type:
Content:
complex, 1 attribute, 1 element
Defined:
locally witnin OilPhysicalLeg complexType; see XML source
deliveryType (in deliveryConditions in electricityPhysicalLeg) Indicates the under what conditions the Parties' delivery obligations apply.
Type:
Content:
complex, 4 elements
Defined:
locally witnin ElectricityDelivery complexType; see XML source
deliveryType (in deliveryConditions in gasPhysicalLeg) Indicates whether the buyer and seller are contractually obliged to consume and supply the specified quantities of the commodity.
Type:
Content:
simple
Defined:
locally witnin GasDelivery complexType; see XML source
deliveryZone The zone covering potential delivery points for the electricity.
Type:
Content:
simple, 1 attribute
Defined:
locally witnin ElectricityDelivery complexType; see XML source
eEPApplicable If Excess Emission Penalty is specified to be applicable in the Confirmation then the Excess Emission Penalty will be determined in the manner specified in the Confirmation (see other EEP paramters)
Type:
xsd:boolean
Content:
simple
Defined:
locally witnin EEPParameters complexType; see XML source
effectiveDate (defined in CommoditySwapDetails.model group) Specifies the effective date of this leg of the swap.
Type:
Content:
complex, 1 attribute, 2 elements
Defined:
effectiveDate (in commodityOption) The effective date of the Commodity Option Transaction.
Type:
Content:
complex, 1 attribute, 2 elements
Defined:
effectiveDate (in commodityOption) Effective date of an option.
Type:
Content:
complex, 1 attribute, 2 elements
Defined:
electricity The specification of the electricity to be delivered.
Type:
Content:
complex, 1 element
Defined:
locally witnin ElectricityPhysicalLeg complexType; see XML source
electricityPhysicalLeg Physically settled electricity leg.
Type:
Content:
complex, 1 attribute, 4 elements
Subst.Gr:
may substitute for element commoditySwapLeg
Defined:
globally; see XML source
Used:
never
endDate (in riskPeriod)
Type:
xsd:date
Content:
simple
Defined:
locally witnin EEPRiskPeriod complexType; see XML source
endYear The last year of the Commpliance Period.
Type:
xsd:gYear
Content:
simple
Defined:
entryPoint The point at which the oil product will enter the pipeline.
Type:
Content:
simple, 1 attribute
Defined:
locally witnin OilPipelineDelivery complexType; see XML source
environmental The specification of the type of allowance or credit.
Type:
Content:
complex, 4 elements
Defined:
environmentalPhysicalLeg Physically settled environmental leg.
Type:
Content:
complex, 1 attribute, 3 elements
Subst.Gr:
may substitute for element commoditySwapLeg
Defined:
globally; see XML source
Used:
never
equivalentApplicable When "true" the EEP Equivalent is applicable.
Type:
xsd:boolean
Content:
simple
Defined:
locally witnin EEPParameters complexType; see XML source
europeanExercise (defined in CommodityExercise complexType) The parameters for defining the expiration date and time for a European or Asian style option.
Type:
Content:
complex, 1 attribute, 2 elements
Defined:
locally witnin CommodityExercise complexType; see XML source
europeanExercise (defined in CommodityPhysicalExercise complexType) The parameters for defining the expiration date(s) and time(s) for a European style option.
Type:
Content:
complex, 1 attribute, 1 element
Defined:
exercise (in commodityOption) The parameters for defining how the commodity option can be exercised and how it is settled.
Type:
Content:
complex, 3 elements
Defined:
exercise (in commodityOption)
Type:
Content:
complex, 3 elements
Defined:
exerciseFrequency (in americanExercise defined in CommodityExercise complexType) The exercise frequency for the strip.
Type:
Content:
complex, 1 attribute, 2 elements
Defined:
exerciseFrequency (in europeanExercise defined in CommodityExercise complexType) The exercise frequency for the strip.
Type:
Content:
complex, 1 attribute, 2 elements
Defined:
exercisePeriod Describes the American exercise periods.
Type:
Content:
complex, 2 elements
Defined:
expirationDate (in europeanExercise defined in CommodityExercise complexType) The last day within an exercise period for an American style option.
Type:
Content:
complex, 1 attribute, 2 elements
Defined:
expirationDate (in europeanExercise defined in CommodityPhysicalExercise complexType) The Expiration Date of a single expiry European-style option or the first Expiration Date of a multiple expiry or daily expiring option.
Type:
Content:
complex, 1 attribute, 2 elements
Defined:
expirationDate (in exercisePeriod) The last day within an exercise period for an American style option.
Type:
Content:
complex, 1 attribute, 2 elements
Defined:
expirationDates The Expiration Date(s) of an American-style option.
Type:
Content:
complex, 1 attribute, 2 elements
Defined:
fallback Disruption fallback that applies to the trade.
Type:
Content:
simple, 1 attribute
Defined:
firm Indicates under what condtitions the Parties' delivery obligations apply.
Type:
Content:
complex, 1 element
Defined:
fixedLeg Fixed Price Leg.
Type:
Content:
complex, 1 attribute, 10 elements
Subst.Gr:
may substitute for element commoditySwapLeg
Defined:
globally; see XML source
Used:
never
fixedLeg (in commodityForward) The fixed leg of a Commodity Forward Transaction.
Type:
Content:
complex, 1 attribute, 2 elements
Defined:
locally witnin CommodityForward complexType; see XML source
fixedPrice (in fixedLeg in commodityForward) Fixed price on which fixed payments are based.
Type:
Content:
complex, 1 attribute, 3 elements
Defined:
fixedPrice (in fixedLeg) Fixed price on which fixed payments are based.
Type:
Content:
complex, 1 attribute, 3 elements
Defined:
flatRate Whether the Flat Rate is the New Worldwide Tanker Nominal Freight Scale for the Freight Index Route taken at the Trade Date of the transaction or taken on each Pricing Date.
Type:
Content:
simple
Defined:
flatRateAmount If flatRate is set to "Fixed", the actual value of the Flat Rate.
Type:
Content:
complex, 1 attribute, 2 elements
Defined:
floatingLeg Floating Price leg.
Type:
Content:
complex, 1 attribute, 5 elements
Subst.Gr:
may substitute for element commoditySwapLeg
Defined:
globally; see XML source
Used:
never
floatingStrikePricePerUnit The currency amount of the strike price per unit.
Type:
Content:
complex, 5 elements
Defined:
forceMajeure If true, indicates that the buyer and seller should be excused of their delivery obligations when such performance is prevented by Force Majeure.
Type:
xsd:boolean
Content:
simple
Defined:
gas The specification of the gas to be delivered.
Type:
Content:
complex, 1 element
Defined:
locally witnin GasPhysicalLeg complexType; see XML source
gasPhysicalLeg Physically settled natural gas leg.
Type:
Content:
complex, 1 attribute, 3 elements
Subst.Gr:
may substitute for element commoditySwapLeg
Defined:
globally; see XML source
Used:
never
grade (in metal) The grade(s) of material which can be delivered in seller's option.
Type:
Content:
simple, 1 attribute
Defined:
locally witnin Metal complexType; see XML source
grade (in oil) The grade of oil product to be delivered.
Type:
Content:
simple, 1 attribute
Defined:
locally witnin OilProduct complexType; see XML source
hubCode
Type:
Content:
simple, 1 attribute
Defined:
locally witnin CommodityHub complexType; see XML source
integralMultipleQuantity The integral multiple quantity defines a lower limit of the Notional Quantity that can be exercised and also defines a unit multiple of the Notional Quantity that can be exercised, i.e. only integer multiples of this Notional Quantity can be exercised.
Type:
Content:
complex, 1 attribute, 1 element
Defined:
interconnectionPoint (in deliveryConditions in electricityPhysicalLeg) Identification of the border(s) or border point(s) of a transportation contract.
Type:
Content:
simple, 1 attribute
Defined:
locally witnin ElectricityDelivery complexType; see XML source
interconnectionPoint (in deliveryConditions in gasPhysicalLeg) Identification of the border(s) or border point(s) of a transportation contract.
Type:
Content:
simple, 1 attribute
Defined:
locally witnin GasDelivery complexType; see XML source
loadType (in electricityPhysicalLeg) LoadType is a summary of the full description of the settlement periods with respect to the region.
Type:
Content:
simple
Defined:
locally witnin ElectricityPhysicalLeg complexType; see XML source
masterAgreementPaymentDates If present and true indicates that the Payment Date(s) are specified in the relevant master agreement.
Type:
xsd:boolean
Content:
simple
Defined:
material
Type:
Content:
simple, 1 attribute
Defined:
locally witnin Metal complexType; see XML source
maximumPaymentAmount Cups on total payment amount.
Type:
Content:
complex, 1 attribute, 2 elements
Defined:
locally witnin WeatherLegCalculation complexType; see XML source
maximumTransactionPaymentAmount Cups on payment amount that goes out in any particular calculation period.
Type:
Content:
complex, 1 attribute, 2 elements
Defined:
locally witnin WeatherLegCalculation complexType; see XML source
metal The specification of the Metal Product to be delivered.
Type:
Content:
complex, 2 elements
Defined:
locally witnin MetalPhysicalLeg complexType; see XML source
metalPhysicalLeg Physically settled metal products leg.
Type:
Content:
complex, 1 attribute, 3 elements
Subst.Gr:
may substitute for element commodityForwardLeg
Defined:
globally; see XML source
Used:
never
minimumNotionalQuantity The minimum Notional Quantity that can be exercised on a given Exercise Date.
Type:
Content:
complex, 1 attribute, 1 element
Defined:
nonFirm If present and set to true, indicates that delivery or receipt of the electricity may be interrupted for any reason or for no reason, without liability on the part of either Party.
Type:
xsd:boolean
Content:
simple
Defined:
notionalQuantity The Notional Quantity.
Type:
Content:
complex, 1 attribute, 1 element
Defined:
numberOfAllowances The number of allowances, certificates or credit to be transaction in the transaction.
Type:
Content:
complex, 1 attribute, 2 elements
Defined:
oil The specification of the oil product to be delivered.
Type:
Content:
complex, 2 elements
Defined:
locally witnin OilPhysicalLeg complexType; see XML source
oilPhysicalLeg Physically settled oil or refined products leg.
Type:
Content:
complex, 1 attribute, 3 elements
Subst.Gr:
may substitute for element commoditySwapLeg
Defined:
globally; see XML source
Used:
never
optionType (in commodityOption) The type of option transaction.
Type:
Content:
simple
Defined:
locally witnin CommodityOption complexType; see XML source
optionType (in commoditySwaption) The type of option transaction.
Type:
Content:
simple
Defined:
locally witnin CommoditySwaption complexType; see XML source
paymentDates (defined in CommodityNonPeriodicPaymentDates.model group) Dates on which payments will be made.
Type:
Content:
complex, 2 elements
Defined:
penaltyApplicable When "true" the Excess Emissions Penalty is applicable.
Type:
xsd:boolean
Content:
simple
Defined:
locally witnin EEPParameters complexType; see XML source
periodsSchedule The Delivery Periods for this leg of the swap.
Type:
Content:
complex, 1 attribute, 3 elements
Defined:
physicalExercise (in commodityOption) The parameters for defining how the commodity option can be exercised into a physical transaction.
Type:
Content:
complex, 2 elements
Defined:
physicalExercise (in commoditySwaption) The parameters for defining how the commodity option can be exercised into a physical transaction.
Type:
Content:
complex, 2 elements
Defined:
locally witnin CommoditySwaption complexType; see XML source
pipeline Specified the delivery conditions where the oil product is to be delivered by pipeline.
Type:
Content:
complex, 5 elements
Defined:
locally witnin OilDelivery complexType; see XML source
pipelineName The name of pipeline by which the oil product will be delivered.
Type:
Content:
simple, 1 attribute
Defined:
locally witnin OilPipelineDelivery complexType; see XML source
premium (in commodityOption) The option premium payable by the buyer to the seller.
Type:
Content:
complex, 1 attribute, 2 elements
Defined:
locally witnin CommodityOption complexType; see XML source
premium (in commoditySwaption) The option premium payable by the buyer to the seller.
Type:
Content:
complex, 1 attribute, 2 elements
Defined:
locally witnin CommoditySwaption complexType; see XML source
premiumPerUnit The currency amount of premium to be paid per Unit of the Total Notional Quantity.
Type:
Content:
complex, 1 attribute, 2 elements
Defined:
locally witnin CommodityPremium complexType; see XML source
price (defined in FixedPrice complexType) The Fixed Price.
Type:
xsd:decimal
Content:
simple
Defined:
locally witnin FixedPrice complexType; see XML source
priceCurrency Currency of the fixed price.
Type:
Content:
simple, 1 attribute
Defined:
locally witnin Price.model group; see XML source
priceUnit The unit of measure used to calculate the Fixed Price.
Type:
Content:
simple, 1 attribute
Defined:
locally witnin Price.model group; see XML source
pricingDates (defined in FloatingLegCalculation complexType) Commodity Pricing Dates.
Type:
Content:
complex, 1 attribute, 4 elements
Defined:
locally witnin FloatingLegCalculation complexType; see XML source
pricingDates (in commodityOption) The dates on which the option will price.
Type:
Content:
complex, 1 attribute, 4 elements
Defined:
pricingStartDate Defines the Start of the Pricing period.
Type:
Content:
complex, 1 attribute, 1 element
Defined:
locally witnin AveragePriceLeg complexType; see XML source
productType (in environmental) Specifies the type of environmental product.
Type:
Content:
simple
Defined:
locally witnin EnvironmentalProduct complexType; see XML source
quantity (defined in UnitQuantity complexType) Amount of commodity per quantity frequency.
Type:
Content:
simple
Defined:
locally witnin UnitQuantity complexType; see XML source
quantity (defined in WeatherIndex complexType) This is the Reference Level.
