| Choice begin |
| Branch1 |
| 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. |
| Branch2 |
| 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. |
| Branch3 |
| 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. |
| Choice end |
| Choice begin |
| Branch1 |
| lag | Lag | The pricing period per calculation period if the pricing days do not wholly fall within
the respective calculation period.
| Lag. | | 0-1,
ncf | |
| Choice begin |
| Branch1 |
| dayType | CommodityDayTypeEnum | The type of day on which pricing occurs. | Day type. | | 0-1,
mre,
mfr | |
| Choice begin |
| Branch1 |
| 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 | |
| Branch2 |
| 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 | |
| Choice end |
| businessCalendar | CommodityBusinessCalendar | Identifies a commodity business day calendar from which the pricing dates will be
generated.
| Business calendar. | | 0-1,
ncf | |
| calendarSource | CalendarSourceEnum | Used in conjunction with an exchange based pricing source. Identifies a date source
calendar from which the pricing dates and thus roll to the next contract will be based
off (e.g. pricing is based on the NYMEX WTI First Nearby Futures Contract, if “Future”
is chosen, the pricing will roll to the next futures contract on expiration, if “ListedOption”
is chosen, the pricing will roll to the next futures contract on the Option expiration
date which is three business days before the expiration of the NYMEX WTI futures contract.)
Omitting this element will result in the default behavior expected with the pricing
source described within the commodity element.
| Calendar source. | | 0-1,
ncf | |
| Branch2 |
| settlementPeriods | SettlementPeriods | Defines settlement periods. | Settlement periods. | | 1-∞,
ncf | |
| Branch3 |
| settlementPeriodsReference | SettlementPeriodsReference | A pointer style reference to the Settlement Periods defined elsewhere. | Settlement periods reference. | | 1-∞,
ncf | At the first stage the repository doesn't use references to periods and dates. |
| Choice end |
| Branch2 |
| pricingDates | AdjustableDates | A list of adjustable dates on which the trade would price. Each date will price for
the Calculation Period within which it falls.
| Pricing dates. | | 1-∞,
mre | |
| Choice end |
| @id | xsd:ID | | | | 1-1,
ncf | |