Definition Type: ComplexType
Name: WeatherLegCalculation
Namespace: http://www.fpml.org/FpML-5/reporting
Containing Schema: fpml-com-5-10.xsd
Abstract
Documentation:
A type to capture details of the calculation of the Payment Amount on a Weather Index Transaction.
Collapse XSD Schema Diagram:
Drilldown into rounding in schema fpml-com-5-10_xsd2 Drilldown into maximumTransactionPaymentAmount in schema fpml-com-5-10_xsd2 Drilldown into maximumPaymentAmount in schema fpml-com-5-10_xsd2 Drilldown into correctionPeriod in schema fpml-com-5-10_xsd2 Drilldown into dataCorrection in schema fpml-com-5-10_xsd2 Drilldown into businessDays in schema fpml-com-5-10_xsd2 Drilldown into calculationDate in schema fpml-com-5-10_xsd2 Drilldown into referenceLevelEqualsZero in schema fpml-com-5-10_xsd2 Drilldown into settlementLevel in schema fpml-com-5-10_xsd2XSD Diagram of WeatherLegCalculation in schema fpml-com-5-10_xsd2 (Financial products Markup Language (FpML®))
Collapse XSD Schema Code:
<xsd:complexType name="WeatherLegCalculation">
    <xsd:annotation>
        <xsd:documentation xml:lang="en">A type to capture details of the calculation of the Payment Amount on a Weather Index Transaction.</xsd:documentation>
    </xsd:annotation>
    <xsd:sequence>
        <xsd:element name="settlementLevel" type="WeatherSettlementLevelEnum" minOccurs="0">
            <xsd:annotation>
                <xsd:documentation xml:lang="en">The Settlement Level means either the cumulative number of Weather Index Units for each day in the Calculation Period (Cumulative) or the cumulative number of Weather Index Units for each day in the Calculation Period divided by the number of days in the Calculation Period (Average) or the maximum number of Weather Index Units for any day in the Calculation Period (Maximum) or the minimum number of Weather Index Units for any day in the Calculation Period.</xsd:documentation>
            </xsd:annotation>
        </xsd:element>
        <xsd:element name="referenceLevelEqualsZero" type="xsd:boolean" minOccurs="0">
            <xsd:annotation>
                <xsd:documentation xml:lang="en">If Reference Level Equals Zero is specified to be applicable then CPD means, for any day during the Calculation Period, (A) 1 if the Daily Precipitation for that day is greater than or equal to the CPD Reference Level or (B) zero if the the Daily Precipitation for that day is less than the CPD Reference Level. If Reference Level Equals Zero is specified not to be applicable then CPD means, for any day during the Calculation Period, (A) 1 if the Daily Precipitation for that day is greater than the CPD Reference Level or 0 if the Daily Precipitation for that day is less than or equal to the CPD Reference Level.</xsd:documentation>
            </xsd:annotation>
        </xsd:element>
        <xsd:element name="calculationDate" type="Period" minOccurs="0">
            <xsd:annotation>
                <xsd:documentation xml:lang="en">The number of days following the final day of the Calculation Period specified in the Confirmation on which is is practicable to provide the notice that the Calculation Agent is required to give for that Settlement Date or Payment Date.</xsd:documentation>
            </xsd:annotation>
        </xsd:element>
        <xsd:element name="businessDays" type="BusinessCenter" minOccurs="0">
            <xsd:annotation>
                <xsd:documentation xml:lang="en">A day on which commmercial banks settle payments and are open for general business in the place(s) specified in the Confirmation. See Section 1.3 of the ISDA 2005 Commodity Definitions.</xsd:documentation>
            </xsd:annotation>
        </xsd:element>
        <xsd:element name="dataCorrection" type="xsd:boolean" minOccurs="0">
            <xsd:annotation>
                <xsd:documentation xml:lang="en">The date payment often revised after its publication, this indicates if the payment date could be recalculated.</xsd:documentation>
            </xsd:annotation>
        </xsd:element>
        <xsd:element name="correctionPeriod" type="Period" minOccurs="0">
            <xsd:annotation>
                <xsd:documentation xml:lang="en">If 'dataCorrection'=true, this indicates how long after the initial publication of the data corrections can be made.</xsd:documentation>
            </xsd:annotation>
        </xsd:element>
        <xsd:element name="maximumPaymentAmount" type="NonNegativeMoney" minOccurs="0">
            <xsd:annotation>
                <xsd:documentation xml:lang="en">The maximum total payment amount that will be paid in any particular transaction.</xsd:documentation>
            </xsd:annotation>
        </xsd:element>
        <xsd:element name="maximumTransactionPaymentAmount" type="NonNegativeMoney" minOccurs="0">
            <xsd:annotation>
                <xsd:documentation xml:lang="en">The maximum payment amount that will be paid in any particular Calculation Period.</xsd:documentation>
            </xsd:annotation>
        </xsd:element>
        <xsd:element name="rounding" type="Rounding" minOccurs="0">
            <xsd:annotation>
                <xsd:documentation xml:lang="en">Rounding direction and precision for price values.</xsd:documentation>
            </xsd:annotation>
        </xsd:element>
    </xsd:sequence>
</xsd:complexType>
Collapse Child Elements:
Name Type Min Occurs Max Occurs
settlementLevel nsE:settlementLevel 0 (1)
referenceLevelEqualsZero nsE:referenceLevelEqualsZero 0 (1)
calculationDate nsE:calculationDate 0 (1)
businessDays nsE:businessDays 0 (1)
dataCorrection nsE:dataCorrection 0 (1)
correctionPeriod nsE:correctionPeriod 0 (1)
maximumPaymentAmount nsE:maximumPaymentAmount 0 (1)
maximumTransactionPaymentAmount nsE:maximumTransactionPaymentAmount 0 (1)
rounding nsE:rounding 0 (1)
Collapse Derivation Tree:
Collapse References:
nsE:calculation, nsE:calculation