Documentation for Financial products Markup Language (FpML®) - Transparency
Definition Type: ComplexType
Name: CommodityOption
Namespace: http://www.fpml.org/FpML-5/transparency
Type: nsA:Product
Containing Schema: fpml-com-5-9.xsd
Abstract
Documentation:
Defines a commodity option product type. The product support for financially-settled exercises or exercise into physical forward contracts written on precious and non-precious metals. options in FpML is based on the creation of a 'commodityOption' product. The product references the 'commodity' underlyer in order to support the underlying asset of the option.
Collapse XSD Schema Diagram:
Drilldown into premium in schema fpml-com-5-9_xsd Drilldown into weatherIndexData in schema fpml-com-5-9_xsd Drilldown into calculation in schema fpml-com-5-9_xsd Drilldown into weatherIndexStrikeLevel in schema fpml-com-5-9_xsd Drilldown into exercise in schema fpml-com-5-9_xsd Drilldown into weatherNotionalAmount in schema fpml-com-5-9_xsd Drilldown into weatherCalculationPeriods in schema fpml-com-5-9_xsd Drilldown into WeatherCalculationPeriod.model in schema fpml-com-5-9_xsd Drilldown into effectiveDate in schema fpml-com-5-9_xsd Drilldown into CommodityWeatherOption.model in schema fpml-com-5-9_xsd Drilldown into physicalExercise in schema fpml-com-5-9_xsd Drilldown into commodityForward in schema fpml-com-5-9_xsd Drilldown into CommodityPhysicalOption.model in schema fpml-com-5-9_xsd Drilldown into floatingStrikePricePerUnit in schema fpml-com-5-9_xsd Drilldown into CommodityFloatingStrikePrice.model in schema fpml-com-5-9_xsd Drilldown into strikePricePerUnit in schema fpml-com-5-9_xsd Drilldown into CommodityStrikePrice.model in schema fpml-com-5-9_xsd Drilldown into exercise in schema fpml-com-5-9_xsd Drilldown into totalNotionalQuantity in schema fpml-com-5-9_xsd Drilldown into notionalQuantity in schema fpml-com-5-9_xsd Drilldown into CommodityNotionalQuantity.model in schema fpml-com-5-9_xsd Drilldown into barrier in schema fpml-com-5-9_xsd Drilldown into averagingMethod in schema fpml-com-5-9_xsd Drilldown into pricingDates in schema fpml-com-5-9_xsd Drilldown into calculationPeriodsSchedule in schema fpml-com-5-9_xsd Drilldown into CommodityAsian.model in schema fpml-com-5-9_xsd Drilldown into terminationDate in schema fpml-com-5-9_xsd Drilldown into effectiveDate in schema fpml-com-5-9_xsd Drilldown into CommodityOptionFeatures.model in schema fpml-com-5-9_xsd Drilldown into commodity in schema fpml-com-5-9_xsd Drilldown into CommodityFinancialOption.model in schema fpml-com-5-9_xsd Drilldown into optionType in schema fpml-com-5-9_xsd Drilldown into embeddedOptionType in schema fpml-shared-5-9_xsd Drilldown into productId in schema fpml-shared-5-9_xsd Drilldown into productType in schema fpml-shared-5-9_xsd Drilldown into secondaryAssetClass in schema fpml-shared-5-9_xsd Drilldown into primaryAssetClass in schema fpml-shared-5-9_xsd Drilldown into Product.model in schema fpml-shared-5-9_xsd Drilldown into id in schema fpml-shared-5-9_xsd Drilldown into Product in schema fpml-shared-5-9_xsdXSD Diagram of CommodityOption in schema fpml-com-5-9_xsd (Financial products Markup Language (FpML®) - Transparency)
Collapse XSD Schema Code: 
<xsd:complexType name="CommodityOption">
    <xsd:annotation>
        <xsd:documentation xml:lang="en">Defines a commodity option product type. The product support for financially-settled exercises or exercise into physical forward contracts written on precious and non-precious metals. options in FpML is based on the creation of a 'commodityOption' product. The product references the 'commodity' underlyer in order to support the underlying asset of the option.</xsd:documentation>
    </xsd:annotation>
    <xsd:complexContent>
        <xsd:extension base="Product">
            <xsd:sequence>
                <xsd:element name="optionType" type="PutCallEnum">
                    <xsd:annotation>
                        <xsd:documentation xml:lang="en">The type of option transaction.</xsd:documentation>
                    </xsd:annotation>
                </xsd:element>
                <xsd:choice>
