# XML Schema Documentation

### Complex Type: FloatingPriceLeg

#### [Table of contents]

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

Name | FloatingPriceLeg
Used by (from the same schema document) | Complex Type CommoditySwap
Abstract | no
Documentation | Floating Price Leg of a Return Swap.

XML Instance Representation
<...>
<payerPartyReference> PartyOrAccountReference </payerPartyReference> [1]

'A reference to the party responsible for making the payments defined by this structure.'

<receiverPartyReference> PartyOrAccountReference </receiverPartyReference> [1]

'A reference to the party that receives the payments corresponding to this structure.'

Start Choice [1]
<calculationPeriods> AdjustableDates </calculationPeriods> [1]

'The Calculation Periods for this leg of the swap. This type is only intended to be used if the Calculation Periods differ on each leg. If Calculation Periods mirror another leg, then the calculationPeriodsReference element should be used to point to the Calculation Periods on that leg - or the calculationPeriodsScheduleReference can be used to point to the Calculation Periods Schedule for that leg.'

<calculationPeriodsSchedule> Interval </calculationPeriodsSchedule> [1]

'The Calculation Periods for this leg of the swap. This type is only intended to be used if the Calculation Periods differ on each leg. If Calculation Periods mirror another leg, then the calculationPeriodsReference element should be used to point to the Calculation Periods on the other leg - or the calculationPeriodsScheduleReference can be used to point to the Calculation Periods Schedule for that leg.'

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
<commodity> Commodity </commodity> [1]

'Specifies the underlying instrument. At this time, only underlyers of type Commodity are supported; the choice group in the future could offer the possibility of adding other types later.'

Start Choice [1]
<notionalQuantity> CommodityNotional </notionalQuantity> [1]

'The Notional Quantity.'

<notionalQuantitySchedule> CommodityNotionalSchedule </notionalQuantitySchedule> [1]

'Allows the documentation of a shaped notional trade where the notional changes over the life of the transaction.'

End Choice
<totalNotionalQuantity> xsd:decimal </totalNotionalQuantity> [1]

'The Total Notional Quantity.'

<calculation> FloatingLegCalculation </calculation> [1]

'Defines details relevant to the calculation of the floating price.'

Start Choice [1]
<paymentDates> AdjustableDatesOrRelativeDateOffset </paymentDates> [1]

'Dates on which payments will be made.'

<relativePaymentDates> CommodityRelativePaymentDates </relativePaymentDates> [1]

'The Payment Dates of the trade relative to the Calculation Periods.'

End Choice
</...>
Diagram
Schema Component Representation
<xsd:complexType name="FloatingPriceLeg">
<xsd:sequence>
<xsd:group ref=" PayerReceiver.model "/>
<xsd:group ref=" CommodityCalculationPeriods.model "/>
<xsd:element name="commodity" type=" Commodity "/>
<xsd:group ref=" CommodityNotionalQuantity.model "/>
<xsd:element name="calculation" type=" FloatingLegCalculation "/>
<xsd:group ref=" CommodityPaymentDates.model "/>
</xsd:sequence>
</xsd:complexType>