schemas.fpml-4-6.fpml-com-4-6.xsd Maven / Gradle / Ivy
The acceptable tolerance in the delivered quantity of a physical commodity product in terms of a number of units of that product.
The maxmium amount by which the quantity delivered can exceed the agreed quantity.
The maximum amount by which the quantity delivered can be less than the agreed quantity.
The unit in which the tolerance is specified.
Indicates whether the tolerance is at the seller's or buyer's option.
A scheme defining where bullion is to be delivered for a Bullion Transaction.
Physically settled leg of a physically settled Bullion Transaction.
The type of Bullion underlying a Bullion Transaction.
The physical delivery location for the transaction.
Date on which the bullion will settle.
A pointer style reference to a calculation periods schedule defined elsewhere - note that this schedule consists of a series of actual dates in a
calculationPeriods container.
A pointer style reference to a calculation periods schedule defined elsewhere - note that this schedule consists of a parameterised schedule in a
calculationPeriodsSchedule container.
The different options for specifying the attributes of a coal quality measure as a decimal value.
The actual content of the quality characteristics of the Coal Product Shipment expected by the Buyer.
The actual limits of the quality characteristics of the Coal Product above or below which the Buyer may reject a Shipment.
The actual limits of the quality characteristics of the Coal Product above or below which the Buyer may reject a Shipment.
The different options for specifying the attributes of a coal quality measure as a percentage of the measured value.
The actual content of the quality characteristics of the Coal Product Shipment expected by the Buyer.
The actual limits of the quality characteristics of the Coal Product above or below which the Buyer may reject a Shipment.
The actual limits of the quality characteristics of the Coal Product above or below which the Buyer may reject a Shipment.
The physical delivery conditions for coal.
The point at which the Coal Product will be delivered and received.
The point at which the Coal Product as a reference to the Source of the Coal Product. This should be a reference to the source element within
product.
Additional delivery details for U.S. Coal transactions.
A scheme identifying the types of the Delivery Point for a physically settled coal trade.
Physically settled leg of a physically settled coal transaction.
The period during which delivery/deliveries of Coal Products may be scheduled. Equivalent to Nomination Period(s) for US Coal.
The specification of the Coal Product to be delivered.
The physical delivery conditions for the transaction.
The different options for specifying the quantity.
A type defining the characteristics of the coal being traded in a physically settled gas transaction.
The type of coal product to be delivered by reference to a pre-defined specification.
The type of coal product to be delivered specified in full.
The mining region, mine(s), mining complex(es), loadout(s) or river dock(s) or other point(s) of origin that Seller and Buyer agree are acceptable
origins for the Coal Product. For International Coal transactions, this is the Origin of the Coal Product.
Additional product details for U.S. Coal transactions.
A scheme identifying the sources of coal for a physically settled coal trade.
The different options for specifying the quality attributes of the coal to be delivered.
A scheme identifying the types of coal for a physically settled coal trade.
A scheme identifying the quality adjustment formulae for a physically settled coal trade.
The quality attributes of the coal to be delivered.
The quality attributes of the coal to be delivered, specified on a periodic basis.
A scheme identifying the methods by which coal may be transported.
A type for defining exercise procedures associated with an American style exercise of a commodity option. This entity inherits from the type
SharedAmericanExercise.
The specific time of day on which the option expires.
The presence of this element indicates that the option may be partially exercised. It is not applicable to European or Asian options.
The different options for specifying the Delivery Periods of a physical leg.
The Delivery Periods for this leg of the swap. This type is only intended to be used if the Delivery Periods differ from the Calculation Periods on
the fixed or floating leg. If DeliveryPeriods mirror another leg, then the calculationPeriodsReference element should be used to point to the Calculation Periods on that leg -
or the calculationPeriodsScheduleReference can be used to point to the Calculation Periods Schedule for that leg.
The Delivery Periods for this leg of the swap. This type is only intended to be used if the Delivery Periods differ from the Calculation Periods on
the fixed or floating leg. If DeliveryPeriods mirror another leg, then the calculationPeriodsReference element should be used to point to the Calculation Periods on that leg -
or the calculationPeriodsScheduleReference can be used to point to the Calculation Periods Schedule for that leg.
Enables users to reference a Calculation Periods schedule in the form of a series of actual dates in a calculationPeriods container or in the form
of a parameterised schedule in a calculationPeriodsSchedule container.
