CommoditySwapPhysicalLeg

A type for defining the physical leg of a general forward transaction for which the underlyer is a commodity.

Nested view
Tree view

Field	Type	Description	Print form title	FFSM title	Properties	Conditions
@id	xsd:ID				1-1, ncf
commodity	Commodity	Commodity description.	Commodity.		1-1, mre
payerPartyReference	PartyReference	A reference to the party responsible for making the payments defined by this structure.	Payer.	Party code.	0-1, mre, mfr
payerAccountReference	AccountReference	A reference to the account of the payer party (specified by payerPartyReference) responsible for making the payments defined by this structure.	Payer's account.	Party's client.	0-1, ncf	At the first stage this element is not used in the repository messages.
receiverPartyReference	PartyReference	A reference to the party that receives the payments corresponding to this structure.	Receiver.	Party code.	0-1, mre, mfr
receiverAccountReference	AccountReference	A reference to the account of the receiver party (specified by receiverPartyReference) that receives the payments corresponding to this structure.	Receiver's account.	Party's client.	0-1, ncf	At the first stage this element is not used in the repository messages.
deliveryPeriods	CommodityDeliveryPeriods	The period during which delivery/deliveries of Commodity may be scheduled.	Delivery periods.		0-1, mre
deliveryQuantity	CommodityPhysicalQuantity	The different options for specifying the quantity to be delivered.	Delivery quantity.		1-1, mre
conversionFactor	xsd: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.	Conversion factor.		0-1, afr

Collapse All | Expand All

CommoditySwapPhysicalLeg

commodity(Commodity)

	Commodity description.

instrumentId(InstrumentId)

	Identification of the underlying asset, using public and/or private identifiers.
	Underlying asset code.

description(string)

Long name of the underlying asset.

unit(QuantityUnit)

	A coding scheme value to identify the unit in which the undelryer is denominated. Where possible, this should follow the naming convention used in the 2005 ISDA Commodity Definitions.

currency(Currency)

	The currency in which the Commodity Reference Price is published.

A choice of the source of the commodity price publication.

exchangeId(ExchangeId)

	An exchange identifier.

publication(CommodityInformationSource)

	Commodity price information publication source.

rateSource(CommodityInformationProvider)

The publication in which the rate, price, index or factor is to be found. (e.g Gas Daily, Platts Bloomberg.)

payerPartyReference(PartyReference)

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

receiverPartyReference(PartyReference)

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

deliveryPeriods(CommodityDeliveryPeriods)

The period during which delivery/deliveries of Commodity may be scheduled.

A choice of the delivery periods specification.

periods(AdjustableDates)

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.

unadjustedDate(IdentifiedDate)

	A date subject to adjustment.

deliveryQuantity(CommodityPhysicalQuantity)

	The different options for specifying the quantity to be delivered.

totalPhysicalQuantity(UnitQuantity)

	The Total Quantity of the commodity to be delivered.

quantityUnit(QuantityUnit)

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

quantity(NonNegativeDecimal)

	Amount of commodity per quantity frequency.
	Notional amount / Total notional quantity.
	[0;

conversionFactor(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.