Documentation

Fields

absToler_positive :: Maybe Decimal

The maxmium amount by which the quantity delivered can exceed the agreed quantity.

absToler_negative :: Maybe Decimal

The maximum amount by which the quantity delivered can be less than the agreed quantity.

absToler_unit :: Maybe QuantityUnit

The unit in which the tolerance is specified.

absToler_optionOwnerPartyReference :: Maybe PartyReference

Indicates whether the tolerance is at the seller's or buyer's option.

Fields

bullionDelivLocatAttrib_bullionDeliveryLocationScheme :: Maybe AnyURI

 

Fields

bullionPhysicLeg_ID :: Maybe ID

 

bullionPhysicLeg_payerPartyReference :: Maybe PartyReference

A reference to the party responsible for making the payments defined by this structure.

bullionPhysicLeg_payerAccountReference :: Maybe AccountReference

A reference to the account responsible for making the payments defined by this structure.

bullionPhysicLeg_receiverPartyReference :: Maybe PartyReference

A reference to the party that receives the payments corresponding to this structure.

bullionPhysicLeg_receiverAccountReference :: Maybe AccountReference

A reference to the account that receives the payments corresponding to this structure.

bullionPhysicLeg_bullionType :: Maybe BullionTypeEnum

The type of Bullion underlying a Bullion Transaction.

bullionPhysicLeg_deliveryLocation :: Maybe BullionDeliveryLocation

The physical delivery location for the transaction.

bullionPhysicLeg_choice6 :: Maybe (OneOf2 CommodityNotionalQuantity CommodityPhysicalQuantitySchedule)

Choice between:

1. The Quantity per Delivery Period.
2. Allows the documentation of a shaped quantity trade where the quantity changes over the life of the transaction.

bullionPhysicLeg_totalPhysicalQuantity :: UnitQuantity

The Total Quantity of the commodity to be delivered.

bullionPhysicLeg_settlementDate :: Maybe AdjustableOrRelativeDate

Date on which the bullion will settle.

Fields

calcPeriodsDatesRef_href :: IDREF

 

Fields

calcPeriodsRef_href :: IDREF

 

Fields

cpsr_href :: IDREF

 

Fields

coalAttribDecimal_choice0 :: Maybe (OneOf1 (Maybe Decimal, Maybe Decimal))

Choice between:

1. Sequence of:

• 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.

Fields

coalAttribPercen_choice0 :: Maybe (OneOf1 (Maybe RestrictedPercentage, Maybe RestrictedPercentage))

Choice between:

1. Sequence of:

• 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.

Fields

coalDelivery_choice0 :: OneOf2 CoalDeliveryPoint Boolean

Choice between:

1. The point at which the Coal Product will be delivered and received.
2. 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.

coalDelivery_quantityVariationAdjustment :: Maybe Boolean

If true, indicates that QVA is applicable. If false, indicates that QVA is inapplicable.

coalDelivery_transportationEquipment :: Maybe CoalTransportationEquipment

The transportation equipment with which the Coal Product will be delivered and received.

coalDelivery_risk :: Maybe CommodityDeliveryRisk

Specifies how the risk associated with the delivery is assigned.

Fields

coalDelivPointAttrib_deliveryPointScheme :: Maybe AnyURI

 

Fields

coalPhysicLeg_ID :: Maybe ID

 

coalPhysicLeg_payerPartyReference :: Maybe PartyReference

A reference to the party responsible for making the payments defined by this structure.

coalPhysicLeg_payerAccountReference :: Maybe AccountReference

A reference to the account responsible for making the payments defined by this structure.

coalPhysicLeg_receiverPartyReference :: Maybe PartyReference

A reference to the party that receives the payments corresponding to this structure.

coalPhysicLeg_receiverAccountReference :: Maybe AccountReference

A reference to the account that receives the payments corresponding to this structure.

coalPhysicLeg_deliveryPeriods :: Maybe CommodityDeliveryPeriods

The period during which delivery/deliveries of Coal Products may be scheduled. Equivalent to Nomination Period(s) for US Coal.

coalPhysicLeg_coal :: CoalProduct

The specification of the Coal Product to be delivered.

coalPhysicLeg_deliveryConditions :: CoalDelivery

The physical delivery conditions for the transaction.

coalPhysicLeg_deliveryQuantity :: CommodityPhysicalQuantity

The different options for specifying the quantity.

Fields

coalProduct_choice0 :: OneOf2 CoalProductType CoalProductSpecifications

Choice between:

1. The type of coal product to be delivered by reference to a pre-defined specification.
2. The type of coal product to be delivered specified in full.

coalProduct_source :: [CoalProductSource]

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.

coalProduct_btuQualityAdjustment :: Maybe CoalQualityAdjustments

The Quality Adjustment formula to be used where the Actual Shipment BTULb value differs from the Standard BTULb value.

coalProduct_so2QualityAdjustment :: Maybe CoalQualityAdjustments

The Quality Adjustment formula to be used where the Actual Shipment SO2/MMBTU value differs from the Standard SO2/MMBTU value.

