Documentation for Financial products Markup Language (FpML®)
Definition Type: ComplexType
Name: CommodityDigitalOption
Namespace: http://www.fpml.org/FpML-5/confirmation
Type: nsA:Option
Containing Schema: fpml-com-5-10.xsd
Abstract
Documentation:
Defines the digital commodity option product type. Digital options exercise when a barrier is breached and are financially settled. The 'commodityDigitalOption' type is an extension of the 'commodityOption' product.
Collapse XSD Schema Diagram:
Drilldown into rounding in schema fpml-com-5-10_xsd Drilldown into settlementDisruption in schema fpml-com-5-10_xsd Drilldown into marketDisruption in schema fpml-com-5-10_xsd Drilldown into commonPricing in schema fpml-com-5-10_xsd Drilldown into CommodityContent.model in schema fpml-com-5-10_xsd Drilldown into premium in schema fpml-com-5-10_xsd Drilldown into exercise in schema fpml-com-5-10_xsd Drilldown into totalNotionalQuantity in schema fpml-com-5-10_xsd Drilldown into notionalQuantity in schema fpml-com-5-10_xsd Drilldown into notionalAmount in schema fpml-com-5-10_xsd Drilldown into digital in schema fpml-com-5-10_xsd Drilldown into averagingMethod in schema fpml-com-5-10_xsd Drilldown into pricingDates in schema fpml-com-5-10_xsd Drilldown into calculationPeriods in schema fpml-com-5-10_xsd Drilldown into calculationPeriodsSchedule in schema fpml-com-5-10_xsd Drilldown into CommodityAsian.model in schema fpml-com-5-10_xsd Drilldown into terminationDate in schema fpml-com-5-10_xsd Drilldown into effectiveDate in schema fpml-com-5-10_xsd Drilldown into CommodityDigitalOptionFeatures.model in schema fpml-com-5-10_xsd Drilldown into commodity in schema fpml-com-5-10_xsd Drilldown into optionType in schema fpml-com-5-10_xsd Drilldown into sellerAccountReference in schema fpml-shared-5-10_xsd Drilldown into sellerPartyReference in schema fpml-shared-5-10_xsd Drilldown into buyerAccountReference in schema fpml-shared-5-10_xsd Drilldown into buyerPartyReference in schema fpml-shared-5-10_xsd Drilldown into BuyerSeller.model in schema fpml-shared-5-10_xsd Drilldown into assetClass in schema fpml-shared-5-10_xsd Drilldown into productId in schema fpml-shared-5-10_xsd Drilldown into productType in schema fpml-shared-5-10_xsd Drilldown into secondaryAssetClass in schema fpml-shared-5-10_xsd Drilldown into primaryAssetClass in schema fpml-shared-5-10_xsd Drilldown into Product.model in schema fpml-shared-5-10_xsd Drilldown into id in schema fpml-shared-5-10_xsd Drilldown into Product in schema fpml-shared-5-10_xsd Drilldown into Option in schema fpml-option-shared-5-10_xsdXSD Diagram of CommodityDigitalOption in schema fpml-com-5-10_xsd (Financial products Markup Language (FpML®))
Collapse XSD Schema Code: 
<xsd:complexType name="CommodityDigitalOption">
    <xsd:annotation>
        <xsd:documentation xml:lang="en">Defines the digital commodity option product type. Digital options exercise when a barrier is breached and are financially settled. The 'commodityDigitalOption' type is an extension of the 'commodityOption' product.</xsd:documentation>
    </xsd:annotation>
    <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:element name="commodity" type="Commodity">
                    <xsd:annotation>
                        <xsd:documentation xml:lang="en">Specifies the underlying instrument. Usual content is an ISDA Commodity Reference Price Name. The 'commodity' underlyer component is specified using a reference to the 'commodity' asset (see description above at the Commodity Underlyer section).</xsd:documentation>
                    </xsd:annotation>
                </xsd:element>
                <xsd:group ref="CommodityDigitalOptionFeatures.model">
                    <xsd:annotation>
                        <xsd:documentation xml:lang="en">Describes additional features within the digital option.</xsd:documentation>
                    </xsd:annotation>
                </xsd:group>
                <xsd:choice>
                    <xsd:element name="notionalAmount" type="NotionalAmount">
                        <xsd:annotation>
                            <xsd:documentation xml:lang="en">Volume contracted when volume is specified as a currency-denominated amount.</xsd:documentation>
                        </xsd:annotation>
                    </xsd:element>
                    <xsd:sequence>
                        <xsd:element name="notionalQuantity" type="CommodityNotionalQuantity">
                            <xsd:annotation>
                                <xsd:documentation xml:lang="en">The volume contracted when the volume is specified as a quantity of commodity.</xsd:documentation>
                            </xsd:annotation>
                        </xsd:element>
                        <xsd:element name="totalNotionalQuantity" type="xsd:decimal" minOccurs="0" />
                    </xsd:sequence>
                </xsd:choice>
                <xsd:element name="exercise" type="CommodityDigitalExercise">
                    <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:group ref="CommodityContent.model" minOccurs="0">
                </xsd:group>
            </xsd:sequence>
        </xsd:extension>
    </xsd:complexContent>
</xsd:complexType>
Collapse Child Elements:
Name Type Min Occurs Max Occurs
primaryAssetClass nsA:primaryAssetClass 0 (1)
secondaryAssetClass nsA:secondaryAssetClass 0 unbounded
productType nsA:productType 0 unbounded
productId nsA:productId 0 unbounded
assetClass nsA:assetClass 0 unbounded
buyerPartyReference nsA:buyerPartyReference (1) (1)
buyerAccountReference nsA:buyerAccountReference 0 (1)
sellerPartyReference nsA:sellerPartyReference (1) (1)
sellerAccountReference nsA:sellerAccountReference 0 (1)
optionType nsA:optionType (1) (1)
commodity nsA:commodity (1) (1)
effectiveDate nsA:effectiveDate 0 (1)
terminationDate nsA:terminationDate 0 (1)
calculationPeriodsSchedule nsA:calculationPeriodsSchedule (1) (1)
calculationPeriods nsA:calculationPeriods (1) (1)
pricingDates nsA:pricingDates (1) (1)
averagingMethod nsA:averagingMethod 0 (1)
digital nsA:digital (1) (1)
notionalAmount nsA:notionalAmount (1) (1)
notionalQuantity nsA:notionalQuantity (1) (1)
totalNotionalQuantity nsA:totalNotionalQuantity 0 (1)
exercise nsA:exercise (1) (1)
premium nsA:premium (1) unbounded
commonPricing nsA:commonPricing 0 (1)
marketDisruption nsA:marketDisruption 0 (1)
settlementDisruption nsA:settlementDisruption 0 (1)
rounding nsA:rounding 0 (1)
<xs:group> nsA:BuyerSeller.model (1) (1)
<xs:group> nsA:CommodityDigitalOptionFeatures.model (1) (1)
<xs:group> nsA:CommodityAsian.model 0 (1)
<xs:group> nsA:CommodityContent.model 0 (1)
Collapse Child Attributes:
Name Type Default Value Use
id nsA:id (Optional)
Collapse Derivation Tree:
Collapse References:
nsA:commodityDigitalOption
Documentation for Financial products Markup Language (FpML®)

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