XML Schema Documentation

Model Group: CommodityCalculationPeriods.model

[Table of contents]

Name CommodityCalculationPeriods.model
Used by (from the same schema document) Complex Type FixedPriceLeg , Complex Type FloatingPriceLeg
Documentation The different options for specifying the Calculation Periods.
XML Instance Representation
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> CommodityCalculationPeriodsSchedule </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
Diagram
Schema Component Representation
<xsd:group name="CommodityCalculationPeriods.model">
<xsd:choice>
<xsd:element name="calculationPeriods" type=" AdjustableDates "/>
<xsd:element name="calculationPeriodsSchedule" type=" CommodityCalculationPeriodsSchedule "/>
<xsd:group ref=" CommodityCalculationPeriodsPointer.model "/>
</xsd:choice>
</xsd:group>