Fields

coalProductSourceAttrib_commodityCoalProductSourceScheme :: Maybe AnyURI

 

Fields

coalProductSpecif_choice0 :: Maybe (OneOf2 CoalStandardQuality CoalStandardQualitySchedule)

Choice between:

1. standardQuality
2. standardQualitySchedule

Fields

coalProductTypeAttrib_commodityCoalProductTypeScheme :: Maybe AnyURI

 

Fields

coalQualityAdjustAttrib_commodityCoalQualityAdjustmentsScheme :: Maybe AnyURI

 

Fields

coalStdQuality_moisture :: Maybe CoalAttributePercentage

The moisture content of the coal product.

coalStdQuality_ash :: Maybe CoalAttributePercentage

The ash content of the coal product.

coalStdQuality_sulfur :: Maybe CoalAttributePercentage

The sulfur/sulphur content of the coal product.

coalStdQuality_sO2 :: Maybe CoalAttributePercentage

The sulfur/sulphur dioxide content of the coal product.

coalStdQuality_volatile :: Maybe CoalAttributePercentage

The volatile content of the coal product.

coalStdQuality_bTUperLB :: Maybe CoalAttributeDecimal

The number of British Thermal Units per Pound of the coal product.

coalStdQuality_topSize :: Maybe CoalAttributeDecimal

The smallest sieve opening that will result in less than 5% of a sample of the coal product remaining.

coalStdQuality_finesPassingScreen :: Maybe CoalAttributeDecimal

 

coalStdQuality_grindability :: Maybe CoalAttributeDecimal

The Hardgrove Grindability Index value of the coal to be delivered.

coalStdQuality_ashFusionTemperature :: Maybe CoalAttributeDecimal

The temperature at which the ash form of the coal product fuses completely in accordance with the ASTM International D1857 Standard Test Methodology.

coalStdQuality_initialDeformation :: Maybe CoalAttributeDecimal

The temperature at which an ash cone shows evidence of deformation.

coalStdQuality_softeningHeightWidth :: Maybe CoalAttributeDecimal

The temperature at which the height of an ash cone equals its width. (Softening temperature).

coalStdQuality_softeningHeightHalfWidth :: Maybe CoalAttributeDecimal

The temperature at which the height of an ash cone equals half its width. (Hemisphere temperature).

coalStdQuality_fluid :: Maybe CoalAttributeDecimal

The temperature at which the ash cone flattens.

Fields

coalStdQualitySched_standardQualityStep :: [CoalStandardQuality]

 

coalStdQualitySched_choice1 :: Maybe (OneOf2 CalculationPeriodsReference CalculationPeriodsScheduleReference)

Choice between:

1. A pointer style reference to the Delivery Periods defined elsewhere.
2. A pointer style reference to the Calculation Periods Schedule defined elsewhere.

Fields

ctea_commodityCoalTransportationEquipmentScheme :: Maybe AnyURI

 

Fields

commodAmericExerc_ID :: Maybe ID

 

commodAmericExerc_exercisePeriod :: [CommodityExercisePeriods]

Describes the American exercise periods.

commodAmericExerc_exerciseFrequency :: Maybe Frequency

The exercise frequency for the strip.

commodAmericExerc_choice2 :: Maybe (OneOf2 BusinessCenterTime DeterminationMethod)

Choice between latest exercise time expressed as literal time, or using a determination method.

Choice between:

1. For a Bermuda or American style option, the latest time on an exercise business day (excluding the expiration date) within the exercise period that notice can be given by the buyer to the seller or seller's agent. Notice of exercise given after this time will be deemed to have been given on the next exercise business day.
2. Latest exercise time determination method.

commodAmericExerc_expirationTime :: Maybe BusinessCenterTime

The specific time of day on which the option expires.

commodAmericExerc_multipleExercise :: Maybe CommodityMultipleExercise

The presence of this element indicates that the option may be partially exercised. It is not applicable to European or Asian options.

Fields

ccps_ID :: Maybe ID

 

ccps_periodMultiplier :: Maybe PositiveInteger

A time period multiplier, e.g. 1, 2 or 3 etc. If the period value is T (Term) then periodMultiplier must contain the value 1.

ccps_period :: Maybe PeriodExtendedEnum

A time period, e.g. a day, week, month, year or term of the stream.

ccps_balanceOfFirstPeriod :: Maybe Boolean

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.

