Definition Type: ComplexType
Name: CommodityVarianceCalculation
Namespace: http://www.fpml.org/FpML-5/confirmation
Containing Schema: fpml-com-5-10.xsd
Abstract
Collapse XSD Schema Diagram:
Drilldown into nAdjustment in schema fpml-com-5-10_xsd Drilldown into annualizationFactor in schema fpml-com-5-10_xsd Drilldown into valuationDates in schema fpml-com-5-10_xsd Drilldown into pricingDates in schema fpml-com-5-10_xsdXSD Diagram of CommodityVarianceCalculation in schema fpml-com-5-10_xsd (Financial products Markup Language (FpML®))
Collapse XSD Schema Code:
<xsd:complexType name="CommodityVarianceCalculation">
    <xsd:sequence>
        <xsd:element name="pricingDates" type="CommodityPricingDates" minOccurs="0">
            <xsd:annotation>
                <xsd:documentation xml:lang="en">Describes which dates are valid dates on which to observe a price or index level.</xsd:documentation>
            </xsd:annotation>
        </xsd:element>
        <xsd:element name="valuationDates" type="CommodityValuationDates" minOccurs="0">
            <xsd:annotation>
                <xsd:documentation xml:lang="en">Defines when a price or index level will be observed that will figure in the return calculation.</xsd:documentation>
            </xsd:annotation>
        </xsd:element>
        <xsd:element name="annualizationFactor" type="xsd:decimal">
            <xsd:annotation>
                <xsd:documentation xml:lang="en">This specifies the numerator of an annualization factor. Frequently this number is equal to the number of observations of prices in a year e.g. 252.</xsd:documentation>
            </xsd:annotation>
        </xsd:element>
        <xsd:element name="nAdjustment" type="xsd:boolean">
            <xsd:annotation>
                <xsd:documentation xml:lang="en">Specifies whether denominator of the annualization factor is N ("false") or N - 1 ("true").</xsd:documentation>
            </xsd:annotation>
        </xsd:element>
    </xsd:sequence>
</xsd:complexType>
Collapse Child Elements:
Name Type Min Occurs Max Occurs
pricingDates nsA:pricingDates 0 (1)
valuationDates nsA:valuationDates 0 (1)
annualizationFactor nsA:annualizationFactor (1) (1)
nAdjustment nsA:nAdjustment (1) (1)
Collapse Derivation Tree:
Collapse References:
nsA:varianceCalculation