Type:
xsd:decimal
Content:
simple
Defined:
locally witnin WeatherIndex complexType; see XML source
quantityUnit (defined in CommodityNotionalQuantity complexType) Quantity Unit is the unit of measure applicable for the quantity on the Transaction.
Type:
Content:
simple, 1 attribute
Defined:
quantityUnit (defined in UnitQuantity complexType) Quantity Unit is the unit of measure applicable for the quantity on the Transaction.
Type:
Content:
simple, 1 attribute
Defined:
locally witnin UnitQuantity complexType; see XML source
referenceLevel Reference level is the number of degree-days (in the case of HDD and CDD) or inches/millimeters (in the case of CPD) on which the differential is calculated.
Type:
Content:
complex, 2 elements
Defined:
locally witnin WeatherIndexData complexType; see XML source
referenceLevelEqualsZero
Type:
xsd:boolean
Content:
simple
Defined:
locally witnin WeatherLegCalculation complexType; see XML source
referenceLevelUnit
Type:
Content:
simple, 1 attribute
Defined:
locally witnin ReferenceLevel complexType; see XML source
risk (in deliveryConditions in coalPhysicalLeg) Specifies how the risk associated with the delivery is assigned.
Type:
Content:
simple, 1 attribute
Defined:
risk (in deliveryConditions in metalPhysicalLeg) "Risk of loss" may also be used, equivalently, on confirmation documents.
Type:
Content:
simple, 1 attribute
Defined:
locally witnin MetalDelivery complexType; see XML source
risk (in pipeline) Specifies how the risk associated with the delivery is assigned.
Type:
Content:
simple, 1 attribute
Defined:
locally witnin OilPipelineDelivery complexType; see XML source
riskPeriod Used to determine how provisions in Part [7] Page 7 (B) Failure to Deliver Not Remedied are to be applied.
Type:
Content:
complex, 2 elements
Defined:
locally witnin EEPParameters complexType; see XML source
sellerHub The hub code of the has seller.
Type:
Content:
complex, 2 elements
Defined:
locally witnin GasDelivery complexType; see XML source
sequence Sequence in which the reference to the disruption fallback should be applied.
Type:
xsd:positiveInteger
Content:
simple
Defined:
settlementCurrency (defined in CommodityExercise complexType) The currency into which the Commodity Option Transaction will settle.
Type:
Content:
simple, 2 attributes
Defined:
locally witnin CommodityExercise complexType; see XML source
settlementCurrency (defined in CommoditySwapDetails.model group) The currency into which the Commodity Swap Transaction will settle.
Type:
Content:
simple, 2 attributes
Defined:
settlementDate (in bullionPhysicalLeg) Date on which the bullion will settle.
Type:
Content:
complex, 1 attribute, 2 elements
Defined:
locally witnin BullionPhysicalLeg complexType; see XML source
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.
Type:
Content:
simple
Defined:
locally witnin WeatherLegCalculation complexType; see XML source
settlementPeriodsPrice For an electricity transaction, the fixed price for one or more groups of Settlement Periods on which fixed payments are based.
Type:
Content:
complex, 1 attribute, 3 elements
Defined:
source The SCoTA cargo origin, mining region, mine(s), mining complex(es), loadout(s) or river dock(s) or other point(s) of origin that Seller and Buyer agree are acceptable origins for the Coal Product.
Type:
Content:
simple, 1 attribute
Defined:
locally witnin CoalProduct complexType; see XML source
spread (defined in FloatingLegCalculation complexType) The spread over or under the Commodity Reference Price for this leg of the trade.
Type:
Content:
complex, 1 attribute, 4 elements
Defined:
locally witnin FloatingLegCalculation complexType; see XML source
spreadConversionFactor spreadConversionFactor should be used when the unit of measure of the Commodity Reference Price and the unit of measure in which the spread is quoted are different.
Type:
xsd:decimal
Content:
simple
Defined:
locally witnin CommoditySpread complexType; see XML source
spreadPercentage The spread percentage over or under the Commodity Reference Price for this leg of the trade.
Type:
xsd:decimal
Content:
simple
Defined:
locally witnin FloatingLegCalculation complexType; see XML source
spreadUnit spreadUnit should be used when the unit of measure of the Commodity Reference Price and the unit of measure in which the spread is quoted are different.
Type:
Content:
simple, 1 attribute
Defined:
locally witnin CommoditySpread complexType; see XML source
startDate (in riskPeriod)
Type:
xsd:date
Content:
simple
Defined:
locally witnin EEPRiskPeriod complexType; see XML source
startYear The first year of the Compliance Period.
Type:
xsd:gYear
Content:
simple
Defined:
strikePricePerUnit The currency amount of the strike price per unit.
Type:
Content:
complex, 1 attribute, 2 elements
Defined:
supplyEndTime The time at which gas delivery should end on each day of the Delivery Period(s).
Type:
Content:
complex, 2 elements
Defined:
locally witnin GasDeliveryPeriods complexType; see XML source
supplyStartTime The time at which gas delivery should start on each day of the Delivery Period(s).
Type:
Content:
complex, 2 elements
Defined:
locally witnin GasDeliveryPeriods complexType; see XML source
systemFirm Indicates that the electricity is intended to be supplied from the owned or controlled generation or pre-existing purchased power assets of the system specified.
Type:
Content:
complex, 1 element
Defined:
terminationDate (defined in CommoditySwapDetails.model group) Specifies the termination date of this leg of the swap.
Type:
Content:
complex, 1 attribute, 2 elements
Defined:
terminationDate (in commodityOption) Specifies the termination date of the Commodity Option Transaction.
Type:
Content:
complex, 1 attribute, 2 elements
Defined:
totalNotionalQuantity The Total Notional Quantity.
Type:
xsd:decimal
Content:
simple
Defined:
totalPhysicalQuantity (defined in CommodityFixedPhysicalQuantity.model group) The Total Quantity of the commodity to be delivered.
Type:
Content:
complex, 1 attribute, 2 elements
Defined:
totalPhysicalQuantity (in deliveryQuantity in electricityPhysicalLeg) The Total Quantity of the commodity to be delivered.
Type:
Content:
complex, 1 attribute, 2 elements
Defined:
totalPrice (in fixedLeg in commodityForward) The total amount of the fixed payment for all units of the underlying commodity.
Type:
Content:
complex, 1 attribute, 2 elements
Defined:
totalPrice (in fixedLeg) The total amount of all fixed payments due during the term of the trade.
Type:
Content:
complex, 1 attribute, 2 elements
Defined:
trackingSystem For U.S.
Type:
Content:
simple, 1 attribute
Defined:
locally witnin EnvironmentalProduct complexType; see XML source
transfer Specified the delivery conditions where the oil product is to be delivered by title transfer.
Type:
Content:
complex, 1 element
Defined:
locally witnin OilDelivery complexType; see XML source
type (in coal) The type of coal product to be delivered by reference to a pre-defined specification.
Type:
Content:
simple, 1 attribute
Defined:
locally witnin CoalProduct complexType; see XML source
type (in electricity) The type of electricity product to be delivered.
Type:
Content:
simple
Defined:
locally witnin ElectricityProduct complexType; see XML source
type (in gas) The type of gas to be delivered.
Type:
Content:
simple
Defined:
locally witnin GasProduct complexType; see XML source
type (in oil) The type of oil product to be delivered.
Type:
Content:
simple, 1 attribute
Defined:
locally witnin OilProduct complexType; see XML source
unit Weather Index Unit derived from one of the following variable methods of determination: Cooling Degree Day (CDD), Heating Degree Day (HDD), Critical Precipitation Day (CPD) as defined in Section 11.15 of the 2005 ISDA Commodity Definitions and User Guide.
Type:
Content:
simple, 1 attribute
Defined:
locally witnin WeatherIndex complexType; see XML source
unitFirm Indicates that the electricity is intended to be supplied from a generation asset which can optionally be specified.
Type:
Content:
complex, 1 element
Defined:
valueDate (in commodityForward) Specifies the value date of the Commodity Forward Transaction.
Type:
Content:
complex, 1 attribute, 2 elements
Defined:
locally witnin CommodityForward complexType; see XML source
vintage For U.S.
Type:
xsd:gYear
Content:
simple
Defined:
locally witnin EnvironmentalProduct complexType; see XML source
weatherCalculationPeriods
Type:
Content:
complex, 1 attribute, 1 element
Defined:
weatherIndexData (in commodityOption) Specifies where the data (e.g.
Type:
Content:
complex, 1 element
Defined:
weatherIndexData (in weatherLeg)
Type:
Content:
complex, 1 element
Defined:
locally witnin WeatherLeg complexType; see XML source
weatherIndexLevel Defining the Weather Index Level or Weather Index Strike Level.
Type:
Content:
complex, 1 attribute, 2 elements
Defined:
locally witnin WeatherLeg complexType; see XML source
weatherIndexStrikeLevel Weather Index strike price level is specified in terms of weather index units (e.g. 1 Days, 3 Inches, etc.)
Type:
Content:
complex, 1 attribute, 2 elements
Defined:
weatherLeg Weather Leg defines Weather Index Swap transactions.
Type:
Content:
complex, 1 attribute, 5 elements
Defined:
weatherNotionalAmount (in commodityOption)
Type:
Content:
complex, 1 attribute, 2 elements
Defined:
weatherNotionalAmount (in weatherLeg) Defines the price per weather index unit.
Type:
Content:
complex, 1 attribute, 2 elements
Defined:
locally witnin WeatherLeg complexType; see XML source
withdrawalPoint The location at which the transfer of the title to the commodity takes place.
Type:
Content:
simple, 1 attribute
Defined:
locally witnin OilPipelineDelivery complexType; see XML source
worldscaleRate For a WET Voyager Charter Commodity Swap, the number of Worldscale Points for purposes of the calculation of a Fixed Amount.
Type:
xsd:decimal
Content:
simple
Defined:
Complex Type Summary
The average price leg of an average price commodity bullion or non-precious metal forward transaction.
Content:
complex, 1 attribute, 3 elements
Defined:
globally; see XML source
Includes:
definitions of 3 elements
Used:
A scheme defining where bullion is to be delivered for a Bullion Transaction.
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
Physically settled leg of a physically settled Bullion Transaction.
Content:
complex, 1 attribute, 4 elements
Defined:
globally; see XML source
Includes:
definitions of 3 elements
Used:
The physical delivery conditions for coal.
Content:
complex, 3 elements
Defined:
globally; see XML source
Includes:
definitions of 2 elements
Used:
A scheme identifying the types of the Delivery Point for a physically settled coal trade.
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
Physically settled leg of a physically settled coal transaction.
Content:
complex, 1 attribute, 3 elements
Defined:
globally; see XML source
Includes:
definitions of 3 elements
Used:
A type defining the characteristics of the coal being traded in a physically settled gas transaction.
Content:
complex, 2 elements
Defined:
globally; see XML source
Includes:
definitions of 2 elements
Used:
A scheme identifying the sources of coal for a physically settled coal trade.
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
A scheme identifying the types of coal for a physically settled coal trade.
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
A type for defining exercise procedures associated with an American style exercise of a commodity option.
Content:
complex, 1 attribute, 2 elements
Defined:
globally; see XML source
Includes:
definitions of 2 elements
Used:
A parametric representation of the Calculation Periods for on Asian option or a leg of a swap.
Content:
complex, 1 attribute, 3 elements
Defined:
globally; see XML source
Includes:
definition of 1 element
Used:
The different options for specifying the Delivery Periods of a physical leg.
Content:
complex, 1 attribute, 1 element
Defined:
globally; see XML source
Includes:
definitions of 1 attribute, 1 element
Used:
A scheme identifying the types of the Delivery Point for a physically settled commodity trade.
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
A scheme identifying how the parties to the trade aportion responsibility for the delivery of the commodity product (for example Free On Board, Cost, Insurance, Freight)
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
A type for defining exercise procedures associated with a European style exercise of a commodity option.
Content:
complex, 1 attribute, 2 elements
Defined:
globally; see XML source
Includes:
definitions of 2 elements
Used:
The parameters for defining how the commodity option can be exercised, how it is priced and how it is settled.
Content:
complex, 3 elements
Defined:
globally; see XML source
Includes:
definitions of 3 elements
Used:
Content:
complex, 2 elements
Defined:
globally; see XML source
Includes:
definitions of 2 elements
Used:
Commodity Forward
Content:
complex, 1 attribute, 9 elements
Defined:
globally; see XML source
Includes:
definitions of 4 elements
Used:
Abstract base class for all commodity forward legs
Content:
empty, 1 attribute
Abstract:
(cannot be assigned directly to elements used in instance XML documents)
Defined:
globally; see XML source
Used:
Frequency Type for use in Pricing Date specifications.
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
A type defining a hub or other reference for a physically settled commodity trade.
Content:
complex, 2 elements
Defined:
globally; see XML source
Includes:
definition of 1 element
Used:
A scheme identifying the code for a hub or other reference for a physically settled commodity trade.
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
never
A type for defining the multiple exercise provisions of an American style commodity option.
Content:
complex, 2 elements
Defined:
globally; see XML source
Includes:
definitions of 2 elements
Used:
never
Commodity Notional.
Content:
complex, 1 attribute, 1 element
Defined:
globally; see XML source
Includes:
definitions of 1 attribute, 1 element
Used:
Commodity Option.
Content:
complex, 1 attribute, 27 elements
Defined:
globally; see XML source
Includes:
definitions of 2 elements
Used:
A scheme identifying the physical event relative to which payment occurs.
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
never
The parameters for defining the expiration date(s) and time(s) for an American style option.
Content:
complex, 1 attribute, 2 elements
Defined:
globally; see XML source
Includes:
definitions of 2 elements
Used:
The parameters for defining the expiration date(s) and time(s) for a European style option.