Fields

commodDelivPeriods_ID :: Maybe ID

 

commodDelivPeriods_choice0 :: OneOf3 AdjustableDates CommodityCalculationPeriodsSchedule (Maybe (OneOf3 CalculationPeriodsReference CalculationPeriodsScheduleReference CalculationPeriodsDatesReference))

Choice between:

1. 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.
2. 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.
3. unknown

Fields

commodDelivPointAttrib_deliveryPointScheme :: Maybe AnyURI

 

Fields

commodDelivRiskAttrib_deliveryRiskScheme :: Maybe AnyURI

 

Fields

commodEuropExerc_ID :: Maybe ID

 

commodEuropExerc_expirationDate :: [AdjustableOrRelativeDate]

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.

commodEuropExerc_exerciseFrequency :: Maybe Frequency

The exercise frequency for the strip.

commodEuropExerc_expirationTime :: Maybe BusinessCenterTime

The specific time of day on which the option expires.

Fields

commodExerc_choice0 :: Maybe (OneOf2 CommodityAmericanExercise CommodityEuropeanExercise)

Choice between:

1. 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.
2. 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.

commodExerc_automaticExercise :: Maybe Boolean

Specifies whether or not Automatic Exercise applies to a Commodity Option Transaction.

commodExerc_writtenConfirmation :: Maybe Boolean

Specifies whether or not Written Confirmation applies to a Commodity Option Transaction.

commodExerc_settlementCurrency :: Maybe IdentifiedCurrency

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.

commodExerc_fx :: Maybe CommodityFx

FX observations to be used to convert the observed Commodity Reference Price to the Settlement Currency.

commodExerc_conversionFactor :: Maybe Decimal

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.

commodExerc_choice6 :: OneOf2 CommodityRelativePaymentDates (Maybe (OneOf2 AdjustableDatesOrRelativeDateOffset Boolean))

Choice between:

1. The Payment Dates of the trade relative to the Calculation Periods.
2. unknown

Fields

commodExercPeriods_commencementDate :: Maybe AdjustableOrRelativeDate

The first day of the exercise period for an American style option.

commodExercPeriods_expirationDate :: Maybe AdjustableOrRelativeDate

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.

Fields

certea_commodityExpireRelativeToEventScheme :: Maybe AnyURI

 

Fields

commodForward_ID :: Maybe ID

 

commodForward_primaryAssetClass :: Maybe AssetClass

A classification of the most important risk class of the trade. FpML defines a simple asset class categorization using a coding scheme.

commodForward_secondaryAssetClass :: [AssetClass]

A classification of additional risk classes of the trade, if any. FpML defines a simple asset class categorization using a coding scheme.

commodForward_productType :: [ProductType]

A classification of the type of product. FpML defines a simple product categorization using a coding scheme.

commodForward_productId :: [ProductId]

A product reference identifier. The product ID is an identifier that describes the key economic characteristics of the trade type, with the exception of concepts such as size (notional, quantity, number of units) and price (fixed rate, strike, etc.) that are negotiated for each transaction. It can be used to hold identifiers such as the UPI (universal product identifier) required by certain regulatory reporting rules. It can also be used to hold identifiers of benchmark products or product temnplates used by certain trading systems or facilities. FpML does not define the domain values associated with this element. Note that the domain values for this element are not strictly an enumerated list.

commodForward_valueDate :: Maybe AdjustableOrRelativeDate

Specifies the value date of the Commodity Forward Transaction. This is the day on which both the cash and the physical commodity settle.

commodForward_fixedLeg :: Maybe NonPeriodicFixedPriceLeg

The fixed leg of a Commodity Forward Transaction

commodityForward_leg :: Maybe CommodityForwardLeg

Defines the substitutable commodity forward leg

commodForward_commonPricing :: Maybe Boolean

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.

commodForward_marketDisruption :: Maybe CommodityMarketDisruption

Market disruption events as defined in the ISDA 1993 Commodity Definitions or in ISDA 2005 Commodity Definitions, as applicable.

commodForward_settlementDisruption :: Maybe CommodityBullionSettlementDisruptionEnum

The consequences of Bullion Settlement Disruption Events.

commodForward_rounding :: Maybe Rounding

Rounding direction and precision for amounts.

Fields

commodFixedPriceSched_choice0 :: Maybe (OneOf4 [FixedPrice] [Decimal] [NonNegativeMoney] [CommoditySettlementPeriodsPriceSchedule])

Choice between:

1. 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.
2. 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.
3. 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.
4. 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.

commodFixedPriceSched_choice1 :: Maybe (OneOf3 CalculationPeriodsReference CalculationPeriodsScheduleReference CalculationPeriodsDatesReference)

Choice between:

1. A pointer style reference to the Calculation Periods defined on another leg.
2. A pointer style reference to the Calculation Periods Schedule defined on another leg.
3. A pointer style reference to single-day-duration Calculation Periods defined on another leg.

