fpml:CommodityNotionalQuantity.model
The different options for specifying the Notional Quantity. A flat notional for the term of the contract may be specified, or else the Notional Quantity per Calculation Period. In the latter case, there must be a notional quantity step specified for each Calculation Period, regardless of whether the Notional Quantity changes or remains the same between periods.
Group information
Namespace: http://www.fpml.org/FpML-5/confirmation
Schema document: fpml-com-5-5.xsd
Content
- Choice [1..1]
- Sequence [1..1]
- Choice [1..1]
- fpml:notionalQuantitySchedule Allows the documentation of a shaped notional trade where the notional changes over the life of the transaction.
- fpml:notionalQuantity The Notional Quantity.
- fpml:settlementPeriodsNotionalQuantity [1..*] For an electricity transaction, the Notional Quantity for a one or more groups of Settlement Periods to which the Notional Quantity is based. If the schedule differs for different groups of Settlement Periods, this element should be repeated.
- fpml:totalNotionalQuantity [0..1] The Total Notional Quantity.
- Choice [1..1]
- fpml:quantityReference A pointer style reference to a quantity defined on another leg.
- Sequence [1..1]
Used in
- Group fpml:CommodityFinancialOption.model
- Type fpml:FixedPriceLeg (Element fpml:fixedLeg)
- Type fpml:FloatingPriceLeg (Element fpml:floatingLeg)