<xsd:simpleType name="CommodityReturnCalculationFormulaEnum">
    <xsd:annotation>
        <xsd:documentation source="http://www.FpML.org" xml:lang="en">Defines the value of the commodity return calculation formula as simple or compound. The simple return formula is: [ [P sub t - P sub (t-1)] / [P sub (t-1)] ] - 1 where: P sub t is the price or index level at time period t and P sub t-1 is the price or index level in time period t-1. The compound return formula is the geometric average return for the period: PI from d=1 to d=n [ [ [ [P sub t - P sub (t-1)] / [P sub (t-1)] ] + 1] sup (1 / n) ] - 1 where: PI is the product operator, p sub t is the price or index level at time period t, p sub t -1 is the price or index level at time period t-1</xsd:documentation>
    </xsd:annotation>
    <xsd:restriction base="xsd:token">
        <xsd:enumeration value="SimpleFormula">
            <xsd:annotation>
                <xsd:documentation source="http://www.FpML.org" xml:lang="en">The value is when the cash settlement amount is the simple formula: Notional Amount * ((Index Level sub d / Index Level sub d-1) - 1). That is, when the cash settlement amount is the Notional Amount for the calculation period multiplied by the ratio of the index level on the reset date/valuation date divided by the index level on the immediately preceding reset date/valuation date minus one.</xsd:documentation>
            </xsd:annotation>
        </xsd:enumeration>
        <xsd:enumeration value="CompoundFormula">
            <xsd:annotation>
                <xsd:documentation source="http://www.FpML.org" xml:lang="en">The value is when the cash settlement amount is the compound formula:</xsd:documentation>
            </xsd:annotation>
        </xsd:enumeration>
    </xsd:restriction>
</xsd:simpleType>

• CommodityReturnCalculationFormulaEnum
• nsD:formula