fpml:CommodityOptionFeatures.model

Describes additional features within the option.

Group information

Content

• Sequence [1..1]
  1. fpml:effectiveDate [1..1]    The effective date of the Commodity Option Transaction. Note that the Termination/Expiration Date should be specified in expirationDate within the CommodityAmericanExercise type or the CommodityEuropeanExercise type, as applicable.
  2. fpml:terminationDate [0..1]    Specifies the termination date of the Commodity Option Transaction. In some confirmations this will be indicated as the second date in "Option Term" or "Term". Note: If provided, terminationDate should not be before specified expirationDate within the CommodityAmericanExercise type or the CommodityEuropeanExercise type.
  from group fpml:CommodityAsian.model
  Sequence [0..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