element <commodityPerformanceSwap> (global)

Namespace:	http://www.fpml.org/FpML-5/reporting
Type:	CommodityPerformanceSwap
Content:	complex, 1 attribute, 15 elements
Subst.Gr:	may substitute for element product
Defined:	globally in fpml-com-5-7.xsd; see XML source
Used:	never

Content Model Diagram

XML Representation Summary

<commodityPerformanceSwap

xsd:ID

Content:

(primaryAssetClass?, secondaryAssetClass*, productType*, productId*, assetClass*, embeddedOptionType[0..2])?, effectiveDate?, terminationDate?, settlementCurrency?, commodityPerformanceSwapLeg[0..2], (commonPricing?, marketDisruption?, settlementDisruption?, rounding?)?, earlyTermination*

</commodityPerformanceSwap>

Content model elements (15):

assetClass (defined in Product.model group),

commodityPerformanceSwapLeg,

commonPricing,

earlyTermination (in commodityPerformanceSwap),

effectiveDate (in commodityPerformanceSwap),

embeddedOptionType,

marketDisruption (defined in CommodityContent.model group),

primaryAssetClass (defined in Product.model group),

productId (defined in Product.model group),

productType (defined in Product.model group),

rounding (defined in CommodityContent.model group),

secondaryAssetClass (defined in Product.model group),

settlementCurrency (in commodityPerformanceSwap),

settlementDisruption,

terminationDate (in commodityPerformanceSwap)

May contain elements by substitutions (3):

commodityInterestLeg, commodityReturnLeg, commodityVarianceLeg

May be included in elements by substitutions (20):

feeTrade,

newTrade,

oldTrade (in change),

oldTrade (in novation),

originalTrade (defined in TradeChangeBase complexType),

originalTrade (in optionExercise),

originalTrade (in optionExpiry defined in Events.model group),

physicalSettlement (in optionExercise),

resultingTrade (defined in TradeChangeBase complexType),

resultingTrade (in physicalSettlement in optionExercise),

strategy,

trade (defined in DataDocument complexType),

trade (defined in Events.model group),

trade (defined in PositionConstituent complexType),

trade (defined in TradePackage complexType),

trade (defined in TradeValuationItem complexType),

trade (in affectedTransactions),

trade (in amendment),

trade (in change),

trade (in clearingStatusItem)

Annotation

A swap the payoff of which is linked to the performance of the underlying asset. Examples of potential performance features are return, correlation, covariance, variance and volatility.

XML Source (w/o annotations (1); see within schema source)

<xsd:element name="commodityPerformanceSwap" substitutionGroup="product" type="CommodityPerformanceSwap"/>

XML schema documentation generated with DocFlex/XML 1.9.0 using DocFlex/XML XSDDoc 2.8.0 template set. All content model diagrams generated by Altova XMLSpy via DocFlex/XML XMLSpy Integration.