Documentation for Financial products Markup Language (FpML®)
Definition Type: ComplexType
Name: VarianceLeg
Namespace: http://www.fpml.org/FpML-5/reporting
Type: nsE:DirectionalLegUnderlyerValuation
Containing Schema: fpml-variance-swaps-5-10.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-5-10_xsd2 Drilldown into valuation in schema fpml-eq-shared-5-10_xsd2 Drilldown into fxFeature in schema fpml-eq-shared-5-10_xsd2 Drilldown into settlementCurrency in schema fpml-shared-5-10_xsd4 Drilldown into settlementAmount in schema fpml-shared-5-10_xsd4 Drilldown into SettlementAmountOrCurrency.model in schema fpml-shared-5-10_xsd4 Drilldown into settlementDate in schema fpml-option-shared-5-10_xsd3 Drilldown into settlementType in schema fpml-option-shared-5-10_xsd3 Drilldown into OptionSettlement.model in schema fpml-option-shared-5-10_xsd3 Drilldown into underlyer in schema fpml-eq-shared-5-10_xsd2 Drilldown into terminationDate in schema fpml-shared-5-10_xsd4 Drilldown into effectiveDate in schema fpml-shared-5-10_xsd4 Drilldown into receiverAccountReference in schema fpml-shared-5-10_xsd4 Drilldown into receiverPartyReference in schema fpml-shared-5-10_xsd4 Drilldown into Receiver.model in schema fpml-shared-5-10_xsd4 Drilldown into payerAccountReference in schema fpml-shared-5-10_xsd4 Drilldown into payerPartyReference in schema fpml-shared-5-10_xsd4 Drilldown into Payer.model in schema fpml-shared-5-10_xsd4 Drilldown into PayerReceiver.model in schema fpml-shared-5-10_xsd4 Drilldown into legIdentifier in schema fpml-shared-5-10_xsd4 Drilldown into id in schema fpml-shared-5-10_xsd4 Drilldown into Leg in schema fpml-shared-5-10_xsd4 Drilldown into DirectionalLeg in schema fpml-shared-5-10_xsd4 Drilldown into DirectionalLegUnderlyer in schema fpml-eq-shared-5-10_xsd2 Drilldown into DirectionalLegUnderlyerValuation in schema fpml-eq-shared-5-10_xsd2XSD Diagram of VarianceLeg in schema fpml-variance-swaps-5-10_xsd2 (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 nsE:legIdentifier 0 unbounded
payerPartyReference nsE:payerPartyReference 0 (1)
payerAccountReference nsE:payerAccountReference 0 (1)
receiverPartyReference nsE:receiverPartyReference 0 (1)
receiverAccountReference nsE:receiverAccountReference 0 (1)
effectiveDate nsE:effectiveDate 0 (1)
terminationDate nsE:terminationDate 0 (1)
underlyer nsE:underlyer 0 (1)
settlementType nsE:settlementType 0 (1)
settlementDate nsE:settlementDate 0 (1)
settlementAmount nsE:settlementAmount (1) (1)
settlementCurrency nsE:settlementCurrency (1) (1)
fxFeature nsE:fxFeature 0 (1)
valuation nsE:valuation 0 (1)
amount nsE:amount 0 (1)
<xs:group> nsE:PayerReceiver.model (1) (1)
<xs:group> nsE:Payer.model (1) (1)
<xs:group> nsE:Receiver.model (1) (1)
<xs:group> nsE:OptionSettlement.model (1) (1)
<xs:group> nsE:SettlementAmountOrCurrency.model 0 (1)
Collapse Child Attributes:
Name Type Default Value Use
id nsE:id (Optional)
Collapse Derivation Tree:
Collapse References:
nsE:varianceLeg, nsE:varianceLeg
Documentation for Financial products Markup Language (FpML®)

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