XML Schema Documentation

Super-types:	None
Sub-types:	None

Name	CommodityPricingDates
Used by (from the same schema document)	Complex Type FloatingLegCalculation , Model Group CommodityAsian.model
Abstract	no
Documentation	The dates on which prices are observed for the underlyer.

XML Instance Representation

<...
id=" xsd:ID [0..1]">
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
Start Choice [1]

<lag> Lag </lag> [0..1]

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

<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

<businessCalendar> CommodityBusinessCalendar </businessCalendar> [0..1]

'Identifies a commodity business day calendar from which the pricing dates will be generated.'

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

'A list of adjustable dates on which the trade would price. Each date will price for the Calculation Period within which it falls.'

End Choice
</...>

Schema Component Representation

<xsd:complexType name="CommodityPricingDates">

<xsd:sequence>

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

<xsd:choice>

<xsd:sequence>

<xsd:element name="lag" type=" Lag " minOccurs="0"/>

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

<xsd:element name="businessCalendar" type=" CommodityBusinessCalendar " minOccurs="0"/>

</xsd:sequence>

<xsd:element name="pricingDates" type=" AdjustableDates " maxOccurs="unbounded"/>

</xsd:choice>

</xsd:sequence>

<xsd:attribute name="id" type=" xsd:ID "/>

</xsd:complexType>

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

Complex Type: CommodityPricingDates

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