Fields

commodFrequTypeAttrib_commodityFrequencyTypeScheme :: Maybe AnyURI

 

Fields

commodityFx_primaryRateSource :: Maybe InformationSource

The primary source for where the rate observation will occur. Will typically be either a page or a reference bank published rate.

commodityFx_secondaryRateSource :: Maybe InformationSource

An alternative, or secondary, source for where the rate observation will occur. Will typically be either a page or a reference bank published rate.

commodityFx_fxType :: Maybe CommodityFxType

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.

commodityFx_averagingMethod :: Maybe AveragingMethodEnum

The parties may specify a Method of Averaging when averaging of the FX rate is applicable.

commodityFx_choice4 :: OneOf2 [AdjustableDates] (Maybe CommodityDayTypeEnum, Maybe (OneOf2 (Maybe CommodityFrequencyType, Maybe PositiveInteger) ([DayOfWeekEnum], Maybe Integer)), Maybe (OneOf2 Lag LagReference), Maybe (OneOf3 CalculationPeriodsReference CalculationPeriodsScheduleReference CalculationPeriodsDatesReference))

Choice between:

1. A list of the fx observation dates for a given Calculation Period.
2. Sequence of:

• The type of day on which pricing occurs.
• unknown
• unknown
• unknown

commodityFx_fixingTime :: Maybe BusinessCenterTime

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.

Fields

commodFxTypeAttrib_commodityFxTypeScheme :: Maybe AnyURI

 

Fields

commodityHub_partyReference :: PartyReference

Reference to a party.

commodityHub_accountReference :: Maybe AccountReference

Reference to an account.

commodityHub_hubCode :: Maybe CommodityHubCode

 

Fields

commodHubCodeAttrib_hubCodeScheme :: AnyURI

 

Fields

commodMarketDisrup_choice0 :: Maybe (OneOf2 (Maybe MarketDisruptionEventsEnum, [MarketDisruptionEvent]) [MarketDisruptionEvent])

Choice between:

1. Sequence of:

• 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.

1. 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.

commodMarketDisrup_choice1 :: Maybe (OneOf2 DisruptionFallbacksEnum [SequencedDisruptionFallback])

If omitted then the standard disruption fallbacks of Section 7.5(d)(i) of the ISDA Commodity Definitions shall apply.

Choice between:

1. To be used where disruption fallbacks are set out in the relevant Master Agreement governing the trade.
2. disruptionFallback

commodMarketDisrup_fallbackReferencePrice :: Maybe Underlyer

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.

commodMarketDisrup_maximumNumberOfDaysOfDisruption :: Maybe NonNegativeInteger

2005 Commodity Definitions only. If omitted , the number of days specified in Section 7.6(a) of the Definitions will apply.

commodMarketDisrup_priceMaterialityPercentage :: Maybe Decimal

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

commodMarketDisrup_minimumFuturesContracts :: Maybe PositiveInteger

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.

Fields

commodMultiExerc_integralMultipleQuantity :: Maybe CommodityNotionalQuantity

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.

commodMultiExerc_minimumNotionalQuantity :: Maybe CommodityNotionalQuantity

The minimum Notional Quantity that can be exercised on a given Exercise Date. See multipleExercise.

Fields

commodNotionQuant_ID :: Maybe ID

 

commodNotionQuant_quantityUnit :: QuantityUnit

Quantity Unit is the unit of measure applicable for the quantity on the Transaction.

commodNotionQuant_quantityFrequency :: Maybe CommodityQuantityFrequency

The frequency at which the Notional Quantity is deemed to apply for purposes of calculating the Total Notional Quantity.

commodNotionQuant_quantity :: Maybe Decimal

Amount of commodity per quantity frequency.

Fields

commodNotionQuantSched_ID :: Maybe ID

 

commodNotionQuantSched_choice0 :: Maybe (OneOf2 [CommodityNotionalQuantity] [CommoditySettlementPeriodsNotionalQuantitySchedule])

Choice between:

1. 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.
2. 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.

commodNotionQuantSched_choice1 :: Maybe (OneOf3 CalculationPeriodsReference CalculationPeriodsScheduleReference CalculationPeriodsDatesReference)

Choice between:

1. A pointer style reference to the Calculation Periods defined on another leg.
2. A pointer style reference to the Calculation Periods Schedule defined on another leg.
3. A pointer style reference to single-day-duration Calculation Periods defined on another leg.

