Schema Central > FpML 5.5 Confirmation > fpml-com-5-5.xsd > fpml:commoditySwaption
Advanced search
Need XML Help?

Recommended Reading:

Definitive XML Schema

 

Web Service Contract Design and Versioning for SOA

 

Advanced XML Applications

 

fpml:commoditySwaption

Defines a commodity swaption product

Element information

Type: fpml:CommoditySwaption

Properties: Global, Qualified

Content

Attributes

NameOccTypeDescriptionNotes
id [0..1]xsd:IDfrom type fpml:Product

Used in

Substitution hierarchy

Sample instance

<commoditySwaption>
   <buyerPartyReference href="partyA"/>
   <sellerPartyReference href="partyB"/>
   <optionType>Call</optionType>
   <commoditySwap>
      <effectiveDate id="physicalEffectiveDate">
         <adjustableDate>
            <unadjustedDate>2010-01-01</unadjustedDate>
            <dateAdjustments>
               <businessDayConvention>NONE</businessDayConvention>
            </dateAdjustments>
         </adjustableDate>
      </effectiveDate>
      <terminationDate id="physicalTerminationDate">
         <adjustableDate>
            <unadjustedDate>2010-12-31</unadjustedDate>
            <dateAdjustments>
               <businessDayConvention>NONE</businessDayConvention>
            </dateAdjustments>
         </adjustableDate>
      </terminationDate>
      <settlementCurrency>USD</settlementCurrency>
      <fixedLeg>
         <payerPartyReference href="partyA"/>
         <receiverPartyReference href="partyB"/>
         <calculationPeriodsSchedule id="calculationPeriodsSchedule">
            <periodMultiplier>1</periodMultiplier>
            <period>M</period>
            <balanceOfFirstPeriod>false</balanceOfFirstPeriod>
         </calculationPeriodsSchedule>
         <fixedPrice>
            <price>45.6</price>
            <priceCurrency>USD</priceCurrency>
            <priceUnit>MMBTU</priceUnit>
         </fixedPrice>
         <quantityReference href="deliveryQuantity"/>
         <masterAgreementPaymentDates>true</masterAgreementPaymentDates>
      </fixedLeg>
      <gasPhysicalLeg>
         <payerPartyReference href="partyB"/>
         <receiverPartyReference href="partyA"/>
         <deliveryPeriods>
            <calculationPeriodsScheduleReference href="calculationPeriodsSchedule"/>
         </deliveryPeriods>
         <gas>
            <type>NaturalGas</type>
         </gas>
         <deliveryConditions>
            <deliveryPoint deliveryPointScheme="http://www.PartyA.com/commodity-delivery-point-gas-1-0">TETCO M2 Zone</deliveryPoint>
            <deliveryType>Firm</deliveryType>
         </deliveryConditions>
         <deliveryQuantity id="deliveryQuantity">
            <physicalQuantity>
               <quantityUnit>MMBTU</quantityUnit>
               <quantityFrequency>PerCalendarDay</quantityFrequency>
               <quantity>100.0</quantity>
            </physicalQuantity>
            <totalPhysicalQuantity>
               <quantityUnit>MMBTU</quantityUnit>
               <quantity>36500.0</quantity>
            </totalPhysicalQuantity>
         </deliveryQuantity>
      </gasPhysicalLeg>
   </commoditySwap>
   <physicalExercise>
      <europeanExercise>
         <expirationDates>
            <periodicDates>
               <calculationStartDate>
                  <relativeDate>
                     <periodMultiplier>-5</periodMultiplier>
                     <period>D</period>
                     <dayType>CurrencyBusiness</dayType>
                     <businessDayConvention>NONE</businessDayConvention>
                     <dateRelativeTo href="physicalEffectiveDate"/>
                  </relativeDate>
               </calculationStartDate>
               <calculationEndDate>
                  <relativeDate>
                     <periodMultiplier>-5</periodMultiplier>
                     <period>D</period>
                     <dayType>CurrencyBusiness</dayType>
                     <businessDayConvention>NONE</businessDayConvention>
                     <dateRelativeTo href="physicalTerminationDate"/>
                  </relativeDate>
               </calculationEndDate>
               <calculationPeriodFrequency>
                  <periodMultiplier>1</periodMultiplier>
                  <period>M</period>
                  <rollConvention>NONE</rollConvention>
               </calculationPeriodFrequency>
               <calculationPeriodDatesAdjustments>
                  <businessDayConvention>MODFOLLOWING</businessDayConvention>
               </calculationPeriodDatesAdjustments>
            </periodicDates>
         </expirationDates>
      </europeanExercise>
      <automaticExercise>false</automaticExercise>
      <writtenConfirmation>false</writtenConfirmation>
   </physicalExercise>
   <premium>
      <payerPartyReference href="partyA"/>
      <receiverPartyReference href="partyB"/>
      <paymentDate>
         <adjustableDate>
            <unadjustedDate>2009-04-24</unadjustedDate>
            <dateAdjustments>
               <businessDayConvention>FOLLOWING</businessDayConvention>
            </dateAdjustments>
         </adjustableDate>
      </paymentDate>
      <paymentAmount>
         <currency>USD</currency>
         <amount>36500.0</amount>
      </paymentAmount>
      <premiumPerUnit>
         <currency>USD</currency>
         <amount>1.0</amount>
      </premiumPerUnit>
   </premium>
</commoditySwaption>

Site developed and hosted by Datypic, Inc.

Please report errors or comments about this site to contrib@functx.com