fpml:CommodityForward

Commodity Forward

Complex type information

Content

• Sequence [1..1]
  from type fpml:Product
  from group fpml:Product.model
  Sequence [0..1]
  1. fpml:primaryAssetClass [0..1]    A classification of the most important risk class of the trade. FpML defines a simple asset class categorization using a coding scheme.
  2. fpml:secondaryAssetClass [0..*]    A classification of additional risk classes of the trade, if any. FpML defines a simple asset class categorization using a coding scheme.
  3. fpml:productType [0..*]    A classification of the type of product. FpML defines a simple product categorization using a coding scheme.
  4. fpml:productId [0..*]    A product reference identifier. The product ID is an identifier that describes the key economic characteristics of the trade type, with the exception of concepts such as size (notional, quantity, number of units) and price (fixed rate, strike, etc.) that are negotiated for each transaction. It can be used to hold identifiers such as the "UPI" (universal product identifier) required by certain regulatory reporting rules. It can also be used to hold identifiers of benchmark products or product temnplates used by certain trading systems or facilities. FpML does not define the domain values associated with this element. Note that the domain values for this element are not strictly an enumerated list.
  5. fpml:assetClass [0..*]    A classification of the risk class of the trade. FpML defines a simple asset class categorization using a coding scheme.
  1. fpml:valueDate [0..1]    Specifies the value date of the Commodity Forward Transaction. This is the day on which both the cash and the physical commodity settle.
  2. Choice [1..1]
     • fpml:fixedLeg    The fixed leg of a Commodity Forward Transaction.
     • fpml:averagePriceLeg    Specifies the calculated floating price leg of a Commodity Forward Transaction.
  3. Choice [1..1]
     from subst. group fpml:commodityForwardLeg
     fpml:bullionPhysicalLeg    The physical leg of a Commodity Forward Transaction for which the underlyer is Bullion.
     fpml:metalPhysicalLeg    Physically settled metal products leg.
  from group fpml:CommodityContent.model
  Sequence [0..1]
  1. fpml:commonPricing [0..1]    If Common Pricing is elected (“true”) for a Transaction with referencing more than one Commodity Reference Price then no date will be a Pricing Date unless such a date is a day on which all Commodity Reference Prices are scheduled to be published.
  2. fpml:marketDisruption [0..1]    Contains contract terms related to triggers and responses to market disruptions as defined in the 1993 or 2005 Commodity Definitions.
  3. fpml:settlementDisruption [0..1]    Describes contract terms related to the consequences of Bullion Settlement Disruption Events.
  4. fpml:rounding [0..1]    Rounding direction and precision for amounts.

Attributes

Used by

• Element fpml:commodityForward

Type inheritance chain

• fpml:Product
  • fpml:CommodityForward