Content:
complex, 1 attribute, 1 element
Defined:
globally; see XML source
Includes:
definition of 1 element
Used:
The parameters for defining how the physically-settled commodity option can be exercised and how it is settled.
Content:
complex, 2 elements
Defined:
globally; see XML source
Includes:
definitions of 2 elements
Used:
A type defining the physical quantity of the commodity to be delivered.
Content:
complex, 1 attribute, 1 element
Defined:
globally; see XML source
Used:
An abstract base class for physical quantity types.
Content:
empty, 1 attribute
Abstract:
(cannot be assigned directly to elements used in instance XML documents)
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
The pipeline through which the physical commodity will be delivered.
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
The pipeline cycle during which the physical commodity will be delivered.
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
never
The commodity option premium payable by the buyer to the seller.
Content:
complex, 1 attribute, 2 elements
Defined:
globally; see XML source
Includes:
definition of 1 element
Used:
The dates on which prices are observed for the underlyer.
Content:
complex, 1 attribute, 4 elements
Defined:
globally; see XML source
Includes:
definitions of 1 attribute, 1 element
Used:
A scheme identifying the grade of physical commodity product to be delivered.
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
A type for defining the frequency at which the Notional Quantity is deemed to apply for purposes of calculating the Total Notional Quantity.
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
Content:
complex, 1 attribute, 4 elements
Defined:
globally; see XML source
Includes:
definitions of 2 elements
Used:
Commodity Swap.
Content:
complex, 1 attribute, 10 elements
Defined:
globally; see XML source
Used:
Abstract base class for all commodity swap legs
Content:
empty, 1 attribute
Abstract:
(cannot be assigned directly to elements used in instance XML documents)
Defined:
globally; see XML source
Used:
Commodity Swaption.
Content:
complex, 1 attribute, 9 elements
Defined:
globally; see XML source
Includes:
definitions of 4 elements
Used:
Content:
complex, 5 elements
Defined:
globally; see XML source
Used:
Specify as applicable.
Content:
simple, 2 attributes
Defined:
globally; see XML source
Includes:
definitions of 2 attributes
Used:
never
A Disruption Fallback.
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
Excess Emission Penalty related parameters.
Content:
complex, 4 elements
Defined:
globally; see XML source
Includes:
definitions of 4 elements
Used:
never
TBD.
Content:
complex, 2 elements
Defined:
globally; see XML source
Includes:
definitions of 2 elements
Used:
The physical delivery conditions for electricity.
Content:
complex, 4 elements
Defined:
globally; see XML source
Includes:
definitions of 4 elements
Used:
The physical delivery obligation options specific to a firm transaction.
Content:
complex, 1 element
Defined:
globally; see XML source
Includes:
definition of 1 element
Used:
A scheme identifying the types of the Delivery Point for a physically settled electricity trade.
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
The physical delivery obligation options specific to a system firm transaction.
Content:
complex, 1 element
Defined:
globally; see XML source
Includes:
definition of 1 element
Used:
Content:
complex, 4 elements
Defined:
globally; see XML source
Includes:
definitions of 4 elements
Used:
The physical delivery obligation options specific to a unit firm transaction.
Content:
complex, 1 element
Defined:
globally; see XML source
Includes:
definition of 1 element
Used:
Physically settled leg of a physically settled electricity transaction.
Content:
complex, 1 attribute, 4 elements
Defined:
globally; see XML source
Includes:
definitions of 4 elements
Used:
The quantity of gas to be delivered.
Content:
complex, 1 attribute, 1 element
Defined:
globally; see XML source
Includes:
definition of 1 element
Used:
The specification of the electricity to be delivered.
Content:
complex, 1 element
Defined:
globally; see XML source
Includes:
definition of 1 element
Used:
Content:
complex, 1 attribute, 3 elements
Defined:
globally; see XML source
Includes:
definitions of 3 elements
Used:
A type defining the characteristics of the environmental product being traded in a physically settled environmental transaction.
Content:
complex, 4 elements
Defined:
globally; see XML source
Includes:
definitions of 4 elements
Used:
TBD.
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
Content:
complex, 2 elements
Defined:
globally; see XML source
Includes:
definitions of 2 elements
Used:
never
For US Emissions Allowance Transactions.
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
The common components of a financially settled leg of a Commodity Swap.
Content:
empty, 1 attribute
Abstract:
(cannot be assigned directly to elements used in instance XML documents)
Defined:
globally; see XML source
Used:
A type defining the Fixed Price.
Content:
complex, 1 attribute, 3 elements
Defined:
globally; see XML source
Includes:
definitions of 1 attribute, 1 element
Used:
Fixed Price Leg of a Commodity Swap.
Content:
complex, 1 attribute, 10 elements
Defined:
globally; see XML source
Used:
A type to capture details relevant to the calculation of the floating price.
Content:
complex, 4 elements
Defined:
globally; see XML source
Includes:
definitions of 4 elements
Used:
Floating Price Leg of a Commodity Swap.
Content:
complex, 1 attribute, 5 elements
Defined:
globally; see XML source
Includes:
definitions of 2 elements
Used:
Content:
complex, 5 elements
Defined:
globally; see XML source
Includes:
definition of 1 element
Used:
The specification of the gas to be delivered.
Content:
complex, 5 elements
Defined:
globally; see XML source
Includes:
definitions of 4 elements
Used:
The different options for specifying the Delivery Periods for a physically settled gas trade.
Content:
complex, 1 attribute, 3 elements
Defined:
globally; see XML source
Includes:
definitions of 2 elements
Used:
never
A scheme identifying the types of the Delivery Point for a physically settled gas trade.
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
Physically settled leg of a physically settled gas transaction.
Content:
complex, 1 attribute, 3 elements
Defined:
globally; see XML source
Includes:
definitions of 3 elements
Used:
The quantity of gas to be delivered.
Content:
complex, 1 attribute, 1 element
Defined:
globally; see XML source
Used:
A type defining the characteristics of the gas being traded in a physically settled gas transaction.
Content:
complex, 1 element
Defined:
globally; see XML source
Includes:
definition of 1 element
Used:
Identification of the border(s) or border point(s) of a transportation contract.
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
A scheme identifying the types of metal product for a physically settled metal trade.
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
A type defining the characteristics of the metal product being traded in a physically settled metal transaction.
Content:
complex, 2 elements
Defined:
globally; see XML source
Includes:
definitions of 2 elements
Used:
The physical delivery conditions for the transaction.
Content:
complex, 2 elements
Defined:
globally; see XML source
Includes:
definitions of 2 elements
Used:
Physically settled leg of a physically settled Metal transaction.
Content:
complex, 1 attribute, 3 elements
Defined:
globally; see XML source
Includes:
definitions of 2 elements
Used:
The details of a fixed payment.
Content:
complex, 1 attribute, 2 elements
Defined:
globally; see XML source
Includes:
definitions of 2 elements
Used:
The physical delivery conditions for an oil product.
Content:
complex, 2 elements
Defined:
globally; see XML source
Includes:
definitions of 2 elements
Used:
Physically settled leg of a physically settled oil product transaction.
Content:
complex, 1 attribute, 3 elements
Defined:
globally; see XML source
Includes:
definitions of 3 elements
Used:
The physical delivery conditions specific to an oil product delivered by pipeline.
Content:
complex, 5 elements
Defined:
globally; see XML source
Includes:
definitions of 5 elements
Used:
The specification of the oil product to be delivered.
Content:
complex, 2 elements
Defined:
globally; see XML source
Includes:
definitions of 2 elements
Used:
The type of physical commodity product to be delivered.
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
The physical delivery conditions specific to an oil product delivered by title transfer.
Content:
complex, 1 element
Defined:
globally; see XML source
Includes:
definition of 1 element
Used:
The common components of a physically settled leg of a Commodity Forward.
Content:
empty, 1 attribute
Abstract:
(cannot be assigned directly to elements used in instance XML documents)
Defined:
globally; see XML source
Used:
The common components of a physically settled leg of a Commodity Swap.
Content:
empty, 1 attribute
Abstract:
(cannot be assigned directly to elements used in instance XML documents)
Defined:
globally; see XML source
Used:
Content:
complex, 2 elements
Defined:
globally; see XML source
Includes:
definitions of 2 elements
Used:
CPD Reference Level: millimeters or inches of daily precipitation HDD Reference Level: degree-days CDD Reference Level: degree-days.
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
A Disruption Fallback with the sequence in which it should be applied relative to other Disruption Fallbacks.
Content:
complex, 2 elements
Defined:
globally; see XML source
Includes:
definitions of 2 elements
Used:
never
A type defining the Fixed Price applicable to a range or ranges of Settlement Periods.
Content:
complex, 1 attribute, 3 elements
Defined:
globally; see XML source
Used:
A quantity and associated unit.
Content:
complex, 1 attribute, 2 elements
Defined:
globally; see XML source
Includes:
definitions of 1 attribute, 2 elements
Used:
The schedule of Calculation Period First Days and Lasts Days.
Content:
complex, 2 elements
Defined:
globally; see XML source
Includes:
definitions of 2 elements
Used:
The schedule of Calculation Period First Days and Lasts Days.
Content:
complex, 1 attribute, 1 element
Defined:
globally; see XML source
Includes:
definitions of 1 attribute, 1 element
Used:
A type defining the Weather Index Level or Weather Index Strike Level.
Content:
complex, 1 attribute, 2 elements
Defined:
globally; see XML source
Includes:
definitions of 1 attribute, 2 elements
Used:
Content:
complex, 1 element
Defined:
globally; see XML source
Includes:
definition of 1 element
Used:
Weather Leg of a Commodity Swap defines Weather Index Swap transactions.
Content:
complex, 1 attribute, 5 elements
Defined:
globally; see XML source
Includes:
definitions of 4 elements
Used:
A type to capture details relevant to the calculation of the Payment Amount on a Weather Index Transaction.
Content:
complex, 5 elements
Defined:
globally; see XML source
Includes:
definitions of 5 elements
Used:
Element Group Summary
Model group containing features specific to asian/averaging commodity options.
Content:
Defined:
globally; see XML source
Includes:
definitions of 3 elements
Used:
The different options for specifying the Calculation Periods.
Content:
Defined:
globally; see XML source
Includes:
definition of 1 element
Used:
A Delivery Point, applicable to physically settled commodity transactions.
Content:
Defined:
globally; see XML source
Includes:
definition of 1 element
Used:
Items specific to financially-settled commodity options.
Content:
Defined:
globally; see XML source
Includes:
definitions of 2 elements
Used:
The different options for specifying a fixed physical quantity of commodity to be delivered.
Content:
Defined:
globally; see XML source
Includes:
definition of 1 element
Used:
The different options for specifying the Fixed Price.
Content:
Defined:
globally; see XML source
Includes:
definitions of 5 elements
Used:
The different options for specifying the average strike price per unit.
Content:
Defined:
globally; see XML source
Includes:
definition of 1 element
Used:
The Flat Rate, applicable to Wet Voyager Charter Freight Swaps.
Content:
Defined:
globally; see XML source
Includes:
definitions of 2 elements
Used:
The different options for specifying the Payment Date.
Content:
Defined:
globally; see XML source
Includes:
definitions of 2 elements
Used:
never
The different options for specifying the Notional Quantity.
Content:
Defined:
globally; see XML source
Includes:
definitions of 2 elements
Used:
Describes additional features within the option.
Content:
Defined:
globally; see XML source
Includes:
definitions of 2 elements
Used:
Items specific to financially-settled commodity options.
Content:
Defined:
globally; see XML source
Includes:
definitions of 2 elements
Used:
The different options for specifying the Strike price per unit.
Content:
Defined:
globally; see XML source
Includes:
definition of 1 element
Used:
Content:
Defined:
globally; see XML source
Includes:
definitions of 5 elements
Used:
Items specific to the definition of the delivery of a US Coal Product.
Content:
Defined:
globally; see XML source
Includes:
definition of 1 element
Used:
Described Weather Index Option component.
Content:
Defined:
globally; see XML source
Includes:
definitions of 6 elements
Used:
Price model group.
Content:
Defined:
globally; see XML source
Includes:
definitions of 2 elements
Used:
The different options for specifying which days are pricing days within a pricing period.
Content:
Defined:
globally; see XML source
Includes:
definitions of 3 elements
Used:
Descriptions of a calculation period.
Content:
Defined:
globally; see XML source
Includes:
definition of 1 element
Used:
XML Source
<?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="trnsp" ecore:package="org.fpml.transparency" elementFormDefault="qualified" targetNamespace="http://www.fpml.org/FpML-5/transparency" version="$Revision: 10015 $" xmlns="http://www.fpml.org/FpML-5/transparency" 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:include schemaLocation="fpml-option-shared-5-5.xsd"/>
<!--View Generation: SKIPPED AbsoluteTolerance - Documentation-->
<xsd:complexType name="AveragePriceLeg">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The average price leg of an average price commodity bullion or non-precious metal forward transaction.
</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="CommoditySwapLeg">
<xsd:sequence>
<!--View Generation: SKIPPED - PartySpecific-->
<!--View Generation: SKIPPED - Documentation-->
<xsd:element ref="commodity"/>
<!--View Generation: SKIPPED quantityReference - Other-represented elsewhere-->
<xsd:element minOccurs="0" name="pricingStartDate" type="AdjustableDate">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Defines the Start of the Pricing period. PricingStartDate is optional when discrete pricingDates are supplied and is not recommended to be included. Should they coexist, pricingStartDate is expected to be the same as the earliest pricing date or earlier for a Term deal as the discrete dates will take precedence.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="calculation" type="FloatingLegCalculation"/>
<!--View Generation: SKIPPED - Documentation-->
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="BullionDeliveryLocation">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A scheme defining where bullion is to be delivered for a Bullion Transaction.
