XML Schema Documentation

Complex Type: CommoditySwap

[Table of contents]

Super-types: Product < CommoditySwap (by extension)
Sub-types: None
Name CommoditySwap
Used by (from the same schema document) Element commoditySwap
Abstract no
Documentation Commodity Swap.
XML Instance Representation
<...
id=" xsd:ID [0..1]">
<productType> ProductType </productType> [0..*]

'A classification of the type of product. FpML defines a simple product categorization using a coding scheme.'

<productId> ProductId </productId> [0..*]

'A product reference identifier allocated by a party. FpML does not define the domain values associated with this element. Note that the domain values for this element are not strictly an enumerated list.'

<effectiveDate> AdjustableOrRelativeDate </effectiveDate> [1]

'Specifies the effective date of this leg of the swap. When defined in relation to a date specified somewhere else in the document (through the relativeDate component), this element will typically point to the effective date of the other leg of the swap.'

<terminationDate> AdjustableOrRelativeDate </terminationDate> [1]

'Specifies the termination date of this leg of the swap. When defined in relation to a date specified somewhere else in the document (through the relativeDate component), this element will typically point to the termination date of the other leg of the swap.'

<settlementCurrency> IdentifiedCurrency </settlementCurrency> [1]

'The currency into which the Commodity Swap Transaction will settle. If this is not the same as the currency in which the Commodity Reference Price is quoted on a given floating leg of the Commodity Swap Transaction, then an FX rate should also be specified for that leg.'

Start Choice [1..*]
<fixedLeg> FixedPriceLeg </fixedLeg> [1]

'Fixed Price Leg.'

<floatingLeg> FloatingPriceLeg </floatingLeg> [1]

'Floating Price leg.'

End Choice
Start Group: CommodityContent.model [0..1]
<commonPricing> xsd:boolean </commonPricing> [0..1]

'Common pricing may be relevant for a Transaction that references more than one Commodity Reference Price. If Common Pricing is not specified as applicable, it will be deemed not to apply.'

<marketDisruption> CommodityMarketDisruption </marketDisruption> [0..1]

'Market disruption events as defined in the ISDA 1993 Commodity Definitions or in ISDA 2005 Commodity Definitions, as applicable.'

<rounding> Rounding </rounding> [0..1]

'Rounding direction and precision for amounts.'

End Group: CommodityContent.model
</...>
Diagram
Schema Component Representation
<xsd:complexType name="CommoditySwap">
<xsd:complexContent>
<xsd:extension base=" Product ">
<xsd:sequence>
<xsd:element name="effectiveDate" type=" AdjustableOrRelativeDate "/>
<xsd:element name="terminationDate" type=" AdjustableOrRelativeDate "/>
<xsd:element name="settlementCurrency" type=" IdentifiedCurrency "/>
<xsd:choice maxOccurs="unbounded">
<xsd:element name="fixedLeg" type=" FixedPriceLeg "/>
<xsd:element name="floatingLeg" type=" FloatingPriceLeg "/>
</xsd:choice>
<xsd:group ref=" CommodityContent.model " minOccurs="0"/>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>