A type for defining exercise procedures associated with a European style exercise of a commodity option.
The last day within an exercise period for an American style option. For a European style option it is the only day within the exercise
period. For an averaging option this is equivalent to the Termination Date.
The specific time of day on which the option expires.
A parametric representation of the Calculation Periods for on Asian option or a leg of a swap.
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.
A scheme identifying the types of the Delivery Point for a physically settled commodity trade.
A scheme identifying how the parties to the trade aportion responsibility for the delivery of the commodity product (for example Free On Board, Cost,
Insurance, Freight)
The parameters for defining how the commodity option can be exercised, how it is priced and how it is settled.
The parameters for defining the exercise period for an American style option together with the rules governing the quantity of the commodity
that can be exercised on any given exercise date.
The parameters for defining the expiration date and time for a European or Asian style option. For an Asian style option the expiration date is
equivalent to the termination date.
Specifies whether or not Automatic Exercise applies to a Commodity Option Transaction.
Specifies whether or not Written Confirmation applies to a Commodity Option Transaction.
The currency into which the Commodity Option Transaction will settle. If this is not the same as the currency in which the Commodity Reference
Price is quoted, then an FX determination method should also be specified.
FX observations to be used to convert the observed Commodity Reference Price to the Settlement Currency.
If the Notional Quantity is specified in a unit that does not match the unit in which the Commodity Reference Price is quoted, the scaling or
conversion factor used to convert the Commodity Reference Price unit into the Notional Quantity unit should be stated here. If there is no conversion, this element is not
intended to be used.
Commodity Forward
Specifies the value date of the Commodity Forward Transaction. This is the day on which both the cash and the physical commodity settle.
The fixed leg of a Commodity Forward Transaction
This choice group is intended to allow legs based on different classes of commodity to be added to the shcema as this becomes necessary.
The physical leg of a Commodity Forward Transaction for which the underlyer is Bullion.
The Fixed Price for a given Calculation Period during the life of the trade. There must be a Fixed Price step specified for each Calculation Period,
regardless of whether the Fixed Price changes or remains the same between periods.
The Fixed Price for a given Calculation Period during the life of the trade. There must be a Fixed Price step specified for each Calculation
Period, regardless of whether the Fixed Price changes or remains the same between periods.
For a Wet Voyager Charter Freight Swap, the number of Worldscale Points for purposes of the calculation of a Fixed Amount for a given
Calculation Period during the life of the trade. There must be Worldscale Rate Step specified for each Calculation Period, regardless of whether the Worldscale Rate Step
changes or remains the same between periods.
For a DRY Voyage Charter or Time Charter Freight Swap, the price per relevant unit for pruposes of the calculation of a Fixed Amount for a
given Calculation Period during the life of the trade. There must be Worldscale Rate Step specified for each Calculation Period, regardless of whether the Worldscale Rate
Step changes or remains the same between periods.
For an electricity transaction, the fixed price schedule for one or more groups of Settlement Periods on which fixed payments are based. if the schedule
differs for different groups of Settlement Periods, this element should be repeated.
Frequency Type for use in Pricing Date specifications.
A type defining the FX observations to be used to convert the observed Commodity Reference Price to the Settlement Currency. The rate source must be
specified. Additionally, a time for the spot price to be observed on that source may be specified, or else an averaging schedule for trades priced using an average FX rate.
The primary source for where the rate observation will occur. Will typically be either a page or a reference bank published rate.
An alternative, or secondary, source for where the rate observation will occur. Will typically be either a page or a reference bank published
rate.
A type to identify how the FX rate will be applied. This is intended to differentiate between the various methods for applying FX to the floating
price such as a daily calculation, or averaging the FX and applying the average at the end of each CalculationPeriod.
The parties may specify a Method of Averaging when averaging of the FX rate is applicable.
The time at which the spot currency exchange rate will be observed. It is specified as a time in a specific business center, e.g. 11:00am
London time.
A list of the fx observation dates for a given Calculation Period.
The parties may specify the rules for FX observation when averaging of the FX rate is applicable.
The time at which the spot currency exchange rate will be observed. It is specified as a time in a specific business center, e.g. 11:00am
London time.
Identifes how the FX rate will be applied. This is intended to differentiate between the various methods for applying FX to the floating price such as a
daily calculation, or averaging the FX and applying the average at the end of each CalculationPeriod.
A type defining a hub or other reference for a physically settled commodity trade.