</xsd:documentation>
</xsd:annotation>
<xsd:simpleContent>
<xsd:extension base="Scheme">
<xsd:attribute default="http://www.fpml.org/coding-scheme/bullion-delivery-location" name="bullionDeliveryLocationScheme" type="xsd:anyURI"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<xsd:complexType name="BullionPhysicalLeg">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Physically settled leg of a physically settled Bullion Transaction.
</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="PhysicalForwardLeg">
<xsd:sequence>
<xsd:element name="bullionType" type="BullionTypeEnum">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The type of Bullion underlying a Bullion Transaction.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="deliveryLocation" type="BullionDeliveryLocation">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The physical delivery location for the transaction.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="settlementDate" type="AdjustableOrRelativeDate">
<xsd:annotation>
<xsd:documentation xml:lang="en">Date on which the bullion will settle.</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<!--View Generation: SKIPPED CalculationPeriodsDatesReference - Reference-->
<!--View Generation: SKIPPED CalculationPeriodsReference - Reference-->
<!--View Generation: SKIPPED CalculationPeriodsScheduleReference - Reference-->
<!--View Generation: SKIPPED CoalAttributeDecimal - Documentation-->
<!--View Generation: SKIPPED CoalAttributePercentage - Documentation-->
<xsd:complexType name="CoalDelivery">
<xsd:annotation>
<xsd:documentation xml:lang="en">The physical delivery conditions for coal.</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:choice>
<xsd:element name="deliveryPoint" type="CoalDeliveryPoint">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The point at which the Coal Product will be delivered and received.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="deliveryAtSource" type="xsd:boolean">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The point at which the Coal Product as a reference to the Source of the Coal Product. This should be a reference to the source element within product.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:choice>
<xsd:group minOccurs="0" ref="CommodityUSCoalDelivery.model">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Additional delivery details for U.S. Coal transactions.
</xsd:documentation>
</xsd:annotation>
</xsd:group>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="CoalDeliveryPoint">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A scheme identifying the types of the Delivery Point for a physically settled coal trade.
</xsd:documentation>
</xsd:annotation>
<xsd:simpleContent>
<xsd:extension base="Scheme">
<xsd:attribute name="deliveryPointScheme" type="xsd:anyURI"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<xsd:complexType name="CoalPhysicalLeg">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Physically settled leg of a physically settled coal transaction.
</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="PhysicalSwapLeg">
<xsd:sequence>
<!--View Generation: SKIPPED deliveryPeriods - Documentation-->
<xsd:element name="coal" type="CoalProduct">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The specification of the Coal Product to be delivered.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="deliveryConditions" type="CoalDelivery">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The physical delivery conditions for the transaction.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="deliveryQuantity" type="CommodityPhysicalQuantity">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The different options for specifying the quantity.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="CoalProduct">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type defining the characteristics of the coal being traded in a physically settled gas transaction.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<!--View Generation: Removed a degenerate choice.-->
<xsd:element name="type" type="CoalProductType">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The type of coal product to be delivered by reference to a pre-defined specification. For contracts under SCoTA terms this is the quality specification code (e.g. "DES ARA")
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element maxOccurs="unbounded" name="source" type="CoalProductSource">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The SCoTA cargo origin, mining region, mine(s), mining complex(es), loadout(s) or river dock(s) or other point(s) of origin that Seller and Buyer agree are acceptable origins for the Coal Product. For International Coal transactions, this is the Origin of the Coal Product.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<!--View Generation: SKIPPED sCoTASpecifications - Documentation-->
<!--View Generation: SKIPPED - Documentation-->
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="CoalProductSource">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A scheme identifying the sources of coal for a physically settled coal trade.
</xsd:documentation>
</xsd:annotation>
<xsd:simpleContent>
<xsd:extension base="Scheme">
<xsd:attribute default="http://www.fpml.org/coding-scheme/commodity-coal-product-source" name="commodityCoalProductSourceScheme" type="xsd:anyURI"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<!--View Generation: SKIPPED CoalProductSpecifications - Documentation-->
<xsd:complexType name="CoalProductType">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A scheme identifying the types of coal for a physically settled coal trade.
</xsd:documentation>
</xsd:annotation>
<xsd:simpleContent>
<xsd:extension base="Scheme">
<xsd:attribute default="http://www.fpml.org/coding-scheme/commodity-coal-product-type" name="commodityCoalProductTypeScheme" type="xsd:anyURI"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<!--View Generation: SKIPPED CoalQualityAdjustments - Documentation-->
<!--View Generation: SKIPPED CoalStandardQuality - Documentation-->
<!--View Generation: SKIPPED CoalStandardQualitySchedule - Documentation-->
<!--View Generation: SKIPPED CoalTransportationEquipment - Documentation-->
<xsd:complexType name="CommodityAmericanExercise">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type for defining exercise procedures associated with an American style exercise of a commodity option.
</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="Exercise">
<xsd:sequence>
<!--View Generation: SKIPPED exercisePeriod - Technical-->
<xsd:sequence>
<xsd:annotation>
<xsd:documentation xml:lang="en">Option Strip</xsd:documentation>
</xsd:annotation>
<xsd:element maxOccurs="unbounded" name="exercisePeriod" type="CommodityExercisePeriods">
<xsd:annotation>
<xsd:documentation xml:lang="en">Describes the American exercise periods.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="exerciseFrequency" type="Frequency">
<xsd:annotation>
<xsd:documentation xml:lang="en">The exercise frequency for the strip.</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
<!--View Generation: Skipped an empty choice.-->
<!--View Generation: SKIPPED expirationTime - Documentation-->
<!--View Generation: SKIPPED multipleExercise - Documentation-->
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="CommodityCalculationPeriodsSchedule">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A parametric representation of the Calculation Periods for on Asian option or a leg of a swap. In case the calculation frequency is of value T (term), the period is defined by the commoditySwap\effectiveDate and the commoditySwap\terminationDate.
</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="Frequency">
<xsd:sequence>
<xsd:element minOccurs="0" name="balanceOfFirstPeriod" type="xsd:boolean">
<xsd:annotation>
<xsd:documentation xml:lang="en">
If true, indicates that that the first Calculation Period should run from the Effective Date to the end of the calendar period in which the Effective Date falls, e.g. Jan 15 - Jan 31 if the calculation periods are one month long and Effective Date is Jan 15. If false, the first Calculation Period should run from the Effective Date for one whole period, e.g. Jan 15 to Feb 14 if the calculation periods are one month long and Effective Date is Jan 15.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="CommodityDeliveryPeriods">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The different options for specifying the Delivery Periods of a physical leg.
</xsd:documentation>
</xsd:annotation>
<xsd:choice>
<!--View Generation: SKIPPED periods - Documentation-->
<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>
<!--View Generation: SKIPPED - References-->
</xsd:choice>
<xsd:attribute name="id" type="xsd:ID"/>
</xsd:complexType>
<xsd:complexType name="CommodityDeliveryPoint">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A scheme identifying the types of the Delivery Point for a physically settled commodity trade.
</xsd:documentation>
</xsd:annotation>
<xsd:simpleContent>
<xsd:extension base="Scheme">
<xsd:attribute name="deliveryPointScheme" type="xsd:anyURI"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<xsd:complexType name="CommodityDeliveryRisk">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A scheme identifying how the parties to the trade aportion responsibility for the delivery of the commodity product (for example Free On Board, Cost, Insurance, Freight)
</xsd:documentation>
</xsd:annotation>
<xsd:simpleContent>
<xsd:extension base="Scheme">
<xsd:attribute default="http://www.fpml.org/coding-scheme/commodity-delivery-risk" name="deliveryRiskScheme" type="xsd:anyURI"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<xsd:complexType name="CommodityEuropeanExercise">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type for defining exercise procedures associated with a European style exercise of a commodity option.
</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="Exercise">
<xsd:sequence>
<!--View Generation: SKIPPED expirationDate - Technical-->
<xsd:sequence>
<xsd:annotation>
<xsd:documentation xml:lang="en">Option Strip</xsd:documentation>
</xsd:annotation>
<xsd:element maxOccurs="unbounded" name="expirationDate" type="AdjustableOrRelativeDate">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The last day within an exercise period for an American style option. For a European style option it is the only day within the exercise period. For an averaging option this is equivalent to the Termination Date.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="exerciseFrequency" type="Frequency">
<xsd:annotation>
<xsd:documentation xml:lang="en">The exercise frequency for the strip.</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
<!--View Generation: SKIPPED expirationTime - Documentation-->
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="CommodityExercise">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The parameters for defining how the commodity option can be exercised, how it is priced and how it is settled.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:choice>
<xsd:element name="americanExercise" type="CommodityAmericanExercise">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The parameters for defining the exercise period for an American style option together with the rules governing the quantity of the commodity that can be exercised on any given exercise date.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="europeanExercise" type="CommodityEuropeanExercise">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The parameters for defining the expiration date and time for a European or Asian style option. For an Asian style option the expiration date is equivalent to the termination date.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:choice>
<!--View Generation: SKIPPED automaticExercise - Documentation-->
<!--View Generation: SKIPPED writtenConfirmation - Documentation-->
<xsd:element minOccurs="0" name="settlementCurrency" type="IdentifiedCurrency">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The currency into which the Commodity Option Transaction will settle. If this is not the same as the currency in which the Commodity Reference Price is quoted, then an FX determination method should also be specified.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<!--View Generation: SKIPPED fx - NonStandardFeature-->
<!--View Generation: SKIPPED conversionFactor - Documentation-->
<!--View Generation: SKIPPED - NonStandardFeature-->
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="CommodityExercisePeriods">
<xsd:sequence>
<xsd:element name="commencementDate" type="AdjustableOrRelativeDate">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The first day of the exercise period for an American style option.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="expirationDate" type="AdjustableOrRelativeDate">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The last day within an exercise period for an American style option. For a European style option it is the only day within the exercise period.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:complexType>
<!--View Generation: SKIPPED CommodityExpireRelativeToEvent - NonStandardFeature-->
<!--View Generation: SKIPPED CommodityFixedPriceSchedule - NonStandardFeature-->
<xsd:complexType name="CommodityForward">
<xsd:annotation>
<xsd:documentation xml:lang="en">Commodity Forward</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="Product">
<xsd:sequence>
<xsd:element minOccurs="0" name="valueDate" type="AdjustableOrRelativeDate">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies the value date of the Commodity Forward Transaction. This is the day on which both the cash and the physical commodity settle.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:choice>
<xsd:element name="fixedLeg" type="NonPeriodicFixedPriceLeg">
<xsd:annotation>
<xsd:documentation xml:lang="en">The fixed leg of a Commodity Forward Transaction.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="averagePriceLeg" type="AveragePriceLeg">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The calculated floating price leg of a Commodity Forward Transaction.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:choice>
<xsd:element ref="commodityForwardLeg"/>
<!--View Generation: SKIPPED - Documentation-->
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType abstract="true" name="CommodityForwardLeg">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Abstract base class for all commodity forward legs
</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="Leg"/>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="CommodityFrequencyType">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Frequency Type for use in Pricing Date specifications.
</xsd:documentation>
</xsd:annotation>
<xsd:simpleContent>
<xsd:extension base="Scheme">
<xsd:attribute default="http://www.fpml.org/coding-scheme/commodity-frequency-type" name="commodityFrequencyTypeScheme" type="xsd:anyURI"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<!--View Generation: SKIPPED CommodityFx - NonStandardFeature-->
<!--View Generation: SKIPPED CommodityFxType - NonStandardFeature-->
<xsd:complexType name="CommodityHub">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type defining a hub or other reference for a physically settled commodity trade.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element minOccurs="0" name="hubCode" type="CommodityHubCode"/>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="CommodityHubCode">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A scheme identifying the code for a hub or other reference for a physically settled commodity trade.
</xsd:documentation>
</xsd:annotation>
<xsd:simpleContent>
<xsd:extension base="Scheme">
<xsd:attribute name="hubCodeScheme" type="xsd:anyURI" use="required"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<!--View Generation: SKIPPED CommodityMarketDisruption - Documentation-->
<!--View Generation: SKIPPED CommodityMetalBrand - Documentation-->
<!--View Generation: SKIPPED CommodityMetalBrandManager - Documentation-->
<!--View Generation: SKIPPED CommodityMetalBrandName - Documentation-->
<xsd:complexType name="CommodityMetalGrade">
<xsd:simpleContent>
<xsd:extension base="Scheme">
<xsd:attribute name="commodityMetalGradeScheme" type="xsd:anyURI"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<!--View Generation: SKIPPED CommodityMetalProducer - Documentation-->
<xsd:complexType name="CommodityMetalShape">
<xsd:simpleContent>
<xsd:extension base="Scheme">
<xsd:attribute default="http://www.fpml.org/coding-scheme/commodity-metal-shape" name="commodityMetalShapeScheme" type="xsd:anyURI"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<xsd:complexType name="CommodityMultipleExercise">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type for defining the multiple exercise provisions of an American style commodity option.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element minOccurs="0" name="integralMultipleQuantity" type="CommodityNotionalQuantity">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The integral multiple quantity defines a lower limit of the Notional Quantity that can be exercised and also defines a unit multiple of the Notional Quantity that can be exercised, i.e. only integer multiples of this Notional Quantity can be exercised.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="minimumNotionalQuantity" type="CommodityNotionalQuantity">
<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:complexType name="CommodityNotionalQuantity">
<xsd:annotation>
<xsd:documentation xml:lang="en">Commodity Notional.</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element name="quantityUnit" type="QuantityUnit">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Quantity Unit is the unit of measure applicable for the quantity on the Transaction.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<!--View Generation: SKIPPED quantityFrequency - Other-represented by total quantity-->
<!--View Generation: SKIPPED quantity - Other-represented by total quantity-->
</xsd:sequence>
<xsd:attribute name="id" type="xsd:ID"/>
</xsd:complexType>
<!--View Generation: SKIPPED CommodityNotionalQuantitySchedule - Other-represented elsewhere-->
<xsd:complexType name="CommodityOption">
<xsd:annotation>
<xsd:documentation xml:lang="en">Commodity Option.</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="Product">
<xsd:sequence>
<!--View Generation: SKIPPED - PartySpecific-->
<xsd:element name="optionType" type="PutCallEnum">
<xsd:annotation>
<xsd:documentation xml:lang="en">The type of option transaction.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:choice>
<xsd:annotation>
<xsd:documentation xml:lang="en">
Items specific to financially-settled commodity options.
