complexType "CommodityInterestLeg"
Namespace:
http://www.fpml.org/FpML-5/confirmation
Content:
complex, 1 attribute, 16 elements
Defined:
globally in fpml-com-5-8.xsd; see XML source
Includes:
definitions of 3 elements
Used:
at 1 location
Content Model Diagram
XML Representation Summary
<...
   
 = 
xsd:ID
   
>
   
Content: 
</...>
Content Model Elements (16):
calculationDates (defined in CommodityCalculationPeriods.model group),
calculationPeriods (defined in CommodityCalculationPeriods.model group),
calculationPeriodsDatesReference,
calculationPeriodsReference,
calculationPeriodsSchedule (defined in CommodityCalculationPeriods.model group),
calculationPeriodsScheduleReference,
commodityFixedInterestCalculation,
masterAgreementPaymentDates,
notionalAmount (in commodityInterestLeg),
notionalAmountReference (in commodityInterestLeg),
payerAccountReference,
payerPartyReference (defined in Payer.model group),
paymentDates (defined in CommodityNonPeriodicPaymentDates.model group),
receiverAccountReference,
receiverPartyReference (defined in Receiver.model group),
relativePaymentDates
All Direct / Indirect Based Elements (1):
commodityInterestLeg
Known Usage Locations
Annotation
A type describing the interest rate leg (a.k.a fee leg) of the commodity performance swap.
Type Definition Detail
Type Derivation Tree
Leg (extension)
  CommodityPerformanceSwapLeg (extension)
      CommodityInterestLeg
XML Source (w/o annotations (4); see within schema source)
<xsd:complexType name="CommodityInterestLeg">
<xsd:complexContent>
<xsd:extension base="CommodityPerformanceSwapLeg">
<xsd:sequence>
<xsd:group ref="CommodityCalculationPeriods.model"/>
<xsd:group ref="CommodityPaymentDates.model"/>
<xsd:choice>
<xsd:element name="notionalAmount" type="CommodityNotionalAmount"/>
</xsd:choice>
<!--In the future this part would be converted into a substitution group with the commodityInterestCalculation as a head of a substitution group. It will be substituted by the commodityFixedInterestCalculation element for fixed interest calculation of the return swap and by other methods of interest calculations, e.g. compounding interest calculation and floating interest calculation -->
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
Content Element Detail (all declarations; defined within this component only; 3/16)
commodityFixedInterestCalculation
Type:
CommodityFixedInterestCalculation, complex content
Specifies the interest payment amount on a return swap. This amount may be referred to as the interest amount or the fee amount. Used when the interest (a.k.a. "Fee") is calculated very simply: notional amount * (rate * (number of days in Calculation Period / number of days assumed in the the year)).
XML Source (w/o annotations (1); see within schema source)
notionalAmount
Type:
CommodityNotionalAmount, complex content
Specifies the notional amount of a commodity performance type swap. It is a currency-denominated value (i.e. price-times-quantity). In confirmations is also referred to as the Notional Quantity (sic, expressed in currency units), Notional Amount, Equity Notional Amount and, in the case of reinvesting swaps, Initial Notional Amount.
XML Source (w/o annotations (1); see within schema source)
<xsd:element name="notionalAmount" type="CommodityNotionalAmount"/>
notionalAmountReference
Type:
CommodityNotionalAmountReference, empty content
A reference to the Return swap notional amount defined in another leg of the return swap.
XML Source (w/o annotations (1); see within schema source)
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.