XML Schema Documentation

Super-types:	None
Sub-types:	None

Name	FloatingLegCalculation
Used by (from the same schema document)	Complex Type FloatingPriceLeg
Abstract	no
Documentation	A type to capture details relevant to the calculation of the floating price.

XML Instance Representation

<...>

<pricingDates> CommodityPricingDates </pricingDates> [1]

'Commodity Pricing Dates.'

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

'The parties may specify a Method of Averaging where more than one pricing Dates is being specified as being applicable.'

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

'If the Notional Quantity is specified in a unit that does not match the unit in which the Commodity Reference Price is quoted, the scaling or conversion factor used to convert the Commodity Reference Price unit into the Notional Quantity unit should be stated here. If there is no conversion, this element is not intended to be used.'

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

'Rounding direction and precision for price values.'

Start Choice [0..1]

<spread> Money </spread> [1]

'The spread over or under the Commodity Reference Price for this leg of the trade. This element is intended to be used for basis trades.'

<spreadSchedule> CommoditySpreadSchedule </spreadSchedule> [1..*]

'The spread over or under the Commodity Reference Price for this leg of the trade for each Calculation Period. This element is intended to be used for basis trades.'

End Choice

<fx> CommodityFx </fx> [0..1]

'FX observations to be used to convert the observed Commodity Reference Price to the Settlement Currency.'

</...>

Schema Component Representation

<xsd:complexType name="FloatingLegCalculation">

<xsd:sequence>

<xsd:element name="pricingDates" type=" CommodityPricingDates "/>

<xsd:element name="averagingMethod" type=" AveragingMethodEnum " minOccurs="0"/>

<xsd:element name="conversionFactor" type=" xsd:decimal " minOccurs="0"/>

<xsd:element name="rounding" type=" Rounding " minOccurs="0"/>

<xsd:choice minOccurs="0">

<xsd:element name="spread" type=" Money "/>

<xsd:element name="spreadSchedule" type=" CommoditySpreadSchedule " maxOccurs="unbounded"/>

</xsd:choice>

<xsd:element name="fx" type=" CommodityFx " minOccurs="0"/>

</xsd:sequence>

</xsd:complexType>

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

Complex Type: FloatingLegCalculation

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