A scheme identifying the code for a hub or other reference for a physically settled commodity trade.
ISDA 1993 or 2005 commodity market disruption elements.
If Market disruption Events are stated to be Applicable then the default Market Disruption Events of Section 7.4(d)(i) of the ISDA
Commodity Definitions shall apply unless specific Market Disruption Events are stated hereunder, in which case these shall override the ISDA defaults. If Market
Disruption Events are stated to be Not Applicable, Market Disruption Events are not applicable to the trade at all. It is also possible to reference the Market
Disruption Events set out in the relevant Master Agreement governing the trade.
To be used when marketDisruptionEvents is set to "Applicable" and additional market disruption events(s) apply to the default market
disruption events of Section 7.4(d)(i) of the ISDA Commodity Definitions.
Market disruption event(s) that apply. Note that these should only be specified if the default market disruption events of Section 7.4(d)(i) of
the ISDA Commodity Definitions are to be overridden.
If omitted then the standard disruption fallbacks of Section 7.5(d)(i) of the ISDA Commodity Definitions shall apply.
To be used where disruption fallbacks are set out in the relevant Master Agreement governing the trade.
A fallback commodity reference price for use when relying on Disruption Fallbacks in Section 7.5(d)(i) of the ISDA Commodity Definitions or have
selected "Fallback Reference Price" as a disruptionFallback.
2005 Commodity Definitions only. If omitted , the number of days specified in Section 7.6(a) of the Definitions will apply.
2005 Commodity Definitions only. To be used where a price materiality percentage applies to the "Price Source Disruption" event and this event has
been specified by setting marketDisruption to true or including it in additionalMarketDisruptionEvent
1993 Commodity Definitions only. Specifies the Mimum Futures Contracts level that dictates whether or not a "De Minimis Trading" event has
occurred. Only relevant if 'De Minimis Trading' has been specified in marketDisruptionEvent or additionalMarketDisruptionEvent.
A type for defining the multiple exercise provisions of an American style commodity option.
The integral multiple quantity defines a lower limit of the Notional Quantity that can be exercised and also defines a unit multiple of the
Notional Quantity that can be exercised, i.e. only integer multiples of this Notional Quantity can be exercised.
The minimum Notional Quantity that can be exercised on a given Exercise Date. See multipleExercise.
Commodity Notional.
Quantity Unit is the unit of measure applicable for the quantity on the Transaction.
The frequency at which the Notional Quantity is deemed to apply for purposes of calculating the Total Notional Quantity.
Amount of commodity per quantity frequency.
The Notional Quantity per Calculation Period. There must be a Notional Quantity step specified for each Calculation Period, regardless of whether the
Notional Quantity changes or remains the same between periods.
The Notional Quantity per Calculation Period. There must be a Notional Quantity specified for each Calculation Period, regardless of whether
the quantity changes or remains the same between periods.
For an electricity transaction, the Notional Quantity schedule for a one or more groups of Settlement Periods to which the Notional Quantity is based. If the
schedule differs for different groups of Settlement Periods, this element should be repeated.
Commodity Option.
The type of option transaction.
Specifies the underlying component. At the time of the initial schema design, only underlyers of type Commodity are supported; the choice
group in the future could offer the possibility of adding other types later.
A group containing properties specific to Asian options.
The parameters for defining how the commodity option can be exercised and how it is settled.
The different options for specifying the Strike price per unit. This will consists of a single strike price of a strike price schedule.
The option premium payable by the buyer to the seller.
A scheme identifying the physical event relative to which payment occurs.
A type defining the physical quantity of the commodity to be delivered.
An abstract base class for physical quantity types.
The Quantity per Delivery Period. There must be a Quantity step specified for each Delivery Period, regardless of whether the Quantity changes or remains
the same between periods.
The quantity per Calculation Period. There must be a quantity specified for each Calculation Period, regardless of whether the quantity changes or
remains the same between periods.
The pipeline through which the physical commodity will be delivered.
The pipeline cycle during which the physical commodity will be delivered.
The commodity option premium payable by the buyer to the seller.
The currency amount of premium to be paid per Unit of the Total Notional Quantity.
The dates on which prices are observed for the underlyer.
The pricing period per calculation period if the pricing days do not wholly fall within the respective calculation period.
Identifies a commodity business day calendar from which the pricing dates will be generated.
A list of adjustable dates on which the trade would price. Each date will price for the Calculation Period within which it falls.
