Documentation for Financial products Markup Language (FpML®)
Definition Type: ComplexType
Name: CommodityOption
Namespace: http://www.fpml.org/FpML-5/transparency
Type: nsF: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 premium in schema fpml-com-5-10_xsd3 Drilldown into weatherIndexData in schema fpml-com-5-10_xsd3 Drilldown into calculation in schema fpml-com-5-10_xsd3 Drilldown into weatherIndexStrikeLevel in schema fpml-com-5-10_xsd3 Drilldown into exercise in schema fpml-com-5-10_xsd3 Drilldown into weatherNotionalAmount in schema fpml-com-5-10_xsd3 Drilldown into weatherCalculationPeriods in schema fpml-com-5-10_xsd3 Drilldown into WeatherCalculationPeriod.model in schema fpml-com-5-10_xsd3 Drilldown into effectiveDate in schema fpml-com-5-10_xsd3 Drilldown into CommodityWeatherOption.model in schema fpml-com-5-10_xsd3 Drilldown into physicalExercise in schema fpml-com-5-10_xsd3 Drilldown into commodityForward in schema fpml-com-5-10_xsd3 Drilldown into CommodityPhysicalOption.model in schema fpml-com-5-10_xsd3 Drilldown into floatingStrikePricePerUnit in schema fpml-com-5-10_xsd3 Drilldown into CommodityFloatingStrikePrice.model in schema fpml-com-5-10_xsd3 Drilldown into strikePricePerUnit in schema fpml-com-5-10_xsd3 Drilldown into CommodityStrikePrice.model in schema fpml-com-5-10_xsd3 Drilldown into exercise in schema fpml-com-5-10_xsd3 Drilldown into totalNotionalQuantity in schema fpml-com-5-10_xsd3 Drilldown into notionalQuantity in schema fpml-com-5-10_xsd3 Drilldown into CommodityNotionalQuantity.model in schema fpml-com-5-10_xsd3 Drilldown into barrier in schema fpml-com-5-10_xsd3 Drilldown into averagingMethod in schema fpml-com-5-10_xsd3 Drilldown into pricingDates in schema fpml-com-5-10_xsd3 Drilldown into calculationPeriodsSchedule in schema fpml-com-5-10_xsd3 Drilldown into CommodityAsian.model in schema fpml-com-5-10_xsd3 Drilldown into terminationDate in schema fpml-com-5-10_xsd3 Drilldown into effectiveDate in schema fpml-com-5-10_xsd3 Drilldown into CommodityOptionFeatures.model in schema fpml-com-5-10_xsd3 Drilldown into commodity in schema fpml-com-5-10_xsd3 Drilldown into CommodityFinancialOption.model in schema fpml-com-5-10_xsd3 Drilldown into optionType in schema fpml-com-5-10_xsd3 Drilldown into embeddedOptionType in schema fpml-shared-5-10_xsd5 Drilldown into productId in schema fpml-shared-5-10_xsd5 Drilldown into productType in schema fpml-shared-5-10_xsd5 Drilldown into secondaryAssetClass in schema fpml-shared-5-10_xsd5 Drilldown into primaryAssetClass in schema fpml-shared-5-10_xsd5 Drilldown into Product.model in schema fpml-shared-5-10_xsd5 Drilldown into id in schema fpml-shared-5-10_xsd5 Drilldown into Product in schema fpml-shared-5-10_xsd5XSD Diagram of CommodityOption in schema fpml-com-5-10_xsd3 (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: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>
                    <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" 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:sequence>
        </xsd:extension>
    </xsd:complexContent>
</xsd:complexType>
Collapse Child Elements:
Name Type Min Occurs Max Occurs
primaryAssetClass nsF:primaryAssetClass 0 (1)
secondaryAssetClass nsF:secondaryAssetClass 0 unbounded
productType nsF:productType 0 unbounded
productId nsF:productId 0 unbounded
embeddedOptionType nsF:embeddedOptionType 0 2
optionType nsF:optionType (1) (1)
commodity nsF:commodity (1) (1)
effectiveDate nsF:effectiveDate (1) (1)
terminationDate nsF:terminationDate 0 (1)
calculationPeriodsSchedule nsF:calculationPeriodsSchedule 0 (1)
pricingDates nsF:pricingDates 0 (1)
averagingMethod nsF:averagingMethod 0 (1)
barrier nsF:barrier 0 (1)
notionalQuantity nsF:notionalQuantity (1) (1)
totalNotionalQuantity nsF:totalNotionalQuantity (1) (1)
exercise nsF:exercise (1) (1)
strikePricePerUnit nsF:strikePricePerUnit (1) (1)
floatingStrikePricePerUnit nsF:floatingStrikePricePerUnit (1) (1)
commodityForward nsF:commodityForward (1) (1)
physicalExercise nsF:physicalExercise (1) (1)
effectiveDate nsF:effectiveDate (1) (1)
weatherCalculationPeriods nsF:weatherCalculationPeriods (1) (1)
weatherNotionalAmount nsF:weatherNotionalAmount (1) (1)
exercise nsF:exercise (1) (1)
weatherIndexStrikeLevel nsF:weatherIndexStrikeLevel (1) (1)
calculation nsF:calculation (1) (1)
weatherIndexData nsF:weatherIndexData (1) (1)
premium nsF:premium (1) unbounded
<xs:group> nsF:CommodityFinancialOption.model (1) (1)
<xs:group> nsF:CommodityOptionFeatures.model 0 (1)
<xs:group> nsF:CommodityAsian.model 0 (1)
<xs:group> nsF:CommodityNotionalQuantity.model (1) (1)
<xs:group> nsF:CommodityStrikePrice.model (1) (1)
<xs:group> nsF:CommodityFloatingStrikePrice.model (1) (1)
<xs:group> nsF:CommodityPhysicalOption.model (1) (1)
<xs:group> nsF:CommodityWeatherOption.model (1) (1)
<xs:group> nsF:WeatherCalculationPeriod.model (1) (1)
Collapse Child Attributes:
Name Type Default Value Use
id nsF:id (Optional)
Collapse Derivation Tree:
Collapse References:
nsF:commodityOption
Documentation for Financial products Markup Language (FpML®)

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