complexType "WeatherLegCalculation"
Namespace:
http://www.fpml.org/FpML-5/recordkeeping
Content:
complex, 9 elements
Defined:
globally in fpml-com-5-5.xsd; see XML source
Includes:
definitions of 9 elements
Used:
at 2 locations
Content Model Diagram
XML Representation Summary
<...>
   
Content: 
 settlementLevel?, referenceLevelEqualsZero?, calculationDate?, businessDays?, dataCorrection?, correctionPeriod?, maximumPaymentAmount?, maximumTransactionPaymentAmount?, rounding?
</...>
Content Model Elements (9):
businessDays (defined in WeatherLegCalculation complexType), maximumTransactionPaymentAmount,
rounding (defined in WeatherLegCalculation complexType),
All Direct / Indirect Based Elements (2):
calculation (in commodityOption), calculation (in weatherLeg)
Known Usage Locations
Annotation
A type to capture details of the calculation of the Payment Amount on a Weather Index Transaction.
XML Source (w/o annotations (10); see within schema source)
<xsd:complexType name="WeatherLegCalculation">
<xsd:sequence>
<xsd:element minOccurs="0" name="settlementLevel" type="WeatherSettlementLevelEnum"/>
<xsd:element minOccurs="0" name="referenceLevelEqualsZero" type="xsd:boolean"/>
<xsd:element minOccurs="0" name="calculationDate" type="Period"/>
<xsd:element minOccurs="0" name="businessDays" type="BusinessCenter"/>
<xsd:element minOccurs="0" name="dataCorrection" type="xsd:boolean"/>
<xsd:element minOccurs="0" name="correctionPeriod" type="Period"/>
<xsd:element minOccurs="0" name="maximumPaymentAmount" type="NonNegativeMoney"/>
<xsd:element minOccurs="0" name="maximumTransactionPaymentAmount" type="NonNegativeMoney"/>
<xsd:element minOccurs="0" name="rounding" type="Rounding"/>
</xsd:sequence>
</xsd:complexType>
Content Element Detail (all declarations; defined within this component only; 9/9)
businessDays
Type:
BusinessCenter, simple content
A day on which commmercial banks settle payments and are open for general business in the place(s) specified in the Confirmation. See Section 1.3 of the ISDA 2005 Commodity Definitions.
Simple Content
xsd:normalizedString
maxLength:
 255
XML Source (w/o annotations (1); see within schema source)
<xsd:element minOccurs="0" name="businessDays" type="BusinessCenter"/>
calculationDate
Type:
Period, complex content
The number of days following the final day of the Calculation Period specified in the Confirmation on which is is practicable to provide the notice that the Calculation Agent is required to give for that Settlement Date or Payment Date.
XML Source (w/o annotations (1); see within schema source)
<xsd:element minOccurs="0" name="calculationDate" type="Period"/>
correctionPeriod
Type:
Period, complex content
If 'dataCorrection'=true, this indicates how long after the initial publication of the data corrections can be made.
XML Source (w/o annotations (1); see within schema source)
<xsd:element minOccurs="0" name="correctionPeriod" type="Period"/>
dataCorrection
Type:
xsd:boolean, predefined, simple content
The date payment often revised after its publication, this indicates if the payment date could be recalculated.
XML Source (w/o annotations (1); see within schema source)
<xsd:element minOccurs="0" name="dataCorrection" type="xsd:boolean"/>
maximumPaymentAmount
Type:
NonNegativeMoney, complex content
The maximum total payment amount that will be paid in any particular transaction.
XML Source (w/o annotations (1); see within schema source)
<xsd:element minOccurs="0" name="maximumPaymentAmount" type="NonNegativeMoney"/>
maximumTransactionPaymentAmount
Type:
NonNegativeMoney, complex content
The maximum payment amount that will be paid in any particular Calculation Period.
XML Source (w/o annotations (1); see within schema source)
<xsd:element minOccurs="0" name="maximumTransactionPaymentAmount" type="NonNegativeMoney"/>
referenceLevelEqualsZero
Type:
xsd:boolean, predefined, simple content
If Reference Level Equals Zero is specified to be applicable then CPD means, for any day during the Calculation Period, (A) 1 if the Daily Precipitation for that day is greater than or equal to the CPD Reference Level or (B) zero if the the Daily Precipitation for that day is less than the CPD Reference Level. If Reference Level Equals Zero is specified not to be applicable then CPD means, for any day during the Calculation Period, (A) 1 if the Daily Precipitation for that day is greater than the CPD Reference Level or 0 if the Daily Precipitation for that day is less than or equal to the CPD Reference Level.
XML Source (w/o annotations (1); see within schema source)
<xsd:element minOccurs="0" name="referenceLevelEqualsZero" type="xsd:boolean"/>
rounding
Type:
Rounding, complex content
Rounding direction and precision for price values.
XML Source (w/o annotations (1); see within schema source)
<xsd:element minOccurs="0" name="rounding" type="Rounding"/>
settlementLevel
Type:
WeatherSettlementLevelEnum, simple content
The Settlement Level means either the cumulative number of Weather Index Units for each day in the Calculation Period (Cumulative) or the cumulative number of Weather Index Units for each day in the Calculation Period divided by the number of days in the Calculation Period (Average) or the maximum number of Weather Index Units for any day in the Calculation Period (Maximum) or the minimum number of Weather Index Units for any day in the Calculation Period.
Simple Content
enumeration of xsd:token
Enumeration:
"Cumulative"
 - 
 The cumulative number of Weather Index Units for each day in the Calculation Period.
"Average"
 - 
 The cumulative number of Weather Index Units for each day in the Calculation Period divided by the number of days in the Calculation Period.
"Mximum"
 - 
 The maximum number of Weather Index Units for any day in the Calculation Period.
"Minimum"
 - 
 The minimum number of Weather Index Units for any day in the Calculation Period.
XML Source (w/o annotations (1); see within schema source)
<xsd:element minOccurs="0" name="settlementLevel" type="WeatherSettlementLevelEnum"/>
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.