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Data.FpML.V53.Com

Synopsis

Documentation

data AbsoluteTolerance Source

The acceptable tolerance in the delivered quantity of a physical commodity product in terms of a number of units of that product.

Constructors

AbsoluteTolerance

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.

Instances

Eq AbsoluteTolerance
Show AbsoluteTolerance
SchemaType AbsoluteTolerance

data BullionDeliveryLocation Source

A scheme defining where bullion is to be delivered for a Bullion Transaction.

Constructors

BullionDeliveryLocation Scheme BullionDeliveryLocationAttributes

Instances

Eq BullionDeliveryLocation
Show BullionDeliveryLocation
SchemaType BullionDeliveryLocation
Extension BullionDeliveryLocation Scheme

data BullionDeliveryLocationAttributes Source

Constructors

BullionDeliveryLocationAttributes
Fields bullionDelivLocatAttrib_bullionDeliveryLocationScheme :: Maybe AnyURI

Instances

Eq BullionDeliveryLocationAttributes
Show BullionDeliveryLocationAttributes

data BullionPhysicalLeg Source

Physically settled leg of a physically settled Bullion Transaction.

Constructors

BullionPhysicalLeg

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:

The Quantity per Delivery Period.
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.

Instances

Eq BullionPhysicalLeg
Show BullionPhysicalLeg
SchemaType BullionPhysicalLeg
Extension BullionPhysicalLeg Leg
Extension BullionPhysicalLeg PhysicalForwardLeg
Extension BullionPhysicalLeg CommodityForwardLeg

data CalculationPeriodsDatesReference Source

A pointer style reference to single-day-duration calculation periods defined elsewhere - note that this schedule consists of a parameterised schedule in a calculationPeriodsSchedule container.

Constructors

CalculationPeriodsDatesReference
Fields calcPeriodsDatesRef_href :: IDREF

Instances

Eq CalculationPeriodsDatesReference
Show CalculationPeriodsDatesReference
SchemaType CalculationPeriodsDatesReference
Extension CalculationPeriodsDatesReference Reference

data CalculationPeriodsReference Source

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.

Constructors

CalculationPeriodsReference
Fields calcPeriodsRef_href :: IDREF

Instances

Eq CalculationPeriodsReference
Show CalculationPeriodsReference
SchemaType CalculationPeriodsReference
Extension CalculationPeriodsReference Reference

data CalculationPeriodsScheduleReference Source

A pointer style reference to a calculation periods schedule defined elsewhere - note that this schedule consists of a parameterised schedule in a calculationPeriodsSchedule container.

Constructors

CalculationPeriodsScheduleReference
Fields cpsr_href :: IDREF

Instances

Eq CalculationPeriodsScheduleReference
Show CalculationPeriodsScheduleReference
SchemaType CalculationPeriodsScheduleReference
Extension CalculationPeriodsScheduleReference Reference

data CoalAttributeDecimal Source

The different options for specifying the attributes of a coal quality measure as a decimal value.

Constructors

CoalAttributeDecimal
Fields coalAttribDecimal_choice0 :: Maybe (OneOf1 (Maybe Decimal, Maybe Decimal)) Choice between: 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.

Instances

Eq CoalAttributeDecimal
Show CoalAttributeDecimal
SchemaType CoalAttributeDecimal

data CoalAttributePercentage Source

The different options for specifying the attributes of a coal quality measure as a percentage of the measured value.

Constructors

CoalAttributePercentage
Fields coalAttribPercen_choice0 :: Maybe (OneOf1 (Maybe RestrictedPercentage, Maybe RestrictedPercentage)) Choice between: 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.

Instances

Eq CoalAttributePercentage
Show CoalAttributePercentage
SchemaType CoalAttributePercentage

data CoalDelivery Source

The physical delivery conditions for coal.

Constructors

CoalDelivery

Fields

coalDelivery_choice0 :: OneOf2 CoalDeliveryPoint Boolean

Choice between:

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.

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.

Instances

Eq CoalDelivery
Show CoalDelivery
SchemaType CoalDelivery

data CoalDeliveryPoint Source

A scheme identifying the types of the Delivery Point for a physically settled coal trade.

Constructors

CoalDeliveryPoint Scheme CoalDeliveryPointAttributes

Instances

Eq CoalDeliveryPoint
Show CoalDeliveryPoint
SchemaType CoalDeliveryPoint
Extension CoalDeliveryPoint Scheme

data CoalDeliveryPointAttributes Source

Constructors

CoalDeliveryPointAttributes
Fields coalDelivPointAttrib_deliveryPointScheme :: Maybe AnyURI

Instances

Eq CoalDeliveryPointAttributes
Show CoalDeliveryPointAttributes

data CoalPhysicalLeg Source

Physically settled leg of a physically settled coal transaction.

Constructors

CoalPhysicalLeg

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.

Instances

Eq CoalPhysicalLeg
Show CoalPhysicalLeg
SchemaType CoalPhysicalLeg
Extension CoalPhysicalLeg Leg
Extension CoalPhysicalLeg PhysicalSwapLeg
Extension CoalPhysicalLeg CommoditySwapLeg

data CoalProduct Source

A type defining the characteristics of the coal being traded in a physically settled gas transaction.

Constructors

CoalProduct

Fields

coalProduct_choice0 :: OneOf2 CoalProductType CoalProductSpecifications

Choice between:

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.

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.

Instances

Eq CoalProduct
Show CoalProduct
SchemaType CoalProduct

data CoalProductSource Source

A scheme identifying the sources of coal for a physically settled coal trade.

Constructors

CoalProductSource Scheme CoalProductSourceAttributes

Instances

Eq CoalProductSource
Show CoalProductSource
SchemaType CoalProductSource
Extension CoalProductSource Scheme

data CoalProductSourceAttributes Source

Constructors

CoalProductSourceAttributes
Fields coalProductSourceAttrib_commodityCoalProductSourceScheme :: Maybe AnyURI

Instances

Eq CoalProductSourceAttributes
Show CoalProductSourceAttributes

data CoalProductSpecifications Source

The different options for specifying the quality attributes of the coal to be delivered.

Constructors

CoalProductSpecifications
Fields coalProductSpecif_choice0 :: Maybe (OneOf2 CoalStandardQuality CoalStandardQualitySchedule) Choice between: standardQuality standardQualitySchedule

Instances

Eq CoalProductSpecifications
Show CoalProductSpecifications
SchemaType CoalProductSpecifications

data CoalProductType Source

A scheme identifying the types of coal for a physically settled coal trade.

Constructors

CoalProductType Scheme CoalProductTypeAttributes

Instances

Eq CoalProductType
Show CoalProductType
SchemaType CoalProductType
Extension CoalProductType Scheme

data CoalProductTypeAttributes Source

Constructors

CoalProductTypeAttributes
Fields coalProductTypeAttrib_commodityCoalProductTypeScheme :: Maybe AnyURI

Instances

Eq CoalProductTypeAttributes
Show CoalProductTypeAttributes

data CoalQualityAdjustments Source

A scheme identifying the quality adjustment formulae for a physically settled coal trade.

Constructors

CoalQualityAdjustments Scheme CoalQualityAdjustmentsAttributes

Instances

Eq CoalQualityAdjustments
Show CoalQualityAdjustments
SchemaType CoalQualityAdjustments
Extension CoalQualityAdjustments Scheme

data CoalQualityAdjustmentsAttributes Source

Constructors

CoalQualityAdjustmentsAttributes
Fields coalQualityAdjustAttrib_commodityCoalQualityAdjustmentsScheme :: Maybe AnyURI

Instances

Eq CoalQualityAdjustmentsAttributes
Show CoalQualityAdjustmentsAttributes

data CoalStandardQuality Source

The quality attributes of the coal to be delivered.

Constructors

CoalStandardQuality

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.

Instances

Eq CoalStandardQuality
Show CoalStandardQuality
SchemaType CoalStandardQuality

data CoalStandardQualitySchedule Source

The quality attributes of the coal to be delivered, specified on a periodic basis.

Constructors

CoalStandardQualitySchedule
Fields coalStdQualitySched_standardQualityStep :: [CoalStandardQuality] coalStdQualitySched_choice1 :: Maybe (OneOf2 CalculationPeriodsReference CalculationPeriodsScheduleReference) Choice between: A pointer style reference to the Delivery Periods defined elsewhere. A pointer style reference to the Calculation Periods Schedule defined elsewhere.

Instances

Eq CoalStandardQualitySchedule
Show CoalStandardQualitySchedule
SchemaType CoalStandardQualitySchedule

data CoalTransportationEquipment Source

A scheme identifying the methods by which coal may be transported.