                    <xsd:group ref="CommodityFinancialOption.model">
                        <xsd:annotation>
                            <xsd:documentation xml:lang="en">Items specific to financially-settled commodity options.</xsd:documentation>
                        </xsd:annotation>
                    </xsd:group>
                    <xsd:group ref="CommodityPhysicalOption.model">
                        <xsd:annotation>
                            <xsd:documentation xml:lang="en">Items specific to physically-settled commodity options.</xsd:documentation>
                        </xsd:annotation>
                    </xsd:group>
                    <xsd:group ref="CommodityWeatherOption.model">
                        <xsd:annotation>
                            <xsd:documentation xml:lang="en">Described Weather Index Option component. Weather Index Option transactions are OTC derivative transactions which settle financially based on an index calculated from observations of temperature and precipitation at weather stations throughout the world. Sub-Annex C of the 2005 ISDA Commodity Definitions provides definitions and terms for a number of types of weather indices. These indices include: HDD (heating degree days), CDD (cooling degree days), CPD (critical precipitation days). Weather Index Option Transactions results in a cash flow to the buyer depending on the relationship between the Settlement Level to the Weather Index Strike Level.</xsd:documentation>
                        </xsd:annotation>
                    </xsd:group>
                </xsd:choice>
                <xsd:element name="premium" type="CommodityPremium" maxOccurs="unbounded">
                    <xsd:annotation>
                        <xsd:documentation xml:lang="en">The option premium payable by the buyer to the seller.</xsd:documentation>
                    </xsd:annotation>
                </xsd:element>
            </xsd:sequence>
        </xsd:extension>
    </xsd:complexContent>
</xsd:complexType>
Collapse Child Elements:
Name Type Min Occurs Max Occurs
primaryAssetClass nsA:primaryAssetClass 0 (1)
secondaryAssetClass nsA:secondaryAssetClass 0 unbounded
productType nsA:productType 0 unbounded
productId nsA:productId 0 unbounded
embeddedOptionType nsA:embeddedOptionType 0 2
optionType nsA:optionType (1) (1)
commodity nsA:commodity (1) (1)
effectiveDate nsA:effectiveDate (1) (1)
terminationDate nsA:terminationDate 0 (1)
calculationPeriodsSchedule nsA:calculationPeriodsSchedule 0 (1)
pricingDates nsA:pricingDates 0 (1)
averagingMethod nsA:averagingMethod 0 (1)
barrier nsA:barrier 0 (1)
notionalQuantity nsA:notionalQuantity (1) (1)
totalNotionalQuantity nsA:totalNotionalQuantity (1) (1)
exercise nsA:exercise (1) (1)
strikePricePerUnit nsA:strikePricePerUnit (1) (1)
floatingStrikePricePerUnit nsA:floatingStrikePricePerUnit (1) (1)
commodityForward nsA:commodityForward (1) (1)
physicalExercise nsA:physicalExercise (1) (1)
effectiveDate nsA:effectiveDate (1) (1)
weatherCalculationPeriods nsA:weatherCalculationPeriods (1) (1)
weatherNotionalAmount nsA:weatherNotionalAmount (1) (1)
exercise nsA:exercise (1) (1)
weatherIndexStrikeLevel nsA:weatherIndexStrikeLevel (1) (1)
calculation nsA:calculation (1) (1)
weatherIndexData nsA:weatherIndexData (1) (1)
premium nsA:premium (1) unbounded
<xs:group> nsA:CommodityFinancialOption.model (1) (1)
<xs:group> nsA:CommodityOptionFeatures.model 0 (1)
<xs:group> nsA:CommodityAsian.model 0 (1)
<xs:group> nsA:CommodityNotionalQuantity.model (1) (1)
<xs:group> nsA:CommodityStrikePrice.model (1) (1)
<xs:group> nsA:CommodityFloatingStrikePrice.model (1) (1)
<xs:group> nsA:CommodityPhysicalOption.model (1) (1)
<xs:group> nsA:CommodityWeatherOption.model (1) (1)
<xs:group> nsA:WeatherCalculationPeriod.model (1) (1)
Collapse Child Attributes:
Name Type Default Value Use
id nsA:id (Optional)
Collapse Derivation Tree:
Collapse References:
nsA:commodityOption
Collapse Comments:
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Documentation for Financial products Markup Language (FpML®) - Transparency

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