fpml:environmentalPhysicalLeg

Physically settled environmental leg.

Element information

Content

• Sequence [1..1]
  from type fpml:PhysicalSwapLeg
  from group fpml:PayerReceiver.model
  fpml:payerPartyReference [1..1]    A reference to the party responsible for making the payments defined by this structure.
  fpml:payerAccountReference [0..1]    A reference to the account responsible for making the payments defined by this structure.
  fpml:receiverPartyReference [1..1]    A reference to the party that receives the payments corresponding to this structure.
  fpml:receiverAccountReference [0..1]    A reference to the account that receives the payments corresponding to this structure.
  1. fpml:numberOfAllowances [1..1]    The number of allowances, certificates or credit to be transaction in the transaction.
  2. fpml:environmental [1..1]    The specification of the type of allowance or credit.
  3. fpml:abandonmentOfScheme [0..1]    Applies to U.S. Emissions Allowance Transactions. Specifies terms which apply in the event of an Abandonment of Scheme event.
  4. fpml:deliveryDate [1..1]    The date on which allowances are to be delivered as specified in the related Confirmation.
  5. fpml:paymentDate [1..1]    
  from group fpml:BusinessCentersOrReference.model
  Choice [0..1]
  • fpml:businessCentersReference    A pointer style reference to a set of financial business centers defined elsewhere in the document. This set of business centers is used to determine whether a particular day is a business day or not.
  • fpml:businessCenters    
  6. fpml:failureToDeliverApplicable [0..1]    Applies to EU Emissions Allowance Transactions. Holds the Failure to Deliver (Alternative Method) election. Used to determine how provisions in Part [7] Page 7 (B) Failure to Deliver Not Remedied are to be applied.
  7. fpml:eEPParameters [0..1]    Applies to EU Emissions Allowance Transactions. Contains a series of parameters controlling Excess Emissions Penalty payments.

Attributes

Used in

• Group fpml:CommoditySwapDetails.model
• Type fpml:CommoditySwap via reference to fpml:CommoditySwapDetails.model (Element fpml:commoditySwap)
• Type fpml:CommoditySwaptionUnderlying via reference to fpml:CommoditySwapDetails.model (Element fpml:commoditySwap)

Substitution hierarchy

• fpml:commoditySwapLeg
  • can be substituted with fpml:environmentalPhysicalLeg

Sample instance

<environmentalPhysicalLeg>
   <payerPartyReference href="partyB"/>
   <receiverPartyReference href="partyA"/>
   <numberOfAllowances id="deliveryQuantity">
      <quantityUnit>Allowances</quantityUnit>
      <quantity>1000</quantity>
   </numberOfAllowances>
   <environmental>
      <productType>EUAllowance</productType>
      <compliancePeriod>
         <startYear>2012</startYear>
         <endYear>2012</endYear>
      </compliancePeriod>
   </environmental>
   <deliveryDate>
      <relativeDate>
         <periodMultiplier>2</periodMultiplier>
         <period>D</period>
         <businessDayConvention>NONE</businessDayConvention>
         <dateRelativeTo href="exerciseDate"/>
      </relativeDate>
   </deliveryDate>
   <paymentDate>
      <periodMultiplier>3</periodMultiplier>
      <period>D</period>
      <businessDayConvention>FOLLOWING</businessDayConvention>
   </paymentDate>
   <businessCenters>
      <businessCenter>EUTA</businessCenter>
   </businessCenters>
   <failureToDeliverApplicable>true</failureToDeliverApplicable>
   <eEPParameters>
      <eEPApplicable>true</eEPApplicable>
      <riskPeriod>
         <startDate>2012-01-01</startDate>
         <endDate>2012-12-31</endDate>
      </riskPeriod>
      <equivalentApplicable>true</equivalentApplicable>
      <penaltyApplicable>true</penaltyApplicable>
   </eEPParameters>
</environmentalPhysicalLeg>