fpml:CommodityAsian.model

Model group containing features specific to asian/averaging commodity options.

Group information

Content

• Sequence [1..1]
  1. Choice [1..1]
     • fpml:calculationPeriodsSchedule    A parametric representation of the Calculation Periods of the Commodity Option Transaction.
     • fpml:calculationPeriods    An absolute representation of the Calculation Period start dates of the Commodity Option Transaction.
  2. fpml:pricingDates [1..1]    The dates on which the option will price.
  3. fpml:averagingMethod [0..1]    The Method of Averaging if there is more than one Pricing Date.

Used in

• Group fpml:CommodityFinancialOption.model
• Group fpml:CommodityOptionFeatures.model