CommodityFx

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.

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Field	Type	Description	Print form title	FFSM title	Properties	Conditions
primaryRateSource	InformationSource	The primary source for where the rate observation will occur. Will typically be either a page or a reference bank published rate.	Primary FX rate source.		0-1, mre
secondaryRateSource	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.	Alternative FX rate source.		0-1, ncf
fxType	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.	FX rate application method.		0-1, mfr
averagingMethod	AveragingMethodEnum	The parties may specify a Method of Averaging when averaging of the FX rate is applicable.	FX rate averaging method.		0-1, mfr
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fxObservationDates	AdjustableDates	A list of the fx observation dates for a given Calculation Period.	FX observation dates list.		1-∞, mre
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dayType	CommodityDayTypeEnum	The type of day on which pricing occurs.	Day type.		0-1, mre, mfr
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dayDistribution	CommodityFrequencyType	The method by which the pricing days are distributed across the pricing period.	Day distribution.		0-1, mre, mfr
dayCount	xsd:positiveInteger	The number of days over which pricing should take place.	Day count.		0-1, mfr
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dayOfWeek	DayOfWeekEnum	The day(s) of the week on which pricing will take place during the pricing period.	Day of week.		0-7, mre, mfr
dayNumber	xsd:integer	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.	Day number.		0-1, mfr
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lag	Lag	The pricing period per calculation period if the pricing days do not wholly fall within the respective calculation period.	Lag.		1-1, mre
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lagReference	LagReference	Allows a lag to reference one already defined elsewhere in the trade.	Lag reference.		1-1, ncf	At the first stage the repository doesn't use references to periods and dates.
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calculationPeriodsReference	CalculationPeriodsReference	A pointer style reference to the Calculation Periods defined on another leg.	Calculation periods reference.		1-1, ncf	At the first stage the repository doesn't use references to periods and dates.
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calculationPeriodsScheduleReference	CalculationPeriodsScheduleReference	A pointer style reference to the Calculation Periods Schedule defined on another leg.	Calculation periods schedule reference.		1-1, ncf	At the first stage the repository doesn't use references to periods and dates.
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calculationPeriodsDatesReference	CalculationPeriodsDatesReference	A pointer style reference to single-day-duration Calculation Periods defined on another leg.	Calculation periods dates reference.		1-1, ncf	At the first stage the repository doesn't use references to periods and dates.
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fixingTime	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.	FX rate fixing time.		0-1, ncf

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CommodityFx

primaryRateSource(InformationSource)

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

rateSource(InformationProvider)

An information source for obtaining a market rate. For example Bloomberg, Reuters, Telerate etc.

fxType(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.

averagingMethod(AveragingMethodEnum)

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

A choice of the method of specifying FX observation dates.

fxObservationDates(AdjustableDates)

	A list of the fx observation dates for a given Calculation Period.

unadjustedDate(IdentifiedDate)

	A date subject to adjustment.

Sequence

dayType(CommodityDayTypeEnum)

	The type of day on which pricing occurs.
	GasFlow;

A choice of the pricing days.

Sequence

dayDistribution(CommodityFrequencyType)

	The method by which the pricing days are distributed across the pricing period.

dayCount(positiveInteger)

	The number of days over which pricing should take place.

Sequence

dayOfWeek(DayOfWeekEnum)

	The day(s) of the week on which pricing will take place during the pricing period.
	MON;TUE;WED;THU;FRI;SAT;SUN;

dayNumber(integer)

	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.

A choice of the lag definition.

lag(Lag)

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

lagDuration(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.

periodMultiplier(integer)

	A time period multiplier, e.g. 1, 2 or 3 etc. A negative value can be used when specifying an offset relative to another date, e.g. -2 days.

period(PeriodEnum)

	A time period, e.g. a day, week, month or year of the stream. If the periodMultiplier value is 0 (zero) then period must contain the value D (day).
	D;W;M;Y;

firstObservationDateOffset(Period)

The interval between the start of each lagDuration and the start of each respective calculation period.

periodMultiplier(integer)

	A time period multiplier, e.g. 1, 2 or 3 etc. A negative value can be used when specifying an offset relative to another date, e.g. -2 days.

period(PeriodEnum)

	A time period, e.g. a day, week, month or year of the stream. If the periodMultiplier value is 0 (zero) then period must contain the value D (day).
	D;W;M;Y;