simpleType "CommodityReturnCalculationFormulaEnum"
Namespace: 

Defined: 

Used: 

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 d1)  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):

Annotation
Defines the value of the commodity return calculation formula as simple or compound. The simple return formula is: [ [P sub t  P sub (t1)] / [P sub (t1)] ]  1 where: P sub t is the price or index level at time period t and P sub t1 is the price or index level in time period t1. The compound return formula is the geometric average return for the period: PI from d=1 to d=n [ [ [ [P sub t  P sub (t1)] / [P sub (t1)] ] + 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 t1
Type Derivation Tree
xsd:token (restriction)
CommodityReturnCalculationFormulaEnum

Derivation: 

Facets: 
enumeration: 
"SimpleFormula" 
 
The value is when the cash settlement amount is the simple formula: Notional Amount * ((Index Level sub d / Index Level sub d1)  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:restriction base="Token">
<xsd:enumeration value="SimpleFormula"/>
<xsd:enumeration value="CompoundFormula"/>
</xsd:restriction>
</xsd:simpleType>