A scheme identifying the grade of physical commodity product to be delivered.
A type for defining the frequency at which the Notional Quantity is deemed to apply for purposes of calculating the Total Notional Quantity.
The Payment Dates of the trade relative to the Calculation Periods.
Specifies whether the payment(s) occur relative to a date such as the end of each Calculation Period or the last Pricing Date in each
Calculation Period.
Specifies whether the payment(s) occur relative to the date of a physical event.
Specifies any offset from the adjusted Calculation Period start date or adjusted Calculation Period end date applicable to each Payment Date.
The notional quantity of electricity that applies to one or more groups of Settlement Periods.
The range(s) of Settlement Periods to which the Notional Quantity applies.
The notional quantity schedule of electricity that applies to one or more groups of Settlement Periods.
For an electricity transaction, the Notional Quantity for a given Calculation Period during the life of the trade which applies to the range(s) of Settlement
Periods referenced by settlementPeriodsReference. There must be a settlementPeriodsNotionalQuantityStep specified for each Calculation Period, regardless of whether the
NotionalQuantity changes or remains the same between periods.
The range(s) of Settlement Periods to which the Fixed Price steps apply.
The fixed price schedule for electricity that applies to one or more groups of Settlement Periods.
For an electricity transaction, the Fixed Price for a given Calculation Period during the life of the trade which applies to the range(s) of
Settlement Periods referenced by settlementPeriods Reference. There must be a Fixed Price step specified for each Calculation Period, regardless of whether the Fixed Price
changes or remains the same between periods.
The range(s) of Settlement Periods to which the Fixed Price steps apply.
The Spread per Calculation Period. There must be a Spread specified for each Calculation Period, regardless of whether the Spread changes or remains the
same between periods.
The spread per Calculation Period. There must be a spread step specified for each Calculation Period, regardless of whether the spread changes or
remains the same between periods.
The Strike Price per Unit per Calculation Period. There must be a Strike Price per Unit step specified for each Calculation Period, regardless of whether
the Strike changes or remains the same between periods.
The strike price per unit per Calculation Period. There must be a strike price per unit specified for each Calculation Period, regardless of
whether the price changes or remains the same between periods.
Commodity Swap.
Specifies the effective date of this leg of the swap. When defined in relation to a date specified somewhere else in the document (through
the relativeDate component), this element will typically point to the effective date of the other leg of the swap.
Specifies the termination date of this leg of the swap. When defined in relation to a date specified somewhere else in the document
(through the relativeDate component), this element will typically point to the termination date of the other leg of the swap.
The currency into which the Commodity Swap Transaction will settle. If this is not the same as the currency in which the Commodity
Reference Price is quoted on a given floating leg of the Commodity Swap Transaction, then an FX rate should also be specified for that leg.
Fixed Price Leg.
Floating Price leg.
Physically settled coal leg.
Physically settled electricity leg.
Physically settled natural gas leg.
Physically settled oil or refined products leg.
A Disruption Fallback.
The physical delivery conditions for electricity.
The point at which delivery of the electricity will occur.
Indicates the under what conditions the Parties' delivery obligations apply.
Indicates under what condtitions the Parties' delivery obligations apply.
If present and set to true, indicates that delivery or receipt of the electricity may be interrupted for any reason or for no
reason, without liability on the part of either Party. This element should never have a value of false.
Indicates that the electricity is intended to be supplied from the owned or controlled generation or pre-existing purchased power
assets of the system specified.
Indicates that the electricity is intended to be supplied from a generation asset which can optionally be specified.
Indicates that the performance of the buyer or seller shall be excused (under the conditions specified) if transmission of the elctricity is
unavailable or interrupted.
For EEI transactions, indicates that this transaction is for an "into" product.
The zone covering potential delivery points for the electricity.
Indicates the party able to decide which delivery point within the deliveryPoint is used for delivery. For EEI transactions, this should
reference the seller of the electricity.
The physical delivery obligation options specific to a firm transaction.
If true, indicates that the buyer and seller should be excused of their delivery obligations when such performance is prevented by Force Majeure.
For EEI transactions, this would indicate "Firm (LD)" If false, indicates that the buyer and seller should not be excused of their delivery obligations when such performance is
prevented by Force Majeure. For EEI transactions, this would indicate "Firm (No Force Majeure)"
The different options for specifying the Delivery Periods for a physically settled electricity trade.
The periods within the Delivery Periods during which the electricity will be delivered.
