fpml:CommoditySwaption

Commodity Swaption.

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.
  from group fpml:BuyerSeller.model
  fpml:buyerPartyReference [1..1]    A reference to the party that buys this instrument, ie. pays for this instrument and receives the rights defined by it. See 2000 ISDA definitions Article 11.1 (b). In the case of FRAs this the fixed rate payer.
  fpml:buyerAccountReference [0..1]    A reference to the account that buys this instrument.
  fpml:sellerPartyReference [1..1]    A reference to the party that sells ("writes") this instrument, i.e. that grants the rights defined by this instrument and in return receives a payment for it. See 2000 ISDA definitions Article 11.1 (a). In the case of FRAs this is the floating rate payer.
  fpml:sellerAccountReference [0..1]    A reference to the account that sells this instrument.
  1. fpml:optionType [1..1]    The type of option transaction.
  2. fpml:commoditySwap [1..1]    The underlying commodity swap definiton.
  3. fpml:physicalExercise [1..1]    The parameters for defining how the commodity option can be exercised into a physical transaction.
  4. fpml:premium [1..1]    The option premium payable by the buyer to the seller.
  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:commoditySwaption

Type inheritance chain

• fpml:Product
  • fpml:CommoditySwaption