XML Schema Documentation

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.'

<fxType> CommodityFxType </fxType> [0..1]

'A type to identify how the FX rate will be applied. This is intended to differentiate between the various methods for applying FX to the floating price such as a daily calculation, or averaging the FX and applying the average at the end of each CalculationPeriod.'

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

'The parties may specify a Method of Averaging when averaging of the FX rate is applicable.'

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]

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

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

Start Sequence [0..1]

<dayType> DayTypeEnum </dayType> [1]

'The type of day on which pricing occurs.'

Start Choice [1]

<dayDistribution> CommodityFrequencyType </dayDistribution> [1]

'The method by which the pricing days are distributed across the pricing period.'

<dayCount> xsd:positiveInteger </dayCount> [0..1]

'The number of days over which pricing should take place.'

<dayOfWeek> WeeklyRollConventionEnum </dayOfWeek> [1..7]

'The day(s) of the week on which pricing will take place during the pricing period.'

<dayNumber> xsd:integer </dayNumber> [0..1]

'The occurrence of the dayOfWeek within the pricing period on which pricing will take place, e.g. the 3rd Friday within each Calculation Period. If omitted, every dayOfWeek will be a pricing day.'

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
End Sequence
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

<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.'

End Choice
</...>

Schema Component Representation

<xsd:complexType name="CommodityFx">

<xsd:sequence>

<xsd:element name="primaryRateSource" type=" InformationSource "/>

<xsd:element name="secondaryRateSource" type=" InformationSource " minOccurs="0"/>

<xsd:element name="fxType" type=" CommodityFxType " minOccurs="0"/>

<xsd:element name="averagingMethod" type=" AveragingMethodEnum " 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:sequence>

<xsd:sequence minOccurs="0">

<xsd:group ref=" PricingDays.model "/>

<xsd:group ref=" LagOrReference.model " minOccurs="0"/>

</xsd:sequence>

<xsd:group ref=" CommodityCalculationPeriodsPointer.model "/>

</xsd:sequence>

</xsd:choice>

<xsd:element name="fixingTime" type=" BusinessCenterTime " minOccurs="0"/>

</xsd:sequence>

</xsd:choice>

</xsd:sequence>

</xsd:complexType>

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

Complex Type: CommodityFx

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