Documentation for Financial products Markup Language (FpML®) - Transparency
Definition Type: ComplexType
Name: VarianceOptionTransactionSupplement
Namespace: http://www.fpml.org/FpML-5/transparency
Type: nsA:OptionBase
Containing Schema: fpml-variance-swaps-5-9.xsd
Abstract
Collapse XSD Schema Diagram:
Drilldown into varianceSwapTransactionSupplement in schema fpml-variance-swaps-5-9_xsd Drilldown into multiplier in schema fpml-variance-swaps-5-9_xsd Drilldown into optionEntitlement in schema fpml-variance-swaps-5-9_xsd Drilldown into equityExercise in schema fpml-variance-swaps-5-9_xsd Drilldown into equityPremium in schema fpml-variance-swaps-5-9_xsd Drilldown into optionType in schema fpml-option-shared-5-9_xsd Drilldown into sellerPartyReference in schema fpml-shared-5-9_xsd Drilldown into buyerPartyReference in schema fpml-shared-5-9_xsd Drilldown into BuyerSeller.model in schema fpml-shared-5-9_xsd Drilldown into embeddedOptionType 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 Option in schema fpml-option-shared-5-9_xsd Drilldown into OptionBase in schema fpml-option-shared-5-9_xsdXSD Diagram of VarianceOptionTransactionSupplement in schema fpml-variance-swaps-5-9_xsd (Financial products Markup Language (FpML®) - Transparency)
Collapse XSD Schema Code: 
<xsd:complexType name="VarianceOptionTransactionSupplement">
    <xsd:complexContent>
        <xsd:extension base="OptionBase">
            <xsd:sequence>
                <xsd:element name="equityPremium" type="EquityPremium">
                    <xsd:annotation>
                        <xsd:documentation xml:lang="en">The variance option premium payable by the buyer to the seller.</xsd:documentation>
                    </xsd:annotation>
                </xsd:element>
                <xsd:element name="equityExercise" type="EquityExerciseValuationSettlement">
                    <xsd:annotation>
                        <xsd:documentation xml:lang="en">The parameters for defining how the equity option can be exercised, how it is valued and how it is settled.</xsd:documentation>
                    </xsd:annotation>
                </xsd:element>
                <xsd:choice minOccurs="0">
                    <xsd:element name="optionEntitlement" type="PositiveDecimal">
                        <xsd:annotation>
                            <xsd:documentation xml:lang="en">The number of shares per option comprised in the option transaction supplement.</xsd:documentation>
                        </xsd:annotation>
                    </xsd:element>
                    <xsd:element name="multiplier" type="PositiveDecimal">
                        <xsd:annotation>
                            <xsd:documentation xml:lang="en">Specifies the contract multiplier that can be associated with an index option.</xsd:documentation>
                        </xsd:annotation>
                    </xsd:element>
                </xsd:choice>
                <xsd:element name="varianceSwapTransactionSupplement" type="LimitedVarianceSwapTransactionSupplement">
                    <xsd:annotation>
                        <xsd:documentation xml:lang="en">The variance swap details.</xsd:documentation>
                    </xsd:annotation>
                </xsd:element>
            </xsd:sequence>
        </xsd:extension>
    </xsd:complexContent>
</xsd:complexType>
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
embeddedOptionType nsA:embeddedOptionType 0 2
buyerPartyReference nsA:buyerPartyReference 0 (1)
sellerPartyReference nsA:sellerPartyReference 0 (1)
optionType nsA:optionType (1) (1)
equityPremium nsA:equityPremium (1) (1)
equityExercise nsA:equityExercise (1) (1)
optionEntitlement nsA:optionEntitlement (1) (1)
multiplier nsA:multiplier (1) (1)
varianceSwapTransactionSupplement nsA:varianceSwapTransactionSupplement (1) (1)
<xs:group> nsA:BuyerSeller.model (1) (1)
Collapse Child Attributes:
Name Type Default Value Use
id nsA:id (Optional)
Collapse Derivation Tree:
Collapse References:
nsA:varianceOptionTransactionSupplement
Collapse Comments:
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Documentation for Financial products Markup Language (FpML®) - Transparency

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