QPR-12130 update doc and schema

Author: mgroncki

Docs/UserGuide/tradecomponents/underlying.tex

@@ -106,6 +106,7 @@ \subsubsection{Underlying}
           <FutureMonthOffset>0</FutureMonthOffset>
           <DeliveryRollDays>0</DeliveryRollDays>
           <DeliveryRollCalendar>TARGET</DeliveryRollCalendar>
+          <FutureContractMonth>Nov2023</FutureContractMonth>
         </Underlying>
 \end{minted}
 \caption{Commodity Underlying}
@@ -242,6 +243,14 @@ \subsubsection{Underlying}
 
 Allowable values: See Table \ref{tab:calendar}. Defaults to the null calendar if left blank or omitted, and \lstinline!Type!: is  \emph{Commodity}.
 
+\item \lstinline!FutureContractMonth! [Optional]:
+Only valid when  \lstinline!Type! is  \emph{Commodity}, \lstinline!PriceType! is FutureSettlement and there is no \lstinline!FutureExpiryDate! node. It specifies the underlying future contract month  in the format \emph{Mon-YYYY}, for example Nov-2023. 
+
+\item \lstinline!FutureExpiryDate! [Optional]:
+Only valid when  \lstinline!Type! is  \emph{Commodity}, \lstinline!PriceType! is FutureSettlement and there is no \lstinline!FutureContractMonth! node. This gives the expiration date of the underlying commodity future contract. 
+
+If the field \lstinline!FutureExpiryDate! and \lstinline!FutureContractMonth! are omitted, the expiration date of the underlying commodity future contract is set to the prompt future, adjusted for any \lstinline!FutureMonthOffset!.
+
 \item \lstinline!Interpolation! [Optional]:
 Only valid when \lstinline!Type! is  \emph{Inflation}. The index observation interpolation between fixings.
 

xsd/instruments.xsd

@@ -1797,6 +1797,8 @@
       <xs:element type="xs:nonNegativeInteger" name="FutureMonthOffset" minOccurs="0"/>
       <xs:element type="xs:nonNegativeInteger" name="DeliveryRollDays" minOccurs="0"/>
       <xs:element type="xs:string" name="DeliveryRollCalendar" minOccurs="0"/>
+      <xs:element type="xs:string" name="FutureExpiryDate" minOccurs="0"/>
+      <xs:element type="xs:string" name="FutureContractMonth" minOccurs="0"/>
       <xs:element type="xs:string" name="Interpolation" minOccurs="0"/>
       <xs:element type="xs:float" name="BidAskAdjustment" minOccurs="0"/>
     </xs:all>