Fields

commodOption_ID :: Maybe ID

 

commodOption_primaryAssetClass :: Maybe AssetClass

A classification of the most important risk class of the trade. FpML defines a simple asset class categorization using a coding scheme.

commodOption_secondaryAssetClass :: [AssetClass]

A classification of additional risk classes of the trade, if any. FpML defines a simple asset class categorization using a coding scheme.

commodOption_productType :: [ProductType]

A classification of the type of product. FpML defines a simple product categorization using a coding scheme.

commodOption_productId :: [ProductId]

A product reference identifier. The product ID is an identifier that describes the key economic characteristics of the trade type, with the exception of concepts such as size (notional, quantity, number of units) and price (fixed rate, strike, etc.) that are negotiated for each transaction. It can be used to hold identifiers such as the UPI (universal product identifier) required by certain regulatory reporting rules. It can also be used to hold identifiers of benchmark products or product temnplates used by certain trading systems or facilities. FpML does not define the domain values associated with this element. Note that the domain values for this element are not strictly an enumerated list.

commodOption_buyerPartyReference :: Maybe PartyReference

A reference to the party that buys this instrument, ie. pays for this instrument and receives the rights defined by it. See 2000 ISDA definitions Article 11.1 (b). In the case of FRAs this the fixed rate payer.

commodOption_buyerAccountReference :: Maybe AccountReference

A reference to the account that buys this instrument.

commodOption_sellerPartyReference :: Maybe PartyReference

A reference to the party that sells (writes) this instrument, i.e. that grants the rights defined by this instrument and in return receives a payment for it. See 2000 ISDA definitions Article 11.1 (a). In the case of FRAs this is the floating rate payer.

commodOption_sellerAccountReference :: Maybe AccountReference

A reference to the account that sells this instrument.

commodOption_optionType :: Maybe PutCallEnum

The type of option transaction.

commodOption_choice9 :: OneOf2 (Maybe Commodity, Maybe AdjustableOrRelativeDate, Maybe (OneOf2 CommodityCalculationPeriodsSchedule AdjustableDates), Maybe CommodityPricingDates, Maybe AveragingMethodEnum, OneOf2 (OneOf3 CommodityNotionalQuantitySchedule CommodityNotionalQuantity [CommoditySettlementPeriodsNotionalQuantity], Decimal) QuantityReference, Maybe CommodityExercise, OneOf2 NonNegativeMoney CommodityStrikeSchedule) (Maybe (OneOf2 CommoditySwap CommodityForward), Maybe CommodityPhysicalExercise)

Choice between:

1. Sequence of:

• 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.
• 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.
• unknown
• The dates on which the option will price.
• The Method of Averaging if there is more than one Pricing Date.
• unknown
• The parameters for defining how the commodity option can be exercised and how it is settled.
• unknown

1. Sequence of:

• unknown
• The parameters for defining how the commodity option can be exercised into a physical transaction.

commodOption_premium :: [CommodityPremium]

The option premium payable by the buyer to the seller.

commodOption_commonPricing :: Maybe Boolean

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.

commodOption_marketDisruption :: Maybe CommodityMarketDisruption

Market disruption events as defined in the ISDA 1993 Commodity Definitions or in ISDA 2005 Commodity Definitions, as applicable.

commodOption_settlementDisruption :: Maybe CommodityBullionSettlementDisruptionEnum

The consequences of Bullion Settlement Disruption Events.

commodOption_rounding :: Maybe Rounding

Rounding direction and precision for amounts.

Fields

cprtea_commodityPayRelativeToEventScheme :: Maybe AnyURI

 

Fields

commodPhysicAmericExerc_ID :: Maybe ID

 

commodPhysicAmericExerc_choice0 :: Maybe (OneOf2 (Maybe AdjustableOrRelativeDates, Maybe AdjustableOrRelativeDates) (Maybe CommodityRelativeExpirationDates, Maybe CommodityRelativeExpirationDates))

Choice between:

1. Sequence of:

• The first day(s) of the exercise period(s) for an American-style option.
• The Expiration Date(s) of an American-style option.

1. Sequence of:

• The first day(s) of the exercise period(s) for an American-style option where it is relative to the occurrence of an external event.
• The Expiration Date(s) of an American-style option where it is relative to the occurrence of an external event.

commodPhysicAmericExerc_latestExerciseTime :: Maybe PrevailingTime

For a Bermuda or American style option, the latest time on an exercise business day (excluding the expiration date) within the exercise period that notice can be given by the buyer to the seller or seller's agent. Notice of exercise given after this time will be deemed to have been given on the next exercise business day.

commodPhysicAmericExerc_expirationTime :: Maybe PrevailingTime

The specific time of day at which the option expires.

Fields

commodPhysicEuropExerc_ID :: Maybe ID

 

commodPhysicEuropExerc_choice0 :: Maybe (OneOf3 AdjustableOrRelativeDate AdjustableRelativeOrPeriodicDates2 CommodityRelativeExpirationDates)

Choice between:

1. The Expiration Date of a single expiry European-style option or the first Expiration Date of a multiple expiry or daily expiring option.
2. The Expiration Date(s) of a European-style option.
3. The Expiration Date(s) of a European-style option where it is relative to the occurrence of an external event.

commodPhysicEuropExerc_expirationTime :: Maybe PrevailingTime

The specific time of day at which the option expires.

