Definition Type: ComplexType
Name: CommodityInterestLeg
Namespace: http://www.fpml.org/FpML-5/confirmation
Type: nsA:CommodityPerformanceSwapLeg
Containing Schema: fpml-com-5-8.xsd
Abstract
Documentation:
A type describing the interest rate leg (a.k.a fee leg) of the commodity performance swap.
Collapse XSD Schema Diagram:
Drilldown into commodityFixedInterestCalculation in schema fpml-com-5-8_xsd Drilldown into notionalAmountReference in schema fpml-com-5-8_xsd Drilldown into notionalAmount in schema fpml-com-5-8_xsd Drilldown into masterAgreementPaymentDates in schema fpml-com-5-8_xsd Drilldown into paymentDates in schema fpml-com-5-8_xsd Drilldown into CommodityNonPeriodicPaymentDates.model in schema fpml-com-5-8_xsd Drilldown into relativePaymentDates in schema fpml-com-5-8_xsd Drilldown into CommodityPaymentDates.model in schema fpml-com-5-8_xsd Drilldown into calculationPeriodsDatesReference in schema fpml-com-5-8_xsd Drilldown into calculationPeriodsScheduleReference in schema fpml-com-5-8_xsd Drilldown into calculationPeriodsReference in schema fpml-com-5-8_xsd Drilldown into CommodityCalculationPeriodsPointer.model in schema fpml-com-5-8_xsd Drilldown into calculationPeriodsSchedule in schema fpml-com-5-8_xsd Drilldown into calculationPeriods in schema fpml-com-5-8_xsd Drilldown into calculationDates in schema fpml-com-5-8_xsd Drilldown into CommodityCalculationPeriods.model in schema fpml-com-5-8_xsd Drilldown into receiverAccountReference in schema fpml-shared-5-8_xsd Drilldown into receiverPartyReference in schema fpml-shared-5-8_xsd Drilldown into Receiver.model in schema fpml-shared-5-8_xsd Drilldown into payerAccountReference in schema fpml-shared-5-8_xsd Drilldown into payerPartyReference in schema fpml-shared-5-8_xsd Drilldown into Payer.model in schema fpml-shared-5-8_xsd Drilldown into PayerReceiver.model in schema fpml-shared-5-8_xsd Drilldown into id in schema fpml-shared-5-8_xsd Drilldown into Leg in schema fpml-shared-5-8_xsd Drilldown into CommodityPerformanceSwapLeg in schema fpml-com-5-8_xsdXSD Diagram of CommodityInterestLeg in schema fpml-com-5-8_xsd (Financial products Markup Language (FpML®))
Collapse XSD Schema Code:
<xsd:complexType name="CommodityInterestLeg">
    <xsd:annotation>
        <xsd:documentation xml:lang="en">A type describing the interest rate leg (a.k.a fee leg) of the commodity performance swap.</xsd:documentation>
    </xsd:annotation>
    <xsd:complexContent>
        <xsd:extension base="CommodityPerformanceSwapLeg">
            <xsd:sequence>
                <xsd:group ref="CommodityCalculationPeriods.model" />
                <xsd:group ref="CommodityPaymentDates.model" />
                <xsd:choice>
                    <xsd:element name="notionalAmount" type="CommodityNotionalAmount">
                        <xsd:annotation>
                            <xsd:documentation xml:lang="en">Specifies the notional amount of a commodity performance type swap. It is a currency-denominated value (i.e. price-times-quantity). In confirmations is also referred to as the Notional Quantity (sic, expressed in currency units), Notional Amount, Equity Notional Amount and, in the case of reinvesting swaps, Initial Notional Amount.</xsd:documentation>
                        </xsd:annotation>
                    </xsd:element>
                    <xsd:element name="notionalAmountReference" type="CommodityNotionalAmountReference">
                        <xsd:annotation>
                            <xsd:documentation xml:lang="en">A reference to the Return swap notional amount defined in another leg of the return swap.</xsd:documentation>
                        </xsd:annotation>
                    </xsd:element>
                </xsd:choice>
                <!--In the future this part would be converted into a substitution group with the commodityInterestCalculation as a head of a substitution group. It will be substituted by the commodityFixedInterestCalculation element for fixed interest calculation of the return swap and by other methods of interest calculations, e.g. compounding interest calculation and floating interest calculation -->
                <xsd:element name="commodityFixedInterestCalculation" type="CommodityFixedInterestCalculation">
                    <xsd:annotation>
                        <xsd:documentation xml:lang="en">Specifies the interest payment amount on a return swap. This amount may be referred to as the interest amount or the fee amount. Used when the interest (a.k.a. "Fee") is calculated very simply: notional amount * (rate * (number of days in Calculation Period / number of days assumed in the the year)).</xsd:documentation>
                    </xsd:annotation>
                </xsd:element>
            </xsd:sequence>
        </xsd:extension>
    </xsd:complexContent>
</xsd:complexType>
Collapse Child Elements:
Name Type Min Occurs Max Occurs
payerPartyReference nsA:payerPartyReference (1) (1)
payerAccountReference nsA:payerAccountReference 0 (1)
receiverPartyReference nsA:receiverPartyReference (1) (1)
receiverAccountReference nsA:receiverAccountReference 0 (1)
calculationDates nsA:calculationDates (1) (1)
calculationPeriods nsA:calculationPeriods (1) (1)
calculationPeriodsSchedule nsA:calculationPeriodsSchedule (1) (1)
calculationPeriodsReference nsA:calculationPeriodsReference (1) (1)
calculationPeriodsScheduleReference nsA:calculationPeriodsScheduleReference (1) (1)
calculationPeriodsDatesReference nsA:calculationPeriodsDatesReference (1) (1)
relativePaymentDates nsA:relativePaymentDates (1) (1)
paymentDates nsA:paymentDates (1) (1)
masterAgreementPaymentDates nsA:masterAgreementPaymentDates (1) (1)
notionalAmount nsA:notionalAmount (1) (1)
notionalAmountReference nsA:notionalAmountReference (1) (1)
commodityFixedInterestCalculation nsA:commodityFixedInterestCalculation (1) (1)
<xs:group> nsA:PayerReceiver.model (1) (1)
<xs:group> nsA:Payer.model (1) (1)
<xs:group> nsA:Receiver.model (1) (1)
<xs:group> nsA:CommodityCalculationPeriods.model (1) (1)
<xs:group> nsA:CommodityCalculationPeriodsPointer.model (1) (1)
<xs:group> nsA:CommodityPaymentDates.model (1) (1)
<xs:group> nsA:CommodityNonPeriodicPaymentDates.model (1) (1)
Collapse Child Attributes:
Name Type Default Value Use
id nsA:id (Optional)
Collapse Derivation Tree:
Collapse References:
nsA:commodityInterestLeg