# XML Schema Documentation

### Complex Type: CommodityFx

#### [Table of contents]

Super-types: | None
Sub-types: | None

Name | CommodityFx
Used by (from the same schema document) | Complex Type CommodityExercise , Complex Type FloatingLegCalculation
Abstract | no
Documentation | A type defining the FX observations to be used to convert the observed Commodity Reference Price to the Settlement Currency. The rate source must be specified. Additionally, a time for the spot price to be observed on that source may be specified, or else an averaging schedule for trades priced using an average FX rate.

XML Instance Representation
<...>
<primaryRateSource> InformationSource </primaryRateSource> [1]

'The primary source for where the rate observation will occur. Will typically be either a page or a reference bank published rate.'

<secondaryRateSource> InformationSource </secondaryRateSource> [0..1]

'An alternative, or secondary, source for where the rate observation will occur. Will typically be either a page or a reference bank published rate.'

Start Choice [0..1]
<fixingTime> BusinessCenterTime </fixingTime> [1]

'The time at which the spot currency exchange rate will be observed. It is specified as a time in a specific business center, e.g. 11:00am London time.'

Start Choice [1]

'An Fx observation schedule may be specified as either a parameterised schedule reflecting the Calculation Periods on the trade, or else as a list of adjustable dates. In the case of specified observation dates, there must be a set of dates specified for each Calculation Period.'

<fxObservationDates> AdjustableDates </fxObservationDates> [1..*]

'A list of the fx observation dates for a given Calculation Period.'

<observationFrequency> CommodityFrequencyType </observationFrequency> [1]
End Choice
<fixingTime> BusinessCenterTime </fixingTime> [0..1]

'The time at which the spot currency exchange rate will be observed. It is specified as a time in a specific business center, e.g. 11:00am London time.'

Start Choice [1]
<calculationPeriodsReference> CalculationPeriodsReference </calculationPeriodsReference> [1]

'A pointer style reference to the Calculation Periods defined on another leg.'

<calculationPeriodsScheduleReference> CalculationPeriodsReference </calculationPeriodsScheduleReference> [1]

'A pointer style reference to the Calculation Periods Schedule defined on another leg.'

End Choice
End Choice
Start Group: LagOrReference.model [0..1]
Start Choice [1]
<lag> Lag </lag> [1]

'The pricing period per calculation period if the pricing days do not wholly fall within the respective calculation period.'

<lagReference> LagReference </lagReference> [1]

'Allows a lag to reference one already defined elsewhere in the trade.'

End Choice
End Group: LagOrReference.model
</...>
Diagram
Schema Component Representation
<xsd:complexType name="CommodityFx">
<xsd:sequence>
<xsd:element name="primaryRateSource" type=" InformationSource "/>
<xsd:element name="secondaryRateSource" type=" InformationSource " minOccurs="0"/>
<xsd:choice minOccurs="0">
<xsd:element name="fixingTime" type=" BusinessCenterTime "/>
<xsd:sequence>
<xsd:choice>
<xsd:element name="fxObservationDates" type=" AdjustableDates " maxOccurs="unbounded"/>
<xsd:element name="observationFrequency" type=" CommodityFrequencyType "/>
</xsd:choice>
<xsd:element name="fixingTime" type=" BusinessCenterTime " minOccurs="0"/>
<xsd:group ref=" CommodityCalculationPeriodsPointer.model "/>
</xsd:sequence>
</xsd:choice>
<xsd:group ref=" LagOrReference.model " minOccurs="0"/>
</xsd:sequence>
</xsd:complexType>