fpml:gasPhysicalLeg

Physically settled natural gas 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:deliveryPeriods [1..1]    The different options for specifying the Delivery or Supply Periods. Unless the quantity or price is to vary periodically during the trade or physical delivery occurs on a periodic basis, periodsSchedule should be used and set to 1T.
  2. fpml:gas [1..1]    The specification of the gas to be delivered.
  3. fpml:deliveryConditions [1..1]    The physical delivery conditions for the transaction.
  4. fpml:deliveryQuantity [1..1]    The different options for specifying the quantity. For Fixed trades where the quantity is known at the time of confirmation, a single quantity or a quantity per Delivery Period may be specified. For Variable trades minimum and maximum trades may be specified.

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:gasPhysicalLeg

Sample instance

<gasPhysicalLeg>
   <payerPartyReference href="partyA"/>
   <receiverPartyReference href="partyB"/>
   <deliveryPeriods>
      <periodsSchedule id="deliveryPeriods">
         <periodMultiplier>1</periodMultiplier>
         <period>T</period>
         <balanceOfFirstPeriod>false</balanceOfFirstPeriod>
      </periodsSchedule>
   </deliveryPeriods>
   <gas>
      <type>NaturalGas</type>
   </gas>
   <deliveryConditions>
      <deliveryPoint deliveryPointScheme="http://www.PartyA.com/coding-scheme/commodity-delivery-point-gas-1-0">ZBT</deliveryPoint>
      <deliveryType>Firm</deliveryType>
   </deliveryConditions>
   <deliveryQuantity id="deliveryQuantity">
      <physicalQuantity>
         <quantityUnit>GJ</quantityUnit>
         <quantityFrequency>PerCalendarDay</quantityFrequency>
         <quantity>2400.0</quantity>
      </physicalQuantity>
      <totalPhysicalQuantity>
         <quantityUnit>GJ</quantityUnit>
         <quantity>74400.0</quantity>
      </totalPhysicalQuantity>
   </deliveryQuantity>
</gasPhysicalLeg>