Constructors

CoalTransportationEquipment Scheme CoalTransportationEquipmentAttributes

Instances

Eq CoalTransportationEquipment
Show CoalTransportationEquipment
SchemaType CoalTransportationEquipment
Extension CoalTransportationEquipment Scheme

data CoalTransportationEquipmentAttributes Source

Constructors

CoalTransportationEquipmentAttributes
Fields ctea_commodityCoalTransportationEquipmentScheme :: Maybe AnyURI

Instances

Eq CoalTransportationEquipmentAttributes
Show CoalTransportationEquipmentAttributes

data CommodityAmericanExercise Source

A type for defining exercise procedures associated with an American style exercise of a commodity option.

Constructors

CommodityAmericanExercise

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:

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.
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.

Instances

Eq CommodityAmericanExercise
Show CommodityAmericanExercise
SchemaType CommodityAmericanExercise
Extension CommodityAmericanExercise Exercise

data CommodityCalculationPeriodsSchedule Source

A parametric representation of the Calculation Periods for on Asian option or a leg of a swap. In case the calculation frequency is of value T (term), the period is defined by the commoditySwapeffectiveDate and the commoditySwapterminationDate.

Constructors

CommodityCalculationPeriodsSchedule

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.

Instances

Eq CommodityCalculationPeriodsSchedule
Show CommodityCalculationPeriodsSchedule
SchemaType CommodityCalculationPeriodsSchedule
Extension CommodityCalculationPeriodsSchedule Frequency

data CommodityDeliveryPeriods Source

The different options for specifying the Delivery Periods of a physical leg.

Constructors

CommodityDeliveryPeriods

Fields

commodDelivPeriods_ID :: Maybe ID

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

Choice between:

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.
unknown

Instances

Eq CommodityDeliveryPeriods
Show CommodityDeliveryPeriods
SchemaType CommodityDeliveryPeriods
Extension GasDeliveryPeriods CommodityDeliveryPeriods
Extension ElectricityDeliveryPeriods CommodityDeliveryPeriods

data CommodityDeliveryPoint Source

A scheme identifying the types of the Delivery Point for a physically settled commodity trade.

Constructors

CommodityDeliveryPoint Scheme CommodityDeliveryPointAttributes

Instances

Eq CommodityDeliveryPoint
Show CommodityDeliveryPoint
SchemaType CommodityDeliveryPoint
Extension CommodityDeliveryPoint Scheme

data CommodityDeliveryPointAttributes Source

Constructors

CommodityDeliveryPointAttributes
Fields commodDelivPointAttrib_deliveryPointScheme :: Maybe AnyURI

Instances

Eq CommodityDeliveryPointAttributes
Show CommodityDeliveryPointAttributes

data CommodityDeliveryRisk Source

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)

Constructors

CommodityDeliveryRisk Scheme CommodityDeliveryRiskAttributes

Instances

Eq CommodityDeliveryRisk
Show CommodityDeliveryRisk
SchemaType CommodityDeliveryRisk
Extension CommodityDeliveryRisk Scheme

data CommodityDeliveryRiskAttributes Source

Constructors

CommodityDeliveryRiskAttributes
Fields commodDelivRiskAttrib_deliveryRiskScheme :: Maybe AnyURI

Instances

Eq CommodityDeliveryRiskAttributes
Show CommodityDeliveryRiskAttributes

data CommodityEuropeanExercise Source

A type for defining exercise procedures associated with a European style exercise of a commodity option.

Constructors

CommodityEuropeanExercise

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.

Instances

Eq CommodityEuropeanExercise
Show CommodityEuropeanExercise
SchemaType CommodityEuropeanExercise
Extension CommodityEuropeanExercise Exercise

data CommodityExercise Source

The parameters for defining how the commodity option can be exercised, how it is priced and how it is settled.

Constructors

CommodityExercise

Fields

commodExerc_choice0 :: Maybe (OneOf2 CommodityAmericanExercise CommodityEuropeanExercise)

Choice between:

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.

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:

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

Instances

Eq CommodityExercise
Show CommodityExercise
SchemaType CommodityExercise

data CommodityExercisePeriods Source

Constructors

CommodityExercisePeriods
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.

Instances

Eq CommodityExercisePeriods
Show CommodityExercisePeriods
SchemaType CommodityExercisePeriods

data CommodityExpireRelativeToEvent Source

A scheme identifying the physical event relative to which option expiration occurs.

Constructors

CommodityExpireRelativeToEvent Scheme CommodityExpireRelativeToEventAttributes

Instances

Eq CommodityExpireRelativeToEvent
Show CommodityExpireRelativeToEvent
SchemaType CommodityExpireRelativeToEvent
Extension CommodityExpireRelativeToEvent Scheme

data CommodityExpireRelativeToEventAttributes Source

Constructors

CommodityExpireRelativeToEventAttributes
Fields certea_commodityExpireRelativeToEventScheme :: Maybe AnyURI

Instances

Eq CommodityExpireRelativeToEventAttributes
Show CommodityExpireRelativeToEventAttributes

data CommodityForward Source

Commodity Forward

Constructors

CommodityForward

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.

Instances

Eq CommodityForward
Show CommodityForward
SchemaType CommodityForward
Extension CommodityForward Product

data CommodityFixedPriceSchedule Source

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.

Constructors

CommodityFixedPriceSchedule

Fields

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

Choice between:

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.

commodFixedPriceSched_choice1 :: Maybe (OneOf3 CalculationPeriodsReference CalculationPeriodsScheduleReference CalculationPeriodsDatesReference)

Choice between:

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.
A pointer style reference to single-day-duration Calculation Periods defined on another leg.

Instances

Eq CommodityFixedPriceSchedule
Show CommodityFixedPriceSchedule
SchemaType CommodityFixedPriceSchedule

data CommodityForwardLeg Source

Abstract base class for all commodity forward legs

Constructors

CommodityForwardLeg_PhysicalForwardLeg PhysicalForwardLeg

Instances

Eq CommodityForwardLeg
Show CommodityForwardLeg
SchemaType CommodityForwardLeg
Extension PhysicalForwardLeg CommodityForwardLeg
Extension CommodityForwardLeg Leg
Extension BullionPhysicalLeg CommodityForwardLeg

data CommodityFrequencyType Source

Frequency Type for use in Pricing Date specifications.

Constructors

CommodityFrequencyType Scheme CommodityFrequencyTypeAttributes

Instances

Eq CommodityFrequencyType
Show CommodityFrequencyType
SchemaType CommodityFrequencyType
Extension CommodityFrequencyType Scheme

data CommodityFrequencyTypeAttributes Source

Constructors

CommodityFrequencyTypeAttributes
Fields commodFrequTypeAttrib_commodityFrequencyTypeScheme :: Maybe AnyURI

Instances

Eq CommodityFrequencyTypeAttributes
Show CommodityFrequencyTypeAttributes

data CommodityFx Source

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.

Constructors

CommodityFx

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:

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

Instances

Eq CommodityFx
Show CommodityFx
SchemaType CommodityFx

data CommodityFxType Source

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.

Constructors

CommodityFxType Scheme CommodityFxTypeAttributes

Instances

Eq CommodityFxType
Show CommodityFxType
SchemaType CommodityFxType
Extension CommodityFxType Scheme

data CommodityFxTypeAttributes Source

Constructors

CommodityFxTypeAttributes
Fields commodFxTypeAttrib_commodityFxTypeScheme :: Maybe AnyURI

Instances

Eq CommodityFxTypeAttributes
Show CommodityFxTypeAttributes

data CommodityHub Source

A type defining a hub or other reference for a physically settled commodity trade.

Constructors

CommodityHub
Fields commodityHub_partyReference :: PartyReference Reference to a party. commodityHub_accountReference :: Maybe AccountReference Reference to an account. commodityHub_hubCode :: Maybe CommodityHubCode

Instances

Eq CommodityHub
Show CommodityHub
SchemaType CommodityHub

data CommodityHubCode Source

A scheme identifying the code for a hub or other reference for a physically settled commodity trade.

Constructors

CommodityHubCode Scheme CommodityHubCodeAttributes

Instances

Eq CommodityHubCode
Show CommodityHubCode
SchemaType CommodityHubCode
Extension CommodityHubCode Scheme

data CommodityHubCodeAttributes Source

Constructors

CommodityHubCodeAttributes
Fields commodHubCodeAttrib_hubCodeScheme :: AnyURI

Instances

Eq CommodityHubCodeAttributes
Show CommodityHubCodeAttributes

data CommodityMarketDisruption Source

ISDA 1993 or 2005 commodity market disruption elements.

Constructors

CommodityMarketDisruption

Fields

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

Choice between:

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.

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:

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

Instances

Eq CommodityMarketDisruption
Show CommodityMarketDisruption
SchemaType CommodityMarketDisruption

data CommodityMultipleExercise Source

A type for defining the multiple exercise provisions of an American style commodity option.

Constructors

CommodityMultipleExercise

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.

