XML Schema Documentation

Super-types:	Leg < FixedPriceLeg (by extension)
Sub-types:	None

Name	FixedPriceLeg
Used by (from the same schema document)	Complex Type CommoditySwap
Abstract	no
Documentation	Fixed Price Leg of a Commodity Swap.

XML Instance Representation

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

<payerPartyReference> PartyOrAccountReference </payerPartyReference> [1]

'A reference to the party responsible for making the payments defined by this structure.'

<receiverPartyReference> PartyOrAccountReference </receiverPartyReference> [1]

'A reference to the party that receives the payments corresponding to this structure.'

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
Start Choice [1]

<fixedPriceSchedule> CommodityFixedPriceSchedule </fixedPriceSchedule> [1]

'Allows the specification of a Fixed Price that varies over the life of the trade.'

Start Choice [1]

<fixedPrice> FixedPrice </fixedPrice> [1]

'Fixed price on which fixed payments are based.'

<worldscaleRate> xsd:decimal </worldscaleRate> [1]

'For a WET Voyager Charter Commodity Swap, the number of Worldscale Points for purposes of the calculation of a Fixed Amount.'

<contractRate> NonNegativeMoney </contractRate> [1]

'For a DRY Voyage Charter or Time Charter Commodity Swap, the price per relevant unit for pruposes of the calculation of a Fixed Amount.'

End Choice
End Choice
Start Choice [1]

<notionalQuantity> CommodityNotional </notionalQuantity> [1]

'The Notional Quantity.'

<notionalQuantitySchedule> CommodityNotionalSchedule </notionalQuantitySchedule> [1]

'Allows the documentation of a shaped notional trade where the notional changes over the life of the transaction.'

End Choice

<totalNotionalQuantity> xsd:decimal </totalNotionalQuantity> [0..1]

'The Total Notional Quantity.'

Start Choice [1]

<paymentDates> AdjustableDatesOrRelativeDateOffset </paymentDates> [1]

'Dates on which payments will be made.'

<relativePaymentDates> CommodityRelativePaymentDates </relativePaymentDates> [1]

'The Payment Dates of the trade relative to the Calculation Periods.'

End Choice
Start Group: CommodityFreightFlatRate.model [0..1]

<flatRate> FlatRateEnum </flatRate> [1]

'Whether the Flat Rate is the New Worldwide Tanker Nominal Freight Scale for the Freight Index Route taken at the Trade Date of the transaction or taken on each Pricing Date.'

<flatRateAmount> NonNegativeMoney </flatRateAmount> [0..1]

'If flatRate is set to \"Fixed\", the actual value of the Flat Rate.'

End Group: CommodityFreightFlatRate.model
</...>

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

Complex Type: FixedPriceLeg

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