Documentation for Financial products Markup Language (FpML®)
Definition Type: ComplexType
Name: CommodityBasketOption
Namespace: http://www.fpml.org/FpML-5/transparency
Type: nsF:Option
Containing Schema: fpml-com-5-10.xsd
Abstract
Collapse XSD Schema Diagram:
Drilldown into premium in schema fpml-com-5-10_xsd3 Drilldown into exercise in schema fpml-com-5-10_xsd3 Drilldown into floatingStrikePricePerUnit in schema fpml-com-5-10_xsd3 Drilldown into CommodityFloatingStrikePrice.model in schema fpml-com-5-10_xsd3 Drilldown into strikePricePerUnit in schema fpml-com-5-10_xsd3 Drilldown into CommodityStrikePrice.model in schema fpml-com-5-10_xsd3 Drilldown into notionalAmountBasket in schema fpml-com-5-10_xsd3 Drilldown into notionalQuantityBasket in schema fpml-com-5-10_xsd3 Drilldown into CommodityBasket.model in schema fpml-com-5-10_xsd3 Drilldown into calculationPeriods in schema fpml-com-5-10_xsd3 Drilldown into calculationPeriodsSchedule in schema fpml-com-5-10_xsd3 Drilldown into terminationDate in schema fpml-com-5-10_xsd3 Drilldown into effectiveDate in schema fpml-com-5-10_xsd3 Drilldown into CommodityBasketOptionFeatures.model in schema fpml-com-5-10_xsd3 Drilldown into optionType in schema fpml-com-5-10_xsd3 Drilldown into sellerPartyReference in schema fpml-shared-5-10_xsd5 Drilldown into buyerPartyReference in schema fpml-shared-5-10_xsd5 Drilldown into BuyerSeller.model in schema fpml-shared-5-10_xsd5 Drilldown into embeddedOptionType in schema fpml-shared-5-10_xsd5 Drilldown into productId in schema fpml-shared-5-10_xsd5 Drilldown into productType in schema fpml-shared-5-10_xsd5 Drilldown into secondaryAssetClass in schema fpml-shared-5-10_xsd5 Drilldown into primaryAssetClass in schema fpml-shared-5-10_xsd5 Drilldown into Product.model in schema fpml-shared-5-10_xsd5 Drilldown into id in schema fpml-shared-5-10_xsd5 Drilldown into Product in schema fpml-shared-5-10_xsd5 Drilldown into Option in schema fpml-option-shared-5-10_xsd4XSD Diagram of CommodityBasketOption in schema fpml-com-5-10_xsd3 (Financial products Markup Language (FpML®))
Collapse XSD Schema Code: 
<xsd:complexType name="CommodityBasketOption">
    <xsd:complexContent>
        <xsd:extension base="Option">
            <xsd:sequence>
                <xsd:element name="optionType" type="PutCallEnum">
                    <xsd:annotation>
                        <xsd:documentation xml:lang="en">The type of option transaction.</xsd:documentation>
                    </xsd:annotation>
                </xsd:element>
                <xsd:group ref="CommodityBasketOptionFeatures.model" minOccurs="0">
                    <xsd:annotation>
                        <xsd:documentation xml:lang="en">Describes additional features within the option.</xsd:documentation>
                    </xsd:annotation>
                </xsd:group>
                <xsd:group ref="CommodityBasket.model" />
                <xsd:sequence>
                    <xsd:choice>
                        <xsd:group ref="CommodityStrikePrice.model">
                            <xsd:annotation>
                                <xsd:documentation xml:lang="en">The different options for specifying the Strike price per unit. This will consists of a single strike price of a strike price schedule.</xsd:documentation>
                            </xsd:annotation>
                        </xsd:group>
                        <xsd:group ref="CommodityFloatingStrikePrice.model" />
                    </xsd:choice>
                </xsd:sequence>
                <xsd:element name="exercise" type="CommodityExerciseBasket">
                    <xsd:annotation>
                        <xsd:documentation xml:lang="en">The parameters for defining how the commodity option can be exercised and how it is settled.</xsd:documentation>
                    </xsd:annotation>
                </xsd:element>
                <xsd:element name="premium" type="CommodityPremium" maxOccurs="unbounded">
                    <xsd:annotation>
                        <xsd:documentation xml:lang="en">The option premium payable by the buyer to the seller.</xsd:documentation>
                    </xsd:annotation>
                </xsd:element>
            </xsd:sequence>
        </xsd:extension>
    </xsd:complexContent>
</xsd:complexType>
Collapse Child Elements:
Name Type Min Occurs Max Occurs
primaryAssetClass nsF:primaryAssetClass 0 (1)
secondaryAssetClass nsF:secondaryAssetClass 0 unbounded
productType nsF:productType 0 unbounded
productId nsF:productId 0 unbounded
embeddedOptionType nsF:embeddedOptionType 0 2
buyerPartyReference nsF:buyerPartyReference 0 (1)
sellerPartyReference nsF:sellerPartyReference 0 (1)
optionType nsF:optionType (1) (1)
effectiveDate nsF:effectiveDate 0 (1)
terminationDate nsF:terminationDate 0 (1)
calculationPeriodsSchedule nsF:calculationPeriodsSchedule (1) (1)
calculationPeriods nsF:calculationPeriods (1) (1)
notionalQuantityBasket nsF:notionalQuantityBasket (1) (1)
notionalAmountBasket nsF:notionalAmountBasket (1) (1)
strikePricePerUnit nsF:strikePricePerUnit (1) (1)
floatingStrikePricePerUnit nsF:floatingStrikePricePerUnit (1) (1)
exercise nsF:exercise (1) (1)
premium nsF:premium (1) unbounded
<xs:group> nsF:BuyerSeller.model (1) (1)
<xs:group> nsF:CommodityBasketOptionFeatures.model 0 (1)
<xs:group> nsF:CommodityBasket.model (1) (1)
<xs:group> nsF:CommodityStrikePrice.model (1) (1)
<xs:group> nsF:CommodityFloatingStrikePrice.model (1) (1)
Collapse Child Attributes:
Name Type Default Value Use
id nsF:id (Optional)
Collapse Derivation Tree:
Collapse References:
nsF:commodityBasketOption
Documentation for Financial products Markup Language (FpML®)

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