Definition Type: Element
Name: commodityVarianceLeg
Namespace: http://www.fpml.org/FpML-5/transparency
Type: nsA:CommodityVarianceLeg
Containing Schema: fpml-com-5-9.xsd
Abstract
Documentation:
Specifies the variance payments of a commodity variance swap.
Collapse XSD Schema Diagram:
Drilldown into varianceCalculation in schema fpml-com-5-9_xsd Drilldown into volatilityStrikePrice in schema fpml-com-5-9_xsd Drilldown into varianceStrikePrice in schema fpml-com-5-9_xsd Drilldown into notionalAmount in schema fpml-com-5-9_xsd Drilldown into commodityBasket in schema fpml-com-5-9_xsd Drilldown into commodity in schema fpml-com-5-9_xsd Drilldown into CommodityUnderlyerChoice.model in schema fpml-com-5-9_xsd Drilldown into calculationPeriodsSchedule in schema fpml-com-5-9_xsd Drilldown into CommodityCalculationPeriods.model in schema fpml-com-5-9_xsd Drilldown into payerPartyReference in schema fpml-shared-5-9_xsd Drilldown into Payer.model in schema fpml-shared-5-9_xsd Drilldown into PayerReceiver.model in schema fpml-shared-5-9_xsd Drilldown into id in schema fpml-shared-5-9_xsd Drilldown into Leg in schema fpml-shared-5-9_xsd Drilldown into CommodityPerformanceSwapLeg in schema fpml-com-5-9_xsd Drilldown into CommodityVarianceLeg in schema fpml-com-5-9_xsdXSD Diagram of commodityVarianceLeg in schema fpml-com-5-9_xsd (Financial products Markup Language (FpML®) - Transparency)
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 nsA:payerPartyReference 0 (1)
calculationPeriodsSchedule nsA:calculationPeriodsSchedule 0 (1)
commodity nsA:commodity (1) (1)
commodityBasket nsA:commodityBasket (1) (1)
notionalAmount nsA:notionalAmount (1) (1)
varianceStrikePrice nsA:varianceStrikePrice (1) (1)
volatilityStrikePrice nsA:volatilityStrikePrice (1) (1)
varianceCalculation nsA:varianceCalculation (1) (1)
<xs:group> nsA:PayerReceiver.model (1) (1)
<xs:group> nsA:Payer.model (1) (1)
<xs:group> nsA:CommodityCalculationPeriods.model (1) (1)
<xs:group> nsA:CommodityUnderlyerChoice.model (1) (1)
Collapse Child Attributes:
Name Type Default Value Use
id nsA:id (Optional)
Collapse Derivation Tree:
Collapse References:
nsA:commodityPerformanceSwapLeg
Collapse Comments:
blog comments powered by Disqus