</xsd:documentation>
</xsd:annotation>
</xsd:group>
<xsd:annotation>
<xsd:documentation xml:lang="en">
Items specific to physically-settled commodity options.
</xsd:documentation>
</xsd:annotation>
</xsd:group>
<xsd:annotation>
<xsd:documentation xml:lang="en">
Described Weather Index Option component. Weather Index Option transactions are OTC derivative transactions which settle financially based on an index calculated from observations of temperature and precipitation at weather stations throughout the world. Sub-Annex C of the 2005 ISDA Commodity Definitions provides definitions and terms for a number of types of weather indices. These indices include: HDD (heating degree days), CDD (cooling degree days), CPD (critical precipitation days). Weather Index Option Transactions results in a cash flow to the buyer depending on the relationship between the Settlement Level to the Weather Index Strike Level.
</xsd:documentation>
</xsd:annotation>
</xsd:group>
</xsd:choice>
<xsd:element maxOccurs="unbounded" name="premium" type="CommodityPremium">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The option premium payable by the buyer to the seller.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<!--View Generation: SKIPPED - Documentation-->
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="CommodityPayRelativeToEvent">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A scheme identifying the physical event relative to which payment occurs.
</xsd:documentation>
</xsd:annotation>
<xsd:simpleContent>
<xsd:extension base="Scheme">
<xsd:attribute default="http://www.fpml.org/coding-scheme/commodity-pay-relative-to-event" name="commodityPayRelativeToEventScheme" type="xsd:anyURI"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<xsd:complexType name="CommodityPhysicalAmericanExercise">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The parameters for defining the expiration date(s) and time(s) for an American style option.
</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="Exercise">
<xsd:sequence>
<!--View Generation: Removed a degenerate choice.-->
<xsd:sequence>
<xsd:element name="commencementDates" type="AdjustableOrRelativeDates">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The first day(s) of the exercise period(s) for an American-style option.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="expirationDates" type="AdjustableOrRelativeDates">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The Expiration Date(s) of an American-style option.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
<!--View Generation: SKIPPED latestExerciseTime - Documentation-->
<!--View Generation: SKIPPED expirationTime - Documentation-->
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="CommodityPhysicalEuropeanExercise">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The parameters for defining the expiration date(s) and time(s) for a European style option.
</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="Exercise">
<xsd:sequence>
<!--View Generation: Removed a degenerate choice.-->
<xsd:element name="expirationDate" type="AdjustableOrRelativeDate">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The Expiration Date of a single expiry European-style option or the first Expiration Date of a multiple expiry or daily expiring option.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<!--View Generation: SKIPPED expirationTime - Documentation-->
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="CommodityPhysicalExercise">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The parameters for defining how the physically-settled commodity option can be exercised and how it is settled.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:choice>
<xsd: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>
<!--View Generation: SKIPPED automaticExercise - NonStandardFeature-->
<!--View Generation: SKIPPED writtenConfirmation - NonStandardFeature-->
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="CommodityPhysicalQuantity">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type defining the physical quantity of the commodity to be delivered.
</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="CommodityPhysicalQuantityBase">
<xsd:sequence>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType abstract="true" name="CommodityPhysicalQuantityBase">
<xsd:annotation>
<xsd:documentation xml:lang="en">
An abstract base class for physical quantity types.
</xsd:documentation>
</xsd:annotation>
<xsd:attribute name="id" type="xsd:ID"/>
</xsd:complexType>
<!--View Generation: SKIPPED CommodityPhysicalQuantitySchedule - Unsupported-->
<xsd:complexType name="CommodityPipeline">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The pipeline through which the physical commodity will be delivered.
</xsd:documentation>
</xsd:annotation>
<xsd:simpleContent>
<xsd:extension base="Scheme">
<xsd:attribute name="pipelineScheme" type="xsd:anyURI"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<xsd:complexType name="CommodityPipelineCycle">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The pipeline cycle during which the physical commodity will be delivered.
</xsd:documentation>
</xsd:annotation>
<xsd:simpleContent>
<xsd:extension base="Scheme">
<xsd:attribute name="pipelineCycleScheme" type="xsd:anyURI" use="required"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<xsd:complexType name="CommodityPremium">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The commodity option premium payable by the buyer to the seller.
</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="NonNegativePayment">
<xsd:sequence>
<xsd:element minOccurs="0" name="premiumPerUnit" type="NonNegativeMoney">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The currency amount of premium to be paid per Unit of the Total Notional Quantity.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="CommodityPricingDates">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The dates on which prices are observed for the underlyer.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<!--View Generation: SKIPPED - Documentation-->
<!--View Generation: Removed a degenerate choice.-->
<xsd:sequence>
<!--View Generation: SKIPPED lag - Standardized-->
<!--View Generation: Removed a degenerate choice.-->
<xsd:sequence>
<xsd:group ref="PricingDays.model"/>
<!--View Generation: SKIPPED businessCalendar - DateAdjustments-->
<xsd:element minOccurs="0" name="calendarSource" type="CalendarSourceEnum">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Used in conjunction with an exchange based pricing source. Identifies a date source calendar from which the pricing dates and thus roll to the next contract will be based off (e.g. pricing is based on the NYMEX WTI First Nearby Futures Contract, if &#8220;Future&#8221; is chosen, the pricing will roll to the next futures contract on expiration, if &#8220;ListedOption&#8221; is chosen, the pricing will roll to the next futures contract on the Option expiration date which is three business days before the expiration of the NYMEX WTI futures contract.) Omitting this element will result in the default behavior expected with the pricing source described within the commodity element.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:sequence>
</xsd:sequence>
<xsd:attribute name="id" type="xsd:ID"/>
</xsd:complexType>
<xsd:complexType name="CommodityProductGrade">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A scheme identifying the grade of physical commodity product to be delivered.
</xsd:documentation>
</xsd:annotation>
<xsd:simpleContent>
<xsd:extension base="Scheme">
<xsd:attribute default="http://www.fpml.org/coding-scheme/commodity-oil-product-grade" name="productGradeScheme" type="xsd:anyURI"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<xsd:complexType name="CommodityQuantityFrequency">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type for defining the frequency at which the Notional Quantity is deemed to apply for purposes of calculating the Total Notional Quantity.
</xsd:documentation>
</xsd:annotation>
<xsd:simpleContent>
<xsd:extension base="Scheme">
<xsd:attribute default="http://www.fpml.org/coding-scheme/commodity-quantity-frequency" name="quantityFrequencyScheme" type="xsd:anyURI"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<!--View Generation: SKIPPED CommodityRelativeExpirationDates - NonStandardFeature-->
<!--View Generation: SKIPPED CommodityRelativePaymentDates - References-->
<!--View Generation: SKIPPED CommoditySettlementPeriodsNotionalQuantity - Unsupported-->
<!--View Generation: SKIPPED CommoditySettlementPeriodsNotionalQuantitySchedule - Unsupported-->
<!--View Generation: SKIPPED CommoditySettlementPeriodsPriceSchedule - Unsupported-->
<xsd:complexType name="CommoditySpread">
<xsd:complexContent>
<xsd:extension base="Money">
<xsd:sequence>
<xsd:element minOccurs="0" name="spreadConversionFactor" type="xsd:decimal">
<xsd:annotation>
<xsd:documentation xml:lang="en">
spreadConversionFactor should be used when the unit of measure of the Commodity Reference Price and the unit of measure in which the spread is quoted are different. The value of spreadConversionFactor is the number of units of measure in which the spread is quoted per unit of measure of the Commodity Reference Price.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="spreadUnit" type="QuantityUnit">
<xsd:annotation>
<xsd:documentation xml:lang="en">
spreadUnit should be used when the unit of measure of the Commodity Reference Price and the unit of measure in which the spread is quoted are different. The value of spreadUnit is the unit of measure in which the spread is quoted.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<!--View Generation: SKIPPED CommoditySpreadSchedule - NonStandardFeature-->
<!--View Generation: SKIPPED CommodityStrikeSchedule - Other-represented elsewhere-->
<xsd:complexType name="CommoditySwap">
<xsd:annotation>
<xsd:documentation xml:lang="en">Commodity Swap.</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="Product">
<xsd:sequence>
<xsd:group ref="CommoditySwapDetails.model"/>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType abstract="true" name="CommoditySwapLeg">
<xsd:annotation>
<xsd:documentation xml:lang="en">Abstract base class for all commodity swap legs</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="Leg"/>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="CommoditySwaption">
<xsd:annotation>
<xsd:documentation xml:lang="en">Commodity Swaption.</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="Product">
<xsd:sequence>
<!--View Generation: SKIPPED - PartySpecific-->
<xsd:element name="optionType" type="PutCallEnum">
<xsd:annotation>
<xsd:documentation xml:lang="en">The type of option transaction.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="commoditySwap" type="CommoditySwaptionUnderlying">
<xsd:annotation>
<xsd:documentation xml:lang="en">The underlying commodity swap definiton.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="physicalExercise" type="CommodityPhysicalExercise">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The parameters for defining how the commodity option can be exercised into a physical transaction.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="premium" type="CommodityPremium">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The option premium payable by the buyer to the seller.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<!--View Generation: SKIPPED - Documentation-->
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="CommoditySwaptionUnderlying">
<xsd:sequence>
<xsd:group ref="CommoditySwapDetails.model"/>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="DataProvider">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specify as applicable. Parties may wish to refer to the state meteorological authority in a particular location or to an exchange or other third party data provider. Parties may find the definitions in the Commodity Definitions useful as a means of identifying potential Data Providers.
</xsd:documentation>
</xsd:annotation>
<xsd:simpleContent>
<xsd:extension base="Scheme">
<xsd:attribute default="http://www.fpml.org/coding-scheme/weather-data-provider" name="weatherDataProviderScheme" type="xsd:anyURI"/>
<xsd:attribute name="id" type="xsd:ID"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<xsd:complexType name="DisruptionFallback">
<xsd:annotation>
<xsd:documentation xml:lang="en">A Disruption Fallback.</xsd:documentation>
</xsd:annotation>
<xsd:simpleContent>
<xsd:extension base="Scheme">
<xsd:attribute default="http://www.fpml.org/coding-scheme/commodity-market-disruption-fallback" name="commodityMarketDisruptionFallbackScheme" type="xsd:anyURI"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<xsd:complexType name="EEPParameters">
<xsd:annotation>
<xsd:documentation xml:lang="en">Excess Emission Penalty related parameters.</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element minOccurs="0" name="eEPApplicable" type="xsd:boolean">
<xsd:annotation>
<xsd:documentation xml:lang="en">
If Excess Emission Penalty is specified to be applicable in the Confirmation then the Excess Emission Penalty will be determined in the manner specified in the Confirmation (see other EEP paramters)
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="riskPeriod" type="EEPRiskPeriod">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Used to determine how provisions in Part [7] Page 7 (B) Failure to Deliver Not Remedied are to be applied.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="equivalentApplicable" type="xsd:boolean">
<xsd:annotation>
<xsd:documentation xml:lang="en">
When "true" the EEP Equivalent is applicable. See Part [7] definition of EEP Equivalent.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="penaltyApplicable" type="xsd:boolean">
<xsd:annotation>
<xsd:documentation xml:lang="en">
When "true" the Excess Emissions Penalty is applicable. See Part [7] definition of Excess Emissions Penalty.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="EEPRiskPeriod">
<xsd:annotation>
<xsd:documentation xml:lang="en">TBD.</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element minOccurs="0" name="startDate" type="xsd:date"/>
<xsd:element minOccurs="0" name="endDate" type="xsd:date"/>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="ElectricityDelivery">
<xsd:annotation>
<xsd:documentation xml:lang="en">The physical delivery conditions for electricity.</xsd:documentation>
</xsd:annotation>
<xsd:choice>
<xsd:sequence>
<xsd:element name="deliveryPoint" type="ElectricityDeliveryPoint">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The point at which delivery of the electricity will occur.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="deliveryType" type="ElectricityDeliveryType">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Indicates the under what conditions the Parties' delivery obligations apply.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<!--View Generation: SKIPPED transmissionContingency - Documentation-->
<xsd:element minOccurs="0" name="interconnectionPoint" type="InterconnectionPoint">
<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:element name="deliveryZone" type="CommodityDeliveryPoint">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The zone covering potential delivery points for the electricity.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<!--View Generation: SKIPPED electingPartyReference - Documentation-->
</xsd:sequence>
</xsd:choice>
</xsd:complexType>
<xsd:complexType name="ElectricityDeliveryFirm">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The physical delivery obligation options specific to a firm transaction.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element name="forceMajeure" type="xsd:boolean">
<xsd:annotation>
<xsd:documentation xml:lang="en">
If true, indicates that the buyer and seller should be excused of their delivery obligations when such performance is prevented by Force Majeure. For EEI transactions, this would indicate "Firm (LD)" If false, indicates that the buyer and seller should not be excused of their delivery obligations when such performance is prevented by Force Majeure. For EEI transactions, this would indicate "Firm (No Force Majeure)"
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:complexType>
<!--View Generation: SKIPPED ElectricityDeliveryPeriods - Documentation-->
<xsd:complexType name="ElectricityDeliveryPoint">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A scheme identifying the types of the Delivery Point for a physically settled electricity trade.
