fpml:CommoditySwaptionUnderlying

Complex type information

Content

from group fpml:CommoditySwapDetails.model
Sequence [1..1]
1. fpml:effectiveDate [1..1]    Specifies the effective date of this leg of the swap. When defined in relation to a date specified somewhere else in the document (through the relativeDate component), this element will typically point to the effective date of the other leg of the swap.
2. fpml:terminationDate [1..1]    Specifies the termination date of this leg of the swap. When defined in relation to a date specified somewhere else in the document (through the relativeDate component), this element will typically point to the termination date of the other leg of the swap.
3. fpml:settlementCurrency [1..1]    The currency into which the Commodity Swap Transaction will settle. If this is not the same as the currency in which the Commodity Reference Price is quoted on a given floating leg of the Commodity Swap Transaction, then an FX rate should also be specified for that leg.
4. Choice [1..1]
   • Choice [1..*]
     from subst. group fpml:commoditySwapLeg
     fpml:coalPhysicalLeg    Physically settled coal leg.
     fpml:electricityPhysicalLeg    Physically settled electricity leg.
     fpml:environmentalPhysicalLeg    Physically settled environmental leg.
     fpml:fixedLeg    Fixed Price Leg.
     fpml:floatingLeg    Floating Price leg.
     fpml:gasPhysicalLeg    Physically settled natural gas leg.
     fpml:oilPhysicalLeg    Physically settled oil or refined products leg.
   • fpml:weatherLeg [2..2]    A weather leg element of a Commodity Swap defines Weather Index Swap transactions. Weather Index Swap transactions are OTC derivative transactions which settle financially based on an index calculated from observations of temperature, precipitation and other weather-related measurements at weather stations throughout the world. Sub-Annex C of the 2005 ISDA Commodity Definitions provides definitions and terms for a number of types of weather indices. These indices include: HDD (heating degree days), CDD (cooling degree days), CPD (critical precipitation days). Weather Index Swap transactions result in a cash flow to one of the two counterparties each Calculation Period depending on the relationship between the Settlement Level and the Weather Index Level. A Weather Index swap transaction always consists of a commodity swap element as a parent to two weatherLeg elements.
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

None

Used by

• Element fpml:commoditySwap