simpleType "CommodityReturnCalculationFormulaEnum"
 Namespace: http://www.fpml.org/FpML-5/confirmation Defined: globally in fpml-enum-5-8.xsd; see XML source Used: at 1 location
 Simple Content Model enumeration of xsd:token
Simple Content Restrictions:
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

All Direct / Indirect Based Elements (1):
Known Usage Locations
• As direct type of elements (1):
Annotation
Defines the value of the commodity return calculation formula as simple or compound. The simple return formula is: [ [P sub t - P sub (t-1)] / [P sub (t-1)] ] - 1 where: P sub t is the price or index level at time period t and P sub t-1 is the price or index level in time period t-1. The compound return formula is the geometric average return for the period: PI from d=1 to d=n [ [ [ [P sub t - P sub (t-1)] / [P sub (t-1)] ] + 1] sup (1 / n) ] - 1 where: PI is the product operator, p sub t is the price or index level at time period t, p sub t -1 is the price or index level at time period t-1
Type Definition Detail
 Type Derivation Tree xsd:token (restriction) (restriction)       CommodityReturnCalculationFormulaEnum
Derivation:
restriction of Token
Facets:
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:
XML Source (w/o annotations (3); 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.