Documentation for Financial products Markup Language (FpML®)
Definition Type: ComplexType
Name: CommodityOption
Namespace: http://www.fpml.org/FpML-5/reporting
Type: nsE: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_xsd2 Drilldown into settlementDisruption in schema fpml-com-5-10_xsd2 Drilldown into marketDisruption in schema fpml-com-5-10_xsd2 Drilldown into commonPricing in schema fpml-com-5-10_xsd2 Drilldown into CommodityContent.model in schema fpml-com-5-10_xsd2 Drilldown into premium in schema fpml-com-5-10_xsd2 Drilldown into weatherIndexData in schema fpml-com-5-10_xsd2 Drilldown into calculation in schema fpml-com-5-10_xsd2 Drilldown into weatherIndexStrikeLevel in schema fpml-com-5-10_xsd2 Drilldown into exercise in schema fpml-com-5-10_xsd2 Drilldown into weatherNotionalAmount in schema fpml-com-5-10_xsd2 Drilldown into weatherCalculationPeriodsReference in schema fpml-com-5-10_xsd2 Drilldown into weatherCalculationPeriods in schema fpml-com-5-10_xsd2 Drilldown into WeatherCalculationPeriod.model in schema fpml-com-5-10_xsd2 Drilldown into effectiveDate in schema fpml-com-5-10_xsd2 Drilldown into CommodityWeatherOption.model in schema fpml-com-5-10_xsd2 Drilldown into physicalExercise in schema fpml-com-5-10_xsd2 Drilldown into commodityForward in schema fpml-com-5-10_xsd2 Drilldown into commoditySwap in schema fpml-com-5-10_xsd2 Drilldown into CommodityPhysicalOption.model in schema fpml-com-5-10_xsd2 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_xsd2 Drilldown into CommodityFinancialOption.model in schema fpml-com-5-10_xsd2 Drilldown into optionType in schema fpml-com-5-10_xsd2 Drilldown into sellerAccountReference in schema fpml-shared-5-10_xsd4 Drilldown into sellerPartyReference in schema fpml-shared-5-10_xsd4 Drilldown into buyerAccountReference in schema fpml-shared-5-10_xsd4 Drilldown into buyerPartyReference in schema fpml-shared-5-10_xsd4 Drilldown into BuyerSeller.model in schema fpml-shared-5-10_xsd4 Drilldown into embeddedOptionType in schema fpml-shared-5-10_xsd4 Drilldown into assetClass in schema fpml-shared-5-10_xsd4 Drilldown into productId in schema fpml-shared-5-10_xsd4 Drilldown into productType in schema fpml-shared-5-10_xsd4 Drilldown into secondaryAssetClass in schema fpml-shared-5-10_xsd4 Drilldown into primaryAssetClass in schema fpml-shared-5-10_xsd4 Drilldown into Product.model in schema fpml-shared-5-10_xsd4 Drilldown into id in schema fpml-shared-5-10_xsd4 Drilldown into Product in schema fpml-shared-5-10_xsd4XSD Diagram of CommodityOption in schema fpml-com-5-10_xsd2 (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" minOccurs="0">
                    <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 nsE:primaryAssetClass 0 (1)
secondaryAssetClass nsE:secondaryAssetClass 0 unbounded
productType nsE:productType 0 unbounded
productId nsE:productId 0 unbounded
assetClass nsE:assetClass 0 unbounded
embeddedOptionType nsE:embeddedOptionType 0 2
buyerPartyReference nsE:buyerPartyReference 0 (1)
buyerAccountReference nsE:buyerAccountReference 0 (1)
sellerPartyReference nsE:sellerPartyReference 0 (1)
sellerAccountReference nsE:sellerAccountReference 0 (1)
optionType nsE:optionType 0 (1)
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)
commoditySwap nsE:commoditySwap (1) (1)
commodityForward nsE:commodityForward (1) (1)
physicalExercise nsE:physicalExercise 0 (1)
effectiveDate nsE:effectiveDate 0 (1)
weatherCalculationPeriods nsE:weatherCalculationPeriods (1) (1)
weatherCalculationPeriodsReference nsE:weatherCalculationPeriodsReference (1) (1)
weatherNotionalAmount nsE:weatherNotionalAmount 0 (1)
exercise nsE:exercise 0 (1)
weatherIndexStrikeLevel nsE:weatherIndexStrikeLevel 0 (1)
calculation nsE:calculation 0 (1)
weatherIndexData nsE:weatherIndexData 0 (1)
premium nsE:premium 0 unbounded
commonPricing nsE:commonPricing 0 (1)
marketDisruption nsE:marketDisruption 0 (1)
settlementDisruption nsE:settlementDisruption 0 (1)
rounding nsE:rounding 0 (1)
<xs:group> nsE:BuyerSeller.model (1) (1)
<xs:group> nsE:CommodityFinancialOption.model (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)
<xs:group> nsE:CommodityPhysicalOption.model (1) (1)
<xs:group> nsE:CommodityWeatherOption.model (1) (1)
<xs:group> nsE:WeatherCalculationPeriod.model (1) (1)
<xs:group> nsE:CommodityContent.model 0 (1)
Collapse Child Attributes:
Name Type Default Value Use
id nsE:id (Optional)
Collapse Derivation Tree:
Collapse References:
nsE:commodityOption
Documentation for Financial products Markup Language (FpML®)

Generated using Liquid Studio - Developer Bundle 21.0.0.0