Documentation for Financial products Markup Language (FpML®)
Definition Type: ComplexType
Name: CommodityCalculationPeriodsSchedule
Namespace: http://www.fpml.org/FpML-5/recordkeeping
Type: nsD:Frequency
Containing Schema: fpml-com-5-10.xsd
Abstract
Documentation:
A parametric representation of the Calculation Periods for on Asian option or a leg of a swap. In case the calculation frequency is of value T (term), the period is defined by the commoditySwap\effectiveDate and the commoditySwap\terminationDate.
Collapse XSD Schema Diagram:
Drilldown into balanceOfFirstPeriod in schema fpml-com-5-10_xsd1 Drilldown into period in schema fpml-shared-5-10_xsd3 Drilldown into periodMultiplier in schema fpml-shared-5-10_xsd3 Drilldown into id in schema fpml-shared-5-10_xsd3 Drilldown into Frequency in schema fpml-shared-5-10_xsd3XSD Diagram of CommodityCalculationPeriodsSchedule in schema fpml-com-5-10_xsd1 (Financial products Markup Language (FpML®))
Collapse XSD Schema Code: 
<xsd:complexType name="CommodityCalculationPeriodsSchedule">
    <xsd:annotation>
        <xsd:documentation xml:lang="en">A parametric representation of the Calculation Periods for on Asian option or a leg of a swap. In case the calculation frequency is of value T (term), the period is defined by the commoditySwap\effectiveDate and the commoditySwap\terminationDate.</xsd:documentation>
    </xsd:annotation>
    <xsd:complexContent>
        <xsd:extension base="Frequency">
            <xsd:sequence>
                <xsd:element name="balanceOfFirstPeriod" type="xsd:boolean" minOccurs="0">
                    <xsd:annotation>
                        <xsd:documentation xml:lang="en">If true, indicates that that the first Calculation Period should run from the Effective Date to the end of the calendar period in which the Effective Date falls, e.g. Jan 15 - Jan 31 if the calculation periods are one month long and Effective Date is Jan 15. If false, the first Calculation Period should run from the Effective Date for one whole period, e.g. Jan 15 to Feb 14 if the calculation periods are one month long and Effective Date is Jan 15.</xsd:documentation>
                    </xsd:annotation>
                </xsd:element>
            </xsd:sequence>
        </xsd:extension>
    </xsd:complexContent>
</xsd:complexType>
Collapse Child Elements:
Name Type Min Occurs Max Occurs
periodMultiplier nsD:periodMultiplier 0 (1)
period nsD:period 0 (1)
balanceOfFirstPeriod nsD:balanceOfFirstPeriod 0 (1)
Collapse Child Attributes:
Name Type Default Value Use
id nsD:id (Optional)
Collapse Derivation Tree:
Collapse References:
nsD:calculationPeriodsSchedule, nsD:calculationPeriodsSchedule, nsD:calculationPeriodsSchedule, nsD:floatingStrikePricePerUnitSchedulensD:periodsSchedule,
Documentation for Financial products Markup Language (FpML®)

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