complexType "CommodityReturnCalculation"
Namespace:
http://www.fpml.org/FpML-5/confirmation
Content:
complex, 4 elements
Defined:
globally in fpml-com-5-8.xsd; see XML source
Includes:
definitions of 4 elements
Used:
at 1 location
Content Model Diagram
XML Representation Summary
<...>
   
Content: 
</...>
Content Model Elements (4):
All Direct / Indirect Based Elements (1):
commodityReturnCalculation
Known Usage Locations
XML Source (w/o annotations (4); see within schema source)
<xsd:complexType name="CommodityReturnCalculation">
<xsd:sequence>
<xsd:element name="formula" type="CommodityReturnCalculationFormulaEnum"/>
<xsd:element minOccurs="0" name="pricingDates" type="CommodityPricingDates"/>
<xsd:element minOccurs="0" name="valuationDates" type="CommodityValuationDates"/>
<xsd:element minOccurs="0" name="initialPrice" type="xsd:decimal"/>
</xsd:sequence>
</xsd:complexType>
Content Element Detail (all declarations; defined within this component only; 4/4)
formula
Type:
CommodityReturnCalculationFormulaEnum, simple content
Defines the value of the commodity return calculation formula as simple or compound.
Simple Content
enumeration of xsd:token
Enumeration:
"SimpleFormula"
 - 
The value is when the cash settlement amount is the simple formula: Notional Amount * ((Index Level sub d / Index Level sub d-1) - 1). That is, when the cash settlement amount is the Notional Amount for the calculation period multiplied by the ratio of the index level on the reset date/valuation date divided by the index level on the immediately preceding reset date/valuation date minus one.
"CompoundFormula"
 - 
The value is when the cash settlement amount is the compound formula:
minLength:
0
XML Source (w/o annotations (1); see within schema source)
<xsd:element name="formula" type="CommodityReturnCalculationFormulaEnum"/>
initialPrice
Type:
xsd:decimal, predefined, simple content
If specified in the confirmation, the price or index level at the beginning of the initial Calculation Period. For example, if the return calculation is [(Index End / Index Begin) - 1] and Index Begin is defined as equal to Index End for the immediately preceeding Calculation Period, then the value of Index Begin in the very first Calculation Period is not defined and is usually specified in the confirmation.
XML Source (w/o annotations (1); see within schema source)
<xsd:element minOccurs="0" name="initialPrice" type="xsd:decimal"/>
pricingDates
Type:
CommodityPricingDates, complex content
Describes which dates are valid dates on which to observe a price or index level
XML Source (w/o annotations (1); see within schema source)
<xsd:element minOccurs="0" name="pricingDates" type="CommodityPricingDates"/>
valuationDates
Type:
CommodityValuationDates, complex content
Defines when a price or index level will be observed that will figure in the return calculation.
XML Source (w/o annotations (1); see within schema source)
<xsd:element minOccurs="0" name="valuationDates" type="CommodityValuationDates"/>
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.