Instances

Eq CommodityMultipleExercise
Show CommodityMultipleExercise
SchemaType CommodityMultipleExercise

data CommodityNotionalQuantity Source

Commodity Notional.

Constructors

CommodityNotionalQuantity

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.

Instances

Eq CommodityNotionalQuantity
Show CommodityNotionalQuantity
SchemaType CommodityNotionalQuantity
Extension ElectricityPhysicalDeliveryQuantity CommodityNotionalQuantity
Extension CommoditySettlementPeriodsNotionalQuantity CommodityNotionalQuantity

data CommodityNotionalQuantitySchedule Source

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.

Constructors

CommodityNotionalQuantitySchedule

Fields

commodNotionQuantSched_ID :: Maybe ID

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

Choice between:

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.

commodNotionQuantSched_choice1 :: Maybe (OneOf3 CalculationPeriodsReference CalculationPeriodsScheduleReference CalculationPeriodsDatesReference)

Choice between:

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.
A pointer style reference to single-day-duration Calculation Periods defined on another leg.

Instances

Eq CommodityNotionalQuantitySchedule
Show CommodityNotionalQuantitySchedule
SchemaType CommodityNotionalQuantitySchedule

data CommodityOption Source

Commodity Option.

Constructors

CommodityOption

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:

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

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.

Instances

Eq CommodityOption
Show CommodityOption
SchemaType CommodityOption
Extension CommodityOption Product

data CommodityPayRelativeToEvent Source

A scheme identifying the physical event relative to which payment occurs.

Constructors

CommodityPayRelativeToEvent Scheme CommodityPayRelativeToEventAttributes

Instances

Eq CommodityPayRelativeToEvent
Show CommodityPayRelativeToEvent
SchemaType CommodityPayRelativeToEvent
Extension CommodityPayRelativeToEvent Scheme

data CommodityPayRelativeToEventAttributes Source

Constructors

CommodityPayRelativeToEventAttributes
Fields cprtea_commodityPayRelativeToEventScheme :: Maybe AnyURI

Instances

Eq CommodityPayRelativeToEventAttributes
Show CommodityPayRelativeToEventAttributes

data CommodityPhysicalAmericanExercise Source

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

Constructors

CommodityPhysicalAmericanExercise

Fields

commodPhysicAmericExerc_ID :: Maybe ID

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

Choice between:

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.

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.

Instances

Eq CommodityPhysicalAmericanExercise
Show CommodityPhysicalAmericanExercise
SchemaType CommodityPhysicalAmericanExercise
Extension CommodityPhysicalAmericanExercise Exercise

data CommodityPhysicalEuropeanExercise Source

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

Constructors

CommodityPhysicalEuropeanExercise

Fields

commodPhysicEuropExerc_ID :: Maybe ID

commodPhysicEuropExerc_choice0 :: Maybe (OneOf3 AdjustableOrRelativeDate AdjustableRelativeOrPeriodicDates2 CommodityRelativeExpirationDates)

Choice between:

The Expiration Date of a single expiry European-style option or the first Expiration Date of a multiple expiry or daily expiring option.
The Expiration Date(s) of a European-style option.
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.

Instances

Eq CommodityPhysicalEuropeanExercise
Show CommodityPhysicalEuropeanExercise
SchemaType CommodityPhysicalEuropeanExercise
Extension CommodityPhysicalEuropeanExercise Exercise

data CommodityPhysicalExercise Source

The parameters for defining how the physically-settled commodity option can be exercised and how it is settled.

Constructors

CommodityPhysicalExercise

Fields

commodPhysicExerc_choice0 :: Maybe (OneOf2 CommodityPhysicalAmericanExercise CommodityPhysicalEuropeanExercise)

Choice between:

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

Instances

Eq CommodityPhysicalExercise
Show CommodityPhysicalExercise
SchemaType CommodityPhysicalExercise

data CommodityPhysicalQuantity Source

A type defining the physical quantity of the commodity to be delivered.

Constructors

CommodityPhysicalQuantity

Fields

commodPhysicQuant_ID :: Maybe ID

commodPhysicQuant_choice0 :: Maybe (OneOf2 CommodityNotionalQuantity CommodityPhysicalQuantitySchedule)

Choice between:

The Quantity per Delivery Period.
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.

Instances

Eq CommodityPhysicalQuantity
Show CommodityPhysicalQuantity
SchemaType CommodityPhysicalQuantity
Extension CommodityPhysicalQuantity CommodityPhysicalQuantityBase

data CommodityPhysicalQuantitySchedule Source

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.

Constructors

CommodityPhysicalQuantitySchedule

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:

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

Instances

Eq CommodityPhysicalQuantitySchedule
Show CommodityPhysicalQuantitySchedule
SchemaType CommodityPhysicalQuantitySchedule
Extension ElectricityPhysicalDeliveryQuantitySchedule CommodityPhysicalQuantitySchedule

data CommodityPipeline Source

The pipeline through which the physical commodity will be delivered.

Constructors

CommodityPipeline Scheme CommodityPipelineAttributes

Instances

Eq CommodityPipeline
Show CommodityPipeline
SchemaType CommodityPipeline
Extension CommodityPipeline Scheme

data CommodityPipelineAttributes Source

Constructors

CommodityPipelineAttributes
Fields commodPipelAttrib_pipelineScheme :: Maybe AnyURI

Instances

Eq CommodityPipelineAttributes
Show CommodityPipelineAttributes

data CommodityPipelineCycle Source

The pipeline cycle during which the physical commodity will be delivered.

Constructors

CommodityPipelineCycle Scheme CommodityPipelineCycleAttributes

Instances

Eq CommodityPipelineCycle
Show CommodityPipelineCycle
SchemaType CommodityPipelineCycle
Extension CommodityPipelineCycle Scheme

data CommodityPipelineCycleAttributes Source

Constructors

CommodityPipelineCycleAttributes
Fields commodPipelCycleAttrib_pipelineCycleScheme :: AnyURI

Instances

Eq CommodityPipelineCycleAttributes
Show CommodityPipelineCycleAttributes

data CommodityPremium Source

The commodity option premium payable by the buyer to the seller.

Constructors

CommodityPremium

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.

Instances

Eq CommodityPremium
Show CommodityPremium
SchemaType CommodityPremium
Extension CommodityPremium PaymentBaseExtended
Extension CommodityPremium PaymentBase
Extension CommodityPremium NonNegativePayment

data CommodityPricingDates Source

The dates on which prices are observed for the underlyer.

Constructors

CommodityPricingDates

Fields

commodPricingDates_ID :: Maybe ID

commodPricingDates_choice0 :: Maybe (OneOf3 CalculationPeriodsReference CalculationPeriodsScheduleReference CalculationPeriodsDatesReference)

Choice between:

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.
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:

Sequence of:

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

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

Instances

Eq CommodityPricingDates
Show CommodityPricingDates
SchemaType CommodityPricingDates

data CommodityProductGrade Source

A scheme identifying the grade of physical commodity product to be delivered.

Constructors

CommodityProductGrade Scheme CommodityProductGradeAttributes

Instances

Eq CommodityProductGrade
Show CommodityProductGrade
SchemaType CommodityProductGrade
Extension CommodityProductGrade Scheme

data CommodityProductGradeAttributes Source

Constructors

CommodityProductGradeAttributes
Fields commodProductGradeAttrib_productGradeScheme :: Maybe AnyURI

Instances

Eq CommodityProductGradeAttributes
Show CommodityProductGradeAttributes

data CommodityQuantityFrequency Source

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

Constructors

CommodityQuantityFrequency Scheme CommodityQuantityFrequencyAttributes

Instances

Eq CommodityQuantityFrequency
Show CommodityQuantityFrequency
SchemaType CommodityQuantityFrequency
Extension CommodityQuantityFrequency Scheme

data CommodityQuantityFrequencyAttributes Source

Constructors

CommodityQuantityFrequencyAttributes
Fields cqfa_quantityFrequencyScheme :: Maybe AnyURI

Instances

Eq CommodityQuantityFrequencyAttributes
Show CommodityQuantityFrequencyAttributes

data CommodityRelativeExpirationDates Source

The Expiration Dates of the trade relative to the Calculation Periods.

Constructors

CommodityRelativeExpirationDates

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:

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.
businessCenters

Instances

Eq CommodityRelativeExpirationDates
Show CommodityRelativeExpirationDates
SchemaType CommodityRelativeExpirationDates

data CommodityRelativePaymentDates Source

The Payment Dates of the trade relative to the Calculation Periods.