</xsd:documentation>
</xsd:annotation>
<xsd:simpleContent>
<xsd:extension base="Scheme">
<xsd:attribute name="deliveryPointScheme" type="xsd:anyURI"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<xsd:complexType name="ElectricityDeliverySystemFirm">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The physical delivery obligation options specific to a system firm transaction.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element name="applicable" type="xsd:boolean">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Indicates that the trade is for a System Firm product. Should always be set to "true".
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<!--View Generation: SKIPPED system - Documentation-->
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="ElectricityDeliveryType">
<xsd:choice>
<xsd:element name="firm" type="ElectricityDeliveryFirm">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Indicates under what condtitions the Parties' delivery obligations apply.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="nonFirm" type="xsd:boolean">
<xsd:annotation>
<xsd:documentation xml:lang="en">
If present and set to true, indicates that delivery or receipt of the electricity may be interrupted for any reason or for no reason, without liability on the part of either Party. This element should never have a value of false.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="systemFirm" type="ElectricityDeliverySystemFirm">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Indicates that the electricity is intended to be supplied from the owned or controlled generation or pre-existing purchased power assets of the system specified.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="unitFirm" type="ElectricityDeliveryUnitFirm">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Indicates that the electricity is intended to be supplied from a generation asset which can optionally be specified.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:choice>
</xsd:complexType>
<xsd:complexType name="ElectricityDeliveryUnitFirm">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The physical delivery obligation options specific to a unit firm transaction.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element name="applicable" type="xsd:boolean">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Indicates that the trade is for a Unit Firm product. Should always be set to "true".
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<!--View Generation: SKIPPED generationAsset - Documentation-->
</xsd:sequence>
</xsd:complexType>
<!--View Generation: SKIPPED ElectricityPhysicalDeliveryQuantity - Other-quantity is represented by total quantity-->
<!--View Generation: SKIPPED ElectricityPhysicalDeliveryQuantitySchedule - Other-quantity is represented by total quantity-->
<xsd:complexType name="ElectricityPhysicalLeg">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Physically settled leg of a physically settled electricity transaction.
</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="PhysicalSwapLeg">
<xsd:sequence>
<!--View Generation: SKIPPED deliveryPeriods - Documentation-->
<!--View Generation: SKIPPED settlementPeriods - Documentaion-->
<!--View Generation: SKIPPED settlementPeriodsSchedule - References-->
<xsd:element name="loadType" type="LoadTypeEnum">
<xsd:annotation>
<xsd:documentation xml:lang="en">
LoadType is a summary of the full description of the settlement periods with respect to the region. Used for describing Electricity delivery schedules (e.g. Base, Peak, Off-Peak, Custom).
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="electricity" type="ElectricityProduct">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The specification of the electricity to be delivered.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="deliveryConditions" type="ElectricityDelivery">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The physical delivery conditions for the transaction.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="deliveryQuantity" type="ElectricityPhysicalQuantity">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The different options for specifying the quantity.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="ElectricityPhysicalQuantity">
<xsd:annotation>
<xsd:documentation xml:lang="en">The quantity of gas to be delivered.</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="CommodityPhysicalQuantityBase">
<xsd:sequence>
<!--View Generation: Skipped an empty choice.-->
<xsd:element name="totalPhysicalQuantity" type="UnitQuantity">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The Total Quantity of the commodity to be delivered.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="ElectricityProduct">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The specification of the electricity to be delivered.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element name="type" type="ElectricityProductTypeEnum">
<xsd:annotation>
<xsd:documentation xml:lang="en">The type of electricity product to be delivered.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<!--View Generation: SKIPPED voltage - NonStandardFeature-->
</xsd:sequence>
</xsd:complexType>
<!--View Generation: SKIPPED ElectricityTransmissionContingency - Documentation-->
<!--View Generation: SKIPPED ElectricityTransmissionContingencyType - Documentation-->
<xsd:complexType name="EnvironmentalPhysicalLeg">
<xsd:complexContent>
<xsd:extension base="PhysicalSwapLeg">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Physically settled leg of a physically settled emissions allowance transaction.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element name="numberOfAllowances" type="UnitQuantity">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The number of allowances, certificates or credit to be transaction in the transaction.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="environmental" type="EnvironmentalProduct">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The specification of the type of allowance or credit.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="abandonmentOfScheme" type="EnvironmentalAbandonmentOfSchemeEnum">
<xsd:annotation>
<xsd:documentation xml:lang="en">
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>
<!--View Generation: SKIPPED deliveryDate - Standardized-->
<!--View Generation: Skipped an empty sequence.-->
<!--View Generation: SKIPPED failureToDeliverApplicable - Standardized-->
<!--View Generation: SKIPPED eEPParameters - Standardized-->
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="EnvironmentalProduct">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type defining the characteristics of the environmental product being traded in a physically settled environmental transaction.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element name="productType" type="EnvironmentalProductTypeEnum">
<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>
<!--View Generation: SKIPPED compliancePeriod - Standardized-->
<xsd:element maxOccurs="unbounded" minOccurs="0" name="vintage" type="xsd:gYear">
<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:element minOccurs="0" name="applicableLaw" type="EnvironmentalProductApplicableLaw">
<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:element minOccurs="0" name="trackingSystem" type="EnvironmentalTrackingSystem">
<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:complexType name="EnvironmentalProductApplicableLaw">
<xsd:annotation>
<xsd:documentation xml:lang="en">TBD.</xsd:documentation>
</xsd:annotation>
<xsd:simpleContent>
<xsd:extension base="Scheme">
<xsd:attribute default="http://www.fpml.org/coding-scheme/governing-law" name="environmentalProductApplicableLawScheme" type="xsd:anyURI"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<xsd:complexType name="EnvironmentalProductComplaincePeriod">
<xsd:sequence>
<xsd:element minOccurs="0" name="startYear" type="xsd:gYear">
<xsd:annotation>
<xsd:documentation xml:lang="en">The first year of the Compliance Period.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="endYear" type="xsd:gYear">
<xsd:annotation>
<xsd:documentation xml:lang="en">The last year of the Commpliance Period.</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="EnvironmentalTrackingSystem">
<xsd:annotation>
<xsd:documentation xml:lang="en">
For US Emissions Allowance Transactions. A system where all electronic certificates are stored and emissions are tracked.
</xsd:documentation>
</xsd:annotation>
<xsd:simpleContent>
<xsd:extension base="Scheme">
<xsd:attribute default="http://www.fpml.org/coding-scheme/commodity-environmental-tracking-system" name="commodityEnvironmentalTrackingSystemScheme" type="xsd:anyURI"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<xsd:complexType abstract="true" name="FinancialSwapLeg">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The common components of a financially settled leg of a Commodity Swap. This is an abstract type and should be extended by commodity-specific types.
</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="CommoditySwapLeg">
<!--View Generation: Skipped an empty sequence.-->
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="FixedPrice">
<xsd:annotation>
<xsd:documentation xml:lang="en">A type defining the Fixed Price.</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element name="price" type="xsd:decimal">
<xsd:annotation>
<xsd:documentation xml:lang="en">The Fixed Price.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:group ref="Price.model"/>
</xsd:sequence>
<xsd:attribute name="id" type="xsd:ID"/>
</xsd:complexType>
<xsd:complexType name="FixedPriceLeg">
<xsd:annotation>
<xsd:documentation xml:lang="en">Fixed Price Leg of a Commodity Swap.</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="FinancialSwapLeg">
<xsd:sequence>
<xsd:group minOccurs="0" ref="CommodityCalculationPeriods.model"/>
<xsd:group ref="CommodityFixedPrice.model"/>
<!--View Generation: SKIPPED - Documentation-->
<xsd:group minOccurs="0" ref="CommodityFreightFlatRate.model"/>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="FloatingLegCalculation">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type to capture details relevant to the calculation of the floating price.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element minOccurs="0" name="pricingDates" type="CommodityPricingDates">
<xsd:annotation>
<xsd:documentation xml:lang="en">Commodity Pricing Dates.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="averagingMethod" type="AveragingMethodEnum">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The parties may specify a Method of Averaging where more than one pricing Dates is being specified as being applicable.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<!--View Generation: SKIPPED conversionFactor - Documentation-->
<!--View Generation: SKIPPED rounding - Documentation-->
<xsd:choice minOccurs="0">
<xsd:element name="spread" type="CommoditySpread">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The spread over or under the Commodity Reference Price for this leg of the trade.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<!--View Generation: SKIPPED spreadSchedule - NonStandardFeature-->
<xsd:element name="spreadPercentage" type="xsd:decimal">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The spread percentage over or under the Commodity Reference Price for this leg of the trade.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:choice>
<!--View Generation: SKIPPED fx - NonStandardFeature-->
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="FloatingPriceLeg">
<xsd:annotation>
<xsd:documentation xml:lang="en">Floating Price Leg of a Commodity Swap.</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="FinancialSwapLeg">
<xsd:sequence>
<xsd:group minOccurs="0" ref="CommodityCalculationPeriods.model"/>
<xsd:element name="commodity" type="Commodity">
<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:element minOccurs="0" name="calculation" type="FloatingLegCalculation">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Defines details relevant to the calculation of the floating price.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<!--View Generation: SKIPPED - Documentation-->
<!--View Generation: SKIPPED - Documentation-->
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="FloatingStrikePrice">
<xsd:complexContent>
<xsd:extension base="FloatingLegCalculation">
<xsd:sequence>
<xsd:element ref="commodity"/>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="GasDelivery">
<xsd:annotation>
<xsd:documentation xml:lang="en">The specification of the gas to be delivered.</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element name="deliveryType" type="DeliveryTypeEnum">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Indicates whether the buyer and seller are contractually obliged to consume and supply the specified quantities of the commodity.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="interconnectionPoint" type="InterconnectionPoint">
<xsd:annotation>
<xsd:documentation>
Identification of the border(s) or border point(s) of a transportation contract.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:sequence minOccurs="0">
<xsd:element minOccurs="0" name="buyerHub" type="CommodityHub">
<xsd:annotation>
<xsd:documentation xml:lang="en">The hub code of the gas buyer.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="sellerHub" type="CommodityHub">
<xsd:annotation>
<xsd:documentation xml:lang="en">The hub code of the has seller.</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="GasDeliveryPeriods">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The different options for specifying the Delivery Periods for a physically settled gas trade.
</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="CommodityDeliveryPeriods">
<xsd:sequence>
<xsd:element name="supplyStartTime" type="PrevailingTime">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The time at which gas delivery should start on each day of the Delivery Period(s).
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="supplyEndTime" type="PrevailingTime">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The time at which gas delivery should end on each day of the Delivery Period(s).
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="GasDeliveryPoint">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A scheme identifying the types of the Delivery Point for a physically settled gas trade.
</xsd:documentation>
</xsd:annotation>
<xsd:simpleContent>
<xsd:extension base="Scheme">
<xsd:attribute name="deliveryPointScheme" type="xsd:anyURI"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<xsd:complexType name="GasPhysicalLeg">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Physically settled leg of a physically settled gas transaction.
</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="PhysicalSwapLeg">
<xsd:sequence>
<!--View Generation: SKIPPED deliveryPeriods - NonStandardFeature-->
<xsd:element name="gas" type="GasProduct">
<xsd:annotation>
<xsd:documentation xml:lang="en">The specification of the gas to be delivered.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="deliveryConditions" type="GasDelivery">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The physical delivery conditions for the transaction.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="deliveryQuantity" type="GasPhysicalQuantity">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The different options for specifying the quantity. For Fixed trades where the quantity is known at the time of confirmation, a single quantity or a quantity per Delivery Period may be specified. For Variable trades minimum and maximum trades may be specified.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="GasPhysicalQuantity">
<xsd:annotation>
<xsd:documentation xml:lang="en">The quantity of gas to be delivered.</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="CommodityPhysicalQuantityBase">
<!--View Generation: Removed a degenerate choice.-->
<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:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="GasProduct">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type defining the characteristics of the gas being traded in a physically settled gas transaction.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element name="type" type="GasProductTypeEnum">
<xsd:annotation>
<xsd:documentation xml:lang="en">The type of gas to be delivered.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<!--View Generation: Skipped an empty choice.-->
</xsd:sequence>
</xsd:complexType>
<!--View Generation: SKIPPED GasQuality - Documentation-->
<xsd:complexType name="InterconnectionPoint">
<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:extension base="Scheme">
<xsd:attribute default="http://www.fpml.org/ext/eic-codes" name="InterconnectionPointScheme" type="xsd:anyURI"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<!--View Generation: SKIPPED Lag - Standardized-->
<!--View Generation: SKIPPED LagReference - Reference-->
<!--View Generation: SKIPPED MarketDisruptionEvent - Documentation-->
<xsd:complexType name="Material">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A scheme identifying the types of metal product for a physically settled metal trade.
</xsd:documentation>
</xsd:annotation>
<xsd:simpleContent>
<xsd:extension base="Scheme">
<xsd:attribute default="http://fpml.org/coding-scheme/commodity-metal-product-type" name="commodityMetalProductTypeScheme" type="xsd:anyURI"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<xsd:complexType name="Metal">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type defining the characteristics of the metal product being traded in a physically settled metal transaction.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element name="material" type="Material"/>
<!--View Generation: Skipped an empty sequence.-->
<!--View Generation: Skipped an empty sequence.-->
<xsd:sequence>
<xsd:element maxOccurs="unbounded" name="grade" type="CommodityMetalGrade">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The grade(s) of material which can be delivered in seller's option.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="MetalDelivery">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The physical delivery conditions for the transaction.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element name="deliveryLocation" type="CommodityDeliveryPoint"/>
<xsd:element minOccurs="0" name="risk" type="CommodityDeliveryRisk">
<xsd:annotation>
<xsd:documentation xml:lang="en">
"Risk of loss" may also be used, equivalently, on confirmation documents.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<!--View Generation: SKIPPED totalQuantityTolerance - Standardized-->
<!--View Generation: SKIPPED periodQuantityTolerance - Standardized-->
<!--View Generation: SKIPPED title - Standardized-->
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="MetalPhysicalLeg">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Physically settled leg of a physically settled Metal transaction.
