Documentation for Financial products Markup Language (FpML®)
Definition Type: Element
Name: varianceStrikePrice
Namespace: http://www.fpml.org/FpML-5/transparency
Type: decimal:http://www.w3.org/2001/XMLSchema
Containing Schema: fpml-com-5-10.xsd
MinOccurs (1)
MaxOccurs (1)
Abstract
Documentation:
Specifies the variance strike price when this strike is expressed in variance units. Payments on the variance leg are equal to the national amount multiplied by the realized variance minus this variance strike price: notional amount * (realized variance - variance strike price).
Collapse XSD Schema Diagram:
XSD Diagram of varianceStrikePrice in schema fpml-com-5-10_xsd3 (Financial products Markup Language (FpML®))
Collapse XSD Schema Code: 
<xsd:element name="varianceStrikePrice" type="xsd:decimal">
    <xsd:annotation>
        <xsd:documentation xml:lang="en">Specifies the variance strike price when this strike is expressed in variance units. Payments on the variance leg are equal to the national amount multiplied by the realized variance minus this variance strike price: notional amount * (realized variance - variance strike price).</xsd:documentation>
    </xsd:annotation>
</xsd:element>
Documentation for Financial products Markup Language (FpML®)

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