Documentation for Financial products Markup Language (FpML®)
Definition Type: Element
Name: commodityVarianceLeg
Namespace: http://www.fpml.org/FpML-5/transparency
Type: nsF:CommodityVarianceLeg
Containing Schema: fpml-com-5-10.xsd
Abstract
Documentation:
Specifies the variance payments of a commodity variance swap.
Collapse XSD Schema Diagram:
Drilldown into varianceCalculation in schema fpml-com-5-10_xsd3 Drilldown into volatilityStrikePrice in schema fpml-com-5-10_xsd3 Drilldown into varianceStrikePrice in schema fpml-com-5-10_xsd3 Drilldown into notionalAmount in schema fpml-com-5-10_xsd3 Drilldown into commodityBasket in schema fpml-com-5-10_xsd3 Drilldown into commodity in schema fpml-com-5-10_xsd3 Drilldown into CommodityUnderlyerChoice.model in schema fpml-com-5-10_xsd3 Drilldown into calculationPeriodsSchedule in schema fpml-com-5-10_xsd3 Drilldown into CommodityCalculationPeriods.model in schema fpml-com-5-10_xsd3 Drilldown into payerPartyReference in schema fpml-shared-5-10_xsd5 Drilldown into Payer.model in schema fpml-shared-5-10_xsd5 Drilldown into PayerReceiver.model in schema fpml-shared-5-10_xsd5 Drilldown into id in schema fpml-shared-5-10_xsd5 Drilldown into Leg in schema fpml-shared-5-10_xsd5 Drilldown into CommodityPerformanceSwapLeg in schema fpml-com-5-10_xsd3 Drilldown into CommodityVarianceLeg in schema fpml-com-5-10_xsd3XSD Diagram of commodityVarianceLeg in schema fpml-com-5-10_xsd3 (Financial products Markup Language (FpML®))
Collapse XSD Schema Code: 
<xsd:element name="commodityVarianceLeg" type="CommodityVarianceLeg" substitutionGroup="commodityPerformanceSwapLeg">
    <xsd:annotation>
        <xsd:documentation xml:lang="en">Specifies the variance payments of a commodity variance swap.</xsd:documentation>
    </xsd:annotation>
</xsd:element>
Collapse Child Elements:
Name Type Min Occurs Max Occurs
payerPartyReference nsF:payerPartyReference 0 (1)
calculationPeriodsSchedule nsF:calculationPeriodsSchedule 0 (1)
commodity nsF:commodity (1) (1)
commodityBasket nsF:commodityBasket (1) (1)
notionalAmount nsF:notionalAmount (1) (1)
varianceStrikePrice nsF:varianceStrikePrice (1) (1)
volatilityStrikePrice nsF:volatilityStrikePrice (1) (1)
varianceCalculation nsF:varianceCalculation (1) (1)
<xs:group> nsF:PayerReceiver.model (1) (1)
<xs:group> nsF:Payer.model (1) (1)
<xs:group> nsF:CommodityCalculationPeriods.model (1) (1)
<xs:group> nsF:CommodityUnderlyerChoice.model (1) (1)
Collapse Child Attributes:
Name Type Default Value Use
id nsF:id (Optional)
Collapse Derivation Tree:
Collapse References:
nsF:commodityPerformanceSwapLeg
Documentation for Financial products Markup Language (FpML®)

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