Definition Type: Element
Name: fxVarianceSwap
Namespace: http://www.fpml.org/FpML-5/reporting
Type: nsA:FxPerformanceSwap
Containing Schema: fpml-fx-5-9.xsd
Abstract
Documentation:
An FX variance swap transaction definition.
Collapse XSD Schema Diagram:
Drilldown into cashSettlement in schema fpml-fx-5-9_xsd Drilldown into additionalPayment in schema fpml-fx-5-9_xsd Drilldown into numberOfReturns in schema fpml-fx-5-9_xsd Drilldown into meanAdjustment in schema fpml-fx-5-9_xsd Drilldown into annualizationFactor in schema fpml-fx-5-9_xsd Drilldown into settlementDate in schema fpml-fx-5-9_xsd Drilldown into valuationDateOffset in schema fpml-fx-5-9_xsd Drilldown into valuationDate in schema fpml-fx-5-9_xsd Drilldown into fixingSchedule in schema fpml-fx-5-9_xsd Drilldown into fixingInformationSource in schema fpml-fx-5-9_xsd Drilldown into floatingLeg in schema fpml-fx-5-9_xsd Drilldown into fixedLeg in schema fpml-fx-5-9_xsd Drilldown into notional in schema fpml-fx-5-9_xsd Drilldown into vegaNotional in schema fpml-fx-5-9_xsd Drilldown into quotedCurrencyPair in schema fpml-fx-5-9_xsd Drilldown into embeddedOptionType in schema fpml-shared-5-9_xsd Drilldown into assetClass in schema fpml-shared-5-9_xsd Drilldown into productId in schema fpml-shared-5-9_xsd Drilldown into productType in schema fpml-shared-5-9_xsd Drilldown into secondaryAssetClass in schema fpml-shared-5-9_xsd Drilldown into primaryAssetClass in schema fpml-shared-5-9_xsd Drilldown into Product.model in schema fpml-shared-5-9_xsd Drilldown into id in schema fpml-shared-5-9_xsd Drilldown into Product in schema fpml-shared-5-9_xsd Drilldown into FxPerformanceSwap in schema fpml-fx-5-9_xsdXSD Diagram of fxVarianceSwap in schema fpml-fx-5-9_xsd (Financial products Markup Language (FpML®) - Reporting)
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 nsA:primaryAssetClass 0 (1)
secondaryAssetClass nsA:secondaryAssetClass 0 unbounded
productType nsA:productType 0 unbounded
productId nsA:productId 0 unbounded
assetClass nsA:assetClass 0 unbounded
embeddedOptionType nsA:embeddedOptionType 0 2
quotedCurrencyPair nsA:quotedCurrencyPair 0 (1)
vegaNotional nsA:vegaNotional 0 (1)
notional nsA:notional 0 (1)
fixedLeg nsA:fixedLeg 0 (1)
floatingLeg nsA:floatingLeg 0 (1)
fixingInformationSource nsA:fixingInformationSource 0 (1)
fixingSchedule nsA:fixingSchedule 0 (1)
valuationDate nsA:valuationDate (1) (1)
valuationDateOffset nsA:valuationDateOffset (1) (1)
settlementDate nsA:settlementDate 0 (1)
annualizationFactor nsA:annualizationFactor 0 (1)
meanAdjustment nsA:meanAdjustment 0 (1)
numberOfReturns nsA:numberOfReturns 0 (1)
additionalPayment nsA:additionalPayment 0 unbounded
cashSettlement nsA:cashSettlement 0 (1)
Collapse Child Attributes:
Name Type Default Value Use
id nsA:id (Optional)
Collapse Derivation Tree:
Collapse References:
nsA:product
Collapse Comments:
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