Fields

commodPhysicExerc_choice0 :: Maybe (OneOf2 CommodityPhysicalAmericanExercise CommodityPhysicalEuropeanExercise)

Choice between:

1. The parameters for defining the expiration date(s) and time(s) for an American style option.
2. The parameters for defining the expiration date(s) and time(s) for a European style option.

commodPhysicExerc_automaticExercise :: Maybe Boolean

Specifies whether or not Automatic Exercise applies to a Commodity Option Transaction.

commodPhysicExerc_writtenConfirmation :: Maybe Boolean

Specifies whether or not Written Confirmation applies to a Commodity Option Transaction.

Fields

commodPhysicQuant_ID :: Maybe ID

 

commodPhysicQuant_choice0 :: Maybe (OneOf2 CommodityNotionalQuantity CommodityPhysicalQuantitySchedule)

Choice between:

1. The Quantity per Delivery Period.
2. Allows the documentation of a shaped quantity trade where the quantity changes over the life of the transaction.

commodPhysicQuant_totalPhysicalQuantity :: UnitQuantity

The Total Quantity of the commodity to be delivered.

Fields

commodPhysicQuantSched_ID :: Maybe ID

 

commodPhysicQuantSched_quantityStep :: [CommodityNotionalQuantity]

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.

commodPhysicQuantSched_choice1 :: Maybe (OneOf2 CalculationPeriodsReference CalculationPeriodsScheduleReference)

Choice between:

1. A pointer style reference to the Delivery Periods defined elsewhere.
2. A pointer style reference to the Calculation Periods Schedule defined elsewhere.

Fields

commodPipelAttrib_pipelineScheme :: Maybe AnyURI

 

Fields

commodPipelCycleAttrib_pipelineCycleScheme :: AnyURI

 

Fields

commodPremium_ID :: Maybe ID

 

commodPremium_payerPartyReference :: Maybe PartyReference

A reference to the party responsible for making the payments defined by this structure.

commodPremium_payerAccountReference :: Maybe AccountReference

A reference to the account responsible for making the payments defined by this structure.

commodPremium_receiverPartyReference :: Maybe PartyReference

A reference to the party that receives the payments corresponding to this structure.

commodPremium_receiverAccountReference :: Maybe AccountReference

A reference to the account that receives the payments corresponding to this structure.

commodPremium_paymentDate :: Maybe AdjustableOrRelativeDate

The payment date, which can be expressed as either an adjustable or relative date.

commodPremium_paymentAmount :: Maybe NonNegativeMoney

Non negative payment amount.

commodPremium_premiumPerUnit :: NonNegativeMoney

The currency amount of premium to be paid per Unit of the Total Notional Quantity.

Fields

commodPricingDates_ID :: Maybe ID

 

commodPricingDates_choice0 :: Maybe (OneOf3 CalculationPeriodsReference CalculationPeriodsScheduleReference CalculationPeriodsDatesReference)

Choice between:

1. A pointer style reference to the Calculation Periods defined on another leg.
2. A pointer style reference to the Calculation Periods Schedule defined on another leg.
3. A pointer style reference to single-day-duration Calculation Periods defined on another leg.

commodPricingDates_choice1 :: OneOf2 (Maybe Lag, OneOf3 (Maybe CommodityDayTypeEnum, Maybe (OneOf2 (Maybe CommodityFrequencyType, Maybe PositiveInteger) ([DayOfWeekEnum], Maybe Integer)), Maybe CommodityBusinessCalendar) [SettlementPeriods] [SettlementPeriodsReference]) [AdjustableDates]

Choice between:

1. Sequence of:

• The pricing period per calculation period if the pricing days do not wholly fall within the respective calculation period.
• unknown

1. A list of adjustable dates on which the trade would price. Each date will price for the Calculation Period within which it falls.

Fields

commodProductGradeAttrib_productGradeScheme :: Maybe AnyURI

 

Fields

cqfa_quantityFrequencyScheme :: Maybe AnyURI

 

Fields

commodRelatExpirDates_ID :: Maybe ID

 

commodRelatExpirDates_expireRelativeToEvent :: Maybe CommodityExpireRelativeToEvent

Specifies whether the payment(s) occur relative to the date of a physical event.

commodRelatExpirDates_expirationDateOffset :: Maybe DateOffset

Specifies any offset from the adjusted Calculation Period start date or adjusted Calculation Period end date applicable to each Payment Date.

commodRelatExpirDates_choice2 :: Maybe (OneOf2 BusinessCentersReference BusinessCenters)

Choice between:

1. A pointer style reference to a set of financial business centers defined elsewhere in the document. This set of business centers is used to determine whether a particular day is a business day or not.
2. businessCenters

Fields

commodRelatPaymentDates_ID :: Maybe ID

 

commodRelatPaymentDates_choice0 :: Maybe (OneOf2 PayRelativeToEnum CommodityPayRelativeToEvent)