Constructors

CommodityRelativePaymentDates

Fields

commodRelatPaymentDates_ID :: Maybe ID

commodRelatPaymentDates_choice0 :: Maybe (OneOf2 PayRelativeToEnum CommodityPayRelativeToEvent)

Choice between:

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.

commodRelatPaymentDates_choice1 :: Maybe (OneOf3 CalculationPeriodsReference CalculationPeriodsScheduleReference CalculationPeriodsDatesReference)

Choice between:

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.
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:

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.
businessCenters

Instances

Eq CommodityRelativePaymentDates
Show CommodityRelativePaymentDates
SchemaType CommodityRelativePaymentDates

data CommoditySettlementPeriodsNotionalQuantity Source

The notional quantity of electricity that applies to one or more groups of Settlement Periods.

Constructors

CommoditySettlementPeriodsNotionalQuantity

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.

Instances

Eq CommoditySettlementPeriodsNotionalQuantity
Show CommoditySettlementPeriodsNotionalQuantity
SchemaType CommoditySettlementPeriodsNotionalQuantity
Extension CommoditySettlementPeriodsNotionalQuantity CommodityNotionalQuantity

data CommoditySettlementPeriodsNotionalQuantitySchedule Source

The notional quantity schedule of electricity that applies to one or more groups of Settlement Periods.

Constructors

CommoditySettlementPeriodsNotionalQuantitySchedule

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.

Instances

Eq CommoditySettlementPeriodsNotionalQuantitySchedule
Show CommoditySettlementPeriodsNotionalQuantitySchedule
SchemaType CommoditySettlementPeriodsNotionalQuantitySchedule

data CommoditySettlementPeriodsPriceSchedule Source

The fixed price schedule for electricity that applies to one or more groups of Settlement Periods.

Constructors

CommoditySettlementPeriodsPriceSchedule

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.

Instances

Eq CommoditySettlementPeriodsPriceSchedule
Show CommoditySettlementPeriodsPriceSchedule
SchemaType CommoditySettlementPeriodsPriceSchedule

data CommoditySpread Source

Constructors

CommoditySpread

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.

Instances

Eq CommoditySpread
Show CommoditySpread
SchemaType CommoditySpread
Extension CommoditySpread MoneyBase
Extension CommoditySpread Money

data CommoditySpreadSchedule Source

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.

Constructors

CommoditySpreadSchedule

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:

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.
A pointer style reference to single-day-duration Calculation Periods defined on another leg.

Instances

Eq CommoditySpreadSchedule
Show CommoditySpreadSchedule
SchemaType CommoditySpreadSchedule

data CommodityStrikeSchedule Source

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.

Constructors

CommodityStrikeSchedule

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:

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.
A pointer style reference to single-day-duration Calculation Periods defined on another leg.

Instances

Eq CommodityStrikeSchedule
Show CommodityStrikeSchedule
SchemaType CommodityStrikeSchedule

data CommoditySwap Source

Commodity Swap.

Constructors

CommoditySwap

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.

Instances

Eq CommoditySwap
Show CommoditySwap
SchemaType CommoditySwap
Extension CommoditySwap Product

data CommoditySwaption Source

Commodity Swaption.

Constructors

CommoditySwaption

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.

Instances

Eq CommoditySwaption
Show CommoditySwaption
SchemaType CommoditySwaption
Extension CommoditySwaption Product

data CommoditySwaptionUnderlying Source

Constructors

CommoditySwaptionUnderlying

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.

Instances

Eq CommoditySwaptionUnderlying
Show CommoditySwaptionUnderlying
SchemaType CommoditySwaptionUnderlying

data DisruptionFallback Source

A Disruption Fallback.

Constructors

DisruptionFallback Scheme DisruptionFallbackAttributes

Instances

Eq DisruptionFallback
Show DisruptionFallback
SchemaType DisruptionFallback
Extension DisruptionFallback Scheme

data DisruptionFallbackAttributes Source

Constructors

DisruptionFallbackAttributes
Fields disrupFallbAttrib_commodityMarketDisruptionFallbackScheme :: Maybe AnyURI

Instances

Eq DisruptionFallbackAttributes
Show DisruptionFallbackAttributes

data ElectricityDelivery Source

The physical delivery conditions for electricity.

Constructors

ElectricityDelivery

Fields

electrDeliv_choice0 :: OneOf2 (ElectricityDeliveryPoint, ElectricityDeliveryType, Maybe ElectricityTransmissionContingency) (Maybe CommodityDeliveryPoint, Maybe PartyReference)

Choice between:

Sequence of:

The point at which delivery of the electricity will occur.
Indicates the under what conditions the Parties' delivery obligations apply.
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.

Sequence of:

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.

Instances

Eq ElectricityDelivery
Show ElectricityDelivery
SchemaType ElectricityDelivery

data ElectricityDeliveryFirm Source

The physical delivery obligation options specific to a firm transaction.

Constructors

ElectricityDeliveryFirm

Fields

electrDelivFirm_forceMajeure :: Maybe Boolean: 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)

Instances

Eq ElectricityDeliveryFirm
Show ElectricityDeliveryFirm
SchemaType ElectricityDeliveryFirm

data ElectricityDeliveryPeriods Source

The different options for specifying the Delivery Periods for a physically settled electricity trade.

Constructors

ElectricityDeliveryPeriods

Fields

electrDelivPeriods_ID :: Maybe ID

electrDelivPeriods_choice0 :: OneOf3 AdjustableDates CommodityCalculationPeriodsSchedule (Maybe (OneOf3 CalculationPeriodsReference CalculationPeriodsScheduleReference CalculationPeriodsDatesReference))

Choice between:

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.
unknown

electrDelivPeriods_settlementPeriods :: [SettlementPeriods]

The periods within the Delivery Periods during which the electricity will be delivered.

Instances

Eq ElectricityDeliveryPeriods
Show ElectricityDeliveryPeriods
SchemaType ElectricityDeliveryPeriods
Extension ElectricityDeliveryPeriods CommodityDeliveryPeriods

data ElectricityDeliveryPoint Source

A scheme identifying the types of the Delivery Point for a physically settled electricity trade.

Constructors

ElectricityDeliveryPoint Scheme ElectricityDeliveryPointAttributes

Instances

Eq ElectricityDeliveryPoint
Show ElectricityDeliveryPoint
SchemaType ElectricityDeliveryPoint
Extension ElectricityDeliveryPoint Scheme

data ElectricityDeliveryPointAttributes Source

Constructors

ElectricityDeliveryPointAttributes
Fields electrDelivPointAttrib_deliveryPointScheme :: Maybe AnyURI

Instances

Eq ElectricityDeliveryPointAttributes
Show ElectricityDeliveryPointAttributes

data ElectricityDeliverySystemFirm Source

The physical delivery obligation options specific to a system firm transaction.

Constructors

ElectricityDeliverySystemFirm
Fields electrDelivSystemFirm_applicable :: Maybe Boolean Indicates that the trade is for a System Firm product. Should always be set to true. electrDelivSystemFirm_system :: Maybe CommodityDeliveryPoint

Instances

Eq ElectricityDeliverySystemFirm
Show ElectricityDeliverySystemFirm
SchemaType ElectricityDeliverySystemFirm

data ElectricityDeliveryType Source

Constructors

ElectricityDeliveryType

Fields

electrDelivType_choice0 :: Maybe (OneOf4 ElectricityDeliveryFirm Boolean ElectricityDeliverySystemFirm ElectricityDeliveryUnitFirm)

Choice between:

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.

Instances

Eq ElectricityDeliveryType
Show ElectricityDeliveryType
SchemaType ElectricityDeliveryType

data ElectricityDeliveryUnitFirm Source

The physical delivery obligation options specific to a unit firm transaction.

Constructors

ElectricityDeliveryUnitFirm
Fields electrDelivUnitFirm_applicable :: Maybe Boolean Indicates that the trade is for a Unit Firm product. Should always be set to true. electrDelivUnitFirm_generationAsset :: Maybe CommodityDeliveryPoint

Instances

Eq ElectricityDeliveryUnitFirm
Show ElectricityDeliveryUnitFirm
SchemaType ElectricityDeliveryUnitFirm

data ElectricityPhysicalDeliveryQuantity Source

A type defining the physical quantity of the electricity to be delivered.

Constructors

ElectricityPhysicalDeliveryQuantity

Fields

epdq_ID :: Maybe ID
epdq_quantityUnit :: QuantityUnit: Quantity Unit is the unit of measure applicable for the quantity on the Transaction.
epdq_quantityFrequency :: Maybe CommodityQuantityFrequency: The frequency at which the Notional Quantity is deemed to apply for purposes of calculating the Total Notional Quantity.
epdq_quantity :: Maybe Decimal: Amount of commodity per quantity frequency.
epdq_settlementPeriodsReference :: [SettlementPeriodsReference]: A pointer style reference to the range(s) of Settlement Periods to which this quantity applies.

