element <calendarSource> (local)

Namespace: | http://www.fpml.org/FpML-5/transparency
Type: | CalendarSourceEnum
Content: | simple
Defined: | locally witnin CommodityPricingDates complexType in fpml-com-5-5.xsd; see XML source

Content Model Diagram

XML Representation Summary
<calendarSource>
| Content: | { enumeration of xsd:token }
</calendarSource>

Simple Content Detail:

Enumeration: |
"ListedOption" | - | Pricing Dates (based off of listed options dates) in respect of each Calculation Period, the last Commodity Business Day on which the relevant Options Contract is scheduled to trade on the Exchange. See: http://www.FpML.org
"Future" | - | Pricing Dates (based off of futures dates) in respect of each Calculation Period, the last Commodity Business Day on which the relevant Futures Contract is scheduled to trade on the Exchange. See: http://www.FpML.org

Included in content model of elements (2):

  pricingDates (defined in FloatingLegCalculation complexType), | pricingDates (in commodityOption)

Annotation
Used in conjunction with an exchange-based pricing source. Identifies a date source calendar from which the pricing dates and thus roll to the next contract will be based off (e.g. pricing is based on the NYMEX WTI First Nearby Futures Contract, if “Future” is chosen, the pricing will roll to the next futures contract on expiration, if “ListedOption” is chosen, the pricing will roll to the next futures contract on the Option expiration date which is three business days before the expiration of the NYMEX WTI futures contract.) Omitting this element will result in the default behavior expected with the pricing source described within the commodity element.
XML Source (w/o annotations (1); see within schema source)

<xsd:element minOccurs="0" name="calendarSource" type="CalendarSourceEnum"/>

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.