</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="PhysicalForwardLeg">
<xsd:sequence>
<xsd:element name="metal" type="Metal">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The specification of the Metal Product to be delivered.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<!--View Generation: SKIPPED deliveryPeriods - Documentation-->
<xsd:element minOccurs="0" name="deliveryConditions" type="MetalDelivery"/>
<!--View Generation: SKIPPED conversionFactor - Documentation-->
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="NonPeriodicFixedPriceLeg">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The details of a fixed payment. Can be used for a forward transaction or as the base for a more complex fixed leg component such as the fixed leg of a swap.
</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="CommoditySwapLeg">
<xsd:sequence>
<!--View Generation: SKIPPED - PartySpecific-->
<xsd:element name="fixedPrice" type="FixedPrice">
<xsd:annotation>
<xsd:documentation xml:lang="en">Fixed price on which fixed payments are based.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="totalPrice" type="NonNegativeMoney">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The total amount of the fixed payment for all units of the underlying commodity.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<!--View Generation: SKIPPED quantityReference - Other-represented elsewhere-->
<!--View Generation: SKIPPED - Documentation-->
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="OilDelivery">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The physical delivery conditions for an oil product.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:choice>
<xsd:element name="pipeline" type="OilPipelineDelivery">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specified the delivery conditions where the oil product is to be delivered by pipeline.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="transfer" type="OilTransferDelivery">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specified the delivery conditions where the oil product is to be delivered by title transfer.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:choice>
<!--View Generation: SKIPPED importerOfRecord - Documentation-->
<!--View Generation: Skipped an empty choice.-->
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="OilPhysicalLeg">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Physically settled leg of a physically settled oil product transaction.
</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="PhysicalSwapLeg">
<xsd:sequence>
<!--View Generation: SKIPPED deliveryPeriods - Documentation-->
<xsd:element name="oil" type="OilProduct">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The specification of the oil product to be delivered.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="deliveryConditions" type="OilDelivery">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The physical delivery conditions for the transaction.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="deliveryQuantity" type="CommodityPhysicalQuantity">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The different options for specifying the quantity.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="OilPipelineDelivery">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The physical delivery conditions specific to an oil product delivered by pipeline.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element name="pipelineName" type="CommodityPipeline">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The name of pipeline by which the oil product will be delivered.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="withdrawalPoint" type="CommodityDeliveryPoint">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The location at which the transfer of the title to the commodity takes place.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="entryPoint" type="CommodityDeliveryPoint">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The point at which the oil product will enter the pipeline.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="deliverableByBarge" type="xsd:boolean">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Whether or not the delivery can go to barge. For trades documented under the ISDA Master Agreement and Oil Annex, this should always be set to 'false'.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="risk" type="CommodityDeliveryRisk">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies how the risk associated with the delivery is assigned. For trades documented under the ISDA Master Agreement and Oil Annex, this presence of this element indicates that the provisions of clause (b)(i) of the ISDA Oil Annex are being varied.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<!--View Generation: SKIPPED cycle - NonStandardFeature-->
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="OilProduct">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The specification of the oil product to be delivered.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element name="type" type="OilProductType">
<xsd:annotation>
<xsd:documentation xml:lang="en">The type of oil product to be delivered.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="grade" type="CommodityProductGrade">
<xsd:annotation>
<xsd:documentation xml:lang="en">The grade of oil product to be delivered.</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="OilProductType">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The type of physical commodity product to be delivered.
</xsd:documentation>
</xsd:annotation>
<xsd:simpleContent>
<xsd:extension base="Scheme">
<xsd:attribute default="http://www.fpml.org/coding-scheme/commodity-oil-product-type" name="commodityOilProductTypeScheme" type="xsd:anyURI"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<xsd:complexType name="OilTransferDelivery">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The physical delivery conditions specific to an oil product delivered by title transfer.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<!--View Generation: SKIPPED applicable - Documentaion-->
<xsd:element name="deliveryLocation" type="CommodityDeliveryPoint">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The location at which the transfer of the title to the commodity takes place.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:complexType>
<!--View Generation: SKIPPED PercentageTolerance - Documentation-->
<xsd:complexType abstract="true" name="PhysicalForwardLeg">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The common components of a physically settled leg of a Commodity Forward. This is an abstract type and should be extended by commodity-specific types.
</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="CommodityForwardLeg">
<!--View Generation: Skipped an empty sequence.-->
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType abstract="true" name="PhysicalSwapLeg">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The common components of a physically settled leg of a Commodity Swap. This is an abstract type and should be extended by commodity-specific types.
</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="CommoditySwapLeg">
<!--View Generation: Skipped an empty sequence.-->
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<!--View Generation: SKIPPED QuantityReference - Reference-->
<xsd:complexType name="ReferenceLevel">
<xsd:sequence>
<xsd:element name="amount" type="xsd:decimal"/>
<xsd:element name="referenceLevelUnit" type="ReferenceLevelUnit"/>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="ReferenceLevelUnit">
<xsd:annotation>
<xsd:documentation xml:lang="en">
CPD Reference Level: millimeters or inches of daily precipitation HDD Reference Level: degree-days CDD Reference Level: degree-days.
</xsd:documentation>
</xsd:annotation>
<xsd:simpleContent>
<xsd:extension base="Scheme">
<xsd:attribute default="http://www.fpml.org/coding-scheme/weather-index-reference-level" name="weatherIndexReferenceLevelScheme" type="xsd:anyURI"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<xsd:complexType name="SequencedDisruptionFallback">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A Disruption Fallback with the sequence in which it should be applied relative to other Disruption Fallbacks.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element minOccurs="0" name="fallback" type="DisruptionFallback">
<xsd:annotation>
<xsd:documentation xml:lang="en">Disruption fallback that applies to the trade.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="sequence" type="xsd:positiveInteger">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Sequence in which the reference to the disruption fallback should be applied.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:complexType>
<!--View Generation: SKIPPED SettlementPeriods - Unsupported-->
<xsd:complexType name="SettlementPeriodsFixedPrice">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type defining the Fixed Price applicable to a range or ranges of Settlement Periods.
</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="FixedPrice">
<!--View Generation: Skipped an empty sequence.-->
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<!--View Generation: SKIPPED SettlementPeriodsReference - Unsupported-->
<!--View Generation: SKIPPED SettlementPeriodsSchedule - Unsupported-->
<!--View Generation: SKIPPED SettlementPeriodsStep - Unsupported-->
<xsd:complexType name="UnitQuantity">
<xsd:annotation>
<xsd:documentation xml:lang="en">A quantity and associated unit.</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element name="quantityUnit" type="QuantityUnit">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Quantity Unit is the unit of measure applicable for the quantity on the Transaction.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="quantity" type="NonNegativeDecimal">
<xsd:annotation>
<xsd:documentation xml:lang="en">Amount of commodity per quantity frequency.</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
<xsd:attribute name="id" type="xsd:ID"/>
</xsd:complexType>
<xsd:complexType name="WeatherCalculationPeriod">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The schedule of Calculation Period First Days and Lasts Days. If there is only one First Day - Last Day pair then the First is equal to the Effective Date and the Last Day is equal to the Termination Date.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element name="calculationPeriodFirstDay" type="IdentifiedDate"/>
<xsd:element name="calculationPeriodEndDay" type="IdentifiedDate"/>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="WeatherCalculationPeriods">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The schedule of Calculation Period First Days and Lasts Days. If there is only one First Day - Last Day pair then the First is equal to the Effective Date and the Last Day is equal to the Termination Date.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element maxOccurs="unbounded" name="calculationPeriod" type="WeatherCalculationPeriod"/>
</xsd:sequence>
<xsd:attribute name="id" type="xsd:ID"/>
</xsd:complexType>
<xsd:complexType name="WeatherIndex">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type defining the Weather Index Level or Weather Index Strike Level.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element name="quantity" type="xsd:decimal">
<xsd:annotation>
<xsd:documentation xml:lang="en">
This is the Reference Level. The CDD, HDD or HDD Reference Level is specified as the number of (amount of) Weather Index Units specified by the parties in the related Confirmation.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="unit" type="QuantityUnit">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Weather Index Unit derived from one of the following variable methods of determination: Cooling Degree Day (CDD), Heating Degree Day (HDD), Critical Precipitation Day (CPD) as defined in Section 11.15 of the 2005 ISDA Commodity Definitions and User Guide.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
<xsd:attribute name="id" type="xsd:ID"/>
</xsd:complexType>
<xsd:complexType name="WeatherIndexData">
<xsd:sequence>
<xsd:element name="referenceLevel" type="ReferenceLevel">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Reference level is the number of degree-days (in the case of HDD and CDD) or inches/millimeters (in the case of CPD) on which the differential is calculated. In the case of HDD it is the number of degree-days below this reference level. In the case of CDD it is the number of degree days above this reference level. In the case of CPD it is number of inches/millimeters above this reference level.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<!--View Generation: SKIPPED dataProvider - NonStandardFeature-->
<!--View Generation: SKIPPED finalEditedData - NonStandardFeature-->
<!--View Generation: SKIPPED weatherStation - NonStandardFeature-->
<!--View Generation: SKIPPED weatherStationFallback - NonStandardFeature-->
<!--View Generation: SKIPPED weatherStationSecondFallback - NonStandardFeature-->
<!--View Generation: SKIPPED alternativeDataProvider - NonStandardFeature-->
<!--View Generation: SKIPPED synopticDataFallback - NonStandardFeature-->
<!--View Generation: SKIPPED adjustmentToFallbackWeatherStation - NonStandardFeature-->
<!--View Generation: SKIPPED primaryDisruptionFallbacks - NonStandardFeature-->
<!--View Generation: SKIPPED secondaryDisruptionFallbacks - NonStandardFeature-->
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="WeatherLeg">
<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:extension base="FinancialSwapLeg">
<xsd:sequence>
<xsd:element name="weatherIndexLevel" type="WeatherIndex">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Defining the Weather Index Level or Weather Index Strike Level.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:group minOccurs="0" ref="WeatherCalculationPeriod.model"/>
<xsd:element name="weatherNotionalAmount" type="NonNegativeMoney">
<xsd:annotation>
<xsd:documentation xml:lang="en">Defines the price per weather index unit.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="calculation" type="WeatherLegCalculation">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Defines details relevant to the calculation of the aggregate weather index amount.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<!--View Generation: SKIPPED paymentDates - Standardized-->
<xsd:element minOccurs="0" name="weatherIndexData" type="WeatherIndexData"/>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="WeatherLegCalculation">
<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:element name="settlementLevel" type="WeatherSettlementLevelEnum">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The Settlement Level means either the cumulative number of Weather Index Units for each day in the 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:element minOccurs="0" name="referenceLevelEqualsZero" type="xsd:boolean"/>
<xsd:element minOccurs="0" name="calculationDate" type="Period"/>
<!--View Generation: SKIPPED businessDays - NonStandardFeature-->
<!--View Generation: SKIPPED dataCorrection - NonStandardFeature-->
<!--View Generation: SKIPPED correctionPeriod - NonStandardFeature-->
<xsd:element minOccurs="0" name="maximumPaymentAmount" type="NonNegativeMoney">
<xsd:annotation>
<xsd:documentation xml:lang="en">Cups on total payment amount.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="maximumTransactionPaymentAmount" type="NonNegativeMoney">
<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>
<!--View Generation: SKIPPED rounding - NonStandardFeature-->
</xsd:sequence>
</xsd:complexType>
<!--View Generation: SKIPPED WeatherStation - NonStandardFeature-->
<!--View Generation: SKIPPED WeatherStationAirport - NonStandardFeature-->
<!--View Generation: SKIPPED WeatherStationWBAN - NonStandardFeature-->
<!--View Generation: SKIPPED WeatherStationWMO - NonStandardFeature-->
<xsd:element name="bullionPhysicalLeg" substitutionGroup="commodityForwardLeg" type="BullionPhysicalLeg">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The physical leg of a Commodity Forward Transaction for which the underlyer is Bullion.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="coalPhysicalLeg" substitutionGroup="commoditySwapLeg" type="CoalPhysicalLeg">
<xsd:annotation>
<xsd:documentation xml:lang="en">Physically settled coal leg.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="commodityForward" substitutionGroup="product" type="CommodityForward">
<xsd:annotation>
<xsd:documentation xml:lang="en">Defines a commodity forward product.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element abstract="true" name="commodityForwardLeg" type="CommodityForwardLeg">
<xsd:annotation>
<xsd:documentation xml:lang="en">Defines the substitutable commodity forward leg.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="commodityOption" substitutionGroup="product" type="CommodityOption">
<xsd:annotation>
<xsd:documentation xml:lang="en">Defines a commodity option product.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="commoditySwap" substitutionGroup="product" type="CommoditySwap">
<xsd:annotation>
<xsd:documentation xml:lang="en">Defines a commodity swap product.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element abstract="true" name="commoditySwapLeg" type="CommoditySwapLeg">
<xsd:annotation>
<xsd:documentation xml:lang="en">Defines the substitutable commodity swap leg</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="commoditySwaption" substitutionGroup="product" type="CommoditySwaption">
<xsd:annotation>
<xsd:documentation xml:lang="en">Defines a commodity swaption product</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="electricityPhysicalLeg" substitutionGroup="commoditySwapLeg" type="ElectricityPhysicalLeg">
<xsd:annotation>
<xsd:documentation xml:lang="en">Physically settled electricity leg.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="environmentalPhysicalLeg" substitutionGroup="commoditySwapLeg" type="EnvironmentalPhysicalLeg">
<xsd:annotation>
<xsd:documentation xml:lang="en">Physically settled environmental leg.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="fixedLeg" substitutionGroup="commoditySwapLeg" type="FixedPriceLeg">
<xsd:annotation>
<xsd:documentation xml:lang="en">Fixed Price Leg.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="floatingLeg" substitutionGroup="commoditySwapLeg" type="FloatingPriceLeg">
<xsd:annotation>
<xsd:documentation xml:lang="en">Floating Price leg.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="gasPhysicalLeg" substitutionGroup="commoditySwapLeg" type="GasPhysicalLeg">
<xsd:annotation>
<xsd:documentation xml:lang="en">Physically settled natural gas leg.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="metalPhysicalLeg" substitutionGroup="commodityForwardLeg" type="MetalPhysicalLeg">
<xsd:annotation>
<xsd:documentation xml:lang="en">Physically settled metal products leg.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="oilPhysicalLeg" substitutionGroup="commoditySwapLeg" type="OilPhysicalLeg">
<xsd:annotation>
<xsd:documentation xml:lang="en">Physically settled oil or refined products leg.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:group name="CommodityAsian.model">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Model group containing features specific to asian/averaging commodity options.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<!--View Generation: Removed a degenerate choice.-->
<xsd:element minOccurs="0" name="calculationPeriodsSchedule" type="CommodityCalculationPeriodsSchedule">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A parametric representation of the Calculation Periods of the Commodity Option Transaction.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="pricingDates" type="CommodityPricingDates">
<xsd:annotation>
<xsd:documentation xml:lang="en">The dates on which the option will price.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="averagingMethod" type="AveragingMethodEnum">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The Method of Averaging if there is more than one Pricing Date.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:group>
<!--View Generation: SKIPPED CommodityDeliveryPeriodsPointer.model - Unsupported-->
<xsd:annotation>
<xsd:documentation xml:lang="en">
A Delivery Point, applicable to physically settled commodity transactions.