Instances

Eq ElectricityPhysicalDeliveryQuantity
Show ElectricityPhysicalDeliveryQuantity
SchemaType ElectricityPhysicalDeliveryQuantity
Extension ElectricityPhysicalDeliveryQuantity CommodityNotionalQuantity

data ElectricityPhysicalDeliveryQuantitySchedule Source

Allows the documentation of a shaped quantity trade where the quantity changes over the life of the transaction.

Constructors

ElectricityPhysicalDeliveryQuantitySchedule

Fields

epdqs_ID :: Maybe ID

epdqs_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.

epdqs_choice1 :: Maybe (OneOf2 CalculationPeriodsReference CalculationPeriodsScheduleReference)

Choice between:

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

epdqs_settlementPeriodsReference :: [SettlementPeriodsReference]

A pointer style reference to the range(s) of Settlement Periods to which this quantity applies.

Instances

Eq ElectricityPhysicalDeliveryQuantitySchedule
Show ElectricityPhysicalDeliveryQuantitySchedule
SchemaType ElectricityPhysicalDeliveryQuantitySchedule
Extension ElectricityPhysicalDeliveryQuantitySchedule CommodityPhysicalQuantitySchedule

data ElectricityPhysicalLeg Source

Physically settled leg of a physically settled electricity transaction.

Constructors

ElectricityPhysicalLeg

Fields

electrPhysicLeg_ID :: Maybe ID
electrPhysicLeg_payerPartyReference :: Maybe PartyReference: A reference to the party responsible for making the payments defined by this structure.
electrPhysicLeg_payerAccountReference :: Maybe AccountReference: A reference to the account responsible for making the payments defined by this structure.
electrPhysicLeg_receiverPartyReference :: Maybe PartyReference: A reference to the party that receives the payments corresponding to this structure.
electrPhysicLeg_receiverAccountReference :: Maybe AccountReference: A reference to the account that receives the payments corresponding to this structure.
electrPhysicLeg_deliveryPeriods :: Maybe CommodityDeliveryPeriods: 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.
electrPhysicLeg_settlementPeriods :: [SettlementPeriods]: 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.
electrPhysicLeg_settlementPeriodsSchedule :: Maybe SettlementPeriodsSchedule: 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.
electrPhysicLeg_electricity :: ElectricityProduct: The specification of the electricity to be delivered.
electrPhysicLeg_deliveryConditions :: ElectricityDelivery: The physical delivery conditions for the transaction.
electrPhysicLeg_deliveryQuantity :: ElectricityPhysicalQuantity: The different options for specifying the quantity.

Instances

Eq ElectricityPhysicalLeg
Show ElectricityPhysicalLeg
SchemaType ElectricityPhysicalLeg
Extension ElectricityPhysicalLeg Leg
Extension ElectricityPhysicalLeg PhysicalSwapLeg
Extension ElectricityPhysicalLeg CommoditySwapLeg

data ElectricityPhysicalQuantity Source

The quantity of gas to be delivered.

Constructors

ElectricityPhysicalQuantity

Fields

electrPhysicQuant_ID :: Maybe ID

electrPhysicQuant_choice0 :: Maybe (OneOf2 [ElectricityPhysicalDeliveryQuantity] [ElectricityPhysicalDeliveryQuantitySchedule])

Choice between:

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.

electrPhysicQuant_totalPhysicalQuantity :: UnitQuantity

The Total Quantity of the commodity to be delivered.

Instances

Eq ElectricityPhysicalQuantity
Show ElectricityPhysicalQuantity
SchemaType ElectricityPhysicalQuantity
Extension ElectricityPhysicalQuantity CommodityPhysicalQuantityBase

data ElectricityProduct Source

The specification of the electricity to be delivered.

Constructors

ElectricityProduct
Fields electrProduct_type :: Maybe ElectricityProductTypeEnum The type of electricity product to be delivered. electrProduct_voltage :: Maybe PositiveDecimal The voltage, expressed as a number of volts, of the electricity to be delivered.

Instances

Eq ElectricityProduct
Show ElectricityProduct
SchemaType ElectricityProduct

data ElectricityTransmissionContingency Source

A structure to specify the tranmission contingency and the party that bears the obligation.

Constructors

ElectricityTransmissionContingency
Fields electrTransmContin_contingency :: Maybe ElectricityTransmissionContingencyType The conditions under which the party specified in contingentParty will be excused from damages if transmission is interrupted or curtailed. electrTransmContin_contingentParty :: [PartyReference] The party to which the contingency applies.

Instances

Eq ElectricityTransmissionContingency
Show ElectricityTransmissionContingency
SchemaType ElectricityTransmissionContingency

data ElectricityTransmissionContingencyType Source

The type of transmission contingency, i.e. what portion of the transmission the delivery obligations are applicable.

Constructors

ElectricityTransmissionContingencyType Scheme ElectricityTransmissionContingencyTypeAttributes

Instances

Eq ElectricityTransmissionContingencyType
Show ElectricityTransmissionContingencyType
SchemaType ElectricityTransmissionContingencyType
Extension ElectricityTransmissionContingencyType Scheme

data ElectricityTransmissionContingencyTypeAttributes Source

Constructors

ElectricityTransmissionContingencyTypeAttributes
Fields etcta_electricityTransmissionContingencyScheme :: Maybe AnyURI

Instances

Eq ElectricityTransmissionContingencyTypeAttributes
Show ElectricityTransmissionContingencyTypeAttributes

data FinancialSwapLeg Source

The common components of a financially settled leg of a Commodity Swap. This is an abstract type and should be extended by commodity-specific types.

Constructors

FinancialSwapLeg_FloatingPriceLeg FloatingPriceLeg
FinancialSwapLeg_FixedPriceLeg FixedPriceLeg

Instances

Eq FinancialSwapLeg
Show FinancialSwapLeg
SchemaType FinancialSwapLeg
Extension FloatingPriceLeg FinancialSwapLeg
Extension FixedPriceLeg FinancialSwapLeg
Extension FinancialSwapLeg CommoditySwapLeg

data FixedPrice Source

A type defining the Fixed Price.

Constructors

FixedPrice
Fields fixedPrice_ID :: Maybe ID fixedPrice_price :: Decimal The Fixed Price. fixedPrice_priceCurrency :: Currency Currency of the fixed price. fixedPrice_priceUnit :: QuantityUnit The unit of measure used to calculate the Fixed Price.

Instances

Eq FixedPrice
Show FixedPrice
SchemaType FixedPrice
Extension SettlementPeriodsFixedPrice FixedPrice

data FixedPriceLeg Source

Fixed Price Leg of a Commodity Swap.

Constructors

FixedPriceLeg

Fields

fixedPriceLeg_ID :: Maybe ID

fixedPriceLeg_payerPartyReference :: Maybe PartyReference

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

fixedPriceLeg_payerAccountReference :: Maybe AccountReference

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

fixedPriceLeg_receiverPartyReference :: Maybe PartyReference

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

fixedPriceLeg_receiverAccountReference :: Maybe AccountReference

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

fixedPriceLeg_choice4 :: OneOf4 AdjustableDates AdjustableDates CommodityCalculationPeriodsSchedule (Maybe (OneOf3 CalculationPeriodsReference CalculationPeriodsScheduleReference CalculationPeriodsDatesReference))

Choice between:

The Calculation Period dates for this leg of the trade where the Calculation Periods are all one day long, typically a physically-settled emissions or metals trade. Only dates explicitly included determine the Calculation Periods and there is a Calculation Period for each date specified.
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.
unknown

fixedPriceLeg_choice5 :: OneOf2 CommodityFixedPriceSchedule (OneOf4 FixedPrice Decimal NonNegativeMoney [SettlementPeriodsFixedPrice])

Choice between:

Allows the specification of a Fixed Price that varies over the life of the trade.
unknown

fixedPriceLeg_totalPrice :: Maybe NonNegativeMoney

The total amount of all fixed payments due during the term of the trade.

fixedPriceLeg_choice7 :: OneOf2 (OneOf3 CommodityNotionalQuantitySchedule CommodityNotionalQuantity [CommoditySettlementPeriodsNotionalQuantity], Decimal) QuantityReference

Choice between:

Sequence of:

unknown
The Total Notional Quantity.

A pointer style reference to a quantity defined on another leg.

fixedPriceLeg_choice8 :: OneOf2 CommodityRelativePaymentDates (Maybe (OneOf2 AdjustableDatesOrRelativeDateOffset Boolean))

Choice between:

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

fixedPriceLeg_flatRate :: Maybe FlatRateEnum

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.

fixedPriceLeg_flatRateAmount :: Maybe NonNegativeMoney

If flatRate is set to Fixed, the actual value of the Flat Rate.

Instances

Eq FixedPriceLeg
Show FixedPriceLeg
SchemaType FixedPriceLeg
Extension FixedPriceLeg Leg
Extension FixedPriceLeg FinancialSwapLeg
Extension FixedPriceLeg CommoditySwapLeg

data FloatingLegCalculation Source

A type to capture details relevant to the calculation of the floating price.