A scheme identifying the types of the Delivery Point for a physically settled electricity trade.
The physical delivery obligation options specific to a system firm transaction.
Indicates that the trade is for a System Firm product. Should always be set to "true".
The physical delivery obligation options specific to a unit firm transaction.
Indicates that the trade is for a Unit Firm product. Should always be set to "true".
A type defining the physical quantity of the electricity to be delivered.
A pointer style reference to the range(s) of Settlement Periods to which this quantity applies.
Allows the documentation of a shaped quantity trade where the quantity changes over the life of the transaction.
A pointer style reference to the range(s) of Settlement Periods to which this quantity applies.
Physically settled leg of a physically settled electricity transaction.
The different options for specifying the Delivery or Supply Periods. Unless the quantity or price is to vary periodically during the trade
or physical delivery occurs on a periodic basis, periodsSchedule should be used and set to 1T.
The specification of the Settlement Periods in which the electricity will be delivered. The Settlement Periods will apply from and
including the Effective Date up to and including the Termination Date. If more than one settlementPeriods element is present this indicates multiple ranges of
Settlement Periods apply to the entire trade - for example off-peak weekdays and all day weekends. Settlement Period ranges should not overlap.
The specification of the Settlement Periods in which the electricity will be delivered for a "shaped" trade i.e. where different Settlement
Period ranges will apply to different periods of the trade.
The specification of the electricity to be delivered.
The physical delivery conditions for the transaction.
The different options for specifying the quantity.
The quantity of gas to be delivered.
The Quantity per Delivery Period.
Allows the documentation of a shaped quantity trade where the quantity changes over the life of the transaction. Note that if the range
of Settlement Periods also varies over the life of the transaction this element should not be used. Instead, physicalQuantity should be repeated for each range of
Settlement Periods that apply at any point during the trade.
The Total Quantity of the commodity to be delivered.
The specification of the electricity to be delivered.
The type of electricity product to be delivered.
The voltage, expressed as a number of volts, of the electricity to be delivered.
A structure to specify the tranmission contingency and the party that bears the obligation.
The conditions under which the party specified in contingentParty will be excused from damages if transmission is interrupted or curtailed.
The party to which the contingency applies.
The type of transmission contingency, i.e. what portion of the transmission the delivery obligations are applicable.
A type defining the Fixed Price.
The Fixed Price.
Fixed Price Leg of a Commodity Swap.
A type to capture details relevant to the calculation of the floating price.
Commodity Pricing Dates.
The parties may specify a Method of Averaging where more than one pricing Dates is being specified as being applicable.
If the Notional Quantity is specified in a unit that does not match the unit in which the Commodity Reference Price is quoted, the scaling or
conversion factor used to convert the Commodity Reference Price unit into the Notional Quantity unit should be stated here. If there is no conversion, this element is not
intended to be used.
Rounding direction and precision for price values.
The spread over or under the Commodity Reference Price for this leg of the trade. This element is intended to be used for basis trades.
The spread over or under the Commodity Reference Price for this leg of the trade for each Calculation Period. This element is intended to be
used for basis trades.
FX observations to be used to convert the observed Commodity Reference Price to the Settlement Currency.
Floating Price Leg of a Commodity Swap.
Specifies the underlying instrument. At this time, only underlyers of type Commodity are supported; the choice group in the future could
offer the possibility of adding other types later.
Defines details relevant to the calculation of the floating price.
The specification of the gas to be delivered.
Indicates whether the buyer and seller are contractually obliged to consume and supply the specified quantities of the commodity.
The hub code of the gas buyer.
The hub code of the has seller.
A scheme identifying the types of the Delivery Point for a physically settled gas trade.
The different options for specifying the Delivery Periods for a physically settled gas trade.
The time at which gas delivery should start on each day of the Delivery Period(s).
The time at which gas delivery should end on each day of the Delivery Period(s).
Physically settled leg of a physically settled gas transaction.
The different options for specifying the Delivery or Supply Periods. Unless the quantity or price is to vary periodically during the trade
or physical delivery occurs on a periodic basis, periodsSchedule should be used and set to 1T.
The specification of the gas to be delivered.
The physical delivery conditions for the transaction.
The different options for specifying the quantity. For Fixed trades where the quantity is known at the time of confirmation, a single
quantity or a quantity per Delivery Period may be specified. For Variable trades minimum and maximum trades may be specified.
The quantity of gas to be delivered.