</xsd:documentation>
</xsd:annotation>
<xsd:choice>
<xsd:element name="deliveryPoint" type="GasDeliveryPoint">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The physical or virtual point at which the commodity will be delivered.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<!--View Generation: Skipped an empty 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>
<!--View Generation: SKIPPED calculationDates - Unsupported-->
<!--View Generation: SKIPPED calculationPeriods - Documentation-->
<xsd:element minOccurs="0" name="calculationPeriodsSchedule" type="CommodityCalculationPeriodsSchedule">
<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>
<!--View Generation: SKIPPED - Documentation-->
</xsd:choice>
</xsd:group>
<!--View Generation: SKIPPED CommodityCalculationPeriodsPointer.model - References-->
<!--View Generation: SKIPPED CommodityCoalComposition.model - Documentation-->
<!--View Generation: SKIPPED CommodityCoalProperties.model - Documentation-->
<!--View Generation: SKIPPED CommodityCoalReducingAtmosphere.model - Documentation-->
<!--View Generation: SKIPPED CommodityContent.model - Documentation-->
<xsd:annotation>
<xsd:documentation xml:lang="en">
Items specific to financially-settled commodity options.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element name="commodity" type="Commodity">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies the underlying 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:group minOccurs="0" ref="CommodityOptionFeatures.model">
<xsd:annotation>
<xsd:documentation xml:lang="en">Describes additional features within the option.</xsd:documentation>
</xsd:annotation>
</xsd:group>
<xsd:element name="exercise" type="CommodityExercise">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The parameters for defining how the commodity option can be exercised and how it is settled.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:choice minOccurs="0">
<xsd:group ref="CommodityStrikePrice.model">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The different options for specifying the Strike price per unit. This will consists of a single strike price of a strike price schedule.
</xsd:documentation>
</xsd:annotation>
</xsd:group>
</xsd:choice>
</xsd:sequence>
</xsd:group>
<xsd:annotation>
<xsd:documentation xml:lang="en">
The different options for specifying a fixed physical quantity of commodity to be delivered.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<!--View Generation: Skipped an empty choice.-->
<xsd:element name="totalPhysicalQuantity" type="UnitQuantity">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The Total Quantity of the commodity to be delivered.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:group>
<xsd:group name="CommodityFixedPrice.model">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The different options for specifying the Fixed Price.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<!--View Generation: Removed a degenerate choice.-->
<xsd:choice>
<xsd:element name="fixedPrice" type="FixedPrice">
<xsd:annotation>
<xsd:documentation xml:lang="en">Fixed price on which fixed payments are based.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="worldscaleRate" type="xsd:decimal">
<xsd:annotation>
<xsd:documentation xml:lang="en">
For a WET Voyager Charter Commodity Swap, the number of Worldscale Points for purposes of the calculation of a Fixed Amount.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="contractRate" type="NonNegativeMoney">
<xsd:annotation>
<xsd:documentation xml:lang="en">
For a DRY Voyage Charter or Time Charter Commodity Swap, the price per relevant unit for pruposes of the calculation of a Fixed Amount.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element maxOccurs="unbounded" name="settlementPeriodsPrice" type="SettlementPeriodsFixedPrice">
<xsd:annotation>
<xsd:documentation xml:lang="en">
For an electricity transaction, the fixed price for one or more groups of Settlement Periods on which fixed payments are based. If the fixed price differs for different groups of Settlement Periods, this element should be repeated.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:choice>
<xsd:element minOccurs="0" name="totalPrice" type="NonNegativeMoney">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The total amount of all fixed payments due during the term of the trade.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:group>
<xsd:annotation>
<xsd:documentation xml:lang="en">
The different options for specifying the average strike price per unit. These options are to specify a single average strike price per unit or to specify a schedule of average strike prices.
</xsd:documentation>
</xsd:annotation>
<xsd:choice>
<xsd:annotation>
<xsd:documentation xml:lang="en">The currency amount of the strike price per unit.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<!--View Generation: SKIPPED floatingStrikePricePerUnitSchedule - Other-represented elsewhere-->
</xsd:choice>
</xsd:group>
<xsd:annotation>
<xsd:documentation xml:lang="en">
The Flat Rate, applicable to Wet Voyager Charter Freight Swaps.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element name="flatRate" type="FlatRateEnum">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Whether the Flat Rate is the New Worldwide Tanker Nominal Freight Scale for the Freight Index Route taken at the Trade Date of the transaction or taken on each Pricing Date.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="flatRateAmount" type="NonNegativeMoney">
<xsd:annotation>
<xsd:documentation xml:lang="en">
If flatRate is set to "Fixed", the actual value of the Flat Rate.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:group>
<xsd:annotation>
<xsd:documentation xml:lang="en">
The different options for specifying the Payment Date.
</xsd:documentation>
</xsd:annotation>
<xsd:choice>
<xsd:annotation>
<xsd:documentation xml:lang="en">Dates on which payments will be made.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="masterAgreementPaymentDates" type="xsd:boolean">
<xsd:annotation>
<xsd:documentation xml:lang="en">
If present and true indicates that the Payment Date(s) are specified in the relevant master agreement.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:choice>
</xsd:group>
<xsd:annotation>
<xsd:documentation xml:lang="en">
The different options for specifying the Notional Quantity. A flat notional for the term of the 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>
<!--View Generation: Removed a degenerate choice.-->
<xsd:element name="notionalQuantity" type="CommodityNotionalQuantity">
<xsd:annotation>
<xsd:documentation xml:lang="en">The Notional Quantity.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="totalNotionalQuantity" type="xsd:decimal">
<xsd:annotation>
<xsd:documentation xml:lang="en">The Total Notional Quantity.</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
<!--View Generation: SKIPPED quantityReference - References-->
</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:element name="effectiveDate" type="AdjustableOrRelativeDate">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The effective date of the Commodity Option Transaction. Note that the Termination/Expiration Date should be specified in expirationDate within the CommodityAmericanExercise type or the CommodityEuropeanExercise type, as applicable.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="terminationDate" type="AdjustableOrRelativeDate">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies the termination date of the Commodity Option Transaction. In some confirmations this will be indicated as the second date in "Option Term" or "Term". Note: If provided, terminationDate should not be before specified expirationDate within the CommodityAmericanExercise type or the CommodityEuropeanExercise type.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:group minOccurs="0" ref="CommodityAsian.model"/>
</xsd:sequence>
</xsd:group>
<!--View Generation: SKIPPED CommodityPaymentDates.model - NonStandardFeature-->
<xsd:annotation>
<xsd:documentation xml:lang="en">
Items specific to financially-settled commodity options.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<!--View Generation: Removed a degenerate choice.-->
<xsd:element ref="commodityForward"/>
<xsd:element name="physicalExercise" type="CommodityPhysicalExercise">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The parameters for defining how the commodity option can be exercised into a physical transaction.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:group>
<xsd:group name="CommodityStrikePrice.model">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The different options for specifying the Strike price per unit.
</xsd:documentation>
</xsd:annotation>
<xsd:choice>
<xsd:element name="strikePricePerUnit" type="NonNegativeMoney">
<xsd:annotation>
<xsd:documentation xml:lang="en">The currency amount of the strike price per unit.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<!--View Generation: SKIPPED strikePricePerUnitSchedule - Other-represented elsewhere-->
</xsd:choice>
</xsd:group>
<xsd:group name="CommoditySwapDetails.model">
<xsd:sequence>
<xsd:element name="effectiveDate" type="AdjustableOrRelativeDate">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies the effective date of this leg of the swap. When defined in relation to a date specified somewhere else in the document (through the relativeDate component), this element will typically point to the effective date of the other leg of the swap.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="terminationDate" type="AdjustableOrRelativeDate">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies the termination date of this leg of the swap. When defined in relation to a date specified somewhere else in the document (through the relativeDate component), this element will typically point to the termination date of the other leg of the swap.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="settlementCurrency" type="IdentifiedCurrency">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The currency into which the Commodity Swap Transaction will settle. If this is not the same as the currency in which the Commodity Reference Price is quoted on a given floating leg of the Commodity Swap Transaction, then an FX rate should also be specified for that leg.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:choice>
<xsd:element maxOccurs="2" minOccurs="2" ref="commoditySwapLeg"/>
<xsd:element maxOccurs="2" minOccurs="2" name="weatherLeg" type="WeatherLeg">
<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>
<!--View Generation: SKIPPED - Documentation-->
</xsd:sequence>
</xsd:group>
<!--View Generation: SKIPPED CommodityUSCoalProduct.model - Documentation-->
<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>
<!--View Generation: SKIPPED quantityVariationAdjustment - Documentation-->
<!--View Generation: SKIPPED transportationEquipment - Documentation-->
<xsd:element minOccurs="0" name="risk" type="CommodityDeliveryRisk">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies how the risk associated with the delivery is assigned.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:group>
<xsd:group name="CommodityWeatherOption.model">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Described Weather Index Option component. Weather Index Option transactions are OTC derivative transactions which settle financially based on an index calculated from observations of temperature and precipitation at weather stations throughout the world. Sub-Annex C of the 2005 ISDA Commodity Definitions provides definitions and terms for a number of types of weather indices. These indices include: HDD (heating degree days), CDD (cooling degree days), CPD (critical precipitation days). Weather Index Option Transactions results in a cash flow to the buyer depending on the relationship between the Settlement Level to the Weather Index Strike Level.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element name="effectiveDate" type="AdjustableOrRelativeDate">
<xsd:annotation>
<xsd:documentation xml:lang="en">Effective date of an option.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="weatherNotionalAmount" type="NonNegativeMoney"/>
<xsd:element name="exercise" type="CommodityExercise"/>
<xsd:element name="weatherIndexStrikeLevel" type="WeatherIndex">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Weather Index strike price level is specified in terms of weather index units (e.g. 1 Days, 3 Inches, etc.)
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="calculation" type="WeatherLegCalculation">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Contains parameters which figure in the calculation of payments on a Weather Index Option.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="weatherIndexData" type="WeatherIndexData">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies where the data (e.g. CPD) have been collected, an actual physical reference point (weather station) and various fall back arrangements.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:group>
<!--View Generation: SKIPPED LagOrReference.model - Standardized-->
<xsd:group name="Price.model">
<xsd:annotation>
<xsd:documentation xml:lang="en">Price model group.</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element name="priceCurrency" type="Currency">
<xsd:annotation>
<xsd:documentation xml:lang="en">Currency of the fixed price.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="priceUnit" type="QuantityUnit">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The unit of measure used to calculate the Fixed Price.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:group>
<xsd:group name="PricingDays.model">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The different options for specifying which days are pricing days within a pricing period. Unless a lag element is present, the pricing period will be the calculation period.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element minOccurs="0" name="dayType" type="CommodityDayTypeEnum">
<xsd:annotation>
<xsd:documentation xml:lang="en">The type of day on which pricing occurs.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<!--View Generation: Removed a degenerate choice.-->
<xsd:sequence>
<xsd:element name="dayDistribution" type="CommodityFrequencyType">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The method by which the pricing days are distributed across the pricing period.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="dayCount" type="xsd:positiveInteger">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The number of days over which pricing should take place.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:sequence>
</xsd:group>
<xsd:annotation>
<xsd:documentation xml:lang="en">Descriptions of a calculation period.</xsd:documentation>
</xsd:annotation>
<xsd:choice>
<!--View Generation: SKIPPED weatherCalculationPeriodsReference - Reference-->
</xsd:choice>
</xsd:group>
</xsd:schema>

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.