Definition Type: ComplexType
Name: CommodityReturnCalculation
Namespace: http://www.fpml.org/FpML-5/confirmation
Containing Schema: fpml-com-5-10.xsd
Abstract
Collapse XSD Schema Diagram:
Drilldown into initialPrice in schema fpml-com-5-10_xsd Drilldown into valuationDates in schema fpml-com-5-10_xsd Drilldown into pricingDates in schema fpml-com-5-10_xsd Drilldown into formula in schema fpml-com-5-10_xsdXSD Diagram of CommodityReturnCalculation in schema fpml-com-5-10_xsd (Financial products Markup Language (FpML®))
Collapse XSD Schema Code:
<xsd:complexType name="CommodityReturnCalculation">
    <xsd:sequence>
        <xsd:element name="formula" type="CommodityReturnCalculationFormulaEnum">
            <xsd:annotation>
                <xsd:documentation xml:lang="en">Defines the value of the commodity return calculation formula as simple or compound.</xsd:documentation>
            </xsd:annotation>
        </xsd:element>
        <xsd:element name="pricingDates" type="CommodityPricingDates" minOccurs="0">
            <xsd:annotation>
                <xsd:documentation xml:lang="en">Describes which dates are valid dates on which to observe a price or index level</xsd:documentation>
            </xsd:annotation>
        </xsd:element>
        <xsd:element name="valuationDates" type="CommodityValuationDates" minOccurs="0">
            <xsd:annotation>
                <xsd:documentation xml:lang="en">Defines when a price or index level will be observed that will figure in the return calculation.</xsd:documentation>
            </xsd:annotation>
        </xsd:element>
        <xsd:element minOccurs="0" name="initialPrice" type="xsd:decimal">
            <xsd:annotation>
                <xsd:documentation xml:lang="en">If specified in the confirmation, the price or index level at the beginning of the initial Calculation Period. For example, if the return calculation is [(Index End / Index Begin) - 1] and Index Begin is defined as equal to Index End for the immediately preceeding Calculation Period, then the value of Index Begin in the very first Calculation Period is not defined and is usually specified in the confirmation.</xsd:documentation>
            </xsd:annotation>
        </xsd:element>
    </xsd:sequence>
</xsd:complexType>
Collapse Child Elements:
Name Type Min Occurs Max Occurs
formula nsA:formula (1) (1)
pricingDates nsA:pricingDates 0 (1)
valuationDates nsA:valuationDates 0 (1)
initialPrice nsA:initialPrice 0 (1)
Collapse Derivation Tree:
Collapse References:
nsA:commodityReturnCalculation