Constructors

FloatingLegCalculation

Fields

floatLegCalc_pricingDates :: CommodityPricingDates

Commodity Pricing Dates.

floatLegCalc_averagingMethod :: Maybe AveragingMethodEnum

The parties may specify a Method of Averaging where more than one pricing Dates is being specified as being applicable.

floatLegCalc_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.

floatLegCalc_rounding :: Maybe Rounding

Rounding direction and precision for price values.

floatLegCalc_choice4 :: Maybe (OneOf2 CommoditySpread [CommoditySpreadSchedule])

Choice between:

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.

floatLegCalc_fx :: Maybe CommodityFx

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

Instances

Eq FloatingLegCalculation
Show FloatingLegCalculation
SchemaType FloatingLegCalculation

data FloatingPriceLeg Source

Floating Price Leg of a Commodity Swap.

Constructors

FloatingPriceLeg

Fields

floatPriceLeg_ID :: Maybe ID

floatPriceLeg_payerPartyReference :: Maybe PartyReference

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

floatPriceLeg_payerAccountReference :: Maybe AccountReference

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

floatPriceLeg_receiverPartyReference :: Maybe PartyReference

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

floatPriceLeg_receiverAccountReference :: Maybe AccountReference

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

floatPriceLeg_choice4 :: OneOf4 AdjustableDates AdjustableDates CommodityCalculationPeriodsSchedule (Maybe (OneOf3 CalculationPeriodsReference CalculationPeriodsScheduleReference CalculationPeriodsDatesReference))

Choice between:

The Calculation Period dates for this leg of the trade where the Calculation Periods are all one day long, typically a physically-settled emissions or metals trade. Only dates explicitly included determine the Calculation Periods and there is a Calculation Period for each date specified.
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.
unknown

floatPriceLeg_commodity :: Commodity

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.

floatPriceLeg_choice6 :: OneOf2 (OneOf3 CommodityNotionalQuantitySchedule CommodityNotionalQuantity [CommoditySettlementPeriodsNotionalQuantity], Decimal) QuantityReference

Choice between:

Sequence of:

unknown
The Total Notional Quantity.

A pointer style reference to a quantity defined on another leg.

floatPriceLeg_calculation :: FloatingLegCalculation

Defines details relevant to the calculation of the floating price.

floatPriceLeg_choice8 :: OneOf2 CommodityRelativePaymentDates (Maybe (OneOf2 AdjustableDatesOrRelativeDateOffset Boolean))

Choice between:

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

floatPriceLeg_flatRate :: Maybe FlatRateEnum

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.

floatPriceLeg_flatRateAmount :: Maybe NonNegativeMoney

If flatRate is set to Fixed, the actual value of the Flat Rate.

Instances

Eq FloatingPriceLeg
Show FloatingPriceLeg
SchemaType FloatingPriceLeg
Extension FloatingPriceLeg Leg
Extension FloatingPriceLeg FinancialSwapLeg
Extension FloatingPriceLeg CommoditySwapLeg

data GasDelivery Source

The specification of the gas to be delivered.

Constructors

GasDelivery

Fields

gasDelivery_choice0 :: Maybe (OneOf2 GasDeliveryPoint (Maybe CommodityDeliveryPoint, Maybe CommodityDeliveryPoint))

Choice between:

The physical or virtual point at which the commodity will be delivered.
Sequence of:

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.

gasDelivery_deliveryType :: Maybe DeliveryTypeEnum

Indicates whether the buyer and seller are contractually obliged to consume and supply the specified quantities of the commodity.

gasDelivery_buyerHub :: Maybe CommodityHub

The hub code of the gas buyer.

gasDelivery_sellerHub :: Maybe CommodityHub

The hub code of the has seller.

Instances

Eq GasDelivery
Show GasDelivery
SchemaType GasDelivery

data GasDeliveryPoint Source

A scheme identifying the types of the Delivery Point for a physically settled gas trade.

Constructors

GasDeliveryPoint Scheme GasDeliveryPointAttributes

Instances

Eq GasDeliveryPoint
Show GasDeliveryPoint
SchemaType GasDeliveryPoint
Extension GasDeliveryPoint Scheme

data GasDeliveryPointAttributes Source

Constructors

GasDeliveryPointAttributes
Fields gasDelivPointAttrib_deliveryPointScheme :: Maybe AnyURI

Instances

Eq GasDeliveryPointAttributes
Show GasDeliveryPointAttributes

data GasDeliveryPeriods Source

The different options for specifying the Delivery Periods for a physically settled gas trade.

Constructors

GasDeliveryPeriods

Fields

gasDelivPeriods_ID :: Maybe ID

gasDelivPeriods_choice0 :: OneOf3 AdjustableDates CommodityCalculationPeriodsSchedule (Maybe (OneOf3 CalculationPeriodsReference CalculationPeriodsScheduleReference CalculationPeriodsDatesReference))

Choice between:

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.
unknown

gasDelivPeriods_supplyStartTime :: PrevailingTime

The time at which gas delivery should start on each day of the Delivery Period(s).

gasDelivPeriods_supplyEndTime :: PrevailingTime

The time at which gas delivery should end on each day of the Delivery Period(s).

Instances

Eq GasDeliveryPeriods
Show GasDeliveryPeriods
SchemaType GasDeliveryPeriods
Extension GasDeliveryPeriods CommodityDeliveryPeriods

data GasPhysicalLeg Source

Physically settled leg of a physically settled gas transaction.

Constructors

GasPhysicalLeg

Fields

gasPhysicLeg_ID :: Maybe ID
gasPhysicLeg_payerPartyReference :: Maybe PartyReference: A reference to the party responsible for making the payments defined by this structure.
gasPhysicLeg_payerAccountReference :: Maybe AccountReference: A reference to the account responsible for making the payments defined by this structure.
gasPhysicLeg_receiverPartyReference :: Maybe PartyReference: A reference to the party that receives the payments corresponding to this structure.
gasPhysicLeg_receiverAccountReference :: Maybe AccountReference: A reference to the account that receives the payments corresponding to this structure.
gasPhysicLeg_deliveryPeriods :: GasDeliveryPeriods: 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.
gasPhysicLeg_gas :: GasProduct: The specification of the gas to be delivered.
gasPhysicLeg_deliveryConditions :: Maybe GasDelivery: The physical delivery conditions for the transaction.
gasPhysicLeg_deliveryQuantity :: GasPhysicalQuantity: 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.

Instances

Eq GasPhysicalLeg
Show GasPhysicalLeg
SchemaType GasPhysicalLeg
Extension GasPhysicalLeg Leg
Extension GasPhysicalLeg PhysicalSwapLeg
Extension GasPhysicalLeg CommoditySwapLeg

data GasPhysicalQuantity Source

The quantity of gas to be delivered.

Constructors

GasPhysicalQuantity

Fields

gasPhysicQuant_ID :: Maybe ID

gasPhysicQuant_choice0 :: OneOf2 (Maybe (OneOf2 CommodityNotionalQuantity CommodityPhysicalQuantitySchedule), UnitQuantity) ([CommodityNotionalQuantity], [CommodityNotionalQuantity], Maybe PartyReference)

Choice between:

Sequence of:

unknown
The Total Quantity of the commodity to be delivered.

Sequence of:

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.

Instances

Eq GasPhysicalQuantity
Show GasPhysicalQuantity
SchemaType GasPhysicalQuantity
Extension GasPhysicalQuantity CommodityPhysicalQuantityBase

data GasProduct Source

A type defining the characteristics of the gas being traded in a physically settled gas transaction.

Constructors

GasProduct
Fields gasProduct_type :: GasProductTypeEnum The type of gas to be delivered. gasProduct_choice1 :: Maybe (OneOf2 NonNegativeDecimal GasQuality) Choice between: 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.

Instances

Eq GasProduct
Show GasProduct
SchemaType GasProduct

data GasQuality Source

The quantity of gas to be delivered.

Constructors

GasQuality Scheme GasQualityAttributes

Instances

Eq GasQuality
Show GasQuality
SchemaType GasQuality
Extension GasQuality Scheme

data GasQualityAttributes Source

Constructors

GasQualityAttributes
Fields gasQualityAttrib_gasQualityScheme :: Maybe AnyURI

Instances

Eq GasQualityAttributes
Show GasQualityAttributes

data Lag Source

An observation period that is offset from a Calculation Period.

Constructors

Lag

Fields

lag_ID :: Maybe ID
lag_duration :: Maybe 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.
lag_firstObservationDateOffset :: Maybe Period: The interval between the start of each lagDuration and the start of each respective calculation period.

Instances

Eq Lag
Show Lag
SchemaType Lag

data LagReference Source

Allows a lag to reference one already defined elsewhere in the trade.

