Documentation for Financial products Markup Language (FpML®)
Definition Type: ComplexType
Name: CommodityFx
Namespace: http://www.fpml.org/FpML-5/reporting
Containing Schema: fpml-com-5-10.xsd
Abstract
Documentation:
A type defining the FX observations to be used to convert the observed Commodity Reference Price to the Settlement Currency. The rate source must be specified. Additionally, a time for the spot price to be observed on that source may be specified, or else an averaging schedule for trades priced using an average FX rate.
Collapse XSD Schema Diagram:
Drilldown into fixingTime in schema fpml-com-5-10_xsd2 Drilldown into calculationPeriodsDatesReference in schema fpml-com-5-10_xsd2 Drilldown into calculationPeriodsScheduleReference in schema fpml-com-5-10_xsd2 Drilldown into calculationPeriodsReference in schema fpml-com-5-10_xsd2 Drilldown into CommodityCalculationPeriodsPointer.model in schema fpml-com-5-10_xsd2 Drilldown into lagReference in schema fpml-com-5-10_xsd2 Drilldown into lag in schema fpml-com-5-10_xsd2 Drilldown into LagOrReference.model in schema fpml-com-5-10_xsd2 Drilldown into businessDayConvention in schema fpml-com-5-10_xsd2 Drilldown into dayNumber in schema fpml-com-5-10_xsd2 Drilldown into dayOfWeek in schema fpml-com-5-10_xsd2 Drilldown into dayCount in schema fpml-com-5-10_xsd2 Drilldown into dayDistribution in schema fpml-com-5-10_xsd2 Drilldown into dayType in schema fpml-com-5-10_xsd2 Drilldown into Days.model in schema fpml-com-5-10_xsd2 Drilldown into fxObservationDates in schema fpml-com-5-10_xsd2 Drilldown into averagingMethod in schema fpml-com-5-10_xsd2 Drilldown into fxType in schema fpml-com-5-10_xsd2 Drilldown into secondaryRateSource in schema fpml-com-5-10_xsd2 Drilldown into primaryRateSource in schema fpml-com-5-10_xsd2XSD Diagram of CommodityFx in schema fpml-com-5-10_xsd2 (Financial products Markup Language (FpML®))
Collapse XSD Schema Code: 
<xsd:complexType name="CommodityFx">
    <xsd:annotation>
        <xsd:documentation xml:lang="en">A type defining the FX observations to be used to convert the observed Commodity Reference Price to the Settlement Currency. The rate source must be specified. Additionally, a time for the spot price to be observed on that source may be specified, or else an averaging schedule for trades priced using an average FX rate.</xsd:documentation>
    </xsd:annotation>
    <xsd:sequence>
        <xsd:element name="primaryRateSource" type="InformationSource" minOccurs="0">
            <xsd:annotation>
                <xsd:documentation xml:lang="en">The primary source for where the rate observation will occur. Will typically be either a page or a reference bank published rate.</xsd:documentation>
            </xsd:annotation>
        </xsd:element>
        <xsd:element name="secondaryRateSource" type="InformationSource" minOccurs="0">
            <xsd:annotation>
                <xsd:documentation xml:lang="en">An alternative, or secondary, source for where the rate observation will occur. Will typically be either a page or a reference bank published rate.</xsd:documentation>
            </xsd:annotation>
        </xsd:element>
        <xsd:element name="fxType" type="CommodityFxType" minOccurs="0">
            <xsd:annotation>
                <xsd:documentation xml:lang="en">A type to identify how the FX rate will be applied. This is intended to differentiate between the various methods for applying FX to the floating price such as a daily calculation, or averaging the FX and applying the average at the end of each CalculationPeriod.</xsd:documentation>
            </xsd:annotation>
        </xsd:element>
        <xsd:element name="averagingMethod" type="AveragingMethodEnum" minOccurs="0">
            <xsd:annotation>
                <xsd:documentation xml:lang="en">The parties may specify a Method of Averaging when averaging of the FX rate is applicable.</xsd:documentation>
            </xsd:annotation>
        </xsd:element>
        <xsd:sequence minOccurs="0">
            <xsd:choice minOccurs="0">
                <xsd:element name="fxObservationDates" type="AdjustableDates" maxOccurs="unbounded">
                    <xsd:annotation>
                        <xsd:documentation xml:lang="en">A list of the fx observation dates for a given Calculation Period.</xsd:documentation>
                    </xsd:annotation>
                </xsd:element>
                <xsd:sequence>
                    <xsd:sequence minOccurs="0">
                        <xsd:group ref="Days.model">
                            <xsd:annotation>
                                <xsd:documentation xml:lang="en">The parties may specify the rules for FX observation when averaging of the FX rate is applicable.</xsd:documentation>
                            </xsd:annotation>
                        </xsd:group>
                        <xsd:group ref="LagOrReference.model" minOccurs="0" />
                    </xsd:sequence>
                    <xsd:group ref="CommodityCalculationPeriodsPointer.model" minOccurs="0">
                        <xsd:annotation>
                            <xsd:documentation xml:lang="en">Enables users to reference a Calculation Periods schedule in the form of a series of actual dates in a calculationPeriods container or in the form of a parameterised schedule in a calculationPeriodsSchedule container.</xsd:documentation>
                        </xsd:annotation>
                    </xsd:group>
                </xsd:sequence>
            </xsd:choice>
            <xsd:element name="fixingTime" type="BusinessCenterTime" minOccurs="0">
                <xsd:annotation>
                    <xsd:documentation xml:lang="en">The time at which the spot currency exchange rate will be observed. It is specified as a time in a specific business center, e.g. 11:00am London time.</xsd:documentation>
                </xsd:annotation>
            </xsd:element>
        </xsd:sequence>
    </xsd:sequence>
</xsd:complexType>
Collapse Child Elements:
Name Type Min Occurs Max Occurs
primaryRateSource nsE:primaryRateSource 0 (1)
secondaryRateSource nsE:secondaryRateSource 0 (1)
fxType nsE:fxType 0 (1)
averagingMethod nsE:averagingMethod 0 (1)
fxObservationDates nsE:fxObservationDates (1) unbounded
dayType nsE:dayType 0 (1)
dayDistribution nsE:dayDistribution 0 (1)
dayCount nsE:dayCount 0 (1)
dayOfWeek nsE:dayOfWeek 0 7
dayNumber nsE:dayNumber 0 (1)
businessDayConvention nsE:businessDayConvention 0 (1)
lag nsE:lag (1) (1)
lagReference nsE:lagReference (1) (1)
calculationPeriodsReference nsE:calculationPeriodsReference (1) (1)
calculationPeriodsScheduleReference nsE:calculationPeriodsScheduleReference (1) (1)
calculationPeriodsDatesReference nsE:calculationPeriodsDatesReference (1) (1)
fixingTime nsE:fixingTime 0 (1)
<xs:group> nsE:Days.model (1) (1)
<xs:group> nsE:LagOrReference.model 0 (1)
<xs:group> nsE:CommodityCalculationPeriodsPointer.model 0 (1)
Collapse Derivation Tree:
Collapse References:
nsE:fx, nsE:fx, nsE:fx
Documentation for Financial products Markup Language (FpML®)

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