Documentation for Financial products Markup Language (FpML®)
Definition Type: Element
Name: commodityReturnLeg
Namespace: http://www.fpml.org/FpML-5/reporting
Type: nsE: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_xsd2 Drilldown into notionalAmountReference in schema fpml-com-5-10_xsd2 Drilldown into notionalAmount in schema fpml-com-5-10_xsd2 Drilldown into commodityBasket in schema fpml-com-5-10_xsd2 Drilldown into commodity in schema fpml-com-5-10_xsd2 Drilldown into CommodityUnderlyerChoice.model in schema fpml-com-5-10_xsd2 Drilldown into masterAgreementPaymentDates in schema fpml-com-5-10_xsd2 Drilldown into paymentDates in schema fpml-com-5-10_xsd2 Drilldown into CommodityNonPeriodicPaymentDates.model in schema fpml-com-5-10_xsd2 Drilldown into relativePaymentDates in schema fpml-com-5-10_xsd2 Drilldown into CommodityPaymentDates.model in schema fpml-com-5-10_xsd2 Drilldown into calculationPeriodsDatesReference in schema fpml-com-5-10_xsd2 Drilldown into calculationPeriodsScheduleReference in schema fpml-com-5-10_xsd2 Drilldown into calculationPeriodsReference in schema fpml-com-5-10_xsd2 Drilldown into CommodityCalculationPeriodsPointer.model in schema fpml-com-5-10_xsd2 Drilldown into calculationPeriodsSchedule in schema fpml-com-5-10_xsd2 Drilldown into calculationPeriods in schema fpml-com-5-10_xsd2 Drilldown into calculationDates in schema fpml-com-5-10_xsd2 Drilldown into CommodityCalculationPeriods.model in schema fpml-com-5-10_xsd2 Drilldown into receiverAccountReference in schema fpml-shared-5-10_xsd4 Drilldown into receiverPartyReference in schema fpml-shared-5-10_xsd4 Drilldown into Receiver.model in schema fpml-shared-5-10_xsd4 Drilldown into payerAccountReference in schema fpml-shared-5-10_xsd4 Drilldown into payerPartyReference in schema fpml-shared-5-10_xsd4 Drilldown into Payer.model in schema fpml-shared-5-10_xsd4 Drilldown into PayerReceiver.model in schema fpml-shared-5-10_xsd4 Drilldown into id in schema fpml-shared-5-10_xsd4 Drilldown into Leg in schema fpml-shared-5-10_xsd4 Drilldown into CommodityPerformanceSwapLeg in schema fpml-com-5-10_xsd2 Drilldown into CommodityReturnLeg in schema fpml-com-5-10_xsd2XSD Diagram of commodityReturnLeg in schema fpml-com-5-10_xsd2 (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 nsE:payerPartyReference 0 (1)
payerAccountReference nsE:payerAccountReference 0 (1)
receiverPartyReference nsE:receiverPartyReference 0 (1)
receiverAccountReference nsE:receiverAccountReference 0 (1)
calculationDates nsE:calculationDates (1) (1)
calculationPeriods nsE:calculationPeriods (1) (1)
calculationPeriodsSchedule nsE:calculationPeriodsSchedule (1) (1)
calculationPeriodsReference nsE:calculationPeriodsReference (1) (1)
calculationPeriodsScheduleReference nsE:calculationPeriodsScheduleReference (1) (1)
calculationPeriodsDatesReference nsE:calculationPeriodsDatesReference (1) (1)
relativePaymentDates nsE:relativePaymentDates (1) (1)
paymentDates nsE:paymentDates (1) (1)
masterAgreementPaymentDates nsE:masterAgreementPaymentDates (1) (1)
commodity nsE:commodity (1) (1)
commodityBasket nsE:commodityBasket (1) (1)
notionalAmount nsE:notionalAmount (1) (1)
notionalAmountReference nsE:notionalAmountReference (1) (1)
commodityReturnCalculation nsE:commodityReturnCalculation 0 (1)
<xs:group> nsE:PayerReceiver.model (1) (1)
<xs:group> nsE:Payer.model (1) (1)
<xs:group> nsE:Receiver.model (1) (1)
<xs:group> nsE:CommodityCalculationPeriods.model (1) (1)
<xs:group> nsE:CommodityCalculationPeriodsPointer.model 0 (1)
<xs:group> nsE:CommodityPaymentDates.model (1) (1)
<xs:group> nsE:CommodityNonPeriodicPaymentDates.model (1) (1)
<xs:group> nsE:CommodityUnderlyerChoice.model (1) (1)
Collapse Child Attributes:
Name Type Default Value Use
id nsE:id (Optional)
Collapse Derivation Tree:
Collapse References:
nsE:commodityPerformanceSwapLeg
Documentation for Financial products Markup Language (FpML®)

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