Documentation for Financial products Markup Language (FpML®)
Definition Type: Element
Name: fxVarianceSwap
Namespace: http://www.fpml.org/FpML-5/reporting
Type: nsE:FxPerformanceSwap
Containing Schema: fpml-fx-5-10.xsd
Abstract
Documentation:
An FX variance swap transaction definition.
Collapse XSD Schema Diagram:
Drilldown into cashSettlement in schema fpml-fx-5-10_xsd3 Drilldown into additionalPayment in schema fpml-fx-5-10_xsd3 Drilldown into numberOfReturns in schema fpml-fx-5-10_xsd3 Drilldown into meanAdjustment in schema fpml-fx-5-10_xsd3 Drilldown into annualizationFactor in schema fpml-fx-5-10_xsd3 Drilldown into settlementDate in schema fpml-fx-5-10_xsd3 Drilldown into valuationDateOffset in schema fpml-fx-5-10_xsd3 Drilldown into valuationDate in schema fpml-fx-5-10_xsd3 Drilldown into fixingSchedule in schema fpml-fx-5-10_xsd3 Drilldown into fixingInformationSource in schema fpml-fx-5-10_xsd3 Drilldown into floatingLeg in schema fpml-fx-5-10_xsd3 Drilldown into fixedLeg in schema fpml-fx-5-10_xsd3 Drilldown into notional in schema fpml-fx-5-10_xsd3 Drilldown into vegaNotional in schema fpml-fx-5-10_xsd3 Drilldown into quotedCurrencyPair in schema fpml-fx-5-10_xsd3 Drilldown into embeddedOptionType in schema fpml-shared-5-10_xsd4 Drilldown into assetClass in schema fpml-shared-5-10_xsd4 Drilldown into productId in schema fpml-shared-5-10_xsd4 Drilldown into productType in schema fpml-shared-5-10_xsd4 Drilldown into secondaryAssetClass in schema fpml-shared-5-10_xsd4 Drilldown into primaryAssetClass in schema fpml-shared-5-10_xsd4 Drilldown into Product.model in schema fpml-shared-5-10_xsd4 Drilldown into id in schema fpml-shared-5-10_xsd4 Drilldown into Product in schema fpml-shared-5-10_xsd4 Drilldown into FxPerformanceSwap in schema fpml-fx-5-10_xsd3XSD Diagram of fxVarianceSwap in schema fpml-fx-5-10_xsd3 (Financial products Markup Language (FpML®))
Collapse XSD Schema Code: 
<xsd:element name="fxVarianceSwap" type="FxPerformanceSwap" substitutionGroup="product">
    <xsd:annotation>
        <xsd:documentation xml:lang="en">An FX variance swap transaction definition.</xsd:documentation>
    </xsd:annotation>
</xsd:element>
Collapse Child Elements:
Name Type Min Occurs Max Occurs
primaryAssetClass nsE:primaryAssetClass 0 (1)
secondaryAssetClass nsE:secondaryAssetClass 0 unbounded
productType nsE:productType 0 unbounded
productId nsE:productId 0 unbounded
assetClass nsE:assetClass 0 unbounded
embeddedOptionType nsE:embeddedOptionType 0 2
quotedCurrencyPair nsE:quotedCurrencyPair 0 (1)
vegaNotional nsE:vegaNotional 0 (1)
notional nsE:notional 0 (1)
fixedLeg nsE:fixedLeg 0 (1)
floatingLeg nsE:floatingLeg 0 (1)
fixingInformationSource nsE:fixingInformationSource 0 (1)
fixingSchedule nsE:fixingSchedule 0 (1)
valuationDate nsE:valuationDate (1) (1)
valuationDateOffset nsE:valuationDateOffset (1) (1)
settlementDate nsE:settlementDate 0 (1)
annualizationFactor nsE:annualizationFactor 0 (1)
meanAdjustment nsE:meanAdjustment 0 (1)
numberOfReturns nsE:numberOfReturns 0 (1)
additionalPayment nsE:additionalPayment 0 unbounded
cashSettlement nsE:cashSettlement 0 (1)
Collapse Child Attributes:
Name Type Default Value Use
id nsE:id (Optional)
Collapse Derivation Tree:
Collapse References:
nsE:product
Documentation for Financial products Markup Language (FpML®)

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