Documentation for Financial products Markup Language (FpML®)
Definition Type: ComplexType
Name: CommodityCalculationPeriodsSchedule
Namespace: http://www.fpml.org/2008/FpML-4-5
Containing Schema: fpml-com-4-5.xsd
Abstract
Documentation:
A parametric representation of the Calculation Periods for on Asian option or a leg of a swap.
Collapse XSD Schema Diagram:
Drilldown into balanceOfFirstPeriod in schema fpml-com-4-5_xsd Drilldown into period in schema fpml-shared-4-5_xsd Drilldown into periodMultiplier in schema fpml-shared-4-5_xsd Drilldown into Interval.model in schema fpml-shared-4-5_xsd Drilldown into id in schema fpml-com-4-5_xsdXSD Diagram of CommodityCalculationPeriodsSchedule in schema fpml-com-4-5_xsd (Financial products Markup Language (FpML®))
Collapse XSD Schema Code: 
<xsd:complexType name="CommodityCalculationPeriodsSchedule">
    <xsd:annotation>
        <xsd:documentation>A parametric representation of the Calculation Periods for on Asian option or a leg of a swap.</xsd:documentation>
    </xsd:annotation>
    <xsd:sequence>
        <xsd:group ref="Interval.model" />
        <xsd:element name="balanceOfFirstPeriod" type="xsd:boolean">
            <xsd:annotation>
                <xsd:documentation>If true, indicates that that the first Calculation Period should run from the Effective Date to the end of the calendar period in which the Effective Date falls, e.g. Jan 15 - Jan 31 if the calculation periods are one month long and Effective Date is Jan 15. If false, the first Calculation Period should run from the Effective Date for one whole period, e.g. Jan 15 to Feb 14 if the calculation periods are one month long and Effective Date is Jan 15.</xsd:documentation>
            </xsd:annotation>
        </xsd:element>
    </xsd:sequence>
    <xsd:attribute name="id" type="xsd:ID" />
</xsd:complexType>
Collapse Child Elements:
Name Type Min Occurs Max Occurs
periodMultiplier fpml:periodMultiplier (1) (1)
period fpml:period (1) (1)
balanceOfFirstPeriod fpml:balanceOfFirstPeriod (1) (1)
<xs:group> fpml:Interval.model (1) (1)
Collapse Child Attributes:
Name Type Default Value Use
id fpml:id (Optional)
Collapse Derivation Tree:
Collapse References:
fpml:calculationPeriodsSchedule, fpml:calculationPeriodsSchedule
Documentation for Financial products Markup Language (FpML®)

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