Definition Type: Group
Name: CommodityProduct.model
Namespace: http://www.fpml.org/FpML-5/confirmation
Containing Schema: fpml-asset-5-10.xsd
Documentation:
A group used to specify details of a commodity underlyer.
Collapse XSD Schema Diagram:
Drilldown into multiplier in schema fpml-asset-5-10_xsd Drilldown into deliveryDateExpirationConvention in schema fpml-asset-5-10_xsd Drilldown into deliveryDateRollConvention in schema fpml-asset-5-10_xsd Drilldown into deliveryDateYearMonth in schema fpml-asset-5-10_xsd Drilldown into deliveryDate in schema fpml-asset-5-10_xsd Drilldown into deliveryNearby in schema fpml-asset-5-10_xsd Drilldown into deliveryDates in schema fpml-asset-5-10_xsd Drilldown into specifiedPrice in schema fpml-asset-5-10_xsd Drilldown into publication in schema fpml-asset-5-10_xsd Drilldown into exchangeId in schema fpml-asset-5-10_xsd Drilldown into currency in schema fpml-asset-5-10_xsd Drilldown into unit in schema fpml-asset-5-10_xsd Drilldown into commodityDetails in schema fpml-asset-5-10_xsd Drilldown into commodityBase in schema fpml-asset-5-10_xsd Drilldown into CommodityReferencePriceFramework.model in schema fpml-asset-5-10_xsdXSD Diagram of CommodityProduct.model in schema fpml-asset-5-10_xsd (Financial products Markup Language (FpML®))
Collapse XSD Schema Code:
<xsd:group name="CommodityProduct.model">
    <xsd:annotation>
        <xsd:documentation xml:lang="en">A group used to specify details of a commodity underlyer.</xsd:documentation>
    </xsd:annotation>
    <xsd:sequence>
        <xsd:group ref="CommodityReferencePriceFramework.model" minOccurs="0">
        </xsd:group>
        <xsd:element name="specifiedPrice" type="SpecifiedPriceEnum">
            <xsd:annotation>
                <xsd:documentation xml:lang="en">The 'specified Price' describes the nature of the underlying price that is observed. It must be be stated in the underlyer definition as it is not defined in the Commodity Reference Price. Example values of 'specifiedPrice' are 'Settlement' (for a futures contract) and 'WeightedAverage' (for some published prices and indices).</xsd:documentation>
            </xsd:annotation>
        </xsd:element>
        <xsd:sequence minOccurs="0">
            <xsd:choice>
                <xsd:choice>
                    <xsd:element name="deliveryDates" type="DeliveryDatesEnum" fpml-annotation:deprecated="true" fpml-annotation:deprecatedReason="Enumerated representation of deliveryDates is deprecate in favor of a parametric representation. Rationale: There is a need to track all the possible nearby contracts used for pricing. The 'DeliveryDatesEnum' list can grow significantly. Use instead 'deliveryNearby' component that contain a deliveryNearbyMultiplier (e.g. 0, 1, 2, 3, ...) and a deliveryNearbyType (e.g. NearByMonth, NearByWeek, etc.)." xmlns:fpml-annotation="http://www.fpml.org/annotation">
                        <xsd:annotation>
                            <xsd:documentation xml:lang="en">Deprecated: The 'deliveryDates' element is applicable for a Commodity Reference Price that references a listed future contract (e.g. The Delivery Date is a NearbyMonth).</xsd:documentation>
                        </xsd:annotation>
                    </xsd:element>
                    <xsd:element name="deliveryNearby" type="DeliveryNearby">
                        <xsd:annotation>
                            <xsd:documentation xml:lang="en">A container for the parametric representation of nearby contracts.</xsd:documentation>
                        </xsd:annotation>
                    </xsd:element>
                </xsd:choice>
                <xsd:element name="deliveryDate" type="AdjustableDate">
                    <xsd:annotation>
                        <xsd:documentation xml:lang="en">The Delivery Date is a fixed, single day.</xsd:documentation>
                    </xsd:annotation>
                </xsd:element>
                <xsd:element name="deliveryDateYearMonth" type="xsd:gYearMonth">
                    <xsd:annotation>
                        <xsd:documentation xml:lang="en">The Delivery Date is a fixed, single month.</xsd:documentation>
                    </xsd:annotation>
                </xsd:element>
            </xsd:choice>
            <xsd:element name="deliveryDateRollConvention" type="Offset" minOccurs="0">
                <xsd:annotation>
                    <xsd:documentation xml:lang="en">The 'deliveryDateRollConvention' specifies, for a Commodity Transaction that references a listed future via the 'deliveryDates' element, the day on which the specified future will roll to the next nearby month prior to the expiration of the referenced future. If the future will not roll at all - i.e. the price will be taken from the expiring contract, 0 should be specified here. If the future will roll to the next nearby on the last trading day - i.e. the price will be taken from the next nearby on the last trading day, then 1 should be specified and so on.</xsd:documentation>
                </xsd:annotation>
            </xsd:element>
            <xsd:element name="deliveryDateExpirationConvention" type="Offset" minOccurs="0">
                <xsd:annotation>
                    <xsd:documentation xml:lang="en">The 'deliveryDateExpirationConvention' specifies, for a Commodity Transaction that references a listed future via the 'deliveryDates' element, the day on which the specified future will expire ahead of the actual expiration of the referenced future. For example: Z21 Contract expires on 19Nov21, with an adjust of 2D the "expire" will be 16Nov21. DeliveryDateRollConvention takes precedence. Example: Pricing on the Z21 Contract with NearbyContractDay and a deliveryDateRoll of 10D, Sampling of the F22 Contract will occur on 8Nov21 through the last Date of the Z21 Contract. With an ExpConvention of 5D, the last sampling date on the F22 contract will be 12Nov21.</xsd:documentation>
                </xsd:annotation>
            </xsd:element>
        </xsd:sequence>
        <xsd:element name="multiplier" type="PositiveDecimal" minOccurs="0">
            <xsd:annotation>
                <xsd:documentation xml:lang="en">The 'multiplier' specifies the multiplier associated with the Transaction. The 'multiplier' element has two uses: (1) for Freight Transactions or any Calculation Period specified for a Freight Transaction, if an amount is specified as the Multiplier then it is captured by this element and (2) if the Transaction is a heat rate option, the heat rate multiplier is represented in this element. If multiplier is not provided, multiplier is assumed to be 1. (i.e. rate source states 1 BBL of Oil as 90 Dollars. Multiplier of 10 will change the value to 900 dollars.)</xsd:documentation>
            </xsd:annotation>
        </xsd:element>
    </xsd:sequence>
</xsd:group>
Collapse Child Elements:
Name Type Min Occurs Max Occurs
commodityBase nsA:commodityBase (1) (1)
commodityDetails nsA:commodityDetails (1) (1)
unit nsA:unit (1) (1)
currency nsA:currency (1) (1)
exchangeId nsA:exchangeId (1) (1)
publication nsA:publication (1) (1)
specifiedPrice nsA:specifiedPrice (1) (1)
deliveryDates nsA:deliveryDates (1) (1)
deliveryNearby nsA:deliveryNearby (1) (1)
deliveryDate nsA:deliveryDate (1) (1)
deliveryDateYearMonth nsA:deliveryDateYearMonth (1) (1)
deliveryDateRollConvention nsA:deliveryDateRollConvention 0 (1)
deliveryDateExpirationConvention nsA:deliveryDateExpirationConvention 0 (1)
multiplier nsA:multiplier 0 (1)
<xs:group> nsA:CommodityReferencePriceFramework.model 0 (1)