Choice between:

1. 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.
2. Specifies whether the payment(s) occur relative to the date of a physical event.

commodRelatPaymentDates_choice1 :: Maybe (OneOf3 CalculationPeriodsReference CalculationPeriodsScheduleReference CalculationPeriodsDatesReference)

Choice between:

1. A pointer style reference to the Calculation Periods defined on another leg.
2. A pointer style reference to the Calculation Periods Schedule defined on another leg.
3. A pointer style reference to single-day-duration Calculation Periods defined on another leg.

commodRelatPaymentDates_paymentDaysOffset :: Maybe DateOffset

Specifies any offset from the adjusted Calculation Period start date or adjusted Calculation Period end date applicable to each Payment Date.

commodRelatPaymentDates_choice3 :: Maybe (OneOf2 BusinessCentersReference BusinessCenters)

Choice between:

1. A pointer style reference to a set of financial business centers defined elsewhere in the document. This set of business centers is used to determine whether a particular day is a business day or not.
2. businessCenters

Fields

cspnq_ID :: Maybe ID

 

cspnq_quantityUnit :: QuantityUnit

Quantity Unit is the unit of measure applicable for the quantity on the Transaction.

cspnq_quantityFrequency :: Maybe CommodityQuantityFrequency

The frequency at which the Notional Quantity is deemed to apply for purposes of calculating the Total Notional Quantity.

cspnq_quantity :: Maybe Decimal

Amount of commodity per quantity frequency.

cspnq_settlementPeriodsReference :: [SettlementPeriodsReference]

The range(s) of Settlement Periods to which the Notional Quantity applies.

Fields

cspnqs_settlementPeriodsNotionalQuantityStep :: [CommodityNotionalQuantity]

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.

cspnqs_settlementPeriodsReference :: [SettlementPeriodsReference]

The range(s) of Settlement Periods to which the Fixed Price steps apply.

Fields

cspps_settlementPeriodsPriceStep :: [FixedPrice]

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.

cspps_settlementPeriodsReference :: [SettlementPeriodsReference]

The range(s) of Settlement Periods to which the Fixed Price steps apply.

Fields

commodSpread_ID :: Maybe ID

 

commodSpread_currency :: Currency

The currency in which an amount is denominated.

commodSpread_amount :: Decimal

The monetary quantity in currency units.

commodSpread_spreadConversionFactor :: Maybe Decimal

spreadConversionFactor should be used when the unit of measure of the Commodity Reference Price and the unit of measure in which the spread is quoted are different. The value of spreadConversionFactor is the number of units of measure in which the spread is quoted per unit of measure of the Commodity Reference Price.

commodSpread_spreadUnit :: Maybe QuantityUnit

spreadUnit should be used when the unit of measure of the Commodity Reference Price and the unit of measure in which the spread is quoted are different. The value of spreadUnit is the unit of measure in which the spread is quoted.

Fields

commodSpreadSched_spreadStep :: [CommoditySpread]

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.

commodSpreadSched_choice1 :: Maybe (OneOf3 CalculationPeriodsReference CalculationPeriodsScheduleReference CalculationPeriodsDatesReference)

Choice between:

1. A pointer style reference to the Calculation Periods defined on another leg.
2. A pointer style reference to the Calculation Periods Schedule defined on another leg.
3. A pointer style reference to single-day-duration Calculation Periods defined on another leg.

Fields

commodStrikeSched_strikePricePerUnitStep :: [NonNegativeMoney]

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.

commodStrikeSched_choice1 :: Maybe (OneOf3 CalculationPeriodsReference CalculationPeriodsScheduleReference CalculationPeriodsDatesReference)

Choice between:

1. A pointer style reference to the Calculation Periods defined on another leg.
2. A pointer style reference to the Calculation Periods Schedule defined on another leg.
3. A pointer style reference to single-day-duration Calculation Periods defined on another leg.

Fields

commodSwap_ID :: Maybe ID

 

commodSwap_primaryAssetClass :: Maybe AssetClass

A classification of the most important risk class of the trade. FpML defines a simple asset class categorization using a coding scheme.

commodSwap_secondaryAssetClass :: [AssetClass]

A classification of additional risk classes of the trade, if any. FpML defines a simple asset class categorization using a coding scheme.

commodSwap_productType :: [ProductType]

A classification of the type of product. FpML defines a simple product categorization using a coding scheme.

commodSwap_productId :: [ProductId]

A product reference identifier. The product ID is an identifier that describes the key economic characteristics of the trade type, with the exception of concepts such as size (notional, quantity, number of units) and price (fixed rate, strike, etc.) that are negotiated for each transaction. It can be used to hold identifiers such as the UPI (universal product identifier) required by certain regulatory reporting rules. It can also be used to hold identifiers of benchmark products or product temnplates used by certain trading systems or facilities. FpML does not define the domain values associated with this element. Note that the domain values for this element are not strictly an enumerated list.

