Documentation for Financial products Markup Language (FpML®)
Definition Type: Element
Name: boundedVariance
Namespace: http://www.fpml.org/FpML-5/reporting
Type: nsE:BoundedVariance
Containing Schema: fpml-eq-shared-5-10.xsd
MinOccurs 0
MaxOccurs (1)
Abstract
Documentation:
Conditions which bound variance. The contract specifies one or more boundary levels. These levels are expressed as prices for confirmation purposes Underlyer price must be equal to or higher than Lower Barrier is known as Up Conditional Swap Underlyer price must be equal to or lower than Upper Barrier is known as Down Conditional Swap Underlyer price must be equal to or higher than Lower Barrier and must be equal to or lower than Upper Barrier is known as Barrier Conditional Swap.
Collapse XSD Schema Diagram:
Drilldown into lowerBarrier in schema fpml-eq-shared-5-10_xsd2 Drilldown into upperBarrier in schema fpml-eq-shared-5-10_xsd2 Drilldown into daysInRangeAdjustment in schema fpml-eq-shared-5-10_xsd2 Drilldown into realisedVarianceMethod in schema fpml-eq-shared-5-10_xsd2 Drilldown into BoundedVariance in schema fpml-eq-shared-5-10_xsd2XSD Diagram of boundedVariance in schema fpml-eq-shared-5-10_xsd2 (Financial products Markup Language (FpML®))
Collapse XSD Schema Code: 
<xsd:element name="boundedVariance" type="BoundedVariance" minOccurs="0">
    <xsd:annotation>
        <xsd:documentation xml:lang="en">Conditions which bound variance. The contract specifies one or more boundary levels. These levels are expressed as prices for confirmation purposes Underlyer price must be equal to or higher than Lower Barrier is known as Up Conditional Swap Underlyer price must be equal to or lower than Upper Barrier is known as Down Conditional Swap Underlyer price must be equal to or higher than Lower Barrier and must be equal to or lower than Upper Barrier is known as Barrier Conditional Swap.</xsd:documentation>
    </xsd:annotation>
</xsd:element>
Collapse Child Elements:
Name Type Min Occurs Max Occurs
realisedVarianceMethod nsE:realisedVarianceMethod 0 (1)
daysInRangeAdjustment nsE:daysInRangeAdjustment 0 (1)
upperBarrier nsE:upperBarrier 0 (1)
lowerBarrier nsE:lowerBarrier 0 (1)
Collapse Derivation Tree:
Documentation for Financial products Markup Language (FpML®)

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