Definition Type: ComplexType
Name: CommodityInterestLeg
Namespace: http://www.fpml.org/FpML-5/transparency
Type: nsF: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_xsd3 Drilldown into notionalAmount in schema fpml-com-5-8_xsd3 Drilldown into calculationPeriodsSchedule in schema fpml-com-5-8_xsd3 Drilldown into CommodityCalculationPeriods.model in schema fpml-com-5-8_xsd3 Drilldown into payerPartyReference in schema fpml-shared-5-8_xsd5 Drilldown into Payer.model in schema fpml-shared-5-8_xsd5 Drilldown into PayerReceiver.model in schema fpml-shared-5-8_xsd5 Drilldown into id in schema fpml-shared-5-8_xsd5 Drilldown into Leg in schema fpml-shared-5-8_xsd5 Drilldown into CommodityPerformanceSwapLeg in schema fpml-com-5-8_xsd3XSD Diagram of CommodityInterestLeg in schema fpml-com-5-8_xsd3 (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" />
                <!--View Generation: SKIPPED  - NonStandardFeature-->
                <!--View Generation: Removed a degenerate 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>
                <!--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 nsF:payerPartyReference 0 (1)
calculationPeriodsSchedule nsF:calculationPeriodsSchedule 0 (1)
notionalAmount nsF:notionalAmount (1) (1)
commodityFixedInterestCalculation nsF:commodityFixedInterestCalculation (1) (1)
<xs:group> nsF:PayerReceiver.model (1) (1)
<xs:group> nsF:Payer.model (1) (1)
<xs:group> nsF:CommodityCalculationPeriods.model (1) (1)
Collapse Child Attributes:
Name Type Default Value Use
id nsF:id (Optional)
Collapse Derivation Tree:
Collapse References:
nsF:commodityInterestLeg