commodSwap_effectiveDate :: AdjustableOrRelativeDate

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.

commodSwap_terminationDate :: AdjustableOrRelativeDate

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.

commodSwap_settlementCurrency :: Maybe IdentifiedCurrency

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.

commoditySwap_leg :: [CommoditySwapLeg]

Defines the substitutable commodity swap leg

commodSwap_commonPricing :: Maybe Boolean

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.

commodSwap_marketDisruption :: Maybe CommodityMarketDisruption

Market disruption events as defined in the ISDA 1993 Commodity Definitions or in ISDA 2005 Commodity Definitions, as applicable.

commodSwap_settlementDisruption :: Maybe CommodityBullionSettlementDisruptionEnum

The consequences of Bullion Settlement Disruption Events.

commodSwap_rounding :: Maybe Rounding

Rounding direction and precision for amounts.

Fields

commodSwapt_ID :: Maybe ID

 

commodSwapt_primaryAssetClass :: Maybe AssetClass

A classification of the most important risk class of the trade. FpML defines a simple asset class categorization using a coding scheme.

commodSwapt_secondaryAssetClass :: [AssetClass]

A classification of additional risk classes of the trade, if any. FpML defines a simple asset class categorization using a coding scheme.

commodSwapt_productType :: [ProductType]

A classification of the type of product. FpML defines a simple product categorization using a coding scheme.

commodSwapt_productId :: [ProductId]

A product reference identifier. The product ID is an identifier that describes the key economic characteristics of the trade type, with the exception of concepts such as size (notional, quantity, number of units) and price (fixed rate, strike, etc.) that are negotiated for each transaction. It can be used to hold identifiers such as the UPI (universal product identifier) required by certain regulatory reporting rules. It can also be used to hold identifiers of benchmark products or product temnplates used by certain trading systems or facilities. FpML does not define the domain values associated with this element. Note that the domain values for this element are not strictly an enumerated list.

commodSwapt_buyerPartyReference :: Maybe PartyReference

A reference to the party that buys this instrument, ie. pays for this instrument and receives the rights defined by it. See 2000 ISDA definitions Article 11.1 (b). In the case of FRAs this the fixed rate payer.

commodSwapt_buyerAccountReference :: Maybe AccountReference

A reference to the account that buys this instrument.

commodSwapt_sellerPartyReference :: Maybe PartyReference

A reference to the party that sells (writes) this instrument, i.e. that grants the rights defined by this instrument and in return receives a payment for it. See 2000 ISDA definitions Article 11.1 (a). In the case of FRAs this is the floating rate payer.

commodSwapt_sellerAccountReference :: Maybe AccountReference

A reference to the account that sells this instrument.

commodSwapt_optionType :: Maybe PutCallEnum

The type of option transaction.

commodSwapt_commoditySwap :: Maybe CommoditySwaptionUnderlying

The underlying commodity swap definiton.

commodSwapt_physicalExercise :: Maybe CommodityPhysicalExercise

The parameters for defining how the commodity option can be exercised into a physical transaction.

commodSwapt_premium :: Maybe CommodityPremium

The option premium payable by the buyer to the seller.

commodSwapt_commonPricing :: Maybe Boolean

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.

commodSwapt_marketDisruption :: Maybe CommodityMarketDisruption

Market disruption events as defined in the ISDA 1993 Commodity Definitions or in ISDA 2005 Commodity Definitions, as applicable.

commodSwapt_settlementDisruption :: Maybe CommodityBullionSettlementDisruptionEnum

The consequences of Bullion Settlement Disruption Events.

commodSwapt_rounding :: Maybe Rounding

Rounding direction and precision for amounts.

Fields

commodSwaptUnderly_effectiveDate :: AdjustableOrRelativeDate

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.

commodSwaptUnderly_terminationDate :: AdjustableOrRelativeDate

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.

commodSwaptUnderly_settlementCurrency :: Maybe IdentifiedCurrency

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.

commodSwaptUnderly_commoditySwapLeg :: [CommoditySwapLeg]

Defines the substitutable commodity swap leg

commodSwaptUnderly_commonPricing :: Maybe Boolean

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.

commodSwaptUnderly_marketDisruption :: Maybe CommodityMarketDisruption

Market disruption events as defined in the ISDA 1993 Commodity Definitions or in ISDA 2005 Commodity Definitions, as applicable.

commodSwaptUnderly_settlementDisruption :: Maybe CommodityBullionSettlementDisruptionEnum

The consequences of Bullion Settlement Disruption Events.

commodSwaptUnderly_rounding :: Maybe Rounding

Rounding direction and precision for amounts.

Fields

disrupFallbAttrib_commodityMarketDisruptionFallbackScheme :: Maybe AnyURI