Documentation for Financial products Markup Language (FpML®)
Definition Type: Group
Name: CommodityFinancialOption.model
Namespace: http://www.fpml.org/FpML-5/reporting
Containing Schema: fpml-com-5-10.xsd
Documentation:
Items specific to financially-settled commodity options.
Collapse XSD Schema Diagram:
Drilldown into floatingStrikePricePerUnitSchedule in schema fpml-com-5-10_xsd2 Drilldown into floatingStrikePricePerUnit in schema fpml-com-5-10_xsd2 Drilldown into CommodityFloatingStrikePrice.model in schema fpml-com-5-10_xsd2 Drilldown into strikePricePerUnitSchedule in schema fpml-com-5-10_xsd2 Drilldown into strikePricePerUnit in schema fpml-com-5-10_xsd2 Drilldown into CommodityStrikePrice.model in schema fpml-com-5-10_xsd2 Drilldown into exercise in schema fpml-com-5-10_xsd2 Drilldown into quantityReference in schema fpml-com-5-10_xsd2 Drilldown into totalNotionalQuantity in schema fpml-com-5-10_xsd2 Drilldown into settlementPeriodsNotionalQuantity in schema fpml-com-5-10_xsd2 Drilldown into notionalQuantity in schema fpml-com-5-10_xsd2 Drilldown into notionalQuantitySchedule in schema fpml-com-5-10_xsd2 Drilldown into CommodityNotionalQuantity.model in schema fpml-com-5-10_xsd2 Drilldown into barrier in schema fpml-com-5-10_xsd2 Drilldown into averagingMethod in schema fpml-com-5-10_xsd2 Drilldown into pricingDates in schema fpml-com-5-10_xsd2 Drilldown into calculationPeriods in schema fpml-com-5-10_xsd2 Drilldown into calculationPeriodsSchedule in schema fpml-com-5-10_xsd2 Drilldown into CommodityAsian.model in schema fpml-com-5-10_xsd2 Drilldown into terminationDate in schema fpml-com-5-10_xsd2 Drilldown into effectiveDate in schema fpml-com-5-10_xsd2 Drilldown into CommodityOptionFeatures.model in schema fpml-com-5-10_xsd2 Drilldown into commodity in schema fpml-com-5-10_xsd2XSD Diagram of CommodityFinancialOption.model in schema fpml-com-5-10_xsd2 (Financial products Markup Language (FpML®))
Collapse XSD Schema Code: 
<xsd:group name="CommodityFinancialOption.model">
    <xsd:annotation>
        <xsd:documentation xml:lang="en">Items specific to financially-settled commodity options.</xsd:documentation>
    </xsd:annotation>
    <xsd:sequence>
        <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="CommodityOptionFeatures.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="CommodityNotionalQuantity.model" minOccurs="0">
        </xsd:group>
        <xsd:element name="exercise" type="CommodityExercise" minOccurs="0">
            <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:choice minOccurs="0">
            <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:group>
Collapse Child Elements:
Name Type Min Occurs Max Occurs
commodity nsE:commodity (1) (1)
effectiveDate nsE:effectiveDate 0 (1)
terminationDate nsE:terminationDate 0 (1)
calculationPeriodsSchedule nsE:calculationPeriodsSchedule (1) (1)
calculationPeriods nsE:calculationPeriods (1) (1)
pricingDates nsE:pricingDates 0 (1)
averagingMethod nsE:averagingMethod 0 (1)
barrier nsE:barrier 0 (1)
notionalQuantitySchedule nsE:notionalQuantitySchedule (1) (1)
notionalQuantity nsE:notionalQuantity (1) (1)
settlementPeriodsNotionalQuantity nsE:settlementPeriodsNotionalQuantity (1) unbounded
totalNotionalQuantity nsE:totalNotionalQuantity 0 (1)
quantityReference nsE:quantityReference (1) (1)
exercise nsE:exercise 0 (1)
strikePricePerUnit nsE:strikePricePerUnit (1) (1)
strikePricePerUnitSchedule nsE:strikePricePerUnitSchedule (1) (1)
floatingStrikePricePerUnit nsE:floatingStrikePricePerUnit (1) (1)
floatingStrikePricePerUnitSchedule nsE:floatingStrikePricePerUnitSchedule (1) (1)
<xs:group> nsE:CommodityOptionFeatures.model 0 (1)
<xs:group> nsE:CommodityAsian.model 0 (1)
<xs:group> nsE:CommodityNotionalQuantity.model 0 (1)
<xs:group> nsE:CommodityStrikePrice.model (1) (1)
<xs:group> nsE:CommodityFloatingStrikePrice.model (1) (1)
Documentation for Financial products Markup Language (FpML®)

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