Documentation for Financial products Markup Language (FpML®)
Definition Type: ComplexType
Name: VarianceLeg
Namespace: http://www.fpml.org/FpML-5/reporting
Type: nsB:DirectionalLegUnderlyerValuation
Containing Schema: fpml-variance-swaps-5-0.xsd
Abstract
Documentation:
A type describing return which is driven by a Variance Calculation.
Collapse XSD Schema Diagram:
Drilldown into amount in schema fpml-variance-swaps-5-0_xsd1 Drilldown into valuation in schema fpml-eq-shared-5-0_xsd1 Drilldown into fxFeature in schema fpml-eq-shared-5-0_xsd1 Drilldown into settlementCurrency in schema fpml-shared-5-0_xsd1 Drilldown into settlementAmount in schema fpml-shared-5-0_xsd1 Drilldown into SettlementAmountOrCurrency.model in schema fpml-shared-5-0_xsd1 Drilldown into settlementDate in schema fpml-option-shared-5-0_xsd1 Drilldown into settlementType in schema fpml-option-shared-5-0_xsd1 Drilldown into OptionSettlement.model in schema fpml-option-shared-5-0_xsd1 Drilldown into underlyer in schema fpml-eq-shared-5-0_xsd1 Drilldown into terminationDate in schema fpml-eq-shared-5-0_xsd1 Drilldown into effectiveDate in schema fpml-eq-shared-5-0_xsd1 Drilldown into receiverAccountReference in schema fpml-shared-5-0_xsd1 Drilldown into receiverPartyReference in schema fpml-shared-5-0_xsd1 Drilldown into payerAccountReference in schema fpml-shared-5-0_xsd1 Drilldown into payerPartyReference in schema fpml-shared-5-0_xsd1 Drilldown into PayerReceiver.model in schema fpml-shared-5-0_xsd1 Drilldown into legIdentifier in schema fpml-eq-shared-5-0_xsd1 Drilldown into id in schema fpml-shared-5-0_xsd1 Drilldown into Leg in schema fpml-shared-5-0_xsd1 Drilldown into DirectionalLeg in schema fpml-eq-shared-5-0_xsd1 Drilldown into DirectionalLegUnderlyer in schema fpml-eq-shared-5-0_xsd1 Drilldown into DirectionalLegUnderlyerValuation in schema fpml-eq-shared-5-0_xsd1XSD Diagram of VarianceLeg in schema fpml-variance-swaps-5-0_xsd1 (Financial products Markup Language (FpML®))
Collapse XSD Schema Code: 
<xsd:complexType name="VarianceLeg">
    <xsd:annotation>
        <xsd:documentation xml:lang="en">A type describing return which is driven by a Variance Calculation.</xsd:documentation>
    </xsd:annotation>
    <xsd:complexContent>
        <xsd:extension base="DirectionalLegUnderlyerValuation">
            <xsd:sequence>
                <xsd:element name="amount" type="VarianceAmount" minOccurs="0">
                    <xsd:annotation>
                        <xsd:documentation xml:lang="en">Specifies, in relation to each Equity Payment Date, the amount to which the Equity Payment Date relates. Unless otherwise specified, this term has the meaning defined in the ISDA 2002 Equity Derivatives Definitions.</xsd:documentation>
                    </xsd:annotation>
                </xsd:element>
            </xsd:sequence>
        </xsd:extension>
    </xsd:complexContent>
</xsd:complexType>
Collapse Child Elements:
Name Type Min Occurs Max Occurs
legIdentifier nsB:legIdentifier 0 unbounded
payerPartyReference nsB:payerPartyReference 0 (1)
payerAccountReference nsB:payerAccountReference 0 (1)
receiverPartyReference nsB:receiverPartyReference 0 (1)
receiverAccountReference nsB:receiverAccountReference 0 (1)
effectiveDate nsB:effectiveDate 0 (1)
terminationDate nsB:terminationDate 0 (1)
underlyer nsB:underlyer 0 (1)
settlementType nsB:settlementType 0 (1)
settlementDate nsB:settlementDate 0 (1)
settlementAmount nsB:settlementAmount 0 (1)
settlementCurrency nsB:settlementCurrency 0 (1)
fxFeature nsB:fxFeature 0 (1)
valuation nsB:valuation 0 (1)
amount nsB:amount 0 (1)
<xs:group> nsB:PayerReceiver.model (1) (1)
<xs:group> nsB:OptionSettlement.model (1) (1)
<xs:group> nsB:SettlementAmountOrCurrency.model 0 (1)
Collapse Child Attributes:
Name Type Default Value Use
id nsB:id (Optional)
Collapse Derivation Tree:
Collapse References:
nsB:varianceLeg, nsB:varianceLeg
Documentation for Financial products Markup Language (FpML®)

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