group "CommodityOptionFeatures.model"
Namespace:
http://www.fpml.org/FpML-5/confirmation
Content:
8 elements
Defined:
globally in fpml-com-5-6.xsd; see XML source
Includes:
definitions of 4 elements
Used:
at 1 location
Content Model Diagram
Complex Content Model
effectiveDate, terminationDate?, (((calculationPeriodsSchedule | calculationPeriods), pricingDates, averagingMethod?, barrier?) | barrier)?
Content Model Elements (8):
averagingMethod (defined in CommodityAsian.model group),
barrier (in commodityOption),
barrier (in commodityOption),
calculationPeriods (defined in CommodityAsian.model group),
calculationPeriodsSchedule (defined in CommodityAsian.model group),
effectiveDate (in commodityOption),
pricingDates (defined in CommodityAsian.model group),
terminationDate (in commodityOption)
Known Usage Locations
Annotation
Describes additional features within the option.
XML Source (w/o annotations (5); see within schema source)
<xsd:group name="CommodityOptionFeatures.model">
<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:element minOccurs="0" name="terminationDate" type="AdjustableOrRelativeDate"/>
<xsd:choice minOccurs="0">
<xsd:sequence>
<xsd:group ref="CommodityAsian.model"/>
<!--Barrier Option-->
<xsd:element minOccurs="0" name="barrier" type="CommodityBarrier"/>
</xsd:sequence>
<xsd:element name="barrier" type="CommodityBarrier"/>
</xsd:choice>
</xsd:sequence>
</xsd:group>
Content Element Detail (all declarations; defined within this component only; 4/8)
barrier
Type:
CommodityBarrier, complex content
Defines a commodity option barrier product feature.
XML Source (w/o annotations (1); see within schema source)
<xsd:element minOccurs="0" name="barrier" type="CommodityBarrier"/>
barrier
Type:
CommodityBarrier, complex content
Defines a commodity option barrier product feature.
XML Source (w/o annotations (1); see within schema source)
<xsd:element name="barrier" type="CommodityBarrier"/>
effectiveDate
Type:
AdjustableOrRelativeDate, complex content
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.
XML Source (w/o annotations (1); see within schema source)
<xsd:element name="effectiveDate" type="AdjustableOrRelativeDate"/>
terminationDate
Type:
AdjustableOrRelativeDate, complex content
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.
XML Source (w/o annotations (1); see within schema source)
<xsd:element minOccurs="0" name="terminationDate" type="AdjustableOrRelativeDate"/>
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.