Documentation for Financial products Markup Language (FpML®)
Definition Type: Element
Name: commodityReturnLeg
Namespace: http://www.fpml.org/FpML-5/recordkeeping
Type: nsD: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_xsd1 Drilldown into notionalAmountReference in schema fpml-com-5-10_xsd1 Drilldown into notionalAmount in schema fpml-com-5-10_xsd1 Drilldown into commodityBasket in schema fpml-com-5-10_xsd1 Drilldown into commodity in schema fpml-com-5-10_xsd1 Drilldown into CommodityUnderlyerChoice.model in schema fpml-com-5-10_xsd1 Drilldown into masterAgreementPaymentDates in schema fpml-com-5-10_xsd1 Drilldown into paymentDates in schema fpml-com-5-10_xsd1 Drilldown into CommodityNonPeriodicPaymentDates.model in schema fpml-com-5-10_xsd1 Drilldown into relativePaymentDates in schema fpml-com-5-10_xsd1 Drilldown into CommodityPaymentDates.model in schema fpml-com-5-10_xsd1 Drilldown into calculationPeriodsDatesReference in schema fpml-com-5-10_xsd1 Drilldown into calculationPeriodsScheduleReference in schema fpml-com-5-10_xsd1 Drilldown into calculationPeriodsReference in schema fpml-com-5-10_xsd1 Drilldown into CommodityCalculationPeriodsPointer.model in schema fpml-com-5-10_xsd1 Drilldown into calculationPeriodsSchedule in schema fpml-com-5-10_xsd1 Drilldown into calculationPeriods in schema fpml-com-5-10_xsd1 Drilldown into calculationDates in schema fpml-com-5-10_xsd1 Drilldown into CommodityCalculationPeriods.model in schema fpml-com-5-10_xsd1 Drilldown into receiverAccountReference in schema fpml-shared-5-10_xsd3 Drilldown into receiverPartyReference in schema fpml-shared-5-10_xsd3 Drilldown into Receiver.model in schema fpml-shared-5-10_xsd3 Drilldown into payerAccountReference in schema fpml-shared-5-10_xsd3 Drilldown into payerPartyReference in schema fpml-shared-5-10_xsd3 Drilldown into Payer.model in schema fpml-shared-5-10_xsd3 Drilldown into PayerReceiver.model in schema fpml-shared-5-10_xsd3 Drilldown into id in schema fpml-shared-5-10_xsd3 Drilldown into Leg in schema fpml-shared-5-10_xsd3 Drilldown into CommodityPerformanceSwapLeg in schema fpml-com-5-10_xsd1 Drilldown into CommodityReturnLeg in schema fpml-com-5-10_xsd1XSD Diagram of commodityReturnLeg in schema fpml-com-5-10_xsd1 (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 nsD:payerPartyReference (1) (1)
payerAccountReference nsD:payerAccountReference 0 (1)
receiverPartyReference nsD:receiverPartyReference 0 (1)
receiverAccountReference nsD:receiverAccountReference 0 (1)
calculationDates nsD:calculationDates (1) (1)
calculationPeriods nsD:calculationPeriods (1) (1)
calculationPeriodsSchedule nsD:calculationPeriodsSchedule (1) (1)
calculationPeriodsReference nsD:calculationPeriodsReference (1) (1)
calculationPeriodsScheduleReference nsD:calculationPeriodsScheduleReference (1) (1)
calculationPeriodsDatesReference nsD:calculationPeriodsDatesReference (1) (1)
relativePaymentDates nsD:relativePaymentDates (1) (1)
paymentDates nsD:paymentDates (1) (1)
masterAgreementPaymentDates nsD:masterAgreementPaymentDates (1) (1)
commodity nsD:commodity (1) (1)
commodityBasket nsD:commodityBasket (1) (1)
notionalAmount nsD:notionalAmount (1) (1)
notionalAmountReference nsD:notionalAmountReference (1) (1)
commodityReturnCalculation nsD:commodityReturnCalculation 0 (1)
<xs:group> nsD:PayerReceiver.model (1) (1)
<xs:group> nsD:Payer.model (1) (1)
<xs:group> nsD:Receiver.model (1) (1)
<xs:group> nsD:CommodityCalculationPeriods.model (1) (1)
<xs:group> nsD:CommodityCalculationPeriodsPointer.model 0 (1)
<xs:group> nsD:CommodityPaymentDates.model (1) (1)
<xs:group> nsD:CommodityNonPeriodicPaymentDates.model (1) (1)
<xs:group> nsD:CommodityUnderlyerChoice.model (1) (1)
Collapse Child Attributes:
Name Type Default Value Use
id nsD:id (Optional)
Collapse Derivation Tree:
Collapse References:
nsD:commodityPerformanceSwapLeg
Documentation for Financial products Markup Language (FpML®)

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