Constructors

LagReference
Fields lagReference_href :: IDREF

Instances

Eq LagReference
Show LagReference
SchemaType LagReference
Extension LagReference Reference

data MarketDisruptionEvent Source

A Market Disruption Event.

Constructors

MarketDisruptionEvent Scheme MarketDisruptionEventAttributes

Instances

Eq MarketDisruptionEvent
Show MarketDisruptionEvent
SchemaType MarketDisruptionEvent
Extension MarketDisruptionEvent Scheme

data MarketDisruptionEventAttributes Source

Constructors

MarketDisruptionEventAttributes
Fields marketDisrupEventAttrib_commodityMarketDisruptionScheme :: Maybe AnyURI

Instances

Eq MarketDisruptionEventAttributes
Show MarketDisruptionEventAttributes

data NonPeriodicFixedPriceLeg Source

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.

Constructors

NonPeriodicFixedPriceLeg

Fields

nonPeriodFixedPriceLeg_ID :: Maybe ID

nonPeriodFixedPriceLeg_payerPartyReference :: Maybe PartyReference

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

nonPeriodFixedPriceLeg_payerAccountReference :: Maybe AccountReference

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

nonPeriodFixedPriceLeg_receiverPartyReference :: Maybe PartyReference

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

nonPeriodFixedPriceLeg_receiverAccountReference :: Maybe AccountReference

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

nonPeriodFixedPriceLeg_fixedPrice :: FixedPrice

Fixed price on which fixed payments are based.

nonPeriodFixedPriceLeg_totalPrice :: Maybe NonNegativeMoney

The total amount of the fixed payment for all units of the underlying commodity.

nonPeriodFixedPriceLeg_quantityReference :: Maybe QuantityReference

A pointer style reference to a quantity defined on another leg.

nonPeriodFixedPriceLeg_choice7 :: OneOf2 CommodityRelativePaymentDates (Maybe (OneOf2 AdjustableDatesOrRelativeDateOffset Boolean))

Choice between:

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

Instances

Eq NonPeriodicFixedPriceLeg
Show NonPeriodicFixedPriceLeg
SchemaType NonPeriodicFixedPriceLeg
Extension NonPeriodicFixedPriceLeg Leg
Extension NonPeriodicFixedPriceLeg CommoditySwapLeg

data OilDelivery Source

The physical delivery conditions for an oil product.

Constructors

OilDelivery

Fields

oilDelivery_choice0 :: Maybe (OneOf2 OilPipelineDelivery OilTransferDelivery)

Choice between:

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.

oilDelivery_importerOfRecord :: Maybe PartyReference

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.

oilDelivery_choice2 :: Maybe (OneOf2 AbsoluteTolerance PercentageTolerance)

Choice between:

Specifies the allowable quantity tolerance as an absolute quantity.
Specifies the allowable quantity tolerance as a percentage of the quantity.

Instances

Eq OilDelivery
Show OilDelivery
SchemaType OilDelivery

data OilPhysicalLeg Source

Physically settled leg of a physically settled oil product transaction.

Constructors

OilPhysicalLeg

Fields

oilPhysicLeg_ID :: Maybe ID
oilPhysicLeg_payerPartyReference :: Maybe PartyReference: A reference to the party responsible for making the payments defined by this structure.
oilPhysicLeg_payerAccountReference :: Maybe AccountReference: A reference to the account responsible for making the payments defined by this structure.
oilPhysicLeg_receiverPartyReference :: Maybe PartyReference: A reference to the party that receives the payments corresponding to this structure.
oilPhysicLeg_receiverAccountReference :: Maybe AccountReference: A reference to the account that receives the payments corresponding to this structure.
oilPhysicLeg_deliveryPeriods :: Maybe CommodityDeliveryPeriods: 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.
oilPhysicLeg_oil :: OilProduct: The specification of the oil product to be delivered.
oilPhysicLeg_deliveryConditions :: Maybe OilDelivery: The physical delivery conditions for the transaction.
oilPhysicLeg_deliveryQuantity :: CommodityPhysicalQuantity: The different options for specifying the quantity.

Instances

Eq OilPhysicalLeg
Show OilPhysicalLeg
SchemaType OilPhysicalLeg
Extension OilPhysicalLeg Leg
Extension OilPhysicalLeg PhysicalSwapLeg
Extension OilPhysicalLeg CommoditySwapLeg

data OilPipelineDelivery Source

The physical delivery conditions specific to an oil product delivered by pipeline.

Constructors

OilPipelineDelivery

Fields

oilPipelDeliv_pipelineName :: Maybe CommodityPipeline: The name of pipeline by which the oil product will be delivered.
oilPipelDeliv_withdrawalPoint :: Maybe CommodityDeliveryPoint: The location at which the transfer of the title to the commodity takes place.
oilPipelDeliv_entryPoint :: Maybe CommodityDeliveryPoint: The point at which the oil product will enter the pipeline.
oilPipelDeliv_deliverableByBarge :: Maybe Boolean: 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.
oilPipelDeliv_risk :: Maybe CommodityDeliveryRisk: 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.
oilPipelDeliv_cycle :: [CommodityPipelineCycle]: The cycle(s) during which the oil product will be transported in the pipeline.

Instances

Eq OilPipelineDelivery
Show OilPipelineDelivery
SchemaType OilPipelineDelivery

data OilProduct Source

The specification of the oil product to be delivered.

Constructors

OilProduct
Fields oilProduct_type :: OilProductType The type of oil product to be delivered. oilProduct_grade :: CommodityProductGrade The grade of oil product to be delivered.

Instances

Eq OilProduct
Show OilProduct
SchemaType OilProduct

data OilProductType Source

The type of physical commodity product to be delivered.

Constructors

OilProductType Scheme OilProductTypeAttributes

Instances

Eq OilProductType
Show OilProductType
SchemaType OilProductType
Extension OilProductType Scheme

data OilProductTypeAttributes Source

Constructors

OilProductTypeAttributes
Fields oilProductTypeAttrib_commodityOilProductTypeScheme :: Maybe AnyURI

Instances

Eq OilProductTypeAttributes
Show OilProductTypeAttributes

data OilTransferDelivery Source

The physical delivery conditions specific to an oil product delivered by title transfer.

Constructors

OilTransferDelivery
Fields oilTransfDeliv_applicable :: Maybe Boolean Indicates that the oil product will be delivered by title transfer. Should always be set to true. oilTransfDeliv_deliveryLocation :: Maybe CommodityDeliveryPoint The location at which the transfer of the title to the commodity takes place.

Instances

Eq OilTransferDelivery
Show OilTransferDelivery
SchemaType OilTransferDelivery

data PercentageTolerance Source

The acceptable tolerance in the delivered quantity of a physical commodity product in terms of a percentage of the agreed delivery quantity.

Constructors

PercentageTolerance

Fields

percenToler_postitive :: Maybe RestrictedPercentage: The maximum percentage amount by which the quantity delivered can exceed the agreed quantity.
percenToler_negative :: Maybe RestrictedPercentage: The maximum percentage amount by which the quantity delivered can be less than the agreed quantity.
percenToler_option :: Maybe PartyReference: Indicates whether the tolerance it at the seller's or buyer's option.

Instances

Eq PercentageTolerance
Show PercentageTolerance
SchemaType PercentageTolerance

data PhysicalForwardLeg Source

The common components of a physically settled leg of a Commodity Forward. This is an abstract type and should be extended by commodity-specific types.

Constructors

PhysicalForwardLeg_BullionPhysicalLeg BullionPhysicalLeg

Instances

Eq PhysicalForwardLeg
Show PhysicalForwardLeg
SchemaType PhysicalForwardLeg
Extension PhysicalForwardLeg CommodityForwardLeg
Extension BullionPhysicalLeg PhysicalForwardLeg

data PhysicalSwapLeg Source

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.

Constructors

PhysicalSwapLeg_OilPhysicalLeg OilPhysicalLeg
PhysicalSwapLeg_GasPhysicalLeg GasPhysicalLeg
PhysicalSwapLeg_ElectricityPhysicalLeg ElectricityPhysicalLeg
PhysicalSwapLeg_CoalPhysicalLeg CoalPhysicalLeg

data QuantityScheduleReference Source

A pointer tyle reference to a Quantity schedule defined elsewhere.

Constructors

QuantityScheduleReference
Fields quantSchedRef_href :: IDREF

Instances

Eq QuantityScheduleReference
Show QuantityScheduleReference
SchemaType QuantityScheduleReference
Extension QuantityScheduleReference Reference

data QuantityReference Source

A pointer tyle reference to a Quantity defined elsewhere.

