Documentation for Financial products Markup Language (FpML®) - Transparency
Definition Type: ComplexType
Name: CommodityValuationDates
Namespace: http://www.fpml.org/FpML-5/transparency
Containing Schema: fpml-com-5-9.xsd
Abstract
Documentation:
The dates on which prices are observed for the underlyer.
Collapse XSD Schema Diagram:
Drilldown into calendarSource in schema fpml-com-5-9_xsd Drilldown into businessDayConvention in schema fpml-com-5-9_xsd Drilldown into dayCount in schema fpml-com-5-9_xsd Drilldown into dayDistribution in schema fpml-com-5-9_xsd Drilldown into dayType in schema fpml-com-5-9_xsd Drilldown into Days.model in schema fpml-com-5-9_xsd Drilldown into id in schema fpml-com-5-9_xsdXSD Diagram of CommodityValuationDates in schema fpml-com-5-9_xsd (Financial products Markup Language (FpML®) - Transparency)
Collapse XSD Schema Code: 
<xsd:complexType name="CommodityValuationDates">
    <xsd:annotation>
        <xsd:documentation xml:lang="en">The dates on which prices are observed for the underlyer.</xsd:documentation>
    </xsd:annotation>
    <xsd:sequence>
        <xsd:sequence>
            <xsd:sequence>
                <xsd:group ref="Days.model" />
                <xsd:element name="calendarSource" type="CalendarSourceEnum" minOccurs="0">
                    <xsd:annotation>
                        <xsd:documentation xml:lang="en">Used in conjunction with an exchange-based pricing source. Identifies a date source calendar from which the pricing dates and thus roll to the next contract will be based off (e.g. pricing is based on the NYMEX WTI First Nearby Futures Contract, if “Future” is chosen, the pricing will roll to the next futures contract on expiration, if “ListedOption” is chosen, the pricing will roll to the next futures contract on the Option expiration date which is three business days before the expiration of the NYMEX WTI futures contract.) Omitting this element will result in the default behavior expected with the pricing source described within the commodity element.</xsd:documentation>
                    </xsd:annotation>
                </xsd:element>
            </xsd:sequence>
        </xsd:sequence>
    </xsd:sequence>
    <xsd:attribute name="id" type="xsd:ID" />
</xsd:complexType>
Collapse Child Elements:
Name Type Min Occurs Max Occurs
dayType nsA:dayType 0 (1)
dayDistribution nsA:dayDistribution (1) (1)
dayCount nsA:dayCount 0 (1)
businessDayConvention nsA:businessDayConvention 0 (1)
calendarSource nsA:calendarSource 0 (1)
<xs:group> nsA:Days.model (1) (1)
Collapse Child Attributes:
Name Type Default Value Use
id nsA:id (Optional)
Collapse Derivation Tree:
Collapse References:
nsA:valuationDates, nsA:valuationDates
Collapse Comments:
blog comments powered by Disqus
Documentation for Financial products Markup Language (FpML®) - Transparency

Generated using Liquid Studio 2018 - Developer Bundle Edition 16.0.0.0