Documentation for Financial products Markup Language (FpML®)
Definition Type: Element
Name: commodityReturnLeg
Namespace: http://www.fpml.org/FpML-5/confirmation
Type: nsA:CommodityReturnLeg
Containing Schema: fpml-com-5-10.xsd
Abstract
Documentation:
Specifies the return payments of a commodity return swap. There can be one or two return legs. In simple return swaps there is a return leg and an interest (a.k.a. 'fee') leg. In the case of a outperformance swap there are two return legs: the return performance of two commodity underlyers are swapped. In the case of a fully-funded return swap there is no financing component and, therefore, only a single return leg is specified.
Collapse XSD Schema Diagram:
Drilldown into commodityReturnCalculation in schema fpml-com-5-10_xsd Drilldown into notionalAmountReference in schema fpml-com-5-10_xsd Drilldown into notionalAmount in schema fpml-com-5-10_xsd Drilldown into commodityBasket in schema fpml-com-5-10_xsd Drilldown into commodity in schema fpml-com-5-10_xsd Drilldown into CommodityUnderlyerChoice.model in schema fpml-com-5-10_xsd Drilldown into masterAgreementPaymentDates in schema fpml-com-5-10_xsd Drilldown into paymentDates in schema fpml-com-5-10_xsd Drilldown into CommodityNonPeriodicPaymentDates.model in schema fpml-com-5-10_xsd Drilldown into relativePaymentDates in schema fpml-com-5-10_xsd Drilldown into CommodityPaymentDates.model in schema fpml-com-5-10_xsd Drilldown into calculationPeriodsDatesReference in schema fpml-com-5-10_xsd Drilldown into calculationPeriodsScheduleReference in schema fpml-com-5-10_xsd Drilldown into calculationPeriodsReference in schema fpml-com-5-10_xsd Drilldown into CommodityCalculationPeriodsPointer.model in schema fpml-com-5-10_xsd Drilldown into calculationPeriodsSchedule in schema fpml-com-5-10_xsd Drilldown into calculationPeriods in schema fpml-com-5-10_xsd Drilldown into calculationDates in schema fpml-com-5-10_xsd Drilldown into CommodityCalculationPeriods.model in schema fpml-com-5-10_xsd Drilldown into receiverAccountReference in schema fpml-shared-5-10_xsd Drilldown into receiverPartyReference in schema fpml-shared-5-10_xsd Drilldown into Receiver.model in schema fpml-shared-5-10_xsd Drilldown into payerAccountReference in schema fpml-shared-5-10_xsd Drilldown into payerPartyReference in schema fpml-shared-5-10_xsd Drilldown into Payer.model in schema fpml-shared-5-10_xsd Drilldown into PayerReceiver.model in schema fpml-shared-5-10_xsd Drilldown into id in schema fpml-shared-5-10_xsd Drilldown into Leg in schema fpml-shared-5-10_xsd Drilldown into CommodityPerformanceSwapLeg in schema fpml-com-5-10_xsd Drilldown into CommodityReturnLeg in schema fpml-com-5-10_xsdXSD Diagram of commodityReturnLeg in schema fpml-com-5-10_xsd (Financial products Markup Language (FpML®))
Collapse XSD Schema Code: 
<xsd:element name="commodityReturnLeg" type="CommodityReturnLeg" substitutionGroup="commodityPerformanceSwapLeg">
    <xsd:annotation>
        <xsd:documentation xml:lang="en">Specifies the return payments of a commodity return swap. There can be one or two return legs. In simple return swaps there is a return leg and an interest (a.k.a. 'fee') leg. In the case of a outperformance swap there are two return legs: the return performance of two commodity underlyers are swapped. In the case of a fully-funded return swap there is no financing component and, therefore, only a single return leg is specified.</xsd:documentation>
    </xsd:annotation>
</xsd:element>
Collapse Child Elements:
Name Type Min Occurs Max Occurs
payerPartyReference nsA:payerPartyReference (1) (1)
payerAccountReference nsA:payerAccountReference 0 (1)
receiverPartyReference nsA:receiverPartyReference (1) (1)
receiverAccountReference nsA:receiverAccountReference 0 (1)
calculationDates nsA:calculationDates (1) (1)
calculationPeriods nsA:calculationPeriods (1) (1)
calculationPeriodsSchedule nsA:calculationPeriodsSchedule (1) (1)
calculationPeriodsReference nsA:calculationPeriodsReference (1) (1)
calculationPeriodsScheduleReference nsA:calculationPeriodsScheduleReference (1) (1)
calculationPeriodsDatesReference nsA:calculationPeriodsDatesReference (1) (1)
relativePaymentDates nsA:relativePaymentDates (1) (1)
paymentDates nsA:paymentDates (1) (1)
masterAgreementPaymentDates nsA:masterAgreementPaymentDates (1) (1)
commodity nsA:commodity (1) (1)
commodityBasket nsA:commodityBasket (1) (1)
notionalAmount nsA:notionalAmount (1) (1)
notionalAmountReference nsA:notionalAmountReference (1) (1)
commodityReturnCalculation nsA:commodityReturnCalculation (1) (1)
<xs:group> nsA:PayerReceiver.model (1) (1)
<xs:group> nsA:Payer.model (1) (1)
<xs:group> nsA:Receiver.model (1) (1)
<xs:group> nsA:CommodityCalculationPeriods.model (1) (1)
<xs:group> nsA:CommodityCalculationPeriodsPointer.model (1) (1)
<xs:group> nsA:CommodityPaymentDates.model (1) (1)
<xs:group> nsA:CommodityNonPeriodicPaymentDates.model (1) (1)
<xs:group> nsA:CommodityUnderlyerChoice.model (1) (1)
Collapse Child Attributes:
Name Type Default Value Use
id nsA:id (Optional)
Collapse Derivation Tree:
Collapse References:
nsA:commodityPerformanceSwapLeg
Documentation for Financial products Markup Language (FpML®)

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