Constructors

QuantityReference
Fields quantRef_href :: IDREF

Instances

Eq QuantityReference
Show QuantityReference
SchemaType QuantityReference
Extension QuantityReference Reference

data SequencedDisruptionFallback Source

A Disruption Fallback with the sequence in which it should be applied relative to other Disruption Fallbacks.

Constructors

SequencedDisruptionFallback
Fields sequenDisrupFallb_fallback :: Maybe DisruptionFallback Disruption fallback that applies to the trade. sequenDisrupFallb_sequence :: Maybe PositiveInteger Sequence in which the reference to the disruption fallback should be applied.

Instances

Eq SequencedDisruptionFallback
Show SequencedDisruptionFallback
SchemaType SequencedDisruptionFallback

data SettlementPeriods Source

Specifies a set of Settlement Periods associated with an Electricity Transaction for delivery on an Applicable Day or for a series of Applicable Days.

Constructors

SettlementPeriods

Fields

settlPeriods_ID :: Maybe ID

settlPeriods_duration :: Maybe SettlementPeriodDurationEnum

The length of each Settlement Period.

settlPeriods_applicableDay :: [DayOfWeekEnum]

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.

settlPeriods_startTime :: Maybe OffsetPrevailingTime

Specifies the hour-ending Start Time with respect to a range of Settlement Periods.

settlPeriods_endTime :: Maybe OffsetPrevailingTime

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.

settlPeriods_choice4 :: Maybe (OneOf2 CommodityBusinessCalendar CommodityBusinessCalendar)

Choice between:

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.

Instances

Eq SettlementPeriods
Show SettlementPeriods
SchemaType SettlementPeriods

data SettlementPeriodsFixedPrice Source

A type defining the Fixed Price applicable to a range or ranges of Settlement Periods.

Constructors

SettlementPeriodsFixedPrice
Fields settlPeriodsFixedPrice_ID :: Maybe ID settlPeriodsFixedPrice_price :: Decimal The Fixed Price. settlPeriodsFixedPrice_priceCurrency :: Currency Currency of the fixed price. settlPeriodsFixedPrice_priceUnit :: QuantityUnit The unit of measure used to calculate the Fixed Price. settlPeriodsFixedPrice_settlementPeriodsReference :: [SettlementPeriodsReference]

Instances

Eq SettlementPeriodsFixedPrice
Show SettlementPeriodsFixedPrice
SchemaType SettlementPeriodsFixedPrice
Extension SettlementPeriodsFixedPrice FixedPrice

data SettlementPeriodsReference Source

Allows a set of Settlement Periods to reference one already defined elsewhere in the trade.

Constructors

SettlementPeriodsReference
Fields settlPeriodsRef_href :: IDREF

Instances

Eq SettlementPeriodsReference
Show SettlementPeriodsReference
SchemaType SettlementPeriodsReference
Extension SettlementPeriodsReference Reference

data SettlementPeriodsSchedule Source

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.

Constructors

SettlementPeriodsSchedule

Fields

settlPeriodsSched_settlementPeriodsStep :: [SettlementPeriodsStep]

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.

settlPeriodsSched_choice1 :: Maybe (OneOf2 CalculationPeriodsReference CalculationPeriodsScheduleReference)

Choice between:

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

Instances

Eq SettlementPeriodsSchedule
Show SettlementPeriodsSchedule
SchemaType SettlementPeriodsSchedule

data SettlementPeriodsStep Source

A reference to the range of Settlement Periods that applies to a given period of a transaction.

Constructors

SettlementPeriodsStep

Fields

settlPeriodsStep_settlementPeriodsReference :: [SettlementPeriodsReference]: 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.

Instances

Eq SettlementPeriodsStep
Show SettlementPeriodsStep
SchemaType SettlementPeriodsStep

data UnitQuantity Source

A quantity and associated unit.

Constructors

UnitQuantity
Fields unitQuantity_ID :: Maybe ID unitQuantity_quantityUnit :: QuantityUnit Quantity Unit is the unit of measure applicable for the quantity on the Transaction. unitQuantity_quantity :: NonNegativeDecimal Amount of commodity per quantity frequency.

Instances

Eq UnitQuantity
Show UnitQuantity
SchemaType UnitQuantity

elementBullionPhysicalLeg :: XMLParser BullionPhysicalLeg Source

The physical leg of a Commodity Forward Transaction for which the underlyer is Bullion.

elementToXMLBullionPhysicalLeg :: BullionPhysicalLeg -> [Content ()]Source

elementCoalPhysicalLeg :: XMLParser CoalPhysicalLeg Source

Physically settled coal leg.

elementToXMLCoalPhysicalLeg :: CoalPhysicalLeg -> [Content ()]Source

elementCommodityForward :: XMLParser CommodityForward Source

Defines a commodity forward product.

elementToXMLCommodityForward :: CommodityForward -> [Content ()]Source

elementCommodityForwardLeg :: XMLParser CommodityForwardLeg Source

Defines the substitutable commodity forward leg

elementToXMLCommodityForwardLeg :: CommodityForwardLeg -> [Content ()]Source

elementCommodityOption :: XMLParser CommodityOption Source

Defines a commodity option product.

elementToXMLCommodityOption :: CommodityOption -> [Content ()]Source

elementCommoditySwap :: XMLParser CommoditySwap Source

Defines a commodity swap product.

elementToXMLCommoditySwap :: CommoditySwap -> [Content ()]Source

elementCommoditySwaption :: XMLParser CommoditySwaption Source

Defines a commodity swaption product

elementToXMLCommoditySwaption :: CommoditySwaption -> [Content ()]Source

elementCommoditySwapLeg :: XMLParser CommoditySwapLeg Source

Defines the substitutable commodity swap leg

elementToXMLCommoditySwapLeg :: CommoditySwapLeg -> [Content ()]Source

elementElectricityPhysicalLeg :: XMLParser ElectricityPhysicalLeg Source

Physically settled electricity leg.

elementToXMLElectricityPhysicalLeg :: ElectricityPhysicalLeg -> [Content ()]Source

elementFixedLeg :: XMLParser FixedPriceLeg Source

Fixed Price Leg.

elementToXMLFixedLeg :: FixedPriceLeg -> [Content ()]Source

elementFloatingLeg :: XMLParser FloatingPriceLeg Source

Floating Price leg.

elementToXMLFloatingLeg :: FloatingPriceLeg -> [Content ()]Source

elementGasPhysicalLeg :: XMLParser GasPhysicalLeg Source

Physically settled natural gas leg.

elementToXMLGasPhysicalLeg :: GasPhysicalLeg -> [Content ()]Source

elementOilPhysicalLeg :: XMLParser OilPhysicalLeg Source

Physically settled oil or refined products leg.

elementToXMLOilPhysicalLeg :: OilPhysicalLeg -> [Content ()]Source

module Data.FpML.V53.Shared.Option

CommodityPhysicalQuantityBase_GasPhysicalQuantity GasPhysicalQuantity
CommodityPhysicalQuantityBase_ElectricityPhysicalQuantity ElectricityPhysicalQuantity
CommodityPhysicalQuantityBase_CommodityPhysicalQuantity CommodityPhysicalQuantity

Eq CommodityPhysicalQuantityBase
Show CommodityPhysicalQuantityBase
SchemaType CommodityPhysicalQuantityBase
Extension GasPhysicalQuantity CommodityPhysicalQuantityBase
Extension ElectricityPhysicalQuantity CommodityPhysicalQuantityBase
Extension CommodityPhysicalQuantity CommodityPhysicalQuantityBase

CommoditySwapLeg_PhysicalSwapLeg PhysicalSwapLeg
CommoditySwapLeg_NonPeriodicFixedPriceLeg NonPeriodicFixedPriceLeg
CommoditySwapLeg_FinancialSwapLeg FinancialSwapLeg

Eq CommoditySwapLeg
Show CommoditySwapLeg
SchemaType CommoditySwapLeg
Extension PhysicalSwapLeg CommoditySwapLeg
Extension OilPhysicalLeg CommoditySwapLeg
Extension NonPeriodicFixedPriceLeg CommoditySwapLeg
Extension GasPhysicalLeg CommoditySwapLeg
Extension FloatingPriceLeg CommoditySwapLeg
Extension FixedPriceLeg CommoditySwapLeg
Extension FinancialSwapLeg CommoditySwapLeg
Extension ElectricityPhysicalLeg CommoditySwapLeg
Extension CommoditySwapLeg Leg
Extension CoalPhysicalLeg CommoditySwapLeg

Eq PhysicalSwapLeg
Show PhysicalSwapLeg
SchemaType PhysicalSwapLeg
Extension PhysicalSwapLeg CommoditySwapLeg
Extension OilPhysicalLeg PhysicalSwapLeg
Extension GasPhysicalLeg PhysicalSwapLeg
Extension ElectricityPhysicalLeg PhysicalSwapLeg
Extension CoalPhysicalLeg PhysicalSwapLeg