Documentation for Financial products Markup Language (FpML®)
Definition Type: ComplexType
Name: CommodityValuationDates
Namespace: http://www.fpml.org/FpML-5/reporting
Containing Schema: fpml-com-5-10.xsd
Abstract
Documentation:
The dates on which prices are observed for the underlyer.
Collapse XSD Schema Diagram:
Drilldown into valuationDates in schema fpml-com-5-10_xsd2 Drilldown into settlementPeriodsReference in schema fpml-com-5-10_xsd2 Drilldown into settlementPeriods in schema fpml-com-5-10_xsd2 Drilldown into calendarSource in schema fpml-com-5-10_xsd2 Drilldown into businessCalendar in schema fpml-com-5-10_xsd2 Drilldown into businessDayConvention in schema fpml-com-5-10_xsd2 Drilldown into dayNumber in schema fpml-com-5-10_xsd2 Drilldown into dayOfWeek in schema fpml-com-5-10_xsd2 Drilldown into dayCount in schema fpml-com-5-10_xsd2 Drilldown into dayDistribution in schema fpml-com-5-10_xsd2 Drilldown into dayType in schema fpml-com-5-10_xsd2 Drilldown into Days.model in schema fpml-com-5-10_xsd2 Drilldown into lag 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 id in schema fpml-com-5-10_xsd2XSD Diagram of CommodityValuationDates in schema fpml-com-5-10_xsd2 (Financial products Markup Language (FpML®))
Collapse XSD Schema Code: 
<xsd:complexType name="CommodityValuationDates">
    <xsd:annotation>
        <xsd:documentation xml:lang="en">The dates on which prices are observed for the underlyer.</xsd:documentation>
    </xsd:annotation>
    <xsd:sequence>
        <xsd:group ref="CommodityCalculationPeriodsPointer.model" minOccurs="0">
        </xsd:group>
        <xsd:choice minOccurs="0">
            <xsd:sequence>
                <xsd:element name="lag" type="Lag" minOccurs="0">
                    <xsd:annotation>
                        <xsd:documentation xml:lang="en">The pricing period per calculation period if the pricing days do not wholly fall within the respective calculation period.</xsd:documentation>
                    </xsd:annotation>
                </xsd:element>
                <xsd:choice minOccurs="0">
                    <xsd:sequence>
                        <xsd:group ref="Days.model" />
                        <xsd:element name="businessCalendar" type="CommodityBusinessCalendar" minOccurs="0">
                            <xsd:annotation>
                                <xsd:documentation xml:lang="en">Identifies a commodity business day calendar from which the pricing dates will be determined.</xsd:documentation>
                            </xsd:annotation>
                        </xsd:element>
                        <xsd:element name="calendarSource" type="CalendarSourceEnum" minOccurs="0">
                            <xsd:annotation>
                                <xsd:documentation xml:lang="en">Used in conjunction with an exchange-based pricing source. Identifies a date source calendar from which the pricing dates and thus roll to the next contract will be based off (e.g. pricing is based on the NYMEX WTI First Nearby Futures Contract, if “Future” is chosen, the pricing will roll to the next futures contract on expiration, if “ListedOption” is chosen, the pricing will roll to the next futures contract on the Option expiration date which is three business days before the expiration of the NYMEX WTI futures contract.) Omitting this element will result in the default behavior expected with the pricing source described within the commodity element.</xsd:documentation>
                            </xsd:annotation>
                        </xsd:element>
                    </xsd:sequence>
                    <xsd:element name="settlementPeriods" type="SettlementPeriods" maxOccurs="unbounded">
                        <xsd:annotation>
                            <xsd:documentation xml:lang="en">Specifies a set of Settlement Periods associated with an Electricity Transaction for delivery on an Applicable Day or for a series of Applicable Days.</xsd:documentation>
                        </xsd:annotation>
                    </xsd:element>
                    <xsd:element name="settlementPeriodsReference" type="SettlementPeriodsReference" maxOccurs="unbounded">
                        <xsd:annotation>
                            <xsd:documentation xml:lang="en">Allows a set of Settlement Periods to reference one already defined elsewhere in the trade structure.</xsd:documentation>
                        </xsd:annotation>
                    </xsd:element>
                </xsd:choice>
            </xsd:sequence>
            <xsd:element name="valuationDates" type="AdjustableDates" maxOccurs="unbounded">
                <xsd:annotation>
                    <xsd:documentation xml:lang="en">A list of adjustable dates on which the trade will price. Each date will price for the Calculation Period within which it falls.</xsd:documentation>
                </xsd:annotation>
            </xsd:element>
        </xsd:choice>
    </xsd:sequence>
    <xsd:attribute name="id" type="xsd:ID" />
</xsd:complexType>
Collapse Child Elements:
Name Type Min Occurs Max Occurs
calculationPeriodsReference nsE:calculationPeriodsReference (1) (1)
calculationPeriodsScheduleReference nsE:calculationPeriodsScheduleReference (1) (1)
calculationPeriodsDatesReference nsE:calculationPeriodsDatesReference (1) (1)
lag nsE:lag 0 (1)
dayType nsE:dayType 0 (1)
dayDistribution nsE:dayDistribution 0 (1)
dayCount nsE:dayCount 0 (1)
dayOfWeek nsE:dayOfWeek 0 7
dayNumber nsE:dayNumber 0 (1)
businessDayConvention nsE:businessDayConvention 0 (1)
businessCalendar nsE:businessCalendar 0 (1)
calendarSource nsE:calendarSource 0 (1)
settlementPeriods nsE:settlementPeriods (1) unbounded
settlementPeriodsReference nsE:settlementPeriodsReference (1) unbounded
valuationDates nsE:valuationDates (1) unbounded
<xs:group> nsE:CommodityCalculationPeriodsPointer.model 0 (1)
<xs:group> nsE:Days.model (1) (1)
Collapse Child Attributes:
Name Type Default Value Use
id nsE:id (Optional)
Collapse Derivation Tree:
Collapse References:
nsE:valuationDatesnsE:valuationDates,
Documentation for Financial products Markup Language (FpML®)

Generated using Liquid Studio - Developer Bundle 21.0.0.0