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:

All Direct / Indirect Based Elements (1):

formula (in commodityReturnCalculation)

Known Usage Locations

As direct type of elements (1):

formula (in commodityReturnCalculation)

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)

Token (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)

<xsd:simpleType name="CommodityReturnCalculationFormulaEnum">

<xsd:restriction base="Token">

<xsd:enumeration value="SimpleFormula"/>

<xsd:enumeration value="CompoundFormula"/>

</xsd:restriction>

</xsd:simpleType>

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.