A quantity that is known at the time the transaction is executed.
A quantity that can vary within set limits at the instruction of the specified party.
The minimum quantity to be delivered. If separate minimums need to be specified for different periods (e.g. a minimum per day and a
minimum per month) this element should be repeated.
The maximum quantity to be delivered. If separate minimums need to be specified for different periods (e.g. a minimum per day and a
minimum per month) this element should be repeated.
Indicates the party able to choose whether the gas is delivered for a particular period e.g. a swing or interruptible contract.
A type defining the characteristics of the gas being traded in a physically settled gas transaction.
The type of gas to be delivered.
The calorific value of the gas to be delivered, specified in megajoules per cubic meter (MJ/m3).
The quality of the gas to be delivered.
The quantity of gas to be delivered.
An observation period that is offset from a Calculation Period.
The period during which observations will be made. If a firstObservationDateOffset is specified, the observation period will start the specified
interval prior to each Calculation Period - i.e. if the firstObservationDateOffset is 4 months and the lagDuration is 3 months, observations will be taken in months 4,3 and 2
(but not 1) prior to each Calculation Period. If no firstObservationDate is specified, the observation period will end immediately preceding each Calculation Period.
The interval between the start of each lagDuration and the start of each respective calculation period.
Allows a lag to reference one already defined elsewhere in the trade.
A Market Disruption Event.
The details of a fixed payment. Can be used for a forward transaction or as the base for a more complex fixed leg component such as the fixed leg of a
swap.
Fixed price on which fixed payments are based.
A pointer style reference to a quantity defined on another leg.
The physical delivery conditions for an oil product.
Specified the delivery conditions where the oil product is to be delivered by pipeline.
Specified the delivery conditions where the oil product is to be delivered by title transfer.
Specifies which party is the Importer of Record for the purposes of paying customs duties and applicable taxes or costs related to the import of
the oil product.
Specifies the allowable quantity tolerance as an absolute quantity.
Specifies the allowable quantity tolerance as a percentage of the quantity.
Physically settled leg of a physically settled oil product transaction.
The different options for specifying the Delivery or Supply Periods. Unless the quantity or price is to vary periodically during the trade
or physical delivery occurs on a periodic basis, periodsSchedule should be used and set to 1T.
The specification of the oil product to be delivered.
The physical delivery conditions for the transaction.
The different options for specifying the quantity.
The physical delivery conditions specific to an oil product delivered by pipeline.
The name of pipeline by which the oil product will be delivered.
The location at which the transfer of the title to the commodity takes place.
The point at which the oil product will enter the pipeline.
Whether or not the delivery can go to barge. For trades documented under the ISDA Master Agreement and Oil Annex, this should always be set to
'false'.
Specifies how the risk associated with the delivery is assigned. For trades documented under the ISDA Master Agreement and Oil Annex, this presence
of this element indicates that the provisions of clause (b)(i) of the ISDA Oil Annex are being varied.
The cycle(s) during which the oil product will be transported in the pipeline.
The specification of the oil product to be delivered.
The type of oil product to be delivered.
The grade of oil product to be delivered.
The type of physical commodity product to be delivered.
The physical delivery conditions specific to an oil product delivered by title transfer.
Indicates that the oil product will be delivered by title transfer. Should always be set to "true".
The location at which the transfer of the title to the commodity takes place.
The acceptable tolerance in the delivered quantity of a physical commodity product in terms of a percentage of the agreed delivery quantity.
The maximum percentage amount by which the quantity delivered can exceed the agreed quantity.
The maximum percentage amount by which the quantity delivered can be less than the agreed quantity.
Indicates whether the tolerance it at the seller's or buyer's option.
The common components of a physically settled leg of a Commodity Swap. This is an abstract type and should be extended by commodity-specific types.
A pointer tyle reference to a Quantity schedule defined elsewhere.
A pointer tyle reference to a Quantity defined elsewhere.
A Disruption Fallback with the sequence in which it should be applied relative to other Disruption Fallbacks.
Disruption fallback that applies to the trade.
Sequence in which the reference to the disruption fallback should be applied.
Specifies a set of Settlement Periods associated with an Electricity Transaction for delivery on an Applicable Day or for a series of Applicable Days.
The length of each Settlement Period.
Specifies the Applicable Day with respect to a range of Settlement Periods. This element can only be omitted if includesHolidays is present, in
which case this range of Settlement Periods will apply to days that are holidays only.
Specifies the hour-ending Start Time with respect to a range of Settlement Periods.
Specifies the hour-ending End Time with respect to a range of Settlement Periods. If neither startTime nor endTime contain an offset element and
endTime is earlier than startTime, this indicates that the time period "wraps around" midnight. For example, if startTime is 23:00 and endTime is 01:00 then Settlement Periods
apply from 00:00 to 01:00 and 23:00 to 00:00 on each included day.
Indicates that days that are holidays according to the referenced commodity business calendar should be excluded from this range of Settlement
Periods, even if such day is an applicable day.
Indicates that days that are holidays according to the referenced commodity business calendar should be included in this range of Settlement
Periods, even if such day is not an applicable day.
A type defining the Fixed Price applicable to a range or ranges of Settlement Periods.
Allows a set of Settlement Periods to reference one already defined elsewhere in the trade.
The specification of the Settlement Periods in which the electricity will be delivered for a "shaped" trade i.e. where different Settlement Period ranges
will apply to different periods of the trade.
The range of Settlement Periods per Calculation Period. There must be a range of Settlement Periods specified for each Calculation Period,
regardless of whether the range of Settlement Periods changes or stays the same between periods.
A reference to the range of Settlement Periods that applies to a given period of a transaction.
The specification of the Settlement Periods in which the electricity will be delivered. The Settlement Periods will apply for the duration of the
appliable period. If more than one settlementPeriods element is present this indicates multiple ranges of Settlement Periods apply for the duration of the applicable period.
A quantity and associated unit.
Quantity Unit is the unit of measure applicable for the quantity on the Transaction.
Amount of commodity per quantity frequency.
Defines a commodity forward product.
Defines a commodity option product.
Defines a commodity swap product.
Model group containing features specific to asian/averaging commodity options.
The effective date of the Commodity Option Transaction. Note that the Termination/Expiration Date should be specified in expirationDate within the
CommodityAmericanExercise type or the CommodityEuropeanExercise type, as applicable.
A parametric representation of the Calculation Periods of the Commodity Option Transaction.
An absolute representation of the Calculation Period start dates of the Commodity Option Transaction.
The dates on which the option will price.
The Method of Averaging if there is more than one Pricing Date.
Model group to enable users to reference a Delivery Periods schedule in the form of a series of actual dates in a deliveryPeriods container or in the form
of a parameterised schedule in a deliveryPeriodsSchedule container.
A pointer style reference to the Delivery Periods defined elsewhere.
A pointer style reference to the Calculation Periods Schedule defined elsewhere.
A Delivery Point, applicable to physically settled commodity transactions.
The physical or virtual point at which the commodity will be delivered.
The physical or virtual point at which the commodity enters a transportation system.
The physical or virtual point at which the commodity is withdrawn from a transportation system.
The different options for specifying the Calculation Periods.
The Calculation Period start dates for this leg of the swap. This type is only intended to be used if the Calculation Periods differ on each leg.
If Calculation Periods mirror another leg, then the calculationPeriodsReference element should be used to point to the Calculation Periods on that leg - or the
calculationPeriodsScheduleReference can be used to point to the Calculation Periods Schedule for that leg.
The Calculation Periods for this leg of the swap. This type is only intended to be used if the Calculation Periods differ on each leg. If
Calculation Periods mirror another leg, then the calculationPeriodsReference element should be used to point to the Calculation Periods on the other leg - or the
calculationPeriodsScheduleReference can be used to point to the Calculation Periods Schedule for that leg.
Enables users to reference a Calculation Periods schedule in the form of a series of actual dates in a calculationPeriods container or in the form
of a parameterised schedule in a calculationPeriodsSchedule container.
Model group to enable users to reference a Calculation Periods schedule in the form of a series of actual dates in a calculationPeriods container or in the
form of a parameterised schedule in a calculationPeriodsSchedule container.
A pointer style reference to the Calculation Periods defined on another leg.
A pointer style reference to the Calculation Periods Schedule defined on another leg.
Items defining the chemical composition of the coal product.
The moisture content of the coal product.
The ash content of the coal product.
The sulfur/sulphur content of the coal product.
The sulfur/sulphur dioxide content of the coal product.
The volatile content of the coal product.
Items defining the physical attributes of the coal product.
The number of British Thermal Units per Pound of the coal product.
The smallest sieve opening that will result in less than 5% of a sample of the coal product remaining.
The Hardgrove Grindability Index value of the coal to be delivered.
The temperature at which the ash form of the coal product fuses completely in accordance with the ASTM International D1857 Standard Test
Methodology.
Items defining the attributes of the coal product determined by ash fusion tests.
The temperature at which an ash cone shows evidence of deformation.
The temperature at which the height of an ash cone equals its width. (Softening temperature).
The temperature at which the height of an ash cone equals half its width. (Hemisphere temperature).
The temperature at which the ash cone flattens.
Items common to all Commodity Transactions.
Common pricing may be relevant for a Transaction that references more than one Commodity Reference Price. If Common Pricing is not specified as
applicable, it will be deemed not to apply.
Market disruption events as defined in the ISDA 1993 Commodity Definitions or in ISDA 2005 Commodity Definitions, as applicable.
The consequences of Bullion Settlement Disruption Events.
Rounding direction and precision for amounts.
The different options for specifying a fixed physical quantity of commodity to be delivered.
The Quantity per Delivery Period.
Allows the documentation of a shaped quantity trade where the quantity changes over the life of the transaction.
The Total Quantity of the commodity to be delivered.
The different options for specifying the Fixed Price.
Allows the specification of a Fixed Price that varies over the life of the trade.
Fixed price on which fixed payments are based.
For a WET Voyager Charter Commodity Swap, the number of Worldscale Points for purposes of the calculation of a Fixed Amount.
For a DRY Voyage Charter or Time Charter Commodity Swap, the price per relevant unit for pruposes of the calculation of a Fixed Amount.
For an electricity transaction, the fixed price for one or more groups of Settlement Periods on which fixed payments are based. If the fixed
price differs for different groups of Settlement Periods, this element should be repeated.
The Flat Rate, applicable to Wet Voyager Charter Freight Swaps.
Whether the Flat Rate is the New Worldwide Tanker Nominal Freight Scale for the Freight Index Route taken at the Trade Date of the transaction or
taken on each Pricing Date.
If flatRate is set to "Fixed", the actual value of the Flat Rate.
The different options for specifying the Payment Date.
Dates on which payments will be made.
If present and true indicates that the Payment Date(s) are specified in the relevant master agreement.
The different options for specifying the Notional Quantity. A flat notional for the term of the trade may be specified, or else the Notional Quantity per
Calculation Period. In the latter case, there must be a notional quantity specified for each Calculation Period, regardless of whether the Notional Quantity changes or remains the same
between periods.
Allows the documentation of a shaped notional trade where the notional changes over the life of the transaction.
The Notional Quantity.
For an electricity transaction, the Notional Quantity for a one or more groups of Settlement Periods to which the Notional Quantity is based. If the
schedule differs for different groups of Settlement Periods, this element should be repeated.
The Total Notional Quantity.
A pointer style reference to a quantity defined on another leg.
The different options for specifying the Payment Date. This will consist of either a set of Payment Dates or else a Payment Date schedule.
The Payment Dates of the trade relative to the Calculation Periods.
The different options for specifying the Strike price per unit.
The currency amount of the strike price per unit.
Items specific to the definition of a US Coal Product.
The Quality Adjustment formula to be used where the Actual Shipment BTU/Lb value differs from the Standard BTU/Lb value.
The Quality Adjustment formula to be used where the Actual Shipment SO2/MMBTU value differs from the Standard SO2/MMBTU value.
Items specific to the definition of the delivery of a US Coal Product.
If true, indicates that QVA is applicable. If false, indicates that QVA is inapplicable.
The transportation equipment with which the Coal Product will be delivered and received.
Specifies how the risk associated with the delivery is assigned.
Allows a Lag or a LagReference to be specified.
The pricing period per calculation period if the pricing days do not wholly fall within the respective calculation period.
Allows a lag to reference one already defined elsewhere in the trade.
Price model group.
Currency of the fixed price.
The unit of measure used to calculate the Fixed Price.
The different options for specifying which days are pricing days within a pricing period. Unless a lag element is present, the pricing period will be the
calculation period.
The type of day on which pricing occurs.
The method by which the pricing days are distributed across the pricing period.
The number of days over which pricing should take place.
The day(s) of the week on which pricing will take place during the pricing period.
The occurrence of the dayOfWeek within the pricing period on which pricing will take place, e.g. the 3rd Friday within each Calculation
Period. If omitted, every dayOfWeek will be a pricing day.
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