XML Schema Documentation

Name	CommodityAsian.model
Used by (from the same schema document)	Complex Type CommodityOption
Documentation	Model group containing features specific to asian/averaging commodity options.

XML Instance Representation

<effectiveDate> AdjustableOrRelativeDate </effectiveDate> [1]

'The effective date of the Commodity Option Transaction. Note that the Termination/Expiration Date should be specified in expirationDate within the CommodityAmericanExercise type or the CommodityEuropeanExercise type, as applicable.'

Start Choice [1]

<calculationPeriodsSchedule> CommodityCalculationPeriodsSchedule </calculationPeriodsSchedule> [1]

'A parametric representation of the Calculation Periods of the Commodity Option Transaction.'

<calculationPeriods> AdjustableDates </calculationPeriods> [1]

'An absolute representation of the Calculation Periods of the Commodity Option Transaction.'

End Choice

<pricingDates> CommodityPricingDates </pricingDates> [1]

'The dates on which the option will price.'

<averagingMethod> AveragingMethodEnum </averagingMethod> [0..1]

'The Method of Averaging if there is more than one Pricing Date.'

Schema Component Representation

<xsd:group name="CommodityAsian.model">

<xsd:sequence>

<xsd:element name="effectiveDate" type=" AdjustableOrRelativeDate "/>

<xsd:choice>

<xsd:element name="calculationPeriodsSchedule" type=" CommodityCalculationPeriodsSchedule "/>

<xsd:element name="calculationPeriods" type=" AdjustableDates "/>

</xsd:choice>

<xsd:element name="pricingDates" type=" CommodityPricingDates "/>

<xsd:element name="averagingMethod" type=" AveragingMethodEnum " minOccurs="0"/>

</xsd:sequence>

</xsd:group>

Generated by <oXygen/> XML Editor using a modified version of xs3p that adds schema diagrams and chunking support.

Model Group: CommodityAsian.model

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