Documentation for Financial products Markup Language (FpML®)
Definition Type: ComplexType
Name: CommodityOption
Namespace: http://www.fpml.org/FpML-5/recordkeeping
Type: nsD:Product
Containing Schema: fpml-com-5-10.xsd
Abstract
Documentation:
Defines a commodity option product type. The product support for financially-settled exercises or exercise into physical forward contracts written on precious and non-precious metals. options in FpML is based on the creation of a 'commodityOption' product. The product references the 'commodity' underlyer in order to support the underlying asset of the option.
Collapse XSD Schema Diagram:
Drilldown into rounding in schema fpml-com-5-10_xsd1 Drilldown into settlementDisruption in schema fpml-com-5-10_xsd1 Drilldown into marketDisruption in schema fpml-com-5-10_xsd1 Drilldown into commonPricing in schema fpml-com-5-10_xsd1 Drilldown into CommodityContent.model in schema fpml-com-5-10_xsd1 Drilldown into premium in schema fpml-com-5-10_xsd1 Drilldown into weatherIndexData in schema fpml-com-5-10_xsd1 Drilldown into calculation in schema fpml-com-5-10_xsd1 Drilldown into weatherIndexStrikeLevel in schema fpml-com-5-10_xsd1 Drilldown into exercise in schema fpml-com-5-10_xsd1 Drilldown into weatherNotionalAmount in schema fpml-com-5-10_xsd1 Drilldown into weatherCalculationPeriodsReference in schema fpml-com-5-10_xsd1 Drilldown into weatherCalculationPeriods in schema fpml-com-5-10_xsd1 Drilldown into WeatherCalculationPeriod.model in schema fpml-com-5-10_xsd1 Drilldown into effectiveDate in schema fpml-com-5-10_xsd1 Drilldown into CommodityWeatherOption.model in schema fpml-com-5-10_xsd1 Drilldown into physicalExercise in schema fpml-com-5-10_xsd1 Drilldown into commodityForward in schema fpml-com-5-10_xsd1 Drilldown into commoditySwap in schema fpml-com-5-10_xsd1 Drilldown into CommodityPhysicalOption.model in schema fpml-com-5-10_xsd1 Drilldown into floatingStrikePricePerUnitSchedule in schema fpml-com-5-10_xsd1 Drilldown into floatingStrikePricePerUnit in schema fpml-com-5-10_xsd1 Drilldown into CommodityFloatingStrikePrice.model in schema fpml-com-5-10_xsd1 Drilldown into strikePricePerUnitSchedule in schema fpml-com-5-10_xsd1 Drilldown into strikePricePerUnit in schema fpml-com-5-10_xsd1 Drilldown into CommodityStrikePrice.model in schema fpml-com-5-10_xsd1 Drilldown into exercise in schema fpml-com-5-10_xsd1 Drilldown into quantityReference in schema fpml-com-5-10_xsd1 Drilldown into totalNotionalQuantity in schema fpml-com-5-10_xsd1 Drilldown into settlementPeriodsNotionalQuantity in schema fpml-com-5-10_xsd1 Drilldown into notionalQuantity in schema fpml-com-5-10_xsd1 Drilldown into notionalQuantitySchedule in schema fpml-com-5-10_xsd1 Drilldown into CommodityNotionalQuantity.model in schema fpml-com-5-10_xsd1 Drilldown into barrier in schema fpml-com-5-10_xsd1 Drilldown into averagingMethod in schema fpml-com-5-10_xsd1 Drilldown into pricingDates in schema fpml-com-5-10_xsd1 Drilldown into calculationPeriods in schema fpml-com-5-10_xsd1 Drilldown into calculationPeriodsSchedule in schema fpml-com-5-10_xsd1 Drilldown into CommodityAsian.model in schema fpml-com-5-10_xsd1 Drilldown into terminationDate in schema fpml-com-5-10_xsd1 Drilldown into effectiveDate in schema fpml-com-5-10_xsd1 Drilldown into CommodityOptionFeatures.model in schema fpml-com-5-10_xsd1 Drilldown into commodity in schema fpml-com-5-10_xsd1 Drilldown into CommodityFinancialOption.model in schema fpml-com-5-10_xsd1 Drilldown into optionType in schema fpml-com-5-10_xsd1 Drilldown into sellerAccountReference in schema fpml-shared-5-10_xsd3 Drilldown into sellerPartyReference in schema fpml-shared-5-10_xsd3 Drilldown into buyerAccountReference in schema fpml-shared-5-10_xsd3 Drilldown into buyerPartyReference in schema fpml-shared-5-10_xsd3 Drilldown into BuyerSeller.model in schema fpml-shared-5-10_xsd3 Drilldown into embeddedOptionType in schema fpml-shared-5-10_xsd3 Drilldown into productId in schema fpml-shared-5-10_xsd3 Drilldown into productId in schema fpml-shared-5-10_xsd3 Drilldown into productType in schema fpml-shared-5-10_xsd3 Drilldown into secondaryAssetClass in schema fpml-shared-5-10_xsd3 Drilldown into primaryAssetClass in schema fpml-shared-5-10_xsd3 Drilldown into Product.model in schema fpml-shared-5-10_xsd3 Drilldown into id in schema fpml-shared-5-10_xsd3 Drilldown into Product in schema fpml-shared-5-10_xsd3XSD Diagram of CommodityOption in schema fpml-com-5-10_xsd1 (Financial products Markup Language (FpML®))
Collapse XSD Schema Code: 
<xsd:complexType name="CommodityOption">
    <xsd:annotation>
        <xsd:documentation xml:lang="en">Defines a commodity option product type. The product support for financially-settled exercises or exercise into physical forward contracts written on precious and non-precious metals. options in FpML is based on the creation of a 'commodityOption' product. The product references the 'commodity' underlyer in order to support the underlying asset of the option.</xsd:documentation>
    </xsd:annotation>
    <xsd:complexContent>
        <xsd:extension base="Product">
            <xsd:sequence>
                <xsd:group ref="BuyerSeller.model">
                    <xsd:annotation>
                        <xsd:documentation xml:lang="en">complex group containing information on the identities of the parties to the transaction and the account information of each party.</xsd:documentation>
                    </xsd:annotation>
                </xsd:group>
                <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:choice minOccurs="0">
                    <xsd:group ref="CommodityFinancialOption.model">
                        <xsd:annotation>
                            <xsd:documentation xml:lang="en">Items specific to financially-settled commodity options.</xsd:documentation>
                        </xsd:annotation>
                    </xsd:group>
                    <xsd:group ref="CommodityPhysicalOption.model">
                        <xsd:annotation>
                            <xsd:documentation xml:lang="en">Items specific to physically-settled commodity options.</xsd:documentation>
                        </xsd:annotation>
                    </xsd:group>
                    <xsd:group ref="CommodityWeatherOption.model">
                        <xsd:annotation>
                            <xsd:documentation xml:lang="en">Described Weather Index Option component. Weather Index Option transactions are OTC derivative transactions which settle financially based on an index calculated from observations of temperature and precipitation at weather stations throughout the world. Sub-Annex C of the 2005 ISDA Commodity Definitions provides definitions and terms for a number of types of weather indices. These indices include: HDD (heating degree days), CDD (cooling degree days), CPD (critical precipitation days). Weather Index Option Transactions results in a cash flow to the buyer depending on the relationship between the Settlement Level to the Weather Index Strike Level.</xsd:documentation>
                        </xsd:annotation>
                    </xsd:group>
                </xsd:choice>
                <xsd:element name="premium" type="CommodityPremium" minOccurs="0" 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 nsD:primaryAssetClass (1) (1)
secondaryAssetClass nsD:secondaryAssetClass 0 unbounded
productType nsD:productType (1) unbounded
productId nsD:productId 0 unbounded
productId nsD:productId (1) unbounded
embeddedOptionType nsD:embeddedOptionType 0 2
buyerPartyReference nsD:buyerPartyReference (1) (1)
buyerAccountReference nsD:buyerAccountReference 0 (1)
sellerPartyReference nsD:sellerPartyReference (1) (1)
sellerAccountReference nsD:sellerAccountReference 0 (1)
optionType nsD:optionType (1) (1)
commodity nsD:commodity (1) (1)
effectiveDate nsD:effectiveDate 0 (1)
terminationDate nsD:terminationDate 0 (1)
calculationPeriodsSchedule nsD:calculationPeriodsSchedule (1) (1)
calculationPeriods nsD:calculationPeriods (1) (1)
pricingDates nsD:pricingDates 0 (1)
averagingMethod nsD:averagingMethod 0 (1)
barrier nsD:barrier 0 (1)
notionalQuantitySchedule nsD:notionalQuantitySchedule (1) (1)
notionalQuantity nsD:notionalQuantity (1) (1)
settlementPeriodsNotionalQuantity nsD:settlementPeriodsNotionalQuantity (1) unbounded
totalNotionalQuantity nsD:totalNotionalQuantity (1) (1)
quantityReference nsD:quantityReference (1) (1)
exercise nsD:exercise 0 (1)
strikePricePerUnit nsD:strikePricePerUnit (1) (1)
strikePricePerUnitSchedule nsD:strikePricePerUnitSchedule (1) (1)
floatingStrikePricePerUnit nsD:floatingStrikePricePerUnit (1) (1)
floatingStrikePricePerUnitSchedule nsD:floatingStrikePricePerUnitSchedule (1) (1)
commoditySwap nsD:commoditySwap (1) (1)
commodityForward nsD:commodityForward (1) (1)
physicalExercise nsD:physicalExercise 0 (1)
effectiveDate nsD:effectiveDate (1) (1)
weatherCalculationPeriods nsD:weatherCalculationPeriods (1) (1)
weatherCalculationPeriodsReference nsD:weatherCalculationPeriodsReference (1) (1)
weatherNotionalAmount nsD:weatherNotionalAmount (1) (1)
exercise nsD:exercise 0 (1)
weatherIndexStrikeLevel nsD:weatherIndexStrikeLevel (1) (1)
calculation nsD:calculation (1) (1)
weatherIndexData nsD:weatherIndexData 0 (1)
premium nsD:premium 0 unbounded
commonPricing nsD:commonPricing 0 (1)
marketDisruption nsD:marketDisruption 0 (1)
settlementDisruption nsD:settlementDisruption 0 (1)
rounding nsD:rounding 0 (1)
<xs:group> nsD:BuyerSeller.model (1) (1)
<xs:group> nsD:CommodityFinancialOption.model (1) (1)
<xs:group> nsD:CommodityOptionFeatures.model (1) (1)
<xs:group> nsD:CommodityAsian.model 0 (1)
<xs:group> nsD:CommodityNotionalQuantity.model (1) (1)
<xs:group> nsD:CommodityStrikePrice.model (1) (1)
<xs:group> nsD:CommodityFloatingStrikePrice.model (1) (1)
<xs:group> nsD:CommodityPhysicalOption.model (1) (1)
<xs:group> nsD:CommodityWeatherOption.model (1) (1)
<xs:group> nsD:WeatherCalculationPeriod.model (1) (1)
<xs:group> nsD:CommodityContent.model 0 (1)
Collapse Child Attributes:
Name Type Default Value Use
id nsD:id (Optional)
Collapse Derivation Tree:
Collapse References:
nsD:commodityOption
Documentation